Package com.opengamma.analytics.math.function

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

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        0.028345715312802666 };

    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]);
    }
  }
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    final double[] yValues = new double[] {1., 0.01, 0.01, 10., 10., 0.01, 0.01, 1. };

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

    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);
    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 NonnegativityPreservingQuinticSplineInterpolator(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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    final double[] yValues = new double[] {1., 1.01, 2., 2.1, 2.2, 2.201 };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    //    System.out.println(resultPos.getCoefMatrix());

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

    final int nKeys = 111;
    double key0 = 2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = 2. + 11. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = 2. + 11. / (nKeys - 1) * i;
    }
  }
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    final double[] yValues = new double[] {0., 10., 9.5, 2., 1.1, -2.2, -2.6, 0. };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    //    System.out.println(resultPos.getCoefMatrix());

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

    final int nKeys = 121;
    double key0 = -2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = -2. + 12. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = -2. + 11. / (nKeys - 1) * i;
    }
  }
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    final double[][] yValues = new double[][] { {0., 10., 9.5, 2., 1.1, -2.2, -2.6, 0. }, {10., 10., 9.5, 2., 1.1, -2.2, -2.6, 10. } };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    //    System.out.println(resultPos.getCoefMatrix());

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

    final int nKeys = 121;
    double key0 = -2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = -2. + 12. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = -2. + 11. / (nKeys - 1) * i;
    }
    key0 = -2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = -2. + 12. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = -2. + 11. / (nKeys - 1) * i;
    }
  }
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    final double[] yValues = new double[] {10., 9.5, 2., 1.1, -2.2, -2.6 };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    //    System.out.println(resultPos.getCoefMatrix());

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

    final int nKeys = 121;
    double key0 = -2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = -2. + 12. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = -2. + 11. / (nKeys - 1) * i;
    }
  }
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    final double[][] yValues = new double[][] { {1., 1., 2., 4., 4., 2., 1., 1. }, {10., 10., 6., 4., 4., 6., 10., 10. } };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

    //    System.out.println(resultPos.getCoefMatrix());

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

    assertTrue(function.evaluate(resultPos, 4.5).getData()[0] - function.evaluate(resultPos, 4).getData()[0] >= 0.);
    assertTrue(function.evaluate(resultPos, 4.5).getData()[0] - function.evaluate(resultPos, 5).getData()[0] >= 0.);
    assertTrue(function.evaluate(resultPos, 4.5).getData()[1] - function.evaluate(resultPos, 4).getData()[1] <= 0.);
    assertTrue(function.evaluate(resultPos, 4.5).getData()[1] - function.evaluate(resultPos, 5).getData()[1] <= 0.);

    final int nKeys = 41;
    double key0 = 1.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = 1. + 3. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] >= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = 1. + 3. / (nKeys - 1) * i;
    }
    key0 = 1.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = 1. + 3. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
      key0 = 1. + 3. / (nKeys - 1) * i;
    }
    key0 = 5.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = 5. + 3. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = 5. + 3. / (nKeys - 1) * i;
    }
    key0 = 5.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = 5. + 3. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[1] - function.evaluate(resultPos, key0).getData()[1] >= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[1] + "\t" + function.evaluate(resultPos, key).getData()[1]);
      key0 = 5. + 3. / (nKeys - 1) * i;
    }
  }
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    final double[] yValues = new double[] {11., 9.5, 2., 1.1, -2.2, -2.6, 2., 2. };

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

    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();

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

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

    for (int i = 2; i < resultPos.getNumberOfIntervals() - 2; ++i) {
      for (int j = 0; j < 4; ++j) {
        assertEquals(resultPos.getCoefMatrix().getData()[i][j], result.getCoefMatrix().getData()[i][j], EPS);
      }
    }

    final int nKeys = 121;
    double key0 = -2.;
    for (int i = 1; i < nKeys; ++i) {
      final double key = -2. + 12. / (nKeys - 1) * i;
      assertTrue(function.evaluate(resultPos, key).getData()[0] - function.evaluate(resultPos, key0).getData()[0] <= 0.);
      //      System.out.println(key + "\t" + function.evaluate(result, key).getData()[0] + "\t" + function.evaluate(resultPos, key).getData()[0]);
      key0 = -2. + 11. / (nKeys - 1) * i;
    }
  }
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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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