/*
* 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.math3.analysis.polynomials;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.util.MathArrays;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NonMonotonicSequenceException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
Implements the representation of a real polynomial function in
Lagrange Form. For reference, see Introduction to Numerical
Analysis, ISBN 038795452X, chapter 2.
The approximated function should be smooth enough for Lagrange polynomial
to work well. Otherwise, consider using splines instead.
Since: 1.2
/**
* Implements the representation of a real polynomial function in
* <a href="http://mathworld.wolfram.com/LagrangeInterpolatingPolynomial.html">
* Lagrange Form</a>. For reference, see <b>Introduction to Numerical
* Analysis</b>, ISBN 038795452X, chapter 2.
* <p>
* The approximated function should be smooth enough for Lagrange polynomial
* to work well. Otherwise, consider using splines instead.</p>
*
* @since 1.2
*/
public class PolynomialFunctionLagrangeForm implements UnivariateFunction {
The coefficients of the polynomial, ordered by degree -- i.e.
coefficients[0] is the constant term and coefficients[n] is the
coefficient of x^n where n is the degree of the polynomial.
/**
* The coefficients of the polynomial, ordered by degree -- i.e.
* coefficients[0] is the constant term and coefficients[n] is the
* coefficient of x^n where n is the degree of the polynomial.
*/
private double coefficients[];
Interpolating points (abscissas).
/**
* Interpolating points (abscissas).
*/
private final double x[];
Function values at interpolating points.
/**
* Function values at interpolating points.
*/
private final double y[];
Whether the polynomial coefficients are available.
/**
* Whether the polynomial coefficients are available.
*/
private boolean coefficientsComputed;
Construct a Lagrange polynomial with the given abscissas and function
values. The order of interpolating points are not important.
The constructor makes copy of the input arrays and assigns them.
Params: - x – interpolating points
- y – function values at interpolating points
Throws: - DimensionMismatchException – if the array lengths are different.
- NumberIsTooSmallException – if the number of points is less than 2.
- NonMonotonicSequenceException –
if two abscissae have the same value.
/**
* Construct a Lagrange polynomial with the given abscissas and function
* values. The order of interpolating points are not important.
* <p>
* The constructor makes copy of the input arrays and assigns them.</p>
*
* @param x interpolating points
* @param y function values at interpolating points
* @throws DimensionMismatchException if the array lengths are different.
* @throws NumberIsTooSmallException if the number of points is less than 2.
* @throws NonMonotonicSequenceException
* if two abscissae have the same value.
*/
public PolynomialFunctionLagrangeForm(double x[], double y[])
throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
this.x = new double[x.length];
this.y = new double[y.length];
System.arraycopy(x, 0, this.x, 0, x.length);
System.arraycopy(y, 0, this.y, 0, y.length);
coefficientsComputed = false;
if (!verifyInterpolationArray(x, y, false)) {
MathArrays.sortInPlace(this.x, this.y);
// Second check in case some abscissa is duplicated.
verifyInterpolationArray(this.x, this.y, true);
}
}
Calculate the function value at the given point.
Params: - z – Point at which the function value is to be computed.
Throws: - DimensionMismatchException – if
x
and y
have different lengths. - NonMonotonicSequenceException – if
x
is not sorted in strictly increasing order. - NumberIsTooSmallException – if the size of
x
is less than 2.
Returns: the function value.
/**
* Calculate the function value at the given point.
*
* @param z Point at which the function value is to be computed.
* @return the function value.
* @throws DimensionMismatchException if {@code x} and {@code y} have
* different lengths.
* @throws org.apache.commons.math3.exception.NonMonotonicSequenceException
* if {@code x} is not sorted in strictly increasing order.
* @throws NumberIsTooSmallException if the size of {@code x} is less
* than 2.
*/
public double value(double z) {
return evaluateInternal(x, y, z);
}
Returns the degree of the polynomial.
Returns: the degree of the polynomial
/**
* Returns the degree of the polynomial.
*
* @return the degree of the polynomial
*/
public int degree() {
return x.length - 1;
}
Returns a copy of the interpolating points array.
Changes made to the returned copy will not affect the polynomial.
Returns: a fresh copy of the interpolating points array
/**
* Returns a copy of the interpolating points array.
* <p>
* Changes made to the returned copy will not affect the polynomial.</p>
*
* @return a fresh copy of the interpolating points array
*/
public double[] getInterpolatingPoints() {
double[] out = new double[x.length];
System.arraycopy(x, 0, out, 0, x.length);
return out;
}
Returns a copy of the interpolating values array.
