215 lines
6.9 KiB
C++
215 lines
6.9 KiB
C++
|
/*
|
||
|
|
* Copyright Nick Thompson, 2017
|
||
|
|
* Use, modification and distribution are subject to the
|
||
|
|
* Boost Software License, Version 1.0. (See accompanying file
|
||
|
|
* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
|
||
|
|
*/
|
||
|
|
|
||
|
|
#ifndef BOOST_MATH_INTERPOLATORS_BARYCENTRIC_RATIONAL_DETAIL_HPP
|
||
|
|
#define BOOST_MATH_INTERPOLATORS_BARYCENTRIC_RATIONAL_DETAIL_HPP
|
||
|
|
|
||
|
|
#include <vector>
|
||
|
|
#include <utility> // for std::move
|
||
|
|
#include <algorithm> // for std::is_sorted
|
||
|
|
#include <string>
|
||
|
|
#include <boost/math/special_functions/fpclassify.hpp>
|
||
|
|
#include <boost/math/tools/assert.hpp>
|
||
|
|
|
||
|
|
namespace boost{ namespace math{ namespace interpolators { namespace detail{
|
||
|
|
|
||
|
|
template<class Real>
|
||
|
|
class barycentric_rational_imp
|
||
|
|
{
|
||
|
|
public:
|
||
|
|
template <class InputIterator1, class InputIterator2>
|
||
|
|
barycentric_rational_imp(InputIterator1 start_x, InputIterator1 end_x, InputIterator2 start_y, size_t approximation_order = 3);
|
||
|
|
|
||
|
|
barycentric_rational_imp(std::vector<Real>&& x, std::vector<Real>&& y, size_t approximation_order = 3);
|
||
|
|
|
||
|
|
Real operator()(Real x) const;
|
||
|
|
|
||
|
|
Real prime(Real x) const;
|
||
|
|
|
||
|
|
// The barycentric weights are not really that interesting; except to the unit tests!
|
||
|
|
Real weight(size_t i) const { return m_w[i]; }
|
||
|
|
|
||
|
|
std::vector<Real>&& return_x()
|
||
|
|
{
|
||
|
|
return std::move(m_x);
|
||
|
|
}
|
||
|
|
|
||
|
|
std::vector<Real>&& return_y()
|
||
|
|
{
|
||
|
|
return std::move(m_y);
|
||
|
|
}
|
||
|
|
|
||
|
|
private:
|
||
|
|
|
||
|
|
void calculate_weights(size_t approximation_order);
|
||
|
|
|
||
|
|
std::vector<Real> m_x;
|
||
|
|
std::vector<Real> m_y;
|
||
|
|
std::vector<Real> m_w;
|
||
|
|
};
|
||
|
|
|
||
|
|
template <class Real>
|
||
|
|
template <class InputIterator1, class InputIterator2>
|
||
|
|
barycentric_rational_imp<Real>::barycentric_rational_imp(InputIterator1 start_x, InputIterator1 end_x, InputIterator2 start_y, size_t approximation_order)
|
||
|
|
{
|
||
|
|
std::ptrdiff_t n = std::distance(start_x, end_x);
|
||
|
|
|
||
|
|
if (approximation_order >= (std::size_t)n)
|
||
|
|
{
|
||
|
|
throw std::domain_error("Approximation order must be < data length.");
|
||
|
|
}
|
||
|
|
|
||
|
|
// Big sad memcpy.
|
||
|
|
m_x.resize(n);
|
||
|
|
m_y.resize(n);
|
||
|
|
for(unsigned i = 0; start_x != end_x; ++start_x, ++start_y, ++i)
|
||
|
|
{
|
||
|
|
// But if we're going to do a memcpy, we can do some error checking which is inexpensive relative to the copy:
|
||
|
|
if(boost::math::isnan(*start_x))
|
||
|
|
{
|
||
|
|
std::string msg = std::string("x[") + std::to_string(i) + "] is a NAN";
|
||
|
|
throw std::domain_error(msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
if(boost::math::isnan(*start_y))
|
||
|
|
{
|
||
|
|
std::string msg = std::string("y[") + std::to_string(i) + "] is a NAN";
|
||
|
|
throw std::domain_error(msg);
|
||
|
|
}
|
||
|
|
|
||
|
|
m_x[i] = *start_x;
|
||
|
|
m_y[i] = *start_y;
|
||
|
|
}
|
||
|
|
calculate_weights(approximation_order);
|
||
|
|
}
|
||
|
|
|
||
|
|
template <class Real>
|
||
|
|
barycentric_rational_imp<Real>::barycentric_rational_imp(std::vector<Real>&& x, std::vector<Real>&& y,size_t approximation_order) : m_x(std::move(x)), m_y(std::move(y))
|
||
|
|
{
|
||
|
|
BOOST_MATH_ASSERT_MSG(m_x.size() == m_y.size(), "There must be the same number of abscissas and ordinates.");
|
||
|
|
BOOST_MATH_ASSERT_MSG(approximation_order < m_x.size(), "Approximation order must be < data length.");
|
||
|
|
BOOST_MATH_ASSERT_MSG(std::is_sorted(m_x.begin(), m_x.end()), "The abscissas must be listed in increasing order x[0] < x[1] < ... < x[n-1].");
|
||
|
|
calculate_weights(approximation_order);
|
||
|
|
}
|
||
|
|
