QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <gmres.hpp>
Public Attributes | |
std::list< Real > | errors |
Array | x |
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