X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Fsplines-1.0.7%2Fcsape.m;fp=octave_packages%2Fsplines-1.0.7%2Fcsape.m;h=ecc6501b20e89374812eac61b13d2ab3bfc3d7c2;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/splines-1.0.7/csape.m b/octave_packages/splines-1.0.7/csape.m new file mode 100644 index 0000000..ecc6501 --- /dev/null +++ b/octave_packages/splines-1.0.7/csape.m @@ -0,0 +1,275 @@ +## Copyright (C) 2000,2001 Kai Habel +## +## This program 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 2 of the License, or +## (at your option) any later version. +## +## This program 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 this program; If not, see . + +## -*- texinfo -*- +## @deftypefn {Function File} {@var{pp} = } csape (@var{x}, @var{y}, @var{cond}, @var{valc}) +## cubic spline interpolation with various end conditions. +## creates the pp-form of the cubic spline. +## +## the following end conditions as given in @var{cond} are possible. +## @table @asis +## @item 'complete' +## match slopes at first and last point as given in @var{valc} +## @item 'not-a-knot' +## third derivatives are continuous at the second and second last point +## @item 'periodic' +## match first and second derivative of first and last point +## @item 'second' +## match second derivative at first and last point as given in @var{valc} +## @item 'variational' +## set second derivative at first and last point to zero (natural cubic spline) +## @end table +## +## @seealso{ppval, spline} +## @end deftypefn + +## Author: Kai Habel +## Date: 23. nov 2000 +## Algorithms taken from G. Engeln-Muellges, F. Uhlig: +## "Numerical Algorithms with C", Springer, 1996 + +## Paul Kienzle, 19. feb 2001, csape supports now matrix y value + +function pp = csape (x, y, cond, valc) + + x = x(:); + n = length(x); + if (n < 3) + error("csape requires at least 3 points"); + endif + + ## Check the size and shape of y + ndy = ndims (y); + szy = size (y); + if (ndy == 2 && (szy(1) == n || szy(2) == n)) + if (szy(2) == n) + a = y.'; + else + a = y; + szy = fliplr (szy); + endif + else + a = shiftdim (reshape (y, [prod(szy(1:end-1)), szy(end)]), 1); + endif + + + b = c = zeros (size (a)); + h = diff (x); + idx = ones (columns(a),1); + + if (nargin < 3 || strcmp(cond,"complete")) + # specified first derivative at end point + if (nargin < 4) + valc = [0, 0]; + endif + + if (n == 3) + dg = 1.5 * h(1) - 0.5 * h(2); + c(2:n - 1,:) = 1/dg(1); + else + dg = 2 * (h(1:n - 2) .+ h(2:n - 1)); + dg(1) = dg(1) - 0.5 * h(1); + dg(n - 2) = dg(n-2) - 0.5 * h(n - 1); + + e = h(2:n - 2); + + g = 3 * diff (a(2:n,:)) ./ h(2:n - 1,idx)\ + - 3 * diff (a(1:n - 1,:)) ./ h(1:n - 2,idx); + g(1,:) = 3 * (a(3,:) - a(2,:)) / h(2) \ + - 3 / 2 * (3 * (a(2,:) - a(1,:)) / h(1) - valc(1)); + g(n - 2,:) = 3 / 2 * (3 * (a(n,:) - a(n - 1,:)) / h(n - 1) - valc(2))\ + - 3 * (a(n - 1,:) - a(n - 2,:)) / h(n - 2); + + c(2:n - 1,:) = spdiags([[e(:);0],dg,[0;e(:)]],[-1,0,1],n-2,n-2) \ g; + + end + + c(1,:) = (3 / h(1) * (a(2,:) - a(1,:)) - 3 * valc(1) + - c(2,:) * h(1)) / (2 * h(1)); + c(n,:) = - (3 / h(n - 1) * (a(n,:) - a(n - 1,:)) - 3 * valc(2) + + + c(n - 1,:) * h(n - 1)) / (2 * h(n - 1)); + b(1:n - 1,:) = 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)); + + elseif (strcmp(cond,"variational") || strcmp(cond,"second")) + + if ((nargin < 4) || strcmp(cond,"variational")) + ## set second derivatives at end points to zero + valc = [0, 0]; + endif + + c(1,:) = valc(1) / 2; + c(n,:) = valc(2) / 2; + + g = 3 * diff (a(2:n,:)) ./ h(2:n - 1, idx)\ + - 3 * diff (a(1:n - 1,:)) ./ h(1:n - 2, idx); + + g(1,:) = g(1,:) - h(1) * c(1,:); + g(n - 2,:) = g(n-2,:) - h(n - 1) * c(n,:); + + if( n == 3) + dg = 2 * h(1); + c(2:n - 1,:) = g / dg; + else + dg = 2 * (h(1:n - 2) .