Candy Chiu
12 years ago
committed by
Christoph Ruegg
Christoph Ruegg
4 changed files with 241 additions and 0 deletions
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// <copyright file="LogLinearSpline.cs" company="Math.NET">
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// Math.NET Numerics, part of the Math.NET Project
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// http://numerics.mathdotnet.com
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// http://github.com/mathnet/mathnet-numerics
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// http://mathnetnumerics.codeplex.com
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//
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// Copyright (c) 2009-2013 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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using MathNet.Numerics.Properties; |
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using System; |
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using System.Collections.Generic; |
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using System.Linq; |
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namespace MathNet.Numerics.Interpolation |
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{ |
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/// <summary>
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/// Log Linear Spline Interpolation
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/// </summary>
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/// <remarks>This algorithm supports differentiation, not integration.</remarks>
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public class LogLinearSpline : 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 LinearSpline _spline; |
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/// <summary>
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/// Creates a log linear interpolation based on input data
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/// </summary>
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/// <param name="x"></param>
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/// <param name="y"></param>
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public LogLinearSpline(IEnumerable<double> x, IEnumerable<double> y) |
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{ |
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var xx = (x as double[]) ?? x.ToArray(); |
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var yy = (y as double[]) ?? y.ToArray(); |
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if (xx.Length != yy.Length) |
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{ |
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throw new ArgumentException(Resources.ArgumentVectorsSameLength); |
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} |
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for (int i = 0; i < yy.Length; i++) |
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yy[i] = Math.Log(yy[i]); |
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_spline = LinearSpline.Interpolate(xx, yy); |
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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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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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bool IInterpolation.SupportsIntegration |
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{ |
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get { return false; } |
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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 Math.Exp(_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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public double Differentiate(double t) |
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{ |
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return Interpolate(t) * _spline.Differentiate(t); |
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} |
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/// <summary>
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/// Differentiate twice 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 second derivative at point t.</returns>
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public double Differentiate2(double t) |
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{ |
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var linearFirstDerivative = _spline.Differentiate(t); |
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var linearSecondDerivative = _spline.Differentiate2(t); |
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var secondDerivative = Differentiate(t) * linearFirstDerivative + |
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Interpolate(t) * linearSecondDerivative; |
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return secondDerivative; |
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} |
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/// <summary>
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/// Indefinite integral at point t.
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/// </summary>
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/// <param name="t">Point t to integrate at.</param>
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public double Integrate(double t) |
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{ |
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throw new NotImplementedException(); |
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} |
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/// <summary>
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/// Definite integral between points a and b.
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/// </summary>
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/// <param name="a">Left bound of the integration interval [a,b].</param>
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/// <param name="b">Right bound of the integration interval [a,b].</param>
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public double Integrate(double a, double b) |
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{ |
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throw new NotImplementedException(); |
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} |
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} |
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} |
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@ -0,0 +1,76 @@ |
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using MathNet.Numerics.Properties; |
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using System; |
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using System.Collections.Generic; |
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using System.Linq; |
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using System.Text; |
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namespace MathNet.Numerics.Interpolation |
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{ |
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public class TransformedInterpolation : IInterpolation |
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{ |
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private IInterpolation _baseInterpolation; |
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private Func<double, double> _transformer; |
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public TransformedInterpolation(IInterpolation baseInterp, Func<double, double> transformer) |
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{ |
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_baseInterpolation = baseInterp; |
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_transformer = transformer; |
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} |
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public static TransformedInterpolation Interpolate( |
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Func<double, double> transformer, Func<double, double> transformerInverse, |
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IEnumerable<double> x, IEnumerable<double> y) |
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{ |
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var xx = (x as double[]) ?? x.ToArray(); |
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var yy = (y as double[]) ?? y.ToArray(); |
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if (xx.Length != yy.Length) |
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{ |
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throw new ArgumentException(Resources.ArgumentVectorsSameLength); |
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} |
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for (int i = 0; i < yy.Length; i++) |
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yy[i] = transformerInverse(yy[i]); |
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var baseInterp = LinearSpline.Interpolate(xx, yy); |
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var interp = new TransformedInterpolation(baseInterp, transformer); |
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return interp; |
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} |
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public bool SupportsDifferentiation |
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{ |
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get { return false; } |
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} |
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public bool SupportsIntegration |
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{ |
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get { return false; } |
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} |
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public double Differentiate(double t) |
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{ |
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throw new NotImplementedException(); |
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} |
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public double Differentiate2(double t) |
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{ |
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throw new NotImplementedException(); |
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} |
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public double Integrate(double t) |
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{ |
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throw new NotImplementedException(); |
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} |
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public double Integrate(double a, double b) |
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{ |
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throw new NotImplementedException(); |
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} |
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public double Interpolate(double t) |
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{ |
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return _transformer(_baseInterpolation.Interpolate(t)); |
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} |
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} |
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} |
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