QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
DZero Class Reference

\( D_{0} \) matricial representation More...

#include <dzero.hpp>

+ Inheritance diagram for DZero:
+ Collaboration diagram for DZero:

Public Member Functions

 DZero (Size gridPoints, Real h)
 
- Public Member Functions inherited from TridiagonalOperator
 TridiagonalOperator (Size size=0)
 
 TridiagonalOperator (const Array &low, const Array &mid, const Array &high)
 
 TridiagonalOperator (const TridiagonalOperator &)=default
 
 TridiagonalOperator (TridiagonalOperator &&) noexcept
 
TridiagonalOperatoroperator= (const TridiagonalOperator &)
 
TridiagonalOperatoroperator= (TridiagonalOperator &&) noexcept
 
 ~TridiagonalOperator ()=default
 
Size size () const
 
bool isTimeDependent () const
 
const ArraylowerDiagonal () const
 
const Arraydiagonal () const
 
const ArrayupperDiagonal () const
 
void setFirstRow (Real, Real)
 
void setMidRow (Size, Real, Real, Real)
 
void setMidRows (Real, Real, Real)
 
void setLastRow (Real, Real)
 
void setTime (Time t)
 
void swap (TridiagonalOperator &) noexcept
 
Array applyTo (const Array &v) const
 apply operator to a given array More...
 
Array solveFor (const Array &rhs) const
 solve linear system for a given right-hand side More...
 
void solveFor (const Array &rhs, Array &result) const
 
Array SOR (const Array &rhs, Real tol) const
 solve linear system with SOR approach More...
 

Additional Inherited Members

- Public Types inherited from TridiagonalOperator
typedef Array array_type
 
- Static Public Member Functions inherited from TridiagonalOperator
static TridiagonalOperator identity (Size size)
 identity instance More...
 
- Protected Attributes inherited from TridiagonalOperator
Size n_
 
Array diagonal_
 
Array lowerDiagonal_
 
Array upperDiagonal_
 
Array temp_
 
ext::shared_ptr< TimeSettertimeSetter_
 

Detailed Description

\( D_{0} \) matricial representation

The differential operator \( D_{0} \) discretizes the first derivative with the second-order formula

\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i+1}-u_{i-1}}{2h} = D_{0} u_{i} \]

Tests:
the correctness of the returned values is tested by checking them against numerical calculations.

Definition at line 43 of file dzero.hpp.

Constructor & Destructor Documentation

◆ DZero()

DZero ( Size  gridPoints,
Real  h 
)

Definition at line 51 of file dzero.hpp.

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