Examples of PiecewisePolynomialResult

com.opengamma.analytics.math.interpolation.PiecewisePolynomialResult
Result of interpolation by piecewise polynomial containing _knots: Positions of knots _coefMatrix: Coefficient matrix whose i-th row vector is { a_n, a_{n-1}, ...} for the i-th interval, where a_n, a_{n-1},... are coefficients of f(x) = a_n (x-x_i)^n + a_{n-1} (x-x_i)^{n-1} + .... In multidimensional cases, coefficients for the i-th interval of the j-th spline is in (j*(i-1) + i) -th row vector. _nIntervals: Number of intervals, which should be (Number of knots) - 1 _order: Number of coefficients in polynomial, which is equal to (polynomial degree) + 1 _dim: Number of splines

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

        new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } });
    double[][] xKeys = new double[][] { {Double.NaN, 1, 2, 2.5 }, {1.5, 7. / 3., 29. / 7., 5. } };
    final int dim = 1;
    final int nCoefs = 4;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.integrate(pp, 1., xKeys[0][0]);
  }

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

        new double[][] { {1., -3., 3., -1 }, {1., 0., 0., 0. }, {1., 3., 3., 1. } });
    double[] xKeys = new double[] {1.5, 7. / 3., 29. / 7., Double.NaN };
    final int dim = 1;
    final int nCoefs = 4;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.integrate(pp, 1., xKeys);
  }

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

        new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 4;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.integrate(pp, 1., xKeys[0]);
  }

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

        new double[][] { {1., -3., 3., -1 }, {0., 5., -20., 20 }, {1., 0., 0., 0. }, {0., 5., -10., 5 }, {1., 3., 3., 1. }, {0., 5., 0., 0. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 4;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.integrate(pp, 1., xKeys);
  }

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

        new double[][] { {-1 }, {20 }, {0. }, {5 }, {1. }, {0. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 1;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.differentiate(pp, xKeys[0]);
  }

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

        new double[][] { {-1 }, {20 }, {0. }, {5 }, {1. }, {0. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 1;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.differentiate(pp, xKeys);
  }

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

        new double[][] { {1., -3. }, {0., 5. }, {1., 0. }, {0., 5. }, {1., 3. }, {0., 5. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 2;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.differentiateTwice(pp, xKeys[0]);
  }

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

        new double[][] { {1., -3. }, {0., 5. }, {1., 0. }, {0., 5. }, {1., 3. }, {0., 5. } });
    double[] xKeys = new double[] {-2, 1, 2, 2.5 };
    final int dim = 2;
    final int nCoefs = 2;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    function.differentiateTwice(pp, xKeys);
  }

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

    final int dim = 2;
    final int nCoefs = 4;
    final int keyLength = xKeys[0].length;
    final int keyDim = xKeys.length;


    PiecewisePolynomialResult pp = new PiecewisePolynomialResult(new DoubleMatrix1D(xValues), coefsMatrix, nCoefs, dim);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    final DoubleMatrix2D[] valuesResMat = function.evaluate(pp, xKeys);
    for (int i = 0; i < dim; ++i) {
      for (int k = 0; k < keyDim; ++k) {

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

        integrateExp[i][j] = 0.5 * (xKeys[j] * xKeys[j] - initials[i] * initials[i]);
      }
    }
    final double[] differentiateExp = new double[] {1., 1., 1., 1. };


    PiecewisePolynomialResult result = new PiecewisePolynomialResult(new DoubleMatrix1D(knots), coefsMatrix, 3, 1);
    PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();


    final double[] values = function.evaluate(result, xKeys).getData()[0];
    final double[] differentiate = function.differentiate(result, xKeys).getData()[0];
    final double[][] integrate = new double[nInit][nKeys];

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