QuantLib_SparseILUPreconditioner man page



#include <ql/math/matrixutilities/sparseilupreconditioner.hpp>

Public Member Functions

SparseILUPreconditioner (const SparseMatrix &A, Integer lfil=1)
const SparseMatrix & L () const
const SparseMatrix & U () const
Disposable< Array > apply (const Array &b) const

Detailed Description

References: Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html


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Referenced By

The man pages L(3), SparseILUPreconditioner(3) and U(3) are aliases of QuantLib_SparseILUPreconditioner(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib