| Package | Description |
|---|---|
| org.drip.quant.eigen |
| Modifier and Type | Class and Description |
|---|---|
class |
PowerIterationComponentExtractor
PowerIterationComponentExtractor extracts the Linear System Components using the Power Iteration Method.
|
class |
QREigenComponentExtractor
QREigenComponentExtractor extracts the Eigenvalues and Eigenvectors using QR Decomposition.
|