// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.Interpolation.Algorithms { using System; using System.Collections.Generic; /// /// Third-Degree Spline Interpolation Algorithm. /// /// /// This algorithm supports both differentiation and integration. /// public class SplineInterpolation : IInterpolation { /// /// Sample Points t. /// private IList _points; /// /// Spline Coefficients c(t). /// private IList _coefficients; /// /// Number of samples. /// private int _sampleCount; /// /// Initializes a new instance of the SplineInterpolation class. /// public SplineInterpolation() { } /// /// Initializes a new instance of the SplineInterpolation class. /// /// Sample Points t (length: N), sorted ascending. /// Spline Coefficients (length: 4*(N-1)). public SplineInterpolation( IList samplePoints, IList splineCoefficients) { Initialize(samplePoints, splineCoefficients); } /// /// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative). /// /// /// bool IInterpolation.SupportsDifferentiation { get { return true; } } /// /// Gets a value indicating whether the algorithm supports integration (interpolated quadrature). /// /// bool IInterpolation.SupportsIntegration { get { return true; } } /// /// Initialize the interpolation method with the given spline coefficients (sorted by the sample points t). /// /// Sample Points t (length: N), sorted ascending. /// Spline Coefficients (length: 4*(N-1)). public void Initialize( IList samplePoints, IList splineCoefficients) { if (null == samplePoints) { throw new ArgumentNullException("samplePoints"); } if (null == splineCoefficients) { throw new ArgumentNullException("splineCoefficients"); } if (samplePoints.Count < 1) { throw new ArgumentOutOfRangeException("samplePoints"); } if (splineCoefficients.Count != 4 * (samplePoints.Count - 1)) { throw new ArgumentOutOfRangeException("splineCoefficients"); } _points = samplePoints; _coefficients = splineCoefficients; _sampleCount = samplePoints.Count; } /// /// Interpolate at point t. /// /// Point t to interpolate at. /// Interpolated value x(t). public double Interpolate(double t) { int closestLeftIndex = IndexOfClosestPointLeftOf(t); // Interpolation double offset = t - _points[closestLeftIndex]; int k = closestLeftIndex << 2; return _coefficients[k] + (offset * (_coefficients[k + 1] + (offset * (_coefficients[k + 2] + (offset * _coefficients[k + 3]))))); } /// /// Differentiate at point t. /// /// Point t to interpolate at. /// Interpolated first derivative at point t. /// /// public double Differentiate(double t) { int closestLeftIndex = IndexOfClosestPointLeftOf(t); // Differentiation double offset = t - _points[closestLeftIndex]; int k = closestLeftIndex << 2; return _coefficients[k + 1] + (2 * offset * _coefficients[k + 2]) + (3 * offset * offset * _coefficients[k + 3]); } /// /// Differentiate at point t. /// /// Point t to interpolate at. /// Interpolated value x(t) /// Interpolated second derivative at point t. /// Interpolated first derivative at point t. /// /// public double Differentiate( double t, out double interpolatedValue, out double secondDerivative) { int closestLeftIndex = IndexOfClosestPointLeftOf(t); // Differentiation double offset = t - _points[closestLeftIndex]; int k = closestLeftIndex << 2; interpolatedValue = _coefficients[k] + (offset * (_coefficients[k + 1] + (offset * (_coefficients[k + 2] + (offset * _coefficients[k + 3]))))); secondDerivative = (2 * _coefficients[k + 2]) + (6 * offset * _coefficients[k + 3]); return _coefficients[k + 1] + (2 * offset * _coefficients[k + 2]) + (3 * offset * offset * _coefficients[k + 3]); } /// /// Integrate up to point t. /// /// Right bound of the integration interval [a,t]. /// Interpolated definite integral over the interval [a,t]. /// public double Integrate(double t) { int closestLeftIndex = IndexOfClosestPointLeftOf(t); // Integration double result = 0; for (int i = 0, j = 0; i < closestLeftIndex; i++, j += 4) { double w = _points[i + 1] - _points[i]; result += w * (_coefficients[j] + ((w * _coefficients[j + 1] * 0.5) + (w * ((_coefficients[j + 2] / 3) + (w * _coefficients[j + 3] * 0.25))))); } double offset = t - _points[closestLeftIndex]; int k = closestLeftIndex << 2; return result + (offset * (_coefficients[k] + (offset * _coefficients[k + 1] * 0.5) + (offset * _coefficients[k + 2] / 3) + (offset * _coefficients[k + 3] * 0.25))); } /// /// Find the index of the greatest sample point smaller than t. /// /// The value to look for. /// The sample point index. private int IndexOfClosestPointLeftOf(double t) { // Binary search in the [ t[0], ..., t[n-2] ] (t[n-1] is not included) int low = 0; int high = _sampleCount - 1; while (low != high - 1) { int middle = (low + high) / 2; if (_points[middle] > t) { high = middle; } else { low = middle; } } return low; } } }