001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.math3.analysis.polynomials; 018 019import org.apache.commons.math3.analysis.UnivariateFunction; 020import org.apache.commons.math3.util.FastMath; 021import org.apache.commons.math3.util.MathArrays; 022import org.apache.commons.math3.exception.DimensionMismatchException; 023import org.apache.commons.math3.exception.NonMonotonicSequenceException; 024import org.apache.commons.math3.exception.NumberIsTooSmallException; 025import org.apache.commons.math3.exception.util.LocalizedFormats; 026 027/** 028 * Implements the representation of a real polynomial function in 029 * <a href="http://mathworld.wolfram.com/LagrangeInterpolatingPolynomial.html"> 030 * Lagrange Form</a>. For reference, see <b>Introduction to Numerical 031 * Analysis</b>, ISBN 038795452X, chapter 2. 032 * <p> 033 * The approximated function should be smooth enough for Lagrange polynomial 034 * to work well. Otherwise, consider using splines instead.</p> 035 * 036 * @since 1.2 037 */ 038public class PolynomialFunctionLagrangeForm implements UnivariateFunction { 039 /** 040 * The coefficients of the polynomial, ordered by degree -- i.e. 041 * coefficients[0] is the constant term and coefficients[n] is the 042 * coefficient of x^n where n is the degree of the polynomial. 043 */ 044 private double coefficients[]; 045 /** 046 * Interpolating points (abscissas). 047 */ 048 private final double x[]; 049 /** 050 * Function values at interpolating points. 051 */ 052 private final double y[]; 053 /** 054 * Whether the polynomial coefficients are available. 055 */ 056 private boolean coefficientsComputed; 057 058 /** 059 * Construct a Lagrange polynomial with the given abscissas and function 060 * values. The order of interpolating points are not important. 061 * <p> 062 * The constructor makes copy of the input arrays and assigns them.</p> 063 * 064 * @param x interpolating points 065 * @param y function values at interpolating points 066 * @throws DimensionMismatchException if the array lengths are different. 067 * @throws NumberIsTooSmallException if the number of points is less than 2. 068 * @throws NonMonotonicSequenceException 069 * if two abscissae have the same value. 070 */ 071 public PolynomialFunctionLagrangeForm(double x[], double y[]) 072 throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException { 073 this.x = new double[x.length]; 074 this.y = new double[y.length]; 075 System.arraycopy(x, 0, this.x, 0, x.length); 076 System.arraycopy(y, 0, this.y, 0, y.length); 077 coefficientsComputed = false; 078 079 if (!verifyInterpolationArray(x, y, false)) { 080 MathArrays.sortInPlace(this.x, this.y); 081 // Second check in case some abscissa is duplicated. 082 verifyInterpolationArray(this.x, this.y, true); 083 } 084 } 085 086 /** 087 * Calculate the function value at the given point. 088 * 089 * @param z Point at which the function value is to be computed. 090 * @return the function value. 091 * @throws DimensionMismatchException if {@code x} and {@code y} have 092 * different lengths. 093 * @throws org.apache.commons.math3.exception.NonMonotonicSequenceException 094 * if {@code x} is not sorted in strictly increasing order. 095 * @throws NumberIsTooSmallException if the size of {@code x} is less 096 * than 2. 097 */ 098 public double value(double z) { 099 return evaluateInternal(x, y, z); 100 } 101 102 /** 103 * Returns the degree of the polynomial. 104 * 105 * @return the degree of the polynomial 106 */ 107 public int degree() { 108 return x.length - 1; 109 } 110 111 /** 112 * Returns a copy of the interpolating points array. 113 * <p> 114 * Changes made to the returned copy will not affect the polynomial.</p> 115 * 116 * @return a fresh copy of the interpolating points array 117 */ 118 public double[] getInterpolatingPoints() { 119 double[] out = new double[x.length]; 120 System.arraycopy(x, 0, out, 0, x.length); 121 return out; 122 } 123 124 /** 125 * Returns a copy of the interpolating values array. 126 * <p> 127 * Changes made to the returned copy will not affect the polynomial.</p> 128 * 129 * @return a fresh copy of the interpolating values array 130 */ 131 public double[] getInterpolatingValues() { 132 double[] out = new double[y.length]; 133 System.arraycopy(y, 0, out, 0, y.length); 134 return out; 135 } 136 137 /** 138 * Returns a copy of the coefficients array. 139 * <p> 140 * Changes made to the returned copy will not affect the polynomial.</p> 141 * <p> 142 * Note that coefficients computation can be ill-conditioned. Use with caution 143 * and only when it is necessary.</p> 144 * 145 * @return a fresh copy of the coefficients array 146 */ 147 public double[] getCoefficients() { 148 if (!coefficientsComputed) { 149 computeCoefficients(); 150 } 151 double[] out = new double[coefficients.length]; 152 System.arraycopy(coefficients, 0, out, 0, coefficients.length); 153 return out; 154 } 155 156 /** 157 * Evaluate the Lagrange polynomial using 158 * <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html"> 159 * Neville's Algorithm</a>. It takes O(n^2) time. 160 * 161 * @param x Interpolating points array. 162 * @param y Interpolating values array. 163 * @param z Point at which the function value is to be computed. 164 * @return the function value. 165 * @throws DimensionMismatchException if {@code x} and {@code y} have 166 * different lengths. 167 * @throws NonMonotonicSequenceException 168 * if {@code x} is not sorted in strictly increasing order. 