///
public virtual void localMonotonicityClampedTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {-2.0, 3.0, 4.0, 8.0, 9.1, 10.0 };
double[] xValues = new double[] { -2.0, 3.0, 4.0, 8.0, 9.1, 10.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {0.0, 10.0, 9.5, 2.0, 1.1, -2.2, -2.6, 0.0 };
double[] yValues = new double[] { 0.0, 10.0, 9.5, 2.0, 1.1, -2.2, -2.6, 0.0 };
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.Dimensions, result.Dimensions);
assertEquals(resultPos.NumberOfIntervals, result.NumberOfIntervals);
assertEquals(resultPos.Order, result.Order);
const int nKeys = 121;
double key0 = -2.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = -2.0 + 12.0 / (nKeys - 1) * i;
double key = -2.0 + 12.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(0) - function.evaluate(resultPos, key0).get(0) <= 0.0);
key0 = -2.0 + 11.0 / (nKeys - 1) * i;
}
}
/// <summary>
/// PiecewiseCubicHermiteSplineInterpolator is not modified for positive data
/// </summary>
public virtual void noModificationTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] yValues = new double[][] { {0.1, 1.0, 1.0, 20.0, 5.0 }, {1.0, 2.0, 3.0, 0.0, 0.0 } };
double[][] yValues = new double[][]
{
new double[] { 0.1, 1.0, 1.0, 20.0, 5.0 },
new double[] { 1.0, 2.0, 3.0, 0.0, 0.0 }
};
PiecewisePolynomialInterpolator interp = new PiecewiseCubicHermiteSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.Dimensions, result.Dimensions);
assertEquals(resultPos.NumberOfIntervals, result.NumberOfIntervals);
assertEquals(resultPos.Order, result.Order);
for (int i = 1; i < xValues.Length - 1; ++i)
{
for (int j = 0; j < 4; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = result.getCoefMatrix().get(i, j) == 0.0 ? 1.0 : Math.abs(result.getCoefMatrix().get(i, j));
double @ref = result.CoefMatrix.get(i, j) == 0.0 ? 1.0 : Math.Abs(result.CoefMatrix.get(i, j));
assertEquals(resultPos.CoefMatrix.get(i, j), result.CoefMatrix.get(i, j), @ref * EPS);
}
}
}
public override bool Equals(object obj)
{
if (this == obj)
{
return(true);
}
if (obj == null)
{
return(false);
}
if (!(obj is PiecewisePolynomialResult))
{
return(false);
}
PiecewisePolynomialResult other = (PiecewisePolynomialResult)obj;
if (!_coefMatrix.Equals(other._coefMatrix))
{
return(false);
}
if (_dim != other._dim)
{
return(false);
}
if (!_knots.Equals(other._knots))
{
return(false);
}
if (_order != other._order)
{
return(false);
}
return(true);
}
/// <summary>
/// Test linear extrapolation without clamped points
/// </summary>
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void linearExtrapolationNoClampedTest()
public virtual void linearExtrapolationNoClampedTest()
{
double[] xValues = new double[] { -5.0, -1.4, 3.2, 3.5, 7.6 };
double[] yValues = new double[] { -2.2, 1.1, 1.9, 2.3, -0.1 };
int nData = xValues.Length;
int nKeys = 20;
double interval = (3.0 * xValues[nData - 1] - xValues[nData - 1]) / (nKeys - 1);
double[] keys = new double[nKeys];
int n = INTERP.Length;
for (int i = 0; i < n; ++i)
{
ProductPiecewisePolynomialInterpolator interp = new ProductPiecewisePolynomialInterpolator(INTERP[i]);
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
for (int j = 0; j < nKeys; ++j)
{
keys[j] = xValues[nData - 1] + j * interval;
}
double[] values = FUNC.evaluate(result, keys).row(0).toArray();
for (int j = 2; j < nKeys; ++j)
{
InterpolatorTestUtil.assertRelative("linearExtrapolationTest", values[j - 1] - values[j - 2], values[j - 1] - values[j - 2], EPS);
}
}
n = INTERP_SENSE.Length;
for (int i = 0; i < n; ++i)
{
ProductPiecewisePolynomialInterpolator interp = new ProductPiecewisePolynomialInterpolator(INTERP_SENSE[i]);
PiecewisePolynomialResultsWithSensitivity result = interp.interpolateWithSensitivity(xValues, yValues);
for (int j = 0; j < nKeys; ++j)
{
keys[j] = xValues[nData - 1] + j * interval;
}
double[] values = FUNC.evaluate(result, keys).row(0).toArray();
for (int j = 2; j < nKeys; ++j)
{
InterpolatorTestUtil.assertRelative("linearExtrapolationTest", values[j - 1] - values[j - 2], values[j - 1] - values[j - 2], EPS);
}
DoubleArray[] sense = FUNC.nodeSensitivity(result, keys);
for (int k = 0; k < nData; ++k)
{
double[] yValuesUp = Arrays.copyOf(yValues, nData);
double[] yValuesDw = Arrays.copyOf(yValues, nData);
yValuesUp[k] += DELTA / xValues[k];
yValuesDw[k] -= DELTA / xValues[k];
PiecewisePolynomialResultsWithSensitivity resultUp = interp.interpolateWithSensitivity(xValues, yValuesUp);
PiecewisePolynomialResultsWithSensitivity resultDw = interp.interpolateWithSensitivity(xValues, yValuesDw);
double[] tmpUp = FUNC.evaluate(resultUp, keys).rowArray(0);
double[] tmpDw = FUNC.evaluate(resultDw, keys).rowArray(0);
for (int l = 0; l < nKeys; ++l)
{
double res = 0.5 * (tmpUp[l] - tmpDw[l]) / DELTA; // lk
InterpolatorTestUtil.assertRelative("linearExtrapolationTest", sense[l].get(k), res, DELTA);
}
}
}
}
/// <summary>
/// Interpolate.
