public static class PortfolioRiskExactSigma.Diagonalization extends Object implements PortfolioRiskExactSigma.MatrixRoot
Constructor and Description |
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Diagonalization() |
public Matrix getRoot(Matrix A)
PortfolioRiskExactSigma.MatrixRoot
getRoot
in interface PortfolioRiskExactSigma.MatrixRoot
A
- a matrixCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.