1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>TridiagonalOperator Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="185" height="50" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 1.2</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.7.6.1 -->
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> </li>
</ul>
</div>
</div>
<div class="header">
<div class="summary">
<a href="#nested-classes">Classes</a> |
<a href="#pub-types">Public Types</a> |
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> |
<a href="#friends">Friends</a> </div>
<div class="headertitle">
<div class="title">TridiagonalOperator Class Reference<div class="ingroups"><a class="el" href="group__findiff.html">Finite-differences framework</a></div></div> </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::TridiagonalOperator" -->
<p>Base implementation for tridiagonal operator.
<a href="class_quant_lib_1_1_tridiagonal_operator.html#details">More...</a></p>
<p><code>#include <ql/methods/finitedifferences/tridiagonaloperator.hpp></code></p>
<div class="dynheader">
Inheritance diagram for TridiagonalOperator:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_tridiagonal_operator__inherit__graph.png" border="0" usemap="#_tridiagonal_operator_inherit__map" alt="Inheritance graph"/></div>
<map name="_tridiagonal_operator_inherit__map" id="_tridiagonal_operator_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_b_s_m_operator.html" title="Black-Scholes-Merton differential operator." alt="" coords="5,86,107,117"/><area shape="rect" id="node5" href="class_quant_lib_1_1_d_minus.html" title=" matricial representation" alt="" coords="131,86,197,117"/><area shape="rect" id="node7" href="class_quant_lib_1_1_d_plus.html" title=" matricial representation" alt="" coords="221,86,277,117"/><area shape="rect" id="node9" href="class_quant_lib_1_1_d_plus_d_minus.html" title=" matricial representation" alt="" coords="301,86,403,117"/><area shape="rect" id="node11" href="class_quant_lib_1_1_d_zero.html" title=" matricial representation" alt="" coords="427,86,480,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_tridiagonal_operator-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" 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>
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a683f6e911f21420fe0ff4609055a8c41"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::array_type" ref="a683f6e911f21420fe0ff4609055a8c41" 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"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a597bed0ea0561e7c1a176c9ede6356b4"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="a597bed0ea0561e7c1a176c9ede6356b4" args="(Size size=0)" -->
 </td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size=0)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a47ce685a88cd2ab45ae0875fb5574f0f"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="a47ce685a88cd2ab45ae0875fb5574f0f" 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" align="right" valign="top"><a class="anchor" id="aaa4521540895eb521cadae239c7a29c3"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::TridiagonalOperator" ref="aaa4521540895eb521cadae239c7a29c3" 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" align="right" valign="top"><a class="anchor" id="a8f66389fe4aab7671101792bec064118"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator=" ref="a8f66389fe4aab7671101792bec064118" 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" align="right" valign="top"><a class="anchor" id="a9d78a687cf2a391198bb3cbc08bc06cb"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::size" ref="a9d78a687cf2a391198bb3cbc08bc06cb" args="() const " -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>size</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aadf78a9a7f0763ac460c36286b51093f"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::isTimeDependent" ref="aadf78a9a7f0763ac460c36286b51093f" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isTimeDependent</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa9ffb885f8454676f62eec587622cc95"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::lowerDiagonal" ref="aa9ffb885f8454676f62eec587622cc95" 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" align="right" valign="top"><a class="anchor" id="a7750fe82fcf1c7eccd9ebda149e2ff16"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::diagonal" ref="a7750fe82fcf1c7eccd9ebda149e2ff16" 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" align="right" valign="top"><a class="anchor" id="aef1be2122e6b404d52ac60819893a55d"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::upperDiagonal" ref="aef1be2122e6b404d52ac60819893a55d" 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" align="right" valign="top"><a class="anchor" id="ab43e4ba91f1d74a3fd352eb5e7d96c96"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setFirstRow" ref="ab43e4ba91f1d74a3fd352eb5e7d96c96" args="(Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setFirstRow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af67f1e3dddc642501ce58c719f54f177"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setMidRow" ref="af67f1e3dddc642501ce58c719f54f177" args="(Size, Real, Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setMidRow</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa442c4c252e0cc87b8f0bfce245e1776"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setMidRows" ref="aa442c4c252e0cc87b8f0bfce245e1776" args="(Real, Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setMidRows</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9bd33a0848dba9e558cb8f546bcee5d0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setLastRow" ref="a9bd33a0848dba9e558cb8f546bcee5d0" args="(Real, Real)" -->
void </td><td class="memItemRight" valign="bottom"><b>setLastRow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa3452028876895626738d87042ea6a1b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::setTime" ref="aa3452028876895626738d87042ea6a1b" args="(Time t)" -->
void </td><td class="memItemRight" valign="bottom"><b>setTime</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Utilities</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aae5ca66b3ce602c02ca9a2072dcb3a2d"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::swap" ref="aae5ca66b3ce602c02ca9a2072dcb3a2d" 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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9bedbbacb0b82a55c579510cee137603"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::n_" ref="a9bedbbacb0b82a55c579510cee137603" args="" -->
