QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Attributes | List of all members
GMRESResult Struct Reference

#include <gmres.hpp>

+ Collaboration diagram for GMRESResult:

Public Attributes

std::list< Realerrors
 
Array x
 

Detailed Description

References: Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html

Dongarra et al. 1994, Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, 2nd Edition, SIAM, Philadelphia http://www.netlib.org/templates/templates.pdf

Christian Kanzow Numerik linearer Gleichungssysteme (German) Chapter 6: GMRES und verwandte Verfahren http://bilder.buecher.de/zusatz/12/12950/12950560_lese_1.pdf

Definition at line 49 of file gmres.hpp.

Member Data Documentation

◆ errors

std::list<Real> errors

Definition at line 50 of file gmres.hpp.

◆ x

Array x

Definition at line 51 of file gmres.hpp.