blockmatrixinverse.hpp File Reference

inverse of a matrix using a block formula More...

#include <ql/math/matrix.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt

Functions
QuantLib::SparseMatrix	inverse (QuantLib::SparseMatrix m)
QuantLib::Matrix	blockMatrixInverse (const QuantLib::Matrix &A, const std::vector< QuantLib::Size > &blockIndices)
QuantLib::SparseMatrix	blockMatrixInverse (const QuantLib::SparseMatrix &A, const std::vector< QuantLib::Size > &blockIndices)
Real	modifiedMaxNorm (const QuantLib::SparseMatrix &A)

Detailed Description

inverse of a matrix using a block formula

Definition in file blockmatrixinverse.hpp.