diff --git a/src/Numerics/Interpolate.cs b/src/Numerics/Interpolate.cs
index f074b6cb..9049f55f 100644
--- a/src/Numerics/Interpolate.cs
+++ b/src/Numerics/Interpolate.cs
@@ -223,5 +223,26 @@ namespace MathNet.Numerics
{
return Interpolation.CubicSpline.InterpolateHermite(points, values, firstDerivatives);
}
+
+ ///
+ /// Create log linear spline interpolation based on arbitrary points.
+ ///
+ /// The sample points t. Optimized for arrays.
+ /// The sample point values x(t). Optimized for arrays.
+ ///
+ /// An interpolation scheme optimized for the given sample points and values,
+ /// which can then be used to compute interpolations and extrapolations
+ /// on arbitrary points.
+ ///
+ ///
+ /// The value pairs do not have to be sorted, but if they are not sorted ascendingly
+ /// and the passed x and y arguments are arrays, they will be sorted inplace and thus modified.
+ ///
+ /// If the values are passed as an array, they will be modified inplace, even it is already sorted.
+ ///
+ public static IInterpolation Step(IEnumerable points, IEnumerable values)
+ {
+ return new StepInterpolation(points, values);
+ }
}
}
diff --git a/src/Numerics/Interpolation/StepInterpolation.cs b/src/Numerics/Interpolation/StepInterpolation.cs
new file mode 100644
index 00000000..18892568
--- /dev/null
+++ b/src/Numerics/Interpolation/StepInterpolation.cs
@@ -0,0 +1,146 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2009-2014 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.
+//
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using MathNet.Numerics.Properties;
+
+namespace MathNet.Numerics.Interpolation
+{
+ ///
+ /// A step function where the start of each segment is included, and last is excluded. Segment i is [x_i, x_i+1).
+ /// The domain of the function is all real numbers, such that y = 0 where x < x_0 or x gt; x_n
+ ///
+ public class StepInterpolation : IInterpolation
+ {
+ readonly double[] _x;
+ readonly double[] _y;
+ readonly Lazy _indefiniteIntegral;
+
+ /// Sample points (N+1) sorted in ascending order
+ /// Functional value (N) of each segment.
+ public StepInterpolation(IEnumerable x, IEnumerable y)
+ {
+ var xx = (x as double[]) ?? x.ToArray();
+ var yy = (y as double[]) ?? y.ToArray();
+
+ if (xx.Length != yy.Length + 1)
+ {
+ throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+ }
+
+ _x = xx;
+ _y = yy;
+ _indefiniteIntegral = new Lazy(ComputeIndefiniteIntegral);
+ }
+
+ double[] ComputeIndefiniteIntegral()
+ {
+ var integral = new double[_x.Length];
+ for (int i = 0; i < integral.Length - 1; i++)
+ {
+ integral[i + 1] = integral[i] + (_x[i + 1] - _x[i])*_y[i];
+ }
+ return integral;
+ }
+
+ public bool SupportsDifferentiation
+ {
+ get { return true; }
+ }
+
+ public bool SupportsIntegration
+ {
+ get { return true; }
+ }
+
+ public double Differentiate(double t)
+ {
+ int index = Array.BinarySearch(_x, t);
+ if (index >= 0)
+ return double.NaN;
+ return 0d;
+ }
+
+ public double Differentiate2(double t)
+ {
+ return Differentiate(t);
+ }
+
+ ///
+ /// Indefinite integral at point t.
+ ///
+ /// Point t to integrate at.
+ public double Integrate(double t)
+ {
+ if (t <= _x[0])
+ return 0.0;
+ int last = _x.Length - 1;
+ if (t >= _x[last])
+ return _indefiniteIntegral.Value[last];
+
+ int k = LeftBracketIndex(t);
+ var x = (t - _x[k]);
+ return _indefiniteIntegral.Value[k] + x*_y[k];
+ }
+
+ ///
+ /// Definite integral between points a and b.
+ ///
+ /// Left bound of the integration interval [a,b].
+ /// Right bound of the integration interval [a,b].
+ public double Integrate(double a, double b)
+ {
+ return Integrate(b) - Integrate(a);
+ }
+
+ public double Interpolate(double t)
+ {
+ if (t < _x[0] || t >= _x[_x.Length - 1])
+ return 0.0;
+
+ int k = LeftBracketIndex(t);
+ return _y[k];
+ }
+
+ ///
+ /// Find the index of the greatest sample point smaller than t.
