QuantLib_SalvagingAlgorithm man page

SalvagingAlgorithm — algorithm used for matricial pseudo square root

Synopsis

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

Public Types

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

Detailed Description

algorithm used for matricial pseudo square root

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib