//
// 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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// obtaining a copy of this software and associated documentation
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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
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// OTHER DEALINGS IN THE SOFTWARE.
//
using System;
using System.Collections.Generic;
using System.Linq;
using IStation.Numerics.Threading;
namespace IStation.Numerics.Interpolation
{
///
/// Wraps an interpolation with a transformation of the interpolated values.
///
/// Neither differentiation nor integration is supported.
public class TransformedInterpolation : IInterpolation
{
readonly IInterpolation _interpolation;
readonly Func _transform;
public TransformedInterpolation(IInterpolation interpolation, Func transform)
{
_interpolation = interpolation;
_transform = transform;
}
///
/// Create a linear spline interpolation from a set of (x,y) value pairs, sorted ascendingly by x.
///
public static TransformedInterpolation InterpolateSorted(
Func transform,
Func transformInverse,
double[] x,
double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
var yhat = new double[y.Length];
CommonParallel.For(0, y.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
yhat[i] = transformInverse(y[i]);
}
});
return new TransformedInterpolation(LinearSpline.InterpolateSorted(x, yhat), transform);
}
///
/// 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 and modified.
///
public static TransformedInterpolation InterpolateInplace(
Func transform,
Func transformInverse,
double[] x,
double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
Sorting.Sort(x, y);
CommonParallel.For(0, y.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
y[i] = transformInverse(y[i]);
}
});
return new TransformedInterpolation(LinearSpline.InterpolateSorted(x, y), transform);
}
///
/// Create a linear spline interpolation from an unsorted set of (x,y) value pairs.
///
public static TransformedInterpolation Interpolate(
Func transform,
Func transformInverse,
IEnumerable x,
IEnumerable y)
{
// note: we must make a copy, even if the input was arrays already
return InterpolateInplace(transform, transformInverse, x.ToArray(), y.ToArray());
}
///
/// 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)
{
return _transform(_interpolation.Interpolate(t));
}
///
/// 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();
}
}
}