expm.hpp File Reference

matrix exponential More...

#include <ql/math/matrix.hpp>
Include dependency graph for expm.hpp:

Namespaces

 QuantLib
 

Functions

Disposable< Matrix > Expm (const Matrix &M, Real t=1.0, Real tol=QL_EPSILON)
 matrix exponential based on the ordinary differential equations method More...
 

Detailed Description

matrix exponential