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sparseilupreconditioner.hpp File Reference


Detailed Description

Preconditioner using the Incomplete LU algorithm and sparse matrices.

Definition in file sparseilupreconditioner.hpp.

#include <ql/math/array.hpp>
#include <boost/numeric/ublas/matrix_sparse.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::SparseILUPreconditioner


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