gnss-sim/3rdparty/boost/math/interpolators/detail/septic_hermite_detail.hpp

653 lines
20 KiB
C++

/*
* Copyright Nick Thompson, 2020
* 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_DETAIL_SEPTIC_HERMITE_DETAIL_HPP
#define BOOST_MATH_INTERPOLATORS_DETAIL_SEPTIC_HERMITE_DETAIL_HPP
#include <algorithm>
#include <stdexcept>
#include <sstream>
#include <limits>
#include <cmath>
namespace boost {
namespace math {
namespace interpolators {
namespace detail {
template<class RandomAccessContainer>
class septic_hermite_detail {
public:
using Real = typename RandomAccessContainer::value_type;
septic_hermite_detail(RandomAccessContainer && x, RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2, RandomAccessContainer && d3ydx3)
: x_{std::move(x)}, y_{std::move(y)}, dydx_{std::move(dydx)}, d2ydx2_{std::move(d2ydx2)}, d3ydx3_{std::move(d3ydx3)}
{
if (x_.size() != y_.size())
{
throw std::domain_error("Number of abscissas must = number of ordinates.");
}
if (x_.size() != dydx_.size())
{
throw std::domain_error("Numbers of derivatives must = number of abscissas.");
}
if (x_.size() != d2ydx2_.size())
{
throw std::domain_error("Number of second derivatives must equal number of abscissas.");
}
if (x_.size() != d3ydx3_.size())
{
throw std::domain_error("Number of third derivatives must equal number of abscissas.");
}
if (x_.size() < 2)
{
throw std::domain_error("At least 2 abscissas are required.");
}
Real x0 = x_[0];
for (decltype(x_.size()) i = 1; i < x_.size(); ++i)
{
Real x1 = x_[i];
if (x1 <= x0)
{
throw std::domain_error("Abscissas must be sorted in strictly increasing order x0 < x1 < ... < x_{n-1}");
}
x0 = x1;
}
}
void push_back(Real x, Real y, Real dydx, Real d2ydx2, Real d3ydx3)
{
using std::abs;
using std::isnan;
if (x <= x_.back()) {
throw std::domain_error("Calling push_back must preserve the monotonicity of the x's");
}
x_.push_back(x);
y_.push_back(y);
dydx_.push_back(dydx);
d2ydx2_.push_back(d2ydx2);
d3ydx3_.push_back(d3ydx3);
}
Real operator()(Real x) const
{
if (x < x_[0] || x > x_.back())
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x_[0] << ", " << x_.back() << "]";
throw std::domain_error(oss.str());
}
// t \in [0, 1)
if (x == x_.back())
{
return y_.back();
}
auto it = std::upper_bound(x_.begin(), x_.end(), x);
auto i = std::distance(x_.begin(), it) -1;
Real x0 = *(it-1);
Real x1 = *it;
Real dx = (x1-x0);
Real t = (x-x0)/dx;
// See:
// http://seisweb.usask.ca/classes/GEOL481/2017/Labs/interpolation_utilities_matlab/shermite.m
Real t2 = t*t;
Real t3 = t2*t;
Real t4 = t3*t;
Real dx2 = dx*dx/2;
Real dx3 = dx2*dx/3;
Real s = t4*(-35 + t*(84 + t*(-70 + 20*t)));
Real z4 = -s;
Real z0 = s + 1;
Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36 + 10*t))));
Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15 + 4*t))));
Real z3 = t3*(1 + t*(-4 + t*(6 + t*(-4 + t))));
Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t)));
Real z6 = t4*(5 + t*(-14 + t*(13 - 4*t)));
Real z7 = t4*(-1 + t*(3 + t*(-3+t)));
Real y0 = y_[i];
Real y1 = y_[i+1];
// Velocity:
Real v0 = dydx_[i];
Real v1 = dydx_[i+1];
// Acceleration:
Real a0 = d2ydx2_[i];
Real a1 = d2ydx2_[i+1];
// Jerk:
Real j0 = d3ydx3_[i];
Real j1 = d3ydx3_[i+1];
return z0*y0 + z4*y1 + (z1*v0 + z5*v1)*dx + (z2*a0 + z6*a1)*dx2 + (z3*j0 + z7*j1)*dx3;
}
Real prime(Real x) const
{
if (x < x_[0] || x > x_.back())
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x_[0] << ", " << x_.back() << "]";
throw std::domain_error(oss.str());
}
if (x == x_.back())
{
return dydx_.back();
}
auto it = std::upper_bound(x_.begin(), x_.end(), x);
auto i = std::distance(x_.begin(), it) -1;
