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sparseilupreconditioner.hpp
Langue: en
Version: 377141 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/finitedifferences/sparseilupreconditioner.hpp -Preconditioner using the Incomplete LU algorithm and sparse matrices.
SYNOPSIS
#include <ql/math/array.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>
Classes
class SparseILUPreconditioner
Detailed Description
Preconditioner using the Incomplete LU algorithm and sparse matrices.
Author
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