QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <sparseilupreconditioner.hpp>
Public Member Functions | |
SparseILUPreconditioner (const SparseMatrix &A, Integer lfil=1) | |
const SparseMatrix & | L () const |
const SparseMatrix & | U () const |
Array | apply (const Array &b) const |
Private Member Functions | |
Array | forwardSolve (const Array &b) const |
Array | backwardSolve (const Array &y) const |
Private Attributes | |
SparseMatrix | L_ |
SparseMatrix | U_ |
std::vector< Size > | lBands_ |
std::vector< Size > | uBands_ |
References: Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html
Definition at line 36 of file sparseilupreconditioner.hpp.
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explicit |
Definition at line 29 of file sparseilupreconditioner.cpp.
const SparseMatrix & L | ( | ) | const |
Definition at line 148 of file sparseilupreconditioner.cpp.
const SparseMatrix & U | ( | ) | const |
Definition at line 152 of file sparseilupreconditioner.cpp.
Definition at line 156 of file sparseilupreconditioner.cpp.
Definition at line 160 of file sparseilupreconditioner.cpp.
Definition at line 176 of file sparseilupreconditioner.cpp.
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private |
Definition at line 46 of file sparseilupreconditioner.hpp.
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private |
Definition at line 46 of file sparseilupreconditioner.hpp.
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private |
Definition at line 47 of file sparseilupreconditioner.hpp.
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private |
Definition at line 47 of file sparseilupreconditioner.hpp.