/// </summary>
/// <param name="xValues"> X values of data </param>
/// <param name="yValues"> Y values of data </param>
/// <param name="xKeys"> the keys </param>
/// <returns> Values of the underlying cubic spline function at the values of x </returns>
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: public com.opengamma.strata.collect.array.DoubleArray interpolate(final double[] xValues, final double[] yValues, final double[] xKeys)
public virtual DoubleArray interpolate(double[] xValues, double[] yValues, double[] xKeys)
{
ArgChecker.notNull(xKeys, "xKeys");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int keyLength = xKeys.length;
int keyLength = xKeys.Length;
for (int i = 0; i < keyLength; ++i)
{
ArgChecker.isFalse(double.IsNaN(xKeys[i]), "xKeys containing NaN");
ArgChecker.isFalse(double.IsInfinity(xKeys[i]), "xKeys containing Infinity");
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult result = this.interpolate(xValues, yValues);
PiecewisePolynomialResult result = this.interpolate(xValues, yValues);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray knots = result.getKnots();
DoubleArray knots = result.Knots;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nKnots = knots.size();
int nKnots = knots.size();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix coefMatrix = result.getCoefMatrix();
DoubleMatrix coefMatrix = result.CoefMatrix;
double[] res = new double[keyLength];
for (int j = 0; j < keyLength; ++j)
{
int indicator = 0;
if (xKeys[j] < knots.get(1))
{
indicator = 0;
}
else
{
for (int i = 1; i < nKnots - 1; ++i)
{
if (knots.get(i) <= xKeys[j])
{
indicator = i;
}
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray coefs = coefMatrix.row(indicator);
DoubleArray coefs = coefMatrix.row(indicator);
res[j] = getValue(coefs, xKeys[j], knots.get(indicator));
ArgChecker.isFalse(double.IsInfinity(res[j]), "Too large input");
ArgChecker.isFalse(double.IsNaN(res[j]), "Too large input");
}
return(DoubleArray.copyOf(res));
}
public virtual void testInterpolate()
{
foreach (PiecewisePolynomialInterpolator baseInterp in BASE_INTERP)
{
ClampedPiecewisePolynomialInterpolator interp = new ClampedPiecewisePolynomialInterpolator(baseInterp, X_CLAMPED, Y_CLAMPED);
PiecewisePolynomialResult computed = interp.interpolate(X_VALUES, Y_VALUES);
PiecewisePolynomialResult expected = baseInterp.interpolate(X_VALUES_TOTAL, Y_VALUES_TOTAL);
assertEquals(computed, expected);
assertEquals(interp.PrimaryMethod, baseInterp);
}
}
///
public virtual void recov4ptsMultiTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] yValues = new double[][] { {6.0, 25.0 / 6.0, 10.0 / 3.0, 4.0 }, {6.0, 1.0, 0.0, 0.0 } };
double[][] yValues = new double[][]
{
new double[] { 6.0, 25.0 / 6.0, 10.0 / 3.0, 4.0 },
new double[] { 6.0, 1.0, 0.0, 0.0 }
};
const int nIntervalsExp = 3;
const int orderExp = 4;
const int dimExp = 2;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefsMatExp = new double[][] { {1.0 / 6.0, 0.0, -2.0, 6.0 }, {1.0, 0.0, -6.0, 6.0 }, {1.0 / 6.0, 1.0 / 2.0, -3.0 / 2.0, 25.0 / 6.0 }, {-1.0, 3.0, -3.0, 1.0 }, {-1.0 / 3.0, 1.0, 0.0, 10.0 / 3.0 }, {0.0, 0.0, 0.0, 0 } };
double[][] coefsMatExp = new double[][]
{
new double[] { 1.0 / 6.0, 0.0, -2.0, 6.0 },
new double[] { 1.0, 0.0, -6.0, 6.0 },
new double[] { 1.0 / 6.0, 1.0 / 2.0, -3.0 / 2.0, 25.0 / 6.0 },
new double[] { -1.0, 3.0, -3.0, 1.0 },
new double[] { -1.0 / 3.0, 1.0, 0.0, 10.0 / 3.0 },
new double[] { 0.0, 0.0, 0.0, 0 }
};
NaturalSplineInterpolator interpMatrix = new NaturalSplineInterpolator();
PiecewisePolynomialResult result = interpMatrix.interpolate(xValues, yValues);
assertEquals(result.Dimensions, dimExp);
assertEquals(result.NumberOfIntervals, nIntervalsExp);
assertEquals(result.Dimensions, dimExp);
for (int i = 0; i < nIntervalsExp * dimExp; ++i)
{
for (int j = 0; j < orderExp; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = coefsMatExp[i][j] == 0.0 ? 1.0 : Math.abs(coefsMatExp[i][j]);
double @ref = coefsMatExp[i][j] == 0.0 ? 1.0 : Math.Abs(coefsMatExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatExp[i][j], @ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j)
{
assertEquals(result.Knots.get(j), xValues[j]);
}
}
///
public virtual void flipTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {3.0, 0.1, 0.01, 0.01, 0.1, 3.0 };
double[] yValues = new double[] { 3.0, 0.1, 0.01, 0.01, 0.1, 3.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValuesFlip = new double[] {6.0, 2.0, 3.0, 5.0, 4.0, 1.0 };
double[] xValuesFlip = new double[] { 6.0, 2.0, 3.0, 5.0, 4.0, 1.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValuesFlip = new double[] {3.0, 0.1, 0.01, 0.1, 0.01, 3.0 };
double[] yValuesFlip = new double[] { 3.0, 0.1, 0.01, 0.1, 0.01, 3.0 };
PiecewisePolynomialInterpolator interp = new NaturalSplineInterpolator();
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
PiecewisePolynomialResult resultPosFlip = interpPos.interpolate(xValuesFlip, yValuesFlip);
assertEquals(resultPos.Dimensions, resultPosFlip.Dimensions);
assertEquals(resultPos.NumberOfIntervals, resultPosFlip.NumberOfIntervals);
assertEquals(resultPos.Order, resultPosFlip.Order);
const int nPts = 101;
for (int i = 0; i < 101; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 5.0 / (nPts - 1) * i;
double key = 1.0 + 5.0 / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(0) >= 0.0);
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nData = xValues.length;
int nData = xValues.Length;
for (int i = 0; i < nData - 1; ++i)
{
for (int k = 0; k < 4; ++k)
{
assertEquals(resultPos.CoefMatrix.get(i, k), resultPosFlip.CoefMatrix.get(i, k));
}
}
}
///
public virtual void positivityClampedMultiTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] yValues = new double[][] { {0.0, 0.1, 1.0, 1.0, 20.0, 5.0, 0.0 }, {-10.0, 0.1, 1.0, 1.0, 20.0, 5.0, 0.0 } };
double[][] yValues = new double[][]
{
new double[] { 0.0, 0.1, 1.0, 1.0, 20.0, 5.0, 0.0 },
new double[] { -10.0, 0.1, 1.0, 1.0, 20.0, 5.0, 0.0 }
};
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new NonnegativityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.Dimensions, result.Dimensions);
assertEquals(resultPos.NumberOfIntervals, result.NumberOfIntervals);
assertEquals(resultPos.Order, result.Order);
const int nPts = 101;
for (int i = 0; i < 101; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 4.0 / (nPts - 1) * i;
double key = 1.0 + 4.0 / (nPts - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(0) >= 0.0);
}
int dim = yValues.Length;
int nData = xValues.Length;
for (int j = 0; j < dim; ++j)
{
for (int i = 1; i < nData - 2; ++i)
{
DoubleMatrix coefMatrix = resultPos.CoefMatrix;
double tau = Math.Sign(coefMatrix.get(dim * i + j, 3));
assertTrue(coefMatrix.get(dim * i + j, 2) * tau >= -3.0 * yValues[j][i + 1] * tau / (xValues[i + 1] - xValues[i]));
assertTrue(coefMatrix.get(dim * i + j, 2) * tau <= 3.0 * yValues[j][i + 1] * tau / (xValues[i] - xValues[i - 1]));
}
}
}
/// <summary>
/// Interpolate.
