Package com.opengamma.analytics.math.function

Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

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    final double[][] yValues = new double[][] {{0.1, 1., 1., 20., 5. } };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = 1. + 4. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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    final double[] yValues = new double[] {0.01, 0.01, 10., 10., 0.01, 0.01 };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    System.out.println(resultPos.getCoefMatrix());

    final int nKeys = 101;
    for (int i = 0; i < nKeys; ++i) {
      final double key = 1. + 5. / (nKeys - 1) * i;
      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
    }
  }
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      System.out.println(new DoubleMatrix1D(yValues));

      PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
      //      PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

      PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

      PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
      PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

      final int nKeys = 71;
      for (int i = 0; i < nKeys; ++i) {
        final double key = 1. + 7. / (nKeys - 1) * i;
        //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
        assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
      }
      ++k;
    }
  }
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    final double[] yValues = new double[] {0., 0.1, 1., 1., 20., 5., 0. };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), 6);

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
      //      assertTrue(interpPos.interpolate(xValues, yValues, key) >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 1; i < nData - 2; ++i) {
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    final double[][] yValues = new double[][] { {0., 0.1, 1., 1., 20., 5., 0. }, {-10., 0.1, 1., 1., 20., 5., 0. } };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), 6);

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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    final double[] yValues = new double[] {0.1, 1., 1., 20., 5. };

    PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), 6);

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 4. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 1; i < nData - 2; ++i) {
      final double tau = Math.signum(resultPos.getCoefMatrix().getData()[i][5]);
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    final double[][] yValues = new double[][] { {0.01, 0.01, 0.01, 10., 20., 1. }, {0.01, 0.01, 10., 10., 0.01, 0.01 } };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
    PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

    assertEquals(resultPos.getDimensions(), result.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), result.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), 6);

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 1. + 5. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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    final double[] xValuesFlip = new double[] {6., 2., 3., 5., 4., 1. };
    final double[] yValuesFlip = new double[] {3., 0.1, 0.01, 0.1, 0.01, 3. };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);

    assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 2. + 3. / (nPts - 1) * i;
      //      System.out.println(key + "\t" + function.evaluate(resultPos, key).getData()[0]);
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
    }

    final int nData = xValues.length;
    for (int i = 0; i < nData - 1; ++i) {
      for (int k = 0; k < 6; ++k)
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    final double[] xValuesFlip = new double[] {1., 2., 3., 5., 4., 6. };
    final double[][] yValuesFlip = new double[][] { {3., 0.1, 0.01, 0.1, 0.01, 3. }, {3., 0.1, 0.01, 2., 0.001, 3. } };

    PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

    PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
    PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
    PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);

    assertEquals(resultPos.getDimensions(), resultPosFlip.getDimensions());
    assertEquals(resultPos.getNumberOfIntervals(), resultPosFlip.getNumberOfIntervals());
    assertEquals(resultPos.getOrder(), resultPosFlip.getOrder());

    final int nPts = 101;
    for (int i = 0; i < 101; ++i) {
      final double key = 2. + 3. / (nPts - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
      assertTrue(function.evaluate(resultPos, key).getData()[1] >= 0.);
    }

    final int dim = yValues.length;
    final int nData = xValues.length;
    for (int j = 0; j < dim; ++j) {
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      System.out.println(new DoubleMatrix1D(yValues));

      PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
      //      PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);

      PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

      PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingQuinticSplineInterpolator(interp);
      PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);

      final int nKeys = 71;
      for (int i = 0; i < nKeys; ++i) {
        final double key = 1. + 7. / (nKeys - 1) * i;
        //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
        assertTrue(function.evaluate(resultPos, key).getData()[0] >= 0.);
      }
      ++k;
    }
  }
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Related Classes of com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D

  • com.opengamma.analytics.math.interpolation.BicubicSplineInterpolator
  • com.opengamma.analytics.math.interpolation.BicubicSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.ConstrainedCubicSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.Interpolator1DTest
  • com.opengamma.analytics.math.interpolation.MeshgridInterpolator2D
  • com.opengamma.analytics.math.interpolation.MeshgridInterpolator2DTest
  • com.opengamma.analytics.math.interpolation.MonotoneConvexSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.MonotonicityPreservingCubicSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.MonotonicityPreservingQuinticSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.NonnegativityPreservingCubicSplineInterpolatorTest
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