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<p>Base implementation for tridiagonal operator.  
 <a href="class_quant_lib_1_1_tridiagonal_operator.html#details">More...</a></p>

<p><code>#include &lt;ql/methods/finitedifferences/tridiagonaloperator.hpp&gt;</code></p>
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Inheritance diagram for TridiagonalOperator:</div>
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<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&#45;Scholes&#45;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>
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<p><a href="class_quant_lib_1_1_tridiagonal_operator-members.html">List of all members.</a></p>
<table class="memberdecls">
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Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class &#160;</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">&#160;</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>&#160;</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)" -->
&#160;</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 &amp;low, const Array &amp;mid, const Array &amp;high)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;low, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;mid, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;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&lt; TridiagonalOperator &gt; &amp;)" -->
&#160;</td><td class="memItemRight" valign="bottom"><b>TridiagonalOperator</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt; &amp;)</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&lt; TridiagonalOperator &gt; &amp;)" -->
<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt; &amp;)</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>&#160;</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&#160;</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> &amp;&#160;</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> &amp;&#160;</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> &amp;&#160;</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&#160;</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&#160;</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&#160;</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&#160;</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&#160;</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 &amp;)" -->
void&#160;</td><td class="memItemRight" valign="bottom"><b>swap</b> (<a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;)</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>&#160;</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>&#160;</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>&#160;</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>&#160;</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>&#160;</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&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator_1_1_time_setter.html">TimeSetter</a> &gt;&#160;</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 &amp;)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a64f8f2cc203476034528c90f771bcd82"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator&#45;" ref="a64f8f2cc203476034528c90f771bcd82" args="(const TridiagonalOperator &amp;)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;)</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 &amp;, const TridiagonalOperator &amp;)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator+</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6ec547a38441de451ba57f8c7a5ca7a0"></a><!-- doxytag: member="QuantLib::TridiagonalOperator::operator&#45;" ref="a6ec547a38441de451ba57f8c7a5ca7a0" args="(const TridiagonalOperator &amp;, const TridiagonalOperator &amp;)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator-</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;, const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;)</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 &amp;)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</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> &amp;)</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 &amp;, Real)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator*</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;, <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 &amp;, Real)" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>operator/</b> (const <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &amp;, <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 &amp;v) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;&#160;</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> &amp;v) const </td></tr>
<tr><td class="mdescLeft">&#160;</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 &amp;rhs) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;&#160;</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> &amp;rhs) const </td></tr>
<tr><td class="mdescLeft">&#160;</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&#160;</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> &amp;rhs, <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &amp;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 &amp;rhs, Real tol) const " -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>&lt; <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &gt;&#160;</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> &amp;rhs, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> tol) const </td></tr>
<tr><td class="mdescLeft">&#160;</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"/>
&lt; <a class="el" href="class_quant_lib_1_1_tridiagonal_operator.html">TridiagonalOperator</a> &gt;&#160;</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">&#160;</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 &amp;rhs, Array &amp;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> &amp;&#160;</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> &amp;&#160;</td>
          <td class="paramname"><em>result</em>&#160;</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>

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