/// </summary>
/// <param name="xValues"> X values of data </param>
/// <param name="yValues"> Y values of data </param>
/// <param name="xKey"> the key </param>
/// <returns> value of the underlying cubic spline function at the value of x </returns>
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: public double interpolate(final double[] xValues, final double[] yValues, final double xKey)
public virtual double interpolate(double[] xValues, double[] yValues, double xKey)
{
ArgChecker.isFalse(double.IsNaN(xKey), "xKey containing NaN");
ArgChecker.isFalse(double.IsInfinity(xKey), "xKey containing Infinity");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult result = this.interpolate(xValues, yValues);
PiecewisePolynomialResult result = this.interpolate(xValues, yValues);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray knots = result.getKnots();
DoubleArray knots = result.Knots;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nKnots = knots.size();
int nKnots = knots.size();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix coefMatrix = result.getCoefMatrix();
DoubleMatrix coefMatrix = result.CoefMatrix;
double res = 0.0;
int indicator = 0;
if (xKey < knots.get(1))
{
indicator = 0;
}
else
{
for (int i = 1; i < nKnots - 1; ++i)
{
if (knots.get(i) <= xKey)
{
indicator = i;
}
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray coefs = coefMatrix.row(indicator);
DoubleArray coefs = coefMatrix.row(indicator);
res = getValue(coefs, xKey, knots.get(indicator));
ArgChecker.isFalse(double.IsInfinity(res), "Too large input");
ArgChecker.isFalse(double.IsNaN(res), "Too large input");
return(res);
}
/// <summary>
/// Sample data
/// </summary>
public virtual void sampleDataTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {0.0, 10.0, 30.0, 50.0, 70.0, 90.0, 100.0 };
double[] xValues = new double[] { 0.0, 10.0, 30.0, 50.0, 70.0, 90.0, 100.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {30.0, 130.0, 150.0, 150.0, 170.0, 220.0, 320.0 };
double[] yValues = new double[] { 30.0, 130.0, 150.0, 150.0, 170.0, 220.0, 320.0 };
PiecewisePolynomialInterpolator interp = new ConstrainedCubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefsMatPartExp = new double[][] { {-9.0 / 220.0, 0.0, 155.0 / 11.0, 30.0 }, {-1.0 / 2200.0, -7.0 / 220.0, 20.0 / 11.0, 130.0 }, {0.0, 0.0, 0.0, 150.0 } };
double[][] coefsMatPartExp = new double[][]
{
new double[] { -9.0 / 220.0, 0.0, 155.0 / 11.0, 30.0 },
new double[] { -1.0 / 2200.0, -7.0 / 220.0, 20.0 / 11.0, 130.0 },
new double[] { 0.0, 0.0, 0.0, 150.0 }
};
for (int i = 0; i < 3; ++i)
{
for (int j = 0; j < 4; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = Math.abs(coefsMatPartExp[i][j]) == 0.0 ? 1.0 : Math.abs(coefsMatPartExp[i][j]);
double @ref = Math.Abs(coefsMatPartExp[i][j]) == 0.0 ? 1.0 : Math.Abs(coefsMatPartExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatPartExp[i][j], @ref * EPS);
}
}
int nKeys = 101;
double key0 = 0.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 0.0 + 100.0 / (nKeys - 1) * i;
double key = 0.0 + 100.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(result, key).get(0) - function.evaluate(result, key0).get(0) >= -EPS);
key0 = 0.0 + 100.0 / (nKeys - 1) * i;
}
}
/// <summary>
/// Left extrapolation by linear function unless extra node is added on the left
/// </summary>
private PiecewisePolynomialResult extrapolateByLinearFunction(PiecewisePolynomialResult result, double[] xValues)
{
int nIntervalsAll = result.NumberOfIntervals;
double[] nodes = result.Knots.toArray();
if (Math.Abs(xValues[xValues.Length - 1] - nodes[nIntervalsAll]) < EPS)
{
double lastNodeX = nodes[nIntervalsAll];
double lastNodeY = FUNC.evaluate(result, lastNodeX).get(0);
double extraNode = 2.0 * nodes[nIntervalsAll] - nodes[nIntervalsAll - 1];
double extraDerivative = FUNC.differentiate(result, lastNodeX).get(0);
double[] newKnots = new double[nIntervalsAll + 2];
Array.Copy(nodes, 0, newKnots, 0, nIntervalsAll + 1);
newKnots[nIntervalsAll + 1] = extraNode; // dummy node, outside the data range
double[][] newCoefMatrix = new double[nIntervalsAll + 1][];
for (int i = 0; i < nIntervalsAll; ++i)
{
newCoefMatrix[i] = Arrays.copyOf(result.CoefMatrix.row(i).toArray(), result.Order);
}
newCoefMatrix[nIntervalsAll] = new double[result.Order];
newCoefMatrix[nIntervalsAll][result.Order - 1] = lastNodeY;
newCoefMatrix[nIntervalsAll][result.Order - 2] = extraDerivative;
if (result is PiecewisePolynomialResultsWithSensitivity)
{
PiecewisePolynomialResultsWithSensitivity resultCast = (PiecewisePolynomialResultsWithSensitivity)result;
double[] extraSense = FUNC.nodeSensitivity(resultCast, lastNodeX).toArray();
double[] extraSenseDer = FUNC.differentiateNodeSensitivity(resultCast, lastNodeX).toArray();
DoubleMatrix[] newCoefSense = new DoubleMatrix[nIntervalsAll + 1];
for (int i = 0; i < nIntervalsAll; ++i)
{
newCoefSense[i] = resultCast.getCoefficientSensitivity(i);
}
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] extraCoefSense = new double[resultCast.Order][extraSense.Length];
double[][] extraCoefSense = RectangularArrays.ReturnRectangularDoubleArray(resultCast.Order, extraSense.Length);
extraCoefSense[resultCast.Order - 1] = Arrays.copyOf(extraSense, extraSense.Length);
extraCoefSense[resultCast.Order - 2] = Arrays.copyOf(extraSenseDer, extraSenseDer.Length);
newCoefSense[nIntervalsAll] = DoubleMatrix.copyOf(extraCoefSense);
return(new PiecewisePolynomialResultsWithSensitivity(DoubleArray.copyOf(newKnots), DoubleMatrix.copyOf(newCoefMatrix), resultCast.Order, 1, newCoefSense));
}
return(new PiecewisePolynomialResult(DoubleArray.copyOf(newKnots), DoubleMatrix.copyOf(newCoefMatrix), result.Order, 1));
}
return(result);
}
///
public virtual void recov4ptsTest()
{
double[] xValues = new double[] { 1.0, 2.0, 4.0, 7.0 };
double[] yValues = new double[] { 6.0, 1.0, 8.0, -2.0 };
int nIntervalsExp = 3;
int orderExp = 2;
int dimExp = 1;
double[][] coefsMatExp = new double[][]
{
new double[] { -5.0, 6.0 },
new double[] { 7.0 / 2.0, 1.0 },
new double[] { -10.0 / 3.0, 8.0 }
};
LinearInterpolator interpMatrix = new LinearInterpolator();
PiecewisePolynomialResult result = interpMatrix.interpolate(xValues, yValues);
assertEquals(result.Dimensions, dimExp);
assertEquals(result.NumberOfIntervals, nIntervalsExp);
assertEquals(result.Dimensions, dimExp);
for (int i = 0; i < nIntervalsExp; ++i)
{
for (int j = 0; j < orderExp; ++j)
{
double @ref = coefsMatExp[i][j] == 0.0 ? 1.0 : Math.Abs(coefsMatExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatExp[i][j], @ref * EPS);
}
}
for (int j = 0; j < nIntervalsExp + 1; ++j)
{
assertEquals(result.Knots.get(j), xValues[j]);
}
// sensitivity
double delta = 1.0e-6;
