]>
Commit | Line | Data |
---|---|---|
f67539c2 TL |
1 | // Copyright Nick Thompson, 2020 |
2 | // Use, modification and distribution are subject to the | |
3 | // Boost Software License, Version 1.0. | |
4 | // (See accompanying file LICENSE_1_0.txt | |
5 | // or copy at http://www.boost.org/LICENSE_1_0.txt) | |
6 | ||
7 | #ifndef BOOST_MATH_INTERPOLATORS_DETAIL_CUBIC_HERMITE_DETAIL_HPP | |
8 | #define BOOST_MATH_INTERPOLATORS_DETAIL_CUBIC_HERMITE_DETAIL_HPP | |
9 | #include <stdexcept> | |
10 | #include <algorithm> | |
11 | #include <cmath> | |
12 | #include <iostream> | |
13 | #include <sstream> | |
14 | #include <limits> | |
15 | ||
20effc67 TL |
16 | namespace boost { |
17 | namespace math { | |
18 | namespace interpolators { | |
19 | namespace detail { | |
f67539c2 TL |
20 | |
21 | template<class RandomAccessContainer> | |
22 | class cubic_hermite_detail { | |
23 | public: | |
24 | using Real = typename RandomAccessContainer::value_type; | |
1e59de90 | 25 | using Size = typename RandomAccessContainer::size_type; |
f67539c2 TL |
26 | |
27 | cubic_hermite_detail(RandomAccessContainer && x, RandomAccessContainer && y, RandomAccessContainer dydx) | |
28 | : x_{std::move(x)}, y_{std::move(y)}, dydx_{std::move(dydx)} | |
29 | { | |
30 | using std::abs; | |
31 | using std::isnan; | |
32 | if (x_.size() != y_.size()) | |
33 | { | |
34 | throw std::domain_error("There must be the same number of ordinates as abscissas."); | |
35 | } | |
36 | if (x_.size() != dydx_.size()) | |
37 | { | |
38 | throw std::domain_error("There must be the same number of ordinates as derivative values."); | |
39 | } | |
40 | if (x_.size() < 2) | |
41 | { | |
42 | throw std::domain_error("Must be at least two data points."); | |
43 | } | |
44 | Real x0 = x_[0]; | |
45 | for (size_t i = 1; i < x_.size(); ++i) | |
46 | { | |
47 | Real x1 = x_[i]; | |
48 | if (x1 <= x0) | |
49 | { | |
50 | std::ostringstream oss; | |
51 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
52 | oss << "Abscissas must be listed in strictly increasing order x0 < x1 < ... < x_{n-1}, "; | |
53 | oss << "but at x[" << i - 1 << "] = " << x0 << ", and x[" << i << "] = " << x1 << ".\n"; | |
54 | throw std::domain_error(oss.str()); | |
55 | } | |
56 | x0 = x1; | |
57 | } | |
58 | } | |
59 | ||
60 | void push_back(Real x, Real y, Real dydx) | |
61 | { | |
62 | using std::abs; | |
63 | using std::isnan; | |
64 | if (x <= x_.back()) | |
65 | { | |
66 | throw std::domain_error("Calling push_back must preserve the monotonicity of the x's"); | |
67 | } | |
68 | x_.push_back(x); | |
69 | y_.push_back(y); | |
70 | dydx_.push_back(dydx); | |
71 | } | |
72 | ||
73 | Real operator()(Real x) const | |
74 | { | |
75 | if (x < x_[0] || x > x_.back()) | |
76 | { | |
77 | std::ostringstream oss; | |
78 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
79 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
80 | << x_[0] << ", " << x_.back() << "]"; | |
81 | throw std::domain_error(oss.str()); | |
82 | } | |
83 | // We need t := (x-x_k)/(x_{k+1}-x_k) \in [0,1) for this to work. | |
84 | // Sadly this neccessitates this loathesome check, otherwise we get t = 1 at x = xf. | |
85 | if (x == x_.back()) | |
86 | { | |
87 | return y_.back(); | |
88 | } | |
89 | ||
90 | auto it = std::upper_bound(x_.begin(), x_.end(), x); | |
91 | auto i = std::distance(x_.begin(), it) -1; | |
92 | Real x0 = *(it-1); | |
93 | Real x1 = *it; | |
94 | Real y0 = y_[i]; | |
