/** * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.math.function.special; import org.apache.commons.lang.Validate; import com.opengamma.analytics.math.function.DoubleFunction1D; import com.opengamma.analytics.math.function.RealPolynomialFunction1D; import com.opengamma.util.tuple.Pair; import com.opengamma.util.tuple.Pairs; /** * */ public class OrthonormalHermitePolynomialFunction extends OrthogonalPolynomialFunctionGenerator { private static final double C1 = 1. / Math.pow(Math.PI, 0.25); private static final double C2 = Math.sqrt(2) * C1; private static final RealPolynomialFunction1D F0 = new RealPolynomialFunction1D(new double[] {C1 }); private static final RealPolynomialFunction1D DF1 = new RealPolynomialFunction1D(new double[] {C2 }); @Override public DoubleFunction1D[] getPolynomials(final int n) { Validate.isTrue(n >= 0); final DoubleFunction1D[] polynomials = new DoubleFunction1D[n + 1]; for (int i = 0; i <= n; i++) { if (i == 0) { polynomials[i] = F0; } else if (i == 1) { polynomials[i] = polynomials[0].multiply(Math.sqrt(2)).multiply(getX()); } else { polynomials[i] = polynomials[i - 1].multiply(getX()).multiply(Math.sqrt(2. / i)).subtract(polynomials[i - 2].multiply(Math.sqrt((i - 1.) / i))); } } return polynomials; } @Override public Pair<DoubleFunction1D, DoubleFunction1D>[] getPolynomialsAndFirstDerivative(final int n) { Validate.isTrue(n >= 0); @SuppressWarnings("unchecked") final Pair<DoubleFunction1D, DoubleFunction1D>[] polynomials = new Pair[n + 1]; DoubleFunction1D p, dp, p1, p2; // final double divisor = Math.sqrt(2 * n); final double sqrt2 = Math.sqrt(2); final DoubleFunction1D x = getX(); for (int i = 0; i <= n; i++) { if (i == 0) { polynomials[i] = Pairs.of((DoubleFunction1D) F0, getZero()); } else if (i == 1) { polynomials[i] = Pairs.of(polynomials[0].getFirst().multiply(sqrt2).multiply(x), (DoubleFunction1D) DF1); } else { p1 = polynomials[i - 1].getFirst(); p2 = polynomials[i - 2].getFirst(); p = p1.multiply(x).multiply(Math.sqrt(2. / i)).subtract(p2.multiply(Math.sqrt((i - 1.) / i))); dp = p1.multiply(Math.sqrt(2 * i)); polynomials[i] = Pairs.of(p, dp); } } return polynomials; } }