QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <trbdf2scheme.hpp>
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_ |
Definition at line 39 of file trbdf2scheme.hpp.
typedef OperatorTraits<FdmLinearOp> traits |
Definition at line 44 of file trbdf2scheme.hpp.
typedef traits::operator_type operator_type |
Definition at line 45 of file trbdf2scheme.hpp.
typedef traits::array_type array_type |
Definition at line 46 of file trbdf2scheme.hpp.
typedef traits::bc_set bc_set |
Definition at line 47 of file trbdf2scheme.hpp.
typedef traits::condition_type condition_type |
Definition at line 48 of file trbdf2scheme.hpp.
enum SolverType |
Enumerator | |
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BiCGstab | |
GMRES |
Definition at line 41 of file trbdf2scheme.hpp.
TrBDF2Scheme | ( | Real | alpha, |
ext::shared_ptr< FdmLinearOpComposite > | map, | ||
const ext::shared_ptr< TrapezoidalScheme > & | trapezoidalScheme, | ||
const bc_set & | bcSet = bc_set() , |
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Real | relTol = 1e-8 , |
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SolverType | solverType = BiCGstab |
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) |
Definition at line 78 of file trbdf2scheme.hpp.
void step | ( | array_type & | a, |
Time | t | ||
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void setStep | ( | Time | dt | ) |
Definition at line 90 of file trbdf2scheme.hpp.
Size numberOfIterations |
Definition at line 96 of file trbdf2scheme.hpp.
Definition at line 101 of file trbdf2scheme.hpp.
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Definition at line 65 of file trbdf2scheme.hpp.
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Definition at line 66 of file trbdf2scheme.hpp.
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Definition at line 67 of file trbdf2scheme.hpp.
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Definition at line 69 of file trbdf2scheme.hpp.
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Definition at line 70 of file trbdf2scheme.hpp.
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Definition at line 71 of file trbdf2scheme.hpp.
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Definition at line 72 of file trbdf2scheme.hpp.
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Definition at line 73 of file trbdf2scheme.hpp.
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Definition at line 74 of file trbdf2scheme.hpp.