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/* -------------------------------------------------------------------------- *
* Simbody(tm): SimTKmath *
* -------------------------------------------------------------------------- *
* This is part of the SimTK biosimulation toolkit originating from *
* Simbios, the NIH National Center for Physics-Based Simulation of *
* Biological Structures at Stanford, funded under the NIH Roadmap for *
* Medical Research, grant U54 GM072970. See https://simtk.org/home/simbody. *
* *
* Portions copyright (c) 2008-12 Stanford University and the Authors. *
* Authors: Peter Eastman *
* Contributors: Matthew Millard (the testNaturalCubicSpline code) *
* *
* 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. *
* -------------------------------------------------------------------------- */
#include "SimTKmath.h"
#include <vector> // use some std::vectors to test Array_ interoperability
#include <iostream>
#include <fstream>
#include <cstdio>
using namespace SimTK;
using namespace std;
const Real TESTTOL = 1e-9;
void testSpline() {
Vector_<Vec3> coeff(5);
coeff[0] = Vec3(0, 1, 2);
coeff[1] = Vec3(1, 4, 1);
coeff[2] = Vec3(2, 2, 20);
coeff[3] = Vec3(1, -1, 2);
coeff[4] = Vec3(0, 0, 1);
Vector x(Vec5(0, 1, 2, 5, 10));
// Create a linear spline, and verify that it interpolates linearly between
// the control points.
Spline_<Vec3> spline(1, x, coeff);
for (int i = 0; i < x.size(); ++i)
SimTK_TEST_EQ(coeff[i], spline.calcValue(Vector(1, x[i])));
std::vector<int> deriv;
deriv.push_back(0);
for (int i = 0; i < x.size()-1; ++i) {
for (int j = 0; j < 10; ++j) {
Real fract = (i+1.0)/12.0;
Real t = x[i]+fract*(x[i+1]-x[i]);
SimTK_TEST_EQ_TOL(spline.calcValue(Vector(1, t)),
coeff[i]+fract*(coeff[i+1]-coeff[i]), TESTTOL);
SimTK_TEST_EQ_TOL(spline.calcDerivative(deriv, Vector(1, t)),
(coeff[i+1]-coeff[i])/(x[i+1]-x[i]),TESTTOL);
}
}
// Create a cubic spline and verify the derivative calculations.
spline = Spline_<Vec3>(3, x, coeff);
Real delta = 1e-10;
for (int i = 0; i < x.size()-1; ++i) {
for (int j = 0; j < 10; ++j) {
Real fract = (i+1.0)/12.0;
Real t = x[i]+fract*(x[i+1]-x[i]);
Vec3 value1 = spline.calcValue(Vector(1, t-delta));
Vec3 value2 = spline.calcValue(Vector(1, t+delta));
SimTK_TEST_EQ_TOL(spline.calcDerivative(deriv, Vector(1, t)),
(value2-value1)/(2*delta), 1e-4);
}
}
}
void testSplineFitter() {
Real stddev = 0.5;
int n = 100;
Random::Gaussian random(0.0, stddev);
Vector x(n);
Vector_<Vec3> truey(n);
Vector_<Vec3> y(n);
for (int i = 0; i < x.size(); ++i) {
x[i] = i*0.1;
truey[i] = Vec3(sin(x[i]), 3.0*sin(2*x[i]), cos(x[i]));
y[i] = truey[i] + Vec3(random.getValue(),random.getValue(),random.getValue());
}
SplineFitter<Vec3> fitter = SplineFitter<Vec3>::fitFromGCV(3, x, y);
Spline_<Vec3> spline1 = fitter.getSpline();
// The fitting should have reduced the error.
Vec3 originalError = mean(abs(y-truey));
Vec3 fittedError = mean(abs(spline1.getControlPointValues()-truey));
SimTK_TEST(fittedError[0] < originalError[0]);
SimTK_TEST(fittedError[1] < originalError[1]);
SimTK_TEST(fittedError[2] < originalError[2]);
// If we perform the fitting again, explicitly specifying the same value for
// the smoothing parameter, it should produce identical results.
SimTK_TEST_EQ_TOL(SplineFitter<Vec3>::fitForSmoothingParameter
(3, x, y, fitter.getSmoothingParameter())
.getSpline().getControlPointValues(),
spline1.getControlPointValues(),
TESTTOL);
// Likewise, specifying the same number of degrees of freedom should produce
// identical results.
