// // 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; 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(); } } }