QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | Typedefs | Functions
sparsematrix.hpp File Reference

typedef for boost sparse matrix class More...

#include <ql/qldefines.hpp>
#include <ql/math/array.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>

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Namespaces

namespace  QuantLib
 

Typedefs

typedef boost::numeric::ublas::compressed_matrix< Real > SparseMatrix
 
typedef boost::numeric::ublas::matrix_reference< SparseMatrix > SparseMatrixReference
 

Functions

Array prod (const SparseMatrix &A, const Array &x)
 

Detailed Description

typedef for boost sparse matrix class

Definition in file sparsematrix.hpp.