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.html

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 1 2017 Version 1.10.1 QuantLib