Mercurial > hg > octave-nkf
view scripts/polynomial/spline.m @ 6014:437f9086b967
[project @ 2006-09-30 15:27:06 by jwe]
author | jwe |
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date | Sat, 30 Sep 2006 15:27:06 +0000 |
parents | 376e02b2ce70 |
children | 7fad1fad19e1 |
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## Copyright (C) 2000,2001 Kai Habel ## Copyright (C) 2006 David Bateman ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301, USA. ## -*- texinfo -*- ## @deftypefn {Function File} {@var{pp} = } spline (@var{x}, @var{y}) ## @deftypefnx {Function File} {@var{yi} = } spline (@var{x}, @var{y}, @var{xi}) ## ## Returns the cubic spline interpolation of @var{y} at the point ## @var{x}. Called with two arguments the piece-wise polynomial @var{pp} ## that may later be used with @code{ppval} to evaluate the polynomial ## at specific points. ## ## The variable @var{x} must be a vector of length @var{n}, and @var{y} ## can be either a vector or array. In the case where @var{y} is a ## vector, it can have a length of either @var{n} or @code{@var{n} + 2}. ## If the length of @var{y} is @var{n}, then the 'not-a-knot' end ## condition is used. If the length of @var{y} is @code{@var{n} + 2}, ## then the first and last values of the vector @var{y} are the first ## derivative of the cubic spline at the end-points. ## ## If @var{y} is an array, then the size of @var{y} must have the form ## @iftex ## @tex ## $$[s_1, s_2, \cdots, s_k, n]$$ ## @end tex ## @end iftex ## @ifinfo ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n}]} ## @end ifinfo ## or ## @iftex ## @tex ## $$[s_1, s_2, \cdots, s_k, n + 2]$$. ## @end tex ## @end iftex ## @ifinfo ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n} + 2]}. ## @end ifinfo ## The array is then reshaped internally to a matrix where to leading ## dimension is given by ## @iftex ## @tex ## $$s_1 s_2 \cdots s_k$$ ## @end tex ## @end iftex ## @ifinfo ## @code{@var{s1} * @var{s2} * @dots{} * @var{sk}} ## @end ifinfo ## and each row this matrix is then treated seperately. Note that this ## is exactly the opposite treatment than @code{interp1} and is done ## for compatiability. ## ## Called with a third input argument, @code{spline} evaluates the ## piece-wise spline at the points @var{xi}. There is an equivalence ## between @code{ppval (spline (@var{x}, @var{y}), @var{xi})} and ## @code{spline (@var{x}, @var{y}, @var{xi})}. ## ## @seealso{ppval, mkpp, unmkpp} ## @end deftypefn ## This code is based on csape.m from octave-forge, but has been ## modified to use the sparse solver code in octave that itself allows ## special casing of tri-diagonal matrices, modified for NDArrays and ## for the treatment of vectors y 2 elements longer than x as complete ## splines. function ret = spline (x, y, xi) x = x(:); n = length (x); if (n < 3) error ("spline: requires at least 3 points"); endif ## Check the size and shape of y ndy = ndims (y); szy = size (y); if (ndy == 2 && (szy(1) == 1 || szy(2) == 1)) if (szy(1) == 1) a = y.'; else a = y; szy = fliplr (szy); endif else a = reshape (y, [prod(szy(1:end-1)), szy(end)]).'; endif complete = false; if (size (a, 1) == n + 2) complete = true; dfs = a(1,:); dfe = a(end,:); a = a(2:end-1,:); endif b = c = zeros (size (a)); h = diff (x); idx = ones (columns (a), 1); if (complete) if (n == 3) dg = 1.5 * h(1) - 0.5 * h(2); c(2:n-1,:) = 1/dg(1); else dg = 2 * (h(1:n-2) .