001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017 package org.apache.commons.math.analysis.polynomials;
018
019 import org.apache.commons.math.DuplicateSampleAbscissaException;
020 import org.apache.commons.math.FunctionEvaluationException;
021 import org.apache.commons.math.MathRuntimeException;
022 import org.apache.commons.math.analysis.UnivariateRealFunction;
023
024 /**
025 * Implements the representation of a real polynomial function in
026 * <a href="http://mathworld.wolfram.com/LagrangeInterpolatingPolynomial.html">
027 * Lagrange Form</a>. For reference, see <b>Introduction to Numerical
028 * Analysis</b>, ISBN 038795452X, chapter 2.
029 * <p>
030 * The approximated function should be smooth enough for Lagrange polynomial
031 * to work well. Otherwise, consider using splines instead.</p>
