SparseILUPreconditioner Class Reference
#include <ql/experimental/finitedifferences/sparseilupreconditioner.hpp>
Public Member Functions | |
SparseILUPreconditioner (const boost::numeric::ublas::compressed_matrix< Real > &A, Integer lfil=1) | |
const boost::numeric::ublas::compressed_matrix < Real > & | L () const |
const boost::numeric::ublas::compressed_matrix < Real > & | U () const |
Disposable< Array > | apply (const Array &b) const |
Detailed Description
References:
Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html