Package com.opengamma.strata.math.impl.interpolation

Class PiecewisePolynomialInterpolator2D

java.lang.Object

com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialInterpolator2D

Direct Known Subclasses:

BicubicSplineInterpolator

public abstract class PiecewisePolynomialInterpolator2D
extends Object

Abstract class for interpolations based on 2d piecewise polynomial functions .

Constructor Summary

Constructors

Constructor	Description
PiecewisePolynomialInterpolator2D()

Method Summary

Modifier and Type	Method	Description
protected double	getValue(DoubleMatrix coefMat, double x0, double x1, double leftKnot0, double leftKnot1)
abstract PiecewisePolynomialResult2D	interpolate(double[] x0Values, double[] x1Values, double[][] yValues)	Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.
DoubleMatrix	interpolate(double[] x0Values, double[] x1Values, double[][] yValues, double[] x0Keys, double[] x1Keys)
double	interpolate(double[] x0Values, double[] x1Values, double[][] yValues, double x0Key, double x1Key)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PiecewisePolynomialInterpolator2D

public PiecewisePolynomialInterpolator2D()

Method Detail

interpolate

public abstract PiecewisePolynomialResult2D interpolate(double[] x0Values,
                                                        double[] x1Values,
                                                        double[][] yValues)

Given a set of data points (x0Values_i, x1Values_j, yValues_{ij}), 2d spline interpolation is returned such that f(x0Values_i, x1Values_j) = yValues_{ij}.

Parameters:

x0Values - the values

x1Values - the values

yValues - the values

Returns:

PiecewisePolynomialResult2D containing positions of knots in x0 direction, positions of knots in x1 direction, coefficients of interpolant, number of intervals in x0 direction, number of intervals in x1 direction, order of polynomial function

interpolate

public DoubleMatrix interpolate(double[] x0Values,
                                double[] x1Values,
                                double[][] yValues,
                                double[] x0Keys,
                                double[] x1Keys)

Parameters:

x0Values - the values

x1Values - the values

yValues - the values

x0Keys - the keys

x1Keys - the keys

Returns:

Values of 2D interpolant at (x0Key_i, x1Keys_j)

interpolate

public double interpolate(double[] x0Values,
                          double[] x1Values,
                          double[][] yValues,
                          double x0Key,
                          double x1Key)

Parameters:

x0Values - the values

x1Values - the values

yValues - the values

x0Key - the key

x1Key - the key

Returns:

Value of 2D interpolant at (x0Key, x1Key)

getValue

protected double getValue(DoubleMatrix coefMat,
                          double x0,
                          double x1,
                          double leftKnot0,
                          double leftKnot1)

Parameters:

coefMat - the coefMat

x0 - the x0

x1 - the x1

leftKnot0 - the leftKnot0

leftKnot1 - the leftKnot1

Returns:

sum_{i=0}^{order0-1} sum_{j=0}^{order1-1} coefMat_{ij} (x0-leftKnots0)^{order0-1-i} (x1-leftKnots1)^{order0-1-j}