Package com.opengamma.analytics.math.function

Examples of com.opengamma.analytics.math.function.RealPolynomialFunction1D


    final DoubleFunction1D[] polynomials = new DoubleFunction1D[n + 1];
    for (int i = 0; i <= n; i++) {
      if (i == 0) {
        polynomials[i] = getOne();
      } else if (i == 1) {
        polynomials[i] = new RealPolynomialFunction1D(new double[] {(alpha - beta) / 2, (alpha + beta + 2) / 2});
      } else {
        final int j = i - 1;
        polynomials[i] = (polynomials[j].multiply(getB(alpha, beta, j)).add(polynomials[j].multiply(getX()).multiply(getC(alpha, beta, j)).add(polynomials[j - 1].multiply(getD(alpha, beta, j)))))
            .divide(getA(alpha, beta, j));
      }
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    for (int i = 0; i <= n; i++) {
      if (i == 0) {
        polynomials[i] = Pair.of(getOne(), getZero());
      } else if (i == 1) {
        final double a1 = (alpha + beta + 2) / 2;
        polynomials[i] = Pair.of((DoubleFunction1D) new RealPolynomialFunction1D(new double[] {(alpha - beta) / 2, a1}), (DoubleFunction1D) new RealPolynomialFunction1D(new double[] {a1}));
      } else {
        final int j = i - 1;
        p1 = polynomials[j].getFirst();
        p2 = polynomials[j - 1].getFirst();
        final DoubleFunction1D temp1 = p1.multiply(getB(alpha, beta, j));
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    final DoubleFunction1D[] polynomials = new DoubleFunction1D[n + 1];
    for (int i = 0; i <= n; i++) {
      if (i == 0) {
        polynomials[i] = getOne();
      } else if (i == 1) {
        polynomials[i] = new RealPolynomialFunction1D(new double[] {1 + alpha, -1});
      } else {
        polynomials[i] = (polynomials[i - 1].multiply(2. * i + alpha - 1).subtract(polynomials[i - 1].multiply(getX())).subtract(polynomials[i - 2].multiply((i - 1. + alpha))).divide(i));
      }
    }
    return polynomials;
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public class FunctionExample {

  // @export "polyDerivativeDemo"
  public static RealPolynomialFunction1D getFunction() {
    double[] coefficients = {-125, 75, -15, 1 };
    return new RealPolynomialFunction1D(coefficients);
  }
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    double[] coefficients = {-125, 75, -15, 1 };
    return new RealPolynomialFunction1D(coefficients);
  }

  public static void polyDerivativeDemo(PrintStream out) {
    RealPolynomialFunction1D f = getFunction();

    assert f.evaluate(5.0) == 0.0;

    RealPolynomialFunction1D d = f.derivative();
    double[] coefficients = d.getCoefficients();
    out.println(Arrays.toString(coefficients));
  }
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    out.println(Arrays.toString(coefficients));
  }

  // @export "cubicRealRootFindingDemo"
  public static void cubicRealRootFindingDemo(PrintStream out) {
    RealPolynomialFunction1D f = getFunction();
    CubicRealRootFinder cubic = new CubicRealRootFinder();
    java.lang.Double[] roots = cubic.getRoots(f);
    out.println(Arrays.toString(roots));
  }
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    out.println(Arrays.toString(roots));
  }

  // @export "brentSingleRootFinderDemo"
  public static void brentSingleRootFinderDemo(PrintStream out) {
    RealPolynomialFunction1D f = getFunction();
    BrentSingleRootFinder brent = new BrentSingleRootFinder();
    java.lang.Double root = brent.getRoot(f, -10.0, 10.0);
    out.println(root);
  }
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    out.println(root);
  }

  // @export "brentSingleRootFinderNotBracketingDemo"
  public static void brentSingleRootFinderNotBracketingDemo(PrintStream out) {
    RealPolynomialFunction1D f = getFunction();
    BrentSingleRootFinder brent = new BrentSingleRootFinder();
    try {
      out.println("Trying to call getRoot with arguments that don't bracket the root...");
      brent.getRoot(f, -1.0, 1.0);
    } catch (java.lang.IllegalArgumentException e) {
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  }

  // @export "polyDerivativeDemo"
  public static RealPolynomialFunction1D getFunction() {
    final double[] coefficients = {-125, 75, -15, 1 };
    return new RealPolynomialFunction1D(coefficients);
  }
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    final double[] coefficients = {-125, 75, -15, 1 };
    return new RealPolynomialFunction1D(coefficients);
  }

  public static void polyDerivativeDemo(final PrintStream out) {
    final RealPolynomialFunction1D f = getFunction();

    assert f.evaluate(5.0) == 0.0;

    final RealPolynomialFunction1D d = f.derivative();
    final double[] coefficients = d.getCoefficients();
    out.println(Arrays.toString(coefficients));
  }
View Full Code Here

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