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quantlib.js

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"ql/math/matrixutilities/pseudosqrt"
SalvagingAlgorithm
Type

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algorithm used for matricial pseudo square root

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Higham
Hypersphere
LowerDiagonal
None
Spectral

Enumeration members

Higham

Higham:

Defined in ql/math/matrixutilities/pseudosqrt.ts:577

Hypersphere

Hypersphere:

Defined in ql/math/matrixutilities/pseudosqrt.ts:577

LowerDiagonal

LowerDiagonal:

Defined in ql/math/matrixutilities/pseudosqrt.ts:577

None

None:

Defined in ql/math/matrixutilities/pseudosqrt.ts:577

Spectral

Spectral:

Defined in ql/math/matrixutilities/pseudosqrt.ts:577

Globals
"ql/math/matrixutilities/pseudosqrt"
- SalvagingAlgorithm

Type
- Higham
- Hypersphere
- LowerDiagonal
- None
- Spectral

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