double[] keys = new double[] { -1.5, 2.43, 4.0, 7.0, 12.7 };
testSensitivity(xValues, yValues, keys, delta);
}
public virtual void baseInterpolationTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nExamples = Y.length;
int nExamples = Y.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int n = XX.length;
int n = XX.Length;
for (int example = 0; example < nExamples; example++)
{
PiecewisePolynomialResult pp = PCHIP.interpolate(X, Y[example]);
for (int i = 0; i < n; i++)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double y = PPVAL.evaluate(pp, XX[i]).get(0);
double y = PPVAL.evaluate(pp, XX[i]).get(0);
assertEquals(YY[example][i], y, 1e-14);
}
}
}
//-------------------------------------------------------------------------
private void testSensitivity(double[] xValues, double[] yValues, double[] keys, double delta)
{
PiecewisePolynomialWithSensitivityFunction1D func = new PiecewisePolynomialWithSensitivityFunction1D();
PiecewisePolynomialResultsWithSensitivity resultSensi = INTERP.interpolateWithSensitivity(xValues, yValues);
DoubleArray[] computedArray = func.nodeSensitivity(resultSensi, keys);
for (int i = 0; i < keys.Length; ++i)
{
double @base = func.evaluate(resultSensi, keys[i]).get(0);
DoubleArray computed = func.nodeSensitivity(resultSensi, keys[i]);
assertEquals(computed, computedArray[i]);
for (int j = 0; j < yValues.Length; ++j)
{
double[] yValuesBump = Arrays.copyOf(yValues, yValues.Length);
yValuesBump[j] += delta;
PiecewisePolynomialResult resultBump = INTERP.interpolate(xValues, yValuesBump);
double expected = (func.evaluate(resultBump, keys[i]).get(0) - @base) / delta;
assertEquals(computed.get(j), expected, delta);
}
}
}
///
public virtual void extremumTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {1.0, 1.0, 4.0, 5.0, 4.0, 1.0, 1.0 };
double[] yValues = new double[] { 1.0, 1.0, 4.0, 5.0, 4.0, 1.0, 1.0 };
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interp = new ConstrainedCubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.Dimensions, 1);
assertEquals(result.NumberOfIntervals, 6);
assertEquals(result.Order, 4);
const int nKeys = 31;
double key0 = 1.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 3.0 / (nKeys - 1) * i;
double key = 1.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(result, key).get(0) - function.evaluate(result, key0).get(0) >= 0.0);
key0 = 1.0 + 3.0 / (nKeys - 1) * i;
}
key0 = 4.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 4.0 + 3.0 / (nKeys - 1) * i;
double key = 4.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(result, key).get(0) - function.evaluate(result, key0).get(0) <= 0.0);
key0 = 4.0 + 3.0 / (nKeys - 1) * i;
}
}
public virtual void testFunctionalForm()
{
double[] xValues = new double[] { 0.5, 1.0, 3.0, 5.0, 10.0, 30.0 };
double lambda0 = 0.14;
double[] lambda = new double[] { 0.25, 0.05, -0.12, 0.03, -0.15, 0.0 };
double pValueTmp = 0d;
int nData = xValues.Length;
for (int i = 0; i < nData - 1; ++i)
{
lambda[nData - 1] += lambda[i] * xValues[i];
pValueTmp += lambda[i];
}
lambda[nData - 1] *= -1d / xValues[nData - 1];
pValueTmp += lambda[nData - 1];
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double pValue = pValueTmp;
double pValue = pValueTmp;
Function <double, double> func = new FunctionAnonymousInnerClass(this, xValues, lambda0, lambda, nData, pValue);
double[] rt = new double[nData];
for (int i = 0; i < nData; ++i)
{
rt[i] = func.apply(xValues[i]);
}
ClampedPiecewisePolynomialInterpolator interp = new ClampedPiecewisePolynomialInterpolator(BASE_INTERP[0], new double[] { 0d }, new double[] { 0d });
PiecewisePolynomialResult result = interp.interpolate(xValues, rt);
PiecewisePolynomialFunction1D polyFunc = new PiecewisePolynomialFunction1D();
for (int i = 0; i < 600; ++i)
{
double tm = 0.05 * i;
double exp = func.apply(tm);
assertEquals(exp, polyFunc.evaluate(result, tm).get(0), Math.Abs(exp) * TOL);
}
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: @Override public PiecewisePolynomialResult2D interpolate(final double[] x0Values, final double[] x1Values, final double[][] yValues)
public override PiecewisePolynomialResult2D interpolate(double[] x0Values, double[] x1Values, double[][] yValues)
{
ArgChecker.notNull(x0Values, "x0Values");
ArgChecker.notNull(x1Values, "x1Values");
ArgChecker.notNull(yValues, "yValues");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nData0 = x0Values.length;
int nData0 = x0Values.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nData1 = x1Values.length;
int nData1 = x1Values.Length;
DoubleMatrix yValuesMatrix = DoubleMatrix.copyOf(yValues);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D func = new com.opengamma.strata.math.impl.function.PiecewisePolynomialFunction1D();
PiecewisePolynomialFunction1D func = new PiecewisePolynomialFunction1D();
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] diff0 = new double[nData1][nData0];
double[][] diff0 = RectangularArrays.ReturnRectangularDoubleArray(nData1, nData0);
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] diff1 = new double[nData0][nData1];
double[][] diff1 = RectangularArrays.ReturnRectangularDoubleArray(nData0, nData1);
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] cross = new double[nData0][nData1];
double[][] cross = RectangularArrays.ReturnRectangularDoubleArray(nData0, nData1);
PiecewisePolynomialResult result0 = _method[0].interpolate(x0Values, OG_ALGEBRA.getTranspose(yValuesMatrix).toArray());
diff0 = func.differentiate(result0, x0Values).toArray();
PiecewisePolynomialResult result1 = _method[1].interpolate(x1Values, yValuesMatrix.toArray());
diff1 = func.differentiate(result1, x1Values).toArray();
const int order = 4;
for (int i = 0; i < nData0; ++i)
{
for (int j = 0; j < nData1; ++j)
{
if (yValues[i][j] == 0.0)
{
if (diff0[j][i] == 0.0)
{
cross[i][j] = diff1[i][j];
}
else
{
if (diff1[i][j] == 0.0)
{
cross[i][j] = diff0[j][i];
}
else
{
cross[i][j] = Math.Sign(diff0[j][i] * diff1[i][j]) * Math.Sqrt(Math.Abs(diff0[j][i] * diff1[i][j]));
}
}
}
else
{
cross[i][j] = diff0[j][i] * diff1[i][j] / yValues[i][j];
}
}
}
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: DoubleMatrix[][] coefMat = new DoubleMatrix[nData0 - 1][nData1 - 1];
DoubleMatrix[][] coefMat = RectangularArrays.ReturnRectangularDoubleMatrixArray(nData0 - 1, nData1 - 1);
for (int i = 0; i < nData0 - 1; ++i)
{
for (int j = 0; j < nData1 - 1; ++j)
{
double[] diffsVec = new double[16];
for (int l = 0; l < 2; ++l)
{
for (int m = 0; m < 2; ++m)
{
diffsVec[l + 2 * m] = yValues[i + l][j + m];
}
}
for (int l = 0; l < 2; ++l)
{
for (int m = 0; m < 2; ++m)
{
diffsVec[4 + l + 2 * m] = diff0[j + m][i + l];
}
}
for (int l = 0; l < 2; ++l)
{
for (int m = 0; m < 2; ++m)
