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Searched refs:mesher (Results 1 – 25 of 239) sorted by relevance

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/dports/math/curv/curv-0.5/curv/
H A Dexport_mesh.cc136 const size_t vs = pad_buffer(vertex_byte_size(mesher), 4); in put_buffer()
137 const size_t bs = vs + point_byte_size(mesher); in put_buffer()
164 for (unsigned int i = 0; i < mesher.pointListSize(); ++i) { in put_buffer()
165 auto& pt = mesher.pointList()[i]; in put_buffer()
361 openvdb::tools::VolumeToMesh mesher(0.0, adaptive); in export_mesh() local
362 mesher(*grid); in export_mesh()
397 auto& pt = mesher.pointList()[i]; in export_mesh()
461 auto& pt = mesher.pointList()[i]; in export_mesh()
517 auto& pt = mesher.pointList()[i]; in export_mesh()
567 …" \"byteLength\": " << pad_buffer(vertex_byte_size(mesher), 4) + point_byte_size(mesher) << "… in export_mesh()
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/operators/
H A Dfdmcirop.cpp33 : dxMap_ (FirstDerivativeOp(0, mesher)), in FdmCIREquityPart()
35 mapT_ (0, mesher), in FdmCIREquityPart()
36 mesher_(mesher), in FdmCIREquityPart()
58 : dyMap_(SecondDerivativeOp(1, mesher) in FdmCIRRatesPart()
62 mapT_(1, mesher), in FdmCIRRatesPart()
63 mesher_(mesher){ in FdmCIRRatesPart()
82 mapT_(0, 1, mesher), in FdmCIRMixedPart()
83 mesher_(mesher), in FdmCIRMixedPart()
104 : dxMap_(mesher, in FdmCIROp()
107 dyMap_(mesher, in FdmCIROp()
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H A Dfdmhestonhullwhiteop.cpp33 const ext::shared_ptr<FdmMesher>& mesher, in FdmHestonHullWhiteEquityPart() argument
36 : x_(mesher->locations(2)), in FdmHestonHullWhiteEquityPart()
37 varianceValues_(0.5*mesher->locations(1)), in FdmHestonHullWhiteEquityPart()
38 dxMap_ (FirstDerivativeOp(0, mesher)), in FdmHestonHullWhiteEquityPart()
39 dxxMap_(SecondDerivativeOp(0, mesher).mult(0.5*mesher->locations(1))), in FdmHestonHullWhiteEquityPart()
40 mapT_ (0, mesher), in FdmHestonHullWhiteEquityPart()
42 mesher_ (mesher), in FdmHestonHullWhiteEquityPart()
85 SecondOrderMixedDerivativeOp(0, 1, mesher).mult(rho_ * sigma_ * mesher->locations(1))), in FdmHestonHullWhiteOp()
89 dyMap_(SecondDerivativeOp(1U, mesher) in FdmHestonHullWhiteOp()
91 .add(FirstDerivativeOp(1, mesher).mult(kappa_ * (theta_ - mesher->locations(1))))), in FdmHestonHullWhiteOp()
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H A Dfdmsabrop.cpp34 const ext::shared_ptr<FdmMesher>& mesher, in FdmSabrOp() argument
38 dffMap_(SecondDerivativeOp(0, mesher). in FdmSabrOp()
39 mult(0.5 * Exp(2.0*mesher->locations(1)) in FdmSabrOp()
40 * Pow(mesher->locations(0), 2.0*beta))), in FdmSabrOp()
41 dxMap_(FirstDerivativeOp(1, mesher). in FdmSabrOp()
42 mult(Array(mesher->layout()->size(), -0.5*nu*nu))), in FdmSabrOp()
43 dxxMap_(SecondDerivativeOp(1, mesher). in FdmSabrOp()
46 mult(rho * nu * Exp(mesher->locations(1)) in FdmSabrOp()
47 * Pow(mesher->locations(0), beta))), in FdmSabrOp()
48 mapF_(0, mesher), in FdmSabrOp()
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H A Dfdmg2op.cpp35 const ext::shared_ptr<FdmMesher>& mesher, in FdmG2Op() argument
40 x_(mesher->locations(direction1)), in FdmG2Op()
41 y_(mesher->locations(direction2)), in FdmG2Op()
43 SecondDerivativeOp(direction1, mesher) in FdmG2Op()
45 *Array(mesher->layout()->size(), 1.0)))), in FdmG2Op()
