FeynmanKacIInitialDataInit Method |
Method that allows for adjustment of initial data or as
an opportunity for output during the integration steps.
Namespace: Imsl.MathAssembly: 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
)
Sub Init (
xGrid As Double(),
tGrid As Double(),
time As Double,
yprime As Double(),
y As Double(),
absoluteErrorTolerance As Double(),
relativeErrorTolerance As Double()
)
void Init(
array<double>^ xGrid,
array<double>^ tGrid,
double time,
array<double>^ yprime,
array<double>^ y,
array<double>^ absoluteErrorTolerance,
array<double>^ relativeErrorTolerance
)
abstract Init :
xGrid : float[] *
tGrid : float[] *
time : float *
yprime : float[] *
y : float[] *
absoluteErrorTolerance : float[] *
relativeErrorTolerance : float[] -> unit
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