Package com.opengamma.analytics.math.function

Examples of com.opengamma.analytics.math.function.PiecewisePolynomialFunction2D

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        assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS);
      }
    }

    double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData();
    final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D();
    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();

    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();

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        assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS);
      }
    }

    double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData();
    final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D();
    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();

    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();

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        assertEquals(result.getCoefs()[i][j].getData()[orderExp - 1][orderExp - 1], yValues[i][j], ref * EPS);
      }
    }

    double[][] resValues = interp.interpolate(x0Values, x1Values, yValues, x0Values, x1Values).getData();
    final PiecewisePolynomialFunction2D func2D = new PiecewisePolynomialFunction2D();
    double[][] resDiffX0 = func2D.differentiateX0(result, x0Values, x1Values).getData();
    double[][] resDiffX1 = func2D.differentiateX1(result, x0Values, x1Values).getData();

    final PiecewisePolynomialFunction1D func1D = new PiecewisePolynomialFunction1D();
    double[][] expDiffX0 = func1D.differentiate(method.interpolate(x0Values, OG_ALGEBRA.getTranspose(new DoubleMatrix2D(yValues)).getData()), x0Values).getData();
    double[][] expDiffX1 = func1D.differentiate(method.interpolate(x1Values, yValues), x1Values).getData();

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    //    }
    //    for (int i = 0; i < n1Keys; ++i) {
    //      x1Keys[i] = -1. + 5. * i / (n1Keys - 1);
    //    }

    PiecewisePolynomialFunction2D func = new PiecewisePolynomialFunction2D();
    final double[][] values = func.evaluate(result2D, x0Keys, x1Keys).getData();

    for (int i = 0; i < n0Keys; ++i) {
      System.out.print("\t" + x0Keys[i]);
    }
    System.out.print("\n");
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Related Classes of com.opengamma.analytics.math.function.PiecewisePolynomialFunction2D

  • com.opengamma.analytics.math.interpolation.BicubicSplineInterpolatorTest
  • com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult2D
  • com.opengamma.analytics.math.matrix.DoubleMatrix1D
  • com.opengamma.analytics.math.matrix.DoubleMatrix2D
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