Mercurial > octave-nkf
annotate scripts/polynomial/spline.m @ 20216:aa36fb998a4d stable
maint: Remove unnecessary whitespace at end of lines.
* libgui/Makefile.am, libgui/graphics/Canvas.cc,
libgui/graphics/EditControl.cc, libgui/graphics/Figure.cc,
libgui/graphics/MouseModeActionGroup.cc, libgui/graphics/annotation-dialog.cc,
libgui/graphics/annotation-dialog.h, libgui/graphics/gl-select.cc,
libgui/graphics/module.mk, libgui/kb-layouts/default.keytab,
libgui/kb-layouts/linux.keytab, libgui/kb-layouts/vt420pc.keytab,
libgui/src/m-editor/find-dialog.cc, libgui/src/main-window.cc,
libgui/src/octave-qt-link.cc, libgui/src/octave-qt-link.h,
libgui/src/shortcut-manager.h, libinterp/corefcn/error.cc,
libinterp/corefcn/find.cc, libinterp/corefcn/gl2ps-renderer.cc,
libinterp/corefcn/graphics.cc, libinterp/corefcn/graphics.in.h,
libinterp/corefcn/octave-link.cc, libinterp/corefcn/quadcc.cc,
libinterp/corefcn/strfns.cc, libinterp/corefcn/syscalls.cc,
libinterp/corefcn/sysdep.cc, libinterp/corefcn/urlwrite.cc,
libinterp/corefcn/utils.cc, libinterp/corefcn/variables.cc,
libinterp/dldfcn/__init_fltk__.cc, libinterp/dldfcn/ccolamd.cc,
libinterp/dldfcn/colamd.cc, libinterp/octave-value/ov-bool-sparse.cc,
libinterp/octave-value/ov-classdef.cc, libinterp/octave-value/ov-re-sparse.cc,
libinterp/octave-value/ov-struct.cc, libinterp/parse-tree/pt-arg-list.cc,
scripts/audio/@audiorecorder/play.m, scripts/audio/wavwrite.m,
scripts/general/cart2sph.m, scripts/geometry/inpolygon.m,
scripts/gui/listdlg.m, scripts/gui/msgbox.m,
scripts/gui/private/message_dialog.m, scripts/help/get_first_help_sentence.m,
scripts/help/lookfor.m, scripts/image/imshow.m, scripts/io/strread.m,
scripts/java/javamem.m, scripts/miscellaneous/dir.m,
scripts/miscellaneous/edit.m, scripts/miscellaneous/genvarname.m,
scripts/miscellaneous/gzip.m, scripts/miscellaneous/private/__w2mpth__.m,
scripts/plot/appearance/annotation.m, scripts/plot/draw/colorbar.m,
scripts/plot/draw/quiver3.m, scripts/plot/util/hold.m,
scripts/plot/util/print.m, scripts/polynomial/mkpp.m,
scripts/polynomial/polyder.m, scripts/polynomial/spline.m,
scripts/polynomial/unmkpp.m, scripts/signal/arma_rnd.m, scripts/sparse/gplot.m,
scripts/statistics/tests/t_test.m,
scripts/statistics/tests/t_test_regression.m, scripts/strings/mat2str.m,
scripts/strings/strsplit.m, scripts/strings/strtrunc.m,
scripts/strings/untabify.m, scripts/testfun/assert.m:
maint: Remove unnecessary whitespace at end of lines.
