| /* |
| * 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; |
| } |
| } |