sparseilupreconditioner.hpp

Langue: en

Version: 377141 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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