SimTK_TEST_EQ_TOL(SplineFitter<Vec3>::fitFromDOF
(3, x, y, fitter.getDegreesOfFreedom())
.getSpline().getControlPointValues(),
spline1.getControlPointValues(),
TESTTOL);
// If we specify a smoothing parameter of 0, it should exactly reproduce
// the original data.
Spline_<Vec3> nosmoothing = SplineFitter<Vec3>::fitForSmoothingParameter
(3, x, y, 0.0).getSpline();
for (int i = 0; i < x.size(); ++i)
SimTK_TEST_EQ_TOL(y[i], nosmoothing.calcValue(Vector(1, x[i])),TESTTOL);
}
void testRealSpline() {
Vector coeff(5);
coeff[0] = 0;
coeff[1] = 1;
coeff[2] = 2;
coeff[3] = 1;
coeff[4] = 0;
Vector x(Vec5(0, 1, 2, 5, 10));
// Create a linear spline, and verify that it interpolates linearly between
// the control points.
Spline spline(1, x, coeff);
for (int i = 0; i < x.size(); ++i)
SimTK_TEST_EQ_TOL(coeff[i], spline.calcValue(Vector(1, x[i])), TESTTOL);
Array_<int> deriv;
deriv.push_back(0);
for (int i = 0; i < x.size()-1; ++i) {
for (int j = 0; j < 10; ++j) {
Real fract = (i+1.0)/12.0;
Real t = x[i]+fract*(x[i+1]-x[i]);
SimTK_TEST_EQ_TOL(spline.calcValue(Vector(1, t)),
coeff[i]+fract*(coeff[i+1]-coeff[i]), TESTTOL);
SimTK_TEST_EQ_TOL(spline.calcDerivative(deriv, Vector(1, t)),
(coeff[i+1]-coeff[i])/(x[i+1]-x[i]), TESTTOL);
}
}
SimTK_TEST_EQ_TOL(1, spline.getControlPointValues()[1], TESTTOL);
// Try using a SplineFitter.
SplineFitter<Real> fitter = SplineFitter<Real>::fitFromGCV(3, x, coeff);
Spline spline2 = fitter.getSpline();
SimTK_TEST_EQ_TOL(3, spline2.getSplineDegree(),TESTTOL);
}
//MM bits added to test the numerical accuracy of the natural cubic splines.
/**
* This function computes a standard central difference dy/dx.
* If extrap_endpoints is set to 1, then the derivative at the
* end points is estimated by linearly extrapolating the dy/dx
* values beside the end points
*
* @param x domain vector
* @param y range vector
& @param extrap_endpoints:
* (false) Endpoints of the returned vector will be zero,
* because a central difference is undefined at
* these endpoints
* (true) Endpoints are computed by linearly extrapolating
* using a first difference from the neighboring 2
* points
*
* @returns dy/dx computed using central differences
*/
Vector getCentralDifference(Vector x, Vector y,
bool extrap_endpoints){
Vector dy(x.size());
double dx1,dx2;
double dy1,dy2;
int size = x.size();
for(int i=1; i<x.size()-1; i++){
dx1 = x(i)-x(i-1);
dx2 = x(i+1)-x(i);
dy1 = y(i)-y(i-1);
dy2 = y(i+1)-y(i);
dy(i)= 0.5*dy1/dx1 + 0.5*dy2/dx2;
}
if(extrap_endpoints == true){
dy1 = dy(2)-dy(1);
dx1 = x(2)-x(1);
dy(0) = dy(1) + (dy1/dx1)*(x(0)-x(1));
dy2 = dy(size-2)-dy(size-3);
dx2 = x(size-2)-x(size-3);
dy(size-1) = dy(size-2) + (dy2/dx2)*(x(size-1)-x(size-2));
}
return dy;
}
/**
* This function will print cvs file of the column vector
* col0 and the matrix data
*
* @params col0: A vector that must have the same number of rows
* as the data matrix. This column vector is
* printed as the first column
* @params data: A matrix of data
* @params filename: The name of the file to print
*/
void printMatrixToFile(Vector col0,Matrix data, string filename){
ofstream datafile;
datafile.open(filename.c_str());
for(int i = 0; i < data.nrow(); i++){
datafile << col0(i) << ",";
for(int j = 0; j < data.ncol(); j++){
if(j<data.ncol()-1)
datafile << data(i,j) << ",";
else
datafile << data(i,j) << "\n";
}
}
datafile.close();
}
/**
* This function will compute the value and first two
* derivatives of an analytic function at the point x.
