Package com.opengamma.analytics.math.number

Examples of com.opengamma.analytics.math.number.ComplexNumber

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    final double deltaOmega = 2 * Math.PI / N / DELTAX;
    double omega;

    for (int i = 0; i < n; i++) {
      omega = i * deltaOmega;
      final ComplexNumber scale = ComplexMathUtils.multiply(DELTAX, ComplexMathUtils.exp(new ComplexNumber(0.0, omega * X_MIN)));
      final ComplexNumber res = ComplexMathUtils.multiply(scale, transform[i]);
      assertComplexEquals(GAUSS_TRANSFORM.evaluate(new ComplexNumber(omega)), res);
    }

  }
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    final double deltaF = 2 * Math.PI / N / DELTAX;
    double omega;

    for (int i = n / 2; i < n; i++) {
      omega = (i - n) * deltaF;
      final ComplexNumber scale = ComplexMathUtils.multiply(DELTAX, ComplexMathUtils.exp(new ComplexNumber(0.0, omega * X_MIN)));
      final ComplexNumber res = ComplexMathUtils.multiply(scale, transform[i]);
      assertComplexEquals(GAUSS_TRANSFORM.evaluate(new ComplexNumber(omega)), res);
      // System.out.println(omega + "\t" + res.getReal() + "\t" + res.getImaginary());
    }

    for (int i = 0; i <= n / 2; i++) {
      omega = i * deltaF;
      final ComplexNumber scale = ComplexMathUtils.multiply(DELTAX, ComplexMathUtils.exp(new ComplexNumber(0.0, omega * X_MIN)));
      final ComplexNumber res = ComplexMathUtils.multiply(scale, transform[i]);

      assertComplexEquals(GAUSS_TRANSFORM.evaluate(new ComplexNumber(omega)), res);
      // System.out.println(omega + "\t" + res.getReal() + "\t" + res.getImaginary());
    }

  }
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    final double deltaX = 2 * Math.PI / n / DELTAX;
    double x;

    for (int i = n / 2; i < n; i++) {
      x = (i - n) * deltaX;
      final ComplexNumber scale = ComplexMathUtils.multiply(DELTAX / 2 / Math.PI, ComplexMathUtils.exp(new ComplexNumber(0.0, -x * X_MIN)));
      final ComplexNumber res = ComplexMathUtils.multiply(scale, transform[i]);
      assertComplexEquals(new ComplexNumber(GAUSS.evaluate(x), 0.0), res);
      // System.out.println(x + "\t" + res.getReal() + "\t" + res.getImaginary());
    }
    for (int i = 0; i <= n / 2; i++) {
      x = i * deltaX;
      final ComplexNumber scale = ComplexMathUtils.multiply(DELTAX / 2 / Math.PI, ComplexMathUtils.exp(new ComplexNumber(0.0, -x * X_MIN)));
      final ComplexNumber res = ComplexMathUtils.multiply(scale, transform[i]);
      assertComplexEquals(new ComplexNumber(GAUSS.evaluate(x), 0.0), res);
      // System.out.println(x + "\t" + res.getReal() + "\t" + res.getImaginary());
    }

  }
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public class ComplexMathUtils {

  public static ComplexNumber add(final ComplexNumber z1, final ComplexNumber z2) {
    ArgumentChecker.notNull(z1, "z1");
    ArgumentChecker.notNull(z2, "z2");
    return new ComplexNumber(z1.getReal() + z2.getReal(), z1.getImaginary() + z2.getImaginary());
  }
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    double img = 0.0;
    for (int i = 0; i < n; i++) {
      res += z[i].getReal();
      img += z[i].getImaginary();
    }
    return new ComplexNumber(res, img);
  }
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    return new ComplexNumber(res, img);
  }

  public static ComplexNumber add(final ComplexNumber z, final double x) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal() + x, z.getImaginary());
  }
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    return new ComplexNumber(z.getReal() + x, z.getImaginary());
  }

  public static ComplexNumber add(final double x, final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal() + x, z.getImaginary());
  }
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    return Math.atan2(z.getImaginary(), z.getReal());
  }

  public static ComplexNumber conjugate(final ComplexNumber z) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal(), -z.getImaginary());
  }
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    final double c = z2.getReal();
    final double d = z2.getImaginary();
    if (Math.abs(c) > Math.abs(d)) {
      final double dOverC = d / c;
      final double denom = c + d * dOverC;
      return new ComplexNumber((a + b * dOverC) / denom, (b - a * dOverC) / denom);
    }
    final double cOverD = c / d;
    final double denom = c * cOverD + d;
    return new ComplexNumber((a * cOverD + b) / denom, (b * cOverD - a) / denom);
  }
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    return new ComplexNumber((a * cOverD + b) / denom, (b * cOverD - a) / denom);
  }

  public static ComplexNumber divide(final ComplexNumber z, final double x) {
    ArgumentChecker.notNull(z, "z");
    return new ComplexNumber(z.getReal() / x, z.getImaginary() / x);
  }
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  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianCharacteristicExponent
  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianFourierPricerTest
  • com.opengamma.analytics.financial.model.option.pricing.fourier.GaussianVegaCE
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