text: /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
  
  /*
  Copyright (C) 2012 Klaus Spanderen
  
  This file is part of QuantLib, a free-software/open-source library
  for financial quantitative analysts and developers - http://quantlib.org/
  
  QuantLib is free software: you can redistribute it and/or modify it
  under the terms of the QuantLib license.  You should have received a
  copy of the license along with this program; if not, please email
  <quantlib-dev@lists.sf.net>. The license is also available online at
  <http://quantlib.org/license.shtml>.
  
  This program is distributed in the hope that it will be useful, but WITHOUT
  ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
  FOR A PARTICULAR PURPOSE.  See the license for more details.
  */
  
  /*! \file sparsematrix.hpp
      \brief typedef for boost sparse matrix class
  */
  
  #ifndef quantlib_sparse_matrix_hpp
  #define quantlib_sparse_matrix_hpp
  
  #include <ql/qldefines.hpp>
  #include <ql/math/array.hpp>
  
  #if defined(QL_PATCH_MSVC)
  #pragma warning(push)
  #pragma warning(disable:4180)
  #pragma warning(disable:4127)
  #endif
  
  #if BOOST_VERSION == 106400
  #include <boost/serialization/array_wrapper.hpp>
  #endif
  
  #include <boost/numeric/ublas/matrix_sparse.hpp>
  
  #if defined(QL_PATCH_MSVC)
  #pragma warning(pop)
  #endif
  
  namespace QuantLib {
  
      typedef boost::numeric::ublas::compressed_matrix<Real> SparseMatrix;
      typedef boost::numeric::ublas::matrix_reference<SparseMatrix> SparseMatrixReference;
  
      inline Array prod(const SparseMatrix& A, const Array& x) {
          QL_REQUIRE(x.size() == A.size2(),
                     "vectors and sparse matrices with different sizes ("
                     << x.size() << ", " << A.size1() << "x" << A.size2() <<
                     ") cannot be multiplied");
  
          Array b(x.size(), 0.0);
  
          for (Size i=0; i < A.filled1()-1; ++i) {
              const Size begin = A.index1_data()[i];
              const Size end   = A.index1_data()[i+1];
              Real t=0;
              for (Size j=begin; j < end; ++j) {
                  t += A.value_data()[j]*x[A.index2_data()[j]];
              }
  
              b[i]=t;
          }
          return b;
      }
  }
  
  #endif
  