SparseILUPreconditioner Class Reference

#include <ql/experimental/finitedifferences/sparseilupreconditioner.hpp>

List of all members.

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< Arrayapply (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