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