view scripts/general/interp2.m @ 8920:eb63fbe60fab

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author John W. Eaton <jwe@octave.org>
date Sat, 07 Mar 2009 10:41:27 -0500
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## Copyright (C) 2000, 2006, 2007, 2008 Kai Habel
## Copyright (C) 2009 Jaroslav Hajek
##
## 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 3 of the License, 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, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {@var{zi}=} interp2 (@var{x}, @var{y}, @var{z}, @var{xi}, @var{yi})
## @deftypefnx {Function File} {@var{zi}=} interp2 (@var{Z}, @var{xi}, @var{yi})
## @deftypefnx {Function File} {@var{zi}=} interp2 (@var{Z}, @var{n})
## @deftypefnx {Function File} {@var{zi}=} interp2 (@dots{}, @var{method})
## @deftypefnx {Function File} {@var{zi}=} interp2 (@dots{}, @var{method}, @var{extrapval})
##
## Two-dimensional interpolation. @var{x}, @var{y} and @var{z} describe a
## surface function. If @var{x} and @var{y} are vectors their length
## must correspondent to the size of @var{z}. @var{x} and @var{y} must be
## monotonic. If they are matrices they  must have the @code{meshgrid} 
## format. 
##
## @table @code
## @item interp2 (@var{x}, @var{y}, @var{Z}, @var{xi}, @var{yi}, @dots{}) 
## Returns a matrix corresponding to the points described by the
## matrices @var{xi}, @var{yi}.  
##
## If the last argument is a string, the interpolation method can
## be specified. The method can be 'linear', 'nearest' or 'cubic'.
## If it is omitted 'linear' interpolation  is assumed.
##
## @item  interp2 (@var{z}, @var{xi}, @var{yi})
## Assumes @code{@var{x} = 1:rows (@var{z})} and @code{@var{y} = 
## 1:columns (@var{z})}
## 
## @item interp2 (@var{z}, @var{n}) 
## Interleaves the matrix @var{z} n-times. If @var{n} is omitted a value
## of @code{@var{n} = 1} is assumed.
## @end table
##
## The variable @var{method} defines the method to use for the
## interpolation. It can take one of the following values 
##
## @table @asis
## @item 'nearest'
## Return the nearest neighbor.
## @item 'linear'
## Linear interpolation from nearest neighbors.
## @item 'pchip'
## Piece-wise cubic hermite interpolating polynomial (not implemented yet).
## @item 'cubic'
## Cubic interpolation from four nearest neighbors.
## @item 'spline'
## Cubic spline interpolation--smooth first and second derivatives
## throughout the curve.
## @end table
##
## If a scalar value @var{extrapval} is defined as the final value, then
## values outside the mesh as set to this value. Note that in this case 
## @var{method} must be defined as well. If @var{extrapval} is not
## defined then NA is assumed. 
##
## @seealso{interp1}
## @end deftypefn

## Author:	Kai Habel <kai.habel@gmx.de>
## 2005-03-02 Thomas Weber <weber@num.uni-sb.de> 
##     * Add test cases
## 2005-03-02 Paul Kienzle <pkienzle@users.sf.net>
##     * Simplify
## 2005-04-23 Dmitri A. Sergatskov <dasergatskov@gmail.com>
##     * Modified demo and test for new gnuplot interface
## 2005-09-07 Hoxide <hoxide_dirac@yahoo.com.cn>
##     * Add bicubic interpolation method
##     * Fix the eat line bug when the last element of XI or YI is
##       negative or zero.
## 2005-11-26 Pierre Baldensperger <balden@libertysurf.fr>
##     * Rather big modification (XI,YI no longer need to be
##       "meshgridded") to be consistent with the help message
##       above and for compatibility.

function ZI = interp2 (varargin)
  Z = X = Y = XI = YI = n = [];
  method = "linear";
  extrapval = NA;

  switch (nargin)
    case 1
      Z = varargin{1};
    case 2
      if (ischar (varargin{2}))
	[Z, method] = deal (varargin{:});
      else
	[Z, n] = deal (varargin{:});
      endif
    case 3
      if (ischar (varargin{3}))
	[Z, n, method] = deal (varargin{:});
      else
	[Z, XI, YI] = deal (varargin{:});
      endif
    case 4
      if (ischar (varargin{4}))
	[Z, XI, YI, method] = deal (varargin{:});
      else
	[Z, n, method, extrapval] = deal (varargin{:});
      endif
    case 5
      if (ischar (varargin{4}))
	[Z, XI, YI, method, extrapval] = deal (varargin{:});
      else
	[X, Y, Z, XI, YI] = deal (varargin{:});
      endif
    case 6 
	[X, Y, Z, XI, YI, method] = deal (varargin{:});
    case 7
	[X, Y, Z, XI, YI, method, extrapval] = deal (varargin{:});
    otherwise
      print_usage ();
  endswitch