Changes made to the returned copy will not affect the polynomial.
Returns: a fresh copy of the interpolating values array
/**
* Returns a copy of the interpolating values array.
* <p>
* Changes made to the returned copy will not affect the polynomial.</p>
*
* @return a fresh copy of the interpolating values array
*/
public double[] getInterpolatingValues() {
double[] out = new double[y.length];
System.arraycopy(y, 0, out, 0, y.length);
return out;
}
Returns a copy of the coefficients array.
Changes made to the returned copy will not affect the polynomial.
Note that coefficients computation can be ill-conditioned. Use with caution
and only when it is necessary.
Returns: a fresh copy of the coefficients array
/**
* Returns a copy of the coefficients array.
* <p>
* Changes made to the returned copy will not affect the polynomial.</p>
* <p>
* Note that coefficients computation can be ill-conditioned. Use with caution
* and only when it is necessary.</p>
*
* @return a fresh copy of the coefficients array
*/
public double[] getCoefficients() {
if (!coefficientsComputed) {
computeCoefficients();
}
double[] out = new double[coefficients.length];
System.arraycopy(coefficients, 0, out, 0, coefficients.length);
return out;
}
Evaluate the Lagrange polynomial using
Neville's Algorithm. It takes O(n^2) time.
Params: - x – Interpolating points array.
- y – Interpolating values array.
- z – Point at which the function value is to be computed.
Throws: - DimensionMismatchException – if
x
and y
have different lengths. - NonMonotonicSequenceException – if
x
is not sorted in strictly increasing order. - NumberIsTooSmallException – if the size of
x
is less than 2.
Returns: the function value.
/**
* Evaluate the Lagrange polynomial using
* <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html">
* Neville's Algorithm</a>. It takes O(n^2) time.
*
* @param x Interpolating points array.
* @param y Interpolating values array.
* @param z Point at which the function value is to be computed.
* @return the function value.
* @throws DimensionMismatchException if {@code x} and {@code y} have
* different lengths.
* @throws NonMonotonicSequenceException
* if {@code x} is not sorted in strictly increasing order.
* @throws NumberIsTooSmallException if the size of {@code x} is less
* than 2.
*/
public static double evaluate(double x[], double y[], double z)
throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
if (verifyInterpolationArray(x, y, false)) {
return evaluateInternal(x, y, z);
}
// Array is not sorted.
final double[] xNew = new double[x.length];
final double[] yNew = new double[y.length];
System.arraycopy(x, 0, xNew, 0, x.length);
System.arraycopy(y, 0, yNew, 0, y.length);
MathArrays.sortInPlace(xNew, yNew);
// Second check in case some abscissa is duplicated.
verifyInterpolationArray(xNew, yNew, true);
return evaluateInternal(xNew, yNew, z);
}
Evaluate the Lagrange polynomial using
Neville's Algorithm. It takes O(n^2) time.
Params: - x – Interpolating points array.
- y – Interpolating values array.
- z – Point at which the function value is to be computed.
Throws: - DimensionMismatchException – if
x
and y
have different lengths. - NonMonotonicSequenceException – if
x
is not sorted in strictly increasing order. - NumberIsTooSmallException – if the size of
x
is less than 2.
Returns: the function value.
/**
* Evaluate the Lagrange polynomial using
* <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html">
* Neville's Algorithm</a>. It takes O(n^2) time.
*
* @param x Interpolating points array.
* @param y Interpolating values array.
* @param z Point at which the function value is to be computed.
* @return the function value.
* @throws DimensionMismatchException if {@code x} and {@code y} have
* different lengths.
* @throws org.apache.commons.math3.exception.NonMonotonicSequenceException
* if {@code x} is not sorted in strictly increasing order.
* @throws NumberIsTooSmallException if the size of {@code x} is less
* than 2.
