/dports/math/curv/curv-0.5/curv/ |
H A D | export_mesh.cc | 136 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() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/operators/ |
H A D | fdmcirop.cpp | 33 : 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() [all …]
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H A D | fdmhestonhullwhiteop.cpp | 33 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() [all …]
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H A D | fdmsabrop.cpp | 34 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() [all …]
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H A D | fdmg2op.cpp | 35 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() [all …]
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H A D | fdmhestonop.cpp | 32 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() [all …]
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H A D | ninepointlinearop.cpp | 32 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() [all …]
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H A D | fdmornsteinuhlenbeckop.cpp | 34 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()
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H A D | fdm2dblackscholesop.cpp | 37 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()
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H A D | secondderivativeop.cpp | 30 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()
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H A D | fdmhullwhiteop.cpp | 33 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()
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H A D | firstderivativeop.cpp | 30 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/finitedifferences/ |
H A D | fdmzabrop.cpp | 29 : 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() [all …]
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H A D | fdmsquarerootfwdop.cpp | 41 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 [all …]
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H A D | fdmhestonfwdop.cpp | 41 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() [all …]
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H A D | fdmextendedornsteinuhlenbeckop.cpp | 35 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()
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H A D | fdornsteinuhlenbeckvanillaengine.cpp | 39 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()
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/dports/finance/quantlib/QuantLib-1.20/test-suite/ |
H A D | fdmlinearop.cpp | 267 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() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/solvers/ |
H A D | fdm3dimsolver.cpp | 46 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()
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H A D | fdm1dimsolver.cpp | 45 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()
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H A D | fdm2dimsolver.cpp | 45 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()
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/dports/finance/quantlib/QuantLib-1.20/ql/experimental/models/ |
H A D | hestonslvfdmmodel.cpp | 142 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() [all …]
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/dports/math/cgal/CGAL-5.3/demo/Polyhedron/Plugins/Point_set/ |
H A D | Surface_reconstruction_scale_space_impl.cpp | 55 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() [all …]
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/dports/finance/quantlib/QuantLib-1.20/ql/methods/finitedifferences/meshers/ |
H A D | fdmmeshercomposite.cpp | 73 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()
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/dports/audio/faust/faust-2.37.3/tools/physicalModeling/mesh2faust/vega/libraries/mesher/ |
H A D | Makefile | 20 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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