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Diffstat (limited to 'src/main/java/org/apache/commons/math/analysis/interpolation/DividedDifferenceInterpolator.java')
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diff --git a/src/main/java/org/apache/commons/math/analysis/interpolation/DividedDifferenceInterpolator.java b/src/main/java/org/apache/commons/math/analysis/interpolation/DividedDifferenceInterpolator.java new file mode 100644 index 0000000..9b80079 --- /dev/null +++ b/src/main/java/org/apache/commons/math/analysis/interpolation/DividedDifferenceInterpolator.java @@ -0,0 +1,117 @@ +/* + * 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. + */ +package org.apache.commons.math.analysis.interpolation; + +import java.io.Serializable; + +import org.apache.commons.math.DuplicateSampleAbscissaException; +import org.apache.commons.math.analysis.polynomials.PolynomialFunctionLagrangeForm; +import org.apache.commons.math.analysis.polynomials.PolynomialFunctionNewtonForm; + +/** + * Implements the <a href=" + * "http://mathworld.wolfram.com/NewtonsDividedDifferenceInterpolationFormula.html"> + * Divided Difference Algorithm</a> for interpolation of real univariate + * functions. For reference, see <b>Introduction to Numerical Analysis</b>, + * ISBN 038795452X, chapter 2. + * <p> + * The actual code of Neville's evaluation is in PolynomialFunctionLagrangeForm, + * this class provides an easy-to-use interface to it.</p> + * + * @version $Revision: 825919 $ $Date: 2009-10-16 16:51:55 +0200 (ven. 16 oct. 2009) $ + * @since 1.2 + */ +public class DividedDifferenceInterpolator implements UnivariateRealInterpolator, + Serializable { + + /** serializable version identifier */ + private static final long serialVersionUID = 107049519551235069L; + + /** + * Computes an interpolating function for the data set. + * + * @param x the interpolating points array + * @param y the interpolating values array + * @return a function which interpolates the data set + * @throws DuplicateSampleAbscissaException if arguments are invalid + */ + public PolynomialFunctionNewtonForm interpolate(double x[], double y[]) throws + DuplicateSampleAbscissaException { + + /** + * a[] and c[] are defined in the general formula of Newton form: + * p(x) = a[0] + a[1](x-c[0]) + a[2](x-c[0])(x-c[1]) + ... + + * a[n](x-c[0])(x-c[1])...(x-c[n-1]) + */ + PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y); + + /** + * When used for interpolation, the Newton form formula becomes + * p(x) = f[x0] + f[x0,x1](x-x0) + f[x0,x1,x2](x-x0)(x-x1) + ... + + * f[x0,x1,...,x[n-1]](x-x0)(x-x1)...(x-x[n-2]) + * Therefore, a[k] = f[x0,x1,...,xk], c[k] = x[k]. + * <p> + * Note x[], y[], a[] have the same length but c[]'s size is one less.</p> + */ + final double[] c = new double[x.length-1]; + System.arraycopy(x, 0, c, 0, c.length); + + final double[] a = computeDividedDifference(x, y); + return new PolynomialFunctionNewtonForm(a, c); + + } + + /** + * Returns a copy of the divided difference array. + * <p> + * The divided difference array is defined recursively by <pre> + * f[x0] = f(x0) + * f[x0,x1,...,xk] = (f(x1,...,xk) - f(x0,...,x[k-1])) / (xk - x0) + * </pre></p> + * <p> + * The computational complexity is O(N^2).</p> + * + * @param x the interpolating points array + * @param y the interpolating values array + * @return a fresh copy of the divided difference array + * @throws DuplicateSampleAbscissaException if any abscissas coincide + */ + protected static double[] computeDividedDifference(final double x[], final double y[]) + throws DuplicateSampleAbscissaException { + + PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y); + + final double[] divdiff = y.clone(); // initialization + + final int n = x.length; + final double[] a = new double [n]; + a[0] = divdiff[0]; + for (int i = 1; i < n; i++) { + for (int j = 0; j < n-i; j++) { + final double denominator = x[j+i] - x[j]; + if (denominator == 0.0) { + // This happens only when two abscissas are identical. + throw new DuplicateSampleAbscissaException(x[j], j, j+i); + } + divdiff[j] = (divdiff[j+1] - divdiff[j]) / denominator; + } + a[i] = divdiff[0]; + } + + return a; + } +} |