Uses of Class
org.drip.numerical.eigenization.EigenComponent

Packages that use EigenComponent

Package	Description
org.drip.numerical.eigenization	Eigen-value and Eigen-component Extraction Schemes
org.drip.simm.foundation	Foundation Utilities for ISDA SIMM

Uses of EigenComponent in org.drip.numerical.eigenization

Methods in org.drip.numerical.eigenization that return EigenComponent

Modifier and Type	Method	Description
EigenComponent[]	QREigenComponentExtractor.orderedEigenComponentArray(double[][] a)	Generate the Ordered List of Eigen Components arranged by Ascending Eigenvalue
EigenComponent	ComponentExtractor.principalComponent(double[][] a)	Compute the Principal Component of the Specified Matrix
EigenComponent	PowerIterationComponentExtractor.principalComponent(double[][] a)
EigenComponent	QREigenComponentExtractor.principalComponent(double[][] a)

Uses of EigenComponent in org.drip.simm.foundation

Methods in org.drip.simm.foundation that return EigenComponent

Modifier and Type	Method	Description
EigenComponent	RiskGroupPrincipalCovariance.principalEigenComponent()	Retrieve the Intra-Group Principal Eigen-Component

Constructors in org.drip.simm.foundation with parameters of type EigenComponent

Constructor	Description
RiskGroupPrincipalCovariance(EigenComponent principalEigenComponent, double extraGroupCorrelation)	RiskGroupPrincipalCovariance Constructor