CrankNicolsonScheme Class Reference

#include <ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp>

Collaboration diagram for CrankNicolsonScheme:

Public Types
typedef OperatorTraits< FdmLinearOp >	traits
typedef traits::operator_type	operator_type
typedef traits::array_type	array_type
typedef traits::bc_set	bc_set
typedef traits::condition_type	condition_type

Public Member Functions
	CrankNicolsonScheme (Real theta, const ext::shared_ptr< FdmLinearOpComposite > &map, const bc_set &bcSet=bc_set(), Real relTol=1e-8, ImplicitEulerScheme::SolverType solverType=ImplicitEulerScheme::BiCGstab)
void	step (array_type &a, Time t)
void	setStep (Time dt)
Size	numberOfIterations () const

Protected Attributes
Real	dt_
const Real	theta_
const ext::shared_ptr< ExplicitEulerScheme >	explicit_
const ext::shared_ptr< ImplicitEulerScheme >	implicit_

Detailed Description

Definition at line 37 of file cranknicolsonscheme.hpp.

Member Typedef Documentation

traits

typedef OperatorTraits<FdmLinearOp> traits

Definition at line 40 of file cranknicolsonscheme.hpp.

operator_type

typedef traits::operator_type operator_type

Definition at line 41 of file cranknicolsonscheme.hpp.

array_type

typedef traits::array_type array_type

Definition at line 42 of file cranknicolsonscheme.hpp.

bc_set

typedef traits::bc_set bc_set

Definition at line 43 of file cranknicolsonscheme.hpp.

condition_type

typedef traits::condition_type condition_type

Definition at line 44 of file cranknicolsonscheme.hpp.

Constructor & Destructor Documentation

CrankNicolsonScheme()

CrankNicolsonScheme	(	Real	theta,
		const ext::shared_ptr< FdmLinearOpComposite > &	map,
		const bc_set &	bcSet = bc_set(),
		Real	relTol = 1e-8,
		ImplicitEulerScheme::SolverType	solverType = ImplicitEulerScheme::BiCGstab
	)

Definition at line 24 of file cranknicolsonscheme.cpp.

Member Function Documentation

step()

void step	(	array_type &	a,
		Time	t
	)

Definition at line 37 of file cranknicolsonscheme.cpp.

setStep()

void setStep

(

Time

dt

)

Definition at line 47 of file cranknicolsonscheme.cpp.

numberOfIterations()

Size numberOfIterations

(

)

const

Definition at line 53 of file cranknicolsonscheme.cpp.

Member Data Documentation

dt_

Real dt_

protected

Definition at line 60 of file cranknicolsonscheme.hpp.

theta_

const Real theta_

protected

Definition at line 61 of file cranknicolsonscheme.hpp.

explicit_

const ext::shared_ptr<ExplicitEulerScheme> explicit_

protected

Definition at line 62 of file cranknicolsonscheme.hpp.

implicit_

const ext::shared_ptr<ImplicitEulerScheme> implicit_

protected

Definition at line 63 of file cranknicolsonscheme.hpp.