view scripts/polynomial/spline.m @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents cd7c824f3f22
children 597f3ee61a48
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########################################################################
##
## Copyright (C) 2000-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{pp} =} spline (@var{x}, @var{y})
## @deftypefnx {} {@var{yi} =} spline (@var{x}, @var{y}, @var{xi})
## Return the cubic spline interpolant of points @var{x} and @var{y}.
##
## When 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{spline} evaluates the spline
## at the points @var{xi}.  The third calling form
## @code{spline (@var{x}, @var{y}, @var{xi})} is equivalent to
## @code{ppval (spline (@var{x}, @var{y}), @var{xi})}.
##
## The variable @var{x} must be a vector of length @var{n}.
##
## @var{y} can be either a vector or array.  If @var{y} is a vector it must
## have a length of either @var{n} or @code{@var{n} + 2}.  If the length of
## @var{y} is @var{n}, then the @qcode{"not-a-knot"} end condition is used.
## If the length of @var{y} is @code{@var{n} + 2}, then the first and last
## values of the vector @var{y} are the values of the first derivative of the
## cubic spline at the endpoints.
##
## 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
## or
## @tex
## $$[s_1, s_2, \cdots, s_k, n + 2].$$
## @end tex
## @ifnottex
## @code{[@var{s1}, @var{s2}, @dots{}, @var{sk}, @var{n} + 2]}.
## @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 the opposite of @code{interp1} but is done for @sc{matlab}
## compatibility.
##
## @seealso{pchip, ppval, mkpp, unmkpp}
## @end deftypefn

## This code is based on csape.m from Octave Forge, but has been
## modified to use the sparse solver code in octave that itself allows
## special casing of tri-diagonal matrices, modified for NDArrays and
## for the treatment of vectors y 2 elements longer than x as complete
## splines.

function ret = spline (x, y, xi)

  x = x(:);
  n = length (x);
  if (n < 2)
    error ("spline: requires at least 2 points");
  endif

  ## Check the size and shape of y
  ndy = ndims (y);
  szy = size (y);
  if (ndy == 2 && (any (szy == n) || any (szy == n+2)))
    if (szy(2) == n || szy(2) == n+2)
      a = y.';
    else
      a = y;
      szy = szy([2 1]);
    endif
  else
    a = shiftdim (reshape (y, [prod(szy(1:end-1)), szy(end)]), 1);
  endif

  for k = (1:columns (a))(any (isnan (a)))
    ok = ! isnan (a(:,k));
    a(! ok,k) = spline (x(ok), a(ok,k), x(! ok));
  endfor

  complete = false;
  if (rows (a) == n + 2)
    complete = true;
    dfs = a(1,:);
    dfe = a(end,:);
    a = a(2:end-1,:);
  endif

  if (! issorted (x))
    [x, idx] = sort (x);
    a = a(idx,:);
  endif

  b = c = zeros (size (a));
  h = diff (x);
  idx = ones (columns (a), 1);

  if (complete)

    if (n == 2)
      d = (dfs + dfe) / (x(2) - x(1)) ^ 2 + ...
          2 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 3;
      c = (-2 * dfs - dfe) / (x(2) - x(1)) - ...
          3 * (a(1,:) - a(2,:)) / (x(2) - x(1)) ^ 2;
      b = dfs;
      a = a(1,:);
    else
      g(1,:) = (a(2,:) - a(1,:)) / h(1) - dfs;
      g(2:n-1,:) = (a(3:n,:) - a(2:n-1,:)) ./ h(2:n-1) - ...
                   (a(2:n-1,:) - a(1:n-2,:)) ./ h(1:n-2);
      g(n,:) = dfe - (a(n,:) - a(n-1,:)) / h(n-1);
      c = spdiags ([[h/6;0],[h(1)/3;(h(1:n-2)+h(2:n-1))/3;h(n-1)/3],[0;h/6]],...
                   [-1,0,1],n,n) \ (g / 2);
      b = diff (a) ./ h(1:n-1, idx) ...
          - h(1:n-1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:));
      d = diff (c) ./ (3 * h(1:n-1, idx));

      d = d.'(:);
      c = c(1:n-1,:).'(:);
      b = b.'(:);
      a = a(1:n-1,:).'(:);
    endif
  else

    if (n == 2)
      b = (a(2,:) - a(1,:)) / (x(2) - x(1));
      a = a(1,:);
      d = [];
      c = [];
    elseif (n == 3)

      n = 2;
      c = (a(1,:) - a(3,:)) / ((x(3) - x(1)) * (x(2) - x(3))) ...
          + (a(2,:) - a(1,:)) / ((x(2) - x(1)) * (x(2) - x(3)));
      b = (a(2,:) - a(1,:)) * (x(3) - x(1)) ...
          / ((x(2) - x(1)) * (x(3) - x(2))) ...
          + (a(1,:) - a(3,:)) * (x(2) - x(1)) ...
          / ((x(3) - x(1)) * (x(3) - x(2)));
      a = a(1,:);
      d = [];
      x = [min(x), max(x)];
    else

      g = zeros (n-2, columns (a));
      g(1,:) = 3 / (h(1) + h(2)) ...
          * (a(3,:) - a(2,:) - h(2) / h(1) * (a(2,:) - a(1,:)));
      g(n-2,:) = 3 / (h(n-1) + h(n-2)) ...
          * (h(n-2) / h(n-1) * (a(n,:) - a(n-1,:)) - (a(n-1,:) - a(n-2,:)));

