org.apache.commons.math.analysis.polynomials.PolynomialSplineFunction.java Source code

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/*
 * 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.polynomials;

import java.util.Arrays;

import org.apache.commons.math.ArgumentOutsideDomainException;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.exception.util.LocalizedFormats;

/**
 * Represents a polynomial spline function.
 * <p>
 * A <strong>polynomial spline function</strong> consists of a set of
 * <i>interpolating polynomials</i> and an ascending array of domain
 * <i>knot points</i>, determining the intervals over which the spline function
 * is defined by the constituent polynomials.  The polynomials are assumed to
 * have been computed to match the values of another function at the knot
 * points.  The value consistency constraints are not currently enforced by
 * <code>PolynomialSplineFunction</code> itself, but are assumed to hold among
 * the polynomials and knot points passed to the constructor.</p>
 * <p>
 * N.B.:  The polynomials in the <code>polynomials</code> property must be
 * centered on the knot points to compute the spline function values.
 * See below.</p>
 * <p>
 * The domain of the polynomial spline function is
 * <code>[smallest knot, largest knot]</code>.  Attempts to evaluate the
 * function at values outside of this range generate IllegalArgumentExceptions.
 * </p>
 * <p>
 * The value of the polynomial spline function for an argument <code>x</code>
 * is computed as follows:
 * <ol>
 * <li>The knot array is searched to find the segment to which <code>x</code>
 * belongs.  If <code>x</code> is less than the smallest knot point or greater
 * than the largest one, an <code>IllegalArgumentException</code>
 * is thrown.</li>
 * <li> Let <code>j</code> be the index of the largest knot point that is less
 * than or equal to <code>x</code>.  The value returned is <br>
 * <code>polynomials[j](x - knot[j])</code></li></ol></p>
 *
 * @version $Revision: 1037327 $ $Date: 2010-11-20 21:57:37 +0100 (sam. 20 nov. 2010) $
 */
public class PolynomialSplineFunction implements DifferentiableUnivariateRealFunction {

    /** Spline segment interval delimiters (knots).   Size is n+1 for n segments. */
    private final double knots[];

    /**
     * The polynomial functions that make up the spline.  The first element
     * determines the value of the spline over the first subinterval, the
     * second over the second, etc.   Spline function values are determined by
     * evaluating these functions at <code>(x - knot[i])</code> where i is the
     * knot segment to which x belongs.
     */
    private final PolynomialFunction polynomials[];

    /**
     * Number of spline segments = number of polynomials
     *  = number of partition points - 1
     */
    private final int n;

    /**
     * Construct a polynomial spline function with the given segment delimiters
     * and interpolating polynomials.
     * <p>
     * The constructor copies both arrays and assigns the copies to the knots
     * and polynomials properties, respectively.</p>
     *
     * @param knots spline segment interval delimiters
     * @param polynomials polynomial functions that make up the spline
     * @throws NullPointerException if either of the input arrays is null
     * @throws IllegalArgumentException if knots has length less than 2,
     * <code>polynomials.length != knots.length - 1 </code>, or the knots array
     * is not strictly increasing.
     *
     */
    public PolynomialSplineFunction(double knots[], PolynomialFunction polynomials[]) {
        if (knots.length < 2) {
            throw MathRuntimeException.createIllegalArgumentException(
                    LocalizedFormats.NOT_ENOUGH_POINTS_IN_SPLINE_PARTITION, 2, knots.length);
        }
        if (knots.length - 1 != polynomials.length) {
            throw MathRuntimeException.createIllegalArgumentException(
                    LocalizedFormats.POLYNOMIAL_INTERPOLANTS_MISMATCH_SEGMENTS, polynomials.length, knots.length);
        }
        if (!isStrictlyIncreasing(knots)) {
            throw MathRuntimeException
                    .createIllegalArgumentException(LocalizedFormats.NOT_STRICTLY_INCREASING_KNOT_VALUES);
        }

        this.n = knots.length - 1;
        this.knots = new double[n + 1];
        System.arraycopy(knots, 0, this.knots, 0, n + 1);
        this.polynomials = new PolynomialFunction[n];
        System.arraycopy(polynomials, 0, this.polynomials, 0, n);
    }

    /**
     * Compute the value for the function.
     * See {@link PolynomialSplineFunction} for details on the algorithm for
     * computing the value of the function.</p>
     *
     * @param v the point for which the function value should be computed
     * @return the value
     * @throws ArgumentOutsideDomainException if v is outside of the domain of
     * of the spline function (less than the smallest knot point or greater
     * than the largest knot point)
     */
    public double value(double v) throws ArgumentOutsideDomainException {
        if (v < knots[0] || v > knots[n]) {
            throw new ArgumentOutsideDomainException(v, knots[0], knots[n]);
        }
        int i = Arrays.binarySearch(knots, v);
        if (i < 0) {
            i = -i - 2;
        }
        //This will handle the case where v is the last knot value
        //There are only n-1 polynomials, so if v is the last knot
        //then we will use the last polynomial to calculate the value.
        if (i >= polynomials.length) {
            i--;
        }
        return polynomials[i].value(v - knots[i]);
    }

    /**
     * Returns the derivative of the polynomial spline function as a UnivariateRealFunction
     * @return  the derivative function
     */
    public UnivariateRealFunction derivative() {
        return polynomialSplineDerivative();
    }

    /**
     * Returns the derivative of the polynomial spline function as a PolynomialSplineFunction
     *
     * @return  the derivative function
     */
    public PolynomialSplineFunction polynomialSplineDerivative() {
        PolynomialFunction derivativePolynomials[] = new PolynomialFunction[n];
        for (int i = 0; i < n; i++) {
            derivativePolynomials[i] = polynomials[i].polynomialDerivative();
        }
        return new PolynomialSplineFunction(knots, derivativePolynomials);
    }

    /**
     * Returns the number of spline segments = the number of polynomials
     * = the number of knot points - 1.
     *
     * @return the number of spline segments
     */
    public int getN() {
        return n;
    }

    /**
     * Returns a copy of the interpolating polynomials array.
     * <p>
     * Returns a fresh copy of the array. Changes made to the copy will
     * not affect the polynomials property.</p>
     *
     * @return the interpolating polynomials
     */
    public PolynomialFunction[] getPolynomials() {
        PolynomialFunction p[] = new PolynomialFunction[n];
        System.arraycopy(polynomials, 0, p, 0, n);
        return p;
    }

    /**
     * Returns an array copy of the knot points.
     * <p>
     * Returns a fresh copy of the array. Changes made to the copy
     * will not affect the knots property.</p>
     *
     * @return the knot points
     */
    public double[] getKnots() {
        double out[] = new double[n + 1];
        System.arraycopy(knots, 0, out, 0, n + 1);
        return out;
    }

    /**
     * Determines if the given array is ordered in a strictly increasing
     * fashion.
     *
     * @param x the array to examine.
     * @return <code>true</code> if the elements in <code>x</code> are ordered
     * in a stricly increasing manner.  <code>false</code>, otherwise.
     */
    private static boolean isStrictlyIncreasing(double[] x) {
        for (int i = 1; i < x.length; ++i) {
            if (x[i - 1] >= x[i]) {
                return false;
            }
        }
        return true;
    }
}