169 * @throws NumberIsTooSmallException if the size of {@code x} is less 170 * than 2. 171 */ 172 public static double evaluate(double x[], double y[], double z) 173 throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException { 174 if (verifyInterpolationArray(x, y, false)) { 175 return evaluateInternal(x, y, z); 176 } 177 178 // Array is not sorted. 179 final double[] xNew = new double[x.length]; 180 final double[] yNew = new double[y.length]; 181 System.arraycopy(x, 0, xNew, 0, x.length); 182 System.arraycopy(y, 0, yNew, 0, y.length); 183 184 MathArrays.sortInPlace(xNew, yNew); 185 // Second check in case some abscissa is duplicated. 186 verifyInterpolationArray(xNew, yNew, true); 187 return evaluateInternal(xNew, yNew, z); 188 } 189 190 /** 191 * Evaluate the Lagrange polynomial using 192 * <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html"> 193 * Neville's Algorithm</a>. It takes O(n^2) time. 194 * 195 * @param x Interpolating points array. 196 * @param y Interpolating values array. 197 * @param z Point at which the function value is to be computed. 198 * @return the function value. 199 * @throws DimensionMismatchException if {@code x} and {@code y} have 200 * different lengths. 201 * @throws org.apache.commons.math3.exception.NonMonotonicSequenceException 202 * if {@code x} is not sorted in strictly increasing order. 203 * @throws NumberIsTooSmallException if the size of {@code x} is less 204 * than 2. 205 */ 206 private static double evaluateInternal(double x[], double y[], double z) { 207 int nearest = 0; 208 final int n = x.length; 209 final double[] c = new double[n]; 210 final double[] d = new double[n]; 211 double min_dist = Double.POSITIVE_INFINITY; 212 for (int i = 0; i < n; i++) { 213 // initialize the difference arrays 214 c[i] = y[i]; 215 d[i] = y[i]; 216 // find out the abscissa closest to z 217 final double dist = FastMath.abs(z - x[i]); 218 if (dist < min_dist) { 219 nearest = i; 220 min_dist = dist; 221 } 222 } 223 224 // initial approximation to the function value at z 225 double value = y[nearest]; 226 227 for (int i = 1; i < n; i++) { 228 for (int j = 0; j < n-i; j++) { 229 final double tc = x[j] - z; 230 final double td = x[i+j] - z; 231 final double divider = x[j] - x[i+j]; 232 // update the difference arrays 233 final double w = (c[j+1] - d[j]) / divider; 234 c[j] = tc * w; 235 d[j] = td * w; 236 } 237 // sum up the difference terms to get the final value 238 if (nearest < 0.5*(n-i+1)) { 239 value += c[nearest]; // fork down 240 } else { 241 nearest--; 242 value += d[nearest]; // fork up 243 } 244 } 245 246 return value; 247 } 248 249 /** 250 * Calculate the coefficients of Lagrange polynomial from the 251 * interpolation data. It takes O(n^2) time. 252 * Note that this computation can be ill-conditioned: Use with caution 253 * and only when it is necessary. 254 */ 255 protected void computeCoefficients() { 256 final int n = degree() + 1; 257 coefficients = new double[n]; 258 for (int i = 0; i < n; i++) { 259 coefficients[i] = 0.0; 260 } 261 262 // c[] are the coefficients of P(x) = (x-x[0])(x-x[1])...(x-x[n-1]) 263 final double[] c = new double[n+1]; 264 c[0] = 1.0; 265 for (int i = 0; i < n; i++) { 266 for (int j = i; j > 0; j--) { 267 c[j] = c[j-1] - c[j] * x[i]; 268 } 269 c[0] *= -x[i]; 270 c[i+1] = 1; 271 } 272 273 final double[] tc = new double[n]; 274 for (int i = 0; i < n; i++) { 275 // d = (x[i]-x[0])...(x[i]-x[i-1])(x[i]-x[i+1])...(x[i]-x[n-1]) 276 double d = 1; 277 for (int j = 0; j < n; j++) { 278 if (i != j) { 279 d *= x[i] - x[j]; 280 } 281 } 282 final double t = y[i] / d; 283 // Lagrange polynomial is the sum of n terms, each of which is a 284 // polynomial of degree n-1. tc[] are the coefficients of the i-th 285 // numerator Pi(x) = (x-x[0])...(x-x[i-1])(x-x[i+1])...(x-x[n-1]). 286 tc[n-1] = c[n]; // actually c[n] = 1 287 coefficients[n-1] += t * tc[n-1]; 288 for (int j = n-2; j >= 0; j--) { 289 tc[j] = c[j+1] + tc[j+1] * x[i]; 290 coefficients[j] += t * tc[j]; 291 } 292 } 293 294 coefficientsComputed = true; 295 } 296 297 /** 298 * Check that the interpolation arrays are valid. 299 * The arrays features checked by this method are that both arrays have the 300 * same length and this length is at least 2. 301 * 302 * @param x Interpolating points array. 303 * @param y Interpolating values array. 304 * @param abort Whether to throw an exception if {@code x} is not sorted. 305 * @throws DimensionMismatchException if the array lengths are different. 306 * @throws NumberIsTooSmallException if the number of points is less than 2. 307 * @throws org.apache.commons.math3.exception.NonMonotonicSequenceException 308 * if {@code x} is not sorted in strictly increasing order and {@code abort} 309 * is {@code true}. 310 * @return {@code false} if the {@code x} is not sorted in increasing order, 311 * {@code true} otherwise. 312 * @see #evaluate(double[], double[], double) 313 * @see #computeCoefficients() 314 */ 315 public static boolean verifyInterpolationArray(double x[], double y[], boolean abort) 316 throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException { 317 if (x.length != y.length) { 318 throw new DimensionMismatchException(x.length, y.length); 319 } 320 if (x.length < 2) { 321 throw new NumberIsTooSmallException(LocalizedFormats.WRONG_NUMBER_OF_POINTS, 2, x.length, true); 322 } 323 324 return MathArrays.checkOrder(x, MathArrays.OrderDirection.INCREASING, true, abort); 325 } 326}