org.jquantlib.methods.finitedifferences

Class DMinus

java.lang.Object

org.jquantlib.methods.finitedifferences.TridiagonalOperator

org.jquantlib.methods.finitedifferences.DMinus

All Implemented Interfaces:

Operator

public class DMinus
extends TridiagonalOperator

matricial representation

The differential operator discretizes the first derivative with the first-order formula

Nested Class Summary

Nested classes/interfaces inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

TridiagonalOperator.TimeSetter

Constructor Summary

Constructors

Constructor and Description
DMinus(int gridPoints, double h)

Method Summary

Methods inherited from class org.jquantlib.methods.finitedifferences.TridiagonalOperator

add, applyTo, diagonal, getTimeSetter, identity, isTimeDependent, lowerDiagonal, multiply, setFirstRow, setLastRow, setMidRow, setMidRows, setTime, size, solveFor, solveFor, subtract, swap, upperDiagonal

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DMinus

public DMinus(int gridPoints,
              double h)