// // 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; 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(); } } }