Added LogLinearSpline and TransformedInterpolation interpolators.

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);
         }
 
+        /// <summary>
+        /// Create log linear spline interpolation based on arbitrary points.
+        /// </summary>
+        /// <param name="points">The sample points t. Optimized for arrays.</param>
+        /// <param name="values">The sample point values x(t). Optimized for arrays.</param>
+        /// <returns>
+        /// An interpolation scheme optimized for the given sample points and values,
+        /// which can then be used to compute interpolations and extrapolations
+        /// on arbitrary points.
+        /// </returns>
+        /// <remarks>
+        /// 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.
+        /// </remarks>
+        public static IInterpolation LogLinearSpline(IEnumerable<double> points, IEnumerable<double> values)
+        {
+            return new LogLinearSpline(points, values);
+        }
+
         /// <summary>
         /// Create an piecewise natural cubic spline interpolation based on arbitrary points,
         /// with zero secondary derivatives at the boundaries.

src/Numerics/Interpolation/LogLinearSpline.cs

@@ -0,0 +1,141 @@
+// <copyright file="LogLinearSpline.cs" company="Math.NET">
+// 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.
+// </copyright>
+
+using MathNet.Numerics.Properties;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace MathNet.Numerics.Interpolation
+{
+    /// <summary>
+    /// Log Linear Spline Interpolation
+    /// </summary>
+    /// <remarks>This algorithm supports differentiation, not integration.</remarks>
+    public class LogLinearSpline : IInterpolation
+    {
+        /// <summary>
+        /// Internal Spline Interpolation
+        /// </summary>
+        private readonly LinearSpline _spline;
+
+        /// <summary>
+        /// Creates a log linear interpolation based on input data
+        /// </summary>
+        /// <param name="x"></param>
+        /// <param name="y"></param>
+        public LogLinearSpline(IEnumerable<double> x, IEnumerable<double> 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);
+        }
+
+        /// <summary>
+        /// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
+        /// </summary>
+        bool IInterpolation.SupportsDifferentiation
+        {
+            get { return true; }
+        }
+
+        /// <summary>
+        /// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
+        /// </summary>
+        bool IInterpolation.SupportsIntegration
+        {
+            get { return false; }
+        }
+
+        /// <summary>
+        /// Interpolate at point t.
+        /// </summary>
+        /// <param name="t">Point t to interpolate at.</param>
+        /// <returns>Interpolated value x(t).</returns>
+        public double Interpolate(double t)
+        {
+            return Math.Exp(_spline.Interpolate(t));
+        }
+
+        /// <summary>
+        /// Differentiate at point t.
+        /// </summary>
+        /// <param name="t">Point t to interpolate at.</param>
+        /// <returns>Interpolated first derivative at point t.</returns>
+        public double Differentiate(double t)
+        {
+            return Interpolate(t) * _spline.Differentiate(t);
+        }
+
+        /// <summary>
+        /// Differentiate twice at point t.
+        /// </summary>
+        /// <param name="t">Point t to interpolate at.</param>
+        /// <returns>Interpolated second derivative at point t.</returns>
+        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;
+        }
+
+        /// <summary>
+        /// Indefinite integral at point t.
+        /// </summary>
+        /// <param name="t">Point t to integrate at.</param>
+        public double Integrate(double t)
+        {
+            throw new NotImplementedException();
+        }
+
+        /// <summary>
+        /// Definite integral between points a and b.
+        /// </summary>
+        /// <param name="a">Left bound of the integration interval [a,b].</param>
+        /// <param name="b">Right bound of the integration interval [a,b].</param>
+        public double Integrate(double a, double b)
+        {
+            throw new NotImplementedException();
+        }
+    }
+}

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<double, double> _transformer;
+
+        public TransformedInterpolation(IInterpolation baseInterp, Func<double, double> transformer)
+        {
+            _baseInterpolation = baseInterp;
+            _transformer = transformer;
+        }
+
+        public static TransformedInterpolation Interpolate(
+            Func<double, double> transformer, Func<double, double> transformerInverse,
+            IEnumerable<double> x, IEnumerable<double> 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));
+        }
+    }
+}

src/Numerics/Numerics.csproj

@@ -91,8 +91,10 @@
     <Compile Include="IntegralTransforms\Hartley.cs" />
     <Compile Include="Interpolation\Barycentric.cs" />
     <Compile Include="Interpolation\CubicSpline.cs" />
+    <Compile Include="Interpolation\LogLinearSpline.cs" />
     <Compile Include="Interpolation\QuadraticSpline.cs" />
     <Compile Include="Interpolation\StepInterpolation.cs" />
+    <Compile Include="Interpolation\TransformedSpline.cs" />
     <Compile Include="LinearAlgebra\Options.cs" />
     <Compile Include="LinearAlgebra\Solvers\DelegateStopCriterion.cs" />
     <Compile Include="LinearRegression\Options.cs" />