Module net.finmath.lib

Package net.finmath.interpolation

Class BiLinearInterpolation

java.lang.Object

net.finmath.interpolation.BiLinearInterpolation

All Implemented Interfaces:

BiFunction<Double,Double,Double>

public class BiLinearInterpolation
extends Object
implements BiFunction<Double,Double,Double>

Simple bi-linear interpolation of data points \( z_{i,j} \) over a Cartesian grid \( (x_{i},y_{j}) \). The interpolation function is \[ z = f(x,y) = \alpha_{x} \alpha_{y} z_{k_{x},k_{y}} + \alpha_{x} (1-\alpha_{y}) z_{k_{x},k_{y}+1} + (1-\alpha_{x}) \alpha_{y} z_{k_{x}+1,k_{y}} + (1-\alpha_{x}) (1-\alpha_{y}) z_{k_{x}+1,k_{y}+1} \] where \( x_{k_{x}} \leq x \leq x_{k_{x}+1} \) and \( y_{k_{y}} \leq y \leq y_{k_{x}+1} \) and \( \alpha_{x} = (x_{k_{x}+1}-x)/(x_{k_{x}+1}-x_{k_{x}}) \) and \( \alpha_{y} = (x_{k_{y}+1}-x)/(x_{k_{y}+1}-x_{k_{y}}) \).

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
BiLinearInterpolation(double[] x, double[] y, double[][] z)

Method Summary

Modifier and Type	Method	Description
Double	apply(Double x, Double y)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface java.util.function.BiFunction

andThen

Constructor Details

BiLinearInterpolation

public BiLinearInterpolation(double[] x,
 double[] y,
 double[][] z)

Method Details

apply

public Double apply(Double x,
 Double y)

Specified by:

apply in interface BiFunction<Double,Double,Double>