/* * Copyright Nick Thompson, 2020 * Use, modification and distribution are subject to the * Boost Software License, Version 1.0. (See accompanying file * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) */ #ifndef BOOST_MATH_INTERPOLATORS_DETAIL_SEPTIC_HERMITE_DETAIL_HPP #define BOOST_MATH_INTERPOLATORS_DETAIL_SEPTIC_HERMITE_DETAIL_HPP #include #include #include #include #include namespace boost { namespace math { namespace interpolators { namespace detail { template class septic_hermite_detail { public: using Real = typename RandomAccessContainer::value_type; septic_hermite_detail(RandomAccessContainer && x, RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2, RandomAccessContainer && d3ydx3) : x_{std::move(x)}, y_{std::move(y)}, dydx_{std::move(dydx)}, d2ydx2_{std::move(d2ydx2)}, d3ydx3_{std::move(d3ydx3)} { if (x_.size() != y_.size()) { throw std::domain_error("Number of abscissas must = number of ordinates."); } if (x_.size() != dydx_.size()) { throw std::domain_error("Numbers of derivatives must = number of abscissas."); } if (x_.size() != d2ydx2_.size()) { throw std::domain_error("Number of second derivatives must equal number of abscissas."); } if (x_.size() != d3ydx3_.size()) { throw std::domain_error("Number of third derivatives must equal number of abscissas."); } if (x_.size() < 2) { throw std::domain_error("At least 2 abscissas are required."); } Real x0 = x_[0]; for (decltype(x_.size()) i = 1; i < x_.size(); ++i) { Real x1 = x_[i]; if (x1 <= x0) { throw std::domain_error("Abscissas must be sorted in strictly increasing order x0 < x1 < ... < x_{n-1}"); } x0 = x1; } } void push_back(Real x, Real y, Real dydx, Real d2ydx2, Real d3ydx3) { using std::abs; using std::isnan; if (x <= x_.back()) { throw std::domain_error("Calling push_back must preserve the monotonicity of the x's"); } x_.push_back(x); y_.push_back(y); dydx_.push_back(dydx); d2ydx2_.push_back(d2ydx2); d3ydx3_.push_back(d3ydx3); } Real operator()(Real x) const { if (x < x_[0] || x > x_.back()) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x_[0] << ", " << x_.back() << "]"; throw std::domain_error(oss.str()); } // t \in [0, 1) if (x == x_.back()) { return y_.back(); } auto it = std::upper_bound(x_.begin(), x_.end(), x); auto i = std::distance(x_.begin(), it) -1; Real x0 = *(it-1); Real x1 = *it; Real dx = (x1-x0); Real t = (x-x0)/dx; // See: // http://seisweb.usask.ca/classes/GEOL481/2017/Labs/interpolation_utilities_matlab/shermite.m Real t2 = t*t; Real t3 = t2*t; Real t4 = t3*t; Real dx2 = dx*dx/2; Real dx3 = dx2*dx/3; Real s = t4*(-35 + t*(84 + t*(-70 + 20*t))); Real z4 = -s; Real z0 = s + 1; Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36 + 10*t)))); Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15 + 4*t)))); Real z3 = t3*(1 + t*(-4 + t*(6 + t*(-4 + t)))); Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t))); Real z6 = t4*(5 + t*(-14 + t*(13 - 4*t))); Real z7 = t4*(-1 + t*(3 + t*(-3+t))); Real y0 = y_[i]; Real y1 = y_[i+1]; // Velocity: Real v0 = dydx_[i]; Real v1 = dydx_[i+1]; // Acceleration: Real a0 = d2ydx2_[i]; Real a1 = d2ydx2_[i+1]; // Jerk: Real j0 = d3ydx3_[i]; Real j1 = d3ydx3_[i+1]; return z0*y0 + z4*y1 + (z1*v0 + z5*v1)*dx + (z2*a0 + z6*a1)*dx2 + (z3*j0 + z7*j1)*dx3; } Real prime(Real x) const { if (x < x_[0] || x > x_.back()) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x_[0] << ", " << x_.back() << "]"; throw std::domain_error(oss.str()); } if (x == x_.back()) { return dydx_.back(); } auto it = std::upper_bound(x_.begin(), x_.end(), x); auto i = std::distance(x_.begin(), it) -1; Real x0 = *(it-1); Real x1 = *it; Real y0 = y_[i]; Real y1 = y_[i+1]; Real v0 = dydx_[i]; Real v1 = dydx_[i+1]; Real a0 = d2ydx2_[i]; Real a1 = d2ydx2_[i+1]; Real j0 = d3ydx3_[i]; Real j1 = d3ydx3_[i+1]; Real dx = x1 - x0; Real t = (x-x0)/dx; Real t2 = t*t; Real t3 = t2*t; Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t))); Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t))); Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t))); Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t))); Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t))); Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t))); Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t))); Real dydx = z0*(y1-y0)/dx; dydx += z1*v0 + z2*v1; dydx += (x-x0)*(z3*a0 + z4*a1); dydx += (x-x0)*(x-x0)*(z5*j0 + z6*j1)/6; return dydx; } inline Real double_prime(Real) const { return std::numeric_limits::quiet_NaN(); } friend std::ostream& operator<<(std::ostream & os, const septic_hermite_detail & m) { os << "(x,y,y') = {"; for (size_t i = 0; i < m.x_.size() - 1; ++i) { os << "(" << m.x_[i] << ", " << m.y_[i] << ", " << m.dydx_[i] << ", " << m.d2ydx2_[i] << ", " << m.d3ydx3_[i] << "), "; } auto n = m.x_.size()-1; os << "(" << m.x_[n] << ", " << m.y_[n] << ", " << m.dydx_[n] << ", " << m.d2ydx2_[n] << m.d3ydx3_[n] << ")}"; return os; } int64_t bytes() { return 5*x_.size()*sizeof(Real) + 5*sizeof(x_); } std::pair domain() const { return {x_.front(), x_.back()}; } private: RandomAccessContainer x_; RandomAccessContainer y_; RandomAccessContainer dydx_; RandomAccessContainer d2ydx2_; RandomAccessContainer d3ydx3_; }; template class cardinal_septic_hermite_detail { public: using Real = typename RandomAccessContainer::value_type; cardinal_septic_hermite_detail(RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2, RandomAccessContainer && d3ydx3, Real x0, Real dx) : y_{std::move(y)}, dy_{std::move(dydx)}, d2y_{std::move(d2ydx2)}, d3y_{std::move(d3ydx3)}, x0_{x0}, inv_dx_{1/dx} { if (y_.size() != dy_.size()) { throw std::domain_error("Numbers of derivatives must = number of ordinates."); } if (y_.size() != d2y_.size()) { throw std::domain_error("Number of second derivatives must equal number of ordinates."); } if (y_.size() != d3y_.size()) { throw std::domain_error("Number of third derivatives must equal number of ordinates."); } if (y_.size() < 2) { throw std::domain_error("At least 2 abscissas are required."); } if (dx <= 0) { throw std::domain_error("dx > 0 is required."); } for (auto & dy : dy_) { dy *= dx; } for (auto & d2y : d2y_) { d2y *= (dx*dx/2); } for (auto & d3y : d3y_) { d3y *= (dx*dx*dx/6); } } inline Real operator()(Real x) const { Real xf = x0_ + (y_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return y_.back(); } return this->unchecked_evaluation(x); } inline Real unchecked_evaluation(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t == 0) { return y_[i]; } // See: // http://seisweb.usask.ca/classes/GEOL481/2017/Labs/interpolation_utilities_matlab/shermite.m Real t2 = t*t; Real t3 = t2*t; Real t4 = t3*t; Real s = t4*(-35 + t*(84 + t*(-70 + 20*t))); Real z4 = -s; Real z0 = s + 1; Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36+10*t)))); Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15+4*t)))); Real z3 = t3*(1 + t*(-4+t*(6+t*(-4+t)))); Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t))); Real