Package com.opengamma.analytics.math.interpolation.data

Examples of com.opengamma.analytics.math.interpolation.data.Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle

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  @Override
  public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final DoubleMatrix1D res = FUNC.evaluate(polyData.getPiecewisePolynomialResult(), value);
    return res.getEntry(0);
  }
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  @Override
  public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final DoubleMatrix1D res = FUNC.differentiate(polyData.getPiecewisePolynomialResult(), value);
    return res.getEntry(0);
  }
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  @Override
  public double[] getNodeSensitivitiesForValue(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final int nData = polyData.size();
    final double[] res = new double[nData];

    final double eps = polyData.getEps();
    final double small = polyData.getSmall();
    for (int i = 0; i < nData; ++i) {
      final double den = Math.abs(polyData.getValues()[i]) < small ? eps : polyData.getValues()[i] * eps;
      final double up = FUNC.evaluate(polyData.getPiecewisePolynomialResultUp()[i], value).getData()[0];
      final double dw = FUNC.evaluate(polyData.getPiecewisePolynomialResultDw()[i], value).getData()[0];
      res[i] = 0.5 * (up - dw) / den;
    }
    return res;
  }
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    return res;
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }
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    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod);
  }
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  @Override
  public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final DoubleMatrix1D res = FUNC.evaluate(polyData.getPiecewisePolynomialResult(), value);
    return res.getEntry(0);
  }
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  @Override
  public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final DoubleMatrix1D res = FUNC.differentiate(polyData.getPiecewisePolynomialResult(), value);
    return res.getEntry(0);
  }
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  @Override
  public double[] getNodeSensitivitiesForValue(final Interpolator1DDataBundle data, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(data, "data bundle");
    Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle);
    final Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle polyData = (Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle) data;
    final int nData = polyData.size();
    final double[] res = new double[nData];

    final double eps = polyData.getEps();
    final double small = polyData.getSmall();
    for (int i = 0; i < nData; ++i) {
      final double den = Math.abs(polyData.getValues()[i]) < small ? eps : polyData.getValues()[i] * eps;
      final double up = FUNC.evaluate(polyData.getPiecewisePolynomialResultUp()[i], value).getData()[0];
      final double dw = FUNC.evaluate(polyData.getPiecewisePolynomialResultDw()[i], value).getData()[0];
      res[i] = 0.5 * (up - dw) / den;
    }
    return res;
  }
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    return res;
  }

  @Override
  public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }
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    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, false), this._baseMethod);
  }

  @Override
  public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
    return new Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), this._baseMethod);
  }
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Related Classes of com.opengamma.analytics.math.interpolation.data.Interpolator1DPiecewisePoynomialWithExtraKnotsDataBundle

  • com.opengamma.analytics.math.interpolation.MonotoneConvexSplineInterpolator1D
  • com.opengamma.analytics.math.interpolation.ShapePreservingCubicSplineInterpolator1D
  • org.apache.commons.lang.NotImplementedException
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