Module net.finmath.lib

Package net.finmath.integration

Class PiecewiseContantDoubleUnaryOperator

java.lang.Object

net.finmath.integration.PiecewiseContantDoubleUnaryOperator

All Implemented Interfaces:

DoubleUnaryOperator, Function<Double,Double>

public class PiecewiseContantDoubleUnaryOperator
extends Object
implements DoubleUnaryOperator, Function<Double,Double>

A piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \) with exact calculation of the integral \( \int_{a}^{b} f(x) dx \) for given bounds \( a, b \). The summation uses Kahan error correction. For convenience the class can act as DoubleUnaryOperator specialization and as Function.

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
PiecewiseContantDoubleUnaryOperator(double[] intervalRightPoints, double[] values)	Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).
PiecewiseContantDoubleUnaryOperator(List<Double> intervalRightPoints, List<Double> values)	Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).

Method Summary

Modifier and Type	Method	Description
Double	apply(Double value)	Get the value of this function \( f \) at the given argument.
double	applyAsDouble(double operand)	Get the value of this unary operator \( f \) at the given argument.
double	getIntegral(double lowerBound, double upperBound)	Get the integral \( \int_{a}^{b} f(x) dx \) of this function \( f \) for given bounds \( a, b \).
double	getIntegral(double lowerBound, double upperBound, DoubleUnaryOperator operator)	Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).
double	getIntegral(double lowerBound, double upperBound, Function<Double,Double> operator)	Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).

Methods inherited from class java.lang.Object

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

Methods inherited from interface java.util.function.DoubleUnaryOperator

andThen, compose

Methods inherited from interface java.util.function.Function

andThen, compose

Constructor Detail

PiecewiseContantDoubleUnaryOperator

public PiecewiseContantDoubleUnaryOperator(double[] intervalRightPoints,
                                           double[] values)

Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).

Parameters:

intervalRightPoints - Array of length \( n \) with the right hand points \( x_{i} \) of the intervals \( (x_{i-1},x_{i}] \) on which we have values.

values - Array of length \( n+1 \) with the values \( f_{i} \) on the intervals \( (x_{i-1},x_{i}] \) where:

• the first value \( f_{0} \) in this array corresponds to the value on \( (-\infty,x_{0}] \)
• the last value \( f_{n} \) in this array corresponds to the value on \( (x_{n-1},\infty) \)

PiecewiseContantDoubleUnaryOperator

public PiecewiseContantDoubleUnaryOperator(List<Double> intervalRightPoints,
                                           List<Double> values)

Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).

Parameters:

intervalRightPoints - List of length \( n \) with the right hand points \( x_{i} \) of the intervals \( (x_{i-1},x_{i}] \) on which we have values.

values - List of length \( n+1 \) with the values \( f_{i} \) on the intervals \( (x_{i-1},x_{i}] \) where:

• the first value \( f_{0} \) in this array corresponds to the value on \( (-\infty,x_{0}] \)
• the last value \( f_{n} \) in this array corresponds to the value on \( (x_{n-1},\infty) \)

Method Detail

getIntegral

public double getIntegral(double lowerBound,
                          double upperBound,
                          DoubleUnaryOperator operator)

Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).

Parameters:

lowerBound - The lower bound a.

upperBound - The upper bound b.

operator - The given function g.

Returns:

The integral \( \int_{a}^{b} g(f(x)) dx \).

getIntegral

public double getIntegral(double lowerBound,
                          double upperBound,
                          Function<Double,Double> operator)

Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).

Parameters:

lowerBound - The lower bound a.

upperBound - The upper bound b.

operator - The given function g.

Returns:

The integral \( \int_{a}^{b} g(f(x)) dx \).

getIntegral

public double getIntegral(double lowerBound,
                          double upperBound)

Get the integral \( \int_{a}^{b} f(x) dx \) of this function \( f \) for given bounds \( a, b \).

Parameters:

lowerBound - The lower bound a.

upperBound - The upper bound b.

Returns:

The integral \( \int_{a}^{b} f(x) dx \).

applyAsDouble

public double applyAsDouble(double operand)

Get the value of this unary operator \( f \) at the given argument.

Specified by:

applyAsDouble in interface DoubleUnaryOperator

Parameters:

operand - The given argument.

Returns:

The value \( f(x) \).

apply

public Double apply(Double value)

Get the value of this function \( f \) at the given argument.

Specified by:

apply in interface Function<Double,Double>

Parameters:

value - The given argument.

Returns:

The value \( f(x) \).