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
FirstDerivativeOp Class Reference

#include <firstderivativeop.hpp>

+ Inheritance diagram for FirstDerivativeOp:
+ Collaboration diagram for FirstDerivativeOp:

Public Member Functions

 FirstDerivativeOp (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
 
TripleBandLinearOpoperator= (const TripleBandLinearOp &m)
 
TripleBandLinearOpoperator= (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< FdmMeshermesher_
 

Detailed Description

Definition at line 33 of file firstderivativeop.hpp.

Constructor & Destructor Documentation

◆ FirstDerivativeOp()

FirstDerivativeOp ( Size  direction,
const ext::shared_ptr< FdmMesher > &  mesher 
)

Definition at line 28 of file firstderivativeop.cpp.