/usr/include/ql/math/lexicographicalview.hpp is in libquantlib0-dev 1.1-2build1.
This file is owned by root:root, with mode 0o644.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
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 lexicographicalview.hpp
\brief Lexicographical 2-D view of a contiguous set of data.
*/
#ifndef quantlib_lexicographical_view_hpp
#define quantlib_lexicographical_view_hpp
#include <ql/utilities/steppingiterator.hpp>
#include <boost/iterator/reverse_iterator.hpp>
namespace QuantLib {
//! Lexicographical 2-D view of a contiguous set of data.
/*! This view can be used to easily store a discretized 2-D function
in an array to be used in a finite differences calculation.
*/
template <class RandomAccessIterator>
class LexicographicalView {
public:
//! attaches the view with the given dimension to a sequence
LexicographicalView(const RandomAccessIterator& begin,
const RandomAccessIterator& end, Size xSize);
//! iterates over \f$ v_{ij} \f$ with \f$ j \f$ fixed.
typedef RandomAccessIterator x_iterator;
//! iterates backwards over \f$ v_{ij} \f$ with \f$ j \f$ fixed.
typedef boost::reverse_iterator<RandomAccessIterator>
reverse_x_iterator;
//! iterates over \f$ v_{ij} \f$ with \f$ i \f$ fixed.
typedef step_iterator<RandomAccessIterator> y_iterator;
//! iterates backwards over \f$ v_{ij} \f$ with \f$ i \f$ fixed.
typedef boost::reverse_iterator<y_iterator> reverse_y_iterator;
//! \name Element access
//@{
y_iterator operator[](Size i);
//@}
//! \name Iterator access
//@{
x_iterator xbegin (Size j);
x_iterator xend (Size j);
reverse_x_iterator rxbegin(Size j);
reverse_x_iterator rxend (Size j);
y_iterator ybegin (Size i);
y_iterator yend (Size i);
reverse_y_iterator rybegin(Size i);
reverse_y_iterator ryend (Size i);
//@}
//! \name Inspectors
//@{
//! dimension of the array along x
Size xSize() const;
//! dimension of the array along y
Size ySize() const;
//@}
private:
RandomAccessIterator begin_, end_;
Size xSize_, ySize_;
};
// inline definitions
template <class RandomAccessIterator>
inline
LexicographicalView<RandomAccessIterator>::LexicographicalView(
const RandomAccessIterator& begin,
const RandomAccessIterator& end,
Size xSize)
: begin_(begin), end_(end), xSize_(xSize),
ySize_((end-begin)/xSize) {
QL_REQUIRE((end_-begin_) % xSize_ == 0,
"The x size of the view is not an exact divisor"
"of the size of the underlying sequence");
}
template <class RandomAccessIterator>
inline typename LexicographicalView<RandomAccessIterator>::x_iterator
LexicographicalView<RandomAccessIterator>::xbegin(Size j) {
return begin_+j*xSize_;
}
template <class RandomAccessIterator>
inline typename LexicographicalView<RandomAccessIterator>::x_iterator
LexicographicalView<RandomAccessIterator>::xend(Size j) {
return begin_+(j+1)*xSize_;
}
template <class RandomAccessIterator>
inline
typename LexicographicalView<RandomAccessIterator>::reverse_x_iterator
LexicographicalView<RandomAccessIterator>::rxbegin(Size j) {
return reverse_x_iterator(xend(j));
}
template <class RandomAccessIterator>
inline
typename LexicographicalView<RandomAccessIterator>::reverse_x_iterator
LexicographicalView<RandomAccessIterator>::rxend(Size j) {
return reverse_x_iterator(xbegin(j));
}
template <class RandomAccessIterator>
inline typename LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::ybegin(Size i) {
return y_iterator(begin_+i,xSize_);
}
template <class RandomAccessIterator>
inline typename LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::yend(Size i) {
return y_iterator(begin_+i,xSize_)+ySize_;
}
template <class RandomAccessIterator>
inline
typename LexicographicalView<RandomAccessIterator>::reverse_y_iterator
LexicographicalView<RandomAccessIterator>::rybegin(Size i) {
return reverse_y_iterator(yend(i));
}
template <class RandomAccessIterator>
inline
typename LexicographicalView<RandomAccessIterator>::reverse_y_iterator
LexicographicalView<RandomAccessIterator>::ryend(Size i) {
return reverse_y_iterator(ybegin(i));
}
template <class RandomAccessIterator>
inline typename LexicographicalView<RandomAccessIterator>::y_iterator
LexicographicalView<RandomAccessIterator>::operator[](Size i) {
return y_iterator(begin_+i,xSize_);
}
template <class RandomAccessIterator>
inline Size LexicographicalView<RandomAccessIterator>::xSize() const {
return xSize_;
}
template <class RandomAccessIterator>
inline Size LexicographicalView<RandomAccessIterator>::ySize() const {
return ySize_;
}
}
#endif
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