org.drip.function.r1tor1

Class UnivariateConvolution

java.lang.Object

org.drip.function.definition.R1ToR1

org.drip.function.r1tor1.UnivariateConvolution

Direct Known Subclasses:

BernsteinPolynomial, LinearRationalTensionExponential

public class UnivariateConvolution
extends R1ToR1

This class provides the evaluation of the Convolution au1 * au2 and its derivatives for a specified variate.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
UnivariateConvolution(R1ToR1 au1, R1ToR1 au2) Construct a PolynomialMirrorCross instance

Method Summary

Modifier and Type	Method and Description
double	derivative(double dblVariate, int iOrder) Calculate the derivative as a double
double	evaluate(double dblVariate) Evaluate for the given variate
double	integrate(double dblBegin, double dblEnd) Integrate over the given range

Methods inherited from class org.drip.function.definition.R1ToR1

differential, differential, maxima, maxima, minima, minima

Methods inherited from class java.lang.Object

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

Constructor Detail

UnivariateConvolution

public UnivariateConvolution(R1ToR1 au1,
                             R1ToR1 au2)
                      throws java.lang.Exception

Construct a PolynomialMirrorCross instance

Parameters:

au1 - Univariate Function #1

au2 - Univariate Function #2

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Method Detail

evaluate

public double evaluate(double dblVariate)
                throws java.lang.Exception

Description copied from class: R1ToR1

Evaluate for the given variate

Specified by:

evaluate in class R1ToR1

Parameters:

dblVariate - Variate

Returns:

Returns the calculated value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done

derivative

public double derivative(double dblVariate,
                         int iOrder)
                  throws java.lang.Exception

Description copied from class: R1ToR1

Calculate the derivative as a double

Overrides:

derivative in class R1ToR1

Parameters:

dblVariate - Variate at which the derivative is to be calculated

iOrder - Order of the derivative to be computed

Returns:

The Derivative

Throws:

java.lang.Exception - Thrown if Inputs are Invalid

integrate

public double integrate(double dblBegin,
                        double dblEnd)
                 throws java.lang.Exception

Description copied from class: R1ToR1

Integrate over the given range

Overrides:

integrate in class R1ToR1

Parameters:

dblBegin - Range Begin

dblEnd - Range End

Returns:

The Integrated Value

Throws:

java.lang.Exception - Thrown if evaluation cannot be done