|
||
|
|
template<class Real>
|
||
|
|
void barycentric_rational_imp<Real>::calculate_weights(size_t approximation_order)
|
||
|
|
{
|
||
|
|
using std::abs;
|
||
|
|
int64_t n = m_x.size();
|
||
|
|
m_w.resize(n, 0);
|
||
|
|
for(int64_t k = 0; k < n; ++k)
|
||
|
|
{
|
||
|
|
int64_t i_min = (std::max)(k - static_cast<int64_t>(approximation_order), static_cast<int64_t>(0));
|
||
|
|
int64_t i_max = k;
|
||
|
|
if (k >= n - (std::ptrdiff_t)approximation_order)
|
||
|
|
{
|
||
|
|
i_max = n - approximation_order - 1;
|
||
|
|
}
|
||
|
|
|
||
|
|
for(int64_t i = i_min; i <= i_max; ++i)
|
||
|
|
{
|
||
|
|
Real inv_product = 1;
|
||
|
|
int64_t j_max = (std::min)(static_cast<int64_t>(i + approximation_order), static_cast<int64_t>(n - 1));
|
||
|
|
for(int64_t j = i; j <= j_max; ++j)
|
||
|
|
{
|
||
|
|
if (j == k)
|
||
|
|
{
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
|
||
|
|
Real diff = m_x[k] - m_x[j];
|
||
|
|
using std::numeric_limits;
|
||
|
|
if (abs(diff) < (numeric_limits<Real>::min)())
|
||
|
|
{
|
||
|
|
std::string msg = std::string("Spacing between x[")
|
||
|
|
+ std::to_string(k) + std::string("] and x[")
|
||
|
|
+ std::to_string(i) + std::string("] is ")
|
||
|
|
+ std::string("smaller than the epsilon of ")
|
||
|
|
+ std::string(typeid(Real).name());
|
||
|
|
throw std::logic_error(msg);
|
||
|
|
}
|
||
|
|
inv_product *= diff;
|
||
|
|
}
|
||
|
|
if (i % 2 == 0)
|
||
|
|
{
|
||
|
|
m_w[k] += 1/inv_product;
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
m_w[k] -= 1/inv_product;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
template<class Real>
|
||
|
|
Real barycentric_rational_imp<Real>::operator()(Real x) const
|
||
|
|
{
|
||
|
|
Real numerator = 0;
|
||
|
|
Real denominator = 0;
|
||
|
|
for(size_t i = 0; i < m_x.size(); ++i)
|
||
|
|
{
|
||
|
|
// Presumably we should see if the accuracy is improved by using ULP distance of say, 5 here, instead of testing for floating point equality.
|
||
|
|
// However, it has been shown that if x approx x_i, but x != x_i, then inaccuracy in the numerator cancels the inaccuracy in the denominator,
|
||
|
|
// and the result is fairly accurate. See: http://epubs.siam.org/doi/pdf/10.1137/S0036144502417715
|
||
|
|
if (x == m_x[i])
|
||
|
|
{
|
||
|
|
return m_y[i];
|
||
|
|
}
|
||
|
|
Real t = m_w[i]/(x - m_x[i]);
|
||
|
|
numerator += t*m_y[i];
|
||
|
|
denominator += t;
|
||
|
|
}
|
||
|
|
return numerator/denominator;
|
||
|
|
}
|
||
|
|
|
||
|
|
/*
|
||
|
|
* A formula for computing the derivative of the barycentric representation is given in
|
||
|
|
* "Some New Aspects of Rational Interpolation", by Claus Schneider and Wilhelm Werner,
|
||
|
|
* Mathematics of Computation, v47, number 175, 1986.
|
||
|
|
* http://www.ams.org/journals/mcom/1986-47-175/S0025-5718-1986-0842136-8/S0025-5718-1986-0842136-8.pdf
|
||
|
|
* and reviewed in
|
||
|
|
* Recent developments in barycentric rational interpolation
|
||
|
|
* Jean-Paul Berrut, Richard Baltensperger and Hans D. Mittelmann
|
||
|
|
*
|
||
|
|
* Is it possible to complete this in one pass through the data?
|
||
|
|
*/
|
||
|
|
|
||
|
|
template<class Real>
|
||
|
|
Real barycentric_rational_imp<Real>::prime(Real x) const
|
||
|
|
{
|
||
|
|
Real rx = this->operator()(x);
|
||
|
|
Real numerator = 0;
|
||
|
|
Real denominator = 0;
|
||
|
|
for(size_t i = 0; i < m_x.size(); ++i)
|
||
|
|
{
|
||
|
|
if (x == m_x[i])
|
||
|
|
{
|
||
|
|
Real sum = 0;
|
||
|
|
for (size_t j = 0; j < m_x.size(); ++j)
|
||
|
|
{
|
||
|
|
if (j == i)
|
||
|
|
{
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
sum += m_w[j]*(m_y[i] - m_y[j])/(m_x[i] - m_x[j]);
|
||
|
|
}
|
||
|
|
return -sum/m_w[i];
|
||
|
|
}
|
||
|
|
Real t = m_w[i]/(x - m_x[i]);
|
||
|
|
Real diff = (rx - m_y[i])/(x-m_x[i]);
|
||
|
|
numerator += t*diff;
|
||
|
|
denominator += t;
|
||
|
|
}
|
||
|
|
|
||
|
|
return numerator/denominator;
|
||
|
|
}
|
||
|
|
}}}}
|
||
|
|
#endif
|