/*
 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) 2004, 2008 Ferdinando Ametrano
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2001, 2002, 2003 Nicolas Di C�sar�

 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.matrixutilities.Array;



/**
 * Linear interpolation between discrete points
 *
 * @author Dominik Holenstein
 * @author Richard Gomes
 */
public class LinearInterpolation extends AbstractInterpolation {

    //
    // public constructors
    //

    public LinearInterpolation(final Array vx, final Array vy) {
        super.impl = new LinearInterpolationImpl(vx, vy);
        super.impl.update();

    }


    //
    // protected inner classes
    //

    private class LinearInterpolationImpl extends AbstractInterpolation.Impl {

        //
        // private fields
        //

        private final Array vp;
        private final Array vs;


        //
        // protected constructors
        //

        protected LinearInterpolationImpl(final Array vx, final Array vy) {
            super(vx, vy);
            this.vp = new Array(vx.size());
            this.vs = new Array(vx.size());
        }


        //
        // overrides AbstractInterpolation.Impl
        //

        @Override
        public void update() {
            vp.set(0, 0.0);
            double value;
            for (int i=1; i < vx.size(); i++) {
                final double dx = vx.get(i) - vx.get(i-1);
                value = (vy.get(i) - vy.get(i-1)) / dx;
                vs.set(i-1, value);
                value = vp.get(i-1) + dx*(vy.get(i-1) +0.5*dx*vs.get(i-1));
                vp.set(i, value);
            }
        }

        @Override
        public double op(final double x) {
            final int i = locate(x);
            return vy.get(i) + (x - vx.get(i))*vs.get(i);
        }

        @Override
        public double primitive(final double x) {
            final int i = locate(x);
            final double dx = x - vx.get(i);
            return vp.get(i-1) + dx*(vy.get(i-1) + 0.5*dx*vs.get(i-1));
        }

        @Override
        public double derivative(final double x) {
            final int i = locate(x);
            return vs.get(i);
        }

        @Override
        public double secondDerivative(final double x) {
            return 0.0;
        }

    }

}