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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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generalized minimal residual method More...
#include <ql/math/functional.hpp>#include <ql/math/matrixutilities/gmres.hpp>#include <ql/math/matrixutilities/qrdecomposition.hpp>#include <numeric>#include <utility>Go to the source code of this file.
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| namespace | QuantLib |
generalized minimal residual method
Definition in file gmres.cpp.