/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation;
import org.apache.commons.lang.NotImplementedException;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.PiecewisePolynomialFunction1D;
import com.opengamma.analytics.math.function.PiecewisePolynomialWithSensitivityFunction1D;
import com.opengamma.analytics.math.interpolation.data.ArrayInterpolator1DDataBundle;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DDataBundle;
import com.opengamma.analytics.math.interpolation.data.Interpolator1DPiecewisePoynomialDataBundle;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
/**
* Piecewise Cubic Hermite Interpolating Polynomial (PCHIP)
*/
public class PCHIPInterpolator1D extends Interpolator1D {
/** Serialization version */
private static final long serialVersionUID = 1L;
// TODO have options on method
private static final PiecewisePolynomialFunction1D FUNC = new PiecewisePolynomialWithSensitivityFunction1D();
@Override
public Double interpolate(final Interpolator1DDataBundle data, final Double value) {
Validate.notNull(value, "value");
Validate.notNull(data, "data bundle");
Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
final DoubleMatrix1D res = FUNC.evaluate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
return res.getEntry(0);
}
@Override
public double firstDerivative(final Interpolator1DDataBundle data, final Double value) {
Validate.notNull(value, "value");
Validate.notNull(data, "data bundle");
Validate.isTrue(data instanceof Interpolator1DPiecewisePoynomialDataBundle);
final Interpolator1DPiecewisePoynomialDataBundle polyData = (Interpolator1DPiecewisePoynomialDataBundle) data;
final DoubleMatrix1D res = FUNC.differentiate(polyData.getPiecewisePolynomialResultsWithSensitivity(), value);
return res.getEntry(0);
}
@Override
public double[] getNodeSensitivitiesForValue(final Interpolator1DDataBundle data, final Double value) {
throw new NotImplementedException();
}
@Override
public Interpolator1DDataBundle getDataBundle(final double[] x, final double[] y) {
// final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
}
@Override
public Interpolator1DDataBundle getDataBundleFromSortedArrays(final double[] x, final double[] y) {
// final PiecewisePolynomialResult poly = BASE.interpolate(x, y);
return new Interpolator1DPiecewisePoynomialDataBundle(new ArrayInterpolator1DDataBundle(x, y, true), new PiecewiseCubicHermiteSplineInterpolatorWithSensitivity());
}
}