// // 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 // // 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; 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); } } }