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<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_tqr_eigen_decomposition.html">TqrEigenDecomposition</a></li> </ul>
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<div class="title">TqrEigenDecomposition Class Reference</div> </div>
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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>
<table class="memberdecls">
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Public Types</h2></td></tr>
<tr class="memitem:a6bfdb3af44355f01054f8c49a3b549ad"><td class="memItemLeft" align="right" valign="top"><a id="a6bfdb3af44355f01054f8c49a3b549ad"></a>enum  </td><td class="memItemRight" valign="bottom"><b>EigenVectorCalculation</b> { <b>WithEigenVector</b>,
<b>WithoutEigenVector</b>,
<b>OnlyFirstRowEigenVector</b>
}</td></tr>
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<tr class="memitem:a3ebda221f3f2bc082da703548c869df8"><td class="memItemLeft" align="right" valign="top"><a id="a3ebda221f3f2bc082da703548c869df8"></a>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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 </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>
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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>
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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>
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<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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<a name="details" id="details"></a><h2 class="groupheader">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#_test000059">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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