QuantLib_SVD man page

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 () const
Real cond () const
Size rank () const
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.

Referenced By

ncl_dandr(3), ncl_init3d(3), ncl_srface(3).

The man pages cond(3), norm2(3), S(3), singularValues(3), solveFor(3), SVD(3) and V(3) are aliases of QuantLib_SVD(3).

Wed Aug 2 2017 Version 1.10 QuantLib