+ h(2:n-1)); dg(1) = dg(1) - 0.5 * h(1); dg(n-2) = dg(n-2) - 0.5 * h(n-1); e = h(2:n-2); size(a) size(h) n g = 3 * diff (a(2:n,:)) ./ h(2:n-1,idx) ... - 3 * diff (a(1:n-1,:)) ./ h(1:n-2,idx); g(1,:) = 3 * (a(3,:) - a(2,:)) / h(2) ... - 3 / 2 * (3 * (a(2,:) - a(1,:)) / h(1) - dfs); g(n-2,:) = 3 / 2 * (3 * (a(n,:) - a(n-1,:)) / h(n-1) - dfe) ... - 3 * (a(n-1,:) - a(n-2,:)) / h(n-2); c(2:n-1,:) = spdiags ([[e(:); 0], dg, [0; e(:)]], [-1, 0, 1], n-2, n-2) \ g; endif c(1,:) = (3 / h(1) * (a(2,:) - a(1,:)) - 3 * dfs - c(2,:) * h(1)) / (2 * h(1)); c(n,:) = - (3 / h(n-1) * (a(n,:) - a(n-1,:)) - 3 * dfe + c(n-1,:) * h(n-1)) / (2 * h(n-1)); b(1:n-1,:) = diff (a) ./ h(1:n-1, idx) ... - h(1:n-1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); d = diff (c) ./ (3 * h(1:n-1, idx)); else g = zeros (n-2, columns (a)); g(1,:) = 3 / (h(1) + h(2)) ... * (a(3,:) - a(2,:) - h(2) / h(1) * (a(2,:) - a(1,:))); g(n-2,:) = 3 / (h(n-1) + h(n-2)) ... * (h(n-2) / h(n-1) * (a(n,:) - a(n-1,:)) - (a(n-1,:) - a(n-2,:))); if (n > 4) g(2:n - 3,:) = 3 * diff (a(3:n-1,:)) ./ h(3:n-2,idx) ... - 3 * diff (a(2:n-2,:)) ./ h(2:n - 3,idx); dg = 2 * (h(1:n-2) .+ h(2:n-1)); dg(1) = dg(1) - h(1); dg(n-2) = dg(n-2) - h(n-1); ldg = udg = h(2:n-2); udg(1) = udg(1) - h(1); ldg(n - 3) = ldg(n-3) - h(n-1); c(2:n-1,:) = spdiags ([[ldg(:); 0], dg, [0; udg(:)]], [-1, 0, 1], n-2, n-2) \ g; elseif (n == 4) dg = [h(1) + 2 * h(2), 2 * h(2) + h(3)]; ldg = h(2) - h(3); udg = h(2) - h(1); c(2:n-1,:) = spdiags ([[ldg(:);0], dg, [0; udg(:)]], [-1, 0, 1], n-2, n-2) \ g; else # n == 3 dg = h(1) + 2 * h(2); c(2:n-1,:) = g/dg(1); endif c(1,:) = c(2,:) + h(1) / h(2) * (c(2,:) - c(3,:)); c(n,:) = c(n-1,:) + h(n-1) / h(n-2) * (c(n-1,:) - c(n-2,:)); b = diff (a) ./ h(1:n-1, idx) ... - h(1:n-1, idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); d = diff (c) ./ (3 * h(1:n-1, idx)); endif d = d(1:n-1,:); c = c(1:n-1,:); b = b(1:n-1,:); a = a(1:n-1,:); coeffs = [d(:), c(:), b(:), a(:)]; ret = mkpp (x, coeffs, szy(1:end-1)); if (nargin == 3) ret = ppval (ret, xi); endif endfunction %!demo %! x = 0:10; y = sin(x); %! xspline = 0:0.1:10; yspline = spline(x,y,xspline); %! title("spline fit to points from sin(x)"); %! plot(xspline,sin(xspline),";original;",... %! xspline,yspline,"-;interpolation;",... %! x,y,"+;interpolation points;"); %! %-------------------------------------------------------- %! % confirm that interpolated function matches the original %!shared x,y %! x = [0:10]; y = sin(x); %!assert (spline(x,y,x), y); %!assert (spline(x,y,x'), y'); %!assert (spline(x',y',x'), y'); %!assert (spline(x',y',x), y); %!assert (isempty(spline(x',y',[]))); %!assert (isempty(spline(x,y,[]))); %!assert (spline(x,[y;y],x), [spline(x,y,x);spline(x,y,x)]) %! y = cos(x) + i*sin(x); %!assert ( spline(x,y,x), y ) %!assert ( real(spline(x,y,x)), real(y) ); %!assert ( real(spline(x,y,x.')), real(y).' ); %!assert ( real(spline(x.',y.',x.')), real(y).' ); %!assert ( real(spline(x.',y,x)), real(y) ); %!assert ( imag(spline(x,y,x)), imag(y) ); %!assert ( imag(spline(x,y,x.')), imag(y).' ); %!assert ( imag(spline(x.',y.',x.')), imag(y).' ); %!assert ( imag(spline(x.',y,x)), imag(y) );