//
// 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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// 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
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
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// OTHER DEALINGS IN THE SOFTWARE.
//
using System;
using System.Collections.Generic;
using System.Linq;
namespace IStation.Numerics.Interpolation
{
///
/// A step function where the start of each segment is included, and the last segment is open-ended.
/// Segment i is [x_i, x_i+1) for i < N, or [x_i, infinity] for i = N.
/// The domain of the function is all real numbers, such that y = 0 where x <.
///
/// Supports both differentiation and integration.
public class StepInterpolation : IInterpolation
{
readonly double[] _x;
readonly double[] _y;
readonly Lazy _indefiniteIntegral;
/// Sample points (N), sorted ascending
/// Samples values (N) of each segment starting at the corresponding sample point.
public StepInterpolation(double[] x, double[] sy)
{
if (x.Length != sy.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 = sy;
_indefiniteIntegral = new Lazy(ComputeIndefiniteIntegral);
}
///
/// Create a linear spline interpolation from a set of (x,y) value pairs, sorted ascendingly by x.
///
public static StepInterpolation InterpolateSorted(double[] x, double[] y)
{
return new StepInterpolation(x, y);
}
///
/// 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 StepInterpolation 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 StepInterpolation Interpolate(IEnumerable x, IEnumerable y)
{
// note: we must make a copy, even if the input was arrays already
return InterpolateInplace(x.ToArray(), y.ToArray());
}
bool IInterpolation.SupportsDifferentiation => true;
bool IInterpolation.SupportsIntegration => true;
///
/// Interpolate at point t.
///
/// Point t to interpolate at.
/// Interpolated value x(t).
public double Interpolate(double t)
{
if (t < _x[0])
{
return 0.0;
}
int k = LeftBracketIndex(t);
return _y[k];
}
///
/// Differentiate at point t.
///
/// Point t to interpolate at.
/// Interpolated first derivative at point t.
public double Differentiate(double t)
{
int index = Array.BinarySearch(_x, t);
if (index >= 0)
{
return double.NaN;
}
return 0d;
}
///
/// Differentiate twice at point t.
///
/// Point t to interpolate at.
/// Interpolated second derivative at point t.
public double Differentiate2(double t)
{
return Differentiate(t);
}
///
/// Indefinite integral at point t.
///
/// Point t to integrate at.
public double Integrate(double t)
{
if (t <= _x[0])
{
return 0.0;
}
int k = LeftBracketIndex(t);
var x = t - _x[k];
return _indefiniteIntegral.Value[k] + x*_y[k];
}
///
/// 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[_x.Length];
for (int i = 0; i < integral.Length - 1; i++)
{
integral[i + 1] = integral[i] + (_x[i + 1] - _x[i])*_y[i];
}
return integral;
}
///
/// Find the index of the greatest sample point smaller than t.
///
int LeftBracketIndex(double t)
{
int index = Array.BinarySearch(_x, t);
return index >= 0 ? index : ~index - 1;
}
}
}