Mercurial > hg > octave-lyh
annotate scripts/polynomial/spline.m @ 16749:c9007267cbf5
Variation of color option layouts with columns packed to the left
* settings-dialog.cc (settings_dialog::read_workspace_colors,
settings_dialog::read_terminal_colors): Add 4 space characters to front of
color description. Set the column stretch for last (blank) column to 10.
author | Daniel J Sebald <daniel.sebald@ieee.org> |
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date | Tue, 11 Jun 2013 14:02:41 -0500 |
parents | c2dbdeaa25df |
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rev | line source |
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1 ## Copyright (C) 2000-2012 Kai Habel |
5824 | 2 ## Copyright (C) 2006 David Bateman |
3 ## | |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5824 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5824 | 19 |
20 ## -*- texinfo -*- | |
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21 ## @deftypefn {Function File} {@var{pp} =} spline (@var{x}, @var{y}) |
7650 | 22 ## @deftypefnx {Function File} {@var{yi} =} spline (@var{x}, @var{y}, @var{xi}) |
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23 ## Return the cubic spline interpolant of points @var{x} and @var{y}. |
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24 ## |
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25 ## When called with two arguments, return the piecewise polynomial @var{pp} |
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26 ## that may be used with @code{ppval} to evaluate the polynomial at specific |
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27 ## points. When called with a third input argument, @code{spline} evaluates |
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28 ## the spline at the points @var{xi}. The third calling form @code{spline |
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29 ## (@var{x}, @var{y}, @var{xi})} is equivalent to @code{ppval (spline |
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30 ## (@var{x}, @var{y}), @var{xi})}. |
5824 | 31 ## |
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32 ## The variable @var{x} must be a vector of length @var{n}. @var{y} can be |
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33 ## either a vector or array. If @var{y} is a vector it must have a length of |
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34 ## either @var{n} or @code{@var{n} + 2}. If the length of @var{y} is |
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35 ## @var{n}, then the "not-a-knot" end condition is used. If the length of |
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36 ## @var{y} is @code{@var{n} + 2}, then the first and last values of the |
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37 ## vector @var{y} are the values of the first derivative of the cubic spline |
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38 ## at the endpoints. |
5824 | 39 ## |
40 ## If @var{y} is an array, then the size of @var{y} must have the form | |
41 ## @tex | |
42 ## $$[s_1, s_2, \cdots, s_k, n]$$ | |
43 ## @end tex | |
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44 ## @ifnottex |
5824 | 45 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n}]} |
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46 ## @end ifnottex |
5824 | 47 ## or |
48 ## @tex | |
8828 | 49 ## $$[s_1, s_2, \cdots, s_k, n + 2].$$ |
5824 | 50 ## @end tex |
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51 ## @ifnottex |
5824 | 52 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n} + 2]}. |
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53 ## @end ifnottex |
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54 ## The array is reshaped internally to a matrix where the leading |
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55 ## dimension is given by |
5824 | 56 ## @tex |
57 ## $$s_1 s_2 \cdots s_k$$ | |
58 ## @end tex | |
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59 ## @ifnottex |
5824 | 60 ## @code{@var{s1} * @var{s2} * @dots{} * @var{sk}} |
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61 ## @end ifnottex |
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62 ## and each row of this matrix is then treated separately. Note that this |
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63 ## is exactly opposite to @code{interp1} but is done for @sc{matlab} |
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64 ## compatibility. |
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65 ## |
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66 ## @seealso{pchip, ppval, mkpp, unmkpp} |
5824 | 67 ## @end deftypefn |
68 | |
69 ## This code is based on csape.m from octave-forge, but has been | |
70 ## modified to use the sparse solver code in octave that itself allows | |
71 ## special casing of tri-diagonal matrices, modified for NDArrays and | |
72 ## for the treatment of vectors y 2 elements longer than x as complete | |
73 ## splines. | |
74 | |
75 function ret = spline (x, y, xi) | |
76 | |
77 x = x(:); | |
78 n = length (x); | |
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79 if (n < 2) |
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80 error ("spline: requires at least 2 points"); |
5824 | 81 endif |
82 | |
83 ## Check the size and shape of y | |
84 ndy = ndims (y); | |
85 szy = size (y); | |
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86 if (ndy == 2 && (szy(1) == n || szy(2) == n)) |
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87 if (szy(2) == n) |
6014 | 88 a = y.'; |
5824 | 89 else |
90 a = y; | |
91 szy = fliplr (szy); | |
92 endif | |
93 else | |
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94 a = shiftdim (reshape (y, [prod(szy(1:end-1)), szy(end)]), 1); |
5824 | 95 endif |
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96 |
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97 for k = (1:columns (a))(any (isnan (a))) |
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98 ok = ! isnan (a(:,k)); |
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99 a(!ok,k) = spline (x(ok), a(ok,k), x(!ok)); |
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100 endfor |
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101 |
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103 if (rows (a) == n + 2) |
5824 | 104 complete = true; |
105 dfs = a(1,:); | |
106 dfe = a(end,:); | |
107 a = a(2:end-1,:); | |
108 endif | |
109 | |
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110 if (! issorted (x)) |
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111 [x, idx] = sort (x); |
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112 a = a(idx,:); |
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113 endif |
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114 |
5824 | 115 b = c = zeros (size (a)); |
116 h = diff (x); | |
5838 | 117 idx = ones (columns (a), 1); |
5824 | 118 |
119 if (complete) | |
120 | |
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121 if (n == 2) |
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122 d = (dfs + dfe) / (x(2) - x(1)) ^ 2 + ... |
