/*
Copyright (C) 2008 Srinivas Hasti
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.methods.finitedifferences;
/**
* {@latex$ D_{-} } matricial representation
*
* The differential operator {@latex$ D_{-} } discretizes the first derivative with the first-order formula
*
{@latex[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i}-u_{i-1}}{h} = D_{-} u_{i} }
*
* @category findiff
*
* @author Srinivas Hasti
*/
public class DMinus extends TridiagonalOperator {
public DMinus(final int gridPoints, /* Real */final double h) {
super(gridPoints);
setFirstRow(-1 / h, 1 / h); // linear extrapolation
setMidRows(-1 / h, 1 / h, 0.0);
setLastRow(-1 / h, 1 / h);
}
}
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