COneFactorModel.py 文件源码

def build_gradient_matrix(self, x):
        """
        :param x: grid index
        :return:
        """
        if x == 0 or x == self.d - 1:
            raise ValueError("Boundary Conditions not treated here")

        nabla_matrix = np.zeros((2, 2))

        nabla_minus = self.grid[x - 1] - self.grid[x]
        nabla_plus = self.grid[x + 1] - self.grid[x]

        nabla_matrix[0, 0] = nabla_minus
        nabla_matrix[0, 1] = nabla_plus
        nabla_matrix[1, 0] = nabla_minus * nabla_minus
        nabla_matrix[1, 1] = nabla_plus * nabla_plus

        if linalg.det(nabla_matrix) == 0:
            raise ValueError("Nabla is not invertible")

        return nabla_matrix