author | Rik <rik@octave.org> |
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date | Tue, 12 May 2015 09:22:01 -0700 |
parents | 4f45eaf83908 |
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1 ## Copyright (C) 2000-2015 Kai Habel |
5824 | 2 ## Copyright (C) 2006 David Bateman |
3 ## | |
4 ## This file is part of Octave. | |
5 ## | |
6 ## Octave is free software; you can redistribute it and/or modify it | |
7 ## under the terms of the GNU General Public License as published by | |
7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
9 ## your option) any later version. | |
5824 | 10 ## |
11 ## Octave is distributed in the hope that it will be useful, but | |
12 ## WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 ## General Public License for more details. | |
15 ## | |
16 ## You should have received a copy of the GNU General Public License | |
7016 | 17 ## along with Octave; see the file COPYING. If not, see |
18 ## <http://www.gnu.org/licenses/>. | |
5824 | 19 |
20 ## -*- texinfo -*- | |
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21 ## @deftypefn {Function File} {@var{pp} =} spline (@var{x}, @var{y}) |
7650 | 22 ## @deftypefnx {Function File} {@var{yi} =} spline (@var{x}, @var{y}, @var{xi}) |
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23 ## Return the cubic spline interpolant of points @var{x} and @var{y}. |
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24 ## |
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25 ## When called with two arguments, return the piecewise polynomial @var{pp} |
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26 ## that may be used with @code{ppval} to evaluate the polynomial at specific |
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27 ## points. |
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28 ## |
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29 ## When called with a third input argument, @code{spline} evaluates the spline |
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30 ## at the points @var{xi}. The third calling form |
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31 ## @code{spline (@var{x}, @var{y}, @var{xi})} is equivalent to |
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32 ## @code{ppval (spline (@var{x}, @var{y}), @var{xi})}. |
5824 | 33 ## |
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34 ## The variable @var{x} must be a vector of length @var{n}. |
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35 ## |
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36 ## @var{y} can be either a vector or array. If @var{y} is a vector it must |
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37 ## have a length of either @var{n} or @code{@var{n} + 2}. If the length of |
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38 ## @var{y} is @var{n}, then the @qcode{"not-a-knot"} end condition is used. |
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39 ## If the length of @var{y} is @code{@var{n} + 2}, then the first and last |
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40 ## values of the vector @var{y} are the values of the first derivative of the |
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41 ## cubic spline at the endpoints. |
5824 | 42 ## |
43 ## If @var{y} is an array, then the size of @var{y} must have the form | |
44 ## @tex | |
45 ## $$[s_1, s_2, \cdots, s_k, n]$$ | |
46 ## @end tex | |
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47 ## @ifnottex |
5824 | 48 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n}]} |
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49 ## @end ifnottex |
5824 | 50 ## or |
51 ## @tex | |
8828 | 52 ## $$[s_1, s_2, \cdots, s_k, n + 2].$$ |
5824 | 53 ## @end tex |
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54 ## @ifnottex |
5824 | 55 ## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n} + 2]}. |
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56 ## @end ifnottex |
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57 ## The array is reshaped internally to a matrix where the leading |
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58 ## dimension is given by |
5824 | 59 ## @tex |
60 ## $$s_1 s_2 \cdots s_k$$ | |
61 ## @end tex | |
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62 ## @ifnottex |
5824 | 63 ## @code{@var{s1} * @var{s2} * @dots{} * @var{sk}} |
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64 ## @end ifnottex |
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65 ## and each row of this matrix is then treated separately. Note that this is |
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66 ## exactly the opposite of @code{interp1} but is done for @sc{matlab} |
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67 ## compatibility. |
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68 ## |
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69 ## @seealso{pchip, ppval, mkpp, unmkpp} |
5824 | 70 ## @end deftypefn |
71 | |
72 ## This code is based on csape.m from octave-forge, but has been | |
73 ## modified to use the sparse solver code in octave that itself allows | |
74 ## special casing of tri-diagonal matrices, modified for NDArrays and | |
75 ## for the treatment of vectors y 2 elements longer than x as complete | |
76 ## splines. | |
77 | |
78 function ret = spline (x, y, xi) | |
79 | |
80 x = x(:); | |
81 n = length (x); | |
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82 if (n < 2) |
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83 error ("spline: requires at least 2 points"); |
5824 | 84 endif |
85 | |
86 ## Check the size and shape of y | |
87 ndy = ndims (y); | |
88 szy = size (y); | |
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89 if (ndy == 2 && (any (szy == n) || any (szy == n+2))) |
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90 if (szy(2) == n || szy(2) == n+2) |
6014 | 91 a = y.'; |
5824 | 92 else |
93 a = y; | |
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94 szy = szy([2 1]); |
5824 | 95 endif |
96 else | |
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97 a = shiftdim (reshape (y, [prod(szy(1:end-1)), szy(end)]), 1); |
5824 | 98 endif |
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99 |
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100 for k = (1:columns (a))(any (isnan (a))) |
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101 ok = ! isnan (a(:,k)); |
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102 a(!ok,k) = spline (x(ok), a(ok,k), x(!ok)); |
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103 endfor |
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104 |
5824 | 105 complete = false; |
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106 if (rows (a) == n + 2) |
5824 | 107 complete = true; |
108 dfs = a(1,:); | |
109 dfe = a(end,:); | |
110 a = a(2:end-1,:); | |
111 endif | |
112 | |
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113 if (! issorted (x)) |
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114 [x, idx] = sort (x); |
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115 a = a(idx,:); |
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116 endif |
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117 |
5824 | 118 b = c = zeros (size (a)); |
119 h = diff (x); | |
5838 | 120 idx = ones (columns (a), 1); |
