SplineInterpolator.java
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* https://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
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/*
* This is not the original file distributed by the Apache Software Foundation
* It has been modified by the Hipparchus project
*/
package org.hipparchus.analysis.interpolation;
import java.lang.reflect.Array;
import org.hipparchus.Field;
import org.hipparchus.CalculusFieldElement;
import org.hipparchus.analysis.polynomials.FieldPolynomialFunction;
import org.hipparchus.analysis.polynomials.FieldPolynomialSplineFunction;
import org.hipparchus.analysis.polynomials.PolynomialFunction;
import org.hipparchus.analysis.polynomials.PolynomialSplineFunction;
import org.hipparchus.exception.LocalizedCoreFormats;
import org.hipparchus.exception.MathIllegalArgumentException;
import org.hipparchus.util.MathArrays;
import org.hipparchus.util.MathUtils;
/**
* Computes a natural (also known as "free", "unclamped") cubic spline interpolation for the data set.
* <p>
* The {@link #interpolate(double[], double[])} method returns a {@link PolynomialSplineFunction}
* consisting of n cubic polynomials, defined over the subintervals determined by the x values,
* {@code x[0] < x[i] ... < x[n].} The x values are referred to as "knot points."</p>
* <p>
* The value of the PolynomialSplineFunction at a point x that is greater than or equal to the smallest
* knot point and strictly less than the largest knot point is computed by finding the subinterval to which
* x belongs and computing the value of the corresponding polynomial at <code>x - x[i] </code> where
* <code>i</code> is the index of the subinterval. See {@link PolynomialSplineFunction} for more details.
* </p>
* <p>
* The interpolating polynomials satisfy:
* </p>
* <ol>
* <li>The value of the PolynomialSplineFunction at each of the input x values equals the
* corresponding y value.</li>
* <li>Adjacent polynomials are equal through two derivatives at the knot points (i.e., adjacent polynomials
* "match up" at the knot points, as do their first and second derivatives).</li>
* </ol>
* <p>
* The cubic spline interpolation algorithm implemented is as described in R.L. Burden, J.D. Faires,
* <u>Numerical Analysis</u>, 4th Ed., 1989, PWS-Kent, ISBN 0-53491-585-X, pp 126-131.
* </p>
*
*/
public class SplineInterpolator implements UnivariateInterpolator, FieldUnivariateInterpolator {
/** Empty constructor.
* <p>
* This constructor is not strictly necessary, but it prevents spurious
* javadoc warnings with JDK 18 and later.
* </p>
* @since 3.0
*/
public SplineInterpolator() { // NOPMD - unnecessary constructor added intentionally to make javadoc happy
// nothing to do
}
/**
* Computes an interpolating function for the data set.
* @param x the arguments for the interpolation points
* @param y the values for the interpolation points
* @return a function which interpolates the data set
* @throws MathIllegalArgumentException if {@code x} and {@code y}
* have different sizes.
* @throws MathIllegalArgumentException if {@code x} is not sorted in
* strict increasing order.
* @throws MathIllegalArgumentException if the size of {@code x} is smaller
* than 3.
*/
@Override
public PolynomialSplineFunction interpolate(double[] x, double[] y)
throws MathIllegalArgumentException {
MathUtils.checkNotNull(x);
MathUtils.checkNotNull(y);
MathArrays.checkEqualLength(x, y);
if (x.length < 3) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_OF_POINTS,
x.length, 3, true);
}
// Number of intervals. The number of data points is n + 1.
