Christoph Ruegg
17 years ago
3 changed files with 196 additions and 0 deletions
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// <copyright file="CubicHermiteSplineInterpolation.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://mathnet.opensourcedotnet.info
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//
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// Copyright (c) 2009 Math.NET
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//
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// Permission is hereby granted, free of charge, to any person
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// obtaining a copy of this software and associated documentation
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// files (the "Software"), to deal in the Software without
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// restriction, including without limitation the rights to use,
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// copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the
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// Software is furnished to do so, subject to the following
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// conditions:
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//
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// The above copyright notice and this permission notice shall be
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// included in all copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
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// OTHER DEALINGS IN THE SOFTWARE.
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// </copyright>
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namespace MathNet.Numerics.Interpolation.Algorithms |
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{ |
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using System; |
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using System.Collections.Generic; |
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/// <summary>
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/// Cubic Hermite Spline Interpolation Algorithm.
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/// </summary>
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/// <remarks>
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/// This algorithm supports both differentiation and integration.
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/// </remarks>
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public class CubicHermiteSplineInterpolation : IInterpolation |
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{ |
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/// <summary>
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/// Internal Spline Interpolation
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/// </summary>
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private readonly SplineInterpolation _spline; |
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/// <summary>
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/// Initializes a new instance of the CubicHermiteSplineInterpolation class.
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/// </summary>
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public CubicHermiteSplineInterpolation() |
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{ |
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_spline = new SplineInterpolation(); |
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} |
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/// <summary>
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/// Initializes a new instance of the CubicHermiteSplineInterpolation class.
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/// </summary>
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/// <param name="samplePoints">Sample Points t, sorted ascending.</param>
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/// <param name="sampleValues">Sample Values x(t)</param>
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/// <param name="sampleDerivatives">Sample Derivatives x'(t)</param>
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public CubicHermiteSplineInterpolation( |
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IList<double> samplePoints, |
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IList<double> sampleValues, |
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IList<double> sampleDerivatives) |
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{ |
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_spline = new SplineInterpolation(); |
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Initialize(samplePoints, sampleValues, sampleDerivatives); |
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} |
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/// <summary>
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/// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
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/// </summary>
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/// <seealso cref="Differentiate(double)"/>
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/// <seealso cref="Differentiate(double, out double, out double)"/>
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bool IInterpolation.SupportsDifferentiation |
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{ |
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get { return true; } |
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} |
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/// <summary>
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/// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
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/// </summary>
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/// <seealso cref="Integrate"/>
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bool IInterpolation.SupportsIntegration |
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{ |
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get { return true; } |
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} |
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/// <summary>
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/// Initialize the interpolation method with the given spline coefficients (sorted by the sample points t).
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/// </summary>
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/// <param name="samplePoints">Sample Points t, sorted ascending.</param>
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/// <param name="sampleValues">Sample Values x(t)</param>
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/// <param name="sampleDerivatives">Sample Derivatives x'(t)</param>
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public void Initialize( |
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IList<double> samplePoints, |
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IList<double> sampleValues, |
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IList<double> sampleDerivatives) |
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{ |
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if (null == samplePoints) |
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{ |
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throw new ArgumentNullException("samplePoints"); |
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} |
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if (null == sampleValues) |
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{ |
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throw new ArgumentNullException("sampleValues"); |
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} |
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if (null == sampleDerivatives) |
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{ |
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throw new ArgumentNullException("sampleDerivatives"); |
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} |
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if (samplePoints.Count < 2) |
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{ |
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throw new ArgumentOutOfRangeException("samplePoints"); |
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} |
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if (samplePoints.Count != sampleValues.Count |
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|| samplePoints.Count != sampleDerivatives.Count) |
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{ |
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throw new ArgumentException(Properties.Resources.ArgumentVectorsSameLengths); |
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} |
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double[] coefficients = new double[4 * (samplePoints.Count - 1)]; |
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for (int i = 0, j = 0; i < samplePoints.Count - 1; i++, j += 4) |
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{ |
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double delta = samplePoints[i + 1] - samplePoints[i]; |
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double delta2 = delta * delta; |
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double delta3 = delta * delta2; |
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coefficients[j] = sampleValues[i]; |
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coefficients[j + 1] = sampleDerivatives[i]; |
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coefficients[j + 2] = ((3 * (sampleValues[i + 1] - sampleValues[i])) - (2 * sampleDerivatives[i] * delta) - (sampleDerivatives[i + 1] * delta)) / delta2; |
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coefficients[j + 3] = ((2 * (sampleValues[i] - sampleValues[i + 1])) + (sampleDerivatives[i] * delta) + (sampleDerivatives[i + 1] * delta)) / delta3; |
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} |
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_spline.Initialize(samplePoints, coefficients); |
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} |
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/// <summary>
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/// Interpolate at point t.
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/// </summary>
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/// <param name="t">Point t to interpolate at.</param>
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/// <returns>Interpolated value x(t).</returns>
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public double Interpolate(double t) |
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{ |
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return _spline.Interpolate(t); |
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} |
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/// <summary>
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/// Differentiate at point t.
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/// </summary>
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/// <param name="t">Point t to interpolate at.</param>
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/// <returns>Interpolated first derivative at point t.</returns>
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/// <seealso cref="IInterpolation.SupportsDifferentiation"/>
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/// <seealso cref="Differentiate(double, out double, out double)"/>
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public double Differentiate(double t) |
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{ |
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return _spline.Differentiate(t); |
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} |
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/// <summary>
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/// Differentiate at point t.
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/// </summary>
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/// <param name="t">Point t to interpolate at.</param>
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/// <param name="interpolatedValue">Interpolated value x(t)</param>
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/// <param name="secondDerivative">Interpolated second derivative at point t.</param>
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/// <returns>Interpolated first derivative at point t.</returns>
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/// <seealso cref="IInterpolation.SupportsDifferentiation"/>
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/// <seealso cref="Differentiate(double)"/>
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public double Differentiate( |
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double t, |
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out double interpolatedValue, |
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out double secondDerivative) |
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{ |
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return _spline.Differentiate(t, out interpolatedValue, out secondDerivative); |
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} |
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/// <summary>
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/// Integrate up to point t.
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/// </summary>
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/// <param name="t">Right bound of the integration interval [a,t].</param>
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/// <returns>Interpolated definite integral over the interval [a,t].</returns>
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/// <seealso cref="IInterpolation.SupportsIntegration"/>
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public double Integrate(double t) |
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{ |
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return _spline.Integrate(t); |
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} |
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} |
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} |
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