Class FdmSquareRootFwdOp

Hierarchy

FdmLinearOpComposite
- FdmSquareRootFwdOp

Index

Enumerations

TransformationType

Constructors

constructor

Properties

Methods

Constructors

constructor

new FdmSquareRootFwdOp(mesher: FdmMesher, kappa: Real, theta: Real, sigma: Real, direction: Size, transform?: TransformationType): FdmSquareRootFwdOp

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:15
Parameters
- mesher: FdmMesher
- kappa: Real
- theta: Real
- sigma: Real
- direction: Size
- Default value transform: TransformationType = FdmSquareRootFwdOp.TransformationType.Plain
Returns FdmSquareRootFwdOp

Properties

Private _direction

_direction: Size

Private _kappa

_kappa: Real

Private _mapX

_mapX: ModTripleBandLinearOp

Private _sigma

_sigma: Real

Private _theta

_theta: Real

Private _transform

_transform: TransformationType

Private _v

_v: Real[]

Methods

apply

apply(p: Real[]): Real[]

Overrides FdmLinearOp.apply
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:94
Parameters
- p: Real[]
Returns Real[]

apply_direction

apply_direction(direction: Size, r: Real[]): Real[]

Overrides FdmLinearOpComposite.apply_direction
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:103
Parameters
- direction: Size
- r: Real[]
Returns Real[]

apply_mixed

apply_mixed(r: Real[]): Real[]

Overrides FdmLinearOpComposite.apply_mixed
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:98
Parameters
- r: Real[]
Returns Real[]

Private f0Log

f0Log(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:325
Returns Real

Private f0Plain

f0Plain(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:275
Returns Real

Private f0Power

f0Power(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:301
Returns Real

Private f1Log

f1Log(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:342
Returns Real

Private f1Plain

f1Plain(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:288
Returns Real

Private f1Power

f1Power(): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:313
Returns Real

Private getCoeff

getCoeff(ref: byRef): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:221
Parameters
- ref: byRef
Returns void

Private getCoeffLog

getCoeffLog(ref: byRef): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:258
Parameters
- ref: byRef
Returns void

Private getCoeffPlain

getCoeffPlain(ref: byRef): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:232
Parameters
- ref: byRef
Returns void

Private getCoeffPower

getCoeffPower(ref: byRef): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:243
Parameters
- ref: byRef
Returns void

Private h

h(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:359
Parameters
- i: Size
Returns Real

lowerBoundaryFactor

lowerBoundaryFactor(transform?: TransformationType): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:129
Parameters
- Default value transform: TransformationType = FdmSquareRootFwdOp.TransformationType.Plain
Returns Real

Private mu

mu(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:375
Parameters
- i: Size
Returns Real

preconditioner

preconditioner(r: Real[], dt: Real): Real[]

Overrides FdmLinearOpComposite.preconditioner
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:121
Parameters
- r: Real[]
- dt: Real
Returns Real[]

Private setLowerBC

setLowerBC(mesher: FdmMesher): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:177
Parameters
- mesher: FdmMesher
Returns void

setTime

setTime(t1: Time, t2: Time): void

Overrides FdmLinearOpComposite.setTime
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:92
Parameters
- t1: Time
- t2: Time
Returns void

Private setUpperBC

setUpperBC(mesher: FdmMesher): void

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:199
Parameters
- mesher: FdmMesher
Returns void

size

size(): Size

Overrides FdmLinearOpComposite.size
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:88
Returns Size

solve_splitting

solve_splitting(direction: Size, r: Real[], dt: Real): Real[]

Overrides FdmLinearOpComposite.solve_splitting
- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:112
Parameters
- direction: Size
- r: Real[]
- dt: Real
Returns Real[]

toMatrix

toMatrix(): SparseMatrix

Inherited from FdmLinearOpComposite.toMatrix
- Defined in ql/methods/finitedifferences/operators/fdmlinearopcomposite.ts:41
Returns SparseMatrix

toMatrixDecomp

toMatrixDecomp(): SparseMatrix[]

Inherited from FdmLinearOpComposite.toMatrixDecomp
- Defined in ql/methods/finitedifferences/operators/fdmlinearopcomposite.ts:37
Returns SparseMatrix[]

upperBoundaryFactor

upperBoundaryFactor(transform?: TransformationType): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:143
Parameters
- Default value transform: TransformationType = FdmSquareRootFwdOp.TransformationType.Plain
Returns Real

v

v(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:157
Parameters
- i: Size
Returns Real

Private zeta

zeta(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:367
Parameters
- i: Size
Returns Real

Private zetam

zetam(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:363
Parameters
- i: Size
Returns Real

Private zetap

zetap(i: Size): Real

- Defined in ql/experimental/finitedifferences/fdmsquarerootfwdop.ts:371
Parameters
- i: Size
Returns Real