Implementing complex arrays
Posted by Joseph Wang-2 on Sep 25, 2006; 6:20am
URL: http://quantlib.414.s1.nabble.com/Implementing-complex-arrays-tp11256.html
I'm in the process of adding some functionality to deal with Levy processes
which involves implementing fast fourier transforms and the ability to deal
with characteristic functions and PIDE's.
The question I have is that these functions require complex arrays and I was
wondering the best way of implementing those. The thought occurs to me that
we can create an ArrayTemplate class and then
typedef ArrayTemplate<Real> Array
typedef ArrayTemplate<complex<Real> > ComplexArray
Alternatively one can to
class ComplexArray {
Array real;
Array imaginary;
}
Or perhaps
template <class T>
class ComplexTemplate {
T real;
T imaginary;
};
typedef ComplexTemplate<Array> ComplexArray;
Thoughts?