Matrix.MakeTridiagonal Method

Namespace: OberMind.Quant
Assembly: OberMind (in OberMind.dll)
Tridiagonalise the covariance matrix according to the Householder method
VB
C#
F#
C++
JScript
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public void MakeTridiagonal( 
   Matrix a, 
   Vector d, 
   Vector e 
)
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public:  
void MakeTridiagonal( 
   Matrix^ a, 
   Vector^ d, 
   Vector^ e 
) 
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public function MakeTridiagonal( 
    a : Matrix, 
    d : Vector, 
    e : Vector 
);
This language is not supported or no code example is available.

Parameters

a
Matrix

d
Vector

e
Vector

See Also
 

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Definition