[WIP] Interpolation fix
This commit is contained in:
parent
83b6d8fee0
commit
53a6d3543f
@ -43,7 +43,7 @@ dependencies {
|
|||||||
|
|
||||||
implementation("org.slf4j:slf4j-simple:1.7.30")
|
implementation("org.slf4j:slf4j-simple:1.7.30")
|
||||||
// plotting
|
// plotting
|
||||||
implementation("space.kscience:plotlykt-server:0.4.0-dev-2")
|
implementation("space.kscience:plotlykt-server:0.4.0")
|
||||||
}
|
}
|
||||||
|
|
||||||
kotlin.sourceSets.all {
|
kotlin.sourceSets.all {
|
||||||
|
@ -0,0 +1,56 @@
|
|||||||
|
/*
|
||||||
|
* Copyright 2018-2021 KMath contributors.
|
||||||
|
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package space.kscience.kmath.functions
|
||||||
|
|
||||||
|
import space.kscience.kmath.interpolation.SplineInterpolator
|
||||||
|
import space.kscience.kmath.interpolation.interpolatePolynomials
|
||||||
|
import space.kscience.kmath.operations.DoubleField
|
||||||
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
|
import space.kscience.plotly.Plotly
|
||||||
|
import space.kscience.plotly.makeFile
|
||||||
|
import space.kscience.plotly.models.functionXY
|
||||||
|
import space.kscience.plotly.scatter
|
||||||
|
import kotlin.math.PI
|
||||||
|
import kotlin.math.sin
|
||||||
|
|
||||||
|
fun main() {
|
||||||
|
val data = (0..10).map {
|
||||||
|
val x = it.toDouble() / 5 * PI
|
||||||
|
x to sin(x)
|
||||||
|
}
|
||||||
|
|
||||||
|
val polynomial: PiecewisePolynomial<Double> = SplineInterpolator(
|
||||||
|
DoubleField, ::DoubleBuffer
|
||||||
|
).interpolatePolynomials(data)
|
||||||
|
|
||||||
|
val function = polynomial.asFunction(DoubleField, 0.0)
|
||||||
|
|
||||||
|
val cmInterpolate = org.apache.commons.math3.analysis.interpolation.SplineInterpolator().interpolate(
|
||||||
|
data.map { it.first }.toDoubleArray(),
|
||||||
|
data.map { it.second }.toDoubleArray()
|
||||||
|
)
|
||||||
|
|
||||||
|
println(function(2.0))
|
||||||
|
println(cmInterpolate.value(2.0))
|
||||||
|
|
||||||
|
//
|
||||||
|
// Plotly.plot {
|
||||||
|
// scatter {
|
||||||
|
// name = "interpolated"
|
||||||
|
// x.numbers = data.map { it.first }
|
||||||
|
// y.numbers = x.doubles.map { function(it) }
|
||||||
|
// }
|
||||||
|
// scatter {
|
||||||
|
// name = "original"
|
||||||
|
// functionXY(0.0..(2 * PI), 0.1) { sin(it) }
|
||||||
|
// }
|
||||||
|
// scatter {
|
||||||
|
// name = "cm"
|
||||||
|
// x.numbers = data.map { it.first }
|
||||||
|
// y.numbers = x.doubles.map { cmInterpolate.value(it) }
|
||||||
|
// }
|
||||||
|
// }.makeFile()
|
||||||
|
}
|
@ -8,28 +8,18 @@
|
|||||||
package space.kscience.kmath.ejml
|
package space.kscience.kmath.ejml
|
||||||
|
|
||||||
import org.ejml.data.*
|
import org.ejml.data.*
|
||||||
import org.ejml.dense.row.CommonOps_DDRM
|
|
||||||
import org.ejml.dense.row.CommonOps_FDRM
|
|
||||||
import org.ejml.dense.row.factory.DecompositionFactory_DDRM
|
|
||||||
import org.ejml.dense.row.factory.DecompositionFactory_FDRM
|
|
||||||
import org.ejml.sparse.FillReducing
|
|
||||||
import org.ejml.sparse.csc.CommonOps_DSCC
|
|
||||||
import org.ejml.sparse.csc.CommonOps_FSCC
|
|
||||||
import org.ejml.sparse.csc.factory.DecompositionFactory_DSCC
|
|
||||||
import org.ejml.sparse.csc.factory.DecompositionFactory_FSCC
|
|
||||||
import org.ejml.sparse.csc.factory.LinearSolverFactory_DSCC
|
|
||||||
import org.ejml.sparse.csc.factory.LinearSolverFactory_FSCC
|
|
||||||
import space.kscience.kmath.linear.*
|
import space.kscience.kmath.linear.*
|
||||||
|
import space.kscience.kmath.operations.*
|
||||||
|
import space.kscience.kmath.structures.*
|
||||||
|
import space.kscience.kmath.misc.*
|
||||||
|
import kotlin.reflect.*
|
||||||
|
import org.ejml.dense.row.*
|
||||||
|
import org.ejml.dense.row.factory.*
|
||||||
|
import org.ejml.sparse.*
|
||||||
|
import org.ejml.sparse.csc.*
|
||||||
|
import org.ejml.sparse.csc.factory.*
|
||||||
|
import space.kscience.kmath.nd.*
|
||||||
import space.kscience.kmath.linear.Matrix
|
import space.kscience.kmath.linear.Matrix
|
||||||
import space.kscience.kmath.misc.UnstableKMathAPI
|
|
||||||
import space.kscience.kmath.nd.StructureFeature
|
|
||||||
import space.kscience.kmath.operations.DoubleField
|
|
||||||
import space.kscience.kmath.operations.FloatField
|
|
||||||
import space.kscience.kmath.operations.invoke
|
|
||||||
import space.kscience.kmath.structures.DoubleBuffer
|
|
||||||
import space.kscience.kmath.structures.FloatBuffer
|
|
||||||
import kotlin.reflect.KClass
|
|
||||||
import kotlin.reflect.cast
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* [EjmlVector] specialization for [Double].
