/* * 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_QUINTIC_HERMITE_DETAIL_HPP #define BOOST_MATH_INTERPOLATORS_DETAIL_QUINTIC_HERMITE_DETAIL_HPP #include #include #include #include #include namespace boost { namespace math { namespace interpolators { namespace detail { template class quintic_hermite_detail { public: using Real = typename RandomAccessContainer::value_type; quintic_hermite_detail(RandomAccessContainer && x, RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2) : x_{std::move(x)}, y_{std::move(y)}, dydx_{std::move(dydx)}, d2ydx2_{std::move(d2ydx2)} { 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() < 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) { 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); } inline 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()); } // We need t := (x-x_k)/(x_{k+1}-x_k) \in [0,1) for this to work. // Sadly this neccessitates this loathesome check, otherwise we get t = 1 at x = xf. 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 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 dx = (x1-x0); Real t = (x-x0)/dx; Real t2 = t*t; Real t3 = t2*t; // See the 'Basis functions' section of: // https://www.rose-hulman.edu/~finn/CCLI/Notes/day09.pdf // Also: https://github.com/MrHexxx/QuinticHermiteSpline/blob/master/HermiteSpline.cs Real y = (1- t3*(10 + t*(-15 + 6*t)))*y0; y += t*(1+ t2*(-6 + t*(8 -3*t)))*v0*dx; y += t2*(1 + t*(-3 + t*(3-t)))*a0*dx*dx/2; y += t3*((1 + t*(-2 + t))*a1*dx*dx/2 + (-4 + t*(7 - 3*t))*v1*dx + (10 + t*(-15 + 6*t))*y1); return y; } inline 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 dx = x1 - x0; 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 t= (x-x0)/dx; Real t2 = t*t; Real dydx = 30*t2*(1 - 2*t + t*t)*(y1-y0)/dx; dydx += (1-18*t*t + 32*t*t*t - 15*t*t*t*t)*v0 - t*t*(12 - 28*t + 15*t*t)*v1; dydx += (t*dx/2)*((2 - 9*t + 12*t*t - 5*t*t*t)*a0 + t*(3 - 8*t + 5*t*t)*a1); return dydx; } inline Real double_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 d2ydx2_.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 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 t = (x-x0)/dx; Real d2ydx2 = 60*t*(1 + t*(-3 + 2*t))*(y1-y0)/(dx*dx); d2ydx2 += 12*t*(-3 + t*(8 - 5*t))*v0/dx; d2ydx2 -= 12*t*(2 + t*(-7 + 5*t))*v1/dx; d2ydx2 += (1 + t*(-9 + t*(18 - 10*t)))*a0; d2ydx2 += t*(3 + t*(-12 + 10*t))*a1; return d2ydx2; } friend std::ostream& operator<<(std::ostream & os, const quintic_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] << "), "; } auto n = m.x_.size()-1; os << "(" << m.x_[n] << ", " << m.y_[n] << ", " << m.dydx_[n] << ", " << m.d2ydx2_[n] << ")}"; return os; } int64_t bytes() const { return 4*x_.size()*sizeof(x_); } std::pair domain() const { return {x_.front(), x_.back()}; } private: RandomAccessContainer x_; RandomAccessContainer y_; RandomAccessContainer dydx_; RandomAccessContainer d2ydx2_; }; template class cardinal_quintic_hermite_detail { public: using Real = typename RandomAccessContainer::value_type; cardinal_quintic_hermite_detail(RandomAccessContainer && y, RandomAccessContainer && dydx, RandomAccessContainer && d2ydx2, Real x0, Real dx) : y_{std::move(y)}, dy_{std::move(dydx)}, d2y_{std::move(d2ydx2)}, x0_{x0}, inv_dx_{1/dx} { if (y_.size() != dy_.size()) { throw std::domain_error("Numbers of derivatives must = number of abscissas."); } if (y_.size() != d2y_.size()) { throw std::domain_error("Number of second derivatives must equal number of abscissas."); } 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; } } inline Real operator()(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - ii; if (t == 0) { return y_[i]; } Real y0 = y_[i]; Real y1 = y_[i+1]; Real dy0 = dy_[i]; Real dy1 = dy_[i+1]; Real d2y0 = d2y_[i]; Real d2y1 = d2y_[i+1]; // See the 'Basis functions' section of: // https://www.rose-hulman.edu/~finn/CCLI/Notes/day09.pdf // Also: https://github.com/MrHexxx/QuinticHermiteSpline/blob/master/HermiteSpline.cs