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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.
*/
/*! \file ninepointlinearop.hpp
\brief nine point linear operator
*/
#ifndef quantlib_nine_point_linear_op_hpp
#define quantlib_nine_point_linear_op_hpp
#include <ql/math/matrixutilities/sparsematrix.hpp>
#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>
#include <memory>
namespace QuantLib {
class FdmMesher;
class NinePointLinearOp : public FdmLinearOp {
public:
NinePointLinearOp(Size d0, Size d1,
const ext::shared_ptr<FdmMesher>& mesher);
NinePointLinearOp(const NinePointLinearOp& m);
NinePointLinearOp(NinePointLinearOp&& m) noexcept;
NinePointLinearOp& operator=(const NinePointLinearOp& m);
NinePointLinearOp& operator=(NinePointLinearOp&& m) noexcept;
~NinePointLinearOp() override = default;
Array apply(const Array& r) const override;
NinePointLinearOp mult(const Array& u) const;
void swap(NinePointLinearOp& m) noexcept;
SparseMatrix toMatrix() const override;
protected:
NinePointLinearOp() = default;
Size d0_, d1_;
std::unique_ptr<Size[]> i00_, i10_, i20_;
std::unique_ptr<Size[]> i01_, i21_;
std::unique_ptr<Size[]> i02_, i12_, i22_;
std::unique_ptr<Real[]> a00_, a10_, a20_;
std::unique_ptr<Real[]> a01_, a11_, a21_;
std::unique_ptr<Real[]> a02_, a12_, a22_;
ext::shared_ptr<FdmMesher> mesher_;
};
inline NinePointLinearOp::NinePointLinearOp(NinePointLinearOp&& m) noexcept {
swap(m);
}
inline NinePointLinearOp& NinePointLinearOp::operator=(const NinePointLinearOp& m) {
NinePointLinearOp temp(m);
swap(temp);
return *this;
}
inline NinePointLinearOp& NinePointLinearOp::operator=(NinePointLinearOp&& m) noexcept {
swap(m);
return *this;
}
}
#endif
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