diff --git a/src/Numerics/Interpolate.cs b/src/Numerics/Interpolate.cs
index 9049f55f..202e9f50 100644
--- a/src/Numerics/Interpolate.cs
+++ b/src/Numerics/Interpolate.cs
@@ -30,6 +30,7 @@
using System.Collections.Generic;
using MathNet.Numerics.Interpolation;
+using System;
namespace MathNet.Numerics
{
@@ -160,6 +161,27 @@ namespace MathNet.Numerics
return Interpolation.LinearSpline.Interpolate(points, values);
}
+ ///
+ /// 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 LogLinearSpline(IEnumerable points, IEnumerable values)
+ {
+ return new LogLinearSpline(points, values);
+ }
+
///
/// Create an piecewise natural cubic spline interpolation based on arbitrary points,
/// with zero secondary derivatives at the boundaries.
diff --git a/src/Numerics/Interpolation/LogLinearSpline.cs b/src/Numerics/Interpolation/LogLinearSpline.cs
new file mode 100644
index 00000000..6ba0ea8e
--- /dev/null
+++ b/src/Numerics/Interpolation/LogLinearSpline.cs
@@ -0,0 +1,141 @@
+//
+// 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) 2009-2013 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.Properties;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace MathNet.Numerics.Interpolation
+{
+ ///
+ /// Log Linear Spline Interpolation
+ ///
+ /// This algorithm supports differentiation, not integration.
+ public class LogLinearSpline : IInterpolation
+ {
+ ///
+ /// Internal Spline Interpolation
+ ///
+ private readonly LinearSpline _spline;
+
+ ///
+ /// Creates a log linear interpolation based on input data
+ ///
+ ///
+ ///
+ public LogLinearSpline(IEnumerable x, IEnumerable y)
+ {
+ var xx = (x as double[]) ?? x.ToArray();
+ var yy = (y as double[]) ?? y.ToArray();
+
+ if (xx.Length != yy.Length)
+ {
+ throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+ }
+
+ for (int i = 0; i < yy.Length; i++)
+ yy[i] = Math.Log(yy[i]);
+
+ _spline = LinearSpline.Interpolate(xx, yy);
+ }
+
+ ///
+ /// 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 false; }
+ }
+
+ ///
+ /// Interpolate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated value x(t).
+ public double Interpolate(double t)
+ {
+ return Math.Exp(_spline.Interpolate(t));
+ }
+
+ ///
+ /// Differentiate at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated first derivative at point t.
+ public double Differentiate(double t)
+ {
+ return Interpolate(t) * _spline.Differentiate(t);
+ }
+
+ ///
+ /// Differentiate twice at point t.
+ ///
+ /// Point t to interpolate at.
+ /// Interpolated second derivative at point t.
+ public double Differentiate2(double t)
+ {
+ var linearFirstDerivative = _spline.Differentiate(t);
+ var linearSecondDerivative = _spline.Differentiate2(t);
+
+ var secondDerivative = Differentiate(t) * linearFirstDerivative +
+ Interpolate(t) * linearSecondDerivative;
+
+ return secondDerivative;
+ }
+
+ ///
+ /// Indefinite integral at point t.
+ ///
+ /// Point t to integrate at.
+ public double Integrate(double t)
+ {
+ throw new NotImplementedException();
+ }
+
+ ///
+ /// 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)
+ {
+ throw new NotImplementedException();
+ }
+ }
+}
diff --git a/src/Numerics/Interpolation/TransformedSpline.cs b/src/Numerics/Interpolation/TransformedSpline.cs
new file mode 100644
index 00000000..03147afa
--- /dev/null
+++ b/src/Numerics/Interpolation/TransformedSpline.cs
@@ -0,0 +1,76 @@
+using MathNet.Numerics.Properties;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace MathNet.Numerics.Interpolation
+{
+ public class TransformedInterpolation : IInterpolation
+ {
+ private IInterpolation _baseInterpolation;
+ private Func _transformer;
+
+ public TransformedInterpolation(IInterpolation baseInterp, Func transformer)
+ {
+ _baseInterpolation = baseInterp;
+ _transformer = transformer;
+ }
+
+ public static TransformedInterpolation Interpolate(
+ Func transformer, Func transformerInverse,
+ IEnumerable x, IEnumerable y)
+ {
+ var xx = (x as double[]) ?? x.ToArray();
+ var yy = (y as double[]) ?? y.ToArray();
+
+ if (xx.Length != yy.Length)
+ {
+ throw new ArgumentException(Resources.ArgumentVectorsSameLength);
+ }
+
+ for (int i = 0; i < yy.Length; i++)
+ yy[i] = transformerInverse(yy[i]);
+
+ var baseInterp = LinearSpline.Interpolate(xx, yy);
+ var interp = new TransformedInterpolation(baseInterp, transformer);
+
+ return interp;
+ }
+
+ public bool SupportsDifferentiation
+ {
+ get { return false; }
+ }
+
+ public bool SupportsIntegration
+ {
+ get { return false; }
+ }
+
+ public double Differentiate(double t)
+ {
+ throw new NotImplementedException();
+ }
+
+ public double Differentiate2(double t)
+ {
+ throw new NotImplementedException();
+ }
+
+ public double Integrate(double t)
+ {
+ throw new NotImplementedException();
+ }
+
+ public double Integrate(double a, double b)
+ {
+ throw new NotImplementedException();
+ }
+
+ public double Interpolate(double t)
+ {
+ return _transformer(_baseInterpolation.Interpolate(t));
+ }
+ }
+}
diff --git a/src/Numerics/Numerics.csproj b/src/Numerics/Numerics.csproj
index b0600c03..5d75eb5e 100644
--- a/src/Numerics/Numerics.csproj
+++ b/src/Numerics/Numerics.csproj
@@ -91,8 +91,10 @@
+
+