//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
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using System;
using System.Collections.Generic;
using System.Linq;
namespace IStation.Numerics.Interpolation
{
///
/// Barycentric Interpolation Algorithm.
///
/// Supports neither differentiation nor integration.
public class Barycentric : IInterpolation
{
readonly double[] _x;
readonly double[] _y;
readonly double[] _w;
/// Sample points (N), sorted ascendingly.
/// Sample values (N), sorted ascendingly by x.
/// Barycentric weights (N), sorted ascendingly by x.
public Barycentric(double[] x, double[] y, double[] w)
{
if (x.Length != y.Length || x.Length != w.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 1)
{
throw new ArgumentException("The given array is too small. It must be at least 1 long.", nameof(x));
}
_x = x;
_y = y;
_w = w;
}
///
/// Create a barycentric polynomial interpolation from a set of (x,y) value pairs with equidistant x, sorted ascendingly by x.
///
public static Barycentric InterpolatePolynomialEquidistantSorted(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 1)
{
throw new ArgumentException("The given array is too small. It must be at least 1 long.", nameof(x));
}
var weights = new double[x.Length];
weights[0] = 1.0;
for (int i = 1; i < weights.Length; i++)
{
weights[i] = -(weights[i - 1]*(weights.Length - i))/i;
}
return new Barycentric(x, y, weights);
}
///
/// Create a barycentric polynomial interpolation from an unordered set of (x,y) value pairs with equidistant x.
/// WARNING: Works in-place and can thus causes the data array to be reordered.
///
public static Barycentric InterpolatePolynomialEquidistantInplace(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
Sorting.Sort(x, y);
return InterpolatePolynomialEquidistantSorted(x, y);
}
///
/// Create a barycentric polynomial interpolation from an unsorted set of (x,y) value pairs with equidistant x.
///
public static Barycentric InterpolatePolynomialEquidistant(IEnumerable x, IEnumerable y)
{
// note: we must make a copy, even if the input was arrays already
return InterpolatePolynomialEquidistantInplace(x.ToArray(), y.ToArray());
}
///
/// Create a barycentric polynomial interpolation from a set of values related to linearly/equidistant spaced points within an interval.
///
public static Barycentric InterpolatePolynomialEquidistant(double leftBound, double rightBound, IEnumerable y)
{
var yy = (y as double[]) ?? y.ToArray();
var xx = Generate.LinearSpaced(yy.Length, leftBound, rightBound);
return InterpolatePolynomialEquidistantSorted(xx, yy);
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
/// The values are assumed to be sorted ascendingly by x.
///
/// Sample points (N), sorted ascendingly.
/// Sample values (N), sorted ascendingly by x.
///
/// Order of the interpolation scheme, 0 <= order <= N.
/// In most cases a value between 3 and 8 gives good results.
///
public static Barycentric InterpolateRationalFloaterHormannSorted(double[] x, double[] y, int order)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 1)
{
throw new ArgumentException("The given array is too small. It must be at least 1 long.", nameof(x));
}
if (0 > order || x.Length <= order)
{
throw new ArgumentOutOfRangeException(nameof(order));
}
var weights = new double[x.Length];
// order: odd -> negative, even -> positive
double sign = ((order & 0x1) == 0x1) ? -1.0 : 1.0;
// compute barycentric weights
for (int k = 0; k < x.Length; k++)
{
double s = 0;
for (int i = Math.Max(k - order, 0); i <= Math.Min(k, weights.Length - 1 - order); i++)
{
double v = 1;
for (int j = i; j <= i + order; j++)
{
if (j != k)
{
v = v/Math.Abs(x[k] - x[j]);
}
}
s = s + v;
}
weights[k] = sign*s;
sign = -sign;
}
return new Barycentric(x, y, weights);
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
/// WARNING: Works in-place and can thus causes the data array to be reordered.
///
/// Sample points (N), no sorting assumed.
/// Sample values (N).
///
/// Order of the interpolation scheme, 0 <= order <= N.
/// In most cases a value between 3 and 8 gives good results.
///
public static Barycentric InterpolateRationalFloaterHormannInplace(double[] x, double[] y, int order)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
Sorting.Sort(x, y);
return InterpolateRationalFloaterHormannSorted(x, y, order);
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
///
/// Sample points (N), no sorting assumed.
