TrBDF2Scheme< TrapezoidalScheme > Class Template Reference

#include <ql/methods/finitedifferences/schemes/trbdf2scheme.hpp>

Collaboration diagram for TrBDF2Scheme< TrapezoidalScheme >:

Public Types
enum	SolverType { BiCGstab , GMRES }
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
	TrBDF2Scheme (Real alpha, ext::shared_ptr< FdmLinearOpComposite > map, const ext::shared_ptr< TrapezoidalScheme > &trapezoidalScheme, const bc_set &bcSet=bc_set(), Real relTol=1e-8, SolverType solverType=BiCGstab)
void	step (array_type &a, Time t)
void	setStep (Time dt)
Size	numberOfIterations () const

Protected Member Functions
Array	apply (const Array &r) const

Protected Attributes
Time	dt_
Real	beta_
ext::shared_ptr< Size >	iterations_
const Real	alpha_
const ext::shared_ptr< FdmLinearOpComposite >	map_
const ext::shared_ptr< TrapezoidalScheme > &	trapezoidalScheme_
const BoundaryConditionSchemeHelper	bcSet_
const Real	relTol_
const SolverType	solverType_

Detailed Description

template<class TrapezoidalScheme>
class QuantLib::TrBDF2Scheme< TrapezoidalScheme >

Definition at line 39 of file trbdf2scheme.hpp.

Member Typedef Documentation

traits

typedef OperatorTraits<FdmLinearOp> traits

Definition at line 44 of file trbdf2scheme.hpp.

operator_type

typedef traits::operator_type operator_type

Definition at line 45 of file trbdf2scheme.hpp.

array_type

typedef traits::array_type array_type

Definition at line 46 of file trbdf2scheme.hpp.

bc_set

typedef traits::bc_set bc_set

Definition at line 47 of file trbdf2scheme.hpp.

condition_type

typedef traits::condition_type condition_type

Definition at line 48 of file trbdf2scheme.hpp.

Member Enumeration Documentation

SolverType

enum SolverType

Enumerator
BiCGstab
GMRES

Definition at line 41 of file trbdf2scheme.hpp.

Constructor & Destructor Documentation

TrBDF2Scheme()

TrBDF2Scheme	(	Real	alpha,
		ext::shared_ptr< FdmLinearOpComposite >	map,
		const ext::shared_ptr< TrapezoidalScheme > &	trapezoidalScheme,
		const bc_set &	bcSet = bc_set(),
		Real	relTol = 1e-8,
		SolverType	solverType = BiCGstab
	)

Definition at line 78 of file trbdf2scheme.hpp.

Member Function Documentation

step()

void step	(	array_type &	a,
		Time	t
	)

Definition at line 106 of file trbdf2scheme.hpp.

Here is the call graph for this function:

setStep()

void setStep

(

Time

dt

)

Definition at line 90 of file trbdf2scheme.hpp.

numberOfIterations()

Size numberOfIterations

Definition at line 96 of file trbdf2scheme.hpp.

apply()

Array apply ( const Array &  r ) const

protected

Definition at line 101 of file trbdf2scheme.hpp.

Member Data Documentation

dt_

Time dt_

protected

Definition at line 65 of file trbdf2scheme.hpp.

beta_

Real beta_

protected

Definition at line 66 of file trbdf2scheme.hpp.

iterations_

ext::shared_ptr<Size> iterations_

protected

Definition at line 67 of file trbdf2scheme.hpp.

alpha_

const Real alpha_

protected

Definition at line 69 of file trbdf2scheme.hpp.

map_

const ext::shared_ptr<FdmLinearOpComposite> map_

protected

Definition at line 70 of file trbdf2scheme.hpp.

trapezoidalScheme_

const ext::shared_ptr<TrapezoidalScheme>& trapezoidalScheme_

protected

Definition at line 71 of file trbdf2scheme.hpp.

bcSet_

const BoundaryConditionSchemeHelper bcSet_

protected

Definition at line 72 of file trbdf2scheme.hpp.

relTol_

const Real relTol_

protected

Definition at line 73 of file trbdf2scheme.hpp.

solverType_

const SolverType solverType_

protected

Definition at line 74 of file trbdf2scheme.hpp.