/usr/include/ql/math/matrixutilities/sparsematrix.hpp is in libquantlib0-dev 1.4-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2012 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 sparsematrix.hpp
\brief typedef for boost sparse matrix class
*/
#ifndef quantlib_sparse_matrix_hpp
#define quantlib_sparse_matrix_hpp
#include <ql/qldefines.hpp>
#if !defined(QL_NO_UBLAS_SUPPORT)
#include <ql/math/array.hpp>
#if defined(QL_PATCH_MSVC)
#pragma warning(push)
#pragma warning(disable:4180)
#pragma warning(disable:4127)
#endif
#if defined(__clang__) && BOOST_VERSION > 105300
#pragma clang diagnostic push
#pragma clang diagnostic ignored "-Wunused-function"
#endif
#include <boost/numeric/ublas/matrix_sparse.hpp>
#if defined(QL_PATCH_MSVC)
#pragma warning(pop)
#endif
#if defined(__clang__) && BOOST_VERSION > 105300
#pragma clang diagnostic pop
#endif
namespace QuantLib {
typedef boost::numeric::ublas::compressed_matrix<Real> SparseMatrix;
typedef boost::numeric::ublas::matrix_reference<SparseMatrix>
SparseMatrixReference;
inline Disposable<Array> prod(const SparseMatrix& A, const Array& x) {
Array b(x.size());
for (Size i=0; i < A.filled1()-1; ++i) {
const Size begin = A.index1_data()[i];
const Size end = A.index1_data()[i+1];
Real t=0;
for (Size j=begin; j < end; ++j) {
t += A.value_data()[j]*x[A.index2_data()[j]];
}
b[i]=t;
}
return b;
}
}
#endif
#endif
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