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<p>tridiag. QR eigen decomposition with explicite shift aka Wilkinson
<a href="class_quant_lib_1_1_tqr_eigen_decomposition.html#details">More...</a></p>
<p><code>#include <ql/math/matrixutilities/tqreigendecomposition.hpp></code></p>
<p><a href="class_quant_lib_1_1_tqr_eigen_decomposition-members.html">List of all members.</a></p>
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Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>EigenVectorCalculation</b> { <b>WithEigenVector</b>,
<b>WithoutEigenVector</b>,
<b>OnlyFirstRowEigenVector</b>
}</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">enum  </td><td class="memItemRight" valign="bottom"><b>ShiftStrategy</b> { <b>NoShift</b>,
<b>Overrelaxation</b>,
<b>CloseEigenValue</b>
}</td></tr>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6794a0e945332a99dc6f7a831bdffdf9"></a><!-- doxytag: member="QuantLib::TqrEigenDecomposition::TqrEigenDecomposition" ref="a6794a0e945332a99dc6f7a831bdffdf9" args="(const Array &diag, const Array &sub, EigenVectorCalculation calc=WithEigenVector, ShiftStrategy strategy=CloseEigenValue)" -->
 </td><td class="memItemRight" valign="bottom"><b>TqrEigenDecomposition</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &diag, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &sub, EigenVectorCalculation calc=WithEigenVector, ShiftStrategy strategy=CloseEigenValue)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aeb9833fe31a4739b5075f2a4cbd5dddd"></a><!-- doxytag: member="QuantLib::TqrEigenDecomposition::eigenvalues" ref="aeb9833fe31a4739b5075f2a4cbd5dddd" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>eigenvalues</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a41aa0134fde9e36a14c3a0938903e4b1"></a><!-- doxytag: member="QuantLib::TqrEigenDecomposition::eigenvectors" ref="a41aa0134fde9e36a14c3a0938903e4b1" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>eigenvectors</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62e40545c017ca57d94675198005e7ec"></a><!-- doxytag: member="QuantLib::TqrEigenDecomposition::iterations" ref="a62e40545c017ca57d94675198005e7ec" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>iterations</b> () const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>tridiag. QR eigen decomposition with explicite shift aka Wilkinson </p>
<p>References:</p>
<p>Wilkinson, J.H. and Reinsch, C. 1971, <a class="el" href="class_quant_lib_1_1_linear.html" title="Linear-interpolation factory and traits">Linear</a> Algebra, vol. II of Handbook for Automatic Computation (New York: Springer-Verlag)</p>
<p>"Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery,</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000051">Tests:</a></b></dt><dd>the correctness of the result is tested by checking it against known good values. </dd></dl>
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