{
diffsVec[8 + l + 2 * m] = diff1[i + l][j + m];
}
}
for (int l = 0; l < 2; ++l)
{
for (int m = 0; m < 2; ++m)
{
diffsVec[12 + l + 2 * m] = cross[i + l][j + m];
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray diffs = com.opengamma.strata.collect.array.DoubleArray.copyOf(diffsVec);
DoubleArray diffs = DoubleArray.copyOf(diffsVec);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleArray ansVec = ((com.opengamma.strata.collect.array.DoubleArray) OG_ALGEBRA.multiply(INV_MAT, diffs));
DoubleArray ansVec = ((DoubleArray)OG_ALGEBRA.multiply(INV_MAT, diffs));
double @ref = 0.0;
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] coefMatTmp = new double[order][order];
double[][] coefMatTmp = RectangularArrays.ReturnRectangularDoubleArray(order, order);
for (int l = 0; l < order; ++l)
{
for (int m = 0; m < order; ++m)
{
coefMatTmp[order - l - 1][order - m - 1] = ansVec.get(l + m * (order)) / Math.Pow((x0Values[i + 1] - x0Values[i]), l) / Math.Pow((x1Values[j + 1] - x1Values[j]), m);
ArgChecker.isFalse(double.IsNaN(coefMatTmp[order - l - 1][order - m - 1]), "Too large/small input");
ArgChecker.isFalse(double.IsInfinity(coefMatTmp[order - l - 1][order - m - 1]), "Too large/small input");
@ref += coefMatTmp[order - l - 1][order - m - 1] * Math.Pow((x0Values[i + 1] - x0Values[i]), l) * Math.Pow((x1Values[j + 1] - x1Values[j]), m);
}
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double bound = Math.max(Math.abs(ref) + Math.abs(yValues[i + 1][j + 1]), 0.1);
double bound = Math.Max(Math.Abs(@ref) + Math.Abs(yValues[i + 1][j + 1]), 0.1);
ArgChecker.isTrue(Math.Abs(@ref - yValues[i + 1][j + 1]) < ERROR * bound, "Input is too large/small or data points are too close");
coefMat[i][j] = DoubleMatrix.copyOf(coefMatTmp);
}
}
return(new PiecewisePolynomialResult2D(DoubleArray.copyOf(x0Values), DoubleArray.copyOf(x1Values), coefMat, new int[] { order, order }));
}
/// <summary>
/// Recovering quadratic function
/// </summary>
public virtual void quadraticTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nData = xValues.length;
int nData = xValues.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[nData];
double[] yValues = new double[nData];
for (int i = 0; i < nData; ++i)
{
yValues[i] = xValues[i] * xValues[i] / 7.0 + xValues[i] / 13.0 + 1 / 11.0;
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefsMatExp = new double[][] { {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[0] + 1.0 / 13.0, yValues[0] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[1] + 1.0 / 13.0, yValues[1] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[2] + 1.0 / 13.0, yValues[2] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[3] + 1.0 / 13.0, yValues[3] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[4] + 1.0 / 13.0, yValues[4] } };
double[][] coefsMatExp = new double[][]
{
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[0] + 1.0 / 13.0, yValues[0] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[1] + 1.0 / 13.0, yValues[1] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[2] + 1.0 / 13.0, yValues[2] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[3] + 1.0 / 13.0, yValues[3] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[4] + 1.0 / 13.0, yValues[4] }
};
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interp = new SemiLocalCubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.Dimensions, 1);
assertEquals(result.NumberOfIntervals, 5);
assertEquals(result.Order, 4);
for (int i = 0; i < result.NumberOfIntervals; ++i)
{
for (int j = 0; j < result.Order; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = Math.abs(coefsMatExp[i][j]) == 0.0 ? 1.0 : Math.abs(coefsMatExp[i][j]);
double @ref = Math.Abs(coefsMatExp[i][j]) == 0.0 ? 1.0 : Math.Abs(coefsMatExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatExp[i][j], @ref * EPS);
}
}
const int nKeys = 101;
for (int i = 0; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 5.0 / (nKeys - 1) * i;
double key = 1.0 + 5.0 / (nKeys - 1) * i;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = key * key / 7.0 + key / 13.0 + 1 / 11.0;
double @ref = key * key / 7.0 + key / 13.0 + 1 / 11.0;
assertEquals(function.evaluate(result, key).get(0), @ref, @ref * EPS);
}
}
/// <summary>
/// Sample data given in the original paper, consisting of constant part and monotonically increasing part
/// </summary>
public virtual void sampleDataTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0 };
double[] xValues = new double[] { 0.0, 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8.0, 9.0, 10.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] yValues = new double[] {10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.5, 15.0, 50.0, 60.0, 85.0 };
double[] yValues = new double[] { 10.0, 10.0, 10.0, 10.0, 10.0, 10.0, 10.5, 15.0, 50.0, 60.0, 85.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefsMatPartExp = new double[][] { {0.0, 0.0, 0.0, 10.0 }, {0.0, 0.0, 0.0, 10.0 }, {0.0, 0.0, 0.0, 10.0 }, {0.0, 0.0, 0.0, 10.0 }, {0.0, 0.0, 0.0, 10.0 } };
double[][] coefsMatPartExp = new double[][]
{
new double[] { 0.0, 0.0, 0.0, 10.0 },
new double[] { 0.0, 0.0, 0.0, 10.0 },
new double[] { 0.0, 0.0, 0.0, 10.0 },
new double[] { 0.0, 0.0, 0.0, 10.0 },
new double[] { 0.0, 0.0, 0.0, 10.0 }
};
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interp = new SemiLocalCubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.Dimensions, 1);
assertEquals(result.NumberOfIntervals, 10);
assertEquals(result.Order, 4);
for (int i = 0; i < 5; ++i)
{
for (int j = 0; j < 4; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = Math.abs(coefsMatPartExp[i][j]) == 0.0 ? 1.0 : Math.abs(coefsMatPartExp[i][j]);
double @ref = Math.Abs(coefsMatPartExp[i][j]) == 0.0 ? 1.0 : Math.Abs(coefsMatPartExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatPartExp[i][j], @ref * EPS);
}
}
const int nKeys = 101;
double key0 = 5.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 5.0 + 5.0 / (nKeys - 1) * i;
double key = 5.0 + 5.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(result, key).get(0) - function.evaluate(result, key0).get(0) >= 0.0);
key0 = 5.0 + 5.0 / (nKeys - 1) * i;
}
key0 = 0.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 0.0 + 5.0 / (nKeys - 1) * i;
double key = 0.0 + 5.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(result, key).get(0) - function.evaluate(result, key0).get(0) == 0.0);
key0 = 0.0 + 5.0 / (nKeys - 1) * i;
}
}
///
public virtual void quadraticMultiTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nData = xValues.length;
int nData = xValues.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] yValues = new double[2][nData];
