au.gov.ga.conn4d.utils.SplineInterpolator.java Source code

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/*******************************************************************************
 * Copyright 2014 Geoscience Australia (www.ga.gov.au)
 * @author - Johnathan Kool (Geoscience Australia)
 * 
 * Licensed under the BSD-3 License
 * 
 * http://opensource.org/licenses/BSD-3-Clause
 *  
 * Redistribution and use in source and binary forms, with or without 
 * modification, are permitted provided that the following conditions are met:
 *  
 * 1. Redistributions of source code must retain the above copyright notice, 
 *    this list of conditions and the following disclaimer.
 * 
 * 2. Redistributions in binary form must reproduce the above copyright notice, 
 *    this list of conditions and the following disclaimer in the documentation 
 *    and/or other materials provided with the distribution.
 * 
 * 3. Neither the name of the copyright holder nor the names of its contributors 
 *     may be used to endorse or promote products derived from this software 
 *     without specific prior written permission.
 *  
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 
 * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 
 * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 
 * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
 * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 
 * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 
 * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 
 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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 * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 
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 ******************************************************************************/
package au.gov.ga.conn4d.utils;

/*
 * 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
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.NonMonotonicSequenceException;
import org.apache.commons.math3.analysis.polynomials.PolynomialFunction;
import org.apache.commons.math3.analysis.polynomials.PolynomialSplineFunction;
import org.apache.commons.math3.util.MathArrays;

/**
 * Computes a natural (also known as "free", "unclamped") cubic spline
 * interpolation for the data set.
 * 
 * MODIFIED from the original on 19/05/2014 by Johnathan Kool to accept
 * float arrays
 * <p>
 * The {@link #interpolate(double[], double[])} method returns a
 * {@link PolynomialSplineFunction} consisting of n cubic polynomials, defined
 * over the subintervals determined by the x values, x[0] < x[i] ... < x[n]. The
 * x values are referred to as "knot points."
 * </p>
 * <p>
 * The value of the PolynomialSplineFunction at a point x that is greater than
 * or equal to the smallest knot point and strictly less than the largest knot
 * point is computed by finding the subinterval to which x belongs and computing
 * the value of the corresponding polynomial at <code>x - x[i] </code> where
 * <code>i</code> is the index of the subinterval. See
 * {@link PolynomialSplineFunction} for more details.
 * </p>
 * <p>
 * The interpolating polynomials satisfy:
 * <ol>
 * <li>The value of the PolynomialSplineFunction at each of the input x values
 * equals the corresponding y value.</li>
 * <li>Adjacent polynomials are equal through two derivatives at the knot points
 * (i.e., adjacent polynomials "match up" at the knot points, as do their first
 * and second derivatives).</li>
 * </ol>
 * </p>
 * <p>
 * The cubic spline interpolation algorithm implemented is as described in R.L.
 * Burden, J.D. Faires, <u>Numerical Analysis</u>, 4th Ed., 1989, PWS-Kent, ISBN
 * 0-53491-585-X, pp 126-131.
 * </p>
 * 
 * @version $Id: SplineInterpolator.java 1379905 2012-09-01 23:56:50Z erans $
 */
public class SplineInterpolator implements UnivariateInterpolator {
    /**
     * Computes an interpolating function for the data set.
     * 
     * @param x
     *            the arguments for the interpolation points
     * @param y
     *            the values for the interpolation points
     * @return a function which interpolates the data set
     * @throws DimensionMismatchException
     *             if {@code x} and {@code y} have different sizes.
     * @throws NonMonotonicSequenceException
     *             if {@code x} is not sorted in strict increasing order.
     * @throws NumberIsTooSmallException
     *             if the size of {@code x} is smaller than 3.
     */
    public PolynomialSplineFunction interpolate(double x[], double y[])
            throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
        if (x.length != y.length) {
            throw new DimensionMismatchException(x.length, y.length);
        }

        if (x.length < 3) {
            throw new NumberIsTooSmallException(LocalizedFormats.NUMBER_OF_POINTS, x.length, 3, true);
        }

        // Number of intervals. The number of data points is n + 1.
        final int n = x.length - 1;

