Interface VolMatrix

Functional Interface:
This is a functional interface and can therefore be used as the assignment target for a lambda expression or method reference.

@FunctionalInterface public interface VolMatrix
Volatility calculation. Unit test is in VkQVM, BkQVM and XkVM.XkQVMTest.test_Matrices()
  • Method Details

    • getDPsi

      double[] getDPsi(double[] psi)
      Calculates D(psi).
    • getVolMatrix

      default double[] getVolMatrix(int n, double[] QQ)
      Volatility matrix. D^T QQ D
    • getDiffMatrix

      default double[] getDiffMatrix(int n, double[] QQ)
      Differentiated matrix. QQ D + D^T QQ^T.
    • getDiff2Matrix

      default double[] getDiff2Matrix(int n, double[] QQ)
      D2 Differentiated matrix. QQ DD + DD^T QQ^T + D^T QQ D + D^T QQ^T D
    • getDiff2PartMatrix

      default double[] getDiff2PartMatrix(int n, double[] QQ)
      A part of D2: QQ DD + DD^T QQ^T.
    • getDMatrix

      default double[] getDMatrix(int n)
      D- matrix. If Dpsi=getDPsi(psi), then Dpsi_k=\sum_{l}D_{kl}psi_l.
    • getHAB

      static double[] getHAB(int n, double[] QQ, double[] D)
      Hermitian QQ D + D^T QQ^T.
    • getRadauMatrix

      static double[] getRadauMatrix(int n, double[] QQ, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M)
      Calculates <r*Q_i Q_j>.
      Parameters:
      QQ - , the matrix n*n
      Returns:
      rQQ, the matrix (n-1)*(n-1)
    • getDRadauMatrix

      default double[] getDRadauMatrix(int n, double[] QQ, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M)
      Calculates <D(r*Q_i Q_j)>.
      Parameters:
      QQ - , the matrix n*n
      Returns:
      D(rQQ), the matrix (n-1)*(n-1)
    • getRadau2Matrix

      static double[] getRadau2Matrix(int n, double[] QQ, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M)
      Calculates <r^2*Q_i Q_j>.
      Parameters:
      QQ - , the matrix n*n
      Returns:
      r^2*QQ, the matrix (n-1)*(n-1)
    • getDRadau2Matrix

      default double[] getDRadau2Matrix(int n, double[] QQ, OrthogonalPolynomialsBasisFunctionsCalculatable<? extends BasisFunctionsCalculatable> M)
      Calculates <D(r^2*Q_i Q_j)>.
      Parameters:
      QQ - , the matrix n*n
      Returns:
      D(r^2*QQ), the matrix (n-1)*(n-1)