|
* [EjmlVector] specialization for [Double].
|
||||||
|
@ -26,12 +26,12 @@ public fun interface Piecewise<T, R> {
|
|||||||
public fun interface PiecewisePolynomial<T : Any> : Piecewise<T, Polynomial<T>>
|
public fun interface PiecewisePolynomial<T : Any> : Piecewise<T, Polynomial<T>>
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Basic [Piecewise] implementation where all the pieces are ordered by the [Comparable] type instances.
|
* A [Piecewise] builder where all the pieces are ordered by the [Comparable] type instances.
|
||||||
*
|
*
|
||||||
* @param T the comparable piece key type.
|
* @param T the comparable piece key type.
|
||||||
|
* @param delimiter the initial piecewise separator
|
||||||
*/
|
*/
|
||||||
public class OrderedPiecewisePolynomial<T : Comparable<T>>(delimiter: T) :
|
public class OrderedPiecewisePolynomial<T : Comparable<T>>(delimiter: T) : PiecewisePolynomial<T> {
|
||||||
PiecewisePolynomial<T> {
|
|
||||||
private val delimiters: MutableList<T> = arrayListOf(delimiter)
|
private val delimiters: MutableList<T> = arrayListOf(delimiter)
|
||||||
private val pieces: MutableList<Polynomial<T>> = arrayListOf()
|
private val pieces: MutableList<Polynomial<T>> = arrayListOf()
|
||||||
|
|
||||||
@ -64,9 +64,7 @@ public class OrderedPiecewisePolynomial<T : Comparable<T>>(delimiter: T) :
|
|||||||
return null
|
return null
|
||||||
else {
|
else {
|
||||||
for (index in 1 until delimiters.size)
|
for (index in 1 until delimiters.size)
|
||||||
if (arg < delimiters[index])
|
if (arg < delimiters[index]) return pieces[index - 1]
|
||||||
return pieces[index - 1]
|
|
||||||
|
|
||||||
error("Piece not found")
|
error("Piece not found")
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@ -19,7 +19,9 @@ import kotlin.math.pow
|
|||||||
*
|
*
|
||||||
* @param coefficients constant is the leftmost coefficient.
|
* @param coefficients constant is the leftmost coefficient.
|
||||||
*/
|
*/
|
||||||
public class Polynomial<T : Any>(public val coefficients: List<T>)
|
public class Polynomial<T : Any>(public val coefficients: List<T>){
|
||||||
|
override fun toString(): String = "Polynomial$coefficients"
|
||||||
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Returns a [Polynomial] instance with given [coefficients].
|
* Returns a [Polynomial] instance with given [coefficients].
|
||||||
@ -34,19 +36,15 @@ public fun Polynomial<Double>.value(): Double = coefficients.reduceIndexed { ind
|
|||||||
|
|
||||||
/**
|
/**
|
||||||
* Evaluates the value of the given polynomial for given argument.
|
* Evaluates the value of the given polynomial for given argument.
