view scripts/general/interp1.m @ 5837:55404f3b0da1

[project @ 2006-06-01 19:05:31 by jwe]
author jwe
date Thu, 01 Jun 2006 19:05:32 +0000
parents
children 376e02b2ce70
line wrap: on
line source

## Copyright (C) 2000 Paul Kienzle
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, write to the Free
## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
## 02110-1301, USA.

## -*- texinfo -*-
## @deftypefn {Function File} {@var{yi} =} interp1 (@var{x}, @var{y}, @var{xi})
## @deftypefnx {Function File} {@var{yi} =} interp1 (@dots{}, @var{method})
## @deftypefnx {Function File} {@var{yi} =} interp1 (@dots{}, @var{extrap})
## @deftypefnx {Function File} {@var{pp} =} interp1 (@dots{}, 'pp')
##
## One-dimensional interpolation. Interpolate @var{y}, defined at the
## points @var{x}, at the points @var{xi}. The sample points @var{x} 
## must be strictly monotonic. If @var{y} is an array, treat the columns
## of @var{y} seperately.
##
## Method is one of:
##
## @table @asis
## @item 'nearest'
## Return the nearest neighbour.
## @item 'linear'
## Linear interpolation from nearest neighbours
## @item 'pchip'
## Piece-wise cubic hermite interpolating polynomial
## @item 'cubic'
## Cubic interpolation from four nearest neighbours
## @item 'spline'
## Cubic spline interpolation--smooth first and second derivatives
## throughout the curve
## @end table
##
## Appending '*' to the start of the above method forces @code{interp1}
## to assume that @var{x} is uniformly spaced, and only @code{@var{x}
## (1)} and @code{@var{x} (2)} are referenced. This is usually faster,
## and is never slower. The default method is 'linear'.
##
## If @var{extrap} is the string 'extrap', then extrapolate values beyond
## the endpoints.  If @var{extrap} is a number, replace values beyond the
## endpoints with that number.  If @var{extrap} is missing, assume NaN.
##
## If the string argument 'pp' is specified, then @var{xi} should not be
## supplied and @code{interp1} returns the piece-wise polynomial that
## can later be used with @code{ppval} to evaluate the interpolation.
## There is an equivalence, such that @code{ppval (interp1 (@var{x},
## @var{y}, @var{method}, 'pp'), @var{xi}) == interp1 (@var{x}, @var{y},
## @var{xi}, @var{method}, 'extrap')}.
##
## An example of the use of @code{interp1} is
##
## @example
## @group
##    xf=[0:0.05:10]; yf = sin(2*pi*xf/5);
##    xp=[0:10];      yp = sin(2*pi*xp/5);
##    lin=interp1(xp,yp,xf);
##    spl=interp1(xp,yp,xf,'spline');
##    cub=interp1(xp,yp,xf,'cubic');
##    near=interp1(xp,yp,xf,'nearest');
##    plot(xf,yf,';original;',xf,lin,';linear;',xf,spl,';spline;',...
##         xf,cub,';cubic;',xf,near,';nearest;',xp,yp,'*;;');
## @end group
## @end example
##
## @seealso{interpft}
## @end deftypefn

## 2000-03-25 Paul Kienzle
##    added 'nearest' as suggested by Kai Habel
## 2000-07-17 Paul Kienzle
##    added '*' methods and matrix y
##    check for proper table lengths
## 2002-01-23 Paul Kienzle
##    fixed extrapolation

function yi = interp1(x, y, varargin)

  if ( nargin < 3 || nargin > 6)
    print_usage ();
  endif

  method = "linear";
  extrap = NaN;
  xi = [];
  pp = false;
  firstnumeric = true;

  if (nargin > 2)
    for i = 1:length(varargin)
      arg = varargin{i};
      if (ischar(arg))
	arg = tolower (arg);
	if (strcmp("extrap",arg))
	  extrap = "extrap";
	elseif (strcmp("pp",arg))
	  pp = true;
	else
	  method = arg;
	endif
      else
	if (firstnumeric)
	  xi = arg;
	  firstnumeric = false;
	else
	  extrap = arg;
	endif
      endif
    endfor
  endif

  ## reshape matrices for convenience
  x = x(:);
  nx = size(x,1);
  if (isvector(y) && size (y, 1) == 1)
    y = y (:);
  endif
  ndy = ndims (y);
  szy = size(y);
  ny = szy(1);
  nc = prod (szy(2:end));
  y = reshape (y, ny, nc);
  szx = size(xi);
  xi = xi(:);

