Returns the coefficients of the Hermite quintic splines that represent an
approximate solution of the Feynman-Kac PDE.
Namespace:
Imsl.MathAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[,] GetSplineCoefficients() |
Visual Basic (Declaration) |
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Public Function GetSplineCoefficients As Double(,) |
Visual C++ |
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public: array<double,2>^ GetSplineCoefficients() |
Return Value
A double matrix of dimension (tGrid.Length+1) by (3*xGrid.Length) containing the coefficients of the Hermite quintic spline representation of the approximate solution for the Feynman-Kac PDE at time points 0, tGrid[0],...,tGrid[tGrid.Length-1]. Setting ntGrid = tGrid.Length and nxGrid = xGrid.Length the approximate solution is given by The representation for the initial data at t=0 is The (ntGrid+1) by (3*nxGrid) matrix is stored row-wise in the returned array.Remarks
The ComputeCoefficients method must be invoked first
before invoking this method. Otherwise, the method throws an
InvalidOperationException exception.