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StationaryEigenProblem

solver::numeric::ergodic

Trait StationaryEigenProblem 

Source 
pub trait StationaryEigenProblem<const N: usize> {
    // Required method
    fn operator(&self, grid: &Grid<N>) -> CsrMatrix;
}
Expand description

A symmetric linear operator whose principal eigenvector is a stationary value.

The operator is stored in the sign convention used by the exact reference: for the Avellaneda-Stoikov GLT matrix this is the negated matrix diag(-alpha q^2) + offdiag(+eta) whose Perron eigenvector is the long-horizon limit.

Required Methods§

Source

fn operator(&self, grid: &Grid<N>) -> CsrMatrix

Builds the symmetric operator on grid.

The returned matrix must have grid.total_size() rows and columns.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§