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
|
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
#ifndef quantlib_operators_i
#define quantlib_operators_i
%include common.i
%include linearalgebra.i
%{
typedef QuantLib::BoundaryCondition<QuantLib::TridiagonalOperator>
DefaultBoundaryCondition;
%}
%shared_ptr(DefaultBoundaryCondition)
class DefaultBoundaryCondition {
%rename(NoSide) None;
private:
DefaultBoundaryCondition();
public:
enum Side { None, Upper, Lower };
};
%{
using QuantLib::NeumannBC;
using QuantLib::DirichletBC;
%}
%shared_ptr(NeumannBC)
class NeumannBC : public DefaultBoundaryCondition {
public:
NeumannBC(Real value, DefaultBoundaryCondition::Side side);
};
%shared_ptr(DirichletBC)
class DirichletBC : public DefaultBoundaryCondition {
public:
DirichletBC(Real value, DefaultBoundaryCondition::Side side);
};
%{
using QuantLib::TridiagonalOperator;
%}
class TridiagonalOperator {
public:
// constructors
TridiagonalOperator(const Array& low, const Array& mid, const Array& high);
// operator interface
Array solveFor(const Array& rhs) const;
Array applyTo(const Array& v) const;
// inspectors
Size size() const;
// modifiers
void setFirstRow(Real, Real);
void setMidRow(Size, Real, Real, Real);
void setMidRows(Real, Real, Real);
void setLastRow(Real, Real);
// identity
static TridiagonalOperator identity(Size size);
#if defined(SWIGPYTHON)
%extend {
TridiagonalOperator __add__(const TridiagonalOperator& O) {
return *self+O;
}
TridiagonalOperator __sub__(const TridiagonalOperator& O) {
return *self-O;
}
TridiagonalOperator __mul__(Real a) {
return *self*a;
}
TridiagonalOperator __div__(Real a) {
return *self/a;
}
#if defined(SWIGPYTHON)
TridiagonalOperator __iadd__(const TridiagonalOperator& O) {
return *self+O;
}
TridiagonalOperator __isub__(const TridiagonalOperator& O) {
return *self-O;
}
TridiagonalOperator __imul__(Real a) {
return *self*a;
}
TridiagonalOperator __rmul__(Real a) {
return *self*a;
}
TridiagonalOperator __idiv__(Real a) {
return *self/a;
}
#endif
}
#endif
};
%{
using QuantLib::DPlus;
using QuantLib::DMinus;
using QuantLib::DZero;
using QuantLib::DPlusDMinus;
%}
class DPlus : public TridiagonalOperator {
public:
DPlus(Size gridPoints, Real h);
};
class DMinus : public TridiagonalOperator {
public:
DMinus(Size gridPoints, Real h);
};
class DZero : public TridiagonalOperator {
public:
DZero(Size gridPoints, Real h);
};
class DPlusDMinus : public TridiagonalOperator {
public:
DPlusDMinus(Size gridPoints, Real h);
};
#endif
|
