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