blockmatrixinverse.cpp File Reference

#include <qle/math/blockmatrixinverse.hpp>
#include <boost/numeric/ublas/lu.hpp>

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Namespaces
namespace	QuantExt

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