Mercurial > hg > octave-nkf
annotate scripts/polynomial/spline.m @ 15063:36cbcc37fdb8
Refactor configure.ac to make it more understandable.
Use common syntax for messages in config.h
Correct typos, refer to libraries in all caps, use two spaces after period.
Follow Autoconf guidelines and place general tests before specific tests.
* configure.ac, m4/acinclude.m4: Use common syntax for messages in config.h
Correct typos, refer to libraries in all caps, use two spaces after period.
Follow Autoconf guidelines and place general tests before specific tests.
author | Rik <rik@octave.org> |
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date | Tue, 31 Jul 2012 10:28:51 -0700 |
parents | c2dbdeaa25df |
children | d63878346099 |
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 |
5824 | 102 complete = false; |
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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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spline.m: Allow length(x) == 2 and unsorted x values.
Ben Abbott <bpabbott@mac.com>
parents:
11587
diff
changeset
|
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 |