  ## Type checking.
  if (!ismatrix (Z))
    error ("interp2 expected matrix Z"); 
  endif
  if (!isempty (n) && !isscalar (n))
    error ("interp2 expected scalar n"); 
  endif
  if (!ischar (method))
    error ("interp2 expected string 'method'"); 
  endif
  if (ischar (extrapval) || strcmp (extrapval, "extrap"))
    extrapval = [];
  elseif (!isscalar (extrapval))
    error ("interp2 expected n extrapval");
  endif

  ## Define X, Y, XI, YI if needed
  [zr, zc] = size (Z);
  if (isempty (X))
    X = 1:zc; 
    Y = 1:zr;
  endif
  if (! isnumeric (X) || ! isnumeric (Y))
    error ("interp2 expected numeric X, Y"); 
  endif
  if (! isempty (n))
    p = 2^n; 
    XI = (p:p*zc)/p; 
    YI = (p:p*zr)'/p; 
  endif
  if (! isnumeric (XI) || ! isnumeric (YI))
    error ("interp2 expected numeric XI, YI"); 
  endif


  if (strcmp (method, "linear") || strcmp (method, "nearest") ...
      || strcmp (method, "pchip"))

    ## If X and Y vectors produce a grid from them
    if (isvector (X) && isvector (Y))
      X = X(:); Y = Y(:);
    elseif (size_equal (X, Y))
      X = X(1,:)'; Y = Y(:,1);
    else
      error ("X and Y must be matrices of same size");
    endif
    if (columns (Z) != length (X) || rows (Z) != length (Y))
      error ("X and Y size must match Z dimensions");
    endif

    ## If Xi and Yi are vectors of different orientation build a grid
    if ((rows (XI) == 1 && columns (YI) == 1)
	|| (columns (XI) == 1 && rows (YI) == 1))
      [XI, YI] = meshgrid (XI, YI);
    elseif (! size_equal (XI, YI))
      error ("XI and YI must be matrices of same size");
    endif

    ## if XI, YI are vectors, X and Y should share their orientation.
    if (rows (XI) == 1)
      if (rows (X) != 1)
        X = X.';
      endif
      if (rows (Y) != 1)
        Y = Y.';
      endif
    elseif (columns (XI) == 1)
      if (columns (X) != 1)
        X = X.';
      endif
      if (columns (Y) != 1)
        Y = Y.';
      endif
    endif

    xidx = lookup (X, XI, "lr");
    yidx = lookup (Y, YI, "lr");

    if (strcmp (method, "linear"))
      ## each quad satisfies the equation z(x,y)=a+b*x+c*y+d*xy
      ##
      ## a-b
      ## | |
      ## c-d
      a = Z(1:(zr - 1), 1:(zc - 1));
      b = Z(1:(zr - 1), 2:zc) - a;
      c = Z(2:zr, 1:(zc - 1)) - a;
      d = Z(2:zr, 2:zc) - a - b - c;

      idx = sub2ind (size (a), yidx, xidx);

      ## scale XI, YI values to a 1-spaced grid
      Xsc = (XI - X(xidx)) ./ (X(xidx + 1) - X(xidx));
      Ysc = (YI - Y(yidx)) ./ (Y(yidx + 1) - Y(yidx));

      ## apply plane equation
      ZI = a(idx) + b(idx).*Xsc + c(idx).*Ysc + d(idx).*Xsc.*Ysc;

    elseif (strcmp (method, "nearest"))
      ii = (XI - X(xidx) > X(xidx + 1) - XI);
      jj = (YI - Y(yidx) > Y(yidx + 1) - YI);
      idx = sub2ind (size (Z), yidx+jj, xidx+ii);
      ZI = Z(idx);

    elseif (strcmp (method, "pchip"))

      if (length (X) < 2 || length (Y) < 2)
	error ("interp2: pchip2 requires at least 2 points in each dimension")
      endif

