// // Math.NET Numerics, part of the Math.NET Project // http://numerics.mathdotnet.com // http://github.com/mathnet/mathnet-numerics // // Copyright (c) 2009-2015 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 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; } } }