| 1 | /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ |
|---|---|
| 2 | |
| 3 | /* |
| 4 | Copyright (C) 2015 Ferdinando Ametrano |
| 5 | Copyright (C) 2015 Paolo Mazzocchi |
| 6 | |
| 7 | This file is part of QuantLib, a free-software/open-source library |
| 8 | for financial quantitative analysts and developers - http://quantlib.org/ |
| 9 | |
| 10 | QuantLib is free software: you can redistribute it and/or modify it |
| 11 | under the terms of the QuantLib license. You should have received a |
| 12 | copy of the license along with this program; if not, please email |
| 13 | <quantlib-dev@lists.sf.net>. The license is also available online at |
| 14 | <http://quantlib.org/license.shtml>. |
| 15 | |
| 16 | This program is distributed in the hope that it will be useful, but WITHOUT |
| 17 | ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS |
| 18 | FOR A PARTICULAR PURPOSE. See the license for more details. |
| 19 | */ |
| 20 | |
| 21 | #include <ql/math/pascaltriangle.hpp> |
| 22 | #include <iterator> |
| 23 | |
| 24 | namespace QuantLib { |
| 25 | |
| 26 | std::vector<std::vector<BigNatural> > PascalTriangle::coefficients_; |
| 27 | |
| 28 | const std::vector<BigNatural>& PascalTriangle::get(Size order) { |
| 29 | if (coefficients_.empty()) { |
| 30 | // order zero mandatory for bootstrap |
| 31 | coefficients_.emplace_back(args: 1, args: 1); |
| 32 | |
| 33 | coefficients_.emplace_back(args: 2, args: 1); |
| 34 | coefficients_.emplace_back(args: 3, args: 1); |
| 35 | coefficients_[2][1] = 2; |
| 36 | coefficients_.emplace_back(args: 4, args: 1); |
| 37 | coefficients_[3][1] = coefficients_[3][2] = 3; |
| 38 | } |
| 39 | while (coefficients_.size()<=order) |
| 40 | nextOrder(); |
| 41 | return coefficients_[order]; |
| 42 | } |
| 43 | |
| 44 | void PascalTriangle::nextOrder() { |
| 45 | Size order = coefficients_.size(); |
| 46 | coefficients_.emplace_back(args: order + 1); |
| 47 | coefficients_[order][0] = coefficients_[order][order] = 1; |
| 48 | for (Size i=1; i<order/2+1; ++i) { |
| 49 | coefficients_[order][i] = coefficients_[order][order-i] = |
| 50 | coefficients_[order-1][i-1] + coefficients_[order-1][i]; |
| 51 | } |
| 52 | } |
| 53 | |
| 54 | } |
| 55 |