com.opengamma.strata.math.impl.function.special.JacobiPolynomialFunction Maven / Gradle / Ivy

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/*
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.function.special;

import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.collect.tuple.Pair;
import com.opengamma.strata.math.impl.function.DoubleFunction1D;
import com.opengamma.strata.math.impl.function.RealPolynomialFunction1D;

/**
 * 
 */
public class JacobiPolynomialFunction extends OrthogonalPolynomialFunctionGenerator {

  @Override
  public DoubleFunction1D[] getPolynomials(int n) {
    throw new UnsupportedOperationException("Need values for alpha and beta for Jacobi polynomial function generation");
  }

  @Override
  public Pair[] getPolynomialsAndFirstDerivative(int n) {
    throw new UnsupportedOperationException("Need values for alpha and beta for Jacobi polynomial function generation");
  }

  /**
   * Calculates polynomials.
   * @param n  the n value
   * @param alpha  the alpha value
   * @param beta  the beta value
   * @return the result
   */
  public DoubleFunction1D[] getPolynomials(int n, double alpha, double beta) {
    ArgChecker.isTrue(n >= 0);
    DoubleFunction1D[] polynomials = new DoubleFunction1D[n + 1];
    for (int i = 0; i <= n; i++) {
      if (i == 0) {
        polynomials[i] = getOne();
      } else if (i == 1) {
        polynomials[i] = new RealPolynomialFunction1D(new double[] {(alpha - beta) / 2, (alpha + beta + 2) / 2});
      } else {
        int j = i - 1;
        polynomials[i] =
            (polynomials[j].multiply(getB(alpha, beta, j)).add(polynomials[j].multiply(getX()).multiply(getC(alpha, beta, j))
                .add(polynomials[j - 1].multiply(getD(alpha, beta, j)))))
                .divide(getA(alpha, beta, j));
      }
    }
    return polynomials;
  }

  /**
   * Calculates polynomials and derivative.
   * @param n  the n value
   * @param alpha  the alpha value
   * @param beta  the beta value
   * @return the result
   */
  public Pair[] getPolynomialsAndFirstDerivative(int n, double alpha, double beta) {
    ArgChecker.isTrue(n >= 0);
    @SuppressWarnings("unchecked")
    Pair[] polynomials = new Pair[n + 1];
    DoubleFunction1D p, dp, p1, p2;
    for (int i = 0; i <= n; i++) {
      if (i == 0) {
        polynomials[i] = Pair.of(getOne(), getZero());
      } else if (i == 1) {
        double a1 = (alpha + beta + 2) / 2;
        polynomials[i] =
            Pair.of((DoubleFunction1D) new RealPolynomialFunction1D(new double[] {(alpha - beta) / 2, a1}),
                (DoubleFunction1D) new RealPolynomialFunction1D(new double[] {a1}));
      } else {
        int j = i - 1;
        p1 = polynomials[j].getFirst();
        p2 = polynomials[j - 1].getFirst();
        DoubleFunction1D temp1 = p1.multiply(getB(alpha, beta, j));
        DoubleFunction1D temp2 = p1.multiply(getX()).multiply(getC(alpha, beta, j));
        DoubleFunction1D temp3 = p2.multiply(getD(alpha, beta, j));
        p = (temp1.add(temp2).add(temp3)).divide(getA(alpha, beta, j));
        dp = p.derivative();
        polynomials[i] = Pair.of(p, dp);
      }
    }
    return polynomials;
  }

  private double getA(double alpha, double beta, int n) {
    return 2 * (n + 1) * (n + alpha + beta + 1) * (2 * n + alpha + beta);

  }

  private double getB(double alpha, double beta, int n) {
    return (2 * n + alpha + beta + 1) * (alpha * alpha - beta * beta);
  }

  private double getC(double alpha, double beta, int n) {
    double x = 2 * n + alpha + beta;
    return x * (x + 1) * (x + 2);
  }

  private double getD(double alpha, double beta, int n) {
    return -2 * (n + alpha) * (n + beta) * (2 * n + alpha + beta + 2);
  }

}