Re: Tridiagonal Operator::SOR

Posted by John Maiden on
URL: http://quantlib.414.s1.nabble.com/Tridiagonal-Operator-SOR-tp1085p1089.html

I've figured out where the "NaN" is coming from. When having the tridiagonal
operator components act on the input array, the difference between each SOR
iteration gets progressively larger (and sometimes the numbers go negative). The
error amount becomes too large for the computer to handle, and thus spits out a
"NaN". Still trying to figure out how to make it work.


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