forked from tsai/mathnet-numerics
Christoph Ruegg
13 years ago
5 changed files with 193 additions and 214 deletions
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// <copyright file="LinearSpline.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 System; |
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using System.Collections.Generic; |
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using System.Linq; |
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using MathNet.Numerics.Properties; |
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namespace MathNet.Numerics.Interpolation |
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{ |
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/// <summary>
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/// Linear Spline Interpolation.
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/// </summary>
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/// <remarks>Supports both differentiation and integration.</remarks>
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public class LinearSpline : IInterpolation |
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{ |
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readonly double[] _x; |
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readonly double[] _c0; |
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readonly double[] _c1; |
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/// <param name="x">Sample points (N+1), sorted ascending</param>
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/// <param name="c0">Sample values (N or N+1) at the corresponding points; intercept, zero order coefficients</param>
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/// <param name="c1">Slopes (N) at the sample points (first order coefficients): N</param>
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public LinearSpline(double[] x, double[] c0, double[] c1) |
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{ |
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_x = x; |
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_c0 = c0; |
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_c1 = c1; |
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} |
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/// <summary>
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/// Create a linear spline interpolation from a set of (x,y) value pairs.
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/// </summary>
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/// <remarks>
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/// The value pairs do not have to be sorted, but if they are not sorted ascendingly
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/// and the passed x and y arguments are arrays, they will be sorted inplace and thus modified.
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/// </remarks>
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public static LinearSpline Interpolate(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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Sorting.Sort(xx, yy); |
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var c1 = new double[xx.Length - 1]; |
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for (int i = 0; i < c1.Length; i++) |
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{ |
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c1[i] = (yy[i + 1] - yy[i])/(xx[i + 1] - xx[i]); |
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} |
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return new LinearSpline(xx, yy, c1); |
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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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public bool 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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public bool 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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/// 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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int k = LeftBracketIndex(t); |
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return _c0[k] + (t - _x[k])*_c1[k]; |
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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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int k = LeftBracketIndex(t); |
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return _c1[k]; |
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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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return 0d; |
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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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public double Integrate(double t) |
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{ |
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int k = LeftBracketIndex(t); |
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var x = (t - _x[k]); |
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return x*(_c0[k] + x*0.5*_c1[k]); |
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} |
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/// <summary>
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/// Interpolate, differentiate and 2nd 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 Tuple<double, double, double> DifferentiateAll(double t) |
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{ |
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int k = LeftBracketIndex(t); |
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var x = (t - _x[k]); |
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return new Tuple<double, double, double>(_c0[k] + x*_c1[k], _c1[k], 0d); |
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} |
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/// <summary>
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/// Find the index of the greatest sample point smaller than t.
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/// </summary>
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int LeftBracketIndex(double t) |
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{ |
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// Binary search in the [ t[0], ..., t[n-2] ] (t[n-1] is not included)
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int low = 0; |
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int high = _x.Length - 1; |
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while (low != high - 1) |
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{ |
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int middle = (low + high)/2; |
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if (_x[middle] > t) |
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{ |
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high = middle; |
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} |
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else |
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{ |
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low = middle; |
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} |
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} |
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return low; |
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} |
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} |
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} |
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@ -1,188 +0,0 @@ |
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// <copyright file="LinearSplineInterpolation.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) 2009-2010 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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|
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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
|
|
||||
// copies of the Software, and to permit persons to whom the
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|
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// Software is furnished to do so, subject to the following
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|
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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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|
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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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|
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// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
|
|
||||
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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|
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// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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|
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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 System; |
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using System.Collections.Generic; |
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using MathNet.Numerics.Properties; |
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namespace MathNet.Numerics.Interpolation |
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{ |
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/// <summary>
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/// Linear 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 LinearSplineInterpolation : 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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readonly SplineInterpolation _spline; |
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/// <summary>
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/// Initializes a new instance of the LinearSplineInterpolation class.
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/// </summary>
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public LinearSplineInterpolation() |
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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 LinearSplineInterpolation 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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public LinearSplineInterpolation(IList<double> samplePoints, IList<double> sampleValues) |
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{ |
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_spline = new SplineInterpolation(); |
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Initialize(samplePoints, sampleValues); |
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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="DifferentiateAll(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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public void Initialize(IList<double> samplePoints, IList<double> sampleValues) |
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{ |
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double[] coefficients = EvaluateSplineCoefficients(samplePoints, sampleValues); |
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_spline.Initialize(samplePoints, coefficients); |
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} |
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/// <summary>
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/// Evaluate the spline coefficients as used
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/// internally by this interpolation algorithm.
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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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/// <returns>Spline Coefficient Vector</returns>
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public static double[] EvaluateSplineCoefficients(IList<double> samplePoints, IList<double> sampleValues) |
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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 (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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{ |
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throw new ArgumentException(Resources.ArgumentVectorsSameLength); |
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} |
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for (var i = 1; i < samplePoints.Count; ++i) |
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if (samplePoints[i] <= samplePoints[i - 1]) |
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throw new ArgumentException(Resources.Interpolation_Initialize_SamplePointsNotStrictlyAscendingOrder, "samplePoints"); |
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var 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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coefficients[j] = sampleValues[i]; |
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coefficients[j + 1] = (sampleValues[i + 1] - sampleValues[i])/(samplePoints[i + 1] - samplePoints[i]); |
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coefficients[j + 2] = 0; |
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coefficients[j + 3] = 0; |
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} |
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return 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="DifferentiateAll(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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/// Interpolate, differentiate and 2nd 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)"/>
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public Tuple<double, double, double> DifferentiateAll(double t) |
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{ |
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return _spline.DifferentiateAll(t); |
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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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