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template<class T > |
| PdeOperator (const Array &grid, T process, Time residualTime=0.0) |
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| TridiagonalOperator (Size size=0) |
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| TridiagonalOperator (const Array &low, const Array &mid, const Array &high) |
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| TridiagonalOperator (const TridiagonalOperator &)=default |
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| TridiagonalOperator (TridiagonalOperator &&) noexcept |
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TridiagonalOperator & | operator= (const TridiagonalOperator &) |
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TridiagonalOperator & | operator= (TridiagonalOperator &&) noexcept |
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| ~TridiagonalOperator ()=default |
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Size | size () const |
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bool | isTimeDependent () const |
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const Array & | lowerDiagonal () const |
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const Array & | diagonal () const |
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const Array & | upperDiagonal () const |
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void | setFirstRow (Real, Real) |
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void | setMidRow (Size, Real, Real, Real) |
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void | setMidRows (Real, Real, Real) |
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void | setLastRow (Real, Real) |
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void | setTime (Time t) |
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void | swap (TridiagonalOperator &) noexcept |
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Array | applyTo (const Array &v) const |
| apply operator to a given array More...
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Array | solveFor (const Array &rhs) const |
| solve linear system for a given right-hand side More...
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void | solveFor (const Array &rhs, Array &result) const |
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Array | SOR (const Array &rhs, Real tol) const |
| solve linear system with SOR approach More...
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template<class PdeClass>
class QuantLib::PdeOperator< PdeClass >
Definition at line 90 of file pde.hpp.