finMath lib documentation
net.finmath.interpolation

## Class RationalFunctionInterpolation

• All Implemented Interfaces:
Serializable, DoubleUnaryOperator

public class RationalFunctionInterpolation
extends Object
implements DoubleUnaryOperator, Serializable
This class provides methodologies to interpolate given sample points by rational functions, that is, given interpolation points (xi,yi) the class provides a continuous function y = f(x) where
• f(xi) = yi and
• for xi < x < xi+1 the function is a fraction of two polynomes f(x) = (sum aj xj) / (sum bk xk).
This setup comprises linear interpolation (for which the function is C0) and cubic spline interpolation (for which the function is C1).
Version:
1.3
Author:
Christian Fries
Serialized Form
• ### Nested Class Summary

Nested Classes
Modifier and Type Class and Description
static class  RationalFunctionInterpolation.ExtrapolationMethod
static class  RationalFunctionInterpolation.InterpolationMethod
• ### Constructor Summary

Constructors
Constructor and Description
RationalFunctionInterpolation(double[] points, double[] values)
Generate a rational function interpolation from a given set of points.
RationalFunctionInterpolation(double[] points, double[] values, RationalFunctionInterpolation.InterpolationMethod interpolationMethod, RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod)
Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.
• ### Method Summary

All Methods
Modifier and Type Method and Description
double applyAsDouble(double operand)
RationalFunctionInterpolation.InterpolationMethod getInterpolationMethod()
Returns the interpolation method used.
double getValue(double x)
Get an interpolated value for a given argument x.
static void main(String[] args)
• ### 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.DoubleUnaryOperator

andThen, compose, identity
• ### Constructor Detail

• #### RationalFunctionInterpolation

public RationalFunctionInterpolation(double[] points,
double[] values)
Generate a rational function interpolation from a given set of points.
Parameters:
points - The array of the xi sample points of a function y=f(x).
values - The corresponding array of the yi sample values to the sample points xi.
• #### RationalFunctionInterpolation

public RationalFunctionInterpolation(double[] points,
double[] values,
RationalFunctionInterpolation.InterpolationMethod interpolationMethod,
RationalFunctionInterpolation.ExtrapolationMethod extrapolationMethod)
Generate a rational function interpolation from a given set of points using the specified interpolation and extrapolation method.
Parameters:
points - The array of the xi sample points of a function y=f(x).
values - The corresponding array of the yi sample values to the sample points xi.
interpolationMethod - The interpolation method to be used.
extrapolationMethod - The extrapolation method to be used.
• ### Method Detail

• #### getInterpolationMethod

public RationalFunctionInterpolation.InterpolationMethod getInterpolationMethod()
Returns the interpolation method used.
Returns:
Returns the interpolationMethod.
• #### getValue

public double getValue(double x)
Get an interpolated value for a given argument x.
Parameters:
x - The abscissa at which the interpolation should be performed.
Returns:
The interpolated value (ordinate).
• #### main

public static void main(String[] args)
• #### applyAsDouble

public double applyAsDouble(double operand)
Specified by:
applyAsDouble in interface DoubleUnaryOperator