*
* @params x the input value
* @params fcnType the function to compute. There are
* currently 5 choices (see below)
* @returns Vector: a 3x1 vector of the value,
* first derivative and second derivative
*/
Vector getAnalyticFunction(double x,int fcnType){
Vector fdF(3);
fdF = -1;
switch(fcnType){
case 0: //f(x) = 0;
fdF = 0;
break;
case 1: //f(x) = 2*x
fdF(0) = 2*x; //f
fdF(1) = 2; //fx
fdF(2) = 0;
break;
case 2: //f(x) = x^2
fdF(0) = x*x; //f
fdF(1) = 2*x; //fx
fdF(2) = 2;
break;
case 3: //f(x) = 2*x + x*x;
//f
fdF(0) = 2*x + x*x;
fdF(1) = 2 + 2*x;
fdF(2) = 2;
break;
case 4: //f(x) =2*x + x*x + 5*x*x*x
fdF(0) = 2*x + x*x + 5*x*x*x;
fdF(1) = 2 + 2*x + 15*x*x;
fdF(2) = 2 + 30*x;
break;
case 5: //fx(x) = sin(x)
fdF(0) = sin(x);
fdF(1) = cos(x);
fdF(2) = -sin(x);
break;
default:
cout << "Invalid fcnType in testBicubicSurface.cpp: getAnayticFunction";
}
return fdF;
}
/**
* This function tests the accuracy of the natural cubic spline sp.
* The accuracy of the spline is tested in the following manner:
*
* a. Spline must pass through the knots given
* -Error between spline and input data at the knots
* (should be zero)
* b. The first derivatives are continuous at the knot points
* -Error between the value of the first derivative at
* the knot point, and what a linear extrapolation would
* predict just to the left and right ofthe knot point.
* (should be zero, within a tolerace affected by the
* step size in xD)
* c. The second derivatives are continuous at the knots points
* -Error between the value of the numerically calculated
* derivative at the knot point, and what a linear
* extrapolation would predict just to the left and
* right of the knot point. (should be zero, within a
* tolerace affected by the step size in xD)
* d. The second derivative is zero at the end points.
* -Numerically calculated extrapolation of the 2nd
* derivative should be zero at the end points within
* some tolerance
*
*/
Vector benchmarkNaturalCubicSpline
(Function* sp, Vector xK, Vector yK, Vector xM,Vector xD,
string name, bool print)
{
int size = xK.size();
int sizeD= xD.size();
int sizeDK = xD.size()/(xK.size()-1);
double deltaD = (xK(xK.size()-1)-xK(0))/xD.size();
Matrix ysp_K(size,2),ysp_M(size-1,2),ysp_D(sizeD,4);
Vector errVec(4);
errVec = 1;
ysp_K = 0;
ysp_M = 0;
ysp_D = 0;
vector<int> derOrder(1);
derOrder[0] = 0;
///////////////////////////////////////////
//1. Evaluate the spline at the knots, the mid points and then a dense sample
///////////////////////////////////////////
Vector tmpV1(1);
double xVal=0;
for(int i=0;i<size;i++){
xVal = xK(i);
tmpV1(0)=xK(i);
ysp_K(i,0) = sp->calcValue(tmpV1);
ysp_K(i,1) = sp->calcDerivative(derOrder,tmpV1);
}
for(int i=0;i<size-1;i++){
xVal = xM(i);
tmpV1(0) = xM(i);
ysp_M(i,0) = sp->calcValue(tmpV1);
ysp_M(i,1) = sp->calcDerivative(derOrder,tmpV1);
}
for(int i=0;i<sizeD;i++){
xVal = xD(i);
tmpV1(0) = xD(i);
ysp_D(i,0) = sp->calcValue(tmpV1);
ysp_D(i,1) = sp->calcDerivative(derOrder,tmpV1);
}
//////////////////////////////////////
//2. Compute the second derivative of the spline (using central
//differences), and linearly interpolate to get the end points.
//The end points should go to exactly zero because the second
// derivative is linear in a cubic spline, as is the linear
// extrapolation
//
// Also compute the 3rd derivative using the same method. The 3rd
// derivative is required in the test to determine if the second
// derivative is continuous at the knots or not.