  ## determine sizes
  if (nx < 2 || ny < 2)
     error ("interp1: table too short");
  endif

  ## determine which values are out of range and set them to extrap,
  ## unless extrap=="extrap" in which case, extrapolate them like we
  ## should be doing in the first place.
  minx = x(1);
  if (method(1) == "*")
     dx = x(2) - x(1);
     maxx = minx + (ny-1)*dx;
  else
     maxx = x(nx);
  endif
  if (!pp)
    if ischar(extrap) && strcmp(extrap,"extrap")
      range=1:size(xi,1);
      yi = zeros(size(xi,1), size(y,2));
    else
      range = find(xi >= minx & xi <= maxx);
      yi = extrap*ones(size(xi,1), size(y,2));
      if isempty(range), 
	if (!isvector(y) && length(szx) == 2 && (szx(1) == 1 || szx(2) == 1))
	  if (szx(1) == 1)
	    yi = reshape (yi, [szx(2), szy(2:end)]);
	  else
	    yi = reshape (yi, [szx(1), szy(2:end)]);
	  endif
	else
	  yi = reshape (yi, [szx, szy(2:end)]);
        endif
        return; 
      endif
      xi = xi(range);
    endif
  endif

  if strcmp(method, "nearest")
    if (pp)
      yi = mkpp ([x(1);(x(1:end-1)+x(2:end))/2;x(end)],y,szy(2:end));
    else
      idx = lookup(0.5*(x(1:nx-1)+x(2:nx)), xi)+1;
      yi(range,:) = y(idx,:);
    endif
  elseif strcmp(method, "*nearest")
    if (pp)
      yi = mkpp ([minx; minx + [0.5:(ny-1)]'*dx; maxx],y,szy(2:end));
    else
      idx = max(1,min(ny,floor((xi-minx)/dx+1.5)));
      yi(range,:) = y(idx,:);
    endif
  elseif strcmp(method, "linear")
    dy = y(2:ny,:) - y(1:ny-1,:);
    dx = x(2:nx) - x(1:nx-1);
    if (pp)
      yi = mkpp(x, [dy./dx, y(1:end-1)],szy(2:end));
    else
      ## find the interval containing the test point
      idx = lookup (x(2:nx-1), xi)+1; 
				# 2:n-1 so that anything beyond the ends
				# gets dumped into an interval
      ## use the endpoints of the interval to define a line
      s = (xi - x(idx))./dx(idx);
      yi(range,:) = s(:,ones(1,nc)).*dy(idx,:) + y(idx,:);
    endif
  elseif strcmp(method, "*linear")
    if (pp)
      dy = [y(2:ny,:) - y(1:ny-1,:)];
      yi = mkpp (minx + [0:ny-1]*dx, [dy ./ dx, y(1:end-1)], szy(2:end));
    else
      ## find the interval containing the test point
      t = (xi - minx)/dx + 1;
      idx = max(1,min(ny,floor(t)));

      ## use the endpoints of the interval to define a line
      dy = [y(2:ny,:) - y(1:ny-1,:); y(ny,:) - y(ny-1,:)];
      s = t - idx;
      yi(range,:) = s(:,ones(1,nc)).*dy(idx,:) + y(idx,:); 
    endif
  elseif strcmp(method, "pchip") || strcmp(method, "*pchip")
    if (nx == 2 || method(1) == "*") 
      x = linspace(minx, maxx, ny); 
    endif
    ## Note that pchip's arguments are transposed relative to interp1
    if (pp)
      yi = pchip(x.', y.');
      yi.d = szy(2:end);
    else
      yi(range,:) = pchip(x.', y.', xi.').';
    endif

  elseif strcmp(method, "cubic") || (strcmp(method, "*cubic") && pp)
    ## FIXME Is there a better way to treat pp return return and *cubic
    if (method(1) == "*") 
      x = linspace(minx, maxx, ny).'; 
      nx = ny;
    endif

    if (nx < 4 || ny < 4)
      error ("interp1: table too short");
    endif
    idx = lookup(x(3:nx-2), xi) + 1;

    ## Construct cubic equations for each interval using divided
    ## differences (computation of c and d don't use divided differences
    ## but instead solve 2 equations for 2 unknowns). Perhaps
    ## reformulating this as a lagrange polynomial would be more efficient.
    i=1:nx-3;
    J = ones(1,nc);
    dx = diff(x);
    dx2 = x(i+1).^2 - x(i).^2;
    dx3 = x(i+1).^3 - x(i).^3;
    a=diff(y,3)./dx(i,J).^3/6;
    b=(diff(y(1:nx-1,:),2)./dx(i,J).^2 - 6*a.*x(i+1,J))/2;
    c=(diff(y(1:nx-2,:),1) - a.*dx3(:,J) - b.*dx2(:,J))./dx(i,J);
    d=y(i,:) - ((a.*x(i,J) + b).*x(i,J) + c).*x(i,J);

