QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
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SalvagingAlgorithm Struct Reference

algorithm used for matricial pseudo square root More...

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

Public Types

enum  Type {
  None , Spectral , Hypersphere , LowerDiagonal ,
  Higham
}
 

Detailed Description

algorithm used for matricial pseudo square root