//
// 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
{
///
/// 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();
}
}
}