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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.polynomials;
18  
19  import org.apache.commons.numbers.arrays.SortInPlace;
20  import org.apache.commons.math4.legacy.analysis.UnivariateFunction;
21  import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
22  import org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException;
23  import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException;
24  import org.apache.commons.math4.legacy.exception.util.LocalizedFormats;
25  import org.apache.commons.math4.core.jdkmath.JdkMath;
26  import org.apache.commons.math4.legacy.core.MathArrays;
27  
28  /**
29   * Implements the representation of a real polynomial function in
30   * <a href="http://mathworld.wolfram.com/LagrangeInterpolatingPolynomial.html">
31   * Lagrange Form</a>. For reference, see <b>Introduction to Numerical
32   * Analysis</b>, ISBN 038795452X, chapter 2.
33   * <p>
34   * The approximated function should be smooth enough for Lagrange polynomial
35   * to work well. Otherwise, consider using splines instead.</p>
36   *
37   * @since 1.2
38   */
39  public class PolynomialFunctionLagrangeForm implements UnivariateFunction {
40      /**
41       * The coefficients of the polynomial, ordered by degree -- i.e.
42       * coefficients[0] is the constant term and coefficients[n] is the
43       * coefficient of x^n where n is the degree of the polynomial.
44       */
45      private double[] coefficients;
46      /**
47       * Interpolating points (abscissas).
48       */
49      private final double[] x;
50      /**
51       * Function values at interpolating points.
52       */
53      private final double[] y;
54      /**
55       * Whether the polynomial coefficients are available.
56       */
57      private boolean coefficientsComputed;
58  
59      /**
60       * Construct a Lagrange polynomial with the given abscissas and function
61       * values. The order of interpolating points are not important.
62       * <p>
63       * The constructor makes copy of the input arrays and assigns them.</p>
64       *
65       * @param x interpolating points
66       * @param y function values at interpolating points
67       * @throws DimensionMismatchException if the array lengths are different.
68       * @throws NumberIsTooSmallException if the number of points is less than 2.
69       * @throws NonMonotonicSequenceException
70       * if two abscissae have the same value.
71       */
72      public PolynomialFunctionLagrangeForm(double[] x, double[] y)
73          throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
74          this.x = new double[x.length];
75          this.y = new double[y.length];
76          System.arraycopy(x, 0, this.x, 0, x.length);
77          System.arraycopy(y, 0, this.y, 0, y.length);
78          coefficientsComputed = false;
79  
80          if (!verifyInterpolationArray(x, y, false)) {
81              SortInPlace.ASCENDING.apply(this.x, this.y);
82              // Second check in case some abscissa is duplicated.
83              verifyInterpolationArray(this.x, this.y, true);
84          }
85      }
86  
87      /**
88       * Calculate the function value at the given point.
89       *
90       * @param z Point at which the function value is to be computed.
91       * @return the function value.
92       * @throws DimensionMismatchException if {@code x} and {@code y} have
93       * different lengths.
94       * @throws org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException
95       * if {@code x} is not sorted in strictly increasing order.
96       * @throws NumberIsTooSmallException if the size of {@code x} is less
97       * than 2.
98       */
99      @Override
100     public double value(double z) {
101         return evaluateInternal(x, y, z);
102     }
103 
104     /**
105      * Returns the degree of the polynomial.
106      *
107      * @return the degree of the polynomial
108      */
109     public int degree() {
110         return x.length - 1;
111     }
112 
113     /**
114      * Returns a copy of the interpolating points array.
115      * <p>
116      * Changes made to the returned copy will not affect the polynomial.</p>
117      *
118      * @return a fresh copy of the interpolating points array
119      */
120     public double[] getInterpolatingPoints() {
121         double[] out = new double[x.length];
122         System.arraycopy(x, 0, out, 0, x.length);
123         return out;
124     }
125 
126     /**
127      * Returns a copy of the interpolating values array.
128      * <p>
129      * Changes made to the returned copy will not affect the polynomial.</p>
130      *
131      * @return a fresh copy of the interpolating values array
132      */
133     public double[] getInterpolatingValues() {
134         double[] out = new double[y.length];
135         System.arraycopy(y, 0, out, 0, y.length);
136         return out;
137     }
138 
139     /**
140      * Returns a copy of the coefficients array.
141      * <p>
142      * Changes made to the returned copy will not affect the polynomial.</p>
143      * <p>
144      * Note that coefficients computation can be ill-conditioned. Use with caution
145      * and only when it is necessary.</p>
146      *
147      * @return a fresh copy of the coefficients array
148      */
149     public double[] getCoefficients() {
150         if (!coefficientsComputed) {
151             computeCoefficients();
152         }
153         double[] out = new double[coefficients.length];
154         System.arraycopy(coefficients, 0, out, 0, coefficients.length);
155         return out;
156     }
157 
158     /**
159      * Evaluate the Lagrange polynomial using
160      * <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html">
161      * Neville's Algorithm</a>. It takes O(n^2) time.
162      *
163      * @param x Interpolating points array.
164      * @param y Interpolating values array.
165      * @param z Point at which the function value is to be computed.
166      * @return the function value.
167      * @throws DimensionMismatchException if {@code x} and {@code y} have
168      * different lengths.
169      * @throws NonMonotonicSequenceException
170      * if {@code x} is not sorted in strictly increasing order.
171      * @throws NumberIsTooSmallException if the size of {@code x} is less
172      * than 2.
173      */
174     public static double evaluate(double[] x, double[] y, double z)
175         throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
176         if (verifyInterpolationArray(x, y, false)) {
177             return evaluateInternal(x, y, z);
178         }
179 
180         // Array is not sorted.
181         final double[] xNew = new double[x.length];
182         final double[] yNew = new double[y.length];
183         System.arraycopy(x, 0, xNew, 0, x.length);
184         System.arraycopy(y, 0, yNew, 0, y.length);
185 
186         SortInPlace.ASCENDING.apply(xNew, yNew);
187         // Second check in case some abscissa is duplicated.
188         verifyInterpolationArray(xNew, yNew, true);
189         return evaluateInternal(xNew, yNew, z);
190     }
191 
192     /**
193      * Evaluate the Lagrange polynomial using
194      * <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html">
195      * Neville's Algorithm</a>. It takes O(n^2) time.
196      *
197      * @param x Interpolating points array.
198      * @param y Interpolating values array.
199      * @param z Point at which the function value is to be computed.
200      * @return the function value.
201      * @throws DimensionMismatchException if {@code x} and {@code y} have
202      * different lengths.
203      * @throws org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException
204      * if {@code x} is not sorted in strictly increasing order.
205      * @throws NumberIsTooSmallException if the size of {@code x} is less
206      * than 2.
207      */
208     private static double evaluateInternal(double[] x, double[] y, double z) {
209         int nearest = 0;
210         final int n = x.length;
211         final double[] c = new double[n];
212         final double[] d = new double[n];
213         double minDist = Double.POSITIVE_INFINITY;
214         for (int i = 0; i < n; i++) {
215             // initialize the difference arrays
216             c[i] = y[i];
217             d[i] = y[i];
218             // find out the abscissa closest to z
219             final double dist = JdkMath.abs(z - x[i]);
220             if (dist < minDist) {
221                 nearest = i;
222                 minDist = dist;
223             }
224         }
225 
226         // initial approximation to the function value at z
227         double value = y[nearest];
228 
229         for (int i = 1; i < n; i++) {
230             for (int j = 0; j < n-i; j++) {
231                 final double tc = x[j] - z;
232                 final double td = x[i+j] - z;
233                 final double divider = x[j] - x[i+j];
234                 // update the difference arrays
235                 final double w = (c[j+1] - d[j]) / divider;
236                 c[j] = tc * w;
237                 d[j] = td * w;
238             }
239             // sum up the difference terms to get the final value
240             if (nearest < 0.5*(n-i+1)) {
241                 value += c[nearest];    // fork down
242             } else {
243                 nearest--;
244                 value += d[nearest];    // fork up
245             }
246         }
247 
248         return value;
249     }
250 
251     /**
252      * Calculate the coefficients of Lagrange polynomial from the
253      * interpolation data. It takes O(n^2) time.
254      * Note that this computation can be ill-conditioned: Use with caution
255      * and only when it is necessary.
256      */
257     protected void computeCoefficients() {
258         final int n = degree() + 1;
259         coefficients = new double[n];
260         for (int i = 0; i < n; i++) {
261             coefficients[i] = 0.0;
262         }
263 
264         // c[] are the coefficients of P(x) = (x-x[0])(x-x[1])...(x-x[n-1])
265         final double[] c = new double[n+1];
266         c[0] = 1.0;
267         for (int i = 0; i < n; i++) {
268             for (int j = i; j > 0; j--) {
269                 c[j] = c[j-1] - c[j] * x[i];
270             }
271             c[0] *= -x[i];
272             c[i+1] = 1;
273         }
274 
275         final double[] tc = new double[n];
276         for (int i = 0; i < n; i++) {
277             // d = (x[i]-x[0])...(x[i]-x[i-1])(x[i]-x[i+1])...(x[i]-x[n-1])
278             double d = 1;
279             for (int j = 0; j < n; j++) {
280                 if (i != j) {
281                     d *= x[i] - x[j];
282                 }
283             }
284             final double t = y[i] / d;
285             // Lagrange polynomial is the sum of n terms, each of which is a
286             // polynomial of degree n-1. tc[] are the coefficients of the i-th
287             // numerator Pi(x) = (x-x[0])...(x-x[i-1])(x-x[i+1])...(x-x[n-1]).
288             tc[n-1] = c[n];     // actually c[n] = 1
289             coefficients[n-1] += t * tc[n-1];
290             for (int j = n-2; j >= 0; j--) {
291                 tc[j] = c[j+1] + tc[j+1] * x[i];
292                 coefficients[j] += t * tc[j];
293             }
294         }
295 
296         coefficientsComputed = true;
297     }
298 
299     /**
300      * Check that the interpolation arrays are valid.
301      * The arrays features checked by this method are that both arrays have the
302      * same length and this length is at least 2.
303      *
304      * @param x Interpolating points array.
305      * @param y Interpolating values array.
306      * @param abort Whether to throw an exception if {@code x} is not sorted.
307      * @throws DimensionMismatchException if the array lengths are different.
308      * @throws NumberIsTooSmallException if the number of points is less than 2.
309      * @throws org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException
310      * if {@code x} is not sorted in strictly increasing order and {@code abort}
311      * is {@code true}.
312      * @return {@code false} if the {@code x} is not sorted in increasing order,
313      * {@code true} otherwise.
314      * @see #evaluate(double[], double[], double)
315      * @see #computeCoefficients()
316      */
317     public static boolean verifyInterpolationArray(double[] x, double[] y, boolean abort)
318         throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
319         if (x.length != y.length) {
320             throw new DimensionMismatchException(x.length, y.length);
321         }
322         if (x.length < 2) {
323             throw new NumberIsTooSmallException(LocalizedFormats.WRONG_NUMBER_OF_POINTS, 2, x.length, true);
324         }
325 
326         return MathArrays.checkOrder(x, MathArrays.OrderDirection.INCREASING, true, abort);
327     }
328 }