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...

Detailed Description

methods to make a symmetric matrix positive semidefinite

Classes