+ h(2:n - 1)); + e = h(2:n - 2); + c(2:n - 1,:) = spdiags([[e(:);0],dg,[0;e(:)]],[-1,0,1],n-2,n-2) \ g; + end + + b(1:n - 1,:) = 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)); + + elseif (strcmp(cond,"periodic")) + + h = [h; h(1)]; + + ## XXX FIXME XXX --- the following gives a smoother periodic transition: + ## a(n,:) = a(1,:) = ( a(n,:) + a(1,:) ) / 2; + a(n,:) = a(1,:); + + tmp = diff (shift ([a; a(2,:)], -1)); + g = 3 * tmp(1:n - 1,:) ./ h(2:n,idx)\ + - 3 * diff (a) ./ h(1:n - 1,idx); + + if (n > 3) + dg = 2 * (h(1:n - 1) .+ h(2:n)); + e = h(2:n - 1); + + ## Use Sherman-Morrison formula to extend the solution + ## to the cyclic system. See Numerical Recipes in C, pp 73-75 + gamma = - dg(1); + dg(1) -= gamma; + dg(end) -= h(1) * h(1) / gamma; + z = spdiags([[e(:);0],dg,[0;e(:)]],[-1,0,1],n-1,n-1) \ ... + [[gamma; zeros(n-3,1); h(1)],g]; + fact = (z(1,2:end) + h(1) * z(end,2:end) / gamma) / ... + (1.0 + z(1,1) + h(1) * z(end,1) / gamma); + + c(2:n,idx) = z(:,2:end) - z(:,1) * fact; + endif + + c(1,:) = c(n,:); + b = diff (a) ./ h(1:n - 1,idx)\ + - h(1:n - 1,idx) / 3 .* (c(2:n,:) + 2 * c(1:n - 1,:)); + b(n,:) = b(1,:); + d = diff (c) ./ (3 * h(1:n - 1, idx)); + d(n,:) = d(1,:); + + elseif (strcmp(cond,"not-a-knot")) + + 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; + + else # n == 3 + + dg= [h(1) + 2 * h(2)]; + c(2:n - 1,:) = g/dg(1); + + 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)); + + else + msg = sprintf("unknown end condition: %s",cond); + error (msg); + endif + + d = d(1:n-1,:); c=c(1:n-1,:); b=b(1:n-1,:); a=a(1:n-1,:); + pp = mkpp (x, cat (2, d'(:), c'(:), b'(:), a'(:)), szy(1:end-1)); + +endfunction + + +%!shared x,y,cond +%! x = linspace(0,2*pi,15); y = sin(x); + +%!assert (ppval(csape(x,y),x), y, 10*eps); +%!assert (ppval(csape(x,y),x'), y', 10*eps); +%!assert (ppval(csape(x',y'),x'), y', 10*eps); +%!assert (ppval(csape(x',y'),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y]),x), \ +%! [ppval(csape(x,y),x);ppval(csape(x,y),x)], 10*eps) + +%!test cond='complete'; +%!assert (ppval(csape(x,y,cond),x), y, 10*eps); +%!assert (ppval(csape(x,y,cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y],cond),x), \ +%! [ppval(csape(x,y,cond),x);ppval(csape(x,y,cond),x)], 10*eps) + +%!test cond='variational'; +%!assert (ppval(csape(x,y,cond),x), y, 10*eps); +%!assert (ppval(csape(x,y,cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y],cond),x), \ +%! [ppval(csape(x,y,cond),x);ppval(csape(x,y,cond),x)], 10*eps) + +%!test cond='second'; +%!assert (ppval(csape(x,y,cond),x), y, 10*eps); +%!assert (ppval(csape(x,y,cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y],cond),x), \ +%! [ppval(csape(x,y,cond),x);ppval(csape(x,y,cond),x)], 10*eps) + +%!test cond='periodic'; +%!assert (ppval(csape(x,y,cond),x), y, 10*eps); +%!assert (ppval(csape(x,y,cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y],cond),x), \ +%! [ppval(csape(x,y,cond),x);ppval(csape(x,y,cond),x)], 10*eps) + +%!test cond='not-a-knot'; +%!assert (ppval(csape(x,y,cond),x), y, 10*eps); +%!assert (ppval(csape(x,y,cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x'), y', 10*eps); +%!assert (ppval(csape(x',y',cond),x), y, 10*eps); +%!assert (ppval(csape(x,[y;y],cond),x), \ +%! [ppval(csape(x,y,cond),x);ppval(csape(x,y,cond),x)], 10*eps)