|
||||||
|
* https://en.wikipedia.org/wiki/Horner%27s_method
|
||||||
*/
|
*/
|
||||||
public fun <T : Any, C : Ring<T>> Polynomial<T>.value(ring: C, arg: T): T = ring {
|
public fun <T : Any, C : Ring<T>> Polynomial<T>.value(ring: C, arg: T): T = ring {
|
||||||
if (coefficients.isEmpty()) return@ring zero
|
if (coefficients.isEmpty()) return@ring zero
|
||||||
var res = coefficients.first()
|
var result: T = coefficients.last()
|
||||||
var powerArg = arg
|
for (j in coefficients.size - 2 downTo 0) {
|
||||||
|
result = (arg * result) + coefficients[j]
|
||||||
for (index in 1 until coefficients.size) {
|
|
||||||
res += coefficients[index] * powerArg
|
|
||||||
// recalculating power on each step to avoid power costs on long polynomials
|
|
||||||
powerArg *= arg
|
|
||||||
}
|
}
|
||||||
|
return result
|
||||||
res
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
|
@ -34,19 +34,16 @@ public class SplineInterpolator<T : Comparable<T>>(
|
|||||||
// Number of intervals. The number of data points is n + 1.
|
// Number of intervals. The number of data points is n + 1.
|
||||||
val n = points.size - 1
|
val n = points.size - 1
|
||||||
// Differences between knot points
|
// Differences between knot points
|
||||||
val h = bufferFactory(points.size) { i -> points.x[i + 1] - points.x[i] }
|
val h = bufferFactory(n) { i -> points.x[i + 1] - points.x[i] }
|
||||||
val mu = bufferFactory(points.size - 1) { zero }
|
val mu = bufferFactory(n) { zero }
|
||||||
val z = bufferFactory(points.size) { zero }
|
val z = bufferFactory(n + 1) { zero }
|
||||||
|
|
||||||
for (i in 1 until n) {
|
for (i in 1 until n) {
|
||||||
val g = 2.0 * (points.x[i + 1] - points.x[i - 1]) - h[i - 1] * mu[i - 1]
|
val g = 2.0 * (points.x[i + 1] - points.x[i - 1]) - h[i - 1] * mu[i - 1]
|
||||||
mu[i] = h[i] / g
|
mu[i] = h[i] / g
|
||||||
|
z[i] =
|
||||||
z[i] = (3.0 * (points.y[i + 1] * h[i - 1]
|
((points.y[i + 1] * h[i - 1] - points.y[i] * (points.x[i + 1] - points.x[i - 1]) + points.y[i - 1] * h[i]) * 3.0 /
|
||||||
- points.x[i] * (points.x[i + 1] - points.x[i - 1])
|
(h[i - 1] * h[i]) - h[i - 1] * z[i - 1]) / g
|
||||||
+ points.y[i - 1] * h[i]) / (h[i - 1] * h[i])
|
|
||||||
- h[i - 1] * z[i - 1]
|
|
||||||
) / g
|
|
||||||
}
|
}
|
||||||
|
|
||||||
// cubic spline coefficients -- b is linear, c quadratic, d is cubic (original y's are constants)
|
// cubic spline coefficients -- b is linear, c quadratic, d is cubic (original y's are constants)
|
||||||
|
@ -0,0 +1,35 @@
|
|||||||
|
/*
|
||||||
|
* Copyright 2018-2021 KMath contributors.
|
||||||
|
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
|
||||||
|
*/
|
||||||
|
|
||||||
|
package space.kscience.kmath.interpolation
|
||||||
|
|
||||||
|
import space.kscience.kmath.functions.PiecewisePolynomial
|
||||||
|
import space.kscience.kmath.functions.asFunction
|
||||||
|
import space.kscience.kmath.operations.DoubleField
|
||||||
|
import space.kscience.kmath.structures.DoubleBuffer
|
||||||
|
import kotlin.math.PI
|
||||||
|
import kotlin.math.sin
|
||||||
|
import kotlin.test.Test
|
||||||
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
internal class SplineInterpolatorTest {
|
||||||
|
@Test
|
||||||
|
fun testInterpolation() {
|
||||||
|
val data = (0..10).map {
|
||||||
|
val x = it.toDouble() / 5 * PI
|
||||||
|
x to sin(x)
|
||||||
|
}
|
||||||
|
|
||||||
|
val polynomial: PiecewisePolynomial<Double> = SplineInterpolator(
|
||||||
|
DoubleField, ::DoubleBuffer
|
||||||
|
).interpolatePolynomials(data)
|
||||||
|
|
||||||
|
val function = polynomial.asFunction(DoubleField)
|
||||||
|
assertEquals(null, function(-1.0))
|
||||||
|
assertEquals(sin(0.5), function(0.5)!!, 0.1)
|
||||||
|
assertEquals(sin(1.5), function(1.5)!!, 0.1)
|
||||||
|
assertEquals(sin(2.0), function(2.0)!!, 0.1)
|
||||||
|
}
|
||||||
|
}
|
Loading…
Reference in New Issue
Block a user