      ## first order derivatives
      DX = __pchip_deriv__ (X, Z, 2);
      DY = __pchip_deriv__ (Y, Z, 1);
      ## Compute mixed derivatives row-wise and column-wise, use the average.
      DXY = (__pchip_deriv__ (X, DY, 2) + __pchip_deriv__ (Y, DX, 1))/2;
      
      ## do the bicubic interpolation
      hx = diff (X); hx = hx(xidx);
      hy = diff (Y); hy = hy(yidx);

      tx = (XI - X(xidx)) ./ hx;
      ty = (YI - Y(yidx)) ./ hy;

      ## construct the cubic hermite base functions in x, y

      ## formulas:
      ## b{1,1} =    ( 2*t.^3 - 3*t.^2     + 1);
      ## b{2,1} = h.*(   t.^3 - 2*t.^2 + t    );
      ## b{1,2} =    (-2*t.^3 + 3*t.^2        );
      ## b{2,2} = h.*(   t.^3 -   t.^2        );

      ## optimized equivalents of the above:
      t1 = tx.^2;
      t2 = tx.*t1 - t1;
      xb{2,2} = hx.*t2;
      t1 = t2 - t1;
      xb{2,1} = hx.*(t1 + tx);
      t2 += t1;
      xb{1,2} = -t2;
      xb{1,1} = t2 + 1;

      t1 = ty.^2;
      t2 = ty.*t1 - t1;
      yb{2,2} = hy.*t2;
      t1 = t2 - t1;
      yb{2,1} = hy.*(t1 + ty);
      t2 += t1;
      yb{1,2} = -t2;
      yb{1,1} = t2 + 1;

      ZI = zeros (size (XI));
      for i = 1:2
	for j = 1:2
	  zidx = sub2ind (size (Z), yidx+(j-1), xidx+(i-1));
	  ZI += xb{1,i} .* yb{1,j} .*   Z(zidx);
	  ZI += xb{2,i} .* yb{1,j} .*  DX(zidx);
	  ZI += xb{1,i} .* yb{2,j} .*  DY(zidx);
	  ZI += xb{2,i} .* yb{2,j} .* DXY(zidx);
	endfor
      endfor

    endif

    if (! isempty (extrapval))
      ## set points outside the table to 'extrapval'
      if (X (1) < X (end))
	if (Y (1) < Y (end))
	  ZI (XI < X(1,1) | XI > X(end) | YI < Y(1,1) | YI > Y(end)) = ...
		  extrapval;
	else
	  ZI (XI < X(1) | XI > X(end) | YI < Y(end) | YI > Y(1)) = ...
		  extrapval;
	endif
      else
	if (Y (1) < Y (end))
	  ZI (XI < X(end) | XI > X(1) | YI < Y(1) | YI > Y(end)) = ...
		  extrapval;
	else
	  ZI (XI < X(1,end) | XI > X(1) | YI < Y(end) | YI > Y(1)) = ...
		  extrapval;
	endif
      endif
    endif

  else

    ## If X and Y vectors produce a grid from them
    if (isvector (X) && isvector (Y))
      X = X(:).';
      Y = Y(:);
      if (!isequal ([length(X), length(Y)], size(Z)))
	error ("X and Y size must match Z dimensions");
      endif
    elseif (!size_equal (X, Y))
      error ("X and Y must be matrices of same size");
      if (! size_equal (X, Z))
	error ("X and Y size must match Z dimensions");
      endif
    endif

    ## If Xi and Yi are vectors of different orientation build a grid
    if ((rows (XI) == 1 && columns (YI) == 1)
	|| (columns (XI) == 1 && rows (YI) == 1))
      ## Do nothing
    elseif (! size_equal (XI, YI))
      error ("XI and YI must be matrices of same size");
    endif

