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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a></div>
<h1>TridiagonalOperator Class Reference<br>
<small>
[<a class="el" href="group__findiff.html">Finite-differences framework</a>]</small>
</h1><!-- doxytag: class="QuantLib::TridiagonalOperator" --><code>#include <ql/methods/finitedifferences/tridiagonaloperator.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for TridiagonalOperator:</div>
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<p><center><img src="class_quant_lib_1_1_tridiagonal_operator__inherit__graph.png" border="0" usemap="#_tridiagonal_operator__inherit__map" alt="Inheritance graph"></center>
<map name="_tridiagonal_operator__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_b_s_m_operator.html" title="Black-Scholes-Merton differential operator." alt="" coords="5,84,115,111"><area shape="rect" href="class_quant_lib_1_1_d_minus.html" title=" matricial representation" alt="" coords="139,84,208,111"><area shape="rect" href="class_quant_lib_1_1_d_plus.html" title=" matricial representation" alt="" coords="232,84,291,111"><area shape="rect" href="class_quant_lib_1_1_d_plus_d_minus.html" title=" matricial representation" alt="" coords="315,84,421,111"><area shape="rect" href="class_quant_lib_1_1_d_zero.html" title=" matricial representation" alt="" coords="445,84,507,111"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_tridiagonal_operator-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base implementation for tridiagonal operator.
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000066">Warning:</a></b></dt><dd>to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class.</dd></dl>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Operator interface</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="112ec8c0a82c5ba78b0203b093687f47"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::applyTo" ref="112ec8c0a82c5ba78b0203b093687f47" args="(const Array &v) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#112ec8c0a82c5ba78b0203b093687f47">applyTo</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &v) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">apply operator to a given array <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73742343dfce6f478b7a7d11d07aa63e"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::solveFor" ref="73742343dfce6f478b7a7d11d07aa63e" args="(const Array &rhs) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#73742343dfce6f478b7a7d11d07aa63e">solveFor</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">solve linear system for a given right-hand side <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="23e7cd3f97a88ebf7495659fbb9c7612"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::SOR" ref="23e7cd3f97a88ebf7495659fbb9c7612" args="(const Array &rhs, Real tol) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#23e7cd3f97a88ebf7495659fbb9c7612">SOR</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tol) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">solve linear system with SOR approach <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f7d138b877b39e9af280942629d871c5"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::identity" ref="f7d138b877b39e9af280942629d871c5" args="(Size size)" -->
static <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><br>
< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#f7d138b877b39e9af280942629d871c5">identity</a> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">identity instance <br></td></tr>
<tr><td colspan="2"><br><h2>Public Types</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="683f6e911f21420fe0ff4609055a8c41"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::array_type" ref="683f6e911f21420fe0ff4609055a8c41" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>array_type</b></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="597bed0ea0561e7c1a176c9ede6356b4"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="597bed0ea0561e7c1a176c9ede6356b4" args="(Size size=0)" -->
</td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> size=0)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="47ce685a88cd2ab45ae0875fb5574f0f"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="47ce685a88cd2ab45ae0875fb5574f0f" args="(const Array &low, const Array &mid, const Array &high)" -->
</td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &low, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &mid, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &high)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="aa4521540895eb521cadae239c7a29c3"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="aa4521540895eb521cadae239c7a29c3" args="(const Disposable< TridiagonalOperator > &)" -->
</td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8f66389fe4aab7671101792bec064118"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator=" ref="8f66389fe4aab7671101792bec064118" args="(const Disposable< TridiagonalOperator > &)" -->
<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > &)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::size" ref="9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="51698a63dc636f714f0673f101c79cb5"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::isTimeDependent" ref="51698a63dc636f714f0673f101c79cb5" args="()" -->