        MathArrays.checkOrder(x);

        // Differences between knot points
        final double h[] = new double[n];
        for (int i = 0; i < n; i++) {
            h[i] = x[i + 1] - x[i];
        }

        final double mu[] = new double[n];
        final double z[] = new double[n + 1];
        mu[0] = 0d;
        z[0] = 0d;
        double g = 0;
        for (int i = 1; i < n; i++) {
            g = 2d * (x[i + 1] - x[i - 1]) - h[i - 1] * mu[i - 1];
            mu[i] = h[i] / g;
            z[i] = (3d * (y[i + 1] * h[i - 1] - y[i] * (x[i + 1] - x[i - 1]) + y[i - 1] * h[i]) / (h[i - 1] * h[i])
                    - h[i - 1] * z[i - 1]) / g;
        }

        // cubic spline coefficients -- b is linear, c quadratic, d is cubic
        // (original y's are constants)
        final double b[] = new double[n];
        final double c[] = new double[n + 1];
        final double d[] = new double[n];

        z[n] = 0d;
        c[n] = 0d;

        for (int j = n - 1; j >= 0; j--) {
            c[j] = z[j] - mu[j] * c[j + 1];
            b[j] = (y[j + 1] - y[j]) / h[j] - h[j] * (c[j + 1] + 2d * c[j]) / 3d;
            d[j] = (c[j + 1] - c[j]) / (3d * h[j]);
        }

        final PolynomialFunction polynomials[] = new PolynomialFunction[n];
        final double coefficients[] = new double[4];
        for (int i = 0; i < n; i++) {
            coefficients[0] = y[i];
            coefficients[1] = b[i];
            coefficients[2] = c[i];
            coefficients[3] = d[i];
            polynomials[i] = new PolynomialFunction(coefficients);
        }

        return new PolynomialSplineFunction(x, polynomials);
    }

    public PolynomialSplineFunction interpolate(double x[], float y[])
            throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
        if (x.length != y.length) {
            throw new DimensionMismatchException(x.length, y.length);
        }

        if (x.length < 3) {
            throw new NumberIsTooSmallException(LocalizedFormats.NUMBER_OF_POINTS, x.length, 3, true);
        }

        // Number of intervals. The number of data points is n + 1.
        final int n = x.length - 1;

        MathArrays.checkOrder(x);

        // Differences between knot points
        final double h[] = new double[n];
        for (int i = 0; i < n; i++) {
            h[i] = x[i + 1] - x[i];
        }

        final double mu[] = new double[n];
        final double z[] = new double[n + 1];
        mu[0] = 0d;
        z[0] = 0d;
        double g = 0;
        for (int i = 1; i < n; i++) {
            g = 2d * (x[i + 1] - x[i - 1]) - h[i - 1] * mu[i - 1];
            mu[i] = h[i] / g;
            z[i] = (3d * (y[i + 1] * h[i - 1] - y[i] * (x[i + 1] - x[i - 1]) + y[i - 1] * h[i]) / (h[i - 1] * h[i])
                    - h[i - 1] * z[i - 1]) / g;
        }

        // cubic spline coefficients -- b is linear, c quadratic, d is cubic
        // (original y's are constants)
        final double b[] = new double[n];
        final double c[] = new double[n + 1];
        final double d[] = new double[n];

        z[n] = 0d;
        c[n] = 0d;

        for (int j = n - 1; j >= 0; j--) {
            c[j] = z[j] - mu[j] * c[j + 1];
            b[j] = (y[j + 1] - y[j]) / h[j] - h[j] * (c[j + 1] + 2d * c[j]) / 3d;
            d[j] = (c[j + 1] - c[j]) / (3d * h[j]);
        }

        final PolynomialFunction polynomials[] = new PolynomialFunction[n];
        final double coefficients[] = new double[4];
        for (int i = 0; i < n; i++) {
            coefficients[0] = y[i];
            coefficients[1] = b[i];
            coefficients[2] = c[i];
            coefficients[3] = d[i];
            polynomials[i] = new PolynomialFunction(coefficients);
        }

        return new PolynomialSplineFunction(x, polynomials);
    }
}