SparseILUPreconditioner Class Reference

#include <ql/math/matrixutilities/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< Arrayapply (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