TridiagonalOperator Class Reference

Base implementation for tridiagonal operator. More...

#include <ql/methods/finitedifferences/tridiagonaloperator.hpp>

Inheritance diagram for TridiagonalOperator:

Collaboration diagram for TridiagonalOperator:

Classes
class	TimeSetter
	encapsulation of time-setting logic More...

Public Types
typedef Array	array_type

Public Member Functions
	TridiagonalOperator (Size size=0)
	TridiagonalOperator (const Array &low, const Array &mid, const Array &high)
	TridiagonalOperator (const TridiagonalOperator &)=default
	TridiagonalOperator (TridiagonalOperator &&) noexcept
TridiagonalOperator &	operator= (const TridiagonalOperator &)
TridiagonalOperator &	operator= (TridiagonalOperator &&) noexcept
	~TridiagonalOperator ()=default
Inspectors
Size	size () const
bool	isTimeDependent () const
const Array &	lowerDiagonal () const
const Array &	diagonal () const
const Array &	upperDiagonal () const
Modifiers
void	setFirstRow (Real, Real)
void	setMidRow (Size, Real, Real, Real)
void	setMidRows (Real, Real, Real)
void	setLastRow (Real, Real)
void	setTime (Time t)

Friends
TridiagonalOperator	operator+ (const TridiagonalOperator &)
TridiagonalOperator	operator- (const TridiagonalOperator &)
TridiagonalOperator	operator+ (const TridiagonalOperator &, const TridiagonalOperator &)
TridiagonalOperator	operator- (const TridiagonalOperator &, const TridiagonalOperator &)
TridiagonalOperator	operator* (Real, const TridiagonalOperator &)
TridiagonalOperator	operator* (const TridiagonalOperator &, Real)
TridiagonalOperator	operator/ (const TridiagonalOperator &, Real)

Utilities
Size	n_
Array	diagonal_
Array	lowerDiagonal_
Array	upperDiagonal_
Array	temp_
ext::shared_ptr< TimeSetter >	timeSetter_
void	swap (TridiagonalOperator &) noexcept

Operator interface
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...
static TridiagonalOperator	identity (Size size)
	identity instance More...

Detailed Description

Base implementation for tridiagonal operator.

Warning:

to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class.

Definition at line 42 of file tridiagonaloperator.hpp.

Member Typedef Documentation

array_type

typedef Array array_type

Definition at line 58 of file tridiagonaloperator.hpp.

Constructor & Destructor Documentation

TridiagonalOperator() [1/4]

TridiagonalOperator ( Size  size = 0 )

explicit

Definition at line 25 of file tridiagonaloperator.cpp.

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TridiagonalOperator() [2/4]

TridiagonalOperator	(	const Array &	low,
		const Array &	mid,
		const Array &	high
	)

Definition at line 44 of file tridiagonaloperator.cpp.

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TridiagonalOperator() [3/4]

TridiagonalOperator ( const TridiagonalOperator &  )

default

TridiagonalOperator() [4/4]

TridiagonalOperator ( TridiagonalOperator &&  from )

noexcept

Definition at line 127 of file tridiagonaloperator.hpp.

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~TridiagonalOperator()

~TridiagonalOperator ( )

default

Member Function Documentation

operator=() [1/2]

TridiagonalOperator & operator=

(

const TridiagonalOperator &

from

)

Definition at line 131 of file tridiagonaloperator.hpp.

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operator=() [2/2]

TridiagonalOperator & operator= ( TridiagonalOperator &&  from )

noexcept

Definition at line 139 of file tridiagonaloperator.hpp.

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applyTo()

Array applyTo

(

const Array &

v

)

const

apply operator to a given array

Definition at line 57 of file tridiagonaloperator.cpp.

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solveFor() [1/2]

Array solveFor

(

const Array &

rhs

)

const

solve linear system for a given right-hand side

Definition at line 79 of file tridiagonaloperator.cpp.