95 | Real y1 = y_[i+1]; | |
96 | Real s0 = dydx_[i]; | |
97 | Real s1 = dydx_[i+1]; | |
98 | Real dx = (x1-x0); | |
99 | Real t = (x-x0)/dx; | |
100 | ||
101 | // See the section 'Representations' in the page | |
102 | // https://en.wikipedia.org/wiki/Cubic_Hermite_spline | |
103 | Real y = (1-t)*(1-t)*(y0*(1+2*t) + s0*(x-x0)) | |
104 | + t*t*(y1*(3-2*t) + dx*s1*(t-1)); | |
105 | return y; | |
106 | } | |
107 | ||
108 | Real prime(Real x) const | |
109 | { | |
110 | if (x < x_[0] || x > x_.back()) | |
111 | { | |
112 | std::ostringstream oss; | |
113 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
114 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
115 | << x_[0] << ", " << x_.back() << "]"; | |
116 | throw std::domain_error(oss.str()); | |
117 | } | |
118 | if (x == x_.back()) | |
119 | { | |
120 | return dydx_.back(); | |
121 | } | |
122 | auto it = std::upper_bound(x_.begin(), x_.end(), x); | |
123 | auto i = std::distance(x_.begin(), it) -1; | |
124 | Real x0 = *(it-1); | |
125 | Real x1 = *it; | |
126 | Real y0 = y_[i]; | |
127 | Real y1 = y_[i+1]; | |
128 | Real s0 = dydx_[i]; | |
129 | Real s1 = dydx_[i+1]; | |
130 | Real dx = (x1-x0); | |
131 | ||
132 | Real d1 = (y1 - y0 - s0*dx)/(dx*dx); | |
133 | Real d2 = (s1 - s0)/(2*dx); | |
134 | Real c2 = 3*d1 - 2*d2; | |
135 | Real c3 = 2*(d2 - d1)/dx; | |
136 | return s0 + 2*c2*(x-x0) + 3*c3*(x-x0)*(x-x0); | |
137 | } | |
138 | ||
139 | ||
140 | friend std::ostream& operator<<(std::ostream & os, const cubic_hermite_detail & m) | |
141 | { | |
142 | os << "(x,y,y') = {"; | |
143 | for (size_t i = 0; i < m.x_.size() - 1; ++i) | |
144 | { | |
145 | os << "(" << m.x_[i] << ", " << m.y_[i] << ", " << m.dydx_[i] << "), "; | |
146 | } | |
147 | auto n = m.x_.size()-1; | |
148 | os << "(" << m.x_[n] << ", " << m.y_[n] << ", " << m.dydx_[n] << ")}"; | |
149 | return os; | |
150 | } | |
151 | ||
1e59de90 | 152 | Size size() const |
f67539c2 TL |
153 | { |
154 | return x_.size(); | |
155 | } | |
156 | ||
157 | int64_t bytes() const | |
158 | { | |
159 | return 3*x_.size()*sizeof(Real) + 3*sizeof(x_); | |
160 | } | |
161 | ||
162 | std::pair<Real, Real> domain() const | |
163 | { | |
164 | return {x_.front(), x_.back()}; | |
165 | } | |
166 | ||
167 | RandomAccessContainer x_; | |
168 | RandomAccessContainer y_; | |
169 | RandomAccessContainer dydx_; | |
170 | }; | |
171 | ||
172 | template<class RandomAccessContainer> | |
173 | class cardinal_cubic_hermite_detail { | |
174 | public: | |
175 | using Real = typename RandomAccessContainer::value_type; | |
1e59de90 | 176 | using Size = typename RandomAccessContainer::size_type; |
f67539c2 TL |
177 | |
178 | cardinal_cubic_hermite_detail(RandomAccessContainer && y, RandomAccessContainer dydx, Real x0, Real dx) | |
179 | : y_{std::move(y)}, dy_{std::move(dydx)}, x0_{x0}, inv_dx_{1/dx} | |
180 | { | |
181 | using std::abs; | |
182 | using std::isnan; | |
183 | if (y_.size() != dy_.size()) | |
184 | { | |
185 | throw std::domain_error("There must be the same number of derivatives as ordinates."); | |
186 | } | |
187 | if (y_.size() < 2) | |
188 | { | |
189 | throw std::domain_error("Must be at least two data points."); | |
190 | } | |
191 | if (dx <= 0) | |
192 | { | |
193 | throw std::domain_error("dx > 0 is required."); | |
194 | } | |
195 | ||
196 | for (auto & dy : dy_) | |
197 | { | |
198 | dy *= dx; | |
199 | } | |
200 | } | |
201 | ||
202 | // Why not implement push_back? It's awkward: If the buffer is circular, x0_ += dx_. | |
