Module net.finmath.lib
Package net.finmath.integration

Class PiecewiseContantDoubleUnaryOperator

java.lang.Object
net.finmath.integration.PiecewiseContantDoubleUnaryOperator
All Implemented Interfaces:
DoubleUnaryOperator, Function<Double,Double>
public class PiecewiseContantDoubleUnaryOperator extends Object implements DoubleUnaryOperator, Function<Double,Double>
A piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \) with exact calculation of the integral \( \int_{a}^{b} f(x) dx \) for given bounds \( a, b \). The summation uses Kahan error correction. For convenience the class can act as DoubleUnaryOperator specialization and as Function.
Author:
Christian Fries

  • Constructor Details

    • PiecewiseContantDoubleUnaryOperator

      public PiecewiseContantDoubleUnaryOperator(double[] intervalRightPoints, double[] values)
      Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).
      Parameters:
      intervalRightPoints - Array of length \( n \) with the right hand points \( x_{i} \) of the intervals \( (x_{i-1},x_{i}] \) on which we have values.
      values - Array of length \( n+1 \) with the values \( f_{i} \) on the intervals \( (x_{i-1},x_{i}] \) where:
      • the first value \( f_{0} \) in this array corresponds to the value on \( (-\infty,x_{0}] \)
      • the last value \( f_{n} \) in this array corresponds to the value on \( (x_{n-1},\infty) \)

    • PiecewiseContantDoubleUnaryOperator

      public PiecewiseContantDoubleUnaryOperator(List<Double> intervalRightPoints, List<Double> values)
      Construct a piecewise constant DoubleUnaryOperator \( f : \mathbb{R} \rightarrow \mathbb{R} \).
      Parameters:
      intervalRightPoints - List of length \( n \) with the right hand points \( x_{i} \) of the intervals \( (x_{i-1},x_{i}] \) on which we have values.
      values - List of length \( n+1 \) with the values \( f_{i} \) on the intervals \( (x_{i-1},x_{i}] \) where:
      • the first value \( f_{0} \) in this array corresponds to the value on \( (-\infty,x_{0}] \)
      • the last value \( f_{n} \) in this array corresponds to the value on \( (x_{n-1},\infty) \)

  • Method Details

    • getIntegral

      public double getIntegral(double lowerBound, double upperBound, DoubleUnaryOperator operator)
      Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).
      Parameters:
      lowerBound - The lower bound a.
      upperBound - The upper bound b.
      operator - The given function g.
      Returns:
      The integral \( \int_{a}^{b} g(f(x)) dx \).

    • getIntegral

      public double getIntegral(double lowerBound, double upperBound, Function<Double,Double> operator)
      Get the integral \( \int_{a}^{b} g(f(x)) dx \) of this function \( f \) plugged into a given function \( g \) for given bounds \( a, b \).
      Parameters:
      lowerBound - The lower bound a.
      upperBound - The upper bound b.
      operator - The given function g.
      Returns:
      The integral \( \int_{a}^{b} g(f(x)) dx \).

    • getIntegral

      public double getIntegral(double lowerBound, double upperBound)
      Get the integral \( \int_{a}^{b} f(x) dx \) of this function \( f \) for given bounds \( a, b \).
      Parameters:
      lowerBound - The lower bound a.
      upperBound - The upper bound b.
      Returns:
      The integral \( \int_{a}^{b} f(x) dx \).

    • applyAsDouble

      public double applyAsDouble(double operand)
      Get the value of this unary operator \( f \) at the given argument.
      Specified by:
      applyAsDouble in interface DoubleUnaryOperator
      Parameters:
      operand - The given argument.
      Returns:
      The value \( f(x) \).

    • apply

      public Double apply(Double value)
      Get the value of this function \( f \) at the given argument.
      Specified by:
      apply in interface Function<Double,Double>
      Parameters:
      value - The given argument.
      Returns:
      The value \( f(x) \).