com.opengamma.strata.math.impl.function

Class PiecewisePolynomialFunction1D

java.lang.Object

com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D

Direct Known Subclasses:

PiecewisePolynomialWithSensitivityFunction1D

public class PiecewisePolynomialFunction1D
extends Object

Give a struct PiecewisePolynomialResult, Compute value, first derivative and integral of piecewise polynomial function.

Constructor Summary

Constructors

Constructor and Description
PiecewisePolynomialFunction1D() Creates an instance.

Method Summary

Modifier and Type	Method and Description
DoubleArray	differentiate(PiecewisePolynomialResult pp, double xKey) Finds the first derivatives.
DoubleMatrix	differentiate(PiecewisePolynomialResult pp, double[] xKeys) Finds the first derivatives.
DoubleArray	differentiateTwice(PiecewisePolynomialResult pp, double xKey) Finds the second derivatives.
DoubleMatrix	differentiateTwice(PiecewisePolynomialResult pp, double[] xKeys) Finds the second derivatives.
DoubleArray	evaluate(PiecewisePolynomialResult pp, double xKey) Evaluates the function.
DoubleMatrix	evaluate(PiecewisePolynomialResult pp, double[] xKeys) Evaluates the function.
DoubleMatrix[]	evaluate(PiecewisePolynomialResult pp, double[][] xKeys) Evaluates the function.
ValueDerivatives	evaluateAndDifferentiate(PiecewisePolynomialResult pp, double xKey) Evaluates the function and its first derivative.
protected double	getValue(double[] coefs, double x, double leftknot)
protected double	getValue(DoubleArray coefs, double x, double leftknot)
double	integrate(PiecewisePolynomialResult pp, double initialKey, double xKey) Integration.
DoubleArray	integrate(PiecewisePolynomialResult pp, double initialKey, double[] xKeys) Integration.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PiecewisePolynomialFunction1D

public PiecewisePolynomialFunction1D()

Creates an instance.

Method Detail

evaluate

public DoubleArray evaluate(PiecewisePolynomialResult pp,
                            double xKey)

Evaluates the function.

Parameters:

pp - the PiecewisePolynomialResult

xKey - the key

Returns:

the values of piecewise polynomial functions at xKey When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple splines, an element in the return values corresponds to each spline

evaluate

public DoubleMatrix evaluate(PiecewisePolynomialResult pp,
                             double[] xKeys)

Evaluates the function.

Parameters:

pp - the PiecewisePolynomialResult

xKeys - the key

Returns:

the values of piecewise polynomial functions at xKeys When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, a row vector of return value corresponds to each piecewise polynomial

evaluate

public DoubleMatrix[] evaluate(PiecewisePolynomialResult pp,
                               double[][] xKeys)

Evaluates the function.

Parameters:

pp - the PiecewisePolynomialResult

xKeys - the key

Returns:

the values of piecewise polynomial functions at xKeys When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, one element of return vector of DoubleMatrix corresponds to each piecewise polynomial

differentiate

public DoubleArray differentiate(PiecewisePolynomialResult pp,
                                 double xKey)

Finds the first derivatives.

Parameters:

pp - the PiecewisePolynomialResult

xKey - the key

Returns:

the first derivatives of piecewise polynomial functions at xKey When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, an element in the return values corresponds to each piecewise polynomial

differentiate

public DoubleMatrix differentiate(PiecewisePolynomialResult pp,
                                  double[] xKeys)

Finds the first derivatives.

Parameters:

pp - the PiecewisePolynomialResult

xKeys - the key

Returns:

the first derivatives of piecewise polynomial functions at xKeys When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, a row vector of return value corresponds to each piecewise polynomial

differentiateTwice

public DoubleArray differentiateTwice(PiecewisePolynomialResult pp,
                                      double xKey)

Finds the second derivatives.

Parameters:

pp - the PiecewisePolynomialResult

xKey - the key

Returns:

the second derivatives of piecewise polynomial functions at xKey When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, an element in the return values corresponds to each piecewise polynomial

differentiateTwice

public DoubleMatrix differentiateTwice(PiecewisePolynomialResult pp,
                                       double[] xKeys)

Finds the second derivatives.

Parameters:

pp - the PiecewisePolynomialResult

xKeys - the key

Returns:

the second derivatives of piecewise polynomial functions at xKeys When _dim in PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise polynomials, a row vector of return value corresponds to each piecewise polynomial

integrate

public double integrate(PiecewisePolynomialResult pp,
                        double initialKey,
                        double xKey)

Integration.

Parameters:

pp - the PiecewisePolynomialResult

initialKey - the initial key

xKey - the key

Returns:

the integral of piecewise polynomial between initialKey and xKey

integrate

public DoubleArray integrate(PiecewisePolynomialResult pp,
                             double initialKey,
                             double[] xKeys)

Integration.

Parameters:

pp - the PiecewisePolynomialResult

initialKey - the initial key

xKeys - the keys

Returns:

the integral of piecewise polynomial between initialKey and xKeys

evaluateAndDifferentiate

public ValueDerivatives evaluateAndDifferentiate(PiecewisePolynomialResult pp,
                                                 double xKey)

Evaluates the function and its first derivative.

The dimension of PiecewisePolynomialResult must be 1.

Parameters:

pp - the PiecewisePolynomialResult

xKey - the key

Returns:

the value and derivative

getValue

protected double getValue(DoubleArray coefs,
                          double x,
                          double leftknot)

Parameters:

coefs - {a_n,a_{n-1},...} of f(x) = a_n x^{n} + a_{n-1} x^{n-1} + ....

x - the x-value

leftknot - the knot specifying underlying interpolation function

Returns:

the value of the underlying interpolation function at the value of x

getValue

protected double getValue(double[] coefs,
                          double x,
                          double leftknot)

Parameters:

coefs - {a_n,a_{n-1},...} of f(x) = a_n x^{n} + a_{n-1} x^{n-1} + ....

x - the x-value

leftknot - the knot specifying underlying interpolation function

Returns:

the value of the underlying interpolation function at the value of x