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123 2 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 3; |
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124 c = (-2 * dfs - dfe) / (x(2) - x(1)) - ... |
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125 3 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 2; |
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126 b = dfs; |
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127 a = a(1,:); |
5824 | 128 |
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129 d = d(1:n-1,:); |
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130 c = c(1:n-1,:); |
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131 b = b(1:n-1,:); |
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132 a = a(1:n-1,:); |
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133 else |
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134 g(1,:) = (a(2,:) - a(1,:)) / h(1) - dfs; |
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135 g(2:n-1,:) = (a(3:n,:) - a(2:n-1,:)) ./ h(2:n-1) - ... |
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136 (a(2:n-1,:) - a(1:n-2,:)) ./ h(1:n-2); |
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137 g(n,:) = dfe - (a(n,:) - a(n-1,:)) / h(n-1); |
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138 c = spdiags ([[h/6;0],[h(1)/3;(h(1:n-2)+h(2:n-1))/3;h(n-1)/3],[0;h/6]],... |
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139 [-1,0,1],n,n) \ (g / 2); |
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140 b(1:n-1,:) = diff (a) ./ h(1:n-1, idx) ... |
10549 | 141 - h(1:n-1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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142 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 143 |
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144 d = d(1:n-1,:); |
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145 c = c(1:n-1,:); |
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146 b = b(1:n-1,:); |
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147 a = a(1:n-1,:); |
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148 endif |
5824 | 149 else |
150 | |
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151 if (n == 2) |
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152 b = (a(2,:) - a(1,:)) / (x(2) - x(1)); |
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153 a = a(1,:); |
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154 d = []; |
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155 c = []; |
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156 b = b(1:n-1,:); |
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157 a = a(1:n-1,:); |
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158 elseif (n == 3) |
5824 | 159 |
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160 n = 2; |
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161 c = (a(1,:) - a(3,:)) / ((x(3) - x(1)) * (x(2) - x(3))) ... |
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162 + (a(2,:) - a(1,:)) / ((x(2) - x(1)) * (x(2) - x(3))); |
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163 b = (a(2,:) - a(1,:)) * (x(3) - x(1)) ... |
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164 / ((x(2) - x(1)) * (x(3) - x(2))) ... |
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165 + (a(1,:) - a(3,:)) * (x(2) - x(1)) ... |
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166 / ((x(3) - x(1)) * (x(3) - x(2))); |
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167 a = a(1,:); |
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168 d = []; |
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169 x = [min(x), max(x)]; |
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170 |
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171 c = c(1:n-1,:); |
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172 b = b(1:n-1,:); |
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173 a = a(1:n-1,:); |
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174 else |
5824 | 175 |
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176 g = zeros (n-2, columns (a)); |
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177 g(1,:) = 3 / (h(1) + h(2)) ... |
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178 * (a(3,:) - a(2,:) - h(2) / h(1) * (a(2,:) - a(1,:))); |
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179 g(n-2,:) = 3 / (h(n-1) + h(n-2)) ... |
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180 * (h(n-2) / h(n-1) * (a(n,:) - a(n-1,:)) - (a(n-1,:) - a(n-2,:))); |
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181 |
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182 if (n > 4) |
5824 | 183 |
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184 g(2:n - 3,:) = 3 * diff (a(3:n-1,:)) ./ h(3:n-2,idx) ... |
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185 - 3 * diff (a(2:n-2,:)) ./ h(2:n - 3,idx); |
5824 | 186 |
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187 dg = 2 * (h(1:n-2) .+ h(2:n-1)); |
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188 dg(1) = dg(1) - h(1); |
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189 dg(n-2) = dg(n-2) - h(n-1); |
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190 |
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191 ldg = udg = h(2:n-2); |
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192 udg(1) = udg(1) - h(1); |
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193 ldg(n - 3) = ldg(n-3) - h(n-1); |
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194 c(2:n-1,:) = spdiags ([[ldg(:); 0], dg, [0; udg(:)]], |
10549 | 195 [-1, 0, 1], n-2, n-2) \ g; |
5824 | 196 |
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197 elseif (n == 4) |
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198 |
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199 dg = [h(1) + 2 * h(2); 2 * h(2) + h(3)]; |
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200 ldg = h(2) - h(3); |
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201 udg = h(2) - h(1); |
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202 c(2:n-1,:) = spdiags ([[ldg(:);0], dg, [0; udg(:)]], |
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203 [-1, 0, 1], n-2, n-2) \ g; |
5824 | 204 |
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205 endif |
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206 |
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207 c(1,:) = c(2,:) + h(1) / h(2) * (c(2,:) - c(3,:)); |
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208 c(n,:) = c(n-1,:) + h(n-1) / h(n-2) * (c(n-1,:) - c(n-2,:)); |
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209 b = diff (a) ./ h(1:n-1, idx) ... |
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210 - h(1:n-1, idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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211 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 212 |
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213 d = d(1:n-1,:);d = d.'(:); |
