Mercurial > hg > octave-lyh
annotate scripts/polynomial/spline.m @ 13141:e81ddf9cacd5
maint: untabify and remove trailing whitespace from source files
* bicg.m, gmres.m, pkg.m: Untabify and remove trailing whitespace.
* libcruft/Makefile.am, libcruft/blas-xtra/cdotc3.f,
libcruft/blas-xtra/cmatm3.f, libcruft/blas-xtra/ddot3.f,
libcruft/blas-xtra/dmatm3.f, libcruft/blas-xtra/sdot3.f,
libcruft/blas-xtra/smatm3.f, libcruft/blas-xtra/zdotc3.f,
libcruft/blas-xtra/zmatm3.f, libcruft/lapack-xtra/crsf2csf.f,
libcruft/lapack-xtra/zrsf2csf.f, liboctave/Array.cc,
liboctave/DASPK-opts.in, liboctave/DASRT-opts.in,
liboctave/DASSL-opts.in, liboctave/LSODE-opts.in,
liboctave/Makefile.a,mliboctave/Quad-opts.in,
liboctave/Sparse-perm-op-defs.h,
scripts/Makefile.a,mscripts/deprecated/glpkmex.m,
scripts/general/blkdiag.m, scripts/general/interp1.m,
scripts/general/profshow.m, scripts/general/quadl.m,
scripts/general/triplequad.m, scripts/help/__makeinfo__.m,
scripts/io/strread.m, scripts/io/textread.m, scripts/io/textscan.m,
scripts/linear-algebra/rank.m, scripts/miscellaneous/gzip.m,
scripts/miscellaneous/private/__xzip__.m,
scripts/miscellaneous/tempdir.m, scripts/miscellaneous/unpack.m,
scripts/pkg/pkg.m, scripts/plot/allchild.m, scripts/plot/ancestor.m,
scripts/plot/cla.m, scripts/plot/clf.m, scripts/plot/findall.m,
scripts/plot/findobj.m, scripts/plot/gca.m, scripts/plot/gcf.m,
scripts/plot/hggroup.m, scripts/plot/isfigure.m,
scripts/plot/ishghandle.m, scripts/plot/legend.m,
scripts/plot/line.m, scripts/plot/loglog.m, scripts/plot/patch.m,
scripts/plot/print.m, scripts/plot/private/__quiver__.m,
scripts/plot/private/__scatter__.m, scripts/plot/rectangle.m,
scripts/plot/semilogx.m, scripts/plot/semilogy.m,
scripts/plot/surface.m, scripts/plot/text.m, scripts/plot/title.m,
scripts/plot/trisurf.m, scripts/plot/view.m, scripts/plot/whitebg.m,
scripts/plot/xlabel.m, scripts/plot/xlim.m, scripts/plot/ylabel.m,
scripts/plot/ylim.m, scripts/plot/zlabel.m, scripts/plot/zlim.m,
scripts/polynomial/mkpp.m, scripts/polynomial/polygcd.m,
scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m,
scripts/polynomial/ppval.m, scripts/set/setxor.m,
scripts/sparse/bicgstab.m, scripts/sparse/cgs.m,
scripts/sparse/spconvert.m, scripts/specfun/nthroot.m,
scripts/strings/strmatch.m, scripts/strings/untabify.m,
scripts/testfun/demo.m, scripts/testfun/example.m,
src/DLD-FUNCTIONS/filter.cc, src/DLD-FUNCTIONS/mgorth.cc,
src/DLD-FUNCTIONS/quadcc.cc, src/DLD-FUNCTIONS/str2double.cc,
src/Makefile.a,msrc/gl-render.cc, src/gl2ps-renderer.cc,
src/graphics.cc, src/octave-config.cc.in, src/octave-config.in,
src/ov-class.h, src/ov-fcn.h, src/profiler.cc, src/profiler.h,
src/pt-binop.cc, src/pt-unop.cc, src/symtab.cc, src/txt-eng-ft.cc:
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author | John W. Eaton <jwe@octave.org> |
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date | Thu, 15 Sep 2011 12:51:10 -0400 |
parents | 59e2460acae1 |
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rev | line source |
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11523 | 1 ## Copyright (C) 2000-2011 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}) |
5824 | 23 ## |
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24 ## Return the cubic spline interpolant of @var{y} at points @var{x}. |
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25 ## If called with two arguments, @code{spline} returns the piecewise |
8602 | 26 ## polynomial @var{pp} that may later be used with @code{ppval} to |
27 ## evaluate the polynomial at specific points. | |
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28 ## If called with a third input argument, @code{spline} evaluates the |
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29 ## spline at the points @var{xi}. There is an equivalence |
8602 | 30 ## between @code{ppval (spline (@var{x}, @var{y}), @var{xi})} and |
31 ## @code{spline (@var{x}, @var{y}, @var{xi})}. | |
5824 | 32 ## |
33 ## The variable @var{x} must be a vector of length @var{n}, and @var{y} | |
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34 ## can be either a vector or array. In the case where @var{y} is a |
5824 | 35 ## vector, it can have a length of either @var{n} or @code{@var{n} + 2}. |
36 ## If the length of @var{y} is @var{n}, then the 'not-a-knot' end | |
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37 ## condition is used. If the length of @var{y} is @code{@var{n} + 2}, |
8602 | 38 ## then the first and last values of the vector @var{y} are the values |
39 ## of the first derivative of the cubic spline at the end-points. | |
