Coverage Report

Created: 2025-11-04 06:12

next uncovered line (L), next uncovered region (R), next uncovered branch (B)
/src/quantlib/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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 Copyright (C) 2008 Andreas Gaida
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 Copyright (C) 2008 Ralph Schreyer
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 Copyright (C) 2008 Klaus Spanderen
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 This file is part of QuantLib, a free-software/open-source library
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 for financial quantitative analysts and developers - http://quantlib.org/
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 QuantLib is free software: you can redistribute it and/or modify it
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 under the terms of the QuantLib license.  You should have received a
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 copy of the license along with this program; if not, please email
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 <quantlib-dev@lists.sf.net>. The license is also available online at
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 <https://www.quantlib.org/license.shtml>.
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 This program is distributed in the hope that it will be useful, but WITHOUT
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 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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 FOR A PARTICULAR PURPOSE.  See the license for more details.
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*/
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/*! \file fdmlinearoplayout.hpp
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    \brief memory layout of a fdm linear operator
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*/
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#ifndef quantlib_linear_op_layout_hpp
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#define quantlib_linear_op_layout_hpp
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#include <ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp>
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#include <functional>
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namespace QuantLib {
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    class FdmLinearOpLayout {
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      public:
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        explicit FdmLinearOpLayout(std::vector<Size> dim)
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        : dim_(std::move(dim)), spacing_(dim_.size()) {
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            spacing_[0] = 1;
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            std::partial_sum(dim_.begin(), dim_.end()-1,
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                spacing_.begin()+1, std::multiplies<>());
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            size_ = spacing_.back()*dim_.back();
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        }
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        FdmLinearOpIterator begin() const {
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            return FdmLinearOpIterator(dim_);
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        }
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        FdmLinearOpIterator end() const {
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            return FdmLinearOpIterator(size_);
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        }
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        const std::vector<Size>& dim() const {
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            return dim_;
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        }
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        const std::vector<Size>& spacing() const {
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            return spacing_;
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        }
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        Size size() const {
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            return size_;
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        }
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        Size index(const std::vector<Size>& coordinates) const {
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            return std::inner_product(coordinates.begin(),
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                                      coordinates.end(),
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                                      spacing_.begin(), Size(0));
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        }
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        Size neighbourhood(const FdmLinearOpIterator& iterator,
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                           Size i, Integer offset) const;
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        Size neighbourhood(const FdmLinearOpIterator& iterator,
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                           Size i1, Integer offset1,
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                           Size i2, Integer offset2) const;
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        // smart but sometimes too slow
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        FdmLinearOpIterator iter_neighbourhood(
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            const FdmLinearOpIterator& iterator, Size i, Integer offset) const;
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      private:
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        Size size_;
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        std::vector<Size> dim_, spacing_;
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    };
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}
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#endif