Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Namespaces | Variables
metric_tensor.cpp File Reference

Implementation of MetricTensor — AGT-04. More...

#include "srfm/tensor.hpp"
#include "srfm/constants.hpp"
#include <Eigen/Eigenvalues>
#include <cstdio>

Go to the source code of this file.

Namespaces

namespace  srfm
 
namespace  srfm::tensor
 

Variables

static constexpr double srfm::tensor::TIKHONOV_LAMBDA = 1e-10
 
static constexpr double srfm::tensor::TIKHONOV_CONDITION = 1e-10
 Relative pivot threshold below which inverse() regularizes the metric.
 

Detailed Description

Implementation of MetricTensor — AGT-04.

Definition in file metric_tensor.cpp.