/*
Copyright (C) 2008 Richard Gomes
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2003 Ferdinando Ametrano
Copyright (C) 2004 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.math.interpolations;
import org.jquantlib.math.interpolations.CubicInterpolation.BoundaryCondition;
import org.jquantlib.math.interpolations.CubicInterpolation.DerivativeApprox;
import org.jquantlib.math.interpolations.factories.Bilinear;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.math.matrixutilities.Matrix;
/**
* Bicubic spline interpolation between discrete points
*
* @see Bicubic
*
* @author Richard Gomes
*/
// TODO: rename to BicubicSpline
public class BicubicSplineInterpolation extends AbstractInterpolation2D {
//
// private constructors
//
/**
* Constructor for a bilinear interpolation between discrete points
*
* @see Bilinear
*/
public BicubicSplineInterpolation(final Array vx, final Array vy, final Matrix mz) {
super.impl_ = new BicubicSplineImpl(vx, vy, mz);
}
//
// private inner classes
//
/**
* This class is a default implementation for {@link BilinearInterpolation} instances.
*
* @author Richard Gomes
*/
private class BicubicSplineImpl extends AbstractInterpolation2D.Impl {
private Interpolation[] splines_;
public BicubicSplineImpl(final Array vx, final Array vy, final Matrix mz) {
super(vx, vy, mz);
calculate();
}
@Override
public void calculate() {
splines_ = new Interpolation[mz.rows()];
for (int i=0; i
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