    ## FIXME bicubic/__splinen__ don't handle arbitrary XI, YI
    if (strcmp (method, "cubic"))
      ZI = bicubic (X, Y, Z, XI(1,:), YI(:,1), extrapval);

    elseif (strcmp (method, "spline"))
      ZI = __splinen__ ({Y(:,1).', X(1,:)}, Z, {YI(:,1), XI(1,:)}, extrapval, 
			"spline");
    else
      error ("interpolation method not recognized");
    endif

  endif
endfunction

%!demo
%! A=[13,-1,12;5,4,3;1,6,2];
%! x=[0,1,4]; y=[10,11,12];
%! xi=linspace(min(x),max(x),17);
%! yi=linspace(min(y),max(y),26)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'linear'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! [x,y,A] = peaks(10);
%! x = x(1,:)'; y = y(:,1);
%! xi=linspace(min(x),max(x),41);
%! yi=linspace(min(y),max(y),41)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'linear'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! A=[13,-1,12;5,4,3;1,6,2];
%! x=[0,1,4]; y=[10,11,12];
%! xi=linspace(min(x),max(x),17);
%! yi=linspace(min(y),max(y),26)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'nearest'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! [x,y,A] = peaks(10);
%! x = x(1,:)'; y = y(:,1);
%! xi=linspace(min(x),max(x),41);
%! yi=linspace(min(y),max(y),41)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'nearest'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! A=[13,-1,12;5,4,3;1,6,2];
%! x=[0,1,2]; y=[10,11,12];
%! xi=linspace(min(x),max(x),17);
%! yi=linspace(min(y),max(y),26)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'pchip'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! [x,y,A] = peaks(10);
%! x = x(1,:)'; y = y(:,1);
%! xi=linspace(min(x),max(x),41);
%! yi=linspace(min(y),max(y),41)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'pchip'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! A=[13,-1,12;5,4,3;1,6,2];
%! x=[0,1,2]; y=[10,11,12];
%! xi=linspace(min(x),max(x),17);
%! yi=linspace(min(y),max(y),26)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'cubic'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! [x,y,A] = peaks(10);
%! x = x(1,:)'; y = y(:,1);
%! xi=linspace(min(x),max(x),41);
%! yi=linspace(min(y),max(y),41)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'cubic'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! A=[13,-1,12;5,4,3;1,6,2];
%! x=[0,1,2]; y=[10,11,12];
%! xi=linspace(min(x),max(x),17);
%! yi=linspace(min(y),max(y),26)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'spline'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!demo
%! [x,y,A] = peaks(10);
%! x = x(1,:)'; y = y(:,1);
%! xi=linspace(min(x),max(x),41);
%! yi=linspace(min(y),max(y),41)';
%! mesh(xi,yi,interp2(x,y,A,xi,yi,'spline'));
%! [x,y] = meshgrid(x,y); 
%! hold on; plot3(x(:),y(:),A(:),"b*"); hold off;

%!test % simple test
%!  x = [1,2,3];
%!  y = [4,5,6,7];
%!  [X, Y] = meshgrid(x,y);
%!  Orig = X.^2 + Y.^3;
%!  xi = [1.2,2, 1.5];
%!  yi = [6.2, 4.0, 5.0]';
%!
%!  Expected = ...
%!    [243,   245.4,  243.9;
%!      65.6,  68,     66.5;
%!     126.6, 129,    127.5];
%!  Result = interp2(x,y,Orig, xi, yi);
%!
%!  assert(Result, Expected, 1000*eps);

%!test % 2^n form
%!  x = [1,2,3];
%!  y = [4,5,6,7];
%!  [X, Y] = meshgrid(x,y);
%!  Orig = X.^2 + Y.^3;
%!  xi = [1:0.25:3]; yi = [4:0.25:7]';
%!  Expected = interp2(x,y,Orig, xi, yi);
%!  Result = interp2(Orig,2);
%!  
%!  assert(Result, Expected, 10*eps);

%!test % matrix slice
%!  A = eye(4);
%!  assert(interp2(A,[1:4],[1:4]),[1,1,1,1]);

%!test % non-gridded XI,YI
%!  A = eye(4);
%!  assert(interp2(A,[1,2;3,4],[1,3;2,4]),[1,0;0,1]);

%!test % for values outside of boundaries
%!  x = [1,2,3];
%!  y = [4,5,6,7];
%!  [X, Y] = meshgrid(x,y);
%!  Orig = X.^2 + Y.^3;
%!  xi = [0,4];
%!  yi = [3,8]';
%!  assert(interp2(x,y,Orig, xi, yi),[NA,NA;NA,NA]);
%!  assert(interp2(x,y,Orig, xi, yi,'linear', 0),[0,0;0,0]);

%!test % for values at boundaries
%!  A=[1,2;3,4];
%!  x=[0,1]; 
%!  y=[2,3]';
%!  assert(interp2(x,y,A,x,y,'linear'), A);
%!  assert(interp2(x,y,A,x,y,'nearest'), A);