/* -*- 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

 <https://www.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 ninepointlinearop.hpp

    \brief nine point linear operator

*/

#ifndef quantlib_nine_point_linear_op_hpp

#define quantlib_nine_point_linear_op_hpp

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

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

#include <memory>

namespace QuantLib {

    class FdmMesher;

    class NinePointLinearOp : public FdmLinearOp {

      public:

        NinePointLinearOp(Size d0, Size d1,

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

        NinePointLinearOp(const NinePointLinearOp& m);

        NinePointLinearOp(NinePointLinearOp&& m) noexcept;

        NinePointLinearOp& operator=(const NinePointLinearOp& m);

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

        ~NinePointLinearOp() override = default;

        Array apply(const Array& r) const override;

        NinePointLinearOp mult(const Array& u) const;

        void swap(NinePointLinearOp& m) noexcept;

        SparseMatrix toMatrix() const override;

      protected:

        NinePointLinearOp() = default;

        Size d0_, d1_;

        std::unique_ptr<Size[]> i00_, i10_, i20_;

        std::unique_ptr<Size[]> i01_, i21_;

        std::unique_ptr<Size[]> i02_, i12_, i22_;

        std::unique_ptr<Real[]> a00_, a10_, a20_;

        std::unique_ptr<Real[]> a01_, a11_, a21_;

        std::unique_ptr<Real[]> a02_, a12_, a22_;

        ext::shared_ptr<FdmMesher> mesher_;

    };

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

        swap(m);

    }

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

        NinePointLinearOp temp(m);

        swap(temp);

        return *this;

    }

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

        swap(m);

        return *this;

    }

}

#endif