//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
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//
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// The above copyright notice and this permission notice shall be
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// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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using System;
using System.Collections.Generic;
using System.Linq;
using IStation.Numerics.Threading;
namespace IStation.Numerics.Interpolation
{
///
/// Piece-wise Log-Linear Interpolation
///
/// This algorithm supports differentiation, not integration.
public class LogLinear : IInterpolation
{
///
/// Internal Spline Interpolation
///
readonly LinearSpline _spline;
/// Sample points (N), sorted ascending
/// Natural logarithm of the sample values (N) at the corresponding points
public LogLinear(double[] x, double[] logy)
{
_spline = LinearSpline.InterpolateSorted(x, logy);
}
///
/// Create a piecewise log-linear interpolation from a set of (x,y) value pairs, sorted ascendingly by x.
///
public static LogLinear InterpolateSorted(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
var logy = new double[y.Length];
CommonParallel.For(0, y.Length, 4096, (a, b) =>
{
for (int i = a; i < b; i++)
{
logy[i] = Math.Log(y[i]);
}
});
return new LogLinear(x, logy);
}
///
/// Create a piecewise log-linear 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 LogLinear InterpolateInplace(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] = Math.Log(y[i]);
}
});
return new LogLinear(x, y);
}
///
/// Create a piecewise log-linear interpolation from an unsorted set of (x,y) value pairs.
///
public static LogLinear 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)
{
return Math.Exp(_spline.Interpolate(t));
}
///
/// Differentiate at point t.
///
/// Point t to interpolate at.
/// Interpolated first derivative at point t.
public double Differentiate(double t)
{
return Interpolate(t)*_spline.Differentiate(t);
}
///
/// Differentiate twice at point t.
///
/// Point t to interpolate at.
/// Interpolated second derivative at point t.
public double Differentiate2(double t)
{
var linearFirstDerivative = _spline.Differentiate(t);
var linearSecondDerivative = _spline.Differentiate2(t);
var secondDerivative = Differentiate(t)*linearFirstDerivative +
Interpolate(t)*linearSecondDerivative;
return secondDerivative;
}
///
/// Indefinite integral at point t.
///
/// Point t to integrate at.
double IInterpolation.Integrate(double t)
{
throw new NotSupportedException();
}
///
/// Definite integral between points a and b.
///
/// 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();
}
}
}