1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: SVD Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_s_v_d.html">SVD</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_s_v_d-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">SVD Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>Singular value decomposition.
<a href="class_quant_lib_1_1_s_v_d.html#details">More...</a></p>
<p><code>#include <ql/math/matrixutilities/svd.hpp></code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ac8125892f6de59a7ab472af6383e5fb0"><td class="memItemLeft" align="right" valign="top"><a id="ac8125892f6de59a7ab472af6383e5fb0"></a>
 </td><td class="memItemRight" valign="bottom"><b>SVD</b> (const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &)</td></tr>
<tr class="separator:ac8125892f6de59a7ab472af6383e5fb0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a744987989b28c0857e665e7c34def742"><td class="memItemLeft" align="right" valign="top"><a id="a744987989b28c0857e665e7c34def742"></a>
const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>U</b> () const</td></tr>
<tr class="separator:a744987989b28c0857e665e7c34def742"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adb440c3d82204096ec40f1a7517ce4d9"><td class="memItemLeft" align="right" valign="top"><a id="adb440c3d82204096ec40f1a7517ce4d9"></a>
const <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> & </td><td class="memItemRight" valign="bottom"><b>V</b> () const</td></tr>
<tr class="separator:adb440c3d82204096ec40f1a7517ce4d9"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a25de99ad2402561f4a22a8084b1a1818"><td class="memItemLeft" align="right" valign="top"><a id="a25de99ad2402561f4a22a8084b1a1818"></a>
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>singularValues</b> () const</td></tr>
<tr class="separator:a25de99ad2402561f4a22a8084b1a1818"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aacc4598d8409560f9b4a40f51eb350ce"><td class="memItemLeft" align="right" valign="top"><a id="aacc4598d8409560f9b4a40f51eb350ce"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> > </td><td class="memItemRight" valign="bottom"><b>S</b> () const</td></tr>
<tr class="separator:aacc4598d8409560f9b4a40f51eb350ce"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa792e64825ebd62417c6762b857a3653"><td class="memItemLeft" align="right" valign="top"><a id="aa792e64825ebd62417c6762b857a3653"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>norm2</b> () const</td></tr>
<tr class="separator:aa792e64825ebd62417c6762b857a3653"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ade6d1c0a1fcdccd7eba35401aea20bf8"><td class="memItemLeft" align="right" valign="top"><a id="ade6d1c0a1fcdccd7eba35401aea20bf8"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>cond</b> () const</td></tr>
<tr class="separator:ade6d1c0a1fcdccd7eba35401aea20bf8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab09b73496c1acb7ca67c631c62e2a347"><td class="memItemLeft" align="right" valign="top"><a id="ab09b73496c1acb7ca67c631c62e2a347"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>rank</b> () const</td></tr>
<tr class="separator:ab09b73496c1acb7ca67c631c62e2a347"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2fab6e09731924aedaf5d0e25a517f36"><td class="memItemLeft" align="right" valign="top"><a id="a2fab6e09731924aedaf5d0e25a517f36"></a>
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><b>solveFor</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &) const</td></tr>
<tr class="separator:a2fab6e09731924aedaf5d0e25a517f36"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Singular value decomposition. </p>
<p>Refer to Golub and Van Loan: <a class="el" href="class_quant_lib_1_1_matrix.html" title="Matrix used in linear algebra.">Matrix</a> computation, The Johns Hopkins University Press</p>
<dl class="test"><dt><b><a class="el" href="test.html#_test000055">Tests:</a></b></dt><dd>the correctness of the returned values is tested by checking their properties. </dd></dl>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