//////////////////////////////////////
ysp_D(2) = getCentralDifference(xD, ysp_D(1), true);
ysp_D(3) = getCentralDifference(xD, ysp_D(2), true);
//////////////////////////////////////
//3. Now check to see if the splines meet the conditions of a
//natural cubic spline:
//////////////////////////////////////
Vector tmpK(size,size),tmpM(size-1,size-1);
//* a. Spline passes through all knot points given
tmpK = yK-ysp_K(0);
errVec(0) = tmpK.norm();
// b. The first derivative is continuous at the knot points.
// Apply a continuity test to the data points that define
// the second derivative
//
// Continuity test: a linear extrapolation of first
// derivative of the curve in interest
// on either side of the point in
// interest should equal the point in
// interest;
double ykL,ykR,y0L,dydxL,y0R,dydxR = 0;
for(int i=1; i<size-1; i++){
y0L = ysp_D(i*sizeDK-1,1);
y0R = ysp_D(i*sizeDK+1,1);
dydxL = ysp_D(i*sizeDK-1,2); //Found using central differences
dydxR = ysp_D(i*sizeDK+1,2); //Found using central differences
ykL = y0L + dydxL*deltaD;
ykR = y0R - dydxR*deltaD;
errVec(1) = (ysp_D(i*sizeDK,1)-ykL)+(ysp_D(i*sizeDK,1)-ykR);
}
// c. The second derivative is continuous at the knot points.
// Apply a continuity test to the data points that define
// the second derivative. This also tests if the first
// derivative is smooth.
//
// Continuity test: a linear extrapolation of first
// derivative of the curve in interest
// on either side of the point in
// interest should equal the point in
// interest;
for(int i=1; i<size-1; i++){
y0L = ysp_D(i*sizeDK-1,2);
y0R = ysp_D(i*sizeDK+1,2);
dydxL = ysp_D(i*sizeDK-1,3); //Found using central differences
dydxR = ysp_D(i*sizeDK+1,3); //Found using central differences
ykL = y0L + dydxL*deltaD;
ykR = y0R - dydxR*deltaD;
errVec(2) = (ysp_D(i*sizeDK,2)-ykL)+(ysp_D(i*sizeDK,2)-ykR);
}
//////////////////////////////////////
//* d. The second derivative is zero at the end points
//////////////////////////////////////
errVec(3) = abs(ysp_D(0,2)) + abs(ysp_D(sizeD-1,2));
//////////////////////////////////////
//print the data for analysis
//////////////////////////////////////
if(print==true){
string fname = name;
fname.append("_K.csv");
printMatrixToFile(xK, ysp_K, fname);
fname = name;
fname.append("_M.csv");
printMatrixToFile(xM, ysp_M, fname);
fname = name;
fname.append("_D.csv");
printMatrixToFile(xD, ysp_D, fname);
}
return errVec;
}
/**
* The test works by seeing if the tested splines have the properties of
* a natural cubic spline. To do so, this test file has several steps
*
* User Steps: Configure the script
* a. Choose the function to be interpolated
* b. Choose the location and number of knot points
* c. Choose the density of a high resolution interpolation
*
* Test Script Steps:
* 0. Initialize the input vectors xK, xM, and xD for the knot locations,
* mid knot location and high resolution step locations respectively
* 1. Initialize the analytically computed output yK, yM and yD
* 2. Create each of the spline objects.
* 3. Evaluate the numerical accuracy of the splines by calling
* testNaturalCubicSpline
*/
void testNaturalCubicSpline() {
/////////////////////////////
//Configuration Variables
////////////////////////////
bool printToTerminal = false; //Setting this to true will print some
//useful data to the terminal
bool printData = false; //Set to true to print the knot,
//mid knot, and
//dense vector values, first derivatives,
//and second derivatives (for the splines)
//for analysis outside of this script.
int fcnType = 5; //Chooses what kind of analytical test function to
//use to initialize and test the various
//spline classes
const int size =6; //Number of knot points
const int sizeDK = 100; //Number of points per knot in
//the densely sampled vector
int sizeD=sizeDK*(size-1); //Number of points in a densely sampled
//interpolation
//Domain vector variables
double xmin,xmax,deltaX,deltaD;
xmin = Pi/4; //Value of first knot
xmax = Pi/2; //Value of the final knot
deltaX = (xmax-xmin)/(size-1);
deltaD = (xmax-xmin)/(sizeD-1);
double etime = 0;
/////////////////////////////
//Test Code body
////////////////////////////
Matrix testResults(4,1); //This matrix stores the results of the
//5 tests in each row entry, for each
//of the 2 spline classes tested.
