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

Namespace: Imsl.Math
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
void Init(
	double[] xGrid,
	double[] tGrid,
	double time,
	double[] yprime,
	double[] y,
	double[] absoluteErrorTolerance,
	double[] relativeErrorTolerance
)

Parameters

xGrid
Type: SystemDouble
A double array containing the grid points in the x-direction.
tGrid
Type: SystemDouble
A double array containing the grid points in the t-direction.
time
Type: SystemDouble
A double scalar containing the time point for the evaluation. Possible values are 0 (the initial or "terminal" time point) and all values in array tGrid.
yprime
Type: SystemDouble
An input double array of length 3*xGrid.Length containing the derivatives of the Hermite quintic spline coefficients at time point time.
y
Type: SystemDouble
A double array of length 3*xGrid.Length containing the coefficients of the Hermite quintic spline at time point time. For the initial time point time = 0 this array can be used to reset the Hermite quintic spline coefficients to user defined values. For all other values of time array y is an input array.
absoluteErrorTolerance
Type: SystemDouble
An input or output double array of length 3*xGrid.Length containing absolute error tolerances.
relativeErrorTolerance
Type: SystemDouble
An input or output double array of length 3*xGrid.Length containing relative error tolerances.
See Also