5824 | 40 ## |
41 ## If @var{y} is an array, then the size of @var{y} must have the form | |
42 ## @tex | |
43 ## $$[s_1, s_2, \cdots, s_k, n]$$ | |
44 ## @end tex | |
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45 ## @ifnottex |
5824 | 46 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n}]} |
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47 ## @end ifnottex |
5824 | 48 ## or |
49 ## @tex | |
8828 | 50 ## $$[s_1, s_2, \cdots, s_k, n + 2].$$ |
5824 | 51 ## @end tex |
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52 ## @ifnottex |
5824 | 53 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n} + 2]}. |
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54 ## @end ifnottex |
8602 | 55 ## The array is then reshaped internally to a matrix where the leading |
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56 ## dimension is given by |
5824 | 57 ## @tex |
58 ## $$s_1 s_2 \cdots s_k$$ | |
59 ## @end tex | |
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60 ## @ifnottex |
5824 | 61 ## @code{@var{s1} * @var{s2} * @dots{} * @var{sk}} |
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62 ## @end ifnottex |
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63 ## and each row of this matrix is then treated separately. Note that this |
5824 | 64 ## is exactly the opposite treatment than @code{interp1} and is done |
7001 | 65 ## for compatibility. |
5824 | 66 ## @seealso{ppval, mkpp, unmkpp} |
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 |
5824 | 102 complete = false; |
103 if (size (a, 1) == n + 2) | |
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 if (n == 3) |
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135 dg = 1.5 * h(1) - 0.5 * h(2); |
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136 c(2:n-1,:) = 1/dg(1); |
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137 else |
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138 dg = 2 * (h(1:n-2) .+ h(2:n-1)); |
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139 dg(1) = dg(1) - 0.5 * h(1); |
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140 dg(n-2) = dg(n-2) - 0.5 * h(n-1); |
5824 | 141 |
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142 e = h(2:n-2); |
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143 |
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144 g = 3 * diff (a(2:n,:)) ./ h(2:n-1,idx) ... |
5838 | 145 - 3 * diff (a(1:n-1,:)) ./ h(1:n-2,idx); |
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146 g(1,:) = 3 * (a(3,:) - a(2,:)) / h(2) ... |
5824 | 147 - 3 / 2 * (3 * (a(2,:) - a(1,:)) / h(1) - dfs); |
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148 g(n-2,:) = 3 / 2 * (3 * (a(n,:) - a(n-1,:)) / h(n-1) - dfe) ... |
5838 | 149 - 3 * (a(n-1,:) - a(n-2,:)) / h(n-2); |
5824 | 150 |
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151 c(2:n-1,:) = spdiags ([[e(:); 0], dg, [0; e(:)]], |
10549 | 152 [-1, 0, 1], n-2, n-2) \ g; |
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153 endif |
5824 | 154 |
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155 c(1,:) = (3 / h(1) * (a(2,:) - a(1,:)) - 3 * dfs |
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156 - c(2,:) * h(1)) / (2 * h(1)); |
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157 c(n,:) = - (3 / h(n-1) * (a(n,:) - a(n-1,:)) - 3 * dfe |
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158 + c(n-1,:) * h(n-1)) / (2 * h(n-1)); |
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159 b(1:n-1,:) = diff (a) ./ h(1:n-1, idx) ... |
10549 | 160 - h(1:n-1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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161 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 162 |
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163 d = d(1:n-1,:); |
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164 c = c(1:n-1,:); |
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165 b = b(1:n-1,:); |
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166 a = a(1:n-1,:); |
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167 endif |
5824 | 168 else |
169 | |
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170 if (n == 2) |
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171 b = (a(2,:) - a(1,:)) / (x(2) - x(1)); |
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172 a = a(1,:); |
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173 d = []; |
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174 c = []; |
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175 b = b(1:n-1,:); |
