- java.lang.Object
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- net.finmath.interpolation.RationalFunctionInterpolation
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- All Implemented Interfaces:
Serializable
,DoubleUnaryOperator
public class RationalFunctionInterpolation extends Object implements DoubleUnaryOperator, Serializable
This class provides methodologies to interpolate given sample points by rational functions, that is, given interpolation points (xi,yi) the class provides a continuous function y = f(x) where- f(xi) = yi and
- for xi < x < xi+1 the function is a fraction of two polynomes f(x) = (sum aj xj) / (sum bk xk).
- Version:
- 1.3
- Author:
- Christian Fries
- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
RationalFunctionInterpolation.ExtrapolationMethod
static class
RationalFunctionInterpolation.InterpolationMethod
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Constructor Summary
Constructors Constructor Description RationalFunctionInterpolation(double[] points, double[] values)
Generate a rational function interpolation from a given set of points.RationalFunctionInterpolation(double[] points, double[] values, RationalFunctionInterpolation.InterpolationMethod interpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod)
Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description double
applyAsDouble(double operand)
RationalFunctionInterpolation.InterpolationMethod
getInterpolationMethod()
Returns the interpolation method used.double
getValue(double x)
Get an interpolated value for a given argument x.static void
main(String[] args)
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface java.util.function.DoubleUnaryOperator
andThen, compose
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Constructor Detail
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RationalFunctionInterpolation
public RationalFunctionInterpolation(double[] points, double[] values)
Generate a rational function interpolation from a given set of points.- Parameters:
points
- The array of the xi sample points of a function y=f(x).values
- The corresponding array of the yi sample values to the sample points xi.
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RationalFunctionInterpolation
public RationalFunctionInterpolation(double[] points, double[] values, RationalFunctionInterpolation.InterpolationMethod interpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod)
Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.- Parameters:
points
- The array of the xi sample points of a function y=f(x).values
- The corresponding array of the yi sample values to the sample points xi.interpolationMethod
- The interpolation method to be used.extrapolationMethod
- The extrapolation method to be used.
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Method Detail
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getInterpolationMethod
public RationalFunctionInterpolation.InterpolationMethod getInterpolationMethod()
Returns the interpolation method used.- Returns:
- Returns the interpolationMethod.
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getValue
public double getValue(double x)
Get an interpolated value for a given argument x.- Parameters:
x
- The abscissa at which the interpolation should be performed.- Returns:
- The interpolated value (ordinate).
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main
public static void main(String[] args)
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applyAsDouble
public double applyAsDouble(double operand)
- Specified by:
applyAsDouble
in interfaceDoubleUnaryOperator
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