TridiagonalOperator Class Reference

Base implementation for tridiagonal operator. More...

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

Inheritance 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 Disposable< TridiagonalOperator > &)
TridiagonalOperator &	operator= (const Disposable< TridiagonalOperator > &)
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
Disposable< TridiagonalOperator >	operator+ (const TridiagonalOperator &)
Disposable< TridiagonalOperator >	operator- (const TridiagonalOperator &)
Disposable< TridiagonalOperator >	operator+ (const TridiagonalOperator &, const TridiagonalOperator &)
Disposable< TridiagonalOperator >	operator- (const TridiagonalOperator &, const TridiagonalOperator &)
Disposable< TridiagonalOperator >	operator* (Real, const TridiagonalOperator &)
Disposable< TridiagonalOperator >	operator* (const TridiagonalOperator &, Real)
Disposable< TridiagonalOperator >	operator/ (const TridiagonalOperator &, Real)

Operator interface
Disposable< Array >	applyTo (const Array &v) const
	apply operator to a given array
Disposable< Array >	solveFor (const Array &rhs) const
	solve linear system for a given right-hand side
void	solveFor (const Array &rhs, Array &result) const
Disposable< Array >	SOR (const Array &rhs, Real tol) const
	solve linear system with SOR approach
static Disposable< TridiagonalOperator >	identity (Size size)
	identity instance

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

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.

Member Function Documentation

solveFor()

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