203 | // If the buffer is not circular, x0_ is unchanged. | |
204 | // We need a concept for circular_buffer! | |
205 | ||
206 | inline Real operator()(Real x) const | |
207 | { | |
208 | const Real xf = x0_ + (y_.size()-1)/inv_dx_; | |
209 | if (x < x0_ || x > xf) | |
210 | { | |
211 | std::ostringstream oss; | |
212 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
213 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
214 | << x0_ << ", " << xf << "]"; | |
215 | throw std::domain_error(oss.str()); | |
216 | } | |
217 | if (x == xf) | |
218 | { | |
219 | return y_.back(); | |
220 | } | |
221 | return this->unchecked_evaluation(x); | |
222 | } | |
223 | ||
224 | inline Real unchecked_evaluation(Real x) const | |
225 | { | |
226 | using std::floor; | |
227 | Real s = (x-x0_)*inv_dx_; | |
228 | Real ii = floor(s); | |
229 | auto i = static_cast<decltype(y_.size())>(ii); | |
230 | Real t = s - ii; | |
231 | Real y0 = y_[i]; | |
232 | Real y1 = y_[i+1]; | |
233 | Real dy0 = dy_[i]; | |
234 | Real dy1 = dy_[i+1]; | |
235 | ||
236 | Real r = 1-t; | |
237 | return r*r*(y0*(1+2*t) + dy0*t) | |
238 | + t*t*(y1*(3-2*t) - dy1*r); | |
239 | } | |
240 | ||
241 | inline Real prime(Real x) const | |
242 | { | |
243 | const Real xf = x0_ + (y_.size()-1)/inv_dx_; | |
244 | if (x < x0_ || x > xf) | |
245 | { | |
246 | std::ostringstream oss; | |
247 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
248 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
249 | << x0_ << ", " << xf << "]"; | |
250 | throw std::domain_error(oss.str()); | |
251 | } | |
252 | if (x == xf) | |
253 | { | |
254 | return dy_.back()*inv_dx_; | |
255 | } | |
256 | return this->unchecked_prime(x); | |
257 | } | |
258 | ||
259 | inline Real unchecked_prime(Real x) const | |
260 | { | |
261 | using std::floor; | |
262 | Real s = (x-x0_)*inv_dx_; | |
263 | Real ii = floor(s); | |
264 | auto i = static_cast<decltype(y_.size())>(ii); | |
265 | Real t = s - ii; | |
266 | Real y0 = y_[i]; | |
267 | Real y1 = y_[i+1]; | |
268 | Real dy0 = dy_[i]; | |
269 | Real dy1 = dy_[i+1]; | |
270 | ||
271 | Real dy = 6*t*(1-t)*(y1 - y0) + (3*t*t - 4*t+1)*dy0 + t*(3*t-2)*dy1; | |
272 | return dy*inv_dx_; | |
273 | } | |
274 | ||
275 | ||
1e59de90 | 276 | Size size() const |
f67539c2 TL |
277 | { |
278 | return y_.size(); | |
279 | } | |
280 | ||
281 | int64_t bytes() const | |
282 | { | |
283 | return 2*y_.size()*sizeof(Real) + 2*sizeof(y_) + 2*sizeof(Real); | |
284 | } | |
285 | ||
286 | std::pair<Real, Real> domain() const | |
287 | { | |
288 | Real xf = x0_ + (y_.size()-1)/inv_dx_; | |
289 | return {x0_, xf}; | |
290 | } | |
291 | ||
292 | private: | |
293 | ||
294 | RandomAccessContainer y_; | |
295 | RandomAccessContainer dy_; | |
296 | Real x0_; | |
297 | Real inv_dx_; | |
298 | }; | |
299 | ||
300 | ||
301 | template<class RandomAccessContainer> | |
302 | class cardinal_cubic_hermite_detail_aos { | |
303 | public: | |
304 | using Point = typename RandomAccessContainer::value_type; | |
305 | using Real = typename Point::value_type; | |
1e59de90 | 306 | using Size = typename RandomAccessContainer::size_type; |
f67539c2 TL |
307 | |
308 | cardinal_cubic_hermite_detail_aos(RandomAccessContainer && dat, Real x0, Real dx) | |
309 | : dat_{std::move(dat)}, x0_{x0}, inv_dx_{1/dx} | |
310 | { | |
311 | if (dat_.size() < 2) | |
312 | { | |
313 | throw std::domain_error("Must be at least two data points."); | |
314 | } | |