// SimTK SplineFitter results are stored
// in column 0
// OpenSim::NaturalCubicSpline results
// are stored in column 1
//testResults.elementwiseAssign(0.0);
testResults = -1;
Vector tmpV1(1);
//Generate initialization knot points (denoted by a 'K')
// and the mid points (denoted by a 'M')
// and for the densely sampled interpolation vector
// (denoted by a 'D')
Vector xK(size), xM(size-1), xD(sizeD);
Matrix yK(size,3), yM(size-1,3), yD(sizeD,3);
///////////////////////////////////////////
//0. Initialize the input vectors xK, xM and xD
///////////////////////////////////////////
for (int i = 0; i < size; i++) {
xK(i) = xmin + ((double)i)*deltaX;
if(i<size-1){
xM(i) = xmin + deltaX/(double)2 + ((double)i)*deltaX;
}
}
for(int i = 0; i < sizeD; i++)
xD(i) = xmin + deltaD*(double)i;
///////////////////////////////////////////
//1. Initialize the analytic function vector data to interpolate
// Let the user know which function is being used
///////////////////////////////////////////
if(printToTerminal==true){
switch(fcnType){
case 0:
cout << "f(x) = 0" <<endl;
break;
case 1:
cout << "f(x) = 2*x" <<endl;
break;
case 2:
cout << "f(x) = x^2" <<endl;
break;
case 3:
cout << "f(x) = 2*x + x^2 " <<endl;
break;
case 4:
cout << "f(x) = 2*x + x^2 + 5x^3 " <<endl;
break;
}
}
//Get the function values at the knot points
Vector tmp(3);
tmp = 0;
for(int i=0; i<size;i++){
tmp = getAnalyticFunction(xK(i),fcnType);
for(int k=0;k<3;k++)
yK(i,k) = tmp(k);
}
Vector yKVal = yK(0);
//Get the function y, dy, ddy at the mid points
for(int i=0; i<size-1;i++){
tmp = getAnalyticFunction(xM(i),fcnType);
for(int k=0;k<3;k++)
yM(i,k) = tmp(k);
}
//Get the function y, dy, ddy at the dense points
for(int i=0; i<sizeD;i++){
tmp = getAnalyticFunction(xD(i),fcnType);
for(int k=0;k<3;k++)
yD(i,k) = tmp(k);
}
///////////////////////////////////////////
//2. Create each of the splines
///////////////////////////////////////////
//SplineFitter
Vector sfDerivs1(xK.size());
Spline_<Real> sTK = SplineFitter<Real>::fitForSmoothingParameter(3,xK,yKVal,0.0).getSpline();
///////////////////////////////////////////
//3. Test the splines
///////////////////////////////////////////
testResults(0) = benchmarkNaturalCubicSpline(&sTK, xK, yK(0), xM, xD, "simtk_splinefitter",true);
if(printToTerminal==true){
cout << "Test Result Matrix: 0 or small numbers pass" <<endl;
cout << " column 0: SplineFitter, column 1: OpenSim::NaturalCubicSpline" <<endl;
cout << " row 0: Passes through knots (tol 1e-14)" << endl;
cout << " row 1: First derivative is continuous and smooth (tol " << deltaD << ")" << endl;
cout << " row 2: Second derivative is continuous (tol " << 10*deltaD << ")" << endl;
cout << " row 3: Second derivative is zero at endpoints (tol "<< deltaD/10 <<")" << endl;
cout << testResults << endl;
}
//////////////////////////////////////
//4. Run numerical assertions on each test
//////////////////////////////////////
double tol = 0;
for(int k=0;k<testResults.ncol();k++){
for(int i=0;i<testResults.nrow();i++){
switch(i){
case 0: //Equal at knots
tol = 1e-14;
break;
case 1: //Continuous 1st derivative
tol = deltaD;
break;
case 2: //Continuous 2nd derivative
tol = 10*deltaD;
break;
case 3: //2nd derivative zero at end points
tol = deltaD/10;
break;
default:
cout << "testNCSpline: Invalid error type selected" << endl;
}
//cout << "Testing (i,k) " << i << " " << k << " tol " << tol << " \tval " << testResults(i,k) << endl;
SimTK_TEST_EQ_TOL(testResults(i,k),0,tol);
}
}
// getchar();
}
int main () {
SimTK_START_TEST("TestSpline");
SimTK_SUBTEST(testSpline);
SimTK_SUBTEST(testSplineFitter);
SimTK_SUBTEST(testRealSpline);
SimTK_SUBTEST(testNaturalCubicSpline);
SimTK_END_TEST();
}
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