Re: Tridiagonal Operator::SOR

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Tridiagonal-Operator-SOR-tp1085p1086.html

On Thu, 2007-06-28 at 17:56 +0000, John Maiden wrote:
> I tried using the SOR operator that comes with the
> tridiagonal operator class, and get the result "NaN"
> if I use a positive value for the tolerance. Any ideas
> on what is going wrong?

Hmm. I'm not sure that SOR ever worked reliably. Nando, are you reading?
Any comments?

Luigi


--

Cogito ergo I'm right and you're wrong.
-- Blair Houghton



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