QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

TridiagonalOperator Class Reference #include <ql/FiniteDifferences/tridiagonaloperator.hpp> Inheritance diagram for TridiagonalOperator: [legend]List of all members. Detailed Description Base implementation for tridiagonal operator. Warning: to use real time-dependant algebra, you must overload the corresponding operators in the inheriting time-dependent class Operator interface Disposable< Array >  applyTo (const Array &v) const   apply operator to a given array Disposable< Array >  solveFor (const Array &rhs) const   solve linear system for a given right-hand side Disposable< Array >  SOR (const Array &rhs, double tol) const   solve linear system with SOR approach Disposable< TridiagonalOperator >  identity (Size size)   identity instance Public Types typedef Array  arrayType Public Member Functions   TridiagonalOperator (Size size=0)   TridiagonalOperator (const Array &low, const Array &mid, const Array &high)   TridiagonalOperator (const Disposable< TridiagonalOperator > &) TridiagonalOperator &  operator= (const Disposable< TridiagonalOperator > &) Inspectors Size  size () const bool  isTimeDependent () const Array &  lowerDiagonal () const const Array &  diagonal () const const Array &  upperDiagonal () const Modifiers void  setFirstRow (double, double) void  setMidRow (Size, double, double, double) void  setMidRows (double, double, double) void  setLastRow (double, double) void  setTime (Time t) Utilities void  swap (TridiagonalOperator &) Protected Attributes Array  diagonal_ Array  lowerDiagonal_ Array  upperDiagonal_ Handle< TimeSetter >  timeSetter_ Friends Disposable< TridiagonalOperator >  operator+ (const TridiagonalOperator &) Disposable< TridiagonalOperator >  operator- (const TridiagonalOperator &) Disposable< TridiagonalOperator >  operator+ (const TridiagonalOperator &, const TridiagonalOperator &) Disposable< TridiagonalOperator >  operator- (const TridiagonalOperator &, const TridiagonalOperator &) Disposable< TridiagonalOperator >  operator * (double, const TridiagonalOperator &) Disposable< TridiagonalOperator >  operator * (const TridiagonalOperator &, double) Disposable< TridiagonalOperator >  operator/ (const TridiagonalOperator &, double)

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