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176 a = a(1:n-1,:); |
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177 elseif (n == 3) |
5824 | 178 |
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179 n = 2; |
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180 c = (a(1,:) - a(3,:)) / ((x(3) - x(1)) * (x(2) - x(3))) ... |
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181 + (a(2,:) - a(1,:)) / ((x(2) - x(1)) * (x(2) - x(3))); |
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182 b = (a(2,:) - a(1,:)) * (x(3) - x(1)) ... |
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183 / ((x(2) - x(1)) * (x(3) - x(2))) ... |
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184 + (a(1,:) - a(3,:)) * (x(2) - x(1)) ... |
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185 / ((x(3) - x(1)) * (x(3) - x(2))); |
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186 a = a(1,:); |
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187 d = []; |
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188 x = [min(x), max(x)]; |
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189 |
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190 c = c(1:n-1,:); |
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191 b = b(1:n-1,:); |
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192 a = a(1:n-1,:); |
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193 else |
5824 | 194 |
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195 g = zeros (n-2, columns (a)); |
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196 g(1,:) = 3 / (h(1) + h(2)) ... |
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197 * (a(3,:) - a(2,:) - h(2) / h(1) * (a(2,:) - a(1,:))); |
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198 g(n-2,:) = 3 / (h(n-1) + h(n-2)) ... |
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199 * (h(n-2) / h(n-1) * (a(n,:) - a(n-1,:)) - (a(n-1,:) - a(n-2,:))); |
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200 |
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201 if (n > 4) |
5824 | 202 |
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203 g(2:n - 3,:) = 3 * diff (a(3:n-1,:)) ./ h(3:n-2,idx) ... |
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204 - 3 * diff (a(2:n-2,:)) ./ h(2:n - 3,idx); |
5824 | 205 |
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206 dg = 2 * (h(1:n-2) .+ h(2:n-1)); |
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207 dg(1) = dg(1) - h(1); |
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208 dg(n-2) = dg(n-2) - h(n-1); |
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209 |
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210 ldg = udg = h(2:n-2); |
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211 udg(1) = udg(1) - h(1); |
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212 ldg(n - 3) = ldg(n-3) - h(n-1); |
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213 c(2:n-1,:) = spdiags ([[ldg(:); 0], dg, [0; udg(:)]], |
10549 | 214 [-1, 0, 1], n-2, n-2) \ g; |
5824 | 215 |
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216 elseif (n == 4) |
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217 |
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218 dg = [h(1) + 2 * h(2); 2 * h(2) + h(3)]; |
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219 ldg = h(2) - h(3); |
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220 udg = h(2) - h(1); |
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221 c(2:n-1,:) = spdiags ([[ldg(:);0], dg, [0; udg(:)]], |
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222 [-1, 0, 1], n-2, n-2) \ g; |
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224 endif |
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225 |
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226 c(1,:) = c(2,:) + h(1) / h(2) * (c(2,:) - c(3,:)); |
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227 c(n,:) = c(n-1,:) + h(n-1) / h(n-2) * (c(n-1,:) - c(n-2,:)); |
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228 b = diff (a) ./ h(1:n-1, idx) ... |
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229 - h(1:n-1, idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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230 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 231 |
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232 d = d(1:n-1,:);d = d.'(:); |
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233 c = c(1:n-1,:);c = c.'(:); |