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solveFor() [2/2]

void solveFor	(	const Array &	rhs,
		Array &	result
	)		const

solve linear system for a given right-hand side without result Array allocation. The rhs and result parameters can be the same Array, in which case rhs will be changed

Definition at line 85 of file tridiagonaloperator.cpp.

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SOR()

Array SOR	(	const Array &	rhs,
		Real	tol
	)		const

solve linear system with SOR approach

Definition at line 111 of file tridiagonaloperator.cpp.

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identity()

TridiagonalOperator identity ( Size  size )

static

identity instance

Definition at line 156 of file tridiagonaloperator.cpp.

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size()

Size size

(

)

const

Definition at line 89 of file tridiagonaloperator.hpp.

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isTimeDependent()

bool isTimeDependent

(

)

const

Definition at line 90 of file tridiagonaloperator.hpp.

lowerDiagonal()

const Array & lowerDiagonal

(

)

const

Definition at line 91 of file tridiagonaloperator.hpp.

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diagonal()

const Array & diagonal

(

)

const

Definition at line 92 of file tridiagonaloperator.hpp.

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upperDiagonal()

const Array & upperDiagonal

(

)

const

Definition at line 93 of file tridiagonaloperator.hpp.

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setFirstRow()

void setFirstRow	(	Real	valB,
		Real	valC
	)

Definition at line 144 of file tridiagonaloperator.hpp.

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setMidRow()

void setMidRow	(	Size	i,
		Real	valA,
		Real	valB,
		Real	valC
	)

Definition at line 150 of file tridiagonaloperator.hpp.

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setMidRows()

void setMidRows	(	Real	valA,
		Real	valB,
		Real	valC
	)

Definition at line 161 of file tridiagonaloperator.hpp.

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setLastRow()

void setLastRow	(	Real	valA,
		Real	valB
	)

Definition at line 171 of file tridiagonaloperator.hpp.

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setTime()

void setTime

(

Time

t

)

Definition at line 177 of file tridiagonaloperator.hpp.

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swap()

void swap ( TridiagonalOperator &  from )

noexcept

Definition at line 182 of file tridiagonaloperator.hpp.

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Friends And Related Function Documentation

operator+ [1/2]

TridiagonalOperator operator+ ( const TridiagonalOperator &  D )

friend

Definition at line 194 of file tridiagonaloperator.hpp.

operator- [1/2]

TridiagonalOperator operator- ( const TridiagonalOperator &  D )

friend

Definition at line 199 of file tridiagonaloperator.hpp.

operator+ [2/2]

TridiagonalOperator operator+ ( const TridiagonalOperator &  D1, const TridiagonalOperator &  D2  )

friend

Definition at line 207 of file tridiagonaloperator.hpp.

operator- [2/2]

TridiagonalOperator operator- ( const TridiagonalOperator &  D1, const TridiagonalOperator &  D2  )

friend

Definition at line 216 of file tridiagonaloperator.hpp.

operator* [1/2]

TridiagonalOperator operator* ( Real  a, const TridiagonalOperator &  D  )

friend

Definition at line 225 of file tridiagonaloperator.hpp.

operator* [2/2]

TridiagonalOperator operator* ( const TridiagonalOperator &  D, Real  a  )

friend

Definition at line 234 of file tridiagonaloperator.hpp.

operator/

TridiagonalOperator operator/ ( const TridiagonalOperator &  D, Real  a  )

friend

Definition at line 243 of file tridiagonaloperator.hpp.

Member Data Documentation

n_

Size n_

protected

Definition at line 115 of file tridiagonaloperator.hpp.

diagonal_

Array diagonal_

protected

Definition at line 116 of file tridiagonaloperator.hpp.

lowerDiagonal_

Array lowerDiagonal_

protected

Definition at line 116 of file tridiagonaloperator.hpp.

upperDiagonal_

Array upperDiagonal_

protected

Definition at line 116 of file tridiagonaloperator.hpp.

temp_

Array temp_

mutableprotected

Definition at line 117 of file tridiagonaloperator.hpp.

timeSetter_

ext::shared_ptr<TimeSetter> timeSetter_

protected

Definition at line 118 of file tridiagonaloperator.hpp.