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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <gmres.hpp>
Collaboration diagram for GMRES:Public Types | |
| typedef std::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_ |
| typedef std::function<Array(const Array&)> MatrixMult |
| GMRES | ( | GMRES::MatrixMult | A, |
| Size | maxIter, | ||
| Real | relTol, | ||
| GMRES::MatrixMult | preConditioner = MatrixMult() |
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| ) |
| GMRESResult solve | ( | const Array & | b, |
| const Array & | x0 = Array() |
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| ) | const |
| GMRESResult solveWithRestart | ( | Size | restart, |
| const Array & | b, | ||
| const Array & | x0 = Array() |
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| ) | const |
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