org.jquantlib.methods.finitedifferences

Class TridiagonalOperator

java.lang.Object

org.jquantlib.methods.finitedifferences.TridiagonalOperator

All Implemented Interfaces:

Operator

Direct Known Subclasses:

BSMOperator, DMinus, DPlus, DPlusMinus, DZero, PdeOperator

public class TridiagonalOperator
extends java.lang.Object
implements Operator

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	TridiagonalOperator.TimeSetter

Constructor Summary

Constructors

Constructor and Description
TridiagonalOperator(Array ldiag, Array diag, Array udiag)
TridiagonalOperator(int size)
TridiagonalOperator(TridiagonalOperator t)

Method Summary

Modifier and Type	Method and Description
Operator	add(Operator op)
Array	applyTo(Array v)
Array	diagonal()
TridiagonalOperator.TimeSetter	getTimeSetter()
TridiagonalOperator	identity(int size) Identity instance
boolean	isTimeDependent()
Array	lowerDiagonal()
Operator	multiply(double a)
void	setFirstRow(double b, double c)
void	setLastRow(double a, double b)
void	setMidRow(int size, double a, double b, double c)
void	setMidRows(double a, double b, double c)
void	setTime(double t)
int	size()
Array	solveFor(Array rhs) Solve linear system for a given right-hand side
double[]	solveFor(double[] rhs)
Operator	subtract(Operator op)
void	swap(Operator from)
Array	upperDiagonal()

Methods inherited from class java.lang.Object

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

Constructor Detail

TridiagonalOperator

public TridiagonalOperator(int size)

TridiagonalOperator

public TridiagonalOperator(Array ldiag,
                           Array diag,
                           Array udiag)

TridiagonalOperator

public TridiagonalOperator(TridiagonalOperator t)

Method Detail

setFirstRow

public void setFirstRow(double b,
                        double c)

setMidRow

public void setMidRow(int size,
                      double a,
                      double b,
                      double c)

setMidRows

public void setMidRows(double a,
                       double b,
                       double c)

setLastRow

public void setLastRow(double a,
                       double b)

lowerDiagonal

public final Array lowerDiagonal()

diagonal

public final Array diagonal()

upperDiagonal

public final Array upperDiagonal()

getTimeSetter

public TridiagonalOperator.TimeSetter getTimeSetter()

size

public int size()

Specified by:

size in interface Operator

isTimeDependent

public boolean isTimeDependent()

Specified by:

isTimeDependent in interface Operator

setTime

public void setTime(double t)

Specified by:

setTime in interface Operator

add

public Operator add(Operator op)

Specified by:

add in interface Operator

subtract

public Operator subtract(Operator op)

Specified by:

subtract in interface Operator

multiply

public Operator multiply(double a)

Specified by:

multiply in interface Operator

identity

public TridiagonalOperator identity(int size)

Identity instance

Specified by:

identity in interface Operator

swap

public void swap(Operator from)

Specified by:

swap in interface Operator

applyTo

public Array applyTo(Array v)

Specified by:

applyTo in interface Operator

solveFor

public final Array solveFor(Array rhs)

Solve linear system for a given right-hand side

Specified by:

solveFor in interface Operator

solveFor

public final double[] solveFor(double[] rhs)

Specified by:

solveFor in interface Operator