QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ninepointlinearop.hpp>
Public Member Functions | |
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 |
Public Member Functions inherited from FdmLinearOp | |
virtual | ~FdmLinearOp ()=default |
virtual array_type | apply (const array_type &r) const =0 |
virtual SparseMatrix | toMatrix () const =0 |
Protected Member Functions | |
NinePointLinearOp ()=default | |
Protected Attributes | |
Size | d0_ |
Size | d1_ |
std::unique_ptr< Size[]> | i00_ |
std::unique_ptr< Size[]> | i10_ |
std::unique_ptr< Size[]> | i20_ |
std::unique_ptr< Size[]> | i01_ |
std::unique_ptr< Size[]> | i21_ |
std::unique_ptr< Size[]> | i02_ |
std::unique_ptr< Size[]> | i12_ |
std::unique_ptr< Size[]> | i22_ |
std::unique_ptr< Real[]> | a00_ |
std::unique_ptr< Real[]> | a10_ |
std::unique_ptr< Real[]> | a20_ |
std::unique_ptr< Real[]> | a01_ |
std::unique_ptr< Real[]> | a11_ |
std::unique_ptr< Real[]> | a21_ |
std::unique_ptr< Real[]> | a02_ |
std::unique_ptr< Real[]> | a12_ |
std::unique_ptr< Real[]> | a22_ |
ext::shared_ptr< FdmMesher > | mesher_ |
Additional Inherited Members | |
Public Types inherited from FdmLinearOp | |
typedef Array | array_type |
Definition at line 37 of file ninepointlinearop.hpp.
NinePointLinearOp | ( | Size | d0, |
Size | d1, | ||
const ext::shared_ptr< FdmMesher > & | mesher | ||
) |
Definition at line 28 of file ninepointlinearop.cpp.
NinePointLinearOp | ( | const NinePointLinearOp & | m | ) |
Definition at line 70 of file ninepointlinearop.cpp.
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noexcept |
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protecteddefault |
NinePointLinearOp & operator= | ( | const NinePointLinearOp & | m | ) |
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noexcept |
Implements FdmLinearOp.
Definition at line 110 of file ninepointlinearop.cpp.
NinePointLinearOp mult | ( | const Array & | u | ) | const |
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noexcept |
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Implements FdmLinearOp.
Definition at line 139 of file ninepointlinearop.cpp.
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Definition at line 57 of file ninepointlinearop.hpp.
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Definition at line 57 of file ninepointlinearop.hpp.
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Definition at line 58 of file ninepointlinearop.hpp.
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Definition at line 58 of file ninepointlinearop.hpp.
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Definition at line 58 of file ninepointlinearop.hpp.
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Definition at line 59 of file ninepointlinearop.hpp.
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Definition at line 59 of file ninepointlinearop.hpp.
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Definition at line 60 of file ninepointlinearop.hpp.
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Definition at line 60 of file ninepointlinearop.hpp.
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Definition at line 60 of file ninepointlinearop.hpp.
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Definition at line 61 of file ninepointlinearop.hpp.
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Definition at line 61 of file ninepointlinearop.hpp.
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Definition at line 61 of file ninepointlinearop.hpp.
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Definition at line 62 of file ninepointlinearop.hpp.
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Definition at line 62 of file ninepointlinearop.hpp.
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Definition at line 62 of file ninepointlinearop.hpp.
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Definition at line 63 of file ninepointlinearop.hpp.
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Definition at line 63 of file ninepointlinearop.hpp.
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Definition at line 63 of file ninepointlinearop.hpp.
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Definition at line 65 of file ninepointlinearop.hpp.