QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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sparseilupreconditioner.hpp File Reference

Preconditioner using the Incomplete LU algorithm and sparse matrices. More...

#include <ql/math/array.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>

Go to the source code of this file.

Classes

class  SparseILUPreconditioner
 

Namespaces

namespace  QuantLib
 

Detailed Description

Preconditioner using the Incomplete LU algorithm and sparse matrices.

Definition in file sparseilupreconditioner.hpp.