Real x0 = *(it-1);
Real x1 = *it;
Real y0 = y_[i];
Real y1 = y_[i+1];
Real v0 = dydx_[i];
Real v1 = dydx_[i+1];
Real a0 = d2ydx2_[i];
Real a1 = d2ydx2_[i+1];
Real j0 = d3ydx3_[i];
Real j1 = d3ydx3_[i+1];
Real dx = x1 - x0;
Real t = (x-x0)/dx;
Real t2 = t*t;
Real t3 = t2*t;
Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t)));
Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t)));
Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t)));
Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t)));
Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t)));
Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t)));
Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t)));
Real dydx = z0*(y1-y0)/dx;
dydx += z1*v0 + z2*v1;
dydx += (x-x0)*(z3*a0 + z4*a1);
dydx += (x-x0)*(x-x0)*(z5*j0 + z6*j1)/6;
return dydx;
}
inline Real double_prime(Real) const
{
return std::numeric_limits<Real>::quiet_NaN();
}
friend std::ostream& operator<<(std::ostream & os, const septic_hermite_detail & m)
{
os << "(x,y,y') = {";
for (size_t i = 0; i < m.x_.size() - 1; ++i) {
os << "(" << m.x_[i] << ", " << m.y_[i] << ", " << m.dydx_[i] << ", " << m.d2ydx2_[i] << ", " << m.d3ydx3_[i] << "), ";
}
auto n = m.x_.size()-1;
os << "(" << m.x_[n] << ", " << m.y_[n] << ", " << m.dydx_[n] << ", " << m.d2ydx2_[n] << m.d3ydx3_[n] << ")}";
return os;
}
int64_t bytes()
{
return 5*x_.size()*sizeof(Real) + 5*sizeof(x_);
}
std::pair<Real, Real> domain() const
{
return {x_.front(), x_.back()};
}
private:
RandomAccessContainer x_;
RandomAccessContainer y_;
RandomAccessContainer dydx_;
RandomAccessContainer d2ydx2_;
RandomAccessContainer d3ydx3_;
};
template<class RandomAccessContainer>
class cardinal_septic_hermite_detail {
public:
using Real = typename RandomAccessContainer::value_type;
cardinal_septic_hermite_detail(RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2, RandomAccessContainer && d3ydx3, Real x0, Real dx)
: y_{std::move(y)}, dy_{std::move(dydx)}, d2y_{std::move(d2ydx2)}, d3y_{std::move(d3ydx3)}, x0_{x0}, inv_dx_{1/dx}
{
if (y_.size() != dy_.size())
{
throw std::domain_error("Numbers of derivatives must = number of ordinates.");
}
if (y_.size() != d2y_.size())
{
throw std::domain_error("Number of second derivatives must equal number of ordinates.");
}
if (y_.size() != d3y_.size())
{
throw std::domain_error("Number of third derivatives must equal number of ordinates.");
}
if (y_.size() < 2)
{
throw std::domain_error("At least 2 abscissas are required.");
}
if (dx <= 0)
{
throw std::domain_error("dx > 0 is required.");
}
for (auto & dy : dy_)
{
dy *= dx;
}
for (auto & d2y : d2y_)
{
d2y *= (dx*dx/2);
}
for (auto & d3y : d3y_)
{
d3y *= (dx*dx*dx/6);
}
}
inline Real operator()(Real x) const
{
Real xf = x0_ + (y_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return y_.back();
}
return this->unchecked_evaluation(x);
}
inline Real unchecked_evaluation(Real x) const {
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(y_.size())>(ii);
Real t = s3 - ii;
if (t == 0) {
return y_[i];
}
// See:
// http://seisweb.usask.ca/classes/GEOL481/2017/Labs/interpolation_utilities_matlab/shermite.m
Real t2 = t*t;
Real t3 = t2*t;
Real t4 = t3*t;
Real s = t4*(-35 + t*(84 + t*(-70 + 20*t)));
Real z4 = -s;
Real z0 = s + 1;
Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36+10*t))));
Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15+4*t))));
Real z3 = t3*(1 + t*(-4+t*(6+t*(-4+t))));
Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t)));
Real z6 = t4*(5 + t*(-14 + t*(13-4*t)));
Real z7 = t4*(-1 + t*(3+t*(-3+t)));
Real y0 = y_[i];
Real y1 = y_[i+1];
