How to get the inverse of a Quantlib Matrix in MSVC10

Posted by jean-renaud viala on
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-inverse-of-a-Quantlib-Matrix-in-MSVC10-tp6360.html

Hello

I’d like to get the inverse of a quantlib matrix but apparently it’s not possible using boost::uBlAS

I’m using MSVC10 and the latest quantlib 1.1  and boost 1.47

Is there another way to get the inverse of a quantlib matrix?

Regards

 

 

 

Amundi

 

Jean-Renaud Viala

 

Research and Method

Head of Diversified Quant Research

 

90, boulevard Pasteur - 75730 Paris Cedex 15 - France

 

Web: http://www.amundi.com

 

Tel: +33 1 76 32 18 83 / +33 6 24 99 45 39

 

@: [hidden email]

 


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