Re: Longstaff-Schwartz method, SVD and OLS

Posted by Klaus Spanderen-2 on
URL: http://quantlib.414.s1.nabble.com/Longstaff-Schwartz-method-SVD-and-OLS-tp8855p8859.html

Hi

I'm asking because for your patch it is crucial, that SVD::s_ is ordered.

regards
 Klaus

On Friday 29 October 2010 20:26:10 Kakhkhor Abdijalilov wrote:

> Do you mean SVD::s_? Yes, it should be ordered.
>
> Regards,
> Kakhkhor Abdijalilov.
>
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------------------------------------------------------------------------------
Nokia and AT&T present the 2010 Calling All Innovators-North America contest
Create new apps & games for the Nokia N8 for consumers in  U.S. and Canada
$10 million total in prizes - $4M cash, 500 devices, nearly $6M in marketing
Develop with Nokia Qt SDK, Web Runtime, or Java and Publish to Ovi Store
http://p.sf.net/sfu/nokia-dev2dev
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev