← Back to branch summary

~ubuntu-branches/ubuntu/edgy/quantlib-refman-html/edgy

« back to all changes in this revision

Viewing changes to html/a01361.html

  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2005-05-02 22:35:36 UTC
  • mfrom: (1.2.1 upstream) (2.1.1 hoary)
  • Revision ID: james.westby@ubuntu.com-20050502223536-yp0xshf1us9u76dn
Tags: 0.3.9-1
* New upstream release 0.3.9 announced today
* As before, re-packaged upstream file QuantLib-docs-0.3.9.html.tar.gz 
  as described in the copyright file included with the Debian package.

* debian/watch: Added watch file

Show diffs side-by-side

added added

removed removed

Lines of Context:
html/a01361.html
1
 
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
2
 
<html><head><meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
3
 
<title>TridiagonalOperator class Reference</title>
4
 
<link href="quantlib.css" rel="stylesheet" type="text/css">
5
 
</head>
6
 
<body>
7
 
 
8
 
<table summary=
9
 
"Layout table: navigation bar in the first cell, contents in the second cell"
10
 
 class="layout">
11
 
<tbody>
12
 
<tr>
13
 
<td class="navbar">
14
 
 
15
 
<div class="center">
16
 
    <img class= "addtopspace" src="QL-small.jpg"
17
 
     alt="QuantLib Logo"></div>
18
 
<h3 class="navbartitle">QuantLib 0.3.6</h3>
19
 
<div class="center">
20
 
    <a href="http://quantlib.org/">http://quantlib.org</a></div>
21
 
 
22
 
<hr>
23
 
 
24
 
<h3 class="navbartitle">User manual</h3>
25
 
 
26
 
<h4 class="navbartitle">Introduction to QuantLib</h4>
27
 
<ul class="navlinklist">
28
 
<li><a class="navlink" href="index.html">Introduction</a></li>
29
 
<li><a class="navlink" href="overview.html">Project overview</a></li>
30
 
<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
31
 
<li><a class="navlink" href="install.html">Installation</a></li>
32
 
<li><a class="navlink" href="usage.html">Usage</a></li>
33
 
<li><a class="navlink" href="history.html">Version history</a></li>
34
 
<li><a class="navlink" href="resources.html">Additional resources</a></li>
35
 
<li><a class="navlink" href="group.html">The QuantLib group</a></li>
36
 
<li><a class="navlink" href="license.html">Copyright and license</a></li>
37
 
</ul>
38
 
 
39
 
<h4 class="navbartitle">QuantLib components</h4>
40
 
<ul class="navlinklist">
41
 
<li><a class="navlink" href="coreclasses.html">Core classes</a></li>
42
 
<li><a class="navlink" href="datetime.html">Date and time calculations</a></li>
43
 
<li><a class="navlink" href="lattices.html">Lattice methods</a></li>
44
 
<li><a class="navlink" href="findiff.html">The finite differences framework</a></li>
45
 
<li><a class="navlink" href="mcarlo.html">The Monte Carlo framework</a></li>
46
 
<li><a class="navlink" href="fixedincome.html">Short-rate models</a></li>
47
 
<li><a class="navlink" href="currencies.html">Currencies and FX rates</a></li>
48
 
<li><a class="navlink" href="instruments.html">Instruments and pricers</a></li>
49
 
<li><a class="navlink" href="math.html">Math tools</a></li>
50
 
<li><a class="navlink" href="patterns.html">Design patterns</a></li>
51
 
<li><a class="navlink" href="termstructures.html">Term structures</a></li>
52
 
<li><a class="navlink" href="utilities.html">Utilities</a></li>
53
 
<li><a class="navlink" href="examples.html">Examples</a></li>
54
 
</ul>
55
 
 
56
 
<hr>
57
 
 
58
 
<h3 class="navbartitle">Reference manual</h3>
59
 
 
60
 
<ul class="navlinklist">
61
 
<li><a class="navlink" href="modules.html">Modules</a></li>
62
 
<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
63
 
<li><a class="navlink" href="annotated.html">Compound List</a></li>
64
 
<li><a class="navlink" href="files.html">File List</a></li>
65
 
<li><a class="navlink" href="functions.html">Compound Members</a></li>
66
 
<li><a class="navlink" href="globals.html">File Members</a></li>
67
 
<li><a class="navlink" href="todo.html">Todo List</a></li>
68
 
<li><a class="navlink" href="bug.html">Known Bugs</a></li>
69
 
<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
70
 
</ul>
71
 
 
72
 
</td>
73
 
<td class="main">
74
 
<!--Doxygen-generated content-->
75
 
 
76
 
<!-- Generated by Doxygen 1.3.6 -->
77
 
<h1>TridiagonalOperator Class Reference</h1><code>#include &lt;ql/FiniteDifferences/tridiagonaloperator.hpp&gt;</code>
78
 
<p>
79
 
Inheritance diagram for TridiagonalOperator:<p><center><img src="a02274.png" border="0" usemap="#a02275" alt="Inheritance graph"></center>
80
 
<map name="a02275">
81
 
<area href="a00915.html" shape="rect" coords="7,87,97,105" alt="">
82
 
<area href="a01009.html" shape="rect" coords="121,87,175,105" alt="">
83
 
<area href="a01011.html" shape="rect" coords="199,87,244,105" alt="">
84
 
<area href="a01012.html" shape="rect" coords="268,87,356,105" alt="">
85
 
<area href="a01014.html" shape="rect" coords="380,87,425,105" alt="">
86
 
<area href="a01223.html" shape="rect" coords="449,87,572,105" alt="">
87
 
</map>
88
 
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="a00128.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
89
 
Base implementation for tridiagonal operator. 
90
 
<p>
91
 
<dl compact><dt><b>Warning:</b></dt><dd>to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class </dd></dl>
92
 
 
93
 
<p>
94
 
<table border=0 cellpadding=0 cellspacing=0>
95
 
<tr><td></td></tr>
96
 
<tr><td colspan=2><br><h2>Operator interface</h2></td></tr>
97
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z87_0" doxytag="QuantLib::TridiagonalOperator::applyTo" ></a>
98
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a00862.html">Array</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01361.html#z87_0">applyTo</a> (const <a class="el" href="a00862.html">Array</a> &amp;v) const </td></tr>
99
 
 
100
 
<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">apply operator to a given array <br><br></td></tr>
101
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z87_1" doxytag="QuantLib::TridiagonalOperator::solveFor" ></a>
102
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a00862.html">Array</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01361.html#z87_1">solveFor</a> (const <a class="el" href="a00862.html">Array</a> &amp;rhs) const </td></tr>
103
 
 
104
 
<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">solve linear system for a given right-hand side <br><br></td></tr>
105
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z87_2" doxytag="QuantLib::TridiagonalOperator::SOR" ></a>
106
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a00862.html">Array</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01361.html#z87_2">SOR</a> (const <a class="el" href="a00862.html">Array</a> &amp;rhs, double tol) const </td></tr>
107
 
 
108
 
<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">solve linear system with SOR approach <br><br></td></tr>
109
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z87_3" doxytag="QuantLib::TridiagonalOperator::identity" ></a>
110
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><a class="el" href="a01361.html#z87_3">identity</a> (Size size)</td></tr>
111
 
 
112
 
<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">identity instance <br><br></td></tr>
113
 
<tr><td colspan=2><br><h2>Public Types</h2></td></tr>
114
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="w0" doxytag="QuantLib::TridiagonalOperator::arrayType" ></a>
115
 
typedef <a class="el" href="a00862.html">Array</a>&nbsp;</td><td class="memItemRight" valign=bottom><b>arrayType</b></td></tr>
116
 
 
117
 
<tr><td colspan=2><br><h2>Public Member Functions</h2></td></tr>
118
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a0" doxytag="QuantLib::TridiagonalOperator::TridiagonalOperator" ></a>
119
 
&nbsp;</td><td class="memItemRight" valign=bottom><b>TridiagonalOperator</b> (Size size=0)</td></tr>
120
 
 
121
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a1" doxytag="QuantLib::TridiagonalOperator::TridiagonalOperator" ></a>
122
 
&nbsp;</td><td class="memItemRight" valign=bottom><b>TridiagonalOperator</b> (const <a class="el" href="a00862.html">Array</a> &amp;low, const <a class="el" href="a00862.html">Array</a> &amp;mid, const <a class="el" href="a00862.html">Array</a> &amp;high)</td></tr>
123
 
 
124
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a2" doxytag="QuantLib::TridiagonalOperator::TridiagonalOperator" ></a>
125
 
&nbsp;</td><td class="memItemRight" valign=bottom><b>TridiagonalOperator</b> (const <a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt; &amp;)</td></tr>
126
 
 
127
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="a3" doxytag="QuantLib::TridiagonalOperator::operator=" ></a>
128
 
<a class="el" href="a01361.html">TridiagonalOperator</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator=</b> (const <a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt; &amp;)</td></tr>
129
 
 
130
 
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
131
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z89_0" doxytag="QuantLib::TridiagonalOperator::size" ></a>
132
 
Size&nbsp;</td><td class="memItemRight" valign=bottom><b>size</b> () const </td></tr>
133
 
 
134
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z89_1" doxytag="QuantLib::TridiagonalOperator::isTimeDependent" ></a>
135
 
bool&nbsp;</td><td class="memItemRight" valign=bottom><b>isTimeDependent</b> ()</td></tr>
136
 
 
137
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z89_2" doxytag="QuantLib::TridiagonalOperator::lowerDiagonal" ></a>
138
 
const <a class="el" href="a00862.html">Array</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>lowerDiagonal</b> () const </td></tr>
139
 
 
140
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z89_3" doxytag="QuantLib::TridiagonalOperator::diagonal" ></a>
141
 
const <a class="el" href="a00862.html">Array</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>diagonal</b> () const </td></tr>
142
 
 
143
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z89_4" doxytag="QuantLib::TridiagonalOperator::upperDiagonal" ></a>
144
 
const <a class="el" href="a00862.html">Array</a> &amp;&nbsp;</td><td class="memItemRight" valign=bottom><b>upperDiagonal</b> () const </td></tr>
145
 
 
146
 
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
147
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z91_0" doxytag="QuantLib::TridiagonalOperator::setFirstRow" ></a>
148
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>setFirstRow</b> (double, double)</td></tr>
149
 
 
150
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z91_1" doxytag="QuantLib::TridiagonalOperator::setMidRow" ></a>
151
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>setMidRow</b> (Size, double, double, double)</td></tr>
152
 
 
153
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z91_2" doxytag="QuantLib::TridiagonalOperator::setMidRows" ></a>
154
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>setMidRows</b> (double, double, double)</td></tr>
155
 
 
156
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z91_3" doxytag="QuantLib::TridiagonalOperator::setLastRow" ></a>
157
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>setLastRow</b> (double, double)</td></tr>
158
 
 
159
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z91_4" doxytag="QuantLib::TridiagonalOperator::setTime" ></a>
160
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>setTime</b> (Time t)</td></tr>
161
 
 
162
 
<tr><td colspan="2"><div class="groupHeader">Utilities</div></td></tr>
163
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="z93_0" doxytag="QuantLib::TridiagonalOperator::swap" ></a>
164
 
void&nbsp;</td><td class="memItemRight" valign=bottom><b>swap</b> (<a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
165
 
 
166
 
<tr><td colspan=2><br><h2>Protected Attributes</h2></td></tr>
167
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p0" doxytag="QuantLib::TridiagonalOperator::diagonal_" ></a>
168
 
<a class="el" href="a00862.html">Array</a>&nbsp;</td><td class="memItemRight" valign=bottom><b>diagonal_</b></td></tr>
169
 
 
170
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p1" doxytag="QuantLib::TridiagonalOperator::lowerDiagonal_" ></a>
171
 
<a class="el" href="a00862.html">Array</a>&nbsp;</td><td class="memItemRight" valign=bottom><b>lowerDiagonal_</b></td></tr>
172
 
 
173
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p2" doxytag="QuantLib::TridiagonalOperator::upperDiagonal_" ></a>
174
 
<a class="el" href="a00862.html">Array</a>&nbsp;</td><td class="memItemRight" valign=bottom><b>upperDiagonal_</b></td></tr>
175
 
 
176
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="p3" doxytag="QuantLib::TridiagonalOperator::timeSetter_" ></a>
177
 
<a class="el" href="a01085.html">Handle</a>&lt; <a class="el" href="a01362.html">TimeSetter</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>timeSetter_</b></td></tr>
178
 
 
179
 
<tr><td colspan=2><br><h2>Friends</h2></td></tr>
180
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n0" doxytag="QuantLib::TridiagonalOperator::operator+" ></a>
181
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator+</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
182
 
 
183
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n1" doxytag="QuantLib::TridiagonalOperator::operator-" ></a>
184
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator-</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
185
 
 
186
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n2" doxytag="QuantLib::TridiagonalOperator::operator+" ></a>
187
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator+</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;, const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
188
 
 
189
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n3" doxytag="QuantLib::TridiagonalOperator::operator-" ></a>
190
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator-</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;, const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
191
 
 
192
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n4" doxytag="QuantLib::TridiagonalOperator::operator *" ></a>
193
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator *</b> (double, const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;)</td></tr>
194
 
 
195
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n5" doxytag="QuantLib::TridiagonalOperator::operator *" ></a>
196
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator *</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;, double)</td></tr>
197
 
 
198
 
<tr><td class="memItemLeft" nowrap align=right valign=top><a class="anchor" name="n6" doxytag="QuantLib::TridiagonalOperator::operator/" ></a>
199
 
<a class="el" href="a01008.html">Disposable</a>&lt; <a class="el" href="a01361.html">TridiagonalOperator</a> &gt;&nbsp;</td><td class="memItemRight" valign=bottom><b>operator/</b> (const <a class="el" href="a01361.html">TridiagonalOperator</a> &amp;, double)</td></tr>
200
 
 
201
 
</table>
202
 
 
203
 
</td>
204
 
</tr>
205
 
</tbody>
206
 
</table>
207
 
 
208
 
<hr>
209
 
 
210
 
<table align="top" width="100%">
211
 
<tr>
212
 
<td align="middle" width="33%">
213
 
<strong>QuantLib.org</strong><br>
214
 
<a href="http://quantlib.org/">
215
 
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
216
 
</a>
217
 
</td>
218
 
<td align="middle" width="33%">
219
 
<strong>Hosted by</strong><br>
220
 
<a href="http://sourceforge.net"><img src=
221
 
"sfnetlogo.png" width="88" height="31"
222
 
border="0" alt="SourceForge.net Logo"></a>
223
 
</td>
224
 
<td align="middle" width="33%">
225
 
<strong>Documentation generated by</strong><br>
226
 
<a href="http://www.doxygen.org">
227
 
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>
228
 
</a></td>
229
 
</tr>
230
 
</table>
231
 
</body>
232
 
</html>