Package org.drip.numerical.iterativesolver

Linear System Iterative Solver Schemes

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
SuccessiveOverRelaxation	SuccessiveOverRelaxation implements the SOR Linear Solution schemes.
SuccessiveOverRelaxationConvergenceAnalyzer	SuccessiveOverRelaxationConvergenceAnalyzer implements the Convergence Analytics for SOR and the SSOR schemes.
SuccessiveOverRelaxationConvergenceCheck	SuccessiveOverRelaxationConvergenceCheck contains Results of the Convergence Analysis for SOR and the SSOR schemes.
SuccessiveOverRelaxationIteratorSetting	SuccessiveOverRelaxationIteratorSetting contains the parameters for the SOR and the SSOR schemes.
SymmetricSuccessiveOverRelaxation	SymmetricSuccessiveOverRelaxation implements the SSOR Linear Solution scheme.