1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.math4.legacy.analysis.interpolation;
18
19 import java.util.ArrayList;
20 import java.util.Arrays;
21 import java.util.List;
22
23 import org.apache.commons.math4.legacy.analysis.differentiation.DerivativeStructure;
24 import org.apache.commons.math4.legacy.analysis.differentiation.UnivariateDifferentiableVectorFunction;
25 import org.apache.commons.math4.legacy.analysis.polynomials.PolynomialFunction;
26 import org.apache.commons.math4.legacy.exception.MathArithmeticException;
27 import org.apache.commons.math4.legacy.exception.NoDataException;
28 import org.apache.commons.math4.legacy.exception.ZeroException;
29 import org.apache.commons.math4.legacy.exception.util.LocalizedFormats;
30 import org.apache.commons.numbers.combinatorics.Factorial;
31
32 /** Polynomial interpolator using both sample values and sample derivatives.
33 * <p>
34 * The interpolation polynomials match all sample points, including both values
35 * and provided derivatives. There is one polynomial for each component of
36 * the values vector. All polynomials have the same degree. The degree of the
37 * polynomials depends on the number of points and number of derivatives at each
38 * point. For example the interpolation polynomials for n sample points without
39 * any derivatives all have degree n-1. The interpolation polynomials for n
40 * sample points with the two extreme points having value and first derivative
41 * and the remaining points having value only all have degree n+1. The
42 * interpolation polynomial for n sample points with value, first and second
43 * derivative for all points all have degree 3n-1.
44 * </p>
45 *
46 * @since 3.1
47 */
48 public class HermiteInterpolator implements UnivariateDifferentiableVectorFunction {
49
50 /** Sample abscissae. */
51 private final List<Double> abscissae;
52
53 /** Top diagonal of the divided differences array. */
54 private final List<double[]> topDiagonal;
55
56 /** Bottom diagonal of the divided differences array. */
57 private final List<double[]> bottomDiagonal;
58
59 /** Create an empty interpolator.
60 */
61 public HermiteInterpolator() {
62 this.abscissae = new ArrayList<>();
63 this.topDiagonal = new ArrayList<>();
64 this.bottomDiagonal = new ArrayList<>();
65 }
66
67 /** Add a sample point.
68 * <p>
69 * This method must be called once for each sample point. It is allowed to
70 * mix some calls with values only with calls with values and first
71 * derivatives.
72 * </p>
73 * <p>
74 * The point abscissae for all calls <em>must</em> be different.
75 * </p>
76 * @param x abscissa of the sample point
77 * @param value value and derivatives of the sample point
78 * (if only one row is passed, it is the value, if two rows are
79 * passed the first one is the value and the second the derivative
80 * and so on)
81 * @exception ZeroException if the abscissa difference between added point
82 * and a previous point is zero (i.e. the two points are at same abscissa)
83 * @exception MathArithmeticException if the number of derivatives is larger
84 * than 20, which prevents computation of a factorial
85 */
86 public void addSamplePoint(final double x, final double[] ... value)
87 throws ZeroException, MathArithmeticException {
88
89 if (value.length > 20) {
90 throw new MathArithmeticException(LocalizedFormats.NUMBER_TOO_LARGE, value.length, 20);
91 }
92 for (int i = 0; i < value.length; ++i) {
93 final double[] y = value[i].clone();
94 if (i > 1) {
95 double inv = 1.0 / Factorial.value(i);
96 for (int j = 0; j < y.length; ++j) {
97 y[j] *= inv;
98 }
99 }
100
101 // update the bottom diagonal of the divided differences array
102 final int n = abscissae.size();
103 bottomDiagonal.add(n - i, y);
104 double[] bottom0 = y;
105 for (int j = i; j < n; ++j) {
106 final double[] bottom1 = bottomDiagonal.get(n - (j + 1));
107 final double inv = 1.0 / (x - abscissae.get(n - (j + 1)));
108 if (Double.isInfinite(inv)) {
109 throw new ZeroException(LocalizedFormats.DUPLICATED_ABSCISSA_DIVISION_BY_ZERO, x);
110 }
111 for (int k = 0; k < y.length; ++k) {
112 bottom1[k] = inv * (bottom0[k] - bottom1[k]);
113 }
114 bottom0 = bottom1;
115 }
116
117 // update the top diagonal of the divided differences array
118 topDiagonal.add(bottom0.clone());
119
120 // update the abscissae array
121 abscissae.add(x);
122 }
123 }
124
125 /** Compute the interpolation polynomials.
