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finMath lib documentation
net.finmath.interpolation

## Class 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 and Description
BiLinearInterpolation(double[] x, double[] y, double[][] z)
• ### Method Summary

All Methods
Modifier and Type Method and 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 Detail

• #### BiLinearInterpolation

public BiLinearInterpolation(double[] x,
double[] y,
double[][] z)
• ### Method Detail

• #### apply

public Double apply(Double x,
Double y)
Specified by:
apply in interface BiFunction<Double,Double,Double>
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Copyright © 2018 Christian P. Fries.

Copyright © 2019. All rights reserved.