Package org.jquantlib.math.matrixutilities

Examples of org.jquantlib.math.matrixutilities.Matrix.sub()

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        }

        // check normalization
        final Matrix m = eigenVectors.mul(eigenVectors.transpose());
        final Identity ID = new Identity(N);
        final double tol = norm(m.sub(ID));
        if (tol > 1.0e-15) {
                fail("Eigenvector not normalized");
            }
      }
    }
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