QuantLib: SecondDerivativeOp Class Reference

Inheritance diagram for SecondDerivativeOp:

Collaboration diagram for SecondDerivativeOp:

Public Member Functions
	SecondDerivativeOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher)

Public Member Functions inherited from TripleBandLinearOp
	TripleBandLinearOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher)

	TripleBandLinearOp (const TripleBandLinearOp &m)

	TripleBandLinearOp (TripleBandLinearOp &&m) noexcept

TripleBandLinearOp &	operator= (const TripleBandLinearOp &m)

TripleBandLinearOp &	operator= (TripleBandLinearOp &&m) noexcept

	~TripleBandLinearOp () override=default

Array	apply (const Array &r) const override

Array	solve_splitting (const Array &r, Real a, Real b=1.0) const

TripleBandLinearOp	mult (const Array &u) const

TripleBandLinearOp	multR (const Array &u) const

TripleBandLinearOp	add (const TripleBandLinearOp &m) const

TripleBandLinearOp	add (const Array &u) const

void	axpyb (const Array &a, const TripleBandLinearOp &x, const TripleBandLinearOp &y, const Array &b)

void	swap (TripleBandLinearOp &m) noexcept

SparseMatrix	toMatrix () const override

Public Member Functions inherited from FdmLinearOp
virtual	~FdmLinearOp ()=default

virtual array_type	apply (const array_type &r) const =0

virtual SparseMatrix	toMatrix () const =0

Additional Inherited Members
Public Types inherited from FdmLinearOp
typedef Array	array_type

Protected Member Functions inherited from TripleBandLinearOp
	TripleBandLinearOp ()=default

Protected Attributes inherited from TripleBandLinearOp
Size	direction_

std::unique_ptr< Size[]>	i0_

std::unique_ptr< Size[]>	i2_

std::unique_ptr< Size[]>	reverseIndex_

std::unique_ptr< Real[]>	lower_

std::unique_ptr< Real[]>	diag_

std::unique_ptr< Real[]>	upper_

ext::shared_ptr< FdmMesher >	mesher_

Detailed Description

Definition at line 33 of file secondderivativeop.hpp.

SecondDerivativeOp	(	Size	direction,
		const ext::shared_ptr< FdmMesher > &	mesher
	)

Definition at line 28 of file secondderivativeop.cpp.