solveFor (3) - Linux Manuals

solveFor: Singular value decomposition.

NAME

QuantLib::SVD - Singular value decomposition.

SYNOPSIS

#include <ql/math/matrixutilities/svd.hpp>

Public Member Functions

SVD (const Matrix &)

const Matrix & U () const

const Matrix & V () const

const Array & singularValues () const

Disposable< Matrix > S () const

Real norm2 ()

Real cond ()

Integer rank ()

Disposable< Array > solveFor (const Array &) const

Detailed Description

Singular value decomposition.

Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press

Tests

the correctness of the returned values is tested by checking their properties.

Author

Generated automatically by Doxygen for QuantLib from the source code.