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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2015 Ferdinando Ametrano
Copyright (C) 2015 Paolo Mazzocchi
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
<http://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.
*/
#include <ql/math/pascaltriangle.hpp>
#include <iterator>
namespace QuantLib {
std::vector<std::vector<BigNatural> > PascalTriangle::coefficients_;
const std::vector<BigNatural>& PascalTriangle::get(Size order) {
if (coefficients_.empty()) {
// order zero mandatory for bootstrap
coefficients_.push_back(std::vector<BigNatural>(1, 1));
coefficients_.push_back(std::vector<BigNatural>(2, 1));
coefficients_.push_back(std::vector<BigNatural>(3, 1));
coefficients_[2][1] = 2;
coefficients_.push_back(std::vector<BigNatural>(4, 1));
coefficients_[3][1] = coefficients_[3][2] = 3;
}
while (coefficients_.size()<=order)
nextOrder();
return coefficients_[order];
}
void PascalTriangle::nextOrder() {
Size order = coefficients_.size();
coefficients_.push_back(std::vector<BigNatural>(order+1));
coefficients_[order][0] = coefficients_[order][order] = 1;
for (Size i=1; i<order/2+1; ++i) {
coefficients_[order][i] = coefficients_[order][order-i] =
coefficients_[order-1][i-1] + coefficients_[order-1][i];
}
}
}
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