/usr/include/ql/experimental/finitedifferences/triplebandlinearop.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 fdm1dmesher.hpp
\brief One-dimensional simple FDM mesher object working on an index
*/
/*! \file triplebandlinearop.hpp
\brief general triple band linear operator
*/
#ifndef quantlib_triple_band_linear_op_hpp
#define quantlib_triple_band_linear_op_hpp
#include <ql/experimental/finitedifferences/fdmmesher.hpp>
#include <ql/experimental/finitedifferences/fdmlinearop.hpp>
#include <boost/shared_array.hpp>
#include <deque>
namespace QuantLib {
class TripleBandLinearOp : public FdmLinearOp {
public:
TripleBandLinearOp(Size direction,
const boost::shared_ptr<FdmMesher>& mesher);
TripleBandLinearOp(const TripleBandLinearOp& m);
TripleBandLinearOp(const Disposable<TripleBandLinearOp>& m);
TripleBandLinearOp& operator=(const TripleBandLinearOp& m);
TripleBandLinearOp& operator=(const Disposable<TripleBandLinearOp>& m);
Disposable<Array> apply(const Array& r) const;
Disposable<Array> solve_splitting(const Array& r, Real a,
Real b = 1.0) const;
Disposable<TripleBandLinearOp> mult(const Array& u) const;
Disposable<TripleBandLinearOp> add(const TripleBandLinearOp& m) const;
Disposable<TripleBandLinearOp> add(const Array& u) const;
// some very basic linear algebra routines
void axpyb(const Array& a, const TripleBandLinearOp& x,
const TripleBandLinearOp& y, const Array& b);
void swap(TripleBandLinearOp& m);
protected:
TripleBandLinearOp() {}
Size direction_;
boost::shared_array<Size> i0_, i2_;
boost::shared_array<Size> reverseIndex_;
boost::shared_array<Real> lower_, diag_, upper_;
boost::shared_ptr<FdmMesher> mesher_;
};
}
#endif
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