#include <ql/methods/finitedifferences/operators/secondderivativeop.hpp>
Inheritance diagram for SecondDerivativeOp:
Collaboration diagram for SecondDerivativeOp:
Public Member Functions | |
| SecondDerivativeOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher) | |
| Public Member Functions inherited from TripleBandLinearOp | |
| TripleBandLinearOp (Size direction, const ext::shared_ptr< FdmMesher > &mesher) | |
| TripleBandLinearOp (const TripleBandLinearOp &m) | |
| TripleBandLinearOp (TripleBandLinearOp &&m) noexcept | |
| TripleBandLinearOp & | operator= (const TripleBandLinearOp &m) |
| TripleBandLinearOp & | operator= (TripleBandLinearOp &&m) noexcept |
| ~TripleBandLinearOp () override=default | |
| Array | apply (const Array &r) const override |
| Array | solve_splitting (const Array &r, Real a, Real b=1.0) const |
| TripleBandLinearOp | mult (const Array &u) const |
| TripleBandLinearOp | multR (const Array &u) const |
| TripleBandLinearOp | add (const TripleBandLinearOp &m) const |
| TripleBandLinearOp | add (const Array &u) const |
| void | axpyb (const Array &a, const TripleBandLinearOp &x, const TripleBandLinearOp &y, const Array &b) |
| void | swap (TripleBandLinearOp &m) noexcept |
| SparseMatrix | toMatrix () const override |
| Public Member Functions inherited from FdmLinearOp | |
| virtual | ~FdmLinearOp ()=default |
| virtual array_type | apply (const array_type &r) const =0 |
| virtual SparseMatrix | toMatrix () const =0 |
Additional Inherited Members | |
| Public Types inherited from FdmLinearOp | |
| typedef Array | array_type |
| Protected Member Functions inherited from TripleBandLinearOp | |
| TripleBandLinearOp ()=default | |
| Protected Attributes inherited from TripleBandLinearOp | |
| Size | direction_ |
| std::unique_ptr< Size[]> | i0_ |
| std::unique_ptr< Size[]> | i2_ |
| std::unique_ptr< Size[]> | reverseIndex_ |
| std::unique_ptr< Real[]> | lower_ |
| std::unique_ptr< Real[]> | diag_ |
| std::unique_ptr< Real[]> | upper_ |
| ext::shared_ptr< FdmMesher > | mesher_ |
Detailed Description
Definition at line 33 of file secondderivativeop.hpp.
Constructor & Destructor Documentation
◆ SecondDerivativeOp()
| SecondDerivativeOp | ( | Size | direction, |
| const ext::shared_ptr< FdmMesher > & | mesher | ||
| ) |
Definition at line 28 of file secondderivativeop.cpp.