sparseilupreconditioner.hpp File Reference

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>

Include dependency graph for sparseilupreconditioner.hpp:

Classes
class	SparseILUPreconditioner

Namespaces
	QuantLib

Detailed Description

Preconditioner using the Incomplete LU algorithm and sparse matrices.