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Diffstat (limited to 'src/main/java/org/apache/commons/math/analysis/polynomials/PolynomialSplineFunction.java')
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diff --git a/src/main/java/org/apache/commons/math/analysis/polynomials/PolynomialSplineFunction.java b/src/main/java/org/apache/commons/math/analysis/polynomials/PolynomialSplineFunction.java new file mode 100644 index 0000000..a0e1e01 --- /dev/null +++ b/src/main/java/org/apache/commons/math/analysis/polynomials/PolynomialSplineFunction.java @@ -0,0 +1,224 @@ +/* + * 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.polynomials; + +import java.util.Arrays; + +import org.apache.commons.math.ArgumentOutsideDomainException; +import org.apache.commons.math.MathRuntimeException; +import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction; +import org.apache.commons.math.analysis.UnivariateRealFunction; +import org.apache.commons.math.exception.util.LocalizedFormats; + +/** + * Represents a polynomial spline function. + * <p> + * A <strong>polynomial spline function</strong> consists of a set of + * <i>interpolating polynomials</i> and an ascending array of domain + * <i>knot points</i>, determining the intervals over which the spline function + * is defined by the constituent polynomials. The polynomials are assumed to + * have been computed to match the values of another function at the knot + * points. The value consistency constraints are not currently enforced by + * <code>PolynomialSplineFunction</code> itself, but are assumed to hold among + * the polynomials and knot points passed to the constructor.</p> + * <p> + * N.B.: The polynomials in the <code>polynomials</code> property must be + * centered on the knot points to compute the spline function values. + * See below.</p> + * <p> + * The domain of the polynomial spline function is + * <code>[smallest knot, largest knot]</code>. Attempts to evaluate the + * function at values outside of this range generate IllegalArgumentExceptions. + * </p> + * <p> + * The value of the polynomial spline function for an argument <code>x</code> + * is computed as follows: + * <ol> + * <li>The knot array is searched to find the segment to which <code>x</code> + * belongs. If <code>x</code> is less than the smallest knot point or greater + * than the largest one, an <code>IllegalArgumentException</code> + * is thrown.</li> + * <li> Let <code>j</code> be the index of the largest knot point that is less + * than or equal to <code>x</code>. The value returned is <br> + * <code>polynomials[j](x - knot[j])</code></li></ol></p> + * + * @version $Revision: 1037327 $ $Date: 2010-11-20 21:57:37 +0100 (sam. 20 nov. 2010) $ + */ +public class PolynomialSplineFunction + implements DifferentiableUnivariateRealFunction { + + /** Spline segment interval delimiters (knots). Size is n+1 for n segments. */ + private final double knots[]; + + /** + * The polynomial functions that make up the spline. The first element + * determines the value of the spline over the first subinterval, the + * second over the second, etc. Spline function values are determined by + * evaluating these functions at <code>(x - knot[i])</code> where i is the + * knot segment to which x belongs. + */ + private final PolynomialFunction polynomials[]; + + /** + * Number of spline segments = number of polynomials + * = number of partition points - 1 + */ + private final int n; + + + /** + * Construct a polynomial spline function with the given segment delimiters + * and interpolating polynomials. + * <p> + * The constructor copies both arrays and assigns the copies to the knots + * and polynomials properties, respectively.</p> + * + * @param knots spline segment interval delimiters + * @param polynomials polynomial functions that make up the spline + * @throws NullPointerException if either of the input arrays is null + * @throws IllegalArgumentException if knots has length less than 2, + * <code>polynomials.length != knots.length - 1 </code>, or the knots array + * is not strictly increasing. + * + */ + public PolynomialSplineFunction(double knots[], PolynomialFunction polynomials[]) { + if (knots.length < 2) { + throw MathRuntimeException.createIllegalArgumentException( + LocalizedFormats.NOT_ENOUGH_POINTS_IN_SPLINE_PARTITION, + 2, knots.length); + } + if (knots.length - 1 != polynomials.length) { + throw MathRuntimeException.createIllegalArgumentException( + LocalizedFormats.POLYNOMIAL_INTERPOLANTS_MISMATCH_SEGMENTS, + polynomials.length, knots.length); + } + if (!isStrictlyIncreasing(knots)) { + throw MathRuntimeException.createIllegalArgumentException( + LocalizedFormats.NOT_STRICTLY_INCREASING_KNOT_VALUES); + } + + this.n = knots.length -1; + this.knots = new double[n + 1]; + System.arraycopy(knots, 0, this.knots, 0, n + 1); + this.polynomials = new PolynomialFunction[n]; + System.arraycopy(polynomials, 0, this.polynomials, 0, n); + } + + /** + * Compute the value for the function. + * See {@link PolynomialSplineFunction} for details on the algorithm for + * computing the value of the function.</p> + * + * @param v the point for which the function value should be computed + * @return the value + * @throws ArgumentOutsideDomainException if v is outside of the domain of + * of the spline function (less than the smallest knot point or greater + * than the largest knot point) + */ + public double value(double v) throws ArgumentOutsideDomainException { + if (v < knots[0] || v > knots[n]) { + throw new ArgumentOutsideDomainException(v, knots[0], knots[n]); + } + int i = Arrays.binarySearch(knots, v); + if (i < 0) { + i = -i - 2; + } + //This will handle the case where v is the last knot value + //There are only n-1 polynomials, so if v is the last knot + //then we will use the last polynomial to calculate the value. + if ( i >= polynomials.length ) { + i--; + } + return polynomials[i].value(v - knots[i]); + } + + /** + * Returns the derivative of the polynomial spline function as a UnivariateRealFunction + * @return the derivative function + */ + public UnivariateRealFunction derivative() { + return polynomialSplineDerivative(); + } + + /** + * Returns the derivative of the polynomial spline function as a PolynomialSplineFunction + * + * @return the derivative function + */ + public PolynomialSplineFunction polynomialSplineDerivative() { + PolynomialFunction derivativePolynomials[] = new PolynomialFunction[n]; + for (int i = 0; i < n; i++) { + derivativePolynomials[i] = polynomials[i].polynomialDerivative(); + } + return new PolynomialSplineFunction(knots, derivativePolynomials); + } + + /** + * Returns the number of spline segments = the number of polynomials + * = the number of knot points - 1. + * + * @return the number of spline segments + */ + public int getN() { + return n; + } + + /** + * Returns a copy of the interpolating polynomials array. + * <p> + * Returns a fresh copy of the array. Changes made to the copy will + * not affect the polynomials property.</p> + * + * @return the interpolating polynomials + */ + public PolynomialFunction[] getPolynomials() { + PolynomialFunction p[] = new PolynomialFunction[n]; + System.arraycopy(polynomials, 0, p, 0, n); + return p; + } + + /** + * Returns an array copy of the knot points. + * <p> + * Returns a fresh copy of the array. Changes made to the copy + * will not affect the knots property.</p> + * + * @return the knot points + */ + public double[] getKnots() { + double out[] = new double[n + 1]; + System.arraycopy(knots, 0, out, 0, n + 1); + return out; + } + + /** + * Determines if the given array is ordered in a strictly increasing + * fashion. + * + * @param x the array to examine. + * @return <code>true</code> if the elements in <code>x</code> are ordered + * in a stricly increasing manner. <code>false</code>, otherwise. + */ + private static boolean isStrictlyIncreasing(double[] x) { + for (int i = 1; i < x.length; ++i) { + if (x[i - 1] >= x[i]) { + return false; + } + } + return true; + } +} |