コード例 #1
0
  /**
   * @param pp
   * @param xKeys
   * @return Second derivatives of piecewise polynomial functions at xKeys When _dim in
   *     PiecewisePolynomialResult is greater than 1, i.e., the struct contains multiple piecewise
   *     polynomials, a row vector of return value corresponds to each piecewise polynomial
   */
  public DoubleMatrix2D differentiateTwice(
      final PiecewisePolynomialResult pp, final double[] xKeys) {
    ArgumentChecker.notNull(pp, "pp");
    ArgumentChecker.isFalse(pp.getOrder() < 3, "polynomial degree < 2");

    final double[][] coefs = pp.getCoefMatrix().getData();
    final double[] knots = pp.getKnots().getData();

    final int nKnots = pp.getNumberOfIntervals() + 1;
    final int nCoefs = pp.getOrder();
    final int dim = pp.getDimensions();

    double[][] res = new double[dim * (nKnots - 1)][nCoefs - 2];
    for (int i = 0; i < dim * (nKnots - 1); ++i) {
      Arrays.fill(res[i], 0.);
    }

    for (int i = 0; i < dim * (nKnots - 1); ++i) {
      for (int j = 0; j < nCoefs - 2; ++j) {
        res[i][j] = coefs[i][j] * (nCoefs - j - 1) * (nCoefs - j - 2);
      }
    }

    PiecewisePolynomialResult ppDiff =
        new PiecewisePolynomialResult(
            new DoubleMatrix1D(knots), DoubleMatrix2D.noCopy(res), nCoefs - 1, pp.getDimensions());

    return evaluate(ppDiff, xKeys);
  }
コード例 #2
0
  /**
   * @param pp PiecewisePolynomialResult
   * @param initialKey
   * @param xKeys
   * @return Integral of piecewise polynomial between initialKey and xKeys
   */
  public DoubleMatrix1D integrate(
      final PiecewisePolynomialResult pp, final double initialKey, final double[] xKeys) {
    ArgumentChecker.notNull(pp, "pp");
    ArgumentChecker.notNull(xKeys, "xKeys");

    ArgumentChecker.isFalse(Double.isNaN(initialKey), "initialKey containing NaN");
    ArgumentChecker.isFalse(Double.isInfinite(initialKey), "initialKey containing Infinity");
    ArgumentChecker.isTrue(pp.getDimensions() == 1, "Dimension should be 1");

    final double[] knots = pp.getKnots().getData();
    final int nCoefs = pp.getOrder();
    final int nKnots = pp.getNumberOfIntervals() + 1;
    final double[][] coefMatrix = pp.getCoefMatrix().getData();

    double[][] res = new double[nKnots - 1][nCoefs + 1];
    for (int i = 0; i < nKnots - 1; ++i) {
      Arrays.fill(res[i], 0.);
    }

    for (int i = 0; i < nKnots - 1; ++i) {
      for (int j = 0; j < nCoefs; ++j) {
        res[i][j] = coefMatrix[i][j] / (nCoefs - j);
      }
    }

    double[] constTerms = new double[nKnots - 1];
    Arrays.fill(constTerms, 0.);

    int indicator = 0;
    if (initialKey <= knots[1]) {
      indicator = 0;
    } else {
      for (int i = 1; i < nKnots - 1; ++i) {
        if (knots[i] < initialKey) {
          indicator = i;
        }
      }
    }

    double sum = getValue(res[indicator], initialKey, knots[indicator]);
    for (int i = indicator; i < nKnots - 2; ++i) {
      constTerms[i + 1] = constTerms[i] + getValue(res[i], knots[i + 1], knots[i]) - sum;
      sum = 0.;
    }

    constTerms[indicator] = -getValue(res[indicator], initialKey, knots[indicator]);
    for (int i = indicator - 1; i > -1; --i) {
      constTerms[i] = constTerms[i + 1] - getValue(res[i], knots[i + 1], knots[i]);
    }
    for (int i = 0; i < nKnots - 1; ++i) {
      res[i][nCoefs] = constTerms[i];
    }

    final PiecewisePolynomialResult ppInt =
        new PiecewisePolynomialResult(
            new DoubleMatrix1D(knots), DoubleMatrix2D.noCopy(res), nCoefs + 1, 1);

    return new DoubleMatrix1D(evaluate(ppInt, xKeys).getData()[0]);
  }