Package org.drip.function.matrix

Support for Functions of Matrices
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    FrobeniusCovariance
    FrobeniusCovariance implements the Frobenius Co-variance of a Square Matrix, which corresponds to the Projection Shadows of Lagrange Polynomials of the Square Matrix.
    Square
    Square implements a Square Matrix.