1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181
|
########################################################################
##
## Copyright (C) 2001-2024 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} =} pchip (@var{x}, @var{y})
## @deftypefnx {} {@var{yi} =} pchip (@var{x}, @var{y}, @var{xi})
## Return the Piecewise Cubic Hermite Interpolating Polynomial (pchip) of
## points @var{x} and @var{y}.
##
## If 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{pchip} evaluates the pchip
## polynomial at the points @var{xi}. The third calling form is equivalent to
## @code{ppval (pchip (@var{x}, @var{y}), @var{xi})}.
##
## The variable @var{x} must be a strictly monotonic vector (either increasing
## or decreasing) of length @var{n}.
##
## @var{y} can be either a vector or array. If @var{y} is a vector then it
## must be the same length @var{n} as @var{x}. 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
## 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 opposite to @code{interp1} but is done for @sc{matlab}
## compatibility.
##
## @seealso{spline, ppval, mkpp, unmkpp}
## @end deftypefn
## Algorithm:
## S_k = a_k + b_k*x + c_k*x^2 + d_k*x^3; (spline polynomial)
##
## 4 conditions:
## S_k(x_k) = y_k;
## S_k(x_k+1) = y_k+1;
## S_k'(x_k) = y_k';
## S_k'(x_k+1) = y_k+1';
function ret = pchip (x, y, xi)
if (nargin < 2)
print_usage ();
endif
## make row vector
x = x(:).';
n = length (x);
## Check the size and shape of y
if (isvector (y))
y = y(:).'; # force row vector
szy = size (y);
if (! size_equal (x, y))
error ("pchip: length of X and Y must match");
endif
else
szy = size (y);
if (n != szy(end))
error ("pchip: length of X and last dimension of Y must match");
endif
y = reshape (y, [prod(szy(1:end-1)), szy(end)]);
endif
h = diff (x);
if (all (h < 0))
x = fliplr (x);
h = diff (x);
y = fliplr (y);
elseif (any (h <= 0))
error ("pchip: X must be strictly monotonic");
endif
f1 = y(:, 1:n-1);
## Compute derivatives.
d = __pchip_deriv__ (x, y, 2);
d1 = d(:, 1:n-1);
d2 = d(:, 2:n);
## This is taken from SLATEC.
h = diag (h);
delta = diff (y, 1, 2) / h;
del1 = (d1 - delta) / h;
del2 = (d2 - delta) / h;
c3 = del1 + del2;
c2 = -c3 - del1;
c3 /= h;
coeffs = cat (3, c3, c2, d1, f1);
ret = mkpp (x, coeffs, szy(1:end-1));
if (nargin == 3)
ret = ppval (ret, xi);
endif
endfunction
%!demo
%! x = 0:8;
%! y = [1, 1, 1, 1, 0.5, 0, 0, 0, 0];
%! xi = 0:0.01:8;
%! yspline = spline (x,y,xi);
%! ypchip = pchip (x,y,xi);
%! title ("pchip and spline fit to discontinuous function");
%! plot (xi,yspline, xi,ypchip,"-", x,y,"+");
%! legend ("spline", "pchip", "data");
%! %-------------------------------------------------------------------
%! % confirm that pchip agreed better to discontinuous data than spline
%!shared x, y, y2, pp, yi1, yi2, yi3
%! x = 0:8;
%! y = [1, 1, 1, 1, 0.5, 0, 0, 0, 0];
%!assert (pchip (x,y,x), y)
%!assert (pchip (x,y,x'), y')
%!assert (pchip (x',y',x'), y')
%!assert (pchip (x',y',x), y)
%!assert (isempty (pchip (x',y',[])))
%!assert (isempty (pchip (x,y,[])))
%!assert (pchip (x,[y;y],x), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x,[y;y],x'), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x',[y;y],x), [pchip(x,y,x);pchip(x,y,x)])
%!assert (pchip (x',[y;y],x'), [pchip(x,y,x);pchip(x,y,x)])
%!test
%! x = (0:8)*pi/4; y = [sin(x); cos(x)];
%! y2(:,:,1) = y; y2(:,:,2) = y+1; y2(:,:,3) = y-1;
%! pp = pchip (x, shiftdim (y2,2));
%! yi1 = ppval (pp, (1:4)*pi/4);
%! yi2 = ppval (pp, repmat ((1:4)*pi/4, [5,1]));
%! yi3 = ppval (pp, [pi/2,pi]);
%!assert (size (pp.coefs), [48,4])
%!assert (pp.pieces, 8)
%!assert (pp.order, 4)
%!assert (pp.dim, [3,2])
%!assert (ppval (pp,pi), [0,-1;1,0;-1,-2], 1e-14)
%!assert (yi3(:,:,2), ppval (pp,pi), 1e-14)
%!assert (yi3(:,:,1), [1,0;2,1;0,-1], 1e-14)
%!assert (squeeze (yi1(1,2,:)), [1/sqrt(2); 0; -1/sqrt(2);-1], 1e-14)
%!assert (size (yi2), [3,2,5,4])
%!assert (squeeze (yi2(1,2,3,:)), [1/sqrt(2); 0; -1/sqrt(2);-1], 1e-14)
%!error pchip (1,2)
%!error pchip (1,2,3)
|