Uses of Package
org.drip.numerical.eigenization
| Package | Description |
|---|---|
| org.drip.function.matrix |
Support for Functions of Matrices
|
| org.drip.numerical.eigenization |
Eigen-value and Eigen-component Extraction Schemes
|
| org.drip.numerical.matrix |
Implementation of R1 C1 Matrices
|
| org.drip.simm.foundation |
Foundation Utilities for ISDA SIMM
|
-
Classes in org.drip.numerical.eigenization 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.eigenization used by org.drip.numerical.eigenization 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.QREigenComponentExtractor QREigenComponentExtractor extracts the Eigenvalues and Eigenvectors using QR Decomposition. -
Classes in org.drip.numerical.eigenization used by org.drip.numerical.matrix Class Description EigenOutput EigenOutput holds the results of the Eigenization Operation - the Eigenvectors and the Eigenvalues. -
Classes in org.drip.numerical.eigenization used by org.drip.simm.foundation Class Description EigenComponent EigenComponent holds the Component's Eigenvector and the corresponding Eigenvalue.