TridiagonalOperator Class Reference

Base implementation for tridiagonal operator. More...

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

Inheritance diagram for TridiagonalOperator:

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 TridiagonalOperator &)=default
	TridiagonalOperator (TridiagonalOperator &&) noexcept
TridiagonalOperator &	operator= (const TridiagonalOperator &)
TridiagonalOperator &	operator= (TridiagonalOperator &&) noexcept
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)

Friends
TridiagonalOperator	operator+ (const TridiagonalOperator &D)
TridiagonalOperator	operator- (const TridiagonalOperator &D)
TridiagonalOperator	operator+ (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
TridiagonalOperator	operator- (const TridiagonalOperator &D1, const TridiagonalOperator &D2)
TridiagonalOperator	operator* (Real a, const TridiagonalOperator &D)
TridiagonalOperator	operator* (const TridiagonalOperator &D, Real a)
TridiagonalOperator	operator/ (const TridiagonalOperator &D, Real a)

Utilities
Size	n_
Array	diagonal_
Array	lowerDiagonal_
Array	upperDiagonal_
Array	temp_
ext::shared_ptr< TimeSetter >	timeSetter_
void	swap (TridiagonalOperator &) noexcept

Operator interface
Array	applyTo (const Array &v) const
	apply operator to a given array
Array	solveFor (const Array &rhs) const
	solve linear system for a given right-hand side
void	solveFor (const Array &rhs, Array &result) const
Array	SOR (const Array &rhs, Real tol) const
	solve linear system with SOR approach
static 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.

Member Function Documentation

solveFor()

void solveFor	(	const Array &	rhs,
		Array &	result ) const

solve linear system for a given right-hand side without result Array allocation. The rhs and result parameters can be the same Array, in which case rhs will be changed