QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | List of all members
ModTripleBandLinearOp Class Reference

#include <ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp>

+ Inheritance diagram for ModTripleBandLinearOp:
+ Collaboration diagram for ModTripleBandLinearOp:

Public Member Functions

 ModTripleBandLinearOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher)
 
 ModTripleBandLinearOp (const TripleBandLinearOp &m)
 
Real lower (Size i) const
 
Reallower (Size i)
 
Real diag (Size i) const
 
Realdiag (Size i)
 
Real upper (Size i) const
 
Realupper (Size i)
 
- Public Member Functions inherited from TripleBandLinearOp
 TripleBandLinearOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher)
 
 TripleBandLinearOp (const TripleBandLinearOp &m)
 
 TripleBandLinearOp (TripleBandLinearOp &&m) noexcept
 
TripleBandLinearOpoperator= (const TripleBandLinearOp &m)
 
TripleBandLinearOpoperator= (TripleBandLinearOp &&m) noexcept
 
 ~TripleBandLinearOp () override=default
 
Array apply (const Array &r) const override
 
Array solve_splitting (const Array &r, Real a, Real b=1.0) const
 
TripleBandLinearOp mult (const Array &u) const
 
TripleBandLinearOp multR (const Array &u) const
 
TripleBandLinearOp add (const TripleBandLinearOp &m) const
 
TripleBandLinearOp add (const Array &u) const
 
void axpyb (const Array &a, const TripleBandLinearOp &x, const TripleBandLinearOp &y, const Array &b)
 
void swap (TripleBandLinearOp &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
 

Additional Inherited Members

- Public Types inherited from FdmLinearOp
typedef Array array_type
 
- Protected Member Functions inherited from TripleBandLinearOp
 TripleBandLinearOp ()=default
 
- Protected Attributes inherited from TripleBandLinearOp
Size direction_
 
std::unique_ptr< Size[]> i0_
 
std::unique_ptr< Size[]> i2_
 
std::unique_ptr< Size[]> reverseIndex_
 
std::unique_ptr< Real[]> lower_
 
std::unique_ptr< Real[]> diag_
 
std::unique_ptr< Real[]> upper_
 
ext::shared_ptr< FdmMeshermesher_
 

Detailed Description

Definition at line 32 of file modtriplebandlinearop.hpp.

Constructor & Destructor Documentation

◆ ModTripleBandLinearOp() [1/2]

ModTripleBandLinearOp ( Size  direction,
const ext::shared_ptr< FdmMesher > &  mesher 
)

Definition at line 34 of file modtriplebandlinearop.hpp.

◆ ModTripleBandLinearOp() [2/2]

ModTripleBandLinearOp ( const TripleBandLinearOp m)
explicit

Definition at line 38 of file modtriplebandlinearop.hpp.

Member Function Documentation

◆ lower() [1/2]

Real lower ( Size  i) const

Definition at line 41 of file modtriplebandlinearop.hpp.

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◆ lower() [2/2]

Real & lower ( Size  i)

Definition at line 42 of file modtriplebandlinearop.hpp.

◆ diag() [1/2]

Real diag ( Size  i) const

Definition at line 43 of file modtriplebandlinearop.hpp.

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◆ diag() [2/2]

Real & diag ( Size  i)

Definition at line 44 of file modtriplebandlinearop.hpp.

◆ upper() [1/2]

Real upper ( Size  i) const

Definition at line 45 of file modtriplebandlinearop.hpp.

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◆ upper() [2/2]

Real & upper ( Size  i)

Definition at line 46 of file modtriplebandlinearop.hpp.