/* -*- 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.

*/

#include <ql/methods/finitedifferences/meshers/fdmmesher.hpp>

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

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

namespace QuantLib {

    FirstDerivativeOp::FirstDerivativeOp(

                                Size direction,

                                const ext::shared_ptr<FdmMesher>& mesher)

    : TripleBandLinearOp(direction, mesher) {

        for (const auto& iter : *mesher->layout()) {

            const Size i = iter.index();

            const Real hm = mesher->dminus(iter, direction_);

            const Real hp = mesher->dplus(iter, direction_);

            const Real zetam1 = hm*(hm+hp);

            const Real zeta0  = hm*hp;

            const Real zetap1 = hp*(hm+hp);

            if (iter.coordinates()[direction_] == 0) {

                //upwinding scheme

                lower_[i] = 0.0;

                diag_[i]  = -(upper_[i] = 1/hp);

            }

            else if (   iter.coordinates()[direction_]

                     == mesher->layout()->dim()[direction]-1) {

                 // downwinding scheme

                lower_[i] = -(diag_[i] = 1/hm);

                upper_[i] = 0.0;

            }

            else {

                lower_[i] = -hp/zetam1;

                diag_[i]  = (hp-hm)/zeta0;

                upper_[i] = hm/zetap1;

            }

        }

    }

}