// // 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 { /// /// Lagrange Polynomial Interpolation using Neville's Algorithm. /// /// /// /// This algorithm supports differentiation, but doesn't support integration. /// /// /// When working with equidistant or Chebyshev sample points it is /// recommended to use the barycentric algorithms specialized for /// these cases instead of this arbitrary Neville algorithm. /// /// public class NevillePolynomialInterpolation : IInterpolation { readonly double[] _x; readonly double[] _y; /// Sample Points t, sorted ascendingly. /// Sample Values x(t), sorted ascendingly by x. public NevillePolynomialInterpolation(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)); } for (var i = 1; i < x.Length; ++i) { if (x[i] == x[i - 1]) { throw new ArgumentException("All sample points should be unique.", nameof(x)); } } _x = x; _y = y; } /// /// Create a Neville polynomial interpolation from a set of (x,y) value pairs, sorted ascendingly by x. /// public static NevillePolynomialInterpolation InterpolateSorted(double[] x, double[] y) { return new NevillePolynomialInterpolation(x, y); } /// /// Create a Neville polynomial 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 NevillePolynomialInterpolation 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 Neville polynomial interpolation from an unsorted set of (x,y) value pairs. /// public static NevillePolynomialInterpolation 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 => false; /// /// Interpolate at point t. /// /// Point t to interpolate at. /// Interpolated value x(t). public double Interpolate(double t) { var x = new double[_y.Length]; _y.CopyTo(x, 0); for (int level = 1; level < x.Length; level++) { for (int i = 0; i < x.Length - level; i++) { double hp = t - _x[i + level]; double ho = _x[i] - t; double den = _x[i] - _x[i + level]; x[i] = ((hp*x[i]) + (ho*x[i + 1]))/den; } } return x[0]; } /// /// Differentiate at point t. /// /// Point t to interpolate at. /// Interpolated first derivative at point t. public double Differentiate(double t) { var x = new double[_y.Length]; var dx = new double[_y.Length]; _y.CopyTo(x, 0); for (int level = 1; level < x.Length; level++) { for (int i = 0; i < x.Length - level; i++) { double hp = t - _x[i + level]; double ho = _x[i] - t; double den = _x[i] - _x[i + level]; dx[i] = ((hp*dx[i]) + x[i] + (ho*dx[i + 1]) - x[i + 1])/den; x[i] = ((hp*x[i]) + (ho*x[i + 1]))/den; } } return dx[0]; } /// /// Differentiate twice at point t. /// /// Point t to interpolate at. /// Interpolated second derivative at point t. public double Differentiate2(double t) { var x = new double[_y.Length]; var dx = new double[_y.Length]; var ddx = new double[_y.Length]; _y.CopyTo(x, 0); for (int level = 1; level < x.Length; level++) { for (int i = 0; i < x.Length - level; i++) { double hp = t - _x[i + level]; double ho = _x[i] - t; double den = _x[i] - _x[i + level]; ddx[i] = ((hp*ddx[i]) + (ho*ddx[i + 1]) + (2*dx[i]) - (2*dx[i + 1]))/den; dx[i] = ((hp*dx[i]) + x[i] + (ho*dx[i + 1]) - x[i + 1])/den; x[i] = ((hp*x[i]) + (ho*x[i + 1]))/den; } } return ddx[0]; } /// /// 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(); } } }