laplaceinterpolation.cpp File Reference

#include <ql/experimental/math/laplaceinterpolation.hpp>
#include <ql/math/matrix.hpp>
#include <ql/math/matrixutilities/bicgstab.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>
#include <ql/methods/finitedifferences/meshers/fdm1dmesher.hpp>
#include <ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp>
#include <ql/methods/finitedifferences/meshers/predefined1dmesher.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/operators/secondderivativeop.hpp>
#include <ql/methods/finitedifferences/operators/triplebandlinearop.hpp>

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Namespaces
namespace	QuantLib

Functions
void	laplaceInterpolation (Matrix &A, const std::vector< Real > &x, const std::vector< Real > &y, Real relTol, Size maxIterMultiplier)