Module axis_operator 

Per-axis tridiagonal operators on tensor-product grids — the building block for 1-D, 2-D and 3-D finite-difference schemes.

A discretized diffusion operator splits into one tridiagonal operator per spatial axis (plus an explicit mixed-derivative part). Each AxisOperator stores per-node coefficient triples, so coefficients may vary over the whole grid — exactly what local vol (1-D) or Heston (2-D in spot x variance) discretizations produce. The ADI time steppers in adi consume these directly.

Structs

AxisOperator

A tridiagonal operator along one axis of a TensorGrid, with per-node coefficients: row i of A u reads sub[i] * u[i - stride] + diag[i] * u[i] + sup[i] * u[i + stride].

TensorGrid

A tensor-product grid: node counts per axis, flattened row-major (the last axis is contiguous). Designed and tested for 1 to 3 dimensions.