setMidRows (3) - Linux Man Pages

setMidRows: Base implementation for tridiagonal operator.

NAME

QuantLib::TridiagonalOperator - Base implementation for tridiagonal operator.

SYNOPSIS


#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

Inherited by BSMOperator, DMinus, DPlus, DPlusDMinus, DZero, and PdeOperator< PdeClass >.

Classes


class TimeSetter
encapsulation of time-setting logic

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 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


Array diagonal_

Array lowerDiagonal_

Array upperDiagonal_

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
Disposable< Array > SOR (const Array &rhs, Real tol) const
solve linear system with SOR approach
static Disposable< TridiagonalOperator > identity (Size size)
identity instance

Detailed Description

Base implementation for tridiagonal operator.

Warning

to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class.

Author

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