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234 b = b(1:n-1,:);b = b.'(:); |
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235 a = a(1:n-1,:);a = a.'(:); |
5824 | 236 endif |
237 | |
238 endif | |
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239 ret = mkpp (x, cat (2, d, c, b, a), szy(1:end-1)); |
5824 | 240 |
241 if (nargin == 3) | |
242 ret = ppval (ret, xi); | |
243 endif | |
244 | |
245 endfunction | |
246 | |
247 %!demo | |
248 %! x = 0:10; y = sin(x); | |
249 %! xspline = 0:0.1:10; yspline = spline(x,y,xspline); | |
250 %! title("spline fit to points from sin(x)"); | |
6702 | 251 %! plot(xspline,sin(xspline),"r",xspline,yspline,"g-",x,y,"b+"); |
252 %! legend("original","interpolation","interpolation points"); | |
5824 | 253 %! %-------------------------------------------------------- |
254 %! % confirm that interpolated function matches the original | |
255 | |
6686 | 256 %!shared x,y,abserr |
257 %! x = [0:10]; y = sin(x); abserr = 1e-14; | |
258 %!assert (spline(x,y,x), y, abserr); | |
259 %!assert (spline(x,y,x'), y', abserr); | |
260 %!assert (spline(x',y',x'), y', abserr); | |
261 %!assert (spline(x',y',x), y, abserr); | |
5824 | 262 %!assert (isempty(spline(x',y',[]))); |
263 %!assert (isempty(spline(x,y,[]))); | |
6686 | 264 %!assert (spline(x,[y;y],x), [spline(x,y,x);spline(x,y,x)],abserr) |
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265 %!assert (spline(x,[y;y],x'), [spline(x,y,x);spline(x,y,x)],abserr) |
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266 %!assert (spline(x',[y;y],x), [spline(x,y,x);spline(x,y,x)],abserr) |
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267 %!assert (spline(x',[y;y],x'), [spline(x,y,x);spline(x,y,x)],abserr) |
6014 | 268 %! y = cos(x) + i*sin(x); |
6686 | 269 %!assert (spline(x,y,x), y, abserr) |
270 %!assert (real(spline(x,y,x)), real(y), abserr); | |
271 %!assert (real(spline(x,y,x.')), real(y).', abserr); | |
272 %!assert (real(spline(x.',y.',x.')), real(y).', abserr); | |
273 %!assert (real(spline(x.',y,x)), real(y), abserr); | |
274 %!assert (imag(spline(x,y,x)), imag(y), abserr); | |
275 %!assert (imag(spline(x,y,x.')), imag(y).', abserr); | |
276 %!assert (imag(spline(x.',y.',x.')), imag(y).', abserr); | |
277 %!assert (imag(spline(x.',y,x)), imag(y), abserr); | |
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278 %!test |
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279 %! xnan = 5; |
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280 %! y(x==xnan) = NaN; |
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281 %! ok = ! isnan (y); |
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282 %! assert (spline (x, y, x(ok)), y(ok), abserr); |
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283 %!test |
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284 %! ok = ! isnan (y); |
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285 %! assert (! isnan (spline (x, y, x(!ok)))); |
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286 %!test |
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287 %! x = [1,2]; |
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288 %! y = [1,4]; |
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289 %! assert (spline (x,y,x), [1,4], abserr); |
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290 %!test |
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291 %! x = [2,1]; |
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292 %! y = [1,4]; |
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293 %! assert (spline (x,y,x), [1,4], abserr); |
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294 %!test |
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295 %! x = [1,2]; |
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296 %! y = [1,2,3,4]; |
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297 %! pp = spline (x,y); |
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298 %! [x,P] = unmkpp (pp); |
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299 %! assert (norm (P-[3,-3,1,2]), 0, abserr); |
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spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
300 %!test |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
301 %! x = [2,1]; |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
302 %! 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
|
303 %! pp = spline (x,y); |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
304 %! [x,P] = unmkpp (pp); |
07e102029d2a
spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
305 %! assert (norm (P-[7,-9,1,3]), 0, abserr); |