/*
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.
*/
package org.jquantlib.math.interpolations;
import org.jquantlib.math.interpolations.factories.Bilinear;
import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.math.matrixutilities.Matrix;
/**
* Bilinear interpolation between discrete points
*
* @see Bilinear
*
* @author Richard Gomes
*/
public class BilinearInterpolation extends AbstractInterpolation2D {
//
// private constructors
//
/**
* Constructor for a bilinear interpolation between discrete points
*
* @see Bilinear
*/
public BilinearInterpolation(final Array vx, final Array vy, final Matrix mz) {
super.impl_ = new BilinearInterpolationImpl(vx, vy, mz);
}
//
// private inner classes
//
/**
* This class is a default implementation for {@link BilinearInterpolation} instances.
*
* @author Richard Gomes
*/
private class BilinearInterpolationImpl extends AbstractInterpolation2D.Impl {
public BilinearInterpolationImpl(final Array vx, final Array vy, final Matrix mz) {
super(vx, vy, mz);
calculate();
}
@Override
public void calculate() {
// nothing
}
@Override
public double op(final double x, final double y) /* @ReadOnly */ {
final int i = locateX(x);
final int j = locateY(y);
final double z1 = mz.get(j, i);
final double z2 = mz.get(j, i+1);
final double z3 = mz.get(j+1, i);
final double z4 = mz.get(j+1, i+1);
final double t = (x - vx.get(i)) / (vx.get(i+1) - vx.get(i));
final double u = (y - vy.get(j)) / (vy.get(j+1) - vy.get(j));
return (1.0 - t) * (1.0 - u) * z1 + t * (1.0 - u) * z2 + (1.0 - t) * u * z3 + t * u * z4;
}
}
}
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