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] yValues = new double[2][nData];
double[][] yValues = RectangularArrays.ReturnRectangularDoubleArray(2, nData);
for (int i = 0; i < nData; ++i)
{
yValues[0][i] = xValues[i] * xValues[i] / 7.0 + xValues[i] / 13.0 + 1 / 11.0;
}
for (int i = 0; i < nData; ++i)
{
yValues[1][i] = xValues[i] * xValues[i] / 3.0 + xValues[i] / 7.0 + 1 / 17.0;
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefsMatExp = new double[][] { {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[0] + 1.0 / 13.0, yValues[0][0] }, {0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[0] + 1.0 / 7.0, yValues[1][0] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[1] + 1.0 / 13.0, yValues[0][1] }, {0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[1] + 1.0 / 7.0, yValues[1][1] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[2] + 1.0 / 13.0, yValues[0][2] }, {0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[2] + 1.0 / 7.0, yValues[1][2] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[3] + 1.0 / 13.0, yValues[0][3] }, {0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[3] + 1.0 / 7.0, yValues[1][3] }, {0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[4] + 1.0 / 13.0, yValues[0][4] }, {0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[4] + 1.0 / 7.0, yValues[1][4] } };
double[][] coefsMatExp = new double[][]
{
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[0] + 1.0 / 13.0, yValues[0][0] },
new double[] { 0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[0] + 1.0 / 7.0, yValues[1][0] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[1] + 1.0 / 13.0, yValues[0][1] },
new double[] { 0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[1] + 1.0 / 7.0, yValues[1][1] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[2] + 1.0 / 13.0, yValues[0][2] },
new double[] { 0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[2] + 1.0 / 7.0, yValues[1][2] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[3] + 1.0 / 13.0, yValues[0][3] },
new double[] { 0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[3] + 1.0 / 7.0, yValues[1][3] },
new double[] { 0.0, 1.0 / 7.0, 2.0 / 7.0 * xValues[4] + 1.0 / 13.0, yValues[0][4] },
new double[] { 0.0, 1.0 / 3.0, 2.0 / 3.0 * xValues[4] + 1.0 / 7.0, yValues[1][4] }
};
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interp = new SemiLocalCubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
assertEquals(result.Dimensions, 2);
assertEquals(result.NumberOfIntervals, 5);
assertEquals(result.Order, 4);
for (int i = 0; i < result.NumberOfIntervals * 2; ++i)
{
for (int j = 0; j < result.Order; ++j)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = Math.abs(coefsMatExp[i][j]) == 0.0 ? 1.0 : Math.abs(coefsMatExp[i][j]);
double @ref = Math.Abs(coefsMatExp[i][j]) == 0.0 ? 1.0 : Math.Abs(coefsMatExp[i][j]);
assertEquals(result.CoefMatrix.get(i, j), coefsMatExp[i][j], @ref * EPS);
}
}
const int nKeys = 101;
for (int i = 0; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 5.0 / (nKeys - 1) * i;
double key = 1.0 + 5.0 / (nKeys - 1) * i;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double ref = key * key / 7.0 + key / 13.0 + 1 / 11.0;
double @ref = key * key / 7.0 + key / 13.0 + 1 / 11.0;
assertEquals(function.evaluate(result, key).get(0), @ref, @ref * EPS);
}
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test public void hashCodeEqualsTest()
public virtual void hashCodeEqualsTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] knots1 = new double[] {1.0, 2.0, 3.0, 4.0 };
double[] knots1 = new double[] { 1.0, 2.0, 3.0, 4.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] knots2 = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0 };
double[] knots2 = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] matrix1 = new double[][] { {3.0, 3.0, 3.0 }, {1.0, 1.0, 1.0 }, {2.0, 2.0, 2.0 }, {3.0, 3.0, 3.0 }, {1.0, 1.0, 1.0 }, {2.0, 2.0, 2.0 } };
double[][] matrix1 = new double[][]
{
new double[] { 3.0, 3.0, 3.0 },
new double[] { 1.0, 1.0, 1.0 },
new double[] { 2.0, 2.0, 2.0 },
new double[] { 3.0, 3.0, 3.0 },
new double[] { 1.0, 1.0, 1.0 },
new double[] { 2.0, 2.0, 2.0 }
};
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] matrix2 = new double[][] { {3.0, 3.0, 3.0 }, {1.0, 1.0, 1.0 }, {2.0, 2.0, 2.0 } };
double[][] matrix2 = new double[][]
{
new double[] { 3.0, 3.0, 3.0 },
new double[] { 1.0, 1.0, 1.0 },
new double[] { 2.0, 2.0, 2.0 }
};
const int order = 3;
const int dim1 = 2;
const int dim2 = 1;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res1 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, dim1);
PiecewisePolynomialResult res1 = new PiecewisePolynomialResult(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, dim1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res2 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, dim1);
PiecewisePolynomialResult res2 = new PiecewisePolynomialResult(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, dim1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res3 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots2), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix2), order, dim2);
PiecewisePolynomialResult res3 = new PiecewisePolynomialResult(DoubleArray.copyOf(knots2), DoubleMatrix.copyOf(matrix2), order, dim2);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res4 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), 2, dim1);
PiecewisePolynomialResult res4 = new PiecewisePolynomialResult(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), 2, dim1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res5 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, dim1 - 1);
PiecewisePolynomialResult res5 = new PiecewisePolynomialResult(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, dim1 - 1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult res6 = new PiecewisePolynomialResult(com.opengamma.strata.collect.array.DoubleArray.of(1.0, 2.0, 3.0, 5.0), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, dim1);
PiecewisePolynomialResult res6 = new PiecewisePolynomialResult(DoubleArray.of(1.0, 2.0, 3.0, 5.0), DoubleMatrix.copyOf(matrix1), order, dim1);
assertTrue(res1.Equals(res1));
assertTrue(res1.Equals(res2));
assertTrue(res2.Equals(res1));
assertTrue(res2.GetHashCode() == res1.GetHashCode());
assertTrue(!(res3.GetHashCode() == res1.GetHashCode()));
assertTrue(!(res1.Equals(res3)));
assertTrue(!(res3.Equals(res1)));
assertTrue(!(res4.GetHashCode() == res1.GetHashCode()));
assertTrue(!(res1.Equals(res4)));
assertTrue(!(res4.Equals(res1)));
assertTrue(!(res5.GetHashCode() == res1.GetHashCode()));
assertTrue(!(res1.Equals(res5)));
assertTrue(!(res5.Equals(res1)));
