annotate doc/interpreter/interp.txi @ 19627:446c46af4b42 stable

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scripts/statistics/distributions/unifrnd.m, scripts/statistics/distributions/wblrnd.m, scripts/statistics/models/module.mk, scripts/statistics/tests/kruskal_wallis_test.m, scripts/strings/base2dec.m, scripts/strings/deblank.m, scripts/strings/dec2base.m, scripts/strings/dec2bin.m, scripts/strings/dec2hex.m, scripts/strings/mat2str.m, scripts/strings/ostrsplit.m, scripts/strings/regexptranslate.m, scripts/strings/str2num.m, scripts/strings/strcat.m, scripts/strings/strjoin.m, scripts/strings/strsplit.m, scripts/strings/strtok.m, scripts/strings/strtrim.m, scripts/strings/strtrunc.m, scripts/strings/substr.m, scripts/testfun/__run_test_suite__.m, scripts/testfun/speed.m, scripts/testfun/test.m, scripts/time/asctime.m, scripts/time/datenum.m, scripts/time/datevec.m, scripts/time/weekday.m, src/Makefile.am, test/Makefile.am, test/build-bc-overload-tests.sh, test/build-sparse-tests.sh, test/jit.tst, test/line-continue.tst: Strip trailing whitespace.
author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 08:26:57 -0500
parents 322eb69e30ad
children 0e1f5a750d00
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d63878346099 maint: Update copyright notices for release.
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1 @c Copyright (C) 2007-2013 John W. Eaton
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2 @c
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3 @c This file is part of Octave.
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4 @c
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5 @c Octave is free software; you can redistribute it and/or modify it
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6 @c under the terms of the GNU General Public License as published by the
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7 @c Free Software Foundation; either version 3 of the License, or (at
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8 @c your option) any later version.
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9 @c
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10 @c Octave is distributed in the hope that it will be useful, but WITHOUT
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11 @c ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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12 @c FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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13 @c for more details.
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14 @c
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15 @c You should have received a copy of the GNU General Public License
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16 @c along with Octave; see the file COPYING. If not, see
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17 @c <http://www.gnu.org/licenses/>.
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18
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19 @node Interpolation
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20 @chapter Interpolation
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21
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22 @menu
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23 * One-dimensional Interpolation::
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24 * Multi-dimensional Interpolation::
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25 @end menu
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26
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27 @node One-dimensional Interpolation
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28 @section One-dimensional Interpolation
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29
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30 Octave supports several methods for one-dimensional interpolation, most
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31 of which are described in this section. @ref{Polynomial Interpolation}
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32 and @ref{Interpolation on Scattered Data} describe additional methods.
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33
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34 @DOCSTRING(interp1)
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35
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36 There are some important differences between the various interpolation
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37 methods. The @qcode{"spline"} method enforces that both the first and second
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38 derivatives of the interpolated values have a continuous derivative,
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39 whereas the other methods do not. This means that the results of the
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40 @qcode{"spline"} method are generally smoother. If the function to be
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41 interpolated is in fact smooth, then @qcode{"spline"} will give excellent
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42 results. However, if the function to be evaluated is in some manner
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43 discontinuous, then @qcode{"pchip"} interpolation might give better results.
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44
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45 This can be demonstrated by the code
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46
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47 @example
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48 @group
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49 t = -2:2;
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50 dt = 1;
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51 ti =-2:0.025:2;
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52 dti = 0.025;
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53 y = sign (t);
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54 ys = interp1 (t,y,ti,"spline");
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55 yp = interp1 (t,y,ti,"pchip");
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56 ddys = diff (diff (ys)./dti) ./ dti;
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57 ddyp = diff (diff (yp)./dti) ./ dti;
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58 figure (1);
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59 plot (ti,ys,"r-", ti,yp,"g-");
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60 legend ("spline", "pchip", 4);
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61 figure (2);
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62 plot (ti,ddys,"r+", ti,ddyp,"g*");
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63 legend ("spline", "pchip");
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64 @end group
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65 @end example
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66
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67 @ifnotinfo
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68 @noindent
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69 The result of which can be seen in @ref{fig:interpderiv1} and
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70 @ref{fig:interpderiv2}.
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71
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72 @float Figure,fig:interpderiv1
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73 @center @image{interpderiv1,4in}
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74 @caption{Comparison of @qcode{"pchip"} and @qcode{"spline"} interpolation methods for a
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75 step function}
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76 @end float
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77
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78 @float Figure,fig:interpderiv2
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79 @center @image{interpderiv2,4in}
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80 @caption{Comparison of the second derivative of the @qcode{"pchip"} and @qcode{"spline"}
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81 interpolation methods for a step function}
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82 @end float
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83 @end ifnotinfo
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84
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85 Fourier interpolation, is a resampling technique where a signal is
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86 converted to the frequency domain, padded with zeros and then
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87 reconverted to the time domain.