+ ///
+ int LeftBracketIndex(double t)
+ {
+ int index = Array.BinarySearch(_x, t);
+ if (index >= 0)
+ return index;
+ index = ~index;
+ return index - 1;
+ }
+ }
+}
diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index 106dec4f..b0600c03 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -92,6 +92,7 @@
+
diff --git a/src/UnitTests/InterpolationTests/StepInterpolationTest.cs b/src/UnitTests/InterpolationTests/StepInterpolationTest.cs
new file mode 100644
index 00000000..d84ff19f
--- /dev/null
+++ b/src/UnitTests/InterpolationTests/StepInterpolationTest.cs
@@ -0,0 +1,89 @@
+//
+// Math.NET Numerics, part of the Math.NET Project
+// http://numerics.mathdotnet.com
+// http://github.com/mathnet/mathnet-numerics
+// http://mathnetnumerics.codeplex.com
+//
+// Copyright (c) 2002-2014 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.
+//
+
+using MathNet.Numerics.Interpolation;
+using NUnit.Framework;
+
+namespace MathNet.Numerics.UnitTests.InterpolationTests
+{
+ [TestFixture, Category("Interpolation")]
+ public class StepInterpolationTest
+ {
+ readonly double[] _t = { -2.0, -1.0, 0.0, 1.0, 2.0, 3.0 };
+ readonly double[] _y = { 1.0, 2.0, -1.0, 0.0, 1.0 };
+
+ [Test]
+ public void FirstDerivative()
+ {
+ IInterpolation ip = new StepInterpolation(_t, _y);
+ Assert.That(ip.Differentiate(-3.0), Is.EqualTo(0.0));
+ Assert.That(ip.Differentiate(-2.0), Is.EqualTo(double.NaN));
+ Assert.That(ip.Differentiate(-1.5), Is.EqualTo(0.0));
+ Assert.That(ip.Differentiate(-1.0), Is.EqualTo(double.NaN));
+ Assert.That(ip.Differentiate(-0.5), Is.EqualTo(0.0));
+ Assert.That(ip.Differentiate(0.0), Is.EqualTo(double.NaN));
+ Assert.That(ip.Differentiate(0.5), Is.EqualTo(0.0));
+ Assert.That(ip.Differentiate(1.0), Is.EqualTo(double.NaN));
+ Assert.That(ip.Differentiate(2.0), Is.EqualTo(double.NaN));
+ Assert.That(ip.Differentiate(3.0), Is.EqualTo(double.NaN));
+ }
+
+ [Test]
+ public void DefiniteIntegral()
+ {
+ IInterpolation ip = new StepInterpolation(_t, _y);
+ Assert.That(ip.Integrate(-3.0, -2.0), Is.EqualTo(0.0));
+ Assert.That(ip.Integrate(-2.0, -1.0), Is.EqualTo(1.0));
+ Assert.That(ip.Integrate(-1.0, 0.0), Is.EqualTo(2.0));
+ Assert.That(ip.Integrate(0.0, 1.0), Is.EqualTo(-1.0));
+ Assert.That(ip.Integrate(1.0, 2.0), Is.EqualTo(0.0));
+ Assert.That(ip.Integrate(2.0, 3.0), Is.EqualTo(1.0));
+ Assert.That(ip.Integrate(3.0, 4.0), Is.EqualTo(0.0));
+ Assert.That(ip.Integrate(0.0, 4.0), Is.EqualTo(0.0));
+ Assert.That(ip.Integrate(-3.0, -1.0), Is.EqualTo(1.0));
+ Assert.That(ip.Integrate(-3.0, 4.0), Is.EqualTo(3.0));
+ Assert.That(ip.Integrate(0.5, 1.5), Is.EqualTo(-0.5));
+ Assert.That(ip.Integrate(-1.5, -0.5), Is.EqualTo(1.5));
+ }
+
+ ///
+ /// Verifies that the interpolation matches the given value at all the provided sample points.
+ ///
+ [Test]
+ public void FitsAtSamplePoints()
+ {
+ IInterpolation ip = new StepInterpolation(_t, _y);
+ for (int i = 0; i < _y.Length; i++)
+ {
+ Assert.AreEqual(_y[i], ip.Interpolate(_t[i]), "A Exact Point " + i);
+ }
+ }
+ }
+}
diff --git a/src/UnitTests/UnitTests.csproj b/src/UnitTests/UnitTests.csproj
index 96b31628..fe2b9319 100644
--- a/src/UnitTests/UnitTests.csproj
+++ b/src/UnitTests/UnitTests.csproj
@@ -147,6 +147,7 @@
+