assertTrue(!(res6.GetHashCode() == res1.GetHashCode()));
assertTrue(!(res1.Equals(res6)));
assertTrue(!(res6.Equals(res1)));
assertTrue(!(res1.Equals(null)));
assertTrue(!(res1.Equals(ANOTHER_TYPE)));
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix[] sense1 = new com.opengamma.strata.collect.array.DoubleMatrix[] {com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1)};
DoubleMatrix[] sense1 = new DoubleMatrix[] { DoubleMatrix.copyOf(matrix1), DoubleMatrix.copyOf(matrix1) };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final com.opengamma.strata.collect.array.DoubleMatrix[] sense2 = new com.opengamma.strata.collect.array.DoubleMatrix[] {com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1)};
DoubleMatrix[] sense2 = new DoubleMatrix[] { DoubleMatrix.copyOf(matrix1), DoubleMatrix.copyOf(matrix1), DoubleMatrix.copyOf(matrix1) };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResultsWithSensitivity resSen1 = new PiecewisePolynomialResultsWithSensitivity(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, 1, sense1);
PiecewisePolynomialResultsWithSensitivity resSen1 = new PiecewisePolynomialResultsWithSensitivity(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, 1, sense1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResultsWithSensitivity resSen2 = new PiecewisePolynomialResultsWithSensitivity(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, 1, sense1);
PiecewisePolynomialResultsWithSensitivity resSen2 = new PiecewisePolynomialResultsWithSensitivity(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, 1, sense1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResultsWithSensitivity resSen3 = new PiecewisePolynomialResultsWithSensitivity(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, 1, sense2);
PiecewisePolynomialResultsWithSensitivity resSen3 = new PiecewisePolynomialResultsWithSensitivity(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, 1, sense2);
assertTrue(resSen1.Equals(resSen1));
assertTrue(!(resSen1.Equals(ANOTHER_TYPE)));
assertTrue(!(resSen1.Equals(res5)));
assertTrue(resSen1.Equals(resSen2));
assertTrue(resSen2.Equals(resSen1));
assertTrue(resSen1.GetHashCode() == resSen2.GetHashCode());
assertTrue(!(resSen1.GetHashCode() == resSen3.GetHashCode()));
assertTrue(!(resSen1.Equals(resSen3)));
assertTrue(!(resSen3.Equals(resSen1)));
try
{
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @SuppressWarnings("unused") final PiecewisePolynomialResultsWithSensitivity resSen0 = new PiecewisePolynomialResultsWithSensitivity(com.opengamma.strata.collect.array.DoubleArray.copyOf(knots1), com.opengamma.strata.collect.array.DoubleMatrix.copyOf(matrix1), order, 2, sense1);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
PiecewisePolynomialResultsWithSensitivity resSen0 = new PiecewisePolynomialResultsWithSensitivity(DoubleArray.copyOf(knots1), DoubleMatrix.copyOf(matrix1), order, 2, sense1);
throw new Exception();
}
catch (Exception e)
{
assertTrue(e is System.NotSupportedException);
}
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: @Override public PiecewisePolynomialResult interpolate(final double[] xValues, final double[][] yValuesMatrix)
public override PiecewisePolynomialResult interpolate(double[] xValues, double[][] yValuesMatrix)
{
ArgChecker.notNull(xValues, "xValues");
ArgChecker.notNull(yValuesMatrix, "yValuesMatrix");
ArgChecker.isTrue(xValues.Length == yValuesMatrix[0].Length | xValues.Length + 2 == yValuesMatrix[0].Length, "(xValues length = yValuesMatrix's row vector length) or (xValues length + 2 = yValuesMatrix's row vector length)");
ArgChecker.isTrue(xValues.Length > 2, "Data points should be more than 2");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nDataPts = xValues.length;
int nDataPts = xValues.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int yValuesLen = yValuesMatrix[0].length;
int yValuesLen = yValuesMatrix[0].Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int dim = yValuesMatrix.length;
int dim = yValuesMatrix.Length;
for (int i = 0; i < nDataPts; ++i)
{
ArgChecker.isFalse(double.IsNaN(xValues[i]), "xValues containing NaN");
ArgChecker.isFalse(double.IsInfinity(xValues[i]), "xValues containing Infinity");
}
for (int i = 0; i < yValuesLen; ++i)
{
for (int j = 0; j < dim; ++j)
{
ArgChecker.isFalse(double.IsNaN(yValuesMatrix[j][i]), "yValuesMatrix containing NaN");
ArgChecker.isFalse(double.IsInfinity(yValuesMatrix[j][i]), "yValuesMatrix containing Infinity");
}
}
for (int i = 0; i < nDataPts; ++i)
{
for (int j = i + 1; j < nDataPts; ++j)
{
ArgChecker.isFalse(xValues[i] == xValues[j], "xValues should be distinct");
}
}
double[] xValuesSrt = new double[nDataPts];
DoubleMatrix[] coefMatrix = new DoubleMatrix[dim];
for (int i = 0; i < dim; ++i)
{
xValuesSrt = Arrays.copyOf(xValues, nDataPts);
double[] yValuesSrt = new double[nDataPts];
if (nDataPts == yValuesLen)
{
yValuesSrt = Arrays.copyOf(yValuesMatrix[i], nDataPts);
}
else
{
yValuesSrt = Arrays.copyOfRange(yValuesMatrix[i], 1, nDataPts + 1);
}
DoubleArrayMath.sortPairs(xValuesSrt, yValuesSrt);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] intervals = _solver.intervalsCalculator(xValuesSrt);
double[] intervals = _solver.intervalsCalculator(xValuesSrt);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] slopes = _solver.slopesCalculator(yValuesSrt, intervals);
double[] slopes = _solver.slopesCalculator(yValuesSrt, intervals);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult result = _method.interpolate(xValues, yValuesMatrix[i]);
PiecewisePolynomialResult result = _method.interpolate(xValues, yValuesMatrix[i]);
ArgChecker.isTrue(result.Order == 4, "Primary interpolant is not cubic");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] initialFirst = _function.differentiate(result, xValuesSrt).rowArray(0);
double[] initialFirst = _function.differentiate(result, xValuesSrt).rowArray(0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] first = firstDerivativeCalculator(yValuesSrt, intervals, slopes, initialFirst);
double[] first = firstDerivativeCalculator(yValuesSrt, intervals, slopes, initialFirst);
coefMatrix[i] = DoubleMatrix.copyOf(_solver.solve(yValuesSrt, intervals, slopes, first));
}
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nIntervals = coefMatrix[0].rowCount();
int nIntervals = coefMatrix[0].rowCount();
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nCoefs = coefMatrix[0].columnCount();
int nCoefs = coefMatrix[0].columnCount();
//JAVA TO C# CONVERTER NOTE: The following call to the 'RectangularArrays' helper class reproduces the rectangular array initialization that is automatic in Java:
//ORIGINAL LINE: double[][] resMatrix = new double[dim * nIntervals][nCoefs];