z6 = t4*(5 + t*(-14 + t*(13-4*t))); Real z7 = t4*(-1 + t*(3+t*(-3+t))); Real y0 = y_[i]; Real y1 = y_[i+1]; Real dy0 = dy_[i]; Real dy1 = dy_[i+1]; Real a0 = d2y_[i]; Real a1 = d2y_[i+1]; Real j0 = d3y_[i]; Real j1 = d3y_[i+1]; return z0*y0 + z1*dy0 + z2*a0 + z3*j0 + z4*y1 + z5*dy1 + z6*a1 + z7*j1; } inline Real prime(Real x) const { Real xf = x0_ + (y_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return dy_.back()/inv_dx_; } return this->unchecked_prime(x); } inline Real unchecked_prime(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t==0) { return dy_[i]/inv_dx_; } Real y0 = y_[i]; Real y1 = y_[i+1]; Real dy0 = dy_[i]; Real dy1 = dy_[i+1]; Real a0 = d2y_[i]; Real a1 = d2y_[i+1]; Real j0 = d3y_[i]; Real j1 = d3y_[i+1]; Real t2 = t*t; Real t3 = t2*t; Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t))); Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t))); Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t))); Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t))); Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t))); Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t))); Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t))); Real dydx = z0*(y1-y0)*inv_dx_; dydx += (z1*dy0 + z2*dy1)*inv_dx_; dydx += 2*t*(z3*a0 + z4*a1)*inv_dx_; dydx += t*t*(z5*j0 + z6*j1); return dydx; } inline Real double_prime(Real x) const { Real xf = x0_ + (y_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return d2y_.back()*2*inv_dx_*inv_dx_; } return this->unchecked_double_prime(x); } inline Real unchecked_double_prime(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t==0) { return d2y_[i]*2*inv_dx_*inv_dx_; } Real y0 = y_[i]; Real y1 = y_[i+1]; Real dy0 = dy_[i]; Real dy1 = dy_[i+1]; Real a0 = d2y_[i]; Real a1 = d2y_[i+1]; Real j0 = d3y_[i]; Real j1 = d3y_[i+1]; Real t2 = t*t; Real z0 = 420*t2*(1 + t*(-4 + t*(5 - 2*t))); Real z1 = 60*t2*(-4 + t*(15 + t*(-18 + 7*t))); Real z2 = 60*t2*(-3 + t*(13 + t*(-17 + 7*t))); Real z3 = (1 + t2*(-60 + t*(200 + t*(-225 + 84*t)))); Real z4 = t2*(30 + t*(-140 + t*(195 - 84*t))); Real z5 = t*(1 + t*(-8 + t*(20 + t*(-20 + 7*t)))); Real z6 = t2*(-2 + t*(10 + t*(-15 + 7*t))); Real d2ydx2 = z0*(y1-y0)*inv_dx_*inv_dx_; d2ydx2 += (z1*dy0 + z2*dy1)*inv_dx_*inv_dx_; d2ydx2 += (z3*a0 + z4*a1)*2*inv_dx_*inv_dx_; d2ydx2 += 6*(z5*j0 + z6*j1)/(inv_dx_*inv_dx_); return d2ydx2; } int64_t bytes() const { return 4*y_.size()*sizeof(Real) + 2*sizeof(Real) + 4*sizeof(y_); } std::pair domain() const { return {x0_, x0_ + (y_.size()-1)/inv_dx_}; } private: RandomAccessContainer y_; RandomAccessContainer dy_; RandomAccessContainer d2y_; RandomAccessContainer d3y_; Real x0_; Real inv_dx_; }; template class cardinal_septic_hermite_detail_aos { public: using Point = typename RandomAccessContainer::value_type; using Real = typename Point::value_type; cardinal_septic_hermite_detail_aos(RandomAccessContainer && dat, Real x0, Real dx) : data_{std::move(dat)}, x0_{x0}, inv_dx_{1/dx} { if (data_.size() < 2) { throw std::domain_error("At least 2 abscissas are required."); } if (data_[0].size() != 4) { throw std::domain_error("There must be 4 data items per struct."); } for (auto & datum : data_) { datum[1] *= dx; datum[2] *= (dx*dx/2); datum[3] *= (dx*dx*dx/6); } } inline Real operator()(Real x) const { Real xf = x0_ + (data_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return data_.back()[0]; } return