Singular value decomposition. More...
#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 |