Preconditioner using the Incomplete LU algorithm and sparse matrices. More...
#include <ql/qldefines.hpp>
#include <ql/math/array.hpp>
#include <ql/math/matrixutilities/sparsematrix.hpp>
Classes | |
class | SparseILUPreconditioner |
Namespaces | |
QuantLib | |
Preconditioner using the Incomplete LU algorithm and sparse matrices.