QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Public Member Functions | Protected Attributes | List of all members
BiCGstab Class Reference

#include <bicgstab.hpp>

+ Collaboration diagram for BiCGstab:

Public Types

typedef ext::function< Array(const Array &)> MatrixMult
 

Public Member Functions

 BiCGstab (MatrixMult A, Size maxIter, Real relTol, MatrixMult preConditioner=MatrixMult())
 
BiCGStabResult solve (const Array &b, const Array &x0=Array()) const
 

Protected Attributes

const MatrixMult A_
 
const MatrixMult M_
 
const Size maxIter_
 
const Real relTol_
 

Detailed Description

Definition at line 39 of file bicgstab.hpp.

Member Typedef Documentation

◆ MatrixMult

typedef ext::function<Array(const Array&)> MatrixMult

Definition at line 41 of file bicgstab.hpp.

Constructor & Destructor Documentation

◆ BiCGstab()

BiCGstab ( BiCGstab::MatrixMult  A,
Size  maxIter,
Real  relTol,
BiCGstab::MatrixMult  preConditioner = MatrixMult() 
)

Definition at line 31 of file bicgstab.cpp.

Member Function Documentation

◆ solve()

BiCGStabResult solve ( const Array b,
const Array x0 = Array() 
) const

Definition at line 37 of file bicgstab.cpp.

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Member Data Documentation

◆ A_

const MatrixMult A_
protected

Definition at line 48 of file bicgstab.hpp.

◆ M_

const MatrixMult M_
protected

Definition at line 48 of file bicgstab.hpp.

◆ maxIter_

const Size maxIter_
protected

Definition at line 49 of file bicgstab.hpp.

◆ relTol_

const Real relTol_
protected

Definition at line 50 of file bicgstab.hpp.