sparseilupreconditioner.hpp File Reference

Preconditioner using the Incomplete LU algorithm and sparse matrices. More...

#include <ql/math/array.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>

Go to the source code of this file.

Classes
class	SparseILUPreconditioner

Namespaces
namespace	QuantLib

Detailed Description

Preconditioner using the Incomplete LU algorithm and sparse matrices.

Definition in file sparseilupreconditioner.hpp.