double[][] resMatrix = RectangularArrays.ReturnRectangularDoubleArray(dim * nIntervals, nCoefs);
for (int i = 0; i < nIntervals; ++i)
{
for (int j = 0; j < dim; ++j)
{
resMatrix[dim * i + j] = coefMatrix[j].row(i).toArray();
}
}
for (int i = 0; i < (nIntervals * dim); ++i)
{
for (int j = 0; j < nCoefs; ++j)
{
ArgChecker.isFalse(double.IsNaN(resMatrix[i][j]), "Too large input");
ArgChecker.isFalse(double.IsInfinity(resMatrix[i][j]), "Too large input");
}
}
return(new PiecewisePolynomialResult(DoubleArray.copyOf(xValuesSrt), DoubleMatrix.copyOf(resMatrix), nCoefs, dim));
}
/// <summary>
/// local extrema are not necessarily at data-points
/// </summary>
public virtual void extremumTest()
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] xValues = new double[] {1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8 };
double[] xValues = new double[] { 1.0, 2.0, 3.0, 4.0, 5.0, 6.0, 7.0, 8 };
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] yValues = new double[][] { {1.0, 1.0, 2.0, 4.0, 4.0, 2.0, 1.0, 1.0 }, {10.0, 10.0, 6.0, 4.0, 4.0, 6.0, 10.0, 10.0 } };
double[][] yValues = new double[][]
{
new double[] { 1.0, 1.0, 2.0, 4.0, 4.0, 2.0, 1.0, 1.0 },
new double[] { 10.0, 10.0, 6.0, 4.0, 4.0, 6.0, 10.0, 10.0 }
};
PiecewisePolynomialInterpolator interp = new CubicSplineInterpolator();
PiecewisePolynomialResult result = interp.interpolate(xValues, yValues);
PiecewisePolynomialFunction1D function = new PiecewisePolynomialFunction1D();
PiecewisePolynomialInterpolator interpPos = new MonotonicityPreservingCubicSplineInterpolator(interp);
PiecewisePolynomialResult resultPos = interpPos.interpolate(xValues, yValues);
assertEquals(resultPos.Dimensions, result.Dimensions);
assertEquals(resultPos.NumberOfIntervals, result.NumberOfIntervals);
assertEquals(resultPos.Order, result.Order);
assertTrue(function.evaluate(resultPos, 4.5).get(0) - function.evaluate(resultPos, 4).get(0) >= 0.0);
assertTrue(function.evaluate(resultPos, 4.5).get(0) - function.evaluate(resultPos, 5).get(0) >= 0.0);
assertTrue(function.evaluate(resultPos, 4.5).get(1) - function.evaluate(resultPos, 4).get(1) <= 0.0);
assertTrue(function.evaluate(resultPos, 4.5).get(1) - function.evaluate(resultPos, 5).get(1) <= 0.0);
const int nKeys = 41;
double key0 = 1.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 3.0 / (nKeys - 1) * i;
double key = 1.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(0) - function.evaluate(resultPos, key0).get(0) >= 0.0);
key0 = 1.0 + 3.0 / (nKeys - 1) * i;
}
key0 = 1.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 1.0 + 3.0 / (nKeys - 1) * i;
double key = 1.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(1) - function.evaluate(resultPos, key0).get(1) <= 0.0);
key0 = 1.0 + 3.0 / (nKeys - 1) * i;
}
key0 = 5.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 5.0 + 3.0 / (nKeys - 1) * i;
double key = 5.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(0) - function.evaluate(resultPos, key0).get(0) <= 0.0);
key0 = 5.0 + 3.0 / (nKeys - 1) * i;
}
key0 = 5.0;
for (int i = 1; i < nKeys; ++i)
{
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double key = 5.0 + 3.0 / (nKeys - 1) * i;
double key = 5.0 + 3.0 / (nKeys - 1) * i;
assertTrue(function.evaluate(resultPos, key).get(1) - function.evaluate(resultPos, key0).get(1) >= 0.0);
key0 = 5.0 + 3.0 / (nKeys - 1) * i;
}
}
//JAVA TO C# CONVERTER WARNING: 'final' parameters are not available in .NET:
//ORIGINAL LINE: @Override public PiecewisePolynomialResult interpolate(final double[] xValues, final double[] yValues)
public override PiecewisePolynomialResult interpolate(double[] xValues, double[] yValues)
{
ArgChecker.notNull(xValues, "xValues");
ArgChecker.notNull(yValues, "yValues");
ArgChecker.isTrue(xValues.Length == yValues.Length | xValues.Length + 2 == yValues.Length, "(xValues length = yValues length) or (xValues length + 2 = yValues length)");
ArgChecker.isTrue(xValues.Length > 2, "Data points should be more than 2");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int nDataPts = xValues.length;
int nDataPts = xValues.Length;
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final int yValuesLen = yValues.length;
int yValuesLen = yValues.Length;
for (int i = 0; i < nDataPts; ++i)
{
ArgChecker.isFalse(double.IsNaN(xValues[i]), "xValues containing NaN");
ArgChecker.isFalse(double.IsInfinity(xValues[i]), "xValues containing Infinity");
}
for (int i = 0; i < yValuesLen; ++i)
{
ArgChecker.isFalse(double.IsNaN(yValues[i]), "yValues containing NaN");
ArgChecker.isFalse(double.IsInfinity(yValues[i]), "yValues containing Infinity");
}
for (int i = 0; i < nDataPts - 1; ++i)
{
for (int j = i + 1; j < nDataPts; ++j)
{
ArgChecker.isFalse(xValues[i] == xValues[j], "xValues should be distinct");
}
}
double[] xValuesSrt = Arrays.copyOf(xValues, nDataPts);
double[] yValuesSrt = new double[nDataPts];
if (nDataPts == yValuesLen)
{
yValuesSrt = Arrays.copyOf(yValues, nDataPts);
}
else
{
yValuesSrt = Arrays.copyOfRange(yValues, 1, nDataPts + 1);
}
DoubleArrayMath.sortPairs(xValuesSrt, yValuesSrt);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] intervals = _solver.intervalsCalculator(xValuesSrt);
double[] intervals = _solver.intervalsCalculator(xValuesSrt);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] slopes = _solver.slopesCalculator(yValuesSrt, intervals);
double[] slopes = _solver.slopesCalculator(yValuesSrt, intervals);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final PiecewisePolynomialResult result = _method.interpolate(xValues, yValues);
PiecewisePolynomialResult result = _method.interpolate(xValues, yValues);
ArgChecker.isTrue(result.Order == 4, "Primary interpolant is not cubic");
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] initialFirst = _function.differentiate(result, xValuesSrt).rowArray(0);
double[] initialFirst = _function.differentiate(result, xValuesSrt).rowArray(0);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[] first = firstDerivativeCalculator(yValuesSrt, intervals, slopes, initialFirst);
double[] first = firstDerivativeCalculator(yValuesSrt, intervals, slopes, initialFirst);
//JAVA TO C# CONVERTER WARNING: The original Java variable was marked 'final':
//ORIGINAL LINE: final double[][] coefs = _solver.solve(yValuesSrt, intervals, slopes, first);
double[][] coefs = _solver.solve(yValuesSrt, intervals, slopes, first);
for (int i = 0; i < nDataPts - 1; ++i)
{
for (int j = 0; j < 4; ++j)
{
ArgChecker.isFalse(double.IsNaN(coefs[i][j]), "Too large input");
ArgChecker.isFalse(double.IsInfinity(coefs[i][j]), "Too large input");
}
}
return(new PiecewisePolynomialResult(DoubleArray.copyOf(xValuesSrt), DoubleMatrix.copyOf(coefs), 4, 1));
}
