DMinus Class Reference

$ D_{-} $ matricial representation More...

#include <ql/methods/finitedifferences/dminus.hpp>

Inheritance diagram for DMinus:

List of all members.

Public Member Functions

 DMinus (Size gridPoints, Real h)

Detailed Description

$ D_{-} $ matricial representation

The differential operator $ D_{-} $ discretizes the first derivative with the first-order formula

\[ \frac{\partial u_{i}}{\partial x} \approx \frac{u_{i}-u_{i-1}}{h} = D_{-} u_{i} \]