/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2008 Andreas Gaida

 Copyright (C) 2008 Ralph Schreyer

 Copyright (C) 2008 Klaus Spanderen

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 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.

*/

/*! \file fdmlinearop.hpp

    \brief linear operator to model a multi dimensinal pde system

*/

#ifndef quantlib_fdm_linear_op_hpp

#define quantlib_fdm_linear_op_hpp

#include <ql/math/array.hpp>

#include <ql/math/matrixutilities/sparsematrix.hpp>

namespace QuantLib {

    class FdmLinearOp {

      public:

        typedef Array array_type;

        virtual ~FdmLinearOp() = default;

        virtual array_type apply(const array_type& r) const = 0;

        virtual SparseMatrix toMatrix() const = 0;

    };

}

#endif