//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2014 Math.NET
//
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// obtaining a copy of this software and associated documentation
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// 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.
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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// OTHER DEALINGS IN THE SOFTWARE.
//
using System;
using System.Collections.Generic;
using System.Linq;
namespace IStation.Numerics.Interpolation
{
///
/// Piece-wise Linear Interpolation.
///
/// Supports both differentiation and integration.
public class LinearSpline : IInterpolation
{
readonly double[] _x;
readonly double[] _c0;
readonly double[] _c1;
readonly Lazy _indefiniteIntegral;
/// Sample points (N+1), sorted ascending
/// Sample values (N or N+1) at the corresponding points; intercept, zero order coefficients
/// Slopes (N) at the sample points (first order coefficients): N
public LinearSpline(double[] x, double[] c0, double[] c1)
{
if ((x.Length != c0.Length + 1 && x.Length != c0.Length) || x.Length != c1.Length + 1)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 2)
{
throw new ArgumentException("The given array is too small. It must be at least 2 long.", nameof(x));
}
_x = x;
_c0 = c0;
_c1 = c1;
_indefiniteIntegral = new Lazy(ComputeIndefiniteIntegral);
}
///
/// Create a linear spline interpolation from a set of (x,y) value pairs, sorted ascendingly by x.
///
public static LinearSpline InterpolateSorted(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 2)
{
throw new ArgumentException("The given array is too small. It must be at least 2 long.", nameof(x));
}
var c1 = new double[x.Length - 1];
for (int i = 0; i < c1.Length; i++)
{
c1[i] = (y[i + 1] - y[i])/(x[i + 1] - x[i]);
}
return new LinearSpline(x, y, c1);
}
///
/// Create a linear spline interpolation from an unsorted set of (x,y) value pairs.
/// WARNING: Works in-place and can thus causes the data array to be reordered.
///
public static LinearSpline InterpolateInplace(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
Sorting.Sort(x, y);
return InterpolateSorted(x, y);
}
///
/// Create a linear spline interpolation from an unsorted set of (x,y) value pairs.
///
public static LinearSpline Interpolate(IEnumerable x, IEnumerable y)
{
// note: we must make a copy, even if the input was arrays already
return InterpolateInplace(x.ToArray(), y.ToArray());
}
///
/// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
///
bool IInterpolation.SupportsDifferentiation => true;
///
/// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
///
bool IInterpolation.SupportsIntegration => true;
///
/// Interpolate at point t.
///
/// Point t to interpolate at.
/// Interpolated value x(t).
public double Interpolate(double t)
{
int k = LeftSegmentIndex(t);
return _c0[k] + (t - _x[k])*_c1[k];
}
///
/// Differentiate at point t.
///
/// Point t to interpolate at.
/// Interpolated first derivative at point t.
public double Differentiate(double t)
{
int k = LeftSegmentIndex(t);
return _c1[k];
}
///
/// Differentiate twice at point t.
///
/// Point t to interpolate at.
/// Interpolated second derivative at point t.
public double Differentiate2(double t)
{
return 0d;
}
///
/// Indefinite integral at point t.
///
/// Point t to integrate at.
public double Integrate(double t)
{
int k = LeftSegmentIndex(t);
var x = t - _x[k];
return _indefiniteIntegral.Value[k] + x*(_c0[k] + x*_c1[k]/2);
}
///
/// 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);
}
double[] ComputeIndefiniteIntegral()
{
var integral = new double[_c1.Length];
for (int i = 0; i < integral.Length - 1; i++)
{
double w = _x[i + 1] - _x[i];
integral[i + 1] = integral[i] + w*(_c0[i] + w*_c1[i]/2);
}
return integral;
}
///
/// Find the index of the greatest sample point smaller than t,
/// or the left index of the closest segment for extrapolation.
///
int LeftSegmentIndex(double t)
{
int index = Array.BinarySearch(_x, t);
if (index < 0)
{
index = ~index - 1;
}
return Math.Min(Math.Max(index, 0), _x.Length - 2);
}
}
}