QuantLib: a free/open-source library for quantitative finance
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Public Types | Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
GMRES Class Reference

#include <ql/math/matrixutilities/gmres.hpp>

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Public Types

typedef ext::function< Array(const Array &)> MatrixMult
 

Public Member Functions

 GMRES (MatrixMult A, Size maxIter, Real relTol, MatrixMult preConditioner=MatrixMult())
 
GMRESResult solve (const Array &b, const Array &x0=Array()) const
 
GMRESResult solveWithRestart (Size restart, const Array &b, const Array &x0=Array()) const
 

Protected Member Functions

GMRESResult solveImpl (const Array &b, const Array &x0) const
 

Protected Attributes

const MatrixMult A_
 
const MatrixMult M_
 
const Size maxIter_
 
const Real relTol_
 

Detailed Description

Definition at line 54 of file gmres.hpp.

Member Typedef Documentation

◆ MatrixMult

typedef ext::function<Array(const Array&)> MatrixMult

Definition at line 56 of file gmres.hpp.

Constructor & Destructor Documentation

◆ GMRES()

GMRES ( GMRES::MatrixMult  A,
Size  maxIter,
Real  relTol,
GMRES::MatrixMult  preConditioner = MatrixMult() 
)

Definition at line 33 of file gmres.cpp.

Member Function Documentation

◆ solve()

GMRESResult solve ( const Array b,
const Array x0 = Array() 
) const

Definition at line 39 of file gmres.cpp.

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◆ solveWithRestart()

GMRESResult solveWithRestart ( Size  restart,
const Array b,
const Array x0 = Array() 
) const

Definition at line 47 of file gmres.cpp.

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◆ solveImpl()

GMRESResult solveImpl ( const Array b,
const Array x0 
) const
protected

Definition at line 66 of file gmres.cpp.

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Member Data Documentation

◆ A_

const MatrixMult A_
protected

Definition at line 67 of file gmres.hpp.

◆ M_

const MatrixMult M_
protected

Definition at line 67 of file gmres.hpp.

◆ maxIter_

const Size maxIter_
protected

Definition at line 68 of file gmres.hpp.

◆ relTol_

const Real relTol_
protected

Definition at line 69 of file gmres.hpp.