      if (n > 4)

        g(2:n - 3,:) = 3 * diff (a(3:n-1,:)) ./ h(3:n-2,idx) ...
            - 3 * diff (a(2:n-2,:)) ./ h(2:n - 3,idx);

        dg = 2 * (h(1:n-2) + h(2:n-1));
        dg(1) = dg(1) - h(1);
        dg(n-2) = dg(n-2) - h(n-1);

        ldg = udg = h(2:n-2);
        udg(1) = udg(1) - h(1);
        ldg(n - 3) = ldg(n-3) - h(n-1);
        c(2:n-1,:) = spdiags ([[ldg(:); 0], dg, [0; udg(:)]],
                              [-1, 0, 1], n-2, n-2) \ g;

      elseif (n == 4)

        dg = [h(1) + 2 * h(2); 2 * h(2) + h(3)];
        ldg = h(2) - h(3);
        udg = h(2) - h(1);
        c(2:n-1,:) = spdiags ([[ldg(:);0], dg, [0; udg(:)]],
                              [-1, 0, 1], n-2, n-2) \ g;

      endif

      c(1,:) = c(2,:) + h(1) / h(2) * (c(2,:) - c(3,:));
      c(n,:) = c(n-1,:) + h(n-1) / h(n-2) * (c(n-1,:) - c(n-2,:));
      b = diff (a) ./ h(1:n-1, idx) ...
          - h(1:n-1, idx) / 3 .* (c(2:n,:) + 2 * c(1:n-1,:));
      d = diff (c) ./ (3 * h(1:n-1, idx));

      d = d.'(:);
      c = c(1:n-1,:).'(:);
      b = b.'(:);
      a = a(1:n-1,:).'(:);
    endif

  endif
  ret = mkpp (x, cat (2, d, c, b, a), szy(1:end-1));

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

endfunction


%!demo
%! x = 0:10; y = sin (x);
%! xspline = 0:0.1:10;  yspline = spline (x,y,xspline);
%! title ("spline fit to points from sin (x)");
%! plot (xspline,sin (xspline),"r", xspline,yspline,"g-", x,y,"b+");
%! legend ("original", "interpolation", "interpolation points");
%! %--------------------------------------------------------
%! % confirm that interpolated function matches the original

%!shared x,y,abserr
%! x = [0:10]; y = sin (x); abserr = 1e-14;
%!assert (spline (x,y,x), y, abserr)
%!assert (spline (x,y,x'), y', abserr)
%!assert (spline (x',y',x'), y', abserr)
%!assert (spline (x',y',x), y, abserr)
%!assert (isempty (spline (x',y',[])))
%!assert (isempty (spline (x,y,[])))
%!assert (spline (x,[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr)
%!assert (spline (x,[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr)
%!assert (spline (x',[y;y],x), [spline(x,y,x);spline(x,y,x)], abserr)
%!assert (spline (x',[y;y],x'), [spline(x,y,x);spline(x,y,x)], abserr)
%! y = cos (x) + i*sin (x);
%!assert (spline (x,y,x), y, abserr)
%!assert (real (spline (x,y,x)), real (y), abserr)
%!assert (real (spline (x,y,x.')), real (y).', abserr)
%!assert (real (spline (x.',y.',x.')), real (y).', abserr)
%!assert (real (spline (x.',y,x)), real (y), abserr)
%!assert (imag (spline (x,y,x)), imag (y), abserr)
%!assert (imag (spline (x,y,x.')), imag (y).', abserr)
%!assert (imag (spline (x.',y.',x.')), imag (y).', abserr)
%!assert (imag (spline (x.',y,x)), imag (y), abserr)
%!test
%! xnan = 5;
%! y(x==xnan) = NaN;
%! ok = ! isnan (y);
%! assert (spline (x, y, x(ok)), y(ok), abserr);
%!test
%! ok = ! isnan (y);
%! assert (! isnan (spline (x, y, x(! ok))));
%!test
%! x = [1,2];
%! y = [1,4];
%! assert (spline (x,y,x), [1,4], abserr);
%!test
%! x = [2,1];
%! y = [1,4];
%! assert (spline (x,y,x), [1,4], abserr);
%!test
%! x = [1,2];
%! y = [1,2,3,4];
%! pp = spline (x,y);
%! [x,P] = unmkpp (pp);
%! assert (P, [3,-3,1,2], abserr);
%!test
%! x = [2,1];
%! y = [1,2,3,4];
%! pp = spline (x,y);
%! pp2 = spline (x', y');
%! [x,P] = unmkpp (pp);
%! assert (P, [7,-9,1,3], abserr);
%! assert (pp2, pp);
%!test
%! x = [0,1,2];
%! y = [0,0,1,0,0];
%! pp = spline (x,y);
%! pp2 = spline (x', y');
%! [x,P] = unmkpp (pp);
%! assert (P, [-2,3,0,0;2,-3,0,1], abserr);
%! assert (pp2, pp);
%!test
%! x = [0,1,2,3];
%! y = [0,0,1,1,0,0];
%! pp = spline (x,y);
%! pp2 = spline (x', y');
%! [x,P] = unmkpp (pp);
%! assert (P, [-1,2,0,0;0,-1,1,1;1,-1,-1,1], abserr);
%! assert (pp2, pp);