5824 | 121 |
122 if (complete) | |
123 | |
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124 if (n == 2) |
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125 d = (dfs + dfe) / (x(2) - x(1)) ^ 2 + ... |
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126 2 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 3; |
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127 c = (-2 * dfs - dfe) / (x(2) - x(1)) - ... |
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128 3 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 2; |
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129 b = dfs; |
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130 a = a(1,:); |
5824 | 131 |
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132 d = d(1:n-1,:); |
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133 c = c(1:n-1,:); |
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134 b = b(1:n-1,:); |
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135 a = a(1:n-1,:); |
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136 else |
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137 g(1,:) = (a(2,:) - a(1,:)) / h(1) - dfs; |
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138 g(2:n-1,:) = (a(3:n,:) - a(2:n-1,:)) ./ h(2:n-1) - ... |
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139 (a(2:n-1,:) - a(1:n-2,:)) ./ h(1:n-2); |
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140 g(n,:) = dfe - (a(n,:) - a(n-1,:)) / h(n-1); |
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141 c = spdiags ([[h/6;0],[h(1)/3;(h(1:n-2)+h(2:n-1))/3;h(n-1)/3],[0;h/6]],... |
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142 [-1,0,1],n,n) \ (g / 2); |
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143 b(1:n-1,:) = diff (a) ./ h(1:n-1, idx) ... |
10549 | 144 - h(1:n-1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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145 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 146 |
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147 d = d(1:n-1,:); |
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148 c = c(1:n-1,:); |
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149 b = b(1:n-1,:); |
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150 a = a(1:n-1,:); |
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151 endif |
5824 | 152 else |
153 | |
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154 if (n == 2) |
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155 b = (a(2,:) - a(1,:)) / (x(2) - x(1)); |
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156 a = a(1,:); |
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157 d = []; |
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158 c = []; |
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159 b = b(1:n-1,:); |
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160 a = a(1:n-1,:); |
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161 elseif (n == 3) |
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163 n = 2; |
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164 c = (a(1,:) - a(3,:)) / ((x(3) - x(1)) * (x(2) - x(3))) ... |
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165 + (a(2,:) - a(1,:)) / ((x(2) - x(1)) * (x(2) - x(3))); |
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166 b = (a(2,:) - a(1,:)) * (x(3) - x(1)) ... |
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167 / ((x(2) - x(1)) * (x(3) - x(2))) ... |
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168 + (a(1,:) - a(3,:)) * (x(2) - x(1)) ... |
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169 / ((x(3) - x(1)) * (x(3) - x(2))); |
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170 a = a(1,:); |
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171 d = []; |
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172 x = [min(x), max(x)]; |
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173 |
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174 c = c(1:n-1,:); |
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175 b = b(1:n-1,:); |
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176 a = a(1:n-1,:); |
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177 else |
5824 | 178 |
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179 g = zeros (n-2, columns (a)); |
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180 g(1,:) = 3 / (h(1) + h(2)) ... |
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181 * (a(3,:) - a(2,:) - h(2) / h(1) * (a(2,:) - a(1,:))); |
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182 g(n-2,:) = 3 / (h(n-1) + h(n-2)) ... |
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183 * (h(n-2) / h(n-1) * (a(n,:) - a(n-1,:)) - (a(n-1,:) - a(n-2,:))); |
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184 |
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185 if (n > 4) |
5824 | 186 |
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187 g(2:n - 3,:) = 3 * diff (a(3:n-1,:)) ./ h(3:n-2,idx) ... |
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188 - 3 * diff (a(2:n-2,:)) ./ h(2:n - 3,idx); |
5824 | 189 |
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190 dg = 2 * (h(1:n-2) .+ h(2:n-1)); |
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191 dg(1) = dg(1) - h(1); |
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192 dg(n-2) = dg(n-2) - h(n-1); |
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193 |
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194 ldg = udg = h(2:n-2); |
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195 udg(1) = udg(1) - h(1); |
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196 ldg(n - 3) = ldg(n-3) - h(n-1); |
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197 c(2:n-1,:) = spdiags ([[ldg(:); 0], dg, [0; udg(:)]], |
10549 | 198 [-1, 0, 1], n-2, n-2) \ g; |
5824 | 199 |
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200 elseif (n == 4) |
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201 |
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202 dg = [h(1) + 2 * h(2); 2 * h(2) + h(3)]; |
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203 ldg = h(2) - h(3); |
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204 udg = h(2) - h(1); |
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205 c(2:n-1,:) = spdiags ([[ldg(:);0], dg, [0; udg(:)]], |
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206 [-1, 0, 1], n-2, n-2) \ g; |
5824 | 207 |
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208 endif |
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209 |
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210 c(1,:) = c(2,:) + h(1) / h(2) * (c(2,:) - c(3,:)); |
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211 c(n,:) = c(n-1,:) + h(n-1) / h(n-2) * (c(n-1,:) - c(n-2,:)); |
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212 b = diff (a) ./ h(1:n-1, idx) ... |
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213 - h(1:n-1, idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:)); |
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214 d = diff (c) ./ (3 * h(1:n-1, idx)); |
5824 | 215 |
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216 d = d(1:n-1,:);d = d.'(:); |
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217 c = c(1:n-1,:);c = c.'(:); |
