Re: [Quantlib-dev] fd operators update

[Peter C. <pca...@gm...>]

Thank you Klaus, Ralph, this is very interesting. Very nice blog too. 
The default implementation surely looks like a good idea (though for me 
backward compatibility is not highest priority and in this case it is 
really easy to stay compliant).
kind regards
Peter

Am 21.04.2013 13:39, schrieb Klaus Spanderen:
>
> 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
>
> >
>
> >
>
> >
>
> >
>
> >
>
> > 
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