/src/quantlib/ql/methods/finitedifferences/meshers/fdmmeshercomposite.cpp
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1 | | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
2 | | |
3 | | /* |
4 | | Copyright (C) 2008 Andreas Gaida |
5 | | Copyright (C) 2008 Ralph Schreyer |
6 | | Copyright (C) 2008 Klaus Spanderen |
7 | | |
8 | | This file is part of QuantLib, a free-software/open-source library |
9 | | for financial quantitative analysts and developers - http://quantlib.org/ |
10 | | |
11 | | QuantLib is free software: you can redistribute it and/or modify it |
12 | | under the terms of the QuantLib license. You should have received a |
13 | | copy of the license along with this program; if not, please email |
14 | | <quantlib-dev@lists.sf.net>. The license is also available online at |
15 | | <http://quantlib.org/license.shtml>. |
16 | | |
17 | | This program is distributed in the hope that it will be useful, but WITHOUT |
18 | | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
19 | | FOR A PARTICULAR PURPOSE. See the license for more details. |
20 | | */ |
21 | | |
22 | | #include <ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp> |
23 | | #include <ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp> |
24 | | |
25 | | namespace QuantLib { |
26 | | |
27 | | namespace { |
28 | | typedef ext::shared_ptr<Fdm1dMesher> T; |
29 | | |
30 | | ext::shared_ptr<FdmLinearOpLayout> getLayoutFromMeshers( |
31 | 0 | const std::vector<ext::shared_ptr<Fdm1dMesher> > & meshers) { |
32 | 0 | std::vector<Size> dim(meshers.size()); |
33 | 0 | for (Size i=0; i < dim.size(); ++i) { |
34 | 0 | dim[i] = meshers[i]->size(); |
35 | 0 | } |
36 | 0 | return ext::make_shared<FdmLinearOpLayout>(std::move(dim)); |
37 | 0 | } |
38 | | } |
39 | | |
40 | | FdmMesherComposite::FdmMesherComposite( |
41 | | const ext::shared_ptr<Fdm1dMesher>& mesher) |
42 | 0 | : FdmMesher(getLayoutFromMeshers({mesher})), |
43 | 0 | mesher_({mesher}) { |
44 | 0 | } |
45 | | |
46 | | |
47 | | FdmMesherComposite::FdmMesherComposite( |
48 | | const ext::shared_ptr<Fdm1dMesher>& m1, |
49 | | const ext::shared_ptr<Fdm1dMesher>& m2) |
50 | 0 | : FdmMesher(getLayoutFromMeshers({m1, m2})), |
51 | 0 | mesher_({m1, m2}) { |
52 | 0 | } |
53 | | |
54 | | FdmMesherComposite::FdmMesherComposite( |
55 | | const ext::shared_ptr<Fdm1dMesher>& m1, |
56 | | const ext::shared_ptr<Fdm1dMesher>& m2, |
57 | | const ext::shared_ptr<Fdm1dMesher>& m3) |
58 | 0 | : FdmMesher(getLayoutFromMeshers({m1, m2, m3})), |
59 | 0 | mesher_({m1, m2, m3}) { |
60 | 0 | } |
61 | | |
62 | | FdmMesherComposite::FdmMesherComposite( |
63 | | const ext::shared_ptr<Fdm1dMesher>& m1, |
64 | | const ext::shared_ptr<Fdm1dMesher>& m2, |
65 | | const ext::shared_ptr<Fdm1dMesher>& m3, |
66 | | const ext::shared_ptr<Fdm1dMesher>& m4) |
67 | 0 | : FdmMesher(getLayoutFromMeshers({m1, m2, m3, m4})), |
68 | 0 | mesher_({m1, m2, m3, m4}) { |
69 | 0 | } |
70 | | |
71 | | FdmMesherComposite::FdmMesherComposite( |
72 | | const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher) |
73 | 0 | : FdmMesher(getLayoutFromMeshers(mesher)), mesher_(mesher) { |
74 | 0 | } |
75 | | |
76 | | FdmMesherComposite::FdmMesherComposite( |
77 | | const ext::shared_ptr<FdmLinearOpLayout>& layout, |
78 | | const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher) |
79 | 0 | : FdmMesher(layout), mesher_(mesher) { |
80 | 0 | for (Size i=0; i < mesher.size(); ++i) { |
81 | 0 | QL_REQUIRE(mesher[i]->size() == layout->dim()[i], |
82 | 0 | "size of 1d mesher " << i << " does not fit to layout"); |
83 | 0 | } |
84 | 0 | } |
85 | | |
86 | | Real FdmMesherComposite::dplus(const FdmLinearOpIterator& iter, |
87 | 0 | Size direction) const { |
88 | 0 | return mesher_[direction]->dplus(iter.coordinates()[direction]); |
89 | 0 | } |
90 | | |
91 | | Real FdmMesherComposite::dminus(const FdmLinearOpIterator& iter, |
92 | 0 | Size direction) const { |
93 | 0 | return mesher_[direction]->dminus(iter.coordinates()[direction]); |
94 | 0 | } |
95 | | |
96 | | Real FdmMesherComposite::location(const FdmLinearOpIterator& iter, |
97 | 0 | Size direction) const { |
98 | 0 | return mesher_[direction]->location(iter.coordinates()[direction]); |
99 | 0 | } |
100 | | |
101 | 0 | Array FdmMesherComposite::locations(Size direction) const { |
102 | 0 | Array retVal(layout_->size()); |
103 | |
|
104 | 0 | for (const auto& iter : *layout_) { |
105 | 0 | retVal[iter.index()] = |
106 | 0 | mesher_[direction]->locations()[iter.coordinates()[direction]]; |
107 | 0 | } |
108 | |
|
109 | 0 | return retVal; |
110 | 0 | } |
111 | | |
112 | | const std::vector<ext::shared_ptr<Fdm1dMesher> >& |
113 | 0 | FdmMesherComposite::getFdm1dMeshers() const { |
114 | 0 | return mesher_; |
115 | 0 | } |
116 | | } |