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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2008 Andreas Gaida
Copyright (C) 2008 Ralph Schreyer
Copyright (C) 2008 Klaus Spanderen
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.
*/
#include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp>
#include <ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp>
namespace QuantLib {
FdmIndicesOnBoundary::FdmIndicesOnBoundary(
const ext::shared_ptr<FdmLinearOpLayout>& layout,
Size direction, FdmDirichletBoundary::Side side) {
std::vector<Size> newDim(layout->dim());
newDim[direction] = 1;
const Size hyperSize
= std::accumulate(newDim.begin(), newDim.end(), Size(1), std::multiplies<>());
indices_.resize(hyperSize);
Size i=0;
for (const auto& iter : *layout) {
if ( ( side == FdmDirichletBoundary::Lower
&& iter.coordinates()[direction] == 0)
|| ( side == FdmDirichletBoundary::Upper
&& iter.coordinates()[direction]
== layout->dim()[direction]-1)) {
QL_REQUIRE(hyperSize > i, "index missmatch");
indices_[i++] = iter.index();
}
}
}
const std::vector<Size>& FdmIndicesOnBoundary::getIndices() const {
return indices_;
}
}
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