126 * @return interpolation polynomials array
127 * @exception NoDataException if sample is empty
128 */
129 public PolynomialFunction[] getPolynomials()
130 throws NoDataException {
131
132 // safety check
133 checkInterpolation();
134
135 // iteration initialization
136 final PolynomialFunction zero = polynomial(0);
137 PolynomialFunction[] polynomials = new PolynomialFunction[topDiagonal.get(0).length];
138 for (int i = 0; i < polynomials.length; ++i) {
139 polynomials[i] = zero;
140 }
141 PolynomialFunction coeff = polynomial(1);
142
143 // build the polynomials by iterating on the top diagonal of the divided differences array
144 for (int i = 0; i < topDiagonal.size(); ++i) {
145 double[] tdi = topDiagonal.get(i);
146 for (int k = 0; k < polynomials.length; ++k) {
147 polynomials[k] = polynomials[k].add(coeff.multiply(polynomial(tdi[k])));
148 }
149 coeff = coeff.multiply(polynomial(-abscissae.get(i), 1.0));
150 }
151
152 return polynomials;
153 }
154
155 /** Interpolate value at a specified abscissa.
156 * <p>
157 * Calling this method is equivalent to call the {@link PolynomialFunction#value(double)
158 * value} methods of all polynomials returned by {@link #getPolynomials() getPolynomials},
159 * except it does not build the intermediate polynomials, so this method is faster and
160 * numerically more stable.
161 * </p>
162 * @param x interpolation abscissa
163 * @return interpolated value
164 * @exception NoDataException if sample is empty
165 */
166 @Override
167 public double[] value(double x) throws NoDataException {
168
169 // safety check
170 checkInterpolation();
171
172 final double[] value = new double[topDiagonal.get(0).length];
173 double valueCoeff = 1;
174 for (int i = 0; i < topDiagonal.size(); ++i) {
175 double[] dividedDifference = topDiagonal.get(i);
176 for (int k = 0; k < value.length; ++k) {
177 value[k] += dividedDifference[k] * valueCoeff;
178 }
179 final double deltaX = x - abscissae.get(i);
180 valueCoeff *= deltaX;
181 }
182
183 return value;
184 }
185
186 /** Interpolate value at a specified abscissa.
187 * <p>
188 * Calling this method is equivalent to call the {@link
189 * PolynomialFunction#value(DerivativeStructure) value} methods of all polynomials
190 * returned by {@link #getPolynomials() getPolynomials}, except it does not build the
191 * intermediate polynomials, so this method is faster and numerically more stable.
192 * </p>
193 * @param x interpolation abscissa
194 * @return interpolated value
195 * @exception NoDataException if sample is empty
196 */
197 @Override
198 public DerivativeStructure[] value(final DerivativeStructure x)
199 throws NoDataException {
200
201 // safety check
202 checkInterpolation();
203
204 final DerivativeStructure[] value = new DerivativeStructure[topDiagonal.get(0).length];
205 Arrays.fill(value, x.getField().getZero());
206 DerivativeStructure valueCoeff = x.getField().getOne();
207 for (int i = 0; i < topDiagonal.size(); ++i) {
208 double[] dividedDifference = topDiagonal.get(i);
209 for (int k = 0; k < value.length; ++k) {
210 value[k] = value[k].add(valueCoeff.multiply(dividedDifference[k]));
211 }
212 final DerivativeStructure deltaX = x.subtract(abscissae.get(i));
213 valueCoeff = valueCoeff.multiply(deltaX);
214 }
215
216 return value;
217 }
218
219 /** Check interpolation can be performed.
220 * @exception NoDataException if interpolation cannot be performed
221 * because sample is empty
222 */
223 private void checkInterpolation() throws NoDataException {
224 if (abscissae.isEmpty()) {
225 throw new NoDataException(LocalizedFormats.EMPTY_INTERPOLATION_SAMPLE);
226 }
227 }
228
229 /** Create a polynomial from its coefficients.
230 * @param c polynomials coefficients
231 * @return polynomial
232 */
233 private PolynomialFunction polynomial(double ... c) {
234 return new PolynomialFunction(c);
235 }
236 }