Real dy0 = dy_[i];
Real dy1 = dy_[i+1];
Real a0 = d2y_[i];
Real a1 = d2y_[i+1];
Real j0 = d3y_[i];
Real j1 = d3y_[i+1];
return z0*y0 + z1*dy0 + z2*a0 + z3*j0 + z4*y1 + z5*dy1 + z6*a1 + z7*j1;
}
inline Real prime(Real x) const
{
Real xf = x0_ + (y_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return dy_.back()/inv_dx_;
}
return this->unchecked_prime(x);
}
inline Real unchecked_prime(Real x) const
{
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(y_.size())>(ii);
Real t = s3 - ii;
if (t==0)
{
return dy_[i]/inv_dx_;
}
Real y0 = y_[i];
Real y1 = y_[i+1];
Real dy0 = dy_[i];
Real dy1 = dy_[i+1];
Real a0 = d2y_[i];
Real a1 = d2y_[i+1];
Real j0 = d3y_[i];
Real j1 = d3y_[i+1];
Real t2 = t*t;
Real t3 = t2*t;
Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t)));
Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t)));
Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t)));
Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t)));
Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t)));
Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t)));
Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t)));
Real dydx = z0*(y1-y0)*inv_dx_;
dydx += (z1*dy0 + z2*dy1)*inv_dx_;
dydx += 2*t*(z3*a0 + z4*a1)*inv_dx_;
dydx += t*t*(z5*j0 + z6*j1);
return dydx;
}
inline Real double_prime(Real x) const
{
Real xf = x0_ + (y_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return d2y_.back()*2*inv_dx_*inv_dx_;
}
return this->unchecked_double_prime(x);
}
inline Real unchecked_double_prime(Real x) const
{
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(y_.size())>(ii);
Real t = s3 - ii;
if (t==0)
{
return d2y_[i]*2*inv_dx_*inv_dx_;
}
Real y0 = y_[i];
Real y1 = y_[i+1];
Real dy0 = dy_[i];
Real dy1 = dy_[i+1];
Real a0 = d2y_[i];
Real a1 = d2y_[i+1];
Real j0 = d3y_[i];
Real j1 = d3y_[i+1];
Real t2 = t*t;
Real z0 = 420*t2*(1 + t*(-4 + t*(5 - 2*t)));
Real z1 = 60*t2*(-4 + t*(15 + t*(-18 + 7*t)));
Real z2 = 60*t2*(-3 + t*(13 + t*(-17 + 7*t)));
Real z3 = (1 + t2*(-60 + t*(200 + t*(-225 + 84*t))));
Real z4 = t2*(30 + t*(-140 + t*(195 - 84*t)));
Real z5 = t*(1 + t*(-8 + t*(20 + t*(-20 + 7*t))));
Real z6 = t2*(-2 + t*(10 + t*(-15 + 7*t)));
Real d2ydx2 = z0*(y1-y0)*inv_dx_*inv_dx_;
d2ydx2 += (z1*dy0 + z2*dy1)*inv_dx_*inv_dx_;
d2ydx2 += (z3*a0 + z4*a1)*2*inv_dx_*inv_dx_;
d2ydx2 += 6*(z5*j0 + z6*j1)/(inv_dx_*inv_dx_);
return d2ydx2;
}
int64_t bytes() const
{
return 4*y_.size()*sizeof(Real) + 2*sizeof(Real) + 4*sizeof(y_);
}
std::pair<Real, Real> domain() const
{
return {x0_, x0_ + (y_.size()-1)/inv_dx_};
}
private:
RandomAccessContainer y_;
RandomAccessContainer dy_;
RandomAccessContainer d2y_;
RandomAccessContainer d3y_;
Real x0_;
Real inv_dx_;
};
template<class RandomAccessContainer>
class cardinal_septic_hermite_detail_aos {
public:
using Point = typename RandomAccessContainer::value_type;
using Real = typename Point::value_type;
cardinal_septic_hermite_detail_aos(RandomAccessContainer && dat, Real x0, Real dx)
: data_{std::move(dat)}, x0_{x0}, inv_dx_{1/dx}
{
if (data_.size() < 2) {
throw std::domain_error("At least 2 abscissas are required.");
}
if (data_[0].size() != 4) {
throw std::domain_error("There must be 4 data items per struct.");
}
for (auto & datum : data_)
{
datum[1] *= dx;
datum[2] *= (dx*dx/2);
datum[3] *= (dx*dx*dx/6);
}
}
inline Real operator()(Real x) const
{
Real xf = x0_ + (data_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return data_.back()[0];
}
return this->unchecked_evaluation(x);
}
inline Real unchecked_evaluation(Real x) const
{
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(data_.size())>(ii);
