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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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#include <tensor.hpp>
Public Member Functions | |
| CachedChristoffelSymbols (const MetricTensor &metric, double h=constants::DEFAULT_FD_STEP, double cache_tol=1e-8) | |
| Construct from a metric tensor with an optional cache tolerance. | |
| ChristoffelArray | compute (const SpacetimePoint &x) const |
| Compute (or return cached) Christoffel symbols at point x. | |
| FourVelocity | contract (const ChristoffelArray &gamma, const FourVelocity &u) const |
| Contract cached symbols with a four-velocity. | |
| void | invalidate () const noexcept |
| Invalidate the cache (e.g. after a metric parameter change). | |
Thread-local cache wrapper around ChristoffelSymbols.
Caches the most recently computed ChristoffelArray so that repeated calls from the RK4 geodesic solver at the same (or very nearby) spacetime point do not re-evaluate all 64 finite-difference metric derivatives.
Cache invalidation: the cached result is reused when the requested point is within cache_tol (default 1e-8) of the cached point in L∞ norm.
Thread safety: NOT thread-safe (one instance per thread / per GeodesicSolver).
Definition at line 403 of file tensor.hpp.
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inlineexplicit |
Construct from a metric tensor with an optional cache tolerance.
Definition at line 406 of file tensor.hpp.
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inline |
Compute (or return cached) Christoffel symbols at point x.
Definition at line 412 of file tensor.hpp.
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inline |
Contract cached symbols with a four-velocity.
Definition at line 423 of file tensor.hpp.
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inlinenoexcept |
Invalidate the cache (e.g. after a metric parameter change).
Definition at line 429 of file tensor.hpp.