QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <gmres.hpp>
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_ |
typedef ext::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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protected |