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QuantLib_SparseILUPreconditioner
Langue: en
Version: 379117 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SparseILUPreconditioner -SYNOPSIS
#include <ql/experimental/finitedifferences/sparseilupreconditioner.hpp>
Public Member Functions
SparseILUPreconditioner (const boost::numeric::ublas::compressed_matrix< Real > &A, Integer lfil=1)
const boost::numeric::ublas::compressed_matrix< Real > & L () const
const boost::numeric::ublas::compressed_matrix< Real > & U () const
Disposable< Array > apply (const Array &b) const
Detailed Description
References:
Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html
Author
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