upperDiagonal (3) Linux Manual Page

QuantLib::TridiagonalOperator – Base implementation for tridiagonal operator.

Synopsis

void swap (TridiagonalOperator &)



Protected Attributes

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

void swap (TridiagonalOperator &)



Protected Attributes

Inspectors

Size size () const

bool isTimeDependent ()

const Array & lowerDiagonal () const

const Array & diagonal () const

const Array & upperDiagonal () const
Modifiers

void swap (TridiagonalOperator &)



Protected Attributes

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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