315 | if (dat_[0].size() != 2) | |
316 | { | |
317 | throw std::domain_error("Each datum must contain (y, y'), and nothing else."); | |
318 | } | |
319 | if (dx <= 0) | |
320 | { | |
321 | throw std::domain_error("dx > 0 is required."); | |
322 | } | |
323 | ||
324 | for (auto & d : dat_) | |
325 | { | |
326 | d[1] *= dx; | |
327 | } | |
328 | } | |
329 | ||
330 | inline Real operator()(Real x) const | |
331 | { | |
332 | const Real xf = x0_ + (dat_.size()-1)/inv_dx_; | |
333 | if (x < x0_ || x > xf) | |
334 | { | |
335 | std::ostringstream oss; | |
336 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
337 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
338 | << x0_ << ", " << xf << "]"; | |
339 | throw std::domain_error(oss.str()); | |
340 | } | |
341 | if (x == xf) | |
342 | { | |
343 | return dat_.back()[0]; | |
344 | } | |
345 | return this->unchecked_evaluation(x); | |
346 | } | |
347 | ||
348 | inline Real unchecked_evaluation(Real x) const | |
349 | { | |
350 | using std::floor; | |
351 | Real s = (x-x0_)*inv_dx_; | |
352 | Real ii = floor(s); | |
353 | auto i = static_cast<decltype(dat_.size())>(ii); | |
354 | ||
355 | Real t = s - ii; | |
356 | // If we had infinite precision, this would never happen. | |
357 | // But we don't have infinite precision. | |
358 | if (t == 0) | |
359 | { | |
360 | return dat_[i][0]; | |
361 | } | |
362 | Real y0 = dat_[i][0]; | |
363 | Real y1 = dat_[i+1][0]; | |
364 | Real dy0 = dat_[i][1]; | |
365 | Real dy1 = dat_[i+1][1]; | |
366 | ||
367 | Real r = 1-t; | |
368 | return r*r*(y0*(1+2*t) + dy0*t) | |
369 | + t*t*(y1*(3-2*t) - dy1*r); | |
370 | } | |
371 | ||
372 | inline Real prime(Real x) const | |
373 | { | |
374 | const Real xf = x0_ + (dat_.size()-1)/inv_dx_; | |
375 | if (x < x0_ || x > xf) | |
376 | { | |
377 | std::ostringstream oss; | |
378 | oss.precision(std::numeric_limits<Real>::digits10+3); | |
379 | oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" | |
380 | << x0_ << ", " << xf << "]"; | |
381 | throw std::domain_error(oss.str()); | |
382 | } | |
383 | if (x == xf) | |
384 | { | |
385 | return dat_.back()[1]*inv_dx_; | |
386 | } | |
387 | return this->unchecked_prime(x); | |
388 | } | |
389 | ||
390 | inline Real unchecked_prime(Real x) const | |
391 | { | |
392 | using std::floor; | |
393 | Real s = (x-x0_)*inv_dx_; | |
394 | Real ii = floor(s); | |
395 | auto i = static_cast<decltype(dat_.size())>(ii); | |
396 | Real t = s - ii; | |
397 | if (t == 0) | |
398 | { | |
399 | return dat_[i][1]*inv_dx_; | |
400 | } | |
401 | Real y0 = dat_[i][0]; | |
402 | Real dy0 = dat_[i][1]; | |
403 | Real y1 = dat_[i+1][0]; | |
404 | Real dy1 = dat_[i+1][1]; | |
405 | ||
406 | Real dy = 6*t*(1-t)*(y1 - y0) + (3*t*t - 4*t+1)*dy0 + t*(3*t-2)*dy1; | |
407 | return dy*inv_dx_; | |
408 | } | |
409 | ||
410 | ||
1e59de90 | 411 | Size size() const |
f67539c2 TL |
412 | { |
413 | return dat_.size(); | |
414 | } | |
415 | ||
416 | int64_t bytes() const | |
417 | { | |
418 | return dat_.size()*dat_[0].size()*sizeof(Real) + sizeof(dat_) + 2*sizeof(Real); | |
419 | } | |
420 | ||
421 | std::pair<Real, Real> domain() const | |
422 | { | |
423 | Real xf = x0_ + (dat_.size()-1)/inv_dx_; | |
424 | return {x0_, xf}; | |
425 | } | |
426 | ||
427 | ||
428 | private: | |
429 | RandomAccessContainer dat_; | |
430 | Real x0_; | |
431 | Real inv_dx_; | |
432 | }; | |
433 | ||
20effc67 TL |
434 | } |
435 | } | |
436 | } | |
f67539c2 TL |
437 | } |
438 | #endif |