/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.interpolation.data;
import java.util.Arrays;
import java.util.List;
import org.apache.commons.lang.ObjectUtils;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.Function1D;
import com.opengamma.analytics.math.interpolation.DistanceCalculator;
import com.opengamma.analytics.math.linearalgebra.Decomposition;
import com.opengamma.analytics.math.linearalgebra.DecompositionFactory;
import com.opengamma.analytics.math.linearalgebra.DecompositionResult;
import com.opengamma.analytics.math.matrix.DoubleMatrix1D;
import com.opengamma.util.tuple.Pair;
/**
*
*/
public class RadialBasisFunctionInterpolatorDataBundle extends InterpolatorNDDataBundle {
private final Function1D<Double, Double> _basisFunction;
private final boolean _useNormalized;
private final double[] _weights;
private DecompositionResult _decompRes;
private final Decomposition<?> _decomp = DecompositionFactory.LU_COMMONS;
public RadialBasisFunctionInterpolatorDataBundle(final List<Pair<double[], Double>> data, final Function1D<Double, Double> basisFunction, final boolean useNormalized) {
super(data);
Validate.notNull(basisFunction, "basis function");
_basisFunction = basisFunction;
_useNormalized = useNormalized;
_weights = calculateWeights();
}
public double[] getWeights() {
return _weights;
}
public DecompositionResult getDecompositionResult() {
return _decompRes;
}
/**
* Gets the basisFunction field.
* @return the basisFunction
*/
public Function1D<Double, Double> getBasisFunction() {
return _basisFunction;
}
/**
* Gets the useNormalized field.
* @return the useNormalized
*/
public boolean isNormalized() {
return _useNormalized;
}
private double[] calculateWeights() {
final List<Pair<double[], Double>> data = getData();
final int n = data.size();
double sum;
final double[][] radii = new double[n][n];
final double[] y = new double[n];
double phi;
double[] x1, x2;
final double zeroValue = _basisFunction.evaluate(0.0);
for (int i = 0; i < n; i++) {
x1 = data.get(i).getFirst();
radii[i][i] = zeroValue;
for (int j = i + 1; j < n; j++) {
x2 = data.get(j).getFirst();
phi = _basisFunction.evaluate(DistanceCalculator.getDistance(x1, x2));
Validate.isTrue(!Double.isNaN(phi) || !Double.isInfinite(phi), "basis function return invalide number");
radii[i][j] = phi;
radii[j][i] = phi; // matrix symmetric since basis function depends on distance only
}
if (_useNormalized) {
sum = 0.0;
for (int j = 0; j < n; j++) {
sum += radii[i][j];
}
y[i] = sum * data.get(i).getSecond();
} else {
y[i] = data.get(i).getSecond();
}
}
_decompRes = _decomp.evaluate(new com.opengamma.analytics.math.matrix.DoubleMatrix2D(radii));
final DoubleMatrix1D res = _decompRes.solve(new DoubleMatrix1D(y));
return res.toArray();
}
@Override
public int hashCode() {
final int prime = 31;
int result = super.hashCode();
result = prime * result + _basisFunction.hashCode();
result = prime * result + _decomp.hashCode();
result = prime * result + _decompRes.hashCode();
result = prime * result + (_useNormalized ? 1231 : 1237);
result = prime * result + Arrays.hashCode(_weights);
return result;
}
@Override
public boolean equals(final Object obj) {
if (this == obj) {
return true;
}
if (!super.equals(obj)) {
return false;
}
if (!(obj instanceof RadialBasisFunctionInterpolatorDataBundle)) {
return false;
}
final RadialBasisFunctionInterpolatorDataBundle other = (RadialBasisFunctionInterpolatorDataBundle) obj;
if (_useNormalized != other._useNormalized) {
return false;
}
if (!Arrays.equals(_weights, other._weights)) {
return false;
}
if (!ObjectUtils.equals(_basisFunction, other._basisFunction)) {
return false;
}
if (!ObjectUtils.equals(_decomp, other._decomp)) {
return false;
}
if (!ObjectUtils.equals(_decompRes, other._decompRes)) {
return false;
}
return true;
}
}