//-------------------------------------------------------------------------
public virtual void test_interpolation()
{
GridSurfaceInterpolator test = GridSurfaceInterpolator.of(LINEAR, FLAT, FLAT, LINEAR, FLAT, FLAT);
BoundSurfaceInterpolator bci = test.bind(X_DATA, Y_DATA, Z_DATA);
for (int i = 0; i < X_DATA.size(); i++)
{
assertEquals(bci.interpolate(X_DATA.get(i), Y_DATA.get(i)), Z_DATA.get(i), TOL);
}
for (int i = 0; i < X_TEST.size(); i++)
{
assertEquals(bci.interpolate(X_TEST.get(i), Y_TEST.get(i)), Z_TEST.get(i), TOL);
}
}
// constructor that sorts (artificial boolean flag)
private InterpolatedNodalSurface(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator, bool sort)
{
validateInputs(metadata, xValues, yValues, zValues, interpolator);
// sort inputs
IDictionary <DoublesPair, ObjDoublePair <ParameterMetadata> > sorted = new SortedDictionary <DoublesPair, ObjDoublePair <ParameterMetadata> >();
for (int i = 0; i < xValues.size(); i++)
{
ParameterMetadata pm = metadata.getParameterMetadata(i);
sorted[DoublesPair.of(xValues.get(i), yValues.get(i))] = ObjDoublePair.of(pm, zValues.get(i));
}
double[] sortedX = new double[sorted.Count];
double[] sortedY = new double[sorted.Count];
double[] sortedZ = new double[sorted.Count];
ParameterMetadata[] sortedPm = new ParameterMetadata[sorted.Count];
int pos = 0;
foreach (KeyValuePair <DoublesPair, ObjDoublePair <ParameterMetadata> > entry in sorted.SetOfKeyValuePairs())
{
sortedX[pos] = entry.Key.First;
sortedY[pos] = entry.Key.Second;
sortedZ[pos] = entry.Value.Second;
sortedPm[pos] = entry.Value.First;
pos++;
}
// assign
SurfaceMetadata sortedMetadata = metadata.withParameterMetadata(Arrays.asList(sortedPm));
this.metadata = sortedMetadata;
this.xValues = DoubleArray.ofUnsafe(sortedX);
this.yValues = DoubleArray.ofUnsafe(sortedY);
this.zValues = DoubleArray.ofUnsafe(sortedZ);
IDictionary <DoublesPair, double> pairs = new Dictionary <DoublesPair, double>();
for (int i = 0; i < xValues.size(); i++)
{
pairs[DoublesPair.of(xValues.get(i), yValues.get(i))] = zValues.get(i);
}
this.interpolator = interpolator;
this.boundInterpolator = interpolator.bind(this.xValues, this.yValues, this.zValues);
this.parameterMetadata = IntStream.range(0, ParameterCount).mapToObj(i => sortedMetadata.getParameterMetadata(i)).collect(toImmutableList());
}
//-------------------------------------------------------------------------
// restricted constructor
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableConstructor private InterpolatedNodalSurface(SurfaceMetadata metadata, com.opengamma.strata.collect.array.DoubleArray xValues, com.opengamma.strata.collect.array.DoubleArray yValues, com.opengamma.strata.collect.array.DoubleArray zValues, com.opengamma.strata.market.surface.interpolator.SurfaceInterpolator interpolator)
private InterpolatedNodalSurface(SurfaceMetadata metadata, DoubleArray xValues, DoubleArray yValues, DoubleArray zValues, SurfaceInterpolator interpolator)
{
validateInputs(metadata, xValues, yValues, zValues, interpolator);
for (int i = 1; i < xValues.size(); i++)
{
if (xValues.get(i) < xValues.get(i - 1))
{
throw new System.ArgumentException("Array of x-values must be sorted");
}
if (xValues.get(i) == xValues.get(i - 1) && yValues.get(i) <= yValues.get(i - 1))
{
throw new System.ArgumentException("Array of y-values must be sorted and unique within x-values");
}
}
this.metadata = metadata;
this.xValues = xValues;
this.yValues = yValues;
this.zValues = zValues;
this.interpolator = interpolator;
this.boundInterpolator = interpolator.bind(xValues, yValues, zValues);
this.parameterMetadata = IntStream.range(0, ParameterCount).mapToObj(i => metadata.getParameterMetadata(i)).collect(toImmutableList());
}
