Class ADI2DStencilBuilder.DirectionalCoefficients

java.lang.Object
net.finmath.finitedifference.solvers.adi.ADI2DStencilBuilder.DirectionalCoefficients
Enclosing class:
ADI2DStencilBuilder

public static final class ADI2DStencilBuilder.DirectionalCoefficients extends Object
Coefficients of the 1D three-point stencil
lower * u[i-1] + diag * u[i] + upper * u[i+1]
  • Constructor Details

    • DirectionalCoefficients

      public DirectionalCoefficients(double lower, double diag, double upper)
      Performs the operation.
      Parameters:
      lower - The value.
      diag - The value.
      upper - The value.
  • Method Details

    • getLower

      public double getLower()
      Returns the value.
      Returns:
      The value.
    • getDiag

      public double getDiag()
      Returns the value.
      Returns:
      The value.
    • getUpper

      public double getUpper()
      Returns the value.
      Returns:
      The value.