QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

SVD Class Reference #include <svd.hpp> List of all members. Detailed Description Singular Value Decomposition. Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press Public Member Functions   SVD (const Matrix &Arg) void  getU (Matrix &A) const void  getV (Matrix &A) const void  getSingularValues (Array &x) const void  getS (Matrix &S) const double  norm2 () double  cond () int  rank () The documentation for this class was generated from the following files: ql/Math/svd.hpp ql/Math/svd.cpp

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