Uses of Package
org.drip.numerical.eigen
| Package | Description |
|---|---|
| org.drip.function.matrix |
Support for Functions of Matrices
|
| org.drip.numerical.eigen |
QR PICE Eigen Component Extractor
|
| org.drip.simm.foundation |
Foundation Utilities for ISDA SIMM
|
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Classes in org.drip.numerical.eigen used by org.drip.function.matrix Class Description EigenOutput EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues. -
Classes in org.drip.numerical.eigen used by org.drip.numerical.eigen Class 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. -
Classes in org.drip.numerical.eigen used by org.drip.simm.foundation Class Description EigenComponent EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.