QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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generalized minimal residual method More...
#include <ql/math/functional.hpp>
#include <ql/math/matrixutilities/gmres.hpp>
#include <ql/math/matrixutilities/qrdecomposition.hpp>
#include <numeric>
#include <utility>
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namespace | QuantLib |
generalized minimal residual method
Definition in file gmres.cpp.