com.opengamma.analytics.math.surface.InterpolatedSurfaceAdditiveShiftFunction.java Source code

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Here is the source code for com.opengamma.analytics.math.surface.InterpolatedSurfaceAdditiveShiftFunction.java

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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.analytics.math.surface;

import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;

import org.apache.commons.lang.Validate;

/**
 * Shifts an {@link InterpolatedDoublesSurface}. If the <i>(x, y)</i> value(s) of the shift(s) are not in the nodal points of the 
 * original surface, they are added (with shift) to the nodal points of the new surface. 
 */
public class InterpolatedSurfaceAdditiveShiftFunction implements SurfaceShiftFunction<InterpolatedDoublesSurface> {

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double shift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, shift, "PARALLEL_SHIFT_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double shift,
            final String newName) {
        Validate.notNull(surface, "surface");
        final double[] xData = surface.getXDataAsPrimitive();
        final double[] yData = surface.getYDataAsPrimitive();
        final int n = xData.length;
        final double[] shiftedZ = Arrays.copyOf(surface.getZDataAsPrimitive(), n);
        for (int i = 0; i < n; i++) {
            shiftedZ[i] += shift;
        }
        return InterpolatedDoublesSurface.from(xData, yData, shiftedZ, surface.getInterpolator(), newName);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double x,
            final double y, final double shift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, x, y, shift, "SINGLE_SHIFT_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double x,
            final double y, final double shift, final String newName) {
        Validate.notNull(surface, "surface");
        final double[] xData = surface.getXDataAsPrimitive();
        final double[] yData = surface.getYDataAsPrimitive();
        final double[] zData = surface.getZDataAsPrimitive();
        final int n = xData.length;
        for (int i = 0; i < n; i++) {
            if (Double.doubleToLongBits(xData[i]) == Double.doubleToLongBits(x)) {
                if (Double.doubleToLongBits(yData[i]) == Double.doubleToLongBits(y)) {
                    final double[] shiftedZ = Arrays.copyOf(zData, n);
                    shiftedZ[i] += shift;
                    return InterpolatedDoublesSurface.from(xData, yData, shiftedZ, surface.getInterpolator(),
                            newName);
                }
            }
        }
        final double[] newX = new double[n + 1];
        final double[] newY = new double[n + 1];
        final double[] newZ = new double[n + 1];
        for (int i = 0; i < n; i++) {
            newX[i] = xData[i];
            newY[i] = yData[i];
            newZ[i] = zData[i];
        }
        newX[n] = x;
        newY[n] = y;
        newZ[n] = surface.getZValue(x, y) + shift;
        return InterpolatedDoublesSurface.from(newX, newY, newZ, surface.getInterpolator(), newName);
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double[] xShift,
            final double[] yShift, final double[] shift) {
        Validate.notNull(surface, "surface");
        return evaluate(surface, xShift, yShift, shift, "MULTIPLE_SHIFT_" + surface.getName());
    }

    /**
     * {@inheritDoc}
     */
    @Override
    public InterpolatedDoublesSurface evaluate(final InterpolatedDoublesSurface surface, final double[] xShift,
            final double[] yShift, final double[] shift, final String newName) {
        Validate.notNull(surface, "surface");
        Validate.notNull(xShift, "x shift");
        Validate.notNull(yShift, "y shift");
        Validate.notNull(shift, "shifts");
        final int n = xShift.length;
        if (n == 0) {
            return InterpolatedDoublesSurface.from(surface.getXDataAsPrimitive(), surface.getYDataAsPrimitive(),
                    surface.getZDataAsPrimitive(), surface.getInterpolator(), newName);
        }
        Validate.isTrue(n == yShift.length && n == shift.length);
        final Double[] x = surface.getXData();
        final Double[] y = surface.getYData();
        final Double[] z = surface.getZData();
        final List<Double> newX = new ArrayList<Double>(Arrays.asList(x));
        final List<Double> newY = new ArrayList<Double>(Arrays.asList(y));
        final List<Double> newZ = new ArrayList<Double>(Arrays.asList(z));
        final int size = surface.size();
        for (int i = 0; i < n; i++) {
            boolean foundValue = false;
            for (int j = 0; j < size; j++) {
                if (Double.doubleToLongBits(x[j]) == Double.doubleToLongBits(xShift[i])
                        && Double.doubleToLongBits(y[j]) == Double.doubleToLongBits(yShift[i])) {
                    newZ.set(j, z[j] + shift[i]);
                    foundValue = true;
                }
            }
            if (!foundValue) {
                newX.add(xShift[i]);
                newY.add(yShift[i]);
                newZ.add(surface.getZValue(xShift[i], yShift[i]) + shift[i]);
            }
        }
        return InterpolatedDoublesSurface.from(newX, newY, newZ, surface.getInterpolator(), newName);
    }
}