// Copyright 2012 The Closure Library Authors. All Rights Reserved. // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS-IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. /** * @fileoverview A one dimensional cubic spline interpolator with not-a-knot * boundary conditions. * * See http://en.wikipedia.org/wiki/Spline_interpolation. * */ goog.provide('goog.math.interpolator.Spline1'); goog.require('goog.array'); goog.require('goog.asserts'); goog.require('goog.math'); goog.require('goog.math.interpolator.Interpolator1'); goog.require('goog.math.tdma'); /** * A one dimensional cubic spline interpolator with natural boundary conditions. * @implements {goog.math.interpolator.Interpolator1} * @constructor */ goog.math.interpolator.Spline1 = function() { /** * The abscissa of the data points. * @type {!Array} * @private */ this.x_ = []; /** * The spline interval coefficients. * Note that, in general, the length of coeffs and x is not the same. * @type {!Array>} * @private */ this.coeffs_ = [[0, 0, 0, Number.NaN]]; }; /** @override */ goog.math.interpolator.Spline1.prototype.setData = function(x, y) { goog.asserts.assert( x.length == y.length, 'input arrays to setData should have the same length'); if (x.length > 0) { this.coeffs_ = this.computeSplineCoeffs_(x, y); this.x_ = x.slice(); } else { this.coeffs_ = [[0, 0, 0, Number.NaN]]; this.x_ = []; } }; /** @override */ goog.math.interpolator.Spline1.prototype.interpolate = function(x) { var pos = goog.array.binarySearch(this.x_, x); if (pos < 0) { pos = -pos - 2; } pos = goog.math.clamp(pos, 0, this.coeffs_.length - 1); var d = x - this.x_[pos]; var d2 = d * d; var d3 = d2 * d; var coeffs = this.coeffs_[pos]; return coeffs[0] * d3 + coeffs[1] * d2 + coeffs[2] * d + coeffs[3]; }; /** * Solve for the spline coefficients such that the spline precisely interpolates * the data points. * @param {Array} x The abscissa of the spline data points. * @param {Array} y The ordinate of the spline data points. * @return {!Array>} The spline interval coefficients. * @private */ goog.math.interpolator.Spline1.prototype.computeSplineCoeffs_ = function(x, y) { var nIntervals = x.length - 1; var dx = new Array(nIntervals); var delta = new Array(nIntervals); for (var i = 0; i < nIntervals; ++i) { dx[i] = x[i + 1] - x[i]; delta[i] = (y[i + 1] - y[i]) / dx[i]; } // Compute the spline coefficients from the 1st order derivatives. var coeffs = []; if (nIntervals == 0) { // Nearest neighbor interpolation. coeffs[0] = [0, 0, 0, y[0]]; } else if (nIntervals == 1) { // Straight line interpolation. coeffs[0] = [0, 0, delta[0], y[0]]; } else if (nIntervals == 2) { // Parabola interpolation. var c3 = 0; var c2 = (delta[1] - delta[0]) / (dx[0] + dx[1]); var c1 = delta[0] - c2 * dx[0]; var c0 = y[0]; coeffs[0] = [c3, c2, c1, c0]; } else { // General Spline interpolation. Compute the 1st order derivatives from // the Spline equations. var deriv = this.computeDerivatives(dx, delta); for (var i = 0; i < nIntervals; ++i) { var c3 = (deriv[i] - 2 * delta[i] + deriv[i + 1]) / (dx[i] * dx[i]); var c2 = (3 * delta[i] - 2 * deriv[i] - deriv[i + 1]) / dx[i]; var c1 = deriv[i]; var c0 = y[i]; coeffs[i] = [c3, c2, c1, c0]; } } return coeffs; }; /** * Computes the derivative at each point of the spline such that * the curve is C2. It uses not-a-knot boundary conditions. * @param {Array} dx The spacing between consecutive data points. * @param {Array} slope The slopes between consecutive data points. * @return {!Array} The Spline derivative at each data point. * @protected */ goog.math.interpolator.Spline1.prototype.computeDerivatives = function( dx, slope) { var nIntervals = dx.length; // Compute the main diagonal of the system of equations. var mainDiag = new Array(nIntervals + 1); mainDiag[0] = dx[1]; for (var i = 1; i < nIntervals; ++i) { mainDiag[i] = 2 * (dx[i] + dx[i - 1]); } mainDiag[nIntervals] = dx[nIntervals - 2]; // Compute the sub diagonal of the system of equations. var subDiag = new Array(nIntervals); for (var i = 0; i < nIntervals; ++i) { subDiag[i] = dx[i + 1]; } subDiag[nIntervals - 1] = dx[nIntervals - 2] + dx[nIntervals - 1]; // Compute the super diagonal of the system of equations. var supDiag = new Array(nIntervals); supDiag[0] = dx[0] + dx[1]; for (var i = 1; i < nIntervals; ++i) { supDiag[i] = dx[i - 1]; } // Compute the right vector of the system of equations. var vecRight = new Array(nIntervals + 1); vecRight[0] = ((dx[0] + 2 * supDiag[0]) * dx[1] * slope[0] + dx[0] * dx[0] * slope[1]) / supDiag[0]; for (var i = 1; i < nIntervals; ++i) { vecRight[i] = 3 * (dx[i] * slope[i - 1] + dx[i - 1] * slope[i]); } vecRight[nIntervals] = (dx[nIntervals - 1] * dx[nIntervals - 1] * slope[nIntervals - 2] + (2 * subDiag[nIntervals - 1] + dx[nIntervals - 1]) * dx[nIntervals - 2] * slope[nIntervals - 1]) / subDiag[nIntervals - 1]; // Solve the system of equations. var deriv = goog.math.tdma.solve(subDiag, mainDiag, supDiag, vecRight); return deriv; }; /** * Note that the inverse of a cubic spline is not a cubic spline in general. * As a result the inverse implementation is only approximate. In * particular, it only guarantees the exact inverse at the original input data * points passed to setData. * @override */ goog.math.interpolator.Spline1.prototype.getInverse = function() { var interpolator = new goog.math.interpolator.Spline1(); var y = []; for (var i = 0; i < this.x_.length; i++) { y[i] = this.interpolate(this.x_[i]); } interpolator.setData(y, this.x_); return interpolator; };