/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You 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.
*/
package org.apache.commons.math.analysis.interpolation;
import java.io.Serializable;
import org.apache.commons.math.DuplicateSampleAbscissaException;
import org.apache.commons.math.analysis.polynomials.PolynomialFunctionLagrangeForm;
import org.apache.commons.math.analysis.polynomials.PolynomialFunctionNewtonForm;
/**
* Implements the <a href="
* "http://mathworld.wolfram.com/NewtonsDividedDifferenceInterpolationFormula.html">
* Divided Difference Algorithm</a> for interpolation of real univariate
* functions. For reference, see <b>Introduction to Numerical Analysis</b>,
* ISBN 038795452X, chapter 2.
* <p>
* The actual code of Neville's evaluation is in PolynomialFunctionLagrangeForm,
* this class provides an easy-to-use interface to it.</p>
*
* @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
* @since 1.2
*/
public class DividedDifferenceInterpolator implements UnivariateRealInterpolator,
Serializable {
/** serializable version identifier */
private static final long serialVersionUID = 107049519551235069L;
/**
* Computes an interpolating function for the data set.
*
* @param x the interpolating points array
* @param y the interpolating values array
* @return a function which interpolates the data set
* @throws DuplicateSampleAbscissaException if arguments are invalid
*/
public PolynomialFunctionNewtonForm interpolate(double x[], double y[]) throws
DuplicateSampleAbscissaException {
/**
* a[] and c[] are defined in the general formula of Newton form:
* p(x) = a[0] + a[1](x-c[0]) + a[2](x-c[0])(x-c[1]) + ... +
* a[n](x-c[0])(x-c[1])...(x-c[n-1])
*/
double a[], c[];
PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y);
/**
* When used for interpolation, the Newton form formula becomes
* p(x) = f[x0] + f[x0,x1](x-x0) + f[x0,x1,x2](x-x0)(x-x1) + ... +
* f[x0,x1,...,x[n-1]](x-x0)(x-x1)...(x-x[n-2])
* Therefore, a[k] = f[x0,x1,...,xk], c[k] = x[k].
* <p>
* Note x[], y[], a[] have the same length but c[]'s size is one less.</p>
*/
c = new double[x.length-1];
for (int i = 0; i < c.length; i++) {
c[i] = x[i];
}
a = computeDividedDifference(x, y);
return new PolynomialFunctionNewtonForm(a, c);
}
/**
* Returns a copy of the divided difference array.
* <p>
* The divided difference array is defined recursively by <pre>
* f[x0] = f(x0)
* f[x0,x1,...,xk] = (f(x1,...,xk) - f(x0,...,x[k-1])) / (xk - x0)
* </pre></p>
* <p>
* The computational complexity is O(N^2).</p>
*
* @param x the interpolating points array
* @param y the interpolating values array
* @return a fresh copy of the divided difference array
* @throws DuplicateSampleAbscissaException if any abscissas coincide
*/
protected static double[] computeDividedDifference(double x[], double y[])
throws DuplicateSampleAbscissaException {
int i, j, n;
double divdiff[], a[], denominator;
PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y);
n = x.length;
divdiff = new double[n];
for (i = 0; i < n; i++) {
divdiff[i] = y[i]; // initialization
}
a = new double [n];
a[0] = divdiff[0];
for (i = 1; i < n; i++) {
for (j = 0; j < n-i; j++) {
denominator = x[j+i] - x[j];
if (denominator == 0.0) {
// This happens only when two abscissas are identical.
throw new DuplicateSampleAbscissaException(x[j], j, j+i);
}
divdiff[j] = (divdiff[j+1] - divdiff[j]) / denominator;
}
a[i] = divdiff[0];
}
return a;
}
}