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[project @ 2007-06-24 21:37:08 by dbateman]
author | dbateman |
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date | Sun, 24 Jun 2007 21:37:08 +0000 |
parents | f11fec9c06b0 |
children | 9398f6a81bdf |
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@c Copyright (C) 2007 John W. Eaton @c This is part of the Octave manual. @c For copying conditions, see the file gpl.texi. @node Interpolation @chapter Interpolation @menu * One-dimensional Interpolation:: * Multi-dimensional Interpolation:: @end menu @node One-dimensional Interpolation @section One-dimensional Interpolation @DOCSTRING(interp1) There are some important differences between the various interpolation methods. The 'spline' method enforces that both the first and second derivatives of the interpolated values have a continuous derivative, whereas the other methods do not. This means that the results of the 'spline' method are generally smoother. If the function to be interpolated is in fact smooth, then 'spline' will give excellent results. However, if the function to be evaluated is in some manner discontinuous, then 'pchip' interpolation might give better results. This can be demonstrated by the code @example @group t = -2:2; dt = 1; ti =-2:0.025:2; dti = 0.025; y = sign(t); ys = interp1(t,y,ti,'spline'); yp = interp1(t,y,ti,'pchip'); ddys = diff(diff(ys)./dti)./dti; ddyp = diff(diff(yp)./dti)./dti; figure(1); plot (ti, ys,'r-', ti, yp,'g-'); legend('spline','pchip',4); figure(2); plot (ti, ddys,'r+', ti, ddyp,'g*'); legend('spline','pchip'); @end group @end example @ifnotinfo @noindent The result of which can be seen in @ref{fig:interpderiv1} and @ref{fig:interpderiv2}. @float Figure,fig:interpderiv1 @image{interpderiv1,8cm} @caption{Comparison of 'phcip' and 'spline' interpolation methods for a step function} @end float @float Figure,fig:interpderiv2 @image{interpderiv2,8cm} @caption{Comparison of the second derivate of the 'phcip' and 'spline' interpolation methods for a step function} @end float @end ifnotinfo Fourier interpolation, is a resampling technique where a signal is converted to the frequency domain, padded with zeros and then reconverted to the time domain. @DOCSTRING(interpft) There are two significant limitations on Fourier interpolation. Firstly, the function signal is assumed to be periodic, and so no periodic signals will be poorly represented at the edges. Secondly, both the signal and its interpolation are required to be sampled at equispaced points. An example of the use of @code{interpft} is @example @group t = 0 : 0.3 : pi; dt = t(2)-t(1); n = length (t); k = 100; ti = t(1) + [0 : k-1]*dt*n/k; y = sin (4*t + 0.3) .* cos (3*t - 0.1); yp = sin (4*ti + 0.3) .* cos (3*ti - 0.1); plot (ti, yp, 'g', ti, interp1(t, y, ti, 'spline'), 'b', ... ti, interpft (y, k), 'c', t, y, 'r+'); legend ('sin(4t+0.3)cos(3t-0.1','spline','interpft','data'); @end group @end example @ifinfo which demonstrates the poor behavior of Fourier interpolation for non periodic functions. @end ifinfo @ifnotinfo which demonstrates the poor behavior of Fourier interpolation for non periodic functions, as can be seen in @ref{fig:interpft}. @float Figure,fig:interpft @image{interpft,8cm} @caption{Comparison of @code{interp1} and @code{interpft} for non periodic data} @end float @end ifnotinfo In additional the support function @code{spline} and @code{lookup} that underlie the @code{interp1} function can be called directly. @DOCSTRING(spline) The @code{lookup} is used by other interpolation function to identify the points of the original data that are closest to the current point of interest. @DOCSTRING(lookup) @node Multi-dimensional Interpolation @section Multi-dimensional Interpolation There are three multi-dimensional interpolation function in Octave, with similar capabilities. @DOCSTRING(interp2) @DOCSTRING(interp3) @DOCSTRING(interpn) A significant difference between @code{interpn} and the other two multidimensional interpolation function is the fashion in which the dimensions are treated. For @code{interp2} and @code{interp3}, the 'y' axis is considered to be the columns of the matrix, whereas the 'x' axis corresponds to the rows the the array. As Octave indexes arrays in column major order, the first dimension of any array is the columns, and so @code{interpn} effectively reverses the 'x' and 'y' dimensions. Consider the example @example @group x = y = z = -1:1; f = @@(x,y,z) x.^2 - y - z.^2; [xx, yy, zz] = meshgrid (x, y, z); v = f (xx,yy,zz); xi = yi = zi = -1:0.1:1; [xxi, yyi, zzi] = meshgrid (xi, yi, zi); vi = interp3(x, y, z, v, xxi, yyi, zzi, 'spline'); [xxi, yyi, zzi] = ndgrid (xi, yi, zi); vi2 = interpn(x, y, z, v, xxi, yyi, zzi, 'spline'); mesh (zi, yi, squeeze (vi2(1,:,:))); @end group @end example @noindent where @code{vi} and @code{vi2} are identical. The reversal of the dimensions is treated in the @code{meshgrid} and @code{ndgrid} functions respectively. @ifnotinfo The result of this code can be seen in @ref{fig:interpn}. @float Figure,fig:interpn @image{interpn,8cm} @caption{Demonstration of the use of @code{interpn}} @end float @end ifnotinfo In additional the support function @code{bicubic} that underlies the cubic interpolation of @code{interp2} function can be called directly. @DOCSTRING(bicubic)