1 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2 
3 /*
4  Copyright (C) 2008 Andreas Gaida
5  Copyright (C) 2008 Ralph Schreyer
6  Copyright (C) 2008 Klaus Spanderen
7 
8  This file is part of QuantLib, a free-software/open-source library
9  for financial quantitative analysts and developers - http://quantlib.org/
10 
11  QuantLib is free software: you can redistribute it and/or modify it
12  under the terms of the QuantLib license.  You should have received a
13  copy of the license along with this program; if not, please email
14  <quantlib-dev@lists.sf.net>. The license is also available online at
15  <http://quantlib.org/license.shtml>.
16 
17  This program is distributed in the hope that it will be useful, but WITHOUT
18  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
19  FOR A PARTICULAR PURPOSE.  See the license for more details.
20 */
21 
22 /*! \file fdmlinearopiterator.hpp
23     \brief iterator for a linear fdm operator
24 */
25 
26 #ifndef quantlib_linear_op_iterator_hpp
27 #define quantlib_linear_op_iterator_hpp
28 
29 #include <ql/types.hpp>
30 #include <ql/utilities/disposable.hpp>
31 #include <vector>
32 #include <numeric>
33 
34 namespace QuantLib {
35 
36     class FdmLinearOpIterator {
37       public:
FdmLinearOpIterator(Size index=0)38         explicit FdmLinearOpIterator(Size index = 0)
39         : index_(index) {}
40 
FdmLinearOpIterator(const std::vector<Size> & dim)41         explicit FdmLinearOpIterator(const std::vector<Size>& dim)
42         : index_(0),
43           dim_(dim),
44           coordinates_(dim.size(), 0) {}
45 
FdmLinearOpIterator(const std::vector<Size> & dim,const std::vector<Size> & coordinates,Size index)46         FdmLinearOpIterator(const std::vector<Size>& dim,
47             const std::vector<Size>& coordinates, Size index)
48         : index_(index),
49           dim_(dim),
50           coordinates_(coordinates) {}
51 
FdmLinearOpIterator(const Disposable<FdmLinearOpIterator> & from)52         FdmLinearOpIterator(
53             const Disposable<FdmLinearOpIterator> & from) {
54             swap(const_cast<Disposable<FdmLinearOpIterator> & >(from));
55         }
56 
operator ++()57         void operator++() {
58             ++index_;
59             for (Size i=0; i < dim_.size(); ++i) {
60                 if (++coordinates_[i] == dim_[i]) {
61                     coordinates_[i] = 0;
62                 }
63                 else {
64                     break;
65                 }
66             }
67         }
68 
operator !=(const FdmLinearOpIterator & iterator) const69         bool operator!=(const FdmLinearOpIterator& iterator) const {
70             return index_ != iterator.index_;
71         }
72 
index() const73         Size index() const {
74             return index_;
75         }
76 
coordinates() const77         const std::vector<Size> & coordinates() const {
78             return coordinates_;
79         }
80 
swap(FdmLinearOpIterator & iter)81         void swap(FdmLinearOpIterator& iter) {
82             std::swap(iter.index_, index_);
83             dim_.swap(iter.dim_);
84             coordinates_.swap(iter.coordinates_);
85         }
86 
87       private:
88         Size index_;
89         std::vector<Size> dim_;
90         std::vector<Size> coordinates_;
91     };
92 }
93 
94 #endif
95