    if (pp)
      xs = [x(1);x(3:nx-2)];
      yi = mkpp ([x(1);x(3:nx-2);x(nx)], 
		 [a(:), (b(:) + 3.*xs(:,J).*a(:)), ... 
		  (c(:) + 2.*xs(:,J).*b(:) + 3.*xs(:,J)(:).^2.*a(:)), ...
		  (d(:) + xs(:,J).*c(:) + xs(:,J).^2.*b(:) + ...
		   xs(:,J).^3.*a(:))], szy(2:end));
    else
      yi(range,:) = ((a(idx,:).*xi(:,J) + b(idx,:)).*xi(:,J) ...
		     + c(idx,:)).*xi(:,J) + d(idx,:);
    endif
  elseif strcmp(method, "*cubic")
    if (nx < 4 || ny < 4)
      error ("interp1: table too short");
    endif

    ## From: Miloje Makivic 
    ## http://www.npac.syr.edu/projects/nasa/MILOJE/final/node36.html
    t = (xi - minx)/dx + 1;
    idx = max(min(floor(t), ny-2), 2);
    t = t - idx;
    t2 = t.*t;
    tp = 1 - 0.5*t;
    a = (1 - t2).*tp;
    b = (t2 + t).*tp;
    c = (t2 - t).*tp/3;
    d = (t2 - 1).*t/6;
    J = ones(1,nc);

    yi(range,:) = a(:,J) .* y(idx,:) + b(:,J) .* y(idx+1,:) ...
		  + c(:,J) .* y(idx-1,:) + d(:,J) .* y(idx+2,:);

  elseif strcmp(method, "spline") || strcmp(method, "*spline")
    if (nx == 2 || method(1) == "*") 
      x = linspace(minx, maxx, ny); 
    endif
    ## Note that spline's arguments are transposed relative to interp1
    if (pp)
      yi = spline(x.', y.');
      yi.d = szy(2:end);
    else
      yi(range,:) = spline(x.', y.', xi.').';
    endif
  else
    error(["interp1 doesn't understand method '", method, "'"]);
  endif

  if (!pp)
    if (!isvector(y) && length(szx) == 2 && (szx(1) == 1 || szx(2) == 1))
      if (szx(1) == 1)
	yi = reshape (yi, [szx(2), szy(2:end)]);
      else
	yi = reshape (yi, [szx(1), szy(2:end)]);
      endif
    else
      yi = reshape (yi, [szx, szy(2:end)]);
    endif
  endif

endfunction

%!demo
%! xf=0:0.05:10; yf = sin(2*pi*xf/5);
%! xp=0:10;      yp = sin(2*pi*xp/5);
%! lin=interp1(xp,yp,xf,"linear");
%! spl=interp1(xp,yp,xf,"spline");
%! cub=interp1(xp,yp,xf,"pchip");
%! near=interp1(xp,yp,xf,"nearest");
%! plot(xf,yf,";original;",xf,near,";nearest;",xf,lin,";linear;",...
%!      xf,cub,";pchip;",xf,spl,";spline;",xp,yp,"*;;");
%! %--------------------------------------------------------
%! % confirm that interpolated function matches the original

%!demo
%! xf=0:0.05:10; yf = sin(2*pi*xf/5);
%! xp=0:10;      yp = sin(2*pi*xp/5);
%! lin=interp1(xp,yp,xf,"*linear");
%! spl=interp1(xp,yp,xf,"*spline");
%! cub=interp1(xp,yp,xf,"*cubic");
%! near=interp1(xp,yp,xf,"*nearest");
%! plot(xf,yf,";*original;",xf,near,";*nearest;",xf,lin,";*linear;",...
%!      xf,cub,";*cubic;",xf,spl,";*spline;",xp,yp,"*;;");
%! %--------------------------------------------------------
%! % confirm that interpolated function matches the original

%!shared xp, yp, xi, style
%! xp=0:5;      yp = sin(2*pi*xp/5);
%! xi = sort([-1, max(xp)*rand(1,6), max(xp)+1]);

%!test style = "nearest";
%!assert (interp1(xp, yp, [min(xp)-1, max(xp)+1]), [NaN, NaN]);
%!assert (interp1(xp,yp,xp,style), yp, 100*eps);
%!assert (interp1(xp,yp,xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp,style), yp, 100*eps);
%!assert (isempty(interp1(xp',yp',[],style)));
%!assert (isempty(interp1(xp,yp,[],style)));
%!assert (interp1(xp,[yp',yp'],xi(:),style),...
%!	  [interp1(xp,yp,xi(:),style),interp1(xp,yp,xi(:),style)]);
%!assert (interp1(xp,[yp',yp'],xi,style),
%!	  interp1(xp,[yp',yp'],xi,["*",style]));

