| Package | Description |
|---|---|
| org.drip.quant.eigen |
| Class and Description |
|---|
| ComponentExtractor
ComponentExtractor Interface exposes the Methods that extract the Linear System Components using the Power
Iteration Method.
|
| EigenComponent
EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.
|
| EigenOutput
EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues.
|