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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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typedef for boost sparse matrix class More...
#include <ql/qldefines.hpp>#include <ql/math/array.hpp>#include <boost/numeric/ublas/matrix_sparse.hpp>Go to the source code of this file.
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef boost::numeric::ublas::compressed_matrix< Real > | SparseMatrix |
| typedef boost::numeric::ublas::matrix_reference< SparseMatrix > | SparseMatrixReference |
Functions | |
| Array | prod (const SparseMatrix &A, const Array &x) |
typedef for boost sparse matrix class
Definition in file sparsematrix.hpp.