QuantLib: SalvagingAlgorithm Struct Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Types | List of all members
SalvagingAlgorithm Struct Reference

algorithm used for matricial pseudo square root More...

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

## Public Types
enum | Type { None, Spectral, Hypersphere, LowerDiagonal, Higham }

## Detailed Description

algorithm used for matricial pseudo square root