QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
typedef for boost sparse matrix class More...
#include <ql/qldefines.hpp>
#include <ql/math/array.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>
Go to the source code of this file.
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) |
typedef for boost sparse matrix class
Definition in file sparsematrix.hpp.