SVD Class Reference

#include <ql/Math/svd.hpp>

List of all members.


Detailed Description

Singular value decomposition.

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


Public Member Functions

 SVD (const Matrix &)
const MatrixU () const
const MatrixV () const
const ArraysingularValues () const
Disposable< MatrixS () const
Real norm2 ()
Real cond ()
Integer rank ()


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