/*
 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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