QuantLib_SparseILUPreconditioner

Langue: en

Version: 379117 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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