- QuantLib
- SparseILUPreconditioner
 
#include <ql/math/matrixutilities/sparseilupreconditioner.hpp>
| Public Member Functions | |
| SparseILUPreconditioner (const boost::numeric::ublas::compressed_matrix< Real > &A, Integer lfil=1) | |
| const boost::numeric::ublas::compressed_matrix < Real > & | L () const | 
| const boost::numeric::ublas::compressed_matrix < Real > & | U () const | 
| Disposable< Array > | apply (const Array &b) const | 
References:
Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html