com.opengamma.strata.math.impl.interpolation

Class PiecewisePolynomialResult2D

java.lang.Object

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D

public class PiecewisePolynomialResult2D
extends Object

Result of 2D interpolation.

Result by piecewise polynomial f(x0,x1) containing _knots0: Positions of knots in x0 direction _knots1: Positions of knots in x1 direction _coefMatrix: Coefficient matrix whose (i,j) element is a DoubleMatrix containing coefficients for the square, _knots0_i < x0 < _knots0_{i+1}, _knots1_j < x1 < _knots1_{j+1}, Each DoubleMatrix is c_ij where f(x0,x1) = sum_{i=0}^{order0-1} sum_{j=0}^{order1-1} coefMat_{ij} (x0-knots0_i)^{order0-1-i} (x1-knots1_j)^{order0-1-j} _nIntervals: Number of intervals in x0 direction and x1 direction, respectively, which should be (Number of knots) - 1 _order: Number of coefficients in polynomial in terms of x0 and x1, respectively, which is equal to (polynomial degree) + 1

Constructor Summary

Constructors

Constructor and Description
PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order) Creates an instance.

Method Summary

Modifier and Type	Method and Description
DoubleMatrix[][]	getCoefs() Access _coefMatrix.
DoubleArray	getKnots0() Access _knots0.
DoubleArray	getKnots1() Access _knots1.
ArrayList<DoubleArray>	getKnots2D() Access _knots0 and _knots1.
int[]	getNumberOfIntervals() Access _nIntervals.
int[]	getOrder() Access _order.

Methods inherited from class java.lang.Object

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

Constructor Detail

PiecewisePolynomialResult2D

public PiecewisePolynomialResult2D(DoubleArray knots0,
                                   DoubleArray knots1,
                                   DoubleMatrix[][] coefMatrix,
                                   int[] order)

Creates an instance.

Parameters:

knots0 - The knots in the x0 direction

knots1 - The knots in the x1 direction

coefMatrix - The coefficient matrix

order - The order of the polynomial

Method Detail

getKnots2D

public ArrayList<DoubleArray> getKnots2D()

Access _knots0 and _knots1.

Returns:

_knots0 and _knots1 contained in a ArrayList

getKnots0

public DoubleArray getKnots0()

Access _knots0.

Returns:

_knots0

getKnots1

public DoubleArray getKnots1()

Access _knots1.

Returns:

knots1

getCoefs

public DoubleMatrix[][] getCoefs()

Access _coefMatrix.

Returns:

_coefMatrix

getNumberOfIntervals

public int[] getNumberOfIntervals()

Access _nIntervals.

Returns:

_nIntervals

getOrder

public int[] getOrder()

Access _order.

Returns:

_order