//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
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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;
namespace IStation.Numerics.Interpolation
{
///
/// Rational Interpolation (with poles) using Roland Bulirsch and Josef Stoer's Algorithm.
///
///
///
/// This algorithm supports neither differentiation nor integration.
///
///
public class BulirschStoerRationalInterpolation : IInterpolation
{
readonly double[] _x;
readonly double[] _y;
/// Sample Points t, sorted ascendingly.
/// Sample Values x(t), sorted ascendingly by x.
public BulirschStoerRationalInterpolation(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
if (x.Length < 1)
{
throw new ArgumentException("The given array is too small. It must be at least 1 long.", nameof(x));
}
_x = x;
_y = y;
}
///
/// Create a Bulirsch-Stoer rational interpolation from a set of (x,y) value pairs, sorted ascendingly by x.
///
public static BulirschStoerRationalInterpolation InterpolateSorted(double[] x, double[] y)
{
return new BulirschStoerRationalInterpolation(x, y);
}
///
/// Create a Bulirsch-Stoer rational interpolation from an unsorted set of (x,y) value pairs.
/// WARNING: Works in-place and can thus causes the data array to be reordered.
///
public static BulirschStoerRationalInterpolation InterpolateInplace(double[] x, double[] y)
{
if (x.Length != y.Length)
{
throw new ArgumentException("All vectors must have the same dimensionality.");
}
Sorting.Sort(x, y);
return InterpolateSorted(x, y);
}
///
/// Create a Bulirsch-Stoer rational interpolation from an unsorted set of (x,y) value pairs.
///
public static BulirschStoerRationalInterpolation 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 => 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)
{
const double tiny = 1.0e-25;
int n = _x.Length;
var c = new double[n];
var d = new double[n];
int nearestIndex = 0;
double nearestDistance = Math.Abs(t - _x[0]);
for (int i = 0; i < n; i++)
{
double distance = Math.Abs(t - _x[i]);
if (distance.AlmostEqual(0.0))
{
return _y[i];
}
if (distance < nearestDistance)
{
nearestIndex = i;
nearestDistance = distance;
}
c[i] = _y[i];
d[i] = _y[i] + tiny;
}
double x = _y[nearestIndex];
for (int level = 1; level < n; level++)
{
for (int i = 0; i < n - level; i++)
{
double hp = _x[i + level] - t;
double ho = (_x[i] - t)*d[i]/hp;
double den = ho - c[i + 1];
if (den.AlmostEqual(0.0))
{
return double.NaN; // zero-div, singularity
}
den = (c[i + 1] - d[i])/den;
d[i] = c[i + 1]*den;
c[i] = ho*den;
}
x += (2*nearestIndex) < (n - level)
? c[nearestIndex]
: d[--nearestIndex];
}
return x;
}
///
/// 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();
}
}
}