%!test style = "linear";
%!assert (interp1(xp, yp, [-1, max(xp)+1]), [NaN, NaN]);
%!assert (interp1(xp,yp,xp,style), yp, 100*eps);
%!assert (interp1(xp,yp,xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp,style), yp, 100*eps);
%!assert (isempty(interp1(xp',yp',[],style)));
%!assert (isempty(interp1(xp,yp,[],style)));
%!assert (interp1(xp,[yp',yp'],xi(:),style),...
%!	  [interp1(xp,yp,xi(:),style),interp1(xp,yp,xi(:),style)]);
%!assert (interp1(xp,[yp',yp'],xi,style),
%!	  interp1(xp,[yp',yp'],xi,["*",style]),100*eps);

%!test style = "cubic";
%!assert (interp1(xp, yp, [-1, max(xp)+1]), [NaN, NaN]);
%!assert (interp1(xp,yp,xp,style), yp, 100*eps);
%!assert (interp1(xp,yp,xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp,style), yp, 100*eps);
%!assert (isempty(interp1(xp',yp',[],style)));
%!assert (isempty(interp1(xp,yp,[],style)));
%!assert (interp1(xp,[yp',yp'],xi(:),style),...
%!	  [interp1(xp,yp,xi(:),style),interp1(xp,yp,xi(:),style)]);
%!assert (interp1(xp,[yp',yp'],xi,style),
%!	  interp1(xp,[yp',yp'],xi,["*",style]),1000*eps);

%!test style = "spline";
%!assert (interp1(xp, yp, [-1, max(xp) + 1]), [NaN, NaN]);
%!assert (interp1(xp,yp,xp,style), yp, 100*eps);
%!assert (interp1(xp,yp,xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp',style), yp', 100*eps);
%!assert (interp1(xp',yp',xp,style), yp, 100*eps);
%!assert (isempty(interp1(xp',yp',[],style)));
%!assert (isempty(interp1(xp,yp,[],style)));
%!assert (interp1(xp,[yp',yp'],xi(:),style),...
%!	  [interp1(xp,yp,xi(:),style),interp1(xp,yp,xi(:),style)]);
%!assert (interp1(xp,[yp',yp'],xi,style),
%!	  interp1(xp,[yp',yp'],xi,["*",style]),10*eps);

%!# test linear extrapolation
%!assert (interp1([1:5],[3:2:11],[0,6],"linear","extrap"), [1, 13], eps);
%!assert (interp1(xp, yp, [-1, max(xp)+1],"linear",5), [5, 5]);

%!error interp1
%!error interp1(1:2,1:2,1,"bogus")

%!error interp1(1,1,1, "nearest");
%!assert (interp1(1:2,1:2,1.4,"nearest"),1);
%!error interp1(1,1,1, "linear");
%!assert (interp1(1:2,1:2,1.4,"linear"),1.4);
%!error interp1(1:3,1:3,1, "cubic");
%!assert (interp1(1:4,1:4,1.4,"cubic"),1.4);
%!error interp1(1:2,1:2,1, "spline");
%!assert (interp1(1:3,1:3,1.4,"spline"),1.4);

%!error interp1(1,1,1, "*nearest");
%!assert (interp1(1:2:4,1:2:4,1.4,"*nearest"),1);
%!error interp1(1,1,1, "*linear");
%!assert (interp1(1:2:4,1:2:4,[0,1,1.4,3,4],"*linear"),[NaN,1,1.4,3,NaN]);
%!error interp1(1:3,1:3,1, "*cubic");
%!assert (interp1(1:2:8,1:2:8,1.4,"*cubic"),1.4);
%!error interp1(1:2,1:2,1, "*spline");
%!assert (interp1(1:2:6,1:2:6,1.4,"*spline"),1.4);

%!assert (ppval(interp1(xp,yp,"nearest","pp"),xi),
%!	  interp1(xp,yp,xi,"nearest","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"linear","pp"),xi),
%!	  interp1(xp,yp,xi,"linear","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"cubic","pp"),xi),
%!	  interp1(xp,yp,xi,"cubic","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"pchip","pp"),xi),
%!	  interp1(xp,yp,xi,"pchip","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"spline","pp"),xi),
%!	  interp1(xp,yp,xi,"spline","extrap"),10*eps);

%!assert (ppval(interp1(xp,yp,"*nearest","pp"),xi),
%!	  interp1(xp,yp,xi,"*nearest","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"*linear","pp"),xi),
%!	  interp1(xp,yp,xi,"*linear","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"*cubic","pp"),xi),
%!	  interp1(xp,yp,xi,"*cubic","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"*pchip","pp"),xi),
%!	  interp1(xp,yp,xi,"*pchip","extrap"),10*eps);
%!assert (ppval(interp1(xp,yp,"*spline","pp"),xi),
%!	  interp1(xp,yp,xi,"*spline","extrap"),10*eps);