47 SecondDerivativeOp(direction2, mesher) in FdmG2Op()
49 *Array(mesher->layout()->size(), 1.0)))), in FdmG2Op()
50 corrMap_(SecondOrderMixedDerivativeOp(direction1, direction2, mesher) in FdmG2Op()
51 .mult(Array(mesher->layout()->size(), in FdmG2Op()
53 mapX_(direction1, mesher), in FdmG2Op()
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H A Dfdmhestonop.cpp32 const ext::shared_ptr<FdmMesher>& mesher, in FdmHestonEquityPart() argument
37 : varianceValues_(0.5*mesher->locations(1)), in FdmHestonEquityPart()
38 dxMap_ (FirstDerivativeOp(0, mesher)), in FdmHestonEquityPart()
39 dxxMap_(SecondDerivativeOp(0, mesher).mult(0.5*mesher->locations(1))), in FdmHestonEquityPart()
40 mapT_ (0, mesher), in FdmHestonEquityPart()
41 mesher_(mesher), in FdmHestonEquityPart()
116 const ext::shared_ptr<FdmMesher>& mesher, in FdmHestonVariancePart() argument
119 : dyMap_(SecondDerivativeOp(1, mesher) in FdmHestonVariancePart()
121 .add(FirstDerivativeOp(1, mesher) in FdmHestonVariancePart()
123 mapT_(1, mesher), in FdmHestonVariancePart()
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H A Dninepointlinearop.cpp32 i00_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
33 i10_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
34 i20_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
35 i01_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
36 i21_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
37 i02_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
38 i12_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
39 i22_(new Size[mesher->layout()->size()]), in NinePointLinearOp()
40 a00_(new Real[mesher->layout()->size()]), in NinePointLinearOp()
41 a10_(new Real[mesher->layout()->size()]), in NinePointLinearOp()
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H A Dfdmornsteinuhlenbeckop.cpp34 const ext::shared_ptr<FdmMesher>& mesher, in FdmOrnsteinUhlenbeckOp() argument
38 : mesher_ (mesher), in FdmOrnsteinUhlenbeckOp()
42 m_ (direction, mesher), in FdmOrnsteinUhlenbeckOp()
43 mapX_ (direction, mesher) { in FdmOrnsteinUhlenbeckOp()
56 m_.axpyb(drift, FirstDerivativeOp(direction, mesher), in FdmOrnsteinUhlenbeckOp()
57 SecondDerivativeOp(direction, mesher) in FdmOrnsteinUhlenbeckOp()
59 *Array(mesher->layout()->size(), 1.0)), Array()); in FdmOrnsteinUhlenbeckOp()
H A Dfdm2dblackscholesop.cpp37 const ext::shared_ptr<FdmMesher>& mesher, in Fdm2dBlackScholesOp() argument
44 : mesher_(mesher), in Fdm2dBlackScholesOp()
53 x_((localVol) ? Array(Exp(mesher->locations(0))) : Array()), in Fdm2dBlackScholesOp()
54 y_((localVol) ? Array(Exp(mesher->locations(1))) : Array()), in Fdm2dBlackScholesOp()
56 opX_(mesher, p1, p1->x0(), localVol, illegalLocalVolOverwrite, 0), in Fdm2dBlackScholesOp()
57 opY_(mesher, p2, p2->x0(), localVol, illegalLocalVolOverwrite, 1), in Fdm2dBlackScholesOp()
59 corrMapT_(0, 1, mesher), in Fdm2dBlackScholesOp()
60 corrMapTemplate_(SecondOrderMixedDerivativeOp(0, 1, mesher) in Fdm2dBlackScholesOp()
61 .mult(Array(mesher->layout()->size(), correlation))), in Fdm2dBlackScholesOp()
H A Dsecondderivativeop.cpp30 const ext::shared_ptr<FdmMesher>& mesher) in SecondDerivativeOp() argument
31 : TripleBandLinearOp(direction, mesher) { in SecondDerivativeOp()
33 const ext::shared_ptr<FdmLinearOpLayout> layout = mesher->layout(); in SecondDerivativeOp()
38 const Real hm = mesher->dminus(iter, direction_); in SecondDerivativeOp()
