com.opengamma.strata.math.impl.interpolation

Class BicubicSplineInterpolator

java.lang.Object

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

com.opengamma.strata.math.impl.interpolation.BicubicSplineInterpolator

public class BicubicSplineInterpolator
extends PiecewisePolynomialInterpolator2D

Given a set of data (x0Values_i, x1Values_j, yValues_{ij}), derive the piecewise bicubic function, f(x0,x1) = sum_{i=0}^{3} sum_{j=0}^{3} coefMat_{ij} (x0-x0Values_i)^{3-i} (x1-x1Values_j)^{3-j}, for the region x0Values_i < x0 < x0Values_{i+1}, x1Values_j < x1 < x1Values_{j+1} such that f(x0Values_a, x1Values_b) = yValues_{ab} where a={i,i+1}, b={j,j+1}. 1D piecewise polynomial interpolation methods are called to determine first derivatives and cross derivative at data points Note that the value of the cross derivative at {ij} is not "accurate" if yValues_{ij} = 0.

Constructor Summary

Constructors

Constructor and Description
BicubicSplineInterpolator(PiecewisePolynomialInterpolator method) Constructor using the same interpolation method for x0 and x1.
BicubicSplineInterpolator(PiecewisePolynomialInterpolator[] method) Constructor which can take different methods for x0 and x1.

Method Summary

Modifier and Type	Method and Description
PiecewisePolynomialResult2D	interpolate(double[] x0Values, double[] x1Values, double[][] yValues) Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.

Methods inherited from class com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

getValue, interpolate, interpolate

Methods inherited from class java.lang.Object

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

Constructor Detail

BicubicSplineInterpolator

public BicubicSplineInterpolator(PiecewisePolynomialInterpolator[] method)

Constructor which can take different methods for x0 and x1.

Parameters:

method - Choose 2 of PiecewisePolynomialInterpolator

BicubicSplineInterpolator

public BicubicSplineInterpolator(PiecewisePolynomialInterpolator method)

Constructor using the same interpolation method for x0 and x1.

Parameters:

method - PiecewisePolynomialInterpolator

Method Detail

interpolate

public PiecewisePolynomialResult2D interpolate(double[] x0Values,
                                               double[] x1Values,
                                               double[][] yValues)

Description copied from class: PiecewisePolynomialInterpolator2D

Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.

Specified by:

interpolate in class PiecewisePolynomialInterpolator2D

Parameters:

x0Values - the values

x1Values - the values

yValues - the values

Returns:

PiecewisePolynomialResult2D containing positions of knots in x0 direction, positions of knots in x1 direction, coefficients of interpolant, number of intervals in x0 direction, number of intervals in x1 direction, order of polynomial function