Class PiecewisePolynomialResult2D
- java.lang.Object
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- com.opengamma.strata.math.impl.interpolation.PiecewisePolynomialResult2D
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public class PiecewisePolynomialResult2D extends Object
Result of 2D interpolation.Result 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 DoubleMatrix containing coefficients for the square, _knots0_i < x0 < _knots0_{i+1}, _knots1_j < x1 < _knots1_{j+1}, Each DoubleMatrix 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
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Constructor Summary
Constructors Constructor Description PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order)
Creates an instance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description DoubleMatrix[][]
getCoefs()
Access _coefMatrix.DoubleArray
getKnots0()
Access _knots0.DoubleArray
getKnots1()
Access _knots1.ArrayList<DoubleArray>
getKnots2D()
Access _knots0 and _knots1.int[]
getNumberOfIntervals()
Access _nIntervals.int[]
getOrder()
Access _order.
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Constructor Detail
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PiecewisePolynomialResult2D
public PiecewisePolynomialResult2D(DoubleArray knots0, DoubleArray knots1, DoubleMatrix[][] coefMatrix, int[] order)
Creates an instance.- Parameters:
knots0
- The knots in the x0 directionknots1
- The knots in the x1 directioncoefMatrix
- The coefficient matrixorder
- The order of the polynomial
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Method Detail
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getKnots2D
public ArrayList<DoubleArray> getKnots2D()
Access _knots0 and _knots1.- Returns:
- _knots0 and _knots1 contained in a ArrayList
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getKnots0
public DoubleArray getKnots0()
Access _knots0.- Returns:
- _knots0
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getKnots1
public DoubleArray getKnots1()
Access _knots1.- Returns:
- knots1
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getCoefs
public DoubleMatrix[][] getCoefs()
Access _coefMatrix.- Returns:
- _coefMatrix
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getNumberOfIntervals
public int[] getNumberOfIntervals()
Access _nIntervals.- Returns:
- _nIntervals
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getOrder
public int[] getOrder()
Access _order.- Returns:
- _order
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