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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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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. | |
Implementation of MetricTensor — AGT-04.
Definition in file metric_tensor.cpp.