this->unchecked_evaluation(x); } inline Real unchecked_evaluation(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t==0) { return data_[i][0]; } Real t2 = t*t; Real t3 = t2*t; Real t4 = t3*t; Real s = t4*(-35 + t*(84 + t*(-70 + 20*t))); Real z4 = -s; Real z0 = s + 1; Real z1 = t*(1 + t3*(-20 + t*(45 + t*(-36+10*t)))); Real z2 = t2*(1 + t2*(-10 + t*(20 + t*(-15+4*t)))); Real z3 = t3*(1 + t*(-4+t*(6+t*(-4+t)))); Real z5 = t4*(-15 + t*(39 + t*(-34 + 10*t))); Real z6 = t4*(5 + t*(-14 + t*(13-4*t))); Real z7 = t4*(-1 + t*(3+t*(-3+t))); Real y0 = data_[i][0]; Real dy0 = data_[i][1]; Real a0 = data_[i][2]; Real j0 = data_[i][3]; Real y1 = data_[i+1][0]; Real dy1 = data_[i+1][1]; Real a1 = data_[i+1][2]; Real j1 = data_[i+1][3]; return z0*y0 + z1*dy0 + z2*a0 + z3*j0 + z4*y1 + z5*dy1 + z6*a1 + z7*j1; } inline Real prime(Real x) const { Real xf = x0_ + (data_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return data_.back()[1]*inv_dx_; } return this->unchecked_prime(x); } inline Real unchecked_prime(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t == 0) { return data_[i][1]*inv_dx_; } Real y0 = data_[i][0]; Real y1 = data_[i+1][0]; Real dy0 = data_[i][1]; Real dy1 = data_[i+1][1]; Real a0 = data_[i][2]; Real a1 = data_[i+1][2]; Real j0 = data_[i][3]; Real j1 = data_[i+1][3]; Real t2 = t*t; Real t3 = t2*t; Real z0 = 140*t3*(1 + t*(-3 + t*(3 - t))); Real z1 = 1 + t3*(-80 + t*(225 + t*(-216 + 70*t))); Real z2 = t3*(-60 + t*(195 + t*(-204 + 70*t))); Real z3 = 1 + t2*(-20 + t*(50 + t*(-45 + 14*t))); Real z4 = t2*(10 + t*(-35 + t*(39 - 14*t))); Real z5 = 3 + t*(-16 + t*(30 + t*(-24 + 7*t))); Real z6 = t*(-4 + t*(15 + t*(-18 + 7*t))); Real dydx = z0*(y1-y0)*inv_dx_; dydx += (z1*dy0 + z2*dy1)*inv_dx_; dydx += 2*t*(z3*a0 + z4*a1)*inv_dx_; dydx += t*t*(z5*j0 + z6*j1); return dydx; } inline Real double_prime(Real x) const { Real xf = x0_ + (data_.size()-1)/inv_dx_; if (x < x0_ || x > xf) { std::ostringstream oss; oss.precision(std::numeric_limits::digits10+3); oss << "Requested abscissa x = " << x << ", which is outside of allowed range [" << x0_ << ", " << xf << "]"; throw std::domain_error(oss.str()); } if (x == xf) { return data_.back()[2]*2*inv_dx_*inv_dx_; } return this->unchecked_double_prime(x); } inline Real unchecked_double_prime(Real x) const { using std::floor; Real s3 = (x-x0_)*inv_dx_; Real ii = floor(s3); auto i = static_cast(ii); Real t = s3 - ii; if (t == 0) { return data_[i][2]*2*inv_dx_*inv_dx_; } Real y0 = data_[i][0]; Real y1 = data_[i+1][0]; Real dy0 = data_[i][1]; Real dy1 = data_[i+1][1]; Real a0 = data_[i][2]; Real a1 = data_[i+1][2]; Real j0 = data_[i][3]; Real j1 = data_[i+1][3]; Real t2 = t*t; Real z0 = 420*t2*(1 + t*(-4 + t*(5 - 2*t))); Real z1 = 60*t2*(-4 + t*(15 + t*(-18 + 7*t))); Real z2 = 60*t2*(-3 + t*(13 + t*(-17 + 7*t))); Real z3 = (1 + t2*(-60 + t*(200 + t*(-225 + 84*t)))); Real z4 = t2*(30 + t*(-140 + t*(195 - 84*t))); Real z5 = t*(1 + t*(-8 + t*(20 + t*(-20 + 7*t)))); Real z6 = t2*(-2 + t*(10 + t*(-15 + 7*t))); Real d2ydx2 = z0*(y1-y0)*inv_dx_*inv_dx_; d2ydx2 += (z1*dy0 + z2*dy1)*inv_dx_*inv_dx_; d2ydx2 += (z3*a0 + z4*a1)*2*inv_dx_*inv_dx_; d2ydx2 += 6*(z5*j0 + z6*j1)/(inv_dx_*inv_dx_); return d2ydx2; } int64_t bytes() const { return data_.size()*data_[0].size()*sizeof(Real) + 2*sizeof(Real) + sizeof(data_); } std::pair domain() const { return {x0_, x0_ + (data_.size() -1)/inv_dx_}; } private: RandomAccessContainer data_; Real x0_; Real inv_dx_; }; } } } } #endif