Hi Peter
the rational behind this method was to get an easy way to create sparse matrices out of a FdmLinearOpComposite or more precise to get an
boost::numeric::ublas::compressed_matrix<Real> object. This class can then be used as an interface to highly efficient sparse matrix library like MKL or cusip. I have seen significant performance improvements while moving to a "tailor-made" sparse matrix library.
But looking at your posting I now realize that I've broken backwards compatibility and we should define
virtual Disposable<std::vector<SparseMatrix> > toMatrixDecomp() const {
QL_FAIL("method not implemented");
}
Then you don't have implement a method to provide functionality you are not interest in. What do you think?
regards
Klaus
On Saturday, April 20, 2013 08:25:24 PM Peter Caspers wrote:
> Hi,
>
> when updating to the current trunk I notice that my operators do not
> compile any more due to an extended interface of FdmLinearOpComposite.
> Seems I have to implement
>
> virtual Disposable<std::vector<SparseMatrix> > toMatrixDecomp() const=0;
>
> and looking at other operators I think I should return a vector of
> SparseMatrix'es corresponding to
>
> apply_direction(0,...)
> apply_direction(1,...)
> ...
> apply_direction(n,...)
> apply_mixed(...)
>
> , yes ? What is the improvement when using UBLAS ? Sorry in case I
> overlooked any documentation on this.
>
> thank you
> Peter
>
>
>
>
>
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