methods to make a symmetric matrix positive semidefinite More...
#include <ql/math/matrixutilities/pseudosqrt.hpp>
Classes | |
struct | CovarianceSalvage |
struct | NoCovarianceSalvage |
Implementation that does not change the input matrix. More... | |
struct | SpectralCovarianceSalvage |
Implementation that uses the spectral method. More... | |
methods to make a symmetric matrix positive semidefinite