Posted by
Li, Peter on
URL: http://quantlib.414.s1.nabble.com/pseudoSqrt-and-rankReducedSqrt-tp9265p9267.html
Hi,
Here it is to confirm that the symmetric matrix checking failure has
been fixed.
Thanks.
------------------------------------
Peter Li
-----Original Message-----
From: Luigi Ballabio [mailto:
[hidden email]]
Sent: Thursday, March 22, 2007 7:57 AM
To: Li, Peter
Cc:
[hidden email]
Subject: Re: [Quantlib-dev] pseudoSqrt() and rankReducedSqrt()
On Thu, 2007-03-15 at 10:36 -0400, Li, Peter wrote:
> in pseudoSqrt.cpp the checking of symmetric matrix may fail due to
> rounding errors in construction of a matrix.
Fixed, thanks. Not by me, I must add.
Luigi
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