/// <summary>
/// Finds the node sensitivity.
/// </summary>
/// <param name="pp"> the <seealso cref="PiecewisePolynomialResultsWithSensitivity"/> </param>
/// <param name="xKey"> the key </param>
/// <returns> Node sensitivity value at x=xKey </returns>
public virtual DoubleArray nodeSensitivity(PiecewisePolynomialResultsWithSensitivity pp, double xKey)
{
ArgChecker.notNull(pp, "null pp");
ArgChecker.isFalse(double.IsNaN(xKey), "xKey containing NaN");
ArgChecker.isFalse(double.IsInfinity(xKey), "xKey containing Infinity");
if (pp.Dimensions > 1)
{
throw new System.NotSupportedException();
}
DoubleArray knots = pp.Knots;
int nKnots = knots.size();
int interval = FunctionUtils.getLowerBoundIndex(knots, xKey);
if (interval == nKnots - 1)
{
interval--; // there is 1 less interval that knots
}
double s = xKey - knots.get(interval);
DoubleMatrix a = pp.getCoefficientSensitivity(interval);
int nCoefs = a.rowCount();
DoubleArray res = a.row(0);
for (int i = 1; i < nCoefs; i++)
{
res = (DoubleArray)MA.scale(res, s);
res = (DoubleArray)MA.add(res, a.row(i));
}
return(res);
}
public virtual DoubleMatrix getUpdatedMatrix(System.Func <DoubleArray, DoubleMatrix> g, DoubleArray x, DoubleArray deltaX, DoubleArray deltaY, DoubleMatrix matrix)
{
ArgChecker.notNull(deltaX, "deltaX");
ArgChecker.notNull(deltaY, "deltaY");
ArgChecker.notNull(matrix, "matrix");
DoubleArray v1 = (DoubleArray)_algebra.multiply(deltaX, matrix);
double length = _algebra.getInnerProduct(v1, deltaY);
if (length == 0)
{
return(matrix);
}
v1 = (DoubleArray)_algebra.scale(v1, 1.0 / length);
DoubleArray v2 = (DoubleArray)_algebra.subtract(deltaX, _algebra.multiply(matrix, deltaY));
DoubleMatrix m = _algebra.getOuterProduct(v2, v1);
return((DoubleMatrix)_algebra.add(matrix, m));
}
