BiCGstab Class Reference

#include <ql/math/matrixutilities/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.