QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <bicgstab.hpp>
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_ |
Definition at line 39 of file bicgstab.hpp.
typedef ext::function<Array(const Array&)> MatrixMult |
Definition at line 41 of file bicgstab.hpp.
BiCGstab | ( | BiCGstab::MatrixMult | A, |
Size | maxIter, | ||
Real | relTol, | ||
BiCGstab::MatrixMult | preConditioner = MatrixMult() |
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) |
Definition at line 31 of file bicgstab.cpp.
BiCGStabResult solve | ( | const Array & | b, |
const Array & | x0 = Array() |
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) | const |
Definition at line 37 of file bicgstab.cpp.
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protected |
Definition at line 48 of file bicgstab.hpp.
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Definition at line 48 of file bicgstab.hpp.
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Definition at line 49 of file bicgstab.hpp.
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Definition at line 50 of file bicgstab.hpp.