39 const Real hp = mesher->dplus(iter, direction_); in SecondDerivativeOp()
H A Dfdmhullwhiteop.cpp33 const ext::shared_ptr<FdmMesher>& mesher, in FdmHullWhiteOp() argument
37 x_(mesher->locations(direction)), in FdmHullWhiteOp()
38 dzMap_(FirstDerivativeOp(direction, mesher).mult(-x_*model->a()).add( in FdmHullWhiteOp()
39 SecondDerivativeOp(direction, mesher) in FdmHullWhiteOp()
41 *Array(mesher->layout()->size(), 1.0)))), in FdmHullWhiteOp()
42 mapT_(direction, mesher), in FdmHullWhiteOp()
H A Dfirstderivativeop.cpp30 const ext::shared_ptr<FdmMesher>& mesher) in FirstDerivativeOp() argument
31 : TripleBandLinearOp(direction, mesher) { in FirstDerivativeOp()
33 const ext::shared_ptr<FdmLinearOpLayout> layout = mesher->layout(); in FirstDerivativeOp()
38 const Real hm = mesher->dminus(iter, direction_); in FirstDerivativeOp()
39 const Real hp = mesher->dplus(iter, direction_); in FirstDerivativeOp()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/finitedifferences/
H A Dfdmzabrop.cpp29 : volatilityValues_(mesher->locations(1)), in FdmZabrUnderlyingPart()
30 forwardValues_(mesher->locations(0)), in FdmZabrUnderlyingPart()
31 mapT_(SecondDerivativeOp(0, mesher) in FdmZabrUnderlyingPart()
34 mesher_(mesher) {} in FdmZabrUnderlyingPart()
45 : volatilityValues_(mesher->locations(1)), in FdmZabrVolatilityPart()
46 forwardValues_(mesher->locations(0)), in FdmZabrVolatilityPart()
47 mapT_(SecondDerivativeOp(1, mesher).mult( in FdmZabrVolatilityPart()
49 mesher_(mesher) {} in FdmZabrVolatilityPart()
60 : volatilityValues_(mesher->locations(1)), in FdmZabrOp()
61 forwardValues_(mesher->locations(0)), in FdmZabrOp()
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H A Dfdmsquarerootfwdop.cpp41 const ext::shared_ptr<FdmMesher>& mesher, in FdmSquareRootFwdOp() argument
52 .add(SecondDerivativeOp(direction_, mesher) in FdmSquareRootFwdOp()
57 SecondDerivativeOp(direction_, mesher) in FdmSquareRootFwdOp()
59 .add(FirstDerivativeOp(direction_, mesher) in FdmSquareRootFwdOp()
61 .add(Array(mesher->layout()->size(), in FdmSquareRootFwdOp()
65 .mult(Exp(-mesher->locations(direction)) in FdmSquareRootFwdOp()
71 v_ (mesher->layout()->dim()[direction_]) { in FdmSquareRootFwdOp()
81 setLowerBC(mesher); in FdmSquareRootFwdOp()
82 setUpperBC(mesher); in FdmSquareRootFwdOp()
86 const ext::shared_ptr<FdmMesher>& mesher) { in setLowerBC() argument
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H A Dfdmhestonfwdop.cpp41 const ext::shared_ptr<FdmMesher>& mesher, in FdmHestonFwdOp() argument
55 varianceValues_(0.5*mesher->locations(1)), in FdmHestonFwdOp()
56 dxMap_ (ext::make_shared<FirstDerivativeOp>(0, mesher)), in FdmHestonFwdOp()
59 SecondDerivativeOp(0, mesher).mult(0.5*Exp(mesher->locations(1))) in FdmHestonFwdOp()
60 : SecondDerivativeOp(0, mesher).mult(0.5*mesher->locations(1)) in FdmHestonFwdOp()
62 …ModTripleBandLinearOp>(TripleBandLinearOp(SecondDerivativeOp(0, mesher).mult(Array(mesher->locatio… in FdmHestonFwdOp()
63 mapX_ (ext::make_shared<TripleBandLinearOp>(0, mesher)), in FdmHestonFwdOp()
67 SecondOrderMixedDerivativeOp(0, 1, mesher) in FdmHestonFwdOp()
69 : SecondOrderMixedDerivativeOp(0, 1, mesher) in FdmHestonFwdOp()
70 .mult(rho_*mixedSigma_*mesher->locations(1)) in FdmHestonFwdOp()
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H A Dfdmextendedornsteinuhlenbeckop.cpp35 const ext::shared_ptr<FdmMesher>& mesher, in FdmExtendedOrnsteinUhlenbeckOp() argument
