ql/experimental/finitedifferences/sparseilupreconditioner.hpp File Reference
Preconditioner using the Incomplete LU algorithm and sparse matrices. More...
#include <ql/math/array.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>
Include dependency graph for sparseilupreconditioner.hpp:

Classes | |
class | SparseILUPreconditioner |
Detailed Description
Preconditioner using the Incomplete LU algorithm and sparse matrices.