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>n_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5530947e239dbe2770cc68b00be1c5d"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::diagonal_" ref="af5530947e239dbe2770cc68b00be1c5d" 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" align="right" valign="top"><a class="anchor" id="a0467f333e5deea857d0e085d086cec33"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::lowerDiagonal_" ref="a0467f333e5deea857d0e085d086cec33" 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" align="right" valign="top"><a class="anchor" id="a7713e5f977a1f0ad62dae6c14554812b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::upperDiagonal_" ref="a7713e5f977a1f0ad62dae6c14554812b" 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" align="right" valign="top"><a class="anchor" id="ac5d806c61eb50e57909ce47ffe587436"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::temp_" ref="ac5d806c61eb50e57909ce47ffe587436" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>temp_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac95a7b47b49279c9464f2c2d190d936b"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::timeSetter_" ref="ac95a7b47b49279c9464f2c2d190d936b" 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"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aabd1bd49631a049a0b70385f262f9cee"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator+" ref="aabd1bd49631a049a0b70385f262f9cee" 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" align="right" valign="top"><a class="anchor" id="a64f8f2cc203476034528c90f771bcd82"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator-" ref="a64f8f2cc203476034528c90f771bcd82" 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" align="right" valign="top"><a class="anchor" id="a4fec5f63e9beefa954422720737be98e"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator+" ref="a4fec5f63e9beefa954422720737be98e" 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" align="right" valign="top"><a class="anchor" id="a6ec547a38441de451ba57f8c7a5ca7a0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator-" ref="a6ec547a38441de451ba57f8c7a5ca7a0" 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" align="right" valign="top"><a class="anchor" id="ae01006b83cd67643be665bb99fc98db0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator*" ref="ae01006b83cd67643be665bb99fc98db0" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa60a95835dd40e7c3eb718914702b1c0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator*" ref="aa60a95835dd40e7c3eb718914702b1c0" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5062187e8c44a47abeb5dddcb351a4c9"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator/" ref="a5062187e8c44a47abeb5dddcb351a4c9" 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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>)</td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
Operator interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a112ec8c0a82c5ba78b0203b093687f47"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::applyTo" ref="a112ec8c0a82c5ba78b0203b093687f47" 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#a112ec8c0a82c5ba78b0203b093687f47">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" align="right" valign="top"><a class="anchor" id="a73742343dfce6f478b7a7d11d07aa63e"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::solveFor" ref="a73742343dfce6f478b7a7d11d07aa63e" 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#a73742343dfce6f478b7a7d11d07aa63e">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" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#ab98bc0891800b58aa3b2bea357884124">solveFor</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &result) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23e7cd3f97a88ebf7495659fbb9c7612"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::SOR" ref="a23e7cd3f97a88ebf7495659fbb9c7612" 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#a23e7cd3f97a88ebf7495659fbb9c7612">SOR</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &rhs, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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" align="right" valign="top"><a class="anchor" id="af7d138b877b39e9af280942629d871c5"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::identity" ref="af7d138b877b39e9af280942629d871c5" args="(Size size)" -->
static <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a><br class="typebreak"/>
< <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#af7d138b877b39e9af280942629d871c5">identity</a> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> size)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">identity instance <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base implementation for tridiagonal operator. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000081">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>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ab98bc0891800b58aa3b2bea357884124"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::solveFor" ref="ab98bc0891800b58aa3b2bea357884124" args="(const Array &rhs, Array &result) const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">void <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html#a73742343dfce6f478b7a7d11d07aa63e">solveFor</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"><em>rhs</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td>
<td class="paramname"><em>result</em> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<p>solve linear system for a given right-hand side without result <a class="el" href="class_quant_lib_1_1_array.html" title="1-D array used in linear algebra.">Array</a> allocation. The rhs and result parameters can be the same <a class="el" href="class_quant_lib_1_1_array.html" title="1-D array used in linear algebra.">Array</a>, in which case rhs will be changed </p>
</div>
</div>
</div><!-- contents -->
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>
</div>
</body>
</html>
|