Marian: marian::LUSolver Class Reference

marian
LUSolver

Method applying implicit step. More...

#include <LUSolver.hpp>

Inheritance diagram for marian::LUSolver:

Public Member Functions
	LUSolver ()
	Constructor.

virtual std::vector< double >	solve (const TridiagonalOperator &A, const std::vector< double > &w) const override
	Method solves tridiagonal system using algorithm implemented in derived classes. More...

	~LUSolver ()
	Constructor.

Public Member Functions inherited from marian::DCTridiagonalSolver< LUSolver >
virtual TridiagonalSolver *	clone () const
	Virtual copy constructor.

Public Member Functions inherited from marian::TridiagonalSolver
	TridiagonalSolver ()
	Constructor.

virtual	~TridiagonalSolver ()
	Destructor.

Detailed Description

Method solves tridiagonal system using LU method (see [13])

Examples:: convergenceExample.cpp, EuroOptExample.cpp, and FokkerPlanckEqExample.cpp.

Member Function Documentation

std::vector< double > marian::LUSolver::solve	(	const TridiagonalOperator &	A,
		const std::vector< double > &	w
	)		const

overridevirtual

Method solves below system using LU method see [13])

$w = A \times v$

To document:: Add detailed description of algorithm.

Parameters

A	Tridiagonal matrix defining tridiagonal system
w	Vector of real numbers

Returns: Vector of real numbers being solution of system: $w = A \times v$

Implements marian::TridiagonalSolver.

The documentation for this class was generated from the following files:

C:/Unix/home/OEM/fdm/src/FDM/LUSolver.hpp
C:/Unix/home/OEM/fdm/src/FDM/LUSolver.cpp