Uses of Class
com.quantfinlib.risk.PsdMatrices.Eigen

Packages that use PsdMatrices.Eigen

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of PsdMatrices.Eigen in com.quantfinlib.risk

Methods in com.quantfinlib.risk that return PsdMatrices.Eigen

Modifier and Type	Method	Description
static PsdMatrices.Eigen	PsdMatrices.symmetricEigen(double[][] a)	Cyclic Jacobi eigen-decomposition of a symmetric matrix.