- QuantLib
- TridiagonalOperator
Base implementation for tridiagonal operator. More...
#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

Classes | |
| class | TimeSetter |
| encapsulation of time-setting logic More... | |
Public Types | |
| typedef Array | array_type |
Public Member Functions | |
| TridiagonalOperator (Size size=0) | |
| TridiagonalOperator (const Array &low, const Array &mid, const Array &high) | |
| TridiagonalOperator (const Disposable< TridiagonalOperator > &) | |
| TridiagonalOperator & | operator= (const Disposable< TridiagonalOperator > &) |
Inspectors | |
| Size | size () const |
| bool | isTimeDependent () const |
| const Array & | lowerDiagonal () const |
| const Array & | diagonal () const |
| const Array & | upperDiagonal () const |
Modifiers | |
| void | setFirstRow (Real, Real) |
| void | setMidRow (Size, Real, Real, Real) |
| void | setMidRows (Real, Real, Real) |
| void | setLastRow (Real, Real) |
| void | setTime (Time t) |
Utilities | |
| void | swap (TridiagonalOperator &) |
Protected Attributes | |
| Size | n_ |
| Array | diagonal_ |
| Array | lowerDiagonal_ |
| Array | upperDiagonal_ |
| Array | temp_ |
| boost::shared_ptr< TimeSetter > | timeSetter_ |
Friends | |
| Disposable< TridiagonalOperator > | operator+ (const TridiagonalOperator &) |
| Disposable< TridiagonalOperator > | operator- (const TridiagonalOperator &) |
| Disposable< TridiagonalOperator > | operator+ (const TridiagonalOperator &, const TridiagonalOperator &) |
| Disposable< TridiagonalOperator > | operator- (const TridiagonalOperator &, const TridiagonalOperator &) |
| Disposable< TridiagonalOperator > | operator* (Real, const TridiagonalOperator &) |
| Disposable< TridiagonalOperator > | operator* (const TridiagonalOperator &, Real) |
| Disposable< TridiagonalOperator > | operator/ (const TridiagonalOperator &, Real) |
Operator interface | |
| Disposable< Array > | applyTo (const Array &v) const |
| apply operator to a given array | |
| Disposable< Array > | solveFor (const Array &rhs) const |
| solve linear system for a given right-hand side | |
| void | solveFor (const Array &rhs, Array &result) const |
| Disposable< Array > | SOR (const Array &rhs, Real tol) const |
| solve linear system with SOR approach | |
|
static Disposable < TridiagonalOperator > | identity (Size size) |
| identity instance | |
Base implementation for tridiagonal operator.