Posted by
Klaus Spanderen-2 on
URL: http://quantlib.414.s1.nabble.com/Longstaff-Schwartz-method-SVD-and-OLS-tp8855p8864.html
Hi
you are right, following the TNT/Jama docu the vector SVD::s_ is ordered. I've
checked the patch, thanks!
best regards
Klaus
On Tuesday 02 November 2010 19:56:53 Kakhkhor Abdijalilov wrote:
> I am 99% sure. In simple tests they are ordered. From reading the code
> I have an impression, that the singular values are indeed ordered.
>
> Regards,
> Kakhkhor Abdijalilov.
>
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$10 million total in prizes - $4M cash, 500 devices, nearly $6M in marketing
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