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NAME

QuantLib::Array - 1-D array used in linear algebra.

SYNOPSIS

#include <ql/math/array.hpp>

Public Types

typedef Real value_type

typedef Real * iterator

typedef const Real * const_iterator

typedef boost::reverse_iterator< iterator > reverse_iterator

typedef boost::reverse_iterator< const_iterator > const_reverse_iterator

Public Member Functions

Constructors, destructor, and assignment

Array (Size size=0)
creates the array with the given dimension
Array (Size size, Real value)
creates the array and fills it with value
Array (Size size, Real value, Real increment)
creates the array and fills it according to $ a_{0} = value, a_{i}=a_{i-1}+increment $
Array (const Array &)

Array (const Disposable< Array > &)

Array (const std::vector< Real > &)
creates the array as a copy of a given stl vector
Array & operator= (const Array &)

Array & operator= (const Disposable< Array > &)

bool operator== (const Array &) const

bool operator!= (const Array &) const

Vector algebra
v += x and similar operation involving a scalar value are shortcuts for $ rall i : v_i = v_i + x $

v *= w and similar operation involving two vectors are shortcuts for $ rall i : v_i = v_i imes w_i $

Precondition:

: all arrays involved in an algebraic expression must have the same size.

const Array & operator+= (const Array &)

const Array & operator+= (Real)

const Array & operator-= (const Array &)

const Array & operator-= (Real)

const Array & operator*= (const Array &)

const Array & operator*= (Real)

const Array & operator/= (const Array &)

const Array & operator/= (Real)

Element access

Real operator[] (Size) const
read-only
Real at (Size) const

Real front () const

Real back () const

Real & operator[] (Size)
read-write
Real & at (Size)

Real & front ()

Real & back ()

Inspectors

Size size () const
dimension of the array
bool empty () const
whether the array is empty

Iterator access

const_iterator begin () const

iterator begin ()

const_iterator end () const

iterator end ()

const_reverse_iterator rbegin () const

reverse_iterator rbegin ()

const_reverse_iterator rend () const

reverse_iterator rend ()

Utilities

void swap (Array &)

Related Functions

(Note that these are not member functions.)
Real DotProduct (const Array &, const Array &)

const Disposable< Array > operator+ (const Array &v)

const Disposable< Array > operator- (const Array &v)

const Disposable< Array > operator+ (const Array &, const Array &)

const Disposable< Array > operator+ (const Array &, Real)

const Disposable< Array > operator+ (Real, const Array &)

const Disposable< Array > operator- (const Array &, const Array &)

const Disposable< Array > operator- (const Array &, Real)

const Disposable< Array > operator- (Real, const Array &)

const Disposable< Array > operator* (const Array &, const Array &)

const Disposable< Array > operator* (const Array &, Real)

const Disposable< Array > operator* (Real, const Array &)

const Disposable< Array > operator/ (const Array &, const Array &)

const Disposable< Array > operator/ (const Array &, Real)

const Disposable< Array > operator/ (Real, const Array &)

const Disposable< Array > Abs (const Array &)

const Disposable< Array > Sqrt (const Array &)

const Disposable< Array > Log (const Array &)

const Disposable< Array > Exp (const Array &)

void swap (Array &, Array &)

std::ostream & operator<< (std::ostream &, const Array &)

Detailed Description

1-D array used in linear algebra.

This class implements the concept of vector as used in linear algebra. As such, it is not meant to be used as a container - std::vector should be used instead.

Tests

: construction of arrays is checked in a number of cases

Friends And Related Function Documentation

Real DotProduct (const Array &, const Array &) [related]

const Disposable< Array > operator+ (const Array & v) [related]

const Disposable< Array > operator- (const Array & v) [related]

const Disposable< Array > operator+ (const Array &, const Array &) [related]

const Disposable< Array > operator+ (const Array &, Real) [related]

const Disposable< Array > operator+ (Real, const Array &) [related]

const Disposable< Array > operator- (const Array &, const Array &) [related]

const Disposable< Array > operator- (const Array &, Real) [related]

const Disposable< Array > operator- (Real, const Array &) [related]

const Disposable< Array > operator* (const Array &, const Array &) [related]

const Disposable< Array > operator* (const Array &, Real) [related]

const Disposable< Array > operator* (Real, const Array &) [related]

const Disposable< Array > operator/ (const Array &, const Array &) [related]

const Disposable< Array > operator/ (const Array &, Real) [related]

const Disposable< Array > operator/ (Real, const Array &) [related]

const Disposable< Array > Abs (const Array &) [related]

const Disposable< Array > Sqrt (const Array &) [related]

const Disposable< Array > Log (const Array &) [related]

const Disposable< Array > Exp (const Array &) [related]

void swap (Array &, Array &) [related]

Examples: BermudanSwaption.cpp.

std::ostream & operator<< (std::ostream &, const Array &) [related]

Author

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