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214 c = c(1:n-1,:);c = c.'(:); |
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215 b = b(1:n-1,:);b = b.'(:); |
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216 a = a(1:n-1,:);a = a.'(:); |
5824 | 217 endif |
218 | |
219 endif | |
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220 ret = mkpp (x, cat (2, d, c, b, a), szy(1:end-1)); |
5824 | 221 |
222 if (nargin == 3) | |
223 ret = ppval (ret, xi); | |
224 endif | |
225 | |
226 endfunction | |
227 | |
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228 |
5824 | 229 %!demo |
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230 %! x = 0:10; y = sin (x); |
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231 %! xspline = 0:0.1:10; yspline = spline (x,y,xspline); |
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232 %! title ("spline fit to points from sin (x)"); |
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233 %! plot (xspline,sin(xspline),"r", xspline,yspline,"g-", x,y,"b+"); |
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234 %! legend ("original", "interpolation", "interpolation points"); |
5824 | 235 %! %-------------------------------------------------------- |
236 %! % confirm that interpolated function matches the original | |
237 | |
6686 | 238 %!shared x,y,abserr |
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239 %! x = [0:10]; y = sin (x); abserr = 1e-14; |
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240 %!assert (spline (x,y,x), y, abserr) |
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241 %!assert (spline (x,y,x'), y', abserr) |
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242 %!assert (spline (x',y',x'), y', abserr) |
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243 %!assert (spline (x',y',x), y, abserr) |
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244 %!assert (isempty (spline (x',y',[]))) |
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245 %!assert (isempty (spline (x,y,[]))) |
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246 %!assert (spline (x,[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr) |
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247 %!assert (spline (x,[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr) |
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248 %!assert (spline (x',[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr) |
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249 %!assert (spline (x',[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr) |
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250 %! y = cos (x) + i*sin (x); |
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251 %!assert (spline (x,y,x), y, abserr) |
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252 %!assert (real (spline (x,y,x)), real (y), abserr) |
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253 %!assert (real (spline (x,y,x.')), real (y).', abserr) |
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254 %!assert (real (spline (x.',y.',x.')), real (y).', abserr) |
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255 %!assert (real (spline (x.',y,x)), real (y), abserr) |
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256 %!assert (imag (spline (x,y,x)), imag (y), abserr) |
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257 %!assert (imag (spline (x,y,x.')), imag (y).', abserr) |
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258 %!assert (imag (spline (x.',y.',x.')), imag (y).', abserr) |
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259 %!assert (imag (spline (x.',y,x)), imag (y), abserr) |
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260 %!test |
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261 %! xnan = 5; |
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262 %! y(x==xnan) = NaN; |
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263 %! ok = ! isnan (y); |
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264 %! assert (spline (x, y, x(ok)), y(ok), abserr); |
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265 %!test |
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266 %! ok = ! isnan (y); |
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267 %! assert (! isnan (spline (x, y, x(!ok)))); |
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268 %!test |
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269 %! x = [1,2]; |
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270 %! y = [1,4]; |
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271 %! assert (spline (x,y,x), [1,4], abserr); |
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272 %!test |
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273 %! x = [2,1]; |
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274 %! y = [1,4]; |
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275 %! assert (spline (x,y,x), [1,4], abserr); |
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276 %!test |
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277 %! x = [1,2]; |
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278 %! y = [1,2,3,4]; |
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279 %! pp = spline (x,y); |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
280 %! [x,P] = unmkpp (pp); |
14575
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
281 %! assert (P, [3,-3,1,2], abserr); |
12444
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
282 %!test |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
283 %! x = [2,1]; |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
284 %! y = [1,2,3,4]; |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
285 %! pp = spline (x,y); |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
286 %! [x,P] = unmkpp (pp); |
14575
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
287 %! assert (P, [7,-9,1,3], abserr); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
288 %!test |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
289 %! x = [0,1,2]; |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
290 %! y = [0,0,1,0,0]; |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
291 %! pp = spline (x,y); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
292 %! [x,P] = unmkpp (pp); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
293 %! assert (P, [-2,3,0,0;2,-3,0,1], abserr); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
294 %!test |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
295 %! x = [0,1,2,3]; |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
296 %! y = [0,0,1,1,0,0]; |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
297 %! pp = spline (x,y); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
298 %! [x,P] = unmkpp (pp); |
2e23cd0a9e40
Fix complete spline with three points (bug #35739)
Marco Caliari <marco.caliari@univr.it>
parents:
14363
diff
changeset
|
299 %! assert (P, [-1,2,0,0;0,-1,1,1;1,-1,-1,1], abserr); |
14237
11949c9795a0
Revamp %!demos in m-files to use Octave coding conventions on spacing, etc.
Rik <octave@nomad.inbox5.com>
parents:
14222
diff
changeset
|
300 |