Examples of com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult2D

Package com.opengamma.analytics.math.interpolation

Examples of com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult2D

com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult2D
Result of 2D interpolation 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 DoubleMatrix2D containing coefficients for the square, _knots0_i < x0 < _knots0_{i+1}, _knots1_j < x1 < _knots1_{j+1}, Each DoubleMatrix2D 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

    coefsLinConst[2][0] = new DoubleMatrix2D(new double[][] { {2. }, {2. * 2. } });
    coefsLinConst[0][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });
    coefsLinConst[1][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });
    coefsLinConst[2][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });


    PiecewisePolynomialResult2D result = new PiecewisePolynomialResult2D(knots0, knots1, coefsLinConst, new int[] {2, 1 });
    PiecewisePolynomialFunction2D function = new PiecewisePolynomialFunction2D();


    final int n0Keys = 21;
    final int n1Keys = 31;
    double[] x0Keys = new double[n0Keys];

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  /**
   * 
   */
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void constDiffCrossMultiTest() {
    PiecewisePolynomialResult2D result = new PiecewisePolynomialResult2D(knots0, knots1, coefsConst, new int[] {1, 1 });
    PiecewisePolynomialFunction2D function = new PiecewisePolynomialFunction2D();


    final int n0Keys = 21;
    final int n1Keys = 31;
    double[] x0Keys = new double[n0Keys];

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    coefsLinConst[2][0] = new DoubleMatrix2D(new double[][] { {2. }, {2. * 2. } });
    coefsLinConst[0][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });
    coefsLinConst[1][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });
    coefsLinConst[2][1] = new DoubleMatrix2D(new double[][] { {2. }, {3. * 2. } });


    PiecewisePolynomialResult2D result = new PiecewisePolynomialResult2D(knots0, knots1, coefsLinConst, new int[] {2, 1 });
    PiecewisePolynomialFunction2D function = new PiecewisePolynomialFunction2D();


    final int n0Keys = 21;
    final int n1Keys = 31;
    double[] x0Keys = new double[n0Keys];

View Full Code Here

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Related Classes of com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult2D

com.opengamma.analytics.math.function.PiecewisePolynomialFunction2D

com.opengamma.analytics.math.function.PiecewisePolynomialFunction2DTest

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