Real t = s3 - ii;
if (t==0)
{
return data_[i][0];
}
Real t2 = t*t;
Real t3 = t2*t;
Real t4 = t3*t;
Real s = t4*(-35 + t*(84 + t*(-70 + 20*t)));
Real z4 = -s;
Real z0 = s + 1;
Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36+10*t))));
Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15+4*t))));
Real z3 = t3*(1 + t*(-4+t*(6+t*(-4+t))));
Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t)));
Real z6 = t4*(5 + t*(-14 + t*(13-4*t)));
Real z7 = t4*(-1 + t*(3+t*(-3+t)));
Real y0 = data_[i][0];
Real dy0 = data_[i][1];
Real a0 = data_[i][2];
Real j0 = data_[i][3];
Real y1 = data_[i+1][0];
Real dy1 = data_[i+1][1];
Real a1 = data_[i+1][2];
Real j1 = data_[i+1][3];
return z0*y0 + z1*dy0 + z2*a0 + z3*j0 + z4*y1 + z5*dy1 + z6*a1 + z7*j1;
}
inline Real prime(Real x) const
{
Real xf = x0_ + (data_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return data_.back()[1]*inv_dx_;
}
return this->unchecked_prime(x);
}
inline Real unchecked_prime(Real x) const
{
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(data_.size())>(ii);
Real t = s3 - ii;
if (t == 0)
{
return data_[i][1]*inv_dx_;
}
Real y0 = data_[i][0];
Real y1 = data_[i+1][0];
Real dy0 = data_[i][1];
Real dy1 = data_[i+1][1];
Real a0 = data_[i][2];
Real a1 = data_[i+1][2];
Real j0 = data_[i][3];
Real j1 = data_[i+1][3];
Real t2 = t*t;
Real t3 = t2*t;
Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t)));
Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t)));
Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t)));
Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t)));
Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t)));
Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t)));
Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t)));
Real dydx = z0*(y1-y0)*inv_dx_;
dydx += (z1*dy0 + z2*dy1)*inv_dx_;
dydx += 2*t*(z3*a0 + z4*a1)*inv_dx_;
dydx += t*t*(z5*j0 + z6*j1);
return dydx;
}
inline Real double_prime(Real x) const
{
Real xf = x0_ + (data_.size()-1)/inv_dx_;
if (x < x0_ || x > xf)
{
std::ostringstream oss;
oss.precision(std::numeric_limits<Real>::digits10+3);
oss << "Requested abscissa x = " << x << ", which is outside of allowed range ["
<< x0_ << ", " << xf << "]";
throw std::domain_error(oss.str());
}
if (x == xf)
{
return data_.back()[2]*2*inv_dx_*inv_dx_;
}
return this->unchecked_double_prime(x);
}
inline Real unchecked_double_prime(Real x) const
{
using std::floor;
Real s3 = (x-x0_)*inv_dx_;
Real ii = floor(s3);
auto i = static_cast<decltype(data_.size())>(ii);
Real t = s3 - ii;
if (t == 0)
{
return data_[i][2]*2*inv_dx_*inv_dx_;
}
Real y0 = data_[i][0];
Real y1 = data_[i+1][0];
Real dy0 = data_[i][1];
Real dy1 = data_[i+1][1];
Real a0 = data_[i][2];
Real a1 = data_[i+1][2];
Real j0 = data_[i][3];
Real j1 = data_[i+1][3];
Real t2 = t*t;
Real z0 = 420*t2*(1 + t*(-4 + t*(5 - 2*t)));
Real z1 = 60*t2*(-4 + t*(15 + t*(-18 + 7*t)));
Real z2 = 60*t2*(-3 + t*(13 + t*(-17 + 7*t)));
Real z3 = (1 + t2*(-60 + t*(200 + t*(-225 + 84*t))));
Real z4 = t2*(30 + t*(-140 + t*(195 - 84*t)));
Real z5 = t*(1 + t*(-8 + t*(20 + t*(-20 + 7*t))));
Real z6 = t2*(-2 + t*(10 + t*(-15 + 7*t)));
Real d2ydx2 = z0*(y1-y0)*inv_dx_*inv_dx_;
d2ydx2 += (z1*dy0 + z2*dy1)*inv_dx_*inv_dx_;
d2ydx2 += (z3*a0 + z4*a1)*2*inv_dx_*inv_dx_;
d2ydx2 += 6*(z5*j0 + z6*j1)/(inv_dx_*inv_dx_);
return d2ydx2;
}
int64_t bytes() const
{
return data_.size()*data_[0].size()*sizeof(Real) + 2*sizeof(Real) + sizeof(data_);
}
std::pair<Real, Real> domain() const
{
return {x0_, x0_ + (data_.size() -1)/inv_dx_};
}
private:
RandomAccessContainer data_;
Real x0_;
Real inv_dx_;
};
}
}
}
}
#endif