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bicgstab.hpp File Reference


Detailed Description

bi-conjugated gradient stableized algorithm

Definition in file bicgstab.hpp.

#include <ql/math/array.hpp>
#include <boost/function.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BiCGstab
struct  QuantLib::BiCGStabResult


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