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
|
/*
Copyright (C) 2000, 2001, 2002 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 ferdinando@ametrano.net
The license is also available online at http://quantlib.org/html/license.html
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.
*/
/*! \file lexicographicalview.hpp
\brief Lexicographical 2-D view of a contiguous set of data.
\fullpath
ql/Math/%lexicographicalview.hpp
*/
// $Id: lexicographicalview.hpp,v 1.5 2002/01/16 14:42:29 nando Exp $
#ifndef quantlib_lexicographical_view_h
#define quantlib_lexicographical_view_h
#include <ql/Utilities/steppingiterator.hpp>
namespace QuantLib {
namespace Math {
//! Lexicographical 2-D view of a contiguous set of data.
/*! This view can be used to easily store a discretized 2-D function
in an array to be used in a finite differences calculation.
*/
template <class RandomAccessIterator>
class LexicographicalView {
public:
//! attaches the view with the given dimension to a sequence
LexicographicalView(const RandomAccessIterator& begin,
const RandomAccessIterator& end, int xSize);
//! iterates over \f$ v_{ij} \f$ with \f$ j \f$ fixed.
typedef RandomAccessIterator x_iterator;
//! iterates backwards over \f$ v_{ij} \f$ with \f$ j \f$ fixed.
typedef QL_REVERSE_ITERATOR(RandomAccessIterator,
typename QL_ITERATOR_TRAITS<RandomAccessIterator>::value_type)
reverse_x_iterator;
//! iterates over \f$ v_{ij} \f$ with \f$ i \f$ fixed.
typedef Utilities::stepping_iterator<RandomAccessIterator>
y_iterator;
//! iterates backwards over \f$ v_{ij} \f$ with \f$ i \f$ fixed.
typedef QL_REVERSE_ITERATOR(y_iterator,
typename QL_ITERATOR_TRAITS<RandomAccessIterator>::value_type)
reverse_y_iterator;
//! \name Element access
//@{
y_iterator operator[](int i);
//@}
//! \name Iterator access
//@{
x_iterator xbegin (int j);
x_iterator xend (int j);
reverse_x_iterator rxbegin(int j);
reverse_x_iterator rxend (int j);
y_iterator ybegin (int i);
y_iterator yend (int i);
reverse_y_iterator rybegin(int i);
reverse_y_iterator ryend (int i);
//@}
//! \name Inspectors
//@{
//! dimension of the array along x
int xSize() const;
//! dimension of the array along y
int ySize() const;
//@}
private:
RandomAccessIterator begin_, end_;
int xSize_, ySize_;
};
// inline definitions
template <class RandomAccessIterator>
inline
LexicographicalView<RandomAccessIterator>::LexicographicalView(
const RandomAccessIterator& begin,
const RandomAccessIterator& end,
int xSize)
: begin_(begin), end_(end), xSize_(xSize),
ySize_((end-begin)/xSize) {
#ifdef QL_DEBUG
QL_REQUIRE((end_-begin_) % xSize_ == 0,
"The x size of the view is not an exact divisor"
"of the size of the underlying sequence");
#endif
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::x_iterator
LexicographicalView<RandomAccessIterator>::xbegin(int j) {
return begin_+j*xSize_;
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::x_iterator
LexicographicalView<RandomAccessIterator>::xend(int j) {
return begin_+(j+1)*xSize_;
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::reverse_x_iterator
LexicographicalView<RandomAccessIterator>::rxbegin(int j) {
return reverse_x_iterator(xend(j));
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::reverse_x_iterator
LexicographicalView<RandomAccessIterator>::rxend(int j) {
return reverse_x_iterator(xbegin(j));
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::ybegin(int i) {
return y_iterator(begin_+i,xSize_);
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::yend(int i) {
return y_iterator(begin_+i,xSize_)+ySize_;
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::reverse_y_iterator
LexicographicalView<RandomAccessIterator>::rybegin(int i) {
return reverse_y_iterator(yend(i));
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::reverse_y_iterator
LexicographicalView<RandomAccessIterator>::ryend(int i) {
return reverse_y_iterator(ybegin(i));
}
template <class RandomAccessIterator>
inline LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::operator[](int i) {
return y_iterator(begin_+i,xSize_);
}
template <class RandomAccessIterator>
inline int LexicographicalView<RandomAccessIterator>::xSize() const {
return xSize_;
}
template <class RandomAccessIterator>
inline int LexicographicalView<RandomAccessIterator>::ySize() const {
return ySize_;
}
}
}
#endif
|