From: Klaus S. <kl...@sp...> - 2013-04-21 11:52:44
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Hi Peter the rational behind this method was to get an easy way to create sparse matrices out of a FdmLinearOpComposite or more precise to get an boost::numeric::ublas::compressed_matrix<Real> object. This class can then be used as an interface to highly efficient sparse matrix library like MKL or cusip. I have seen significant performance improvements while moving to a "tailor-made" sparse matrix library. But looking at your posting I now realize that I've broken backwards compatibility and we should define virtual Disposable<std::vector<SparseMatrix> > toMatrixDecomp() const { QL_FAIL("method not implemented"); } Then you don't have implement a method to provide functionality you are not interest in. What do you think? regards Klaus On Saturday, April 20, 2013 08:25:24 PM Peter Caspers wrote: > Hi, > > when updating to the current trunk I notice that my operators do not > compile any more due to an extended interface of FdmLinearOpComposite. > Seems I have to implement > > virtual Disposable<std::vector<SparseMatrix> > toMatrixDecomp() const=0; > > and looking at other operators I think I should return a vector of > SparseMatrix'es corresponding to > > apply_direction(0,...) > apply_direction(1,...) > ... > apply_direction(n,...) > apply_mixed(...) > > , yes ? What is the improvement when using UBLAS ? Sorry in case I > overlooked any documentation on this. > > thank you > Peter > > > > > > ---------------------------------------------------------------------------- > -- Precog is a next-generation analytics platform capable of advanced > analytics on semi-structured data. The platform includes APIs for building > apps and a phenomenal toolset for data science. Developers can use our > toolset for easy data analysis & visualization. Get a free account! > http://www2.precog.com/precogplatform/slashdotnewsletter > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev |