Class TridiagonalOperator

Base implementation for tridiagonal operator

warning: to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class.

Hierarchy

TridiagonalOperator
- BSMOperator
- PdeOperator
- DMinus
- DPlus
- DPlusDMinus
- DZero

Index

Classes

TimeSetter

Properties

Methods

Properties

_diagonal

_diagonal: Real[]

_lowerDiagonal

_lowerDiagonal: Real[]

_n

_n: Size

_temp

_temp: Real[]

_timeSetter

_timeSetter: TimeSetter

_upperDiagonal

_upperDiagonal: Real[]

Methods

SOR

SOR(rhs: Real[], tol: Real): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:128
solve linear system with SOR approach

Parameters
- rhs: Real[]
- tol: Real
Returns Real[]

applyTo

applyTo(v: Real[]): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:64
apply operator to a given array

Parameters
- v: Real[]
Returns Real[]

diagonal

diagonal(): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:199
Returns Real[]

init1

init1(size?: Size): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:19
Parameters
- Default value size: Size = 0
Returns TridiagonalOperator

init2

init2(low: Real[], mid: Real[], high: Real[]): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:42
Parameters
- low: Real[]
- mid: Real[]
- high: Real[]
Returns TridiagonalOperator

isTimeDependent

isTimeDependent(): boolean

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:191
Returns boolean

lowerDiagonal

lowerDiagonal(): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:195
Returns Real[]

setFirstRow

setFirstRow(valB: Real, valC: Real): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:207
Parameters
- valB: Real
- valC: Real
Returns void

setLastRow

setLastRow(valA: Real, valB: Real): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:229
Parameters
- valA: Real
- valB: Real
Returns void

setMidRow

setMidRow(i: Size, valA: Real, valB: Real, valC: Real): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:212
Parameters
- i: Size
- valA: Real
- valB: Real
- valC: Real
Returns void

setMidRows

setMidRows(valA: Real, valB: Real, valC: Real): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:221
Parameters
- valA: Real
- valB: Real
- valC: Real
Returns void

setTime

setTime(t: Time): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:234
Parameters
- t: Time
Returns void

size

size(): Size

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:187
Returns Size

solveFor1

solveFor1(rhs: Real[]): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:86
solve linear system for a given right-hand side

Parameters
- rhs: Real[]
Returns Real[]

solveFor2

solveFor2(rhs: Real[], result: Real[]): void

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:97
solve linear system for a given right-hand side without result Array allocation. The rhs and result parameters can be the same Array, in which case rhs will be changed

Parameters
- rhs: Real[]
- result: Real[]
Returns void

upperDiagonal

upperDiagonal(): Real[]

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:203
Returns Real[]

Static add

add(D1: TridiagonalOperator, D2: TridiagonalOperator): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:259
Parameters
- D1: TridiagonalOperator
- D2: TridiagonalOperator
Returns TridiagonalOperator

Static identity

identity(size: Size): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:179
identity instance

Parameters
- size: Size
Returns TridiagonalOperator

Static mulScalar

mulScalar(D: TridiagonalOperator, a: Real): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:275
Parameters
- D: TridiagonalOperator
- a: Real
Returns TridiagonalOperator

Static sub

sub(D1: TridiagonalOperator, D2: TridiagonalOperator): TridiagonalOperator

- Defined in ql/methods/finitedifferences/tridiagonaloperator.ts:267
Parameters
- D1: TridiagonalOperator
- D2: TridiagonalOperator
Returns TridiagonalOperator