QuantLib_SparseILUPreconditioner man page

SparseILUPreconditioner —

Synopsis

#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…

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib