/usr/include/ql/experimental/finitedifferences/fdmlinearoplayout.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
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
<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 fdmlinearoplayout.hpp
\brief memory layout of a fdm linear operator
*/
#ifndef quantlib_linear_op_layout_hpp
#define quantlib_linear_op_layout_hpp
#include <ql/experimental/finitedifferences/fdmlinearopiterator.hpp>
#include <functional>
namespace QuantLib {
class FdmLinearOpLayout {
public:
FdmLinearOpLayout(const std::vector<Size>& dim)
: dim_(dim), spacing_(dim.size()) {
spacing_[0] = 1;
std::partial_sum(dim.begin(), dim.end()-1,
spacing_.begin()+1, std::multiplies<Size>());
size_ = spacing_.back()*dim.back();
}
FdmLinearOpIterator begin() const {
return FdmLinearOpIterator(dim_);
}
FdmLinearOpIterator end() const {
return FdmLinearOpIterator(size_);
}
const std::vector<Size>& dim() const {
return dim_;
}
const std::vector<Size>& spacing() const {
return spacing_;
}
Size size() const {
return size_;
}
Size index(const std::vector<Size>& coordinates) const {
return std::inner_product(coordinates.begin(),
coordinates.end(),
spacing_.begin(), Size(0));
}
Size neighbourhood(const FdmLinearOpIterator& iterator,
Size i, Integer offset) const;
Size neighbourhood(const FdmLinearOpIterator& iterator,
Size i1, Integer offset1,
Size i2, Integer offset2) const;
// smart but sometimes too slow
Disposable<FdmLinearOpIterator> iter_neighbourhood(
const FdmLinearOpIterator& iterator, Size i, Integer offset) const;
private:
Size size_;
std::vector<Size> dim_, spacing_;
};
}
#endif
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