QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Preconditioner using the Incomplete LU algorithm and sparse matrices. More...
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Classes | |
class | SparseILUPreconditioner |
Namespaces | |
namespace | QuantLib |
Preconditioner using the Incomplete LU algorithm and sparse matrices.
Definition in file sparseilupreconditioner.hpp.