/* -*- Mode: C++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* * This file is part of the LibreOffice project. * * This Source Code Form is subject to the terms of the Mozilla Public * License, v. 2.0. If a copy of the MPL was not distributed with this * file, You can obtain one at http://mozilla.org/MPL/2.0/. * * This file incorporates work covered by the following license notice: * * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed * with this work for additional information regarding copyright * ownership. The ASF licenses this file to you under the Apache * License, Version 2.0 (the "License"); you may not use this file * except in compliance with the License. You may obtain a copy of * the License at http://www.apache.org/licenses/LICENSE-2.0 . */ // Natural, Clamped, or Periodic Cubic Splines // // Input: A list of N+1 points (x_i,a_i), 0 <= i <= N, which are sampled // from a function, a_i = f(x_i). The function f is unknown. Boundary // conditions are // (1) Natural splines: f"(x_0) = f"(x_N) = 0 // (2) Clamped splines: f'(x_0) and f'(x_N) are user-specified. // (3) Periodic splines: f(x_0) = f(x_N) [in which case a_N = a_0 is // required in the input], f'(x_0) = f'(x_N), and f"(x_0) = f"(x_N). // // Output: b_i, c_i, d_i, 0 <= i <= N-1, which are coefficients for the cubic // spline S_i(x) = a_i + b_i(x-x_i) + c_i(x-x_i)^2 + d_i(x-x_i)^3 for // x_i <= x < x_{i+1}. // // The natural and clamped algorithms were implemented from // // Numerical Analysis, 3rd edition // Richard L. Burden and J. Douglas Faires // Prindle, Weber & Schmidt // Boston, 1985, pp. 122-124. // // The algorithm sets up a tridiagonal linear system of equations in the // c_i values. This can be solved in O(N) time. // // The periodic spline algorithm was implemented from my own derivation. The // linear system of equations is not tridiagonal. For now I use a standard // linear solver that does not take advantage of the sparseness of the // matrix. Therefore for very large N, you may have to worry about memory // usage. #include #include #include "cspline.h" #include "solver.h" void NaturalSpline (int N, const double* x, const double* a, std::unique_ptr& b, std::unique_ptr& c, std::unique_ptr& d) { const double oneThird = 1.0/3.0; int i; std::unique_ptr h(new double[N]); std::unique_ptr hdiff(new double[N]); std::unique_ptr alpha(new double[N]); for (i = 0; i < N; i++){ h[i] = x[i+1]-x[i]; } for (i = 1; i < N; i++) hdiff[i] = x[i+1]-x[i-1]; for (i = 1; i < N; i++) { double numer = 3.0*(a[i+1]*h[i-1]-a[i]*hdiff[i]+a[i-1]*h[i]); double denom = h[i-1]*h[i]; alpha[i] = numer/denom; } std::unique_ptr ell(new double[N+1]); std::unique_ptr mu(new double[N]); std::unique_ptr z(new double[N+1]); double recip; ell[0] = 1.0; mu[0] = 0.0; z[0] = 0.0; for (i = 1; i < N; i++) { ell[i] = 2.0*hdiff[i]-h[i-1]*mu[i-1]; recip = 1.0/ell[i]; mu[i] = recip*h[i]; z[i] = recip*(alpha[i]-h[i-1]*z[i-1]); } ell[N] = 1.0; z[N] = 0.0; b.reset(new double[N]); c.reset(new double[N+1]); d.reset(new double[N]); c[N] = 0.0; for (i = N-1; i >= 0; i--) { c[i] = z[i]-mu[i]*c[i+1]; recip = 1.0/h[i]; b[i] = recip*(a[i+1]-a[i])-h[i]*(c[i+1]+2.0*c[i])*oneThird; d[i] = oneThird*recip*(c[i+1]-c[i]); } } void PeriodicSpline (int N, const double* x, const double* a, std::unique_ptr& b, std::unique_ptr& c, std::unique_ptr& d) { std::unique_ptr h(new double[N]); int i; for (i = 0; i < N; i++) h[i] = x[i+1]-x[i]; std::unique_ptr[]> mat = mgcLinearSystemD::NewMatrix(N+1); // guaranteed to be zeroed memory c = mgcLinearSystemD::NewVector(N+1); // guaranteed to be zeroed memory // c[0] - c[N] = 0 mat[0][0] = +1.0f; mat[0][N] = -1.0f; // h[i-1]*c[i-1]+2*(h[i-1]+h[i])*c[i]+h[i]*c[i+1] = // 3*{(a[i+1]-a[i])/h[i] - (a[i]-a[i-1])/h[i-1]} for (i = 1; i <= N-1; i++) { mat[i][i-1] = h[i-1]; mat[i][i ] = 2.0f*(h[i-1]+h[i]); mat[i][i+1] = h[i]; c[i] = 3.0f*((a[i+1]-a[i])/h[i] - (a[i]-a[i-1])/h[i-1]); } // "wrap around equation" for periodicity // h[N-1]*c[N-1]+2*(h[N-1]+h[0])*c[0]+h[0]*c[1] = // 3*{(a[1]-a[0])/h[0] - (a[0]-a[N-1])/h[N-1]} mat[N][N-1] = h[N-1]; mat[N][0 ] = 2.0f*(h[N-1]+h[0]); mat[N][1 ] = h[0]; c[N] = 3.0f*((a[1]-a[0])/h[0] - (a[0]-a[N-1])/h[N-1]); // solve for c[0] through c[N] mgcLinearSystemD::Solve(N+1,mat,c.get()); const double oneThird = 1.0/3.0; b.reset(new double[N]); d.reset(new double[N]); for (i = 0; i < N; i++) { b[i] = (a[i+1]-a[i])/h[i] - oneThird*(c[i+1]+2.0f*c[i])*h[i]; d[i] = oneThird*(c[i+1]-c[i])/h[i]; } } /* vim:set shiftwidth=4 softtabstop=4 expandtab: */