/// Sample values (N).
///
/// Order of the interpolation scheme, 0 <= order <= N.
/// In most cases a value between 3 and 8 gives good results.
///
public static Barycentric InterpolateRationalFloaterHormann(IEnumerable x, IEnumerable y, int order)
{
// note: we must make a copy, even if the input was arrays already
return InterpolateRationalFloaterHormannInplace(x.ToArray(), y.ToArray(), order);
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
/// The values are assumed to be sorted ascendingly by x.
///
/// Sample points (N), sorted ascendingly.
/// Sample values (N), sorted ascendingly by x.
public static Barycentric InterpolateRationalFloaterHormannSorted(double[] x, double[] y)
{
return InterpolateRationalFloaterHormannSorted(x, y, Math.Min(3, x.Length - 1));
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
/// WARNING: Works in-place and can thus causes the data array to be reordered.
///
/// Sample points (N), no sorting assumed.
/// Sample values (N).
public static Barycentric InterpolateRationalFloaterHormannInplace(double[] x, double[] y)
{
return InterpolateRationalFloaterHormannInplace(x, y, Math.Min(3, x.Length - 1));
}
///
/// Create a barycentric rational interpolation without poles, using Mike Floater and Kai Hormann's Algorithm.
///
/// Sample points (N), no sorting assumed.
/// Sample values (N).
public static Barycentric InterpolateRationalFloaterHormann(IEnumerable x, IEnumerable y)
{
// note: we must make a copy, even if the input was arrays already
var xx = x.ToArray();
var order = Math.Min(3, xx.Length - 1);
return InterpolateRationalFloaterHormannInplace(xx, y.ToArray(), order);
}
///
/// Gets a value indicating whether the algorithm supports differentiation (interpolated derivative).
///
bool IInterpolation.SupportsDifferentiation => false;
///
/// Gets a value indicating whether the algorithm supports integration (interpolated quadrature).
///
bool IInterpolation.SupportsIntegration => false;
///
/// Interpolate at point t.
///
/// Point t to interpolate at.
/// Interpolated value x(t).
public double Interpolate(double t)
{
// trivial case: only one sample?
if (_x.Length == 1)
{
return _y[0];
}
// evaluate closest point and offset from that point (no sorting assumed)
int closestPoint = 0;
double offset = t - _x[0];
for (int i = 1; i < _x.Length; i++)
{
if (Math.Abs(t - _x[i]) < Math.Abs(offset))
{
offset = t - _x[i];
closestPoint = i;
}
}
// trivial case: on a known sample point?
if (offset == 0.0)
{
// NOTE (cdrnet, 2009-08) not offset.AlmostZero() by design
return _y[closestPoint];
}
if (Math.Abs(offset) > 1e-150)
{
// no need to guard against overflow, so use fast formula
closestPoint = -1;
offset = 1.0;
}
double s1 = 0.0;
double s2 = 0.0;
for (int i = 0; i < _x.Length; i++)
{
if (i != closestPoint)
{
double v = offset*_w[i]/(t - _x[i]);
s1 = s1 + (v*_y[i]);
s2 = s2 + v;
}
else
{
double v = _w[i];
s1 = s1 + (v*_y[i]);
s2 = s2 + v;
}
}
return s1/s2;
}
///
/// Differentiate at point t. NOT SUPPORTED.
///
/// Point t to interpolate at.
/// Interpolated first derivative at point t.
double IInterpolation.Differentiate(double t)
{
throw new NotSupportedException();
}
///
/// Differentiate twice at point t. NOT SUPPORTED.
///
/// Point t to interpolate at.
/// Interpolated second derivative at point t.
double IInterpolation.Differentiate2(double t)
{
throw new NotSupportedException();
}
///
/// Indefinite integral at point t. NOT SUPPORTED.
///
/// Point t to integrate at.
double IInterpolation.Integrate(double t)
{
throw new NotSupportedException();
}
///
/// Definite integral between points a and b. NOT SUPPORTED.
///
/// Left bound of the integration interval [a,b].
/// Right bound of the integration interval [a,b].
double IInterpolation.Integrate(double a, double b)
{
throw new NotSupportedException();
}
}
}