bool </td><td class="memItemRight" valign="bottom"><b>isTimeDependent</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a1fab0039a7fbc55a4e437044d8c5fbd"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::lowerDiagonal" ref="a1fab0039a7fbc55a4e437044d8c5fbd" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>lowerDiagonal</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e55c42b4bc8f1c929fd2b60965d66f12"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::diagonal" ref="e55c42b4bc8f1c929fd2b60965d66f12" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>diagonal</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49df896f7972573ddf9e2d036cdd9869"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::upperDiagonal" ref="49df896f7972573ddf9e2d036cdd9869" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>upperDiagonal</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b43e4ba91f1d74a3fd352eb5e7d96c96"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setFirstRow" ref="b43e4ba91f1d74a3fd352eb5e7d96c96" args="(Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setFirstRow</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f67f1e3dddc642501ce58c719f54f177"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setMidRow" ref="f67f1e3dddc642501ce58c719f54f177" args="(Size, Real, Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setMidRow</b> (<a class="el" href="group__types.html#gf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a442c4c252e0cc87b8f0bfce245e1776"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setMidRows" ref="a442c4c252e0cc87b8f0bfce245e1776" args="(Real, Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setMidRows</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9bd33a0848dba9e558cb8f546bcee5d0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setLastRow" ref="9bd33a0848dba9e558cb8f546bcee5d0" args="(Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setLastRow</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a3452028876895626738d87042ea6a1b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setTime" ref="a3452028876895626738d87042ea6a1b" args="(Time t)" -->
void </td><td class="memItemRight" valign="bottom"><b>setTime</b> (<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Utilities</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ae5ca66b3ce602c02ca9a2072dcb3a2d"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::swap" ref="ae5ca66b3ce602c02ca9a2072dcb3a2d" args="(TridiagonalOperator &)" -->
void </td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f5530947e239dbe2770cc68b00be1c5d"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::diagonal_" ref="f5530947e239dbe2770cc68b00be1c5d" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>diagonal_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0467f333e5deea857d0e085d086cec33"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::lowerDiagonal_" ref="0467f333e5deea857d0e085d086cec33" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>lowerDiagonal_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7713e5f977a1f0ad62dae6c14554812b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::upperDiagonal_" ref="7713e5f977a1f0ad62dae6c14554812b" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>upperDiagonal_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c95a7b47b49279c9464f2c2d190d936b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::timeSetter_" ref="c95a7b47b49279c9464f2c2d190d936b" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html">TimeSetter</a> > </td><td class="memItemRight" valign="bottom"><b>timeSetter_</b></td></tr>
<tr><td colspan="2"><br><h2>Friends</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="abd1bd49631a049a0b70385f262f9cee"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator+" ref="abd1bd49631a049a0b70385f262f9cee" args="(const TridiagonalOperator &)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="64f8f2cc203476034528c90f771bcd82"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator-" ref="64f8f2cc203476034528c90f771bcd82" args="(const TridiagonalOperator &)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4fec5f63e9beefa954422720737be98e"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator+" ref="4fec5f63e9beefa954422720737be98e" args="(const TridiagonalOperator &, const TridiagonalOperator &)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6ec547a38441de451ba57f8c7a5ca7a0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator-" ref="6ec547a38441de451ba57f8c7a5ca7a0" args="(const TridiagonalOperator &, const TridiagonalOperator &)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="141dd1a569df8a406945668d9d5c620b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator *" ref="141dd1a569df8a406945668d9d5c620b" args="(Real, const TridiagonalOperator &)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e7f834b9b37ea61fed0d9768e256a08e"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator *" ref="e7f834b9b37ea61fed0d9768e256a08e" args="(const TridiagonalOperator &, Real)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator *</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5062187e8c44a47abeb5dddcb351a4c9"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator/" ref="5062187e8c44a47abeb5dddcb351a4c9" args="(const TridiagonalOperator &, Real)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> > </td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html">TimeSetter</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">encapsulation of time-setting logic <a href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html#_details">More...</a><br></td></tr>
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