view doc/interpreter/interp.txi @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents fd0a3ac60b0e
children c3fd61c59e9c
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@c Copyright (C) 2007-2012 John W. Eaton
@c
@c This file is part of Octave.
@c
@c Octave is free software; you can redistribute it and/or modify it
@c under the terms of the GNU General Public License as published by the
@c Free Software Foundation; either version 3 of the License, or (at
@c your option) any later version.
@c 
@c Octave is distributed in the hope that it will be useful, but WITHOUT
@c ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
@c FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
@c for more details.
@c 
@c You should have received a copy of the GNU General Public License
@c along with Octave; see the file COPYING.  If not, see
@c <http://www.gnu.org/licenses/>.

@node Interpolation
@chapter Interpolation

@menu
* One-dimensional Interpolation::
* Multi-dimensional Interpolation::
@end menu

@node One-dimensional Interpolation
@section One-dimensional Interpolation

Octave supports several methods for one-dimensional interpolation, most
of which are described in this section.  @ref{Polynomial Interpolation}
and @ref{Interpolation on Scattered Data} describe further methods.

@DOCSTRING(interp1)

There are some important differences between the various interpolation
methods.  The 'spline' method enforces that both the first and second
derivatives of the interpolated values have a continuous derivative,
whereas the other methods do not.  This means that the results of the
'spline' method are generally smoother.  If the function to be
interpolated is in fact smooth, then 'spline' will give excellent
results.  However, if the function to be evaluated is in some manner
discontinuous, then 'pchip' interpolation might give better results.

This can be demonstrated by the code

@example
@group
t = -2:2;
dt = 1;
ti =-2:0.025:2;
dti = 0.025;
y = sign(t);
ys = interp1(t,y,ti,'spline');
yp = interp1(t,y,ti,'pchip');
ddys = diff(diff(ys)./dti)./dti;
ddyp = diff(diff(yp)./dti)./dti;
figure(1);
plot (ti, ys,'r-', ti, yp,'g-');
legend('spline','pchip',4);
figure(2);
plot (ti, ddys,'r+', ti, ddyp,'g*');
legend('spline','pchip');
@end group
@end example

@ifnotinfo
@noindent
The result of which can be seen in @ref{fig:interpderiv1} and
@ref{fig:interpderiv2}.

@float Figure,fig:interpderiv1
@center @image{interpderiv1,4in}
@caption{Comparison of 'pchip' and 'spline' interpolation methods for a 
step function}
@end float

@float Figure,fig:interpderiv2
@center @image{interpderiv2,4in}
@caption{Comparison of the second derivative of the 'pchip' and 'spline' 
interpolation methods for a step function}
@end float
@end ifnotinfo

A simplified version of @code{interp1} that performs only linear
interpolation is available in @code{interp1q}.  This argument is slightly
faster than @code{interp1} as to performs little error checking.

@DOCSTRING(interp1q)

Fourier interpolation, is a resampling technique where a signal is
converted to the frequency domain, padded with zeros and then
reconverted to the time domain.

@DOCSTRING(interpft)

There are two significant limitations on Fourier interpolation.  Firstly,
the function signal is assumed to be periodic, and so non-periodic
signals will be poorly represented at the edges.  Secondly, both the
signal and its interpolation are required to be sampled at equispaced
points.  An example of the use of @code{interpft} is

@example
@group
t = 0 : 0.3 : pi; dt = t(2)-t(1);
n = length (t); k = 100;
ti = t(1) + [0 : k-1]*dt*n/k;
y = sin (4*t + 0.3) .* cos (3*t - 0.1);
yp = sin (4*ti + 0.3) .* cos (3*ti - 0.1);
plot (ti, yp, 'g', ti, interp1(t, y, ti, 'spline'), 'b', ...
      ti, interpft (y, k), 'c', t, y, 'r+');
legend ('sin(4t+0.3)cos(3t-0.1','spline','interpft','data');
@end group
@end example

@noindent
@ifinfo
which demonstrates the poor behavior of Fourier interpolation for non-periodic
functions.
@end ifinfo
@ifnotinfo
which demonstrates the poor behavior of Fourier interpolation for non-periodic
functions, as can be seen in @ref{fig:interpft}.

@float Figure,fig:interpft
@center @image{interpft,4in}
@caption{Comparison of @code{interp1} and @code{interpft} for non-periodic data}
@end float
@end ifnotinfo

In additional the support function @code{spline} and @code{lookup} that
underlie the @code{interp1} function can be called directly.
@ref{Finding Elements and Checking Conditions}

@DOCSTRING(spline)

@node Multi-dimensional Interpolation
@section Multi-dimensional Interpolation

There are three multi-dimensional interpolation functions in Octave, with
similar capabilities.  Methods using Delaunay tessellation are described
in @ref{Interpolation on Scattered Data}.

@DOCSTRING(interp2)

@DOCSTRING(interp3)

@DOCSTRING(interpn)

A significant difference between @code{interpn} and the other two
multi-dimensional interpolation functions is the fashion in which the
dimensions are treated.  For @code{interp2} and @code{interp3}, the 'y'
axis is considered to be the columns of the matrix, whereas the 'x'
axis corresponds to the rows of the array.  As Octave indexes arrays in
column major order, the first dimension of any array is the columns, and
so @code{interpn} effectively reverses the 'x' and 'y' dimensions. 
Consider the example,

@example
@group
x = y = z = -1:1;
f = @@(x,y,z) x.^2 - y - z.^2;
[xx, yy, zz] = meshgrid (x, y, z);
v = f (xx,yy,zz);
xi = yi = zi = -1:0.1:1;
[xxi, yyi, zzi] = meshgrid (xi, yi, zi);
vi = interp3(x, y, z, v, xxi, yyi, zzi, 'spline');
[xxi, yyi, zzi] = ndgrid (xi, yi, zi);
vi2 = interpn(x, y, z, v, xxi, yyi, zzi, 'spline');
mesh (zi, yi, squeeze (vi2(1,:,:)));
@end group
@end example

@noindent
where @code{vi} and @code{vi2} are identical.  The reversal of the
dimensions is treated in the @code{meshgrid} and @code{ndgrid} functions
respectively.
@ifnotinfo
The result of this code can be seen in @ref{fig:interpn}.

@float Figure,fig:interpn
@center @image{interpn,4in}
@caption{Demonstration of the use of @code{interpn}}
@end float
@end ifnotinfo

In additional the support function @code{bicubic} that underlies the
cubic interpolation of @code{interp2} function can be called directly.

@DOCSTRING(bicubic)