/* -*- 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

 Copyright (C) 2014 Johannes Göttker-Schnetmann

 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 triplebandlinearop.hpp

    \brief general triple band linear operator

*/

#ifndef quantlib_triple_band_linear_op_hpp

#define quantlib_triple_band_linear_op_hpp

#include <ql/methods/finitedifferences/operators/fdmlinearop.hpp>

#include <memory>

namespace QuantLib {

    class FdmMesher;

    class TripleBandLinearOp : public FdmLinearOp {

      public:

        TripleBandLinearOp(Size direction,

                           const ext::shared_ptr<FdmMesher>& mesher);

        TripleBandLinearOp(const TripleBandLinearOp& m);

        TripleBandLinearOp(TripleBandLinearOp&& m) noexcept;

        TripleBandLinearOp& operator=(const TripleBandLinearOp& m);

        TripleBandLinearOp& operator=(TripleBandLinearOp&& m) noexcept;

        ~TripleBandLinearOp() override = default;

        Array apply(const Array& r) const override;

        Array solve_splitting(const Array& r, Real a, Real b = 1.0) const;

        TripleBandLinearOp mult(const Array& u) const;

        // interpret u as the diagonal of a diagonal matrix, multiplied on LHS

        TripleBandLinearOp multR(const Array& u) const;

        // interpret u as the diagonal of a diagonal matrix, multiplied on RHS

        TripleBandLinearOp add(const TripleBandLinearOp& m) const;

        TripleBandLinearOp add(const Array& u) const;

        // some very basic linear algebra routines

        void axpyb(const Array& a, const TripleBandLinearOp& x,

                   const TripleBandLinearOp& y, const Array& b);

        void swap(TripleBandLinearOp& m) noexcept;

        SparseMatrix toMatrix() const override;

      protected:

        TripleBandLinearOp() = default;

        Size direction_;

        std::unique_ptr<Size[]> i0_, i2_;

        std::unique_ptr<Size[]> reverseIndex_;

        std::unique_ptr<Real[]> lower_, diag_, upper_;

        ext::shared_ptr<FdmMesher> mesher_;

    };

    inline TripleBandLinearOp::TripleBandLinearOp(TripleBandLinearOp&& m) noexcept {

        swap(m);

    }

    inline TripleBandLinearOp& TripleBandLinearOp::operator=(const TripleBandLinearOp& m) {

        TripleBandLinearOp tmp(m);

        swap(tmp);

        return *this;

    }

    inline TripleBandLinearOp& TripleBandLinearOp::operator=(TripleBandLinearOp&& m) noexcept {

        swap(m);

        return *this;

    }

}

#endif