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qrdecomposition.hpp
Langue: en
Version: 151402 (fedora - 04/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/matrixutilities/qrdecomposition.hpp - QR decomposition.SYNOPSIS
#include <ql/math/matrix.hpp>
Functions
Disposable< std::vector< Size > > qrDecomposition (const Matrix &A, Matrix &q, Matrix &r, bool pivot=true)
QR decompoisition.
Disposable< Array > qrSolve (const Matrix &a, const Array &b, bool pivot=true, const Array &d=Array())
QR Solve.
Detailed Description
QR decomposition.
Author
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