/*
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.
*/
package org.jquantlib.methods.finitedifferences;
import org.jquantlib.math.matrixutilities.Array;
/**
* @author Srinivas Hasti
*
*/
// CODE REVIEW: Do we really need this interface. Helps to easily replaces Tridiaginal implementations
public interface Operator {
public int size();
public boolean isTimeDependent();
public void setTime(double t);
public T identity(int size);
public Array applyTo(Array a);
public Array solveFor(Array a);
public double[] solveFor(double[] a);
public void swap(T from);
public T add(T d);
public T subtract(T d);
public T multiply(double a);
//
// methods not called, not tested
//
// Array SOR(Array rhs, int tol);
// void swap(T op1, T op2);
// T add(T a, T b);
// T subtract(T a, T b);
// T multiply(double a, final T d);
// T multiply(T d, double a);
// T divide(T d, double a);
}
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