40 : mesher_ (mesher), in FdmExtendedOrnsteinUhlenbeckOp()
45 x_ (mesher->locations(direction)), in FdmExtendedOrnsteinUhlenbeckOp()
46 dxMap_ (direction, mesher), in FdmExtendedOrnsteinUhlenbeckOp()
47 dxxMap_ (SecondDerivativeOp(direction, mesher) in FdmExtendedOrnsteinUhlenbeckOp()
49 *Array(mesher->layout()->size(), 1.))), in FdmExtendedOrnsteinUhlenbeckOp()
50 mapX_ (direction, mesher) { in FdmExtendedOrnsteinUhlenbeckOp()
H A Dfdornsteinuhlenbeckvanillaengine.cpp39 const ext::shared_ptr<FdmMesher>& mesher, in FdmOUInnerValue() argument
41 : payoff_(payoff), mesher_(mesher), direction_ (direction) { } in FdmOUInnerValue()
91 const ext::shared_ptr<FdmMesher> mesher ( in calculate() local
96 new FdmOUInnerValue(payoff, mesher, 0)); in calculate()
102 mesher, calculator, in calculate()
109 FdmSolverDesc solverDesc = { mesher, boundaries, conditions, calculator, in calculate()
113 new FdmOrnsteinUhlenbeckOp(mesher, process_, rTS_, 0)); in calculate()
/dports/finance/quantlib/QuantLib-1.20/test-suite/
H A Dfdmlinearop.cpp267 ext::shared_ptr<FdmMesher> mesher( in testFirstDerivativesMapApply() local
270 FirstDerivativeOp map(2, mesher); in testFirstDerivativesMapApply()
272 Array r(mesher->layout()->size()); in testFirstDerivativesMapApply()
328 ext::shared_ptr<FdmMesher> mesher( in testSecondDerivativesMapApply() local
331 Array r(mesher->layout()->size()); in testSecondDerivativesMapApply()
594 ext::shared_ptr<FdmMesher> mesher( in testSecondOrderMixedDerivativesMapApply() local
597 Array r(mesher->layout()->size()); in testSecondOrderMixedDerivativesMapApply()
695 FirstDerivativeOp dy(1, mesher); in testTripleBandMapSolve()
714 FirstDerivativeOp dx(0, mesher); in testTripleBandMapSolve()
803 mesher, 0.0, 0, in testFdmHestonBarrier()
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/solvers/
H A Dfdm3dimsolver.cpp46 initialValues_(solverDesc.mesher->layout()->size()), in Fdm3DimSolver()
47 resultValues_ (solverDesc.mesher->layout()->dim()[2], in Fdm3DimSolver()
48 Matrix(solverDesc.mesher->layout()->dim()[1], in Fdm3DimSolver()
49 solverDesc.mesher->layout()->dim()[0])), in Fdm3DimSolver()
50 interpolation_(solverDesc.mesher->layout()->dim()[2]) { in Fdm3DimSolver()
52 const ext::shared_ptr<FdmMesher> mesher = solverDesc.mesher; in Fdm3DimSolver() local
53 const ext::shared_ptr<FdmLinearOpLayout> layout = mesher->layout(); in Fdm3DimSolver()
68 x_.push_back(mesher->location(iter, 0)); in Fdm3DimSolver()
71 y_.push_back(mesher->location(iter, 1)); in Fdm3DimSolver()
74 z_.push_back(mesher->location(iter, 2)); in Fdm3DimSolver()
H A Dfdm1dimsolver.cpp45 x_ (solverDesc.mesher->layout()->size()), in Fdm1DimSolver()
46 initialValues_(solverDesc.mesher->layout()->size()), in Fdm1DimSolver()
47 resultValues_ (solverDesc.mesher->layout()->size()) { in Fdm1DimSolver()
49 const ext::shared_ptr<FdmMesher> mesher = solverDesc.mesher; in Fdm1DimSolver() local
50 const ext::shared_ptr<FdmLinearOpLayout> layout = mesher->layout(); in Fdm1DimSolver()
58 x_[iter.index()] = mesher->location(iter, 0); in Fdm1DimSolver()
H A Dfdm2dimsolver.cpp45 initialValues_(solverDesc.mesher->layout()->size()), in Fdm2DimSolver()
46 resultValues_ (solverDesc.mesher->layout()->dim()[1], in Fdm2DimSolver()
47 solverDesc.mesher->layout()->dim()[0]) { in Fdm2DimSolver()
