Re: [Quantlib-dev] Longstaff-Schwartz method, SVD and OLS

[Klaus S. <kl...@sp...>]

Hi

you are right, following the TNT/Jama docu the vector SVD::s_ is ordered. I've 
checked in 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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