#include <ql/math/matrixutilities/sparseilupreconditioner.hpp>
Public Member Functions | |
SparseILUPreconditioner (const SparseMatrix &A, Integer lfil=1) | |
const SparseMatrix & | L () const |
const SparseMatrix & | U () const |
Disposable< Array > | apply (const Array &b) const |
References: Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html