49 const ext::shared_ptr<FdmMesher> mesher = solverDesc.mesher; in Fdm2DimSolver() local
50 const ext::shared_ptr<FdmLinearOpLayout> layout = mesher->layout(); in Fdm2DimSolver()
63 x_.push_back(mesher->location(iter, 0)); in Fdm2DimSolver()
66 y_.push_back(mesher->location(iter, 1)); in Fdm2DimSolver()
/dports/finance/quantlib/QuantLib-1.20/ql/experimental/models/
H A Dhestonslvfdmmodel.cpp142 const Real nu = mesher->location(iter, 1); in integratePDF()
155 const ext::shared_ptr<FdmMesherComposite>& mesher, in rescalePDF() argument
381 xMesher.push_back(localVolRND.mesher(0.0)); in performCalculations()
404 ext::shared_ptr<FdmMesherComposite> mesher in performCalculations() local
447 ext::make_shared<Array>(p), mesher }; in performCalculations()
455 if ( mesher->getFdm1dMeshers()[0] != xMesher[i] in performCalculations()
456 || mesher->getFdm1dMeshers()[1] != vMesher[i]) { in performCalculations()
460 p = reshapePDF<Bilinear>(p, mesher, newMesher); in performCalculations()
461 mesher = newMesher; in performCalculations()
463 p = rescalePDF(p, mesher, trafoType, alpha); in performCalculations()
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/dports/math/cgal/CGAL-5.3/demo/Polyhedron/Plugins/Point_set/
H A DSurface_reconstruction_scale_space_impl.cpp55 ScaleSpaceAFM mesher (longest_edge, radius_ratio_bound, beta_angle); in scale_space() local
56 reconstruct.reconstruct_surface (mesher); in scale_space()
110 ScaleSpaceASM mesher (squared_radius, separate_shells, force_manifold); in scale_space() local
111 reconstruct.reconstruct_surface (mesher); in scale_space()
113 for( unsigned int sh = 0; sh < mesher.number_of_shells(); ++sh ) in scale_space()
133 for (ScaleSpaceASM::Facet_iterator it = mesher.shell_begin (sh); in scale_space()
134 it != mesher.shell_end (sh); ++ it) in scale_space()
168 std::ptrdiff_t num = std::distance( mesher.garbage_begin( ), in scale_space()
169 mesher.garbage_end( ) ); in scale_space()
189 for (ScaleSpaceASM::Facet_iterator it=mesher.garbage_begin(), in scale_space()
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/meshers/
H A Dfdmmeshercomposite.cpp73 const ext::shared_ptr<Fdm1dMesher>& mesher) in FdmMesherComposite() argument
74 : FdmMesher(getLayoutFromMeshers(build_vector(mesher))), in FdmMesherComposite()
75 mesher_(build_vector(mesher)) { in FdmMesherComposite()
103 const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher) in FdmMesherComposite()
104 : FdmMesher(getLayoutFromMeshers(mesher)), mesher_(mesher) { in FdmMesherComposite()
109 const std::vector<ext::shared_ptr<Fdm1dMesher> > & mesher) in FdmMesherComposite()
110 : FdmMesher(layout), mesher_(mesher) { in FdmMesherComposite()
111 for (Size i=0; i < mesher.size(); ++i) { in FdmMesherComposite()
112 QL_REQUIRE(mesher[i]->size() == layout->dim()[i], in FdmMesherComposite()
/dports/audio/faust/faust-2.37.3/tools/physicalModeling/mesh2faust/vega/libraries/mesher/
H A DMakefile20 MESHER_OBJECTS_FILENAMES=$(addprefix $(L)/mesher/, $(MESHER_OBJECTS))
21 MESHER_HEADER_FILENAMES=$(addprefix $(L)/mesher/, $(MESHER_HEADERS))
27 all: $(L)/mesher/libmesher.a
29 $(L)/mesher/libmesher.a: $(MESHER_OBJECTS_FILENAMES)
30 ar r $@ $^; cp $@ $(L)/lib; cp $(L)/mesher/*.h $(L)/include
42 $(RM) $(MESHER_OBJECTS_FILENAMES) $(L)/mesher/libmesher.a

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