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quantlib.js
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"ql/math/matrixutilities/choleskydecomposition"
External module "ql/math/matrixutilities/choleskydecomposition"
Index
Functions
Cholesky
Decomposition
Functions
Cholesky
Decomposition
Cholesky
Decomposition
(
S
:
Matrix
, flexible
?:
boolean
)
:
Matrix
Parameters
S:
Matrix
Default value
flexible:
boolean
= false
Returns
Matrix
Globals
"ql/math/matrixutilities/choleskydecomposition"
Cholesky
Decomposition