public double[] GetSplineValue(
	double[] evaluationPoints,
	double[] coefficients,
	int ideriv
)

Public Function GetSplineValue ( 
	evaluationPoints As Double(),
	coefficients As Double(),
	ideriv As Integer
) As Double()

public:
array<double>^ GetSplineValue(
	array<double>^ evaluationPoints, 
	array<double>^ coefficients, 
	int ideriv
)

member GetSplineValue : 
        evaluationPoints : float[] * 
        coefficients : float[] * 
        ideriv : int -> float[] 

Parameters

evaluationPoints

Type: SystemDouble
A double array containing the points in x-direction at which the Hermite quintic spline representing the approximate solution to the Feynman-Kac PDE or one of its derivatives is to be evaluated. It is required that all elements in array evaluationPoints are greater than or equal to xGrid[0] and less than or equal to xGrid[xGrid.Length-1].

coefficients

Type: SystemDouble
A double array of length 3*xGrid.Length containing the coefficients of the Hermite quintic spline representing the approximate solution f or to the Feynman-Kac PDE. These coefficients are the rows of the arrays splineCoeffs and splineCoeffsPrime returned by methods GetSplineCoefficients and GetSplineCoefficientsPrime. If the user wants to compute approximate solutions or to the Feynman-Kac PDE at time point 0, one must assign row 0 of splineCoeffs to array coefficients. If the user wants to compute these approximate solutions for time points t=tGrid[i], i=0,...,tGrid.Length-1, one must assign row i+1 of splineCoeffs to array coefficients. The same reasoning applies to the computation of approximate solutions and and assignment of rows of array splineCoeffsPrime to array coefficients.

ideriv

Type: SystemInt32
An int specifying the derivative to be computed. It must be 0, 1, 2 or 3.

Return Value

Reference