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88
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89 @DOCSTRING(interpft)
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90
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91 There are two significant limitations on Fourier interpolation. First,
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92 the function signal is assumed to be periodic, and so non-periodic
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93 signals will be poorly represented at the edges. Second, both the
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94 signal and its interpolation are required to be sampled at equispaced
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95 points. An example of the use of @code{interpft} is
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96
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97 @example
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98 @group
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99 t = 0 : 0.3 : pi; dt = t(2)-t(1);
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100 n = length (t); k = 100;
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101 ti = t(1) + [0 : k-1]*dt*n/k;
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102 y = sin (4*t + 0.3) .* cos (3*t - 0.1);
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103 yp = sin (4*ti + 0.3) .* cos (3*ti - 0.1);
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104 plot (ti, yp, "g", ti, interp1 (t, y, ti, "spline"), "b", ...
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105 ti, interpft (y, k), "c", t, y, "r+");
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106 legend ("sin(4t+0.3)cos(3t-0.1)", "spline", "interpft", "data");
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107 @end group
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108 @end example
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109
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110 @noindent
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111 @ifinfo
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112 which demonstrates the poor behavior of Fourier interpolation for non-periodic
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113 functions.
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114 @end ifinfo
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115 @ifnotinfo
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116 which demonstrates the poor behavior of Fourier interpolation for non-periodic
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117 functions, as can be seen in @ref{fig:interpft}.
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118
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119 @float Figure,fig:interpft
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120 @center @image{interpft,4in}
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121 @caption{Comparison of @code{interp1} and @code{interpft} for non-periodic data}
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122 @end float
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123 @end ifnotinfo
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124
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125 In addition, the support functions @code{spline} and @code{lookup} that
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126 underlie the @code{interp1} function can be called directly.
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127
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128 @DOCSTRING(spline)
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129
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130 @node Multi-dimensional Interpolation
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131 @section Multi-dimensional Interpolation
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132
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133 There are three multi-dimensional interpolation functions in Octave, with
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134 similar capabilities. Methods using Delaunay tessellation are described
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135 in @ref{Interpolation on Scattered Data}.
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136
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137 @DOCSTRING(interp2)
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138
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139 @DOCSTRING(interp3)
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140
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141 @DOCSTRING(interpn)
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142
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143 A significant difference between @code{interpn} and the other two
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144 multi-dimensional interpolation functions is the fashion in which the
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145 dimensions are treated. For @code{interp2} and @code{interp3}, the y-axis is
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146 considered to be the columns of the matrix, whereas the x-axis corresponds to
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147 the rows of the array. As Octave indexes arrays in column major order, the
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148 first dimension of any array is the columns, and so @code{interpn} effectively
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149 reverses the 'x' and 'y' dimensions. Consider the example,
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150
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151 @example
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152 @group
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153 x = y = z = -1:1;
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154 f = @@(x,y,z) x.^2 - y - z.^2;
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155 [xx, yy, zz] = meshgrid (x, y, z);
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156 v = f (xx,yy,zz);
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157 xi = yi = zi = -1:0.1:1;
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158 [xxi, yyi, zzi] = meshgrid (xi, yi, zi);
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159 vi = interp3 (x, y, z, v, xxi, yyi, zzi, "spline");
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160 [xxi, yyi, zzi] = ndgrid (xi, yi, zi);
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161 vi2 = interpn (x, y, z, v, xxi, yyi, zzi, "spline");
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162 mesh (zi, yi, squeeze (vi2(1,:,:)));
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163 @end group
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164 @end example
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165
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166 @noindent
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167 where @code{vi} and @code{vi2} are identical. The reversal of the
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168 dimensions is treated in the @code{meshgrid} and @code{ndgrid} functions
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169 respectively.
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170 @ifnotinfo
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171 The result of this code can be seen in @ref{fig:interpn}.
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172
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173 @float Figure,fig:interpn
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174 @center @image{interpn,4in}
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175 @caption{Demonstration of the use of @code{interpn}}
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176 @end float
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177 @end ifnotinfo
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178
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179 In additional the support function @code{bicubic} that underlies the
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180 cubic interpolation of @code{interp2} function can be called directly.
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181
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182 @DOCSTRING(bicubic)