final int n = x.length - 1;
MathArrays.checkOrder(x);
// Differences between knot points
final double[] h = new double[n];
for (int i = 0; i < n; i++) {
h[i] = x[i + 1] - x[i];
}
final double[] mu = new double[n];
final double[] z = new double[n + 1];
mu[0] = 0d;
z[0] = 0d;
double g;
for (int i = 1; i < n; i++) {
g = 2d * (x[i+1] - x[i - 1]) - h[i - 1] * mu[i -1];
mu[i] = h[i] / g;
z[i] = (3d * (y[i + 1] * h[i - 1] - y[i] * (x[i + 1] - x[i - 1])+ y[i - 1] * h[i]) /
(h[i - 1] * h[i]) - h[i - 1] * z[i - 1]) / g;
}
// cubic spline coefficients -- b is linear, c quadratic, d is cubic (original y's are constants)
final double[] b = new double[n];
final double[] c = new double[n + 1];
final double[] d = new double[n];
z[n] = 0d;
c[n] = 0d;
for (int j = n -1; j >=0; j--) {
c[j] = z[j] - mu[j] * c[j + 1];
b[j] = (y[j + 1] - y[j]) / h[j] - h[j] * (c[j + 1] + 2d * c[j]) / 3d;
d[j] = (c[j + 1] - c[j]) / (3d * h[j]);
}
final PolynomialFunction[] polynomials = new PolynomialFunction[n];
final double[] coefficients = new double[4];
for (int i = 0; i < n; i++) {
coefficients[0] = y[i];
coefficients[1] = b[i];
coefficients[2] = c[i];
coefficients[3] = d[i];
polynomials[i] = new PolynomialFunction(coefficients);
}
return new PolynomialSplineFunction(x, polynomials);
}
/**
* Computes an interpolating function for the data set.
* @param x the arguments for the interpolation points
* @param y the values for the interpolation points
* @param <T> the type of the field elements
* @return a function which interpolates the data set
* @throws MathIllegalArgumentException if {@code x} and {@code y}
* have different sizes.
* @throws MathIllegalArgumentException if {@code x} is not sorted in
* strict increasing order.
* @throws MathIllegalArgumentException if the size of {@code x} is smaller
* than 3.
* @since 1.5
*/
@Override
public <T extends CalculusFieldElement<T>> FieldPolynomialSplineFunction<T> interpolate(
T[] x, T[] y)
throws MathIllegalArgumentException {
MathUtils.checkNotNull(x);
MathUtils.checkNotNull(y);
MathArrays.checkEqualLength(x, y);
if (x.length < 3) {
throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_OF_POINTS,
x.length, 3, true);
}
// Number of intervals. The number of data points is n + 1.
final int n = x.length - 1;
MathArrays.checkOrder(x);
// Differences between knot points
final Field<T> field = x[0].getField();
final T[] h = MathArrays.buildArray(field, n);
for (int i = 0; i < n; i++) {
h[i] = x[i + 1].subtract(x[i]);
}
final T[] mu = MathArrays.buildArray(field, n);
final T[] z = MathArrays.buildArray(field, n + 1);
mu[0] = field.getZero();
z[0] = field.getZero();
for (int i = 1; i < n; i++) {
final T g = x[i+1].subtract(x[i - 1]).multiply(2).subtract(h[i - 1].multiply(mu[i -1]));
mu[i] = h[i].divide(g);
z[i] = y[i + 1].multiply(h[i - 1]).
subtract(y[i].multiply(x[i + 1].subtract(x[i - 1]))).
add(y[i - 1].multiply(h[i])).
multiply(3).
divide(h[i - 1].multiply(h[i])).
subtract(h[i - 1].multiply(z[i - 1])).
divide(g);
}
// cubic spline coefficients -- b is linear, c quadratic, d is cubic (original y's are constants)
final T[] b = MathArrays.buildArray(field, n);
final T[] c = MathArrays.buildArray(field, n + 1);
final T[] d = MathArrays.buildArray(field, n);
z[n] = field.getZero();
c[n] = field.getZero();
for (int j = n -1; j >=0; j--) {
c[j] = z[j].subtract(mu[j].multiply(c[j + 1]));
b[j] = y[j + 1].subtract(y[j]).divide(h[j]).
subtract(h[j].multiply(c[j + 1].add(c[j]).add(c[j])).divide(3));
d[j] = c[j + 1].subtract(c[j]).divide(h[j].multiply(3));
}
@SuppressWarnings("unchecked")
final FieldPolynomialFunction<T>[] polynomials =
(FieldPolynomialFunction<T>[]) Array.newInstance(FieldPolynomialFunction.class, n);
final T[] coefficients = MathArrays.buildArray(field, 4);
for (int i = 0; i < n; i++) {
coefficients[0] = y[i];
coefficients[1] = b[i];
coefficients[2] = c[i];
coefficients[3] = d[i];
polynomials[i] = new FieldPolynomialFunction<>(coefficients);
}
return new FieldPolynomialSplineFunction<>(x, polynomials);
}
}