TridiagonalOperator Class Reference
[Finite-differences framework]

#include <ql/FiniteDifferences/tridiagonaloperator.hpp>

Inheritance diagram for TridiagonalOperator:

Inheritance graph
[legend]
List of all members.

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


Operator interface

Disposable< ArrayapplyTo (const Array &v) const
 apply operator to a given array

Disposable< ArraysolveFor (const Array &rhs) const
 solve linear system for a given right-hand side

Disposable< ArraySOR (const Array &rhs, Real tol) const
 solve linear system with SOR approach

Disposable< TridiagonalOperatoridentity (Size size)
 identity instance


Public Types

typedef Array arrayType

Public Member Functions

 TridiagonalOperator (Size size=0)
 TridiagonalOperator (const Array &low, const Array &mid, const Array &high)
 TridiagonalOperator (const Disposable< TridiagonalOperator > &)
TridiagonalOperatoroperator= (const Disposable< TridiagonalOperator > &)
Inspectors
Size size () const
bool isTimeDependent ()
const ArraylowerDiagonal () const
const Arraydiagonal () const
const ArrayupperDiagonal () 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)
Utilities
void swap (TridiagonalOperator &)

Protected Attributes

Array diagonal_
Array lowerDiagonal_
Array upperDiagonal_
boost::shared_ptr< TimeSettertimeSetter_

Friends

Disposable< TridiagonalOperatoroperator+ (const TridiagonalOperator &)
Disposable< TridiagonalOperatoroperator- (const TridiagonalOperator &)
Disposable< TridiagonalOperatoroperator+ (const TridiagonalOperator &, const TridiagonalOperator &)
Disposable< TridiagonalOperatoroperator- (const TridiagonalOperator &, const TridiagonalOperator &)
Disposable< TridiagonalOperatoroperator * (Real, const TridiagonalOperator &)
Disposable< TridiagonalOperatoroperator * (const TridiagonalOperator &, Real)
Disposable< TridiagonalOperatoroperator/ (const TridiagonalOperator &, Real)


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