SparseMatrix | quantlib.js

A sparse matrix class implemented in terms of compressed sparse row (CSR) scheme (3-vector variation) one-based indexing is used INTERNALLY, for interfacing with MKL (mkl_dcsradd and mkl_dcsrmultcsr) externally still zero-based indexing

Hierarchy

SparseMatrix

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new SparseMatrix(): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:18
Returns SparseMatrix

Properties

Private _column_size

_column_size: Integer

Private _columns

_columns: Integer[]

Private _filled_row_until

_filled_row_until: Size

Private _rowIndex

_rowIndex: Integer[]

Private _row_size

_row_size: Integer

Private _values

_values: Real[]

Methods

add

add(x: SparseMatrix): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:293
operator

+

Parameters
- x: SparseMatrix
Returns SparseMatrix

adda

adda(x: SparseMatrix): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:171
operator

+=

Parameters
- x: SparseMatrix
Returns SparseMatrix

clone

clone(): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:93
Returns SparseMatrix

column_size

column_size(): Size

- Defined in ql/math/matrixutilities/sparsematrix.ts:108
Returns Size

f

f(m: Size, n: Size): Real

- Defined in ql/math/matrixutilities/sparsematrix.ts:112
Parameters
- m: Size
- n: Size
Returns Real

filled_size

filled_size(): Size

- Defined in ql/math/matrixutilities/sparsematrix.ts:100
Returns Size

Private findIndex

findIndex(row: Size, column: Size): [Integer, Size]

- Defined in ql/math/matrixutilities/sparsematrix.ts:429
Parameters
- row: Size
- column: Size
Returns [Integer, Size]

Private insert

insert(index: Size, row: Size, column: Size, x: Real): void

- Defined in ql/math/matrixutilities/sparsematrix.ts:455
Parameters
- index: Size
- row: Size
- column: Size
- x: Real
Returns void

minusAssign

minusAssign(): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:144
operator

-

Returns SparseMatrix

mulScalar

mulScalar(x: Real): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:137
operator

*

Parameters
- x: Real
Returns SparseMatrix

mulScalarAssign

mulScalarAssign(x: Real): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:129
operator

*=

Parameters
- x: Real
Returns SparseMatrix

mulVector

mulVector(x: Real[]): Real[]

- Defined in ql/math/matrixutilities/sparsematrix.ts:152
operator

*

Parameters
- x: Real[]
Returns Real[]

row_size

row_size(): Size

- Defined in ql/math/matrixutilities/sparsematrix.ts:104
Returns Size

set

set(m: Size, n: Size, x: Real): void

- Defined in ql/math/matrixutilities/sparsematrix.ts:117
Parameters
- m: Size
- n: Size
- x: Real
Returns void

smInit1

smInit1(row_size: Integer, column_size: Integer, non_zeroes?: Size): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:49
Parameters
- row_size: Integer
- column_size: Integer
- Default value non_zeroes: Size = 0
Returns SparseMatrix

smInit2

smInit2(row_size: Integer, column_size: Integer, values: Real[], columns: Size[], rowIndex: Integer[], filled_row_until: Size): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:68
Parameters
- row_size: Integer
- column_size: Integer
- values: Real[]
- columns: Size[]
- rowIndex: Integer[]
- filled_row_until: Size
Returns SparseMatrix

smInit3

smInit3(row_size: Integer, column_size: Integer, values: Real[], columns: Integer[], rowIndex: Integer[], filled_row_until: Size): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:84
Parameters
- row_size: Integer
- column_size: Integer
- values: Real[]
- columns: Integer[]
- rowIndex: Integer[]
- filled_row_until: Size
Returns SparseMatrix

sub

sub(x: SparseMatrix): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:424
operator

-

Parameters
- x: SparseMatrix
Returns SparseMatrix

suba

suba(x: SparseMatrix): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:299
operator

-=

Parameters
- x: SparseMatrix
Returns SparseMatrix

to

to(): Real[][]

- Defined in ql/math/matrixutilities/sparsematrix.ts:37
Returns Real[][]

Static from

from(m: Real[][]): SparseMatrix

- Defined in ql/math/matrixutilities/sparsematrix.ts:23
Parameters
- m: Real[][]
Returns SparseMatrix

Hierarchy

Index

Constructors

Properties

Methods

Constructors

constructor

Returns SparseMatrix

Properties

Private _column_size

Private _columns

Private _filled_row_until

Private _rowIndex

Private _row_size

Private _values

Methods

add

Parameters

x: SparseMatrix

Returns SparseMatrix

adda

Parameters

x: SparseMatrix

Returns SparseMatrix

clone

Returns SparseMatrix

column_size

Returns Size

f

Parameters

m: Size

n: Size

Returns Real

filled_size

Returns Size

Private findIndex

Parameters

row: Size

column: Size

Returns [Integer, Size]

Private insert

Parameters

index: Size

row: Size

column: Size

x: Real

Returns void

minusAssign

Returns SparseMatrix

mulScalar

Parameters

x: Real

Returns SparseMatrix

mulScalarAssign

Parameters

x: Real

Returns SparseMatrix

mulVector

Parameters

x: Real[]

Returns Real[]

row_size

Returns Size

set

Parameters

m: Size

n: Size

x: Real

Returns void

smInit1

Parameters

row_size: Integer

column_size: Integer

Default value non_zeroes: Size = 0

Returns SparseMatrix

smInit2

Parameters

row_size: Integer

column_size: Integer

values: Real[]