Real y = (1- t*t*t*(10 + t*(-15 + 6*t)))*y0; y += t*(1+ t*t*(-6 + t*(8 -3*t)))*dy0; y += t*t*(1 + t*(-3 + t*(3-t)))*d2y0; y += t*t*t*((1 + t*(-2 + t))*d2y1 + (-4 + t*(7 -3*t))*dy1 + (10 + t*(-15 + 6*t))*y1); return y; } inline Real prime(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - 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 d2y0 = d2y_[i]; Real d2y1 = d2y_[i+1]; Real dydx = 30*t*t*(1 - 2*t + t*t)*(y1-y0); dydx += (1-18*t*t + 32*t*t*t - 15*t*t*t*t)*dy0 - t*t*(12 - 28*t + 15*t*t)*dy1; dydx += t*((2 - 9*t + 12*t*t - 5*t*t*t)*d2y0 + t*(3 - 8*t + 5*t*t)*d2y1); dydx *= inv_dx_; return dydx; } inline Real double_prime(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - 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 d2y0 = d2y_[i]; Real d2y1 = d2y_[i+1]; Real d2ydx2 = 60*t*(1 - 3*t + 2*t*t)*(y1 - y0)*inv_dx_*inv_dx_; d2ydx2 += (12*t)*((-3 + 8*t - 5*t*t)*dy0 - (2 - 7*t + 5*t*t)*dy1); d2ydx2 += (1 - 9*t + 18*t*t - 10*t*t*t)*d2y0*(2*inv_dx_*inv_dx_) + t*(3 - 12*t + 10*t*t)*d2y1*(2*inv_dx_*inv_dx_); return d2ydx2; } int64_t bytes() const { return 3*y_.size()*sizeof(Real) + 2*sizeof(Real); } std::pair domain() const { Real xf = x0_ + (y_.size()-1)/inv_dx_; return {x0_, xf}; } private: RandomAccessContainer y_; RandomAccessContainer dy_; RandomAccessContainer d2y_; Real x0_; Real inv_dx_; }; template class cardinal_quintic_hermite_detail_aos { public: using Point = typename RandomAccessContainer::value_type; using Real = typename Point::value_type; cardinal_quintic_hermite_detail_aos(RandomAccessContainer && data, Real x0, Real dx) : data_{std::move(data)} , x0_{x0}, inv_dx_{1/dx} { if (data_.size() < 2) { throw std::domain_error("At least two points are required to interpolate using cardinal_quintic_hermite_aos"); } if (data_[0].size() != 3) { throw std::domain_error("Each datum passed to the cardinal_quintic_hermite_aos must have three elements: {y, y', y''}"); } if (dx <= 0) { throw std::domain_error("dx > 0 is required."); } for (auto & datum : data_) { datum[1] *= dx; datum[2] *= (dx*dx/2); } } inline Real operator()(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - ii; if (t == 0) { return data_[i][0]; } Real y0 = data_[i][0]; Real dy0 = data_[i][1]; Real d2y0 = data_[i][2]; Real y1 = data_[i+1][0]; Real dy1 = data_[i+1][1]; Real d2y1 = data_[i+1][2]; Real y = (1 - t*t*t*(10 + t*(-15 + 6*t)))*y0; y += t*(1 + t*t*(-6 + t*(8 - 3*t)))*dy0; y += t*t*(1 + t*(-3 + t*(3 - t)))*d2y0; y += t*t*t*((1 + t*(-2 + t))*d2y1 + (-4 + t*(7 - 3*t))*dy1 + (10 + t*(-15 + 6*t))*y1); return y; } inline Real prime(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - ii; if (t == 0) { return data_[i][1]*inv_dx_; } Real y0 = data_[i][0]; Real y1 = data_[i+1][0]; Real v0 = data_[i][1]; Real v1 = data_[i+1][1]; Real a0 = data_[i][2]; Real a1 = data_[i+1][2]; Real dy = 30*t*t*(1 - 2*t + t*t)*(y1-y0); dy += (1-18*t*t + 32*t*t*t - 15*t*t*t*t)*v0 - t*t*(12 - 28*t + 15*t*t)*v1; dy += t*((2 - 9*t + 12*t*t - 5*t*t*t)*a0 + t*(3 - 8*t + 5*t*t)*a1); return dy*inv_dx_; } inline Real double_prime(Real x) const { 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 s = (x-x0_)*inv_dx_; Real ii = floor(s); auto i = static_cast(ii); Real t = s - ii; if (t == 0) { return data_[i][2]*2*inv_dx_*inv_dx_; } Real y0 = data_[i][0]; Real dy0 = data_[i][1]; Real d2y0 = data_[i][2]; Real y1 = data_[i+1][0]; Real dy1 = data_[i+1][1]; Real d2y1 = data_[i+1][2]; Real d2ydx2 = 60*t*(1 - 3*t + 2*t*t)*(y1 - y0)*inv_dx_*inv_dx_; d2ydx2 += (12*t)*((-3 + 8*t - 5*t*t)*dy0 - (2 - 7*t + 5*t*t)*dy1); d2ydx2 += (1 - 9*t + 18*t*t - 10*t*t*t)*d2y0*(2*inv_dx_*inv_dx_) + t*(3 - 12*t + 10*t*t)*d2y1*(2*inv_dx_*inv_dx_); return d2ydx2; } int64_t bytes() const { return data_.size()*data_[0].size()*sizeof(Real) + 2*sizeof(Real); } std::pair domain() const { Real xf = x0_ + (data_.size()-1)/inv_dx_; return {x0_, xf}; } private: RandomAccessContainer data_; Real x0_; Real inv_dx_; }; } } } } #endif