view scripts/polynomial/pchip.m @ 14868:5d3a684236b0

maint: Use Octave coding conventions for cuddling parentheses in scripts directory * lin2mu.m, loadaudio.m, wavread.m, accumarray.m, bicubic.m, celldisp.m, colon.m, cplxpair.m, dblquad.m, divergence.m, genvarname.m, gradient.m, int2str.m, interp1.m, interp1q.m, interp2.m, interpn.m, loadobj.m, nthargout.m, __isequal__.m, __splinen__.m, quadgk.m, quadl.m, quadv.m, rat.m, rot90.m, rotdim.m, saveobj.m, subsindex.m, triplequad.m, delaunay3.m, griddata.m, inpolygon.m, tsearchn.m, voronoi.m, get_first_help_sentence.m, which.m, gray2ind.m, pink.m, dlmwrite.m, strread.m, textread.m, textscan.m, housh.m, ishermitian.m, issymmetric.m, krylov.m, logm.m, null.m, rref.m, compare_versions.m, copyfile.m, dump_prefs.m, edit.m, fileparts.m, getappdata.m, isappdata.m, movefile.m, orderfields.m, parseparams.m, __xzip__.m, rmappdata.m, setappdata.m, swapbytes.m, unpack.m, ver.m, fminbnd.m, fminunc.m, fsolve.m, glpk.m, lsqnonneg.m, qp.m, sqp.m, configure_make.m, copy_files.m, describe.m, get_description.m, get_forge_pkg.m, install.m, installed_packages.m, is_architecture_dependent.m, load_package_dirs.m, print_package_description.m, rebuild.m, repackage.m, save_order.m, shell.m, allchild.m, ancestor.m, area.m, axes.m, axis.m, clabel.m, close.m, colorbar.m, comet.m, comet3.m, contour.m, cylinder.m, ezmesh.m, ezsurf.m, findobj.m, fplot.m, hist.m, isocolors.m, isonormals.m, isosurface.m, isprop.m, legend.m, mesh.m, meshz.m, pareto.m, pcolor.m, peaks.m, plot3.m, plotmatrix.m, plotyy.m, polar.m, print.m, __add_datasource__.m, __add_default_menu__.m, __axes_limits__.m, __bar__.m, __clabel__.m, __contour__.m, __errcomm__.m, __errplot__.m, __ezplot__.m, __file_filter__.m, __fltk_print__.m, __ghostscript__.m, __gnuplot_print__.m, __go_draw_axes__.m, __go_draw_figure__.m, __interp_cube__.m, __marching_cube__.m, __patch__.m, __pie__.m, __plt__.m, __print_parse_opts__.m, __quiver__.m, __scatter__.m, __stem__.m, __tight_eps_bbox__.m, __uigetdir_fltk__.m, __uigetfile_fltk__.m, __uiputfile_fltk__.m, quiver.m, quiver3.m, rectangle.m, refreshdata.m, ribbon.m, scatter.m, semilogy.m, shading.m, slice.m, subplot.m, surface.m, surfl.m, surfnorm.m, text.m, uigetfile.m, uiputfile.m, whitebg.m, deconv.m, mkpp.m, pchip.m, polyaffine.m, polyder.m, polygcd.m, polyout.m, polyval.m, ppint.m, ppjumps.m, ppval.m, residue.m, roots.m, spline.m, splinefit.m, addpref.m, getpref.m, setpref.m, ismember.m, setxor.m, arch_fit.m, arch_rnd.m, arch_test.m, autoreg_matrix.m, diffpara.m, fftconv.m, filter2.m, hanning.m, hurst.m, periodogram.m, triangle_sw.m, sinc.m, spectral_xdf.m, spencer.m, stft.m, synthesis.m, unwrap.m, yulewalker.m, bicgstab.m, gmres.m, pcg.m, pcr.m, __sprand_impl__.m, speye.m, spfun.m, sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, bessel.m, factor.m, legendre.m, perms.m, primes.m, magic.m, toeplitz.m, corr.m, cov.m, mean.m, median.m, mode.m, qqplot.m, quantile.m, ranks.m, zscore.m, logistic_regression_likelihood.m, bartlett_test.m, chisquare_test_homogeneity.m, chisquare_test_independence.m, kolmogorov_smirnov_test.m, run_test.m, u_test.m, wilcoxon_test.m, z_test.m, z_test_2.m, bin2dec.m, dec2base.m, mat2str.m, strcat.m, strchr.m, strjust.m, strtok.m, substr.m, untabify.m, assert.m, demo.m, example.m, fail.m, speed.m, test.m, now.m: Use Octave coding conventions for cuddling parentheses in scripts directory.
author Rik <octave@nomad.inbox5.com>
date Tue, 17 Jul 2012 07:08:39 -0700
parents 86854d032a37
children f3b5cadfd6d5
line wrap: on
line source

