File: linterpolation.py

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# encoding: utf-8
#
# © 2009 Václav Šmilauer <eudoxos@arcig.cz>
#
"""
Module for rudimentary support of manipulation with piecewise-linear
functions (which are usually interpolations of higher-order functions,
whence the module name). Interpolation is always given as two lists
of the same length, where the x-list must be increasing.

Periodicity is supported by supposing that the interpolation
can wrap from the last x-value to the first x-value (which
should be 0 for meaningful results).

Non-periodic interpolation can be converted to periodic one
by padding the interpolation with constant head and tail using
the sanitizeInterpolation function.

There is a c++ template function for interpolating on such sequences in
pkg/common/Engine/PartialEngine/LinearInterpolate.hpp (stateful, therefore
fast for sequential reads).

TODO: Interpolating from within python is not (yet) supported.
"""


def revIntegrateLinear(I, x0, y0, x1, y1):
	"""Helper function, returns value of integral variable x for
	linear function f passing through (x0,y0),(x1,y1) such that
	1. x∈[x0,x1]
	2. ∫_x0^x f dx=I
	and raise exception if such number doesn't exist or the solution
	is not unique (possible?)
	"""
	from math import sqrt
	dx, dy = x1 - x0, y1 - y0
	if dy == 0:  # special case, degenerates to linear equation
		return (x0 * y0 + I) / y0
	a = dy / dx
	b = 2 * (y0 - x0 * dy / dx)
	c = x0**2 * dy / dx - 2 * x0 * y0 - 2 * I
	det = b**2 - 4 * a * c
	assert (det > 0)
	p, q = (-b + sqrt(det)) / (2 * a), (-b - sqrt(det)) / (2 * a)
	pOK, qOK = x0 <= p <= x1, x0 <= q <= x1
	if pOK and qOK:
		raise ValueError("Both radices within interval!?")
	if not pOK and not qOK:
		raise ValueError("No radix in given interval!")
	return p if pOK else q


def integral(x, y):
	"""Return integral of piecewise-linear function given by points
	x0,x1,… and y0,y1,… """
	assert (len(x) == len(y))
	sum = 0
	for i in range(1, len(x)):
		sum += (x[i] - x[i - 1]) * .5 * (y[i] + y[i - 1])
	return sum


def xFractionalFromIntegral(integral, x, y):
	"""Return x within range x0…xn such that ∫_x0^x f dx==integral.
	Raises error if the integral value is not reached within the x-range.
	"""
	sum = 0
	for i in range(1, len(x)):
		diff = (x[i] - x[i - 1]) * .5 * (y[i] + y[i - 1])
		if sum + diff > integral:
			return revIntegrateLinear(integral - sum, x[i - 1], y[i - 1], x[i], y[i])
		else:
			sum += diff
	raise ValueError("Integral not reached within the interpolation range!")


def xFromIntegral(integralValue, x, y):
	"""Return x such that ∫_x0^x f dx==integral.
	x wraps around at xn. For meaningful results, therefore, x0 should == 0 """
	from math import floor
	period = x[-1] - x[0]
	periodIntegral = integral(x, y)
	numPeriods = floor(integralValue / periodIntegral)
	xFrac = xFractionalFromIntegral(integralValue - numPeriods * periodIntegral, x, y)
	#print '### wanted _%g; period=%g; periodIntegral=_%g (numPeriods=%g); rests _%g (xFrac=%g)'%(integralValue,period,periodIntegral,numPeriods,integralValue-numPeriods*periodIntegral,xFrac)
	#print '### returning %g*%g+%g=%g'%(period,numPeriods,xFrac,period*numPeriods+xFrac)
	return period * numPeriods + xFrac


def sanitizeInterpolation(x, y, x0, x1):
	"""Extends piecewise-linear function in such way that it spans at least
	the x0…x1 interval, by adding constant padding at the beginning (using y0)
	and/or at the end (using y1) or not at all."""
	xx, yy = [], []
	if x0 < x[0]:
		xx += [x0]
		yy += [y[0]]
	xx += x
	yy += y
	if x1 > x[-1]:
		xx += [x1]
		yy += [y[-1]]
	return xx, yy


if __name__ == "main":
	xx, yy = sanitizeInterpolation([1, 2, 3], [1, 1, 2], 0, 4)
	print(xx, yy)
	print(integral(xx, yy))  # 5.5
	print(revIntegrateLinear(.625, 1, 1, 2, 2))  # 1.5
	print(xFractionalFromIntegral(1.625, xx, yy))  # 1.625
	print(xFractionalFromIntegral(2.625, xx, yy))  # 2.5