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using System;
using IStation.Numerics.LinearAlgebra.Double;
namespace IStation.Numerics.Differentiation
{
///
/// Class to calculate finite difference coefficients using Taylor series expansion method.
///
///
/// For n points, coefficients are calculated up to the maximum derivative order possible (n-1).
/// The current function value position specifies the "center" for surrounding coefficients.
/// Selecting the first, middle or last positions represent forward, backwards and central difference methods.
///
///
///
public class FiniteDifferenceCoefficients
{
///
/// Number of points for finite difference coefficients. Changing this value recalculates the coefficients table.
///
public int Points
{
get => _points;
set
{
CalculateCoefficients(value);
_points = value;
}
}
private double[][,] _coefficients;
private int _points;
///
/// Initializes a new instance of the class.
///
/// Number of finite difference coefficients.
public FiniteDifferenceCoefficients(int points)
{
Points = points;
CalculateCoefficients(Points);
}
///
/// Gets the finite difference coefficients for a specified center and order.
///
/// Current function position with respect to coefficients. Must be within point range.
/// Order of finite difference coefficients.
/// Vector of finite difference coefficients.
public double[] GetCoefficients(int center, int order)
{
if (center >= _coefficients.Length)
throw new ArgumentOutOfRangeException(nameof(center), "Center position must be within the point range.");
if (order >= _coefficients.Length)
throw new ArgumentOutOfRangeException(nameof(order), "Maximum difference order is points-1.");
// Return proper row
var columns = _coefficients[center].GetLength(1);
var array = new double[columns];
for (int i = 0; i < columns; ++i)
array[i] = _coefficients[center][order, i];
return array;
}
///
/// Gets the finite difference coefficients for all orders at a specified center.
///
/// Current function position with respect to coefficients. Must be within point range.
/// Rectangular array of coefficients, with columns specifying order.
public double[,] GetCoefficientsForAllOrders(int center)
{
if (center >= _coefficients.Length)
throw new ArgumentOutOfRangeException(nameof(center), "Center position must be within the point range.");
return _coefficients[center];
}
private void CalculateCoefficients(int points)
{
var c = new double[points][,];
// For ever possible center given the number of points, compute ever possible coefficient for all possible orders.
for (int center = 0; center < points; center++)
{
// Deltas matrix for center located at 'center'.
var A = new DenseMatrix(points);
var l = points - center - 1;
for (int row = points - 1; row >= 0; row--)
{
A[row, 0] = 1.0;
for (int col = 1; col < points; col++)
{
A[row, col] = A[row, col - 1] * l / col;
}
l -= 1;
}
c[center] = A.Inverse().ToArray();
// "Polish" results by rounding.
var fac = SpecialFunctions.Factorial(points);
for (int j = 0; j < points; j++)
{
for (int k = 0; k < points; k++)
{
c[center][j, k] = (Math.Round(c[center][j, k] * fac, MidpointRounding.AwayFromZero)) / fac;
}
}
}
_coefficients = c;
}
}
}