## Copyright (C) 2001-2012 Kai Habel
##
## 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{pp} =} pchip (@var{x}, @var{y})
## @deftypefnx {Function File} {@var{yi} =} pchip (@var{x}, @var{y}, @var{xi})
## Return the Piecewise Cubic Hermite Interpolating Polynomial (pchip) of
## points @var{x} and @var{y}.
##
## If called with two arguments, return the piecewise polynomial @var{pp}
## that may be used with @code{ppval} to evaluate the polynomial at specific
## points.  When called with a third input argument, @code{pchip} evaluates
## the pchip polynomial at the points @var{xi}.  The third calling form is
## equivalent to @code{ppval (pchip (@var{x}, @var{y}), @var{xi})}.
##
## The variable @var{x} must be a strictly monotonic vector (either
## increasing or decreasing) of length @var{n}.  @var{y} can be either a
## vector or array.  If @var{y} is a vector then it must be the same length
## @var{n} as @var{x}.  If @var{y} is an array then the size of @var{y} must
## have the form
## @tex
## $$[s_1, s_2, \cdots, s_k, n]$$
## @end tex
## @ifnottex
## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n}]}
## @end ifnottex
## The array is reshaped internally to a matrix where the leading
## dimension is given by
## @tex
## $$s_1 s_2 \cdots s_k$$
## @end tex
## @ifnottex
## @code{@var{s1} * @var{s2} * @dots{} * @var{sk}}
## @end ifnottex
## and each row of this matrix is then treated separately.  Note that this
## is exactly opposite to @code{interp1} but is done for @sc{matlab}
## compatibility.
##
## @seealso{spline, ppval, mkpp, unmkpp}
## @end deftypefn

## Author:  Kai Habel <kai.habel@gmx.de>
## Date: 9. mar 2001
##
## S_k = a_k + b_k*x + c_k*x^2 + d_k*x^3; (spline polynom)
##
## 4 conditions:
## S_k(x_k) = y_k;
## S_k(x_k+1) = y_k+1;
## S_k'(x_k) = y_k';
## S_k'(x_k+1) = y_k+1';

function ret = pchip (x, y, xi)

  if (nargin < 2 || nargin > 3)
    print_usage ();
  endif

  ## make row vector
  x = x(:).';
  n = length (x);

  ## Check the size and shape of y
  if (isvector (y))
    y = y(:).'; ##row vector
    szy = size (y);
    if (! size_equal (x, y))
      error ("pchip: length of X and Y must match")
    endif
  else
    szy = size (y);
    if (n != szy(end))
      error ("pchip: length of X and last dimension of Y must match")
    endif
    y = reshape (y, [prod(szy(1:end-1)), szy(end)]);
  endif

  h = diff (x);
  if (all (h < 0))
    x = fliplr (x);
    h = diff (x);
    y = fliplr (y);
  elseif (any (h <= 0))
    error ("pchip: X must be strictly monotonic");
  endif

  f1 = y(:, 1:n-1);

  ## Compute derivatives.
  d = __pchip_deriv__ (x, y, 2);
  d1 = d(:, 1:n-1);
  d2 = d(:, 2:n);

  ## This is taken from SLATEC.
  h = diag (h);

  delta = diff (y, 1, 2) / h;
  del1 = (d1 - delta) / h;
  del2 = (d2 - delta) / h;
  c3 = del1 + del2;
  c2 = -c3 - del1;
  c3 = c3 / h;
  coeffs = cat (3, c3, c2, d1, f1);

  ret = mkpp (x, coeffs, szy(1:end-1));

  if (nargin == 3)
    ret = ppval (ret, xi);
  endif

endfunction

%!demo
%! x = 0:8;
%! y = [1, 1, 1, 1, 0.5, 0, 0, 0, 0];
%! xi = 0:0.01:8;
%! yspline = spline (x,y,xi);
%! ypchip = pchip (x,y,xi);
%! title ("pchip and spline fit to discontinuous function");
%! plot (xi,yspline, xi,ypchip,"-", x,y,"+");
%! legend ("spline", "pchip", "data");
%! %-------------------------------------------------------------------
%! % confirm that pchip agreed better to discontinuous data than spline

%!shared x, y, y2, pp, yi1, yi2, yi3
%! x = 0:8;
%! y = [1, 1, 1, 1, 0.5, 0, 0, 0, 0];
%!assert (pchip (x,y,x), y)
%!assert (pchip (x,y,x'), y')
%!assert (pchip (x',y',x'), y')
%!assert (pchip (x',y',x), y)
%!assert (isempty (pchip (x',y',[])))
%!assert (isempty (pchip (x,y,[])))
%!assert (pchip (x,[y;y],x), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x,[y;y],x'), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x',[y;y],x), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x',[y;y],x'), [pchip(x,y,x);pchip(x,y,x)])
%!test
%! x = (0:8)*pi/4; y = [sin(x); cos(x)];
%! y2(:,:,1) = y; y2(:,:,2) = y+1; y2(:,:,3) = y-1;
%! pp = pchip (x, shiftdim (y2,2));
%! yi1 = ppval (pp, (1:4)*pi/4);
%! yi2 = ppval (pp, repmat ((1:4)*pi/4, [5,1]));
%! yi3 = ppval (pp, [pi/2,pi]);
%!assert (size (pp.coefs), [48,4])
%!assert (pp.pieces, 8)
%!assert (pp.order, 4)
%!assert (pp.dim, [3,2])
%!assert (ppval (pp,pi), [0,-1;1,0;-1,-2], 1e-14)
%!assert (yi3(:,:,2), ppval (pp,pi), 1e-14)
%!assert (yi3(:,:,1), [1,0;2,1;0,-1], 1e-14)
%!assert (squeeze (yi1(1,2,:)), [1/sqrt(2); 0; -1/sqrt(2);-1], 1e-14)
%!assert (size (yi2), [3,2,5,4])
%!assert (squeeze (yi2(1,2,3,:)), [1/sqrt(2); 0; -1/sqrt(2);-1], 1e-14)

%!error (pchip (1,2));
%!error (pchip (1,2,3));