*/
private static double evaluateInternal(double x[], double y[], double z) {
int nearest = 0;
final int n = x.length;
final double[] c = new double[n];
final double[] d = new double[n];
double min_dist = Double.POSITIVE_INFINITY;
for (int i = 0; i < n; i++) {
// initialize the difference arrays
c[i] = y[i];
d[i] = y[i];
// find out the abscissa closest to z
final double dist = FastMath.abs(z - x[i]);
if (dist < min_dist) {
nearest = i;
min_dist = dist;
}
}
// initial approximation to the function value at z
double value = y[nearest];
for (int i = 1; i < n; i++) {
for (int j = 0; j < n-i; j++) {
final double tc = x[j] - z;
final double td = x[i+j] - z;
final double divider = x[j] - x[i+j];
// update the difference arrays
final double w = (c[j+1] - d[j]) / divider;
c[j] = tc * w;
d[j] = td * w;
}
// sum up the difference terms to get the final value
if (nearest < 0.5*(n-i+1)) {
value += c[nearest]; // fork down
} else {
nearest--;
value += d[nearest]; // fork up
}
}
return value;
}
Calculate the coefficients of Lagrange polynomial from the
interpolation data. It takes O(n^2) time.
Note that this computation can be ill-conditioned: Use with caution
and only when it is necessary.
/**
* Calculate the coefficients of Lagrange polynomial from the
* interpolation data. It takes O(n^2) time.
* Note that this computation can be ill-conditioned: Use with caution
* and only when it is necessary.
*/
protected void computeCoefficients() {
final int n = degree() + 1;
coefficients = new double[n];
for (int i = 0; i < n; i++) {
coefficients[i] = 0.0;
}
// c[] are the coefficients of P(x) = (x-x[0])(x-x[1])...(x-x[n-1])
final double[] c = new double[n+1];
c[0] = 1.0;
for (int i = 0; i < n; i++) {
for (int j = i; j > 0; j--) {
c[j] = c[j-1] - c[j] * x[i];
}
c[0] *= -x[i];
c[i+1] = 1;
}
final double[] tc = new double[n];
for (int i = 0; i < n; i++) {
// d = (x[i]-x[0])...(x[i]-x[i-1])(x[i]-x[i+1])...(x[i]-x[n-1])
double d = 1;
for (int j = 0; j < n; j++) {
if (i != j) {
d *= x[i] - x[j];
}
}
final double t = y[i] / d;
// Lagrange polynomial is the sum of n terms, each of which is a
// polynomial of degree n-1. tc[] are the coefficients of the i-th
// numerator Pi(x) = (x-x[0])...(x-x[i-1])(x-x[i+1])...(x-x[n-1]).
tc[n-1] = c[n]; // actually c[n] = 1
coefficients[n-1] += t * tc[n-1];
for (int j = n-2; j >= 0; j--) {
tc[j] = c[j+1] + tc[j+1] * x[i];
coefficients[j] += t * tc[j];
}
}
coefficientsComputed = true;
}
Check that the interpolation arrays are valid.
The arrays features checked by this method are that both arrays have the
same length and this length is at least 2.
Params: - x – Interpolating points array.
- y – Interpolating values array.
- abort – Whether to throw an exception if
x
is not sorted.
Throws: - DimensionMismatchException – if the array lengths are different.
- NumberIsTooSmallException – if the number of points is less than 2.
- NonMonotonicSequenceException – if
x
is not sorted in strictly increasing order and abort
is true
.
See Also: Returns: false
if the x
is not sorted in increasing order, true
otherwise.
/**
* Check that the interpolation arrays are valid.
* The arrays features checked by this method are that both arrays have the
* same length and this length is at least 2.
*
* @param x Interpolating points array.
* @param y Interpolating values array.
* @param abort Whether to throw an exception if {@code x} is not sorted.
* @throws DimensionMismatchException if the array lengths are different.
* @throws NumberIsTooSmallException if the number of points is less than 2.
* @throws org.apache.commons.math3.exception.NonMonotonicSequenceException
* if {@code x} is not sorted in strictly increasing order and {@code abort}
* is {@code true}.
* @return {@code false} if the {@code x} is not sorted in increasing order,
* {@code true} otherwise.
* @see #evaluate(double[], double[], double)
* @see #computeCoefficients()
*/
public static boolean verifyInterpolationArray(double x[], double y[], boolean abort)
throws DimensionMismatchException, NumberIsTooSmallException, NonMonotonicSequenceException {
if (x.length != y.length) {
throw new DimensionMismatchException(x.length, y.length);
}
if (x.length < 2) {
throw new NumberIsTooSmallException(LocalizedFormats.WRONG_NUMBER_OF_POINTS, 2, x.length, true);
}
return MathArrays.checkOrder(x, MathArrays.OrderDirection.INCREASING, true, abort);
}
}