Returns the first derivatives of the Hermite quintic spline coefficients
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[,] GetSplineCoefficientsPrime() |
Visual Basic (Declaration) |
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Public Function GetSplineCoefficientsPrime As Double(,) |
Visual C++ |
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public: array<double,2>^ GetSplineCoefficientsPrime() |
Return Value
A double matrix of dimension (tGrid.Length+1) by (3*xGrid.Length) containing the first derivatives (in time) of 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]. The approximate solution itself is given by and 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.