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218 b = b(1:n-1,:);b = b.'(:); |
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219 a = a(1:n-1,:);a = a.'(:); |
5824 | 220 endif |
221 | |
222 endif | |
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223 ret = mkpp (x, cat (2, d, c, b, a), szy(1:end-1)); |
5824 | 224 |
225 if (nargin == 3) | |
226 ret = ppval (ret, xi); | |
227 endif | |
228 | |
229 endfunction | |
230 | |
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231 |
5824 | 232 %!demo |
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233 %! x = 0:10; y = sin (x); |
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234 %! xspline = 0:0.1:10; yspline = spline (x,y,xspline); |
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235 %! title ("spline fit to points from sin (x)"); |
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236 %! plot (xspline,sin(xspline),"r", xspline,yspline,"g-", x,y,"b+"); |
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237 %! legend ("original", "interpolation", "interpolation points"); |
5824 | 238 %! %-------------------------------------------------------- |
239 %! % confirm that interpolated function matches the original | |
240 | |
6686 | 241 %!shared x,y,abserr |
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242 %! x = [0:10]; y = sin (x); abserr = 1e-14; |
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243 %!assert (spline (x,y,x), y, abserr) |
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244 %!assert (spline (x,y,x'), y', abserr) |
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245 %!assert (spline (x',y',x'), y', abserr) |
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246 %!assert (spline (x',y',x), y, abserr) |
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247 %!assert (isempty (spline (x',y',[]))) |
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248 %!assert (isempty (spline (x,y,[]))) |
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249 %!assert (spline (x,[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr) |
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250 %!assert (spline (x,[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr) |
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251 %!assert (spline (x',[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr) |
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252 %!assert (spline (x',[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr) |
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253 %! y = cos (x) + i*sin (x); |
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254 %!assert (spline (x,y,x), y, abserr) |
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255 %!assert (real (spline (x,y,x)), real (y), abserr) |
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256 %!assert (real (spline (x,y,x.')), real (y).', abserr) |
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257 %!assert (real (spline (x.',y.',x.')), real (y).', abserr) |
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258 %!assert (real (spline (x.',y,x)), real (y), abserr) |
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259 %!assert (imag (spline (x,y,x)), imag (y), abserr) |
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260 %!assert (imag (spline (x,y,x.')), imag (y).', abserr) |
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261 %!assert (imag (spline (x.',y.',x.')), imag (y).', abserr) |
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262 %!assert (imag (spline (x.',y,x)), imag (y), abserr) |
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263 %!test |
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264 %! xnan = 5; |
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265 %! y(x==xnan) = NaN; |
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266 %! ok = ! isnan (y); |
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267 %! assert (spline (x, y, x(ok)), y(ok), abserr); |
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268 %!test |
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269 %! ok = ! isnan (y); |
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270 %! assert (! isnan (spline (x, y, x(!ok)))); |
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271 %!test |
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272 %! x = [1,2]; |
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273 %! y = [1,4]; |
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274 %! assert (spline (x,y,x), [1,4], abserr); |
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275 %!test |
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276 %! x = [2,1]; |
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277 %! y = [1,4]; |
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278 %! assert (spline (x,y,x), [1,4], abserr); |
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279 %!test |
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280 %! x = [1,2]; |
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281 %! y = [1,2,3,4]; |
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282 %! pp = spline (x,y); |
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283 %! [x,P] = unmkpp (pp); |
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284 %! assert (P, [3,-3,1,2], abserr); |
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285 %!test |
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286 %! x = [2,1]; |
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287 %! y = [1,2,3,4]; |
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288 %! pp = spline (x,y); |
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289 %! pp2 = spline (x', y'); |
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290 %! [x,P] = unmkpp (pp); |
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291 %! assert (P, [7,-9,1,3], abserr); |
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292 %! assert (pp2, pp); |
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293 %!test |
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294 %! x = [0,1,2]; |
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295 %! y = [0,0,1,0,0]; |
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296 %! pp = spline (x,y); |
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297 %! pp2 = spline (x', y'); |
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298 %! [x,P] = unmkpp (pp); |
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299 %! assert (P, [-2,3,0,0;2,-3,0,1], abserr); |
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300 %! assert (pp2, pp); |
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301 %!test |
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302 %! x = [0,1,2,3]; |
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303 %! y = [0,0,1,1,0,0]; |
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304 %! pp = spline (x,y); |
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305 %! pp2 = spline (x', y'); |
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306 %! [x,P] = unmkpp (pp); |
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307 %! assert (P, [-1,2,0,0;0,-1,1,1;1,-1,-1,1], abserr); |
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308 %! assert (pp2, pp); |
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309 |