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 }