com.imsl.math
Interface FeynmanKac.InitialData

Enclosing class:

FeynmanKac

public static interface FeynmanKac.InitialData

Public interface for adjustment of initial data or as an opportunity for output during the integration steps.

Method Summary

void	init(double[] xGrid, double[] tGrid, double time, double[] yprime, double[] y, double[] absoluteErrorTolerance, double[] relativeErrorTolerance) Method that allows for adjustment of initial data or as an opportunity for output during the integration steps.

Method Detail

init

void init(double[] xGrid,
          double[] tGrid,
          double time,
          double[] yprime,
          double[] y,
          double[] absoluteErrorTolerance,
          double[] relativeErrorTolerance)

Method that allows for adjustment of initial data or as an opportunity for output during the integration steps.

Parameters:

xGrid - a double array containing the grid points in the x-direction.

tGrid - a double array containing the grid points in the t-direction.

time - a double, containing the time point for the evaluation.

yprime - a double array of length 3*xGrid.length containing the derivatives of the Hermite quintic spline coefficients at time point time.

y - a double array of length 3*xGrid.length containing the coefficients of the Hermite quintic spline at time point time.

absoluteErrorTolerance - a double array of length 3*xGrid.length containing absolute error tolerances.

relativeErrorTolerance - a double array of length 3*xGrid.length containing relative error tolerances.