QuantLib: GMRESResult Struct Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Attributes | List of all members
GMRESResult Struct Reference

`#include <ql/math/matrixutilities/gmres.hpp>`

## Public Attributes
std::list< Real > | errors
Array | x

## Detailed Description

References: Saad, Yousef. 1996, Iterative methods for sparse linear systems, http://www-users.cs.umn.edu/~saad/books.html

Dongarra et al. 1994, Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, 2nd Edition, SIAM, Philadelphia http://www.netlib.org/templates/templates.pdf

Christian Kanzow Numerik linearer Gleichungssysteme (German) Chapter 6: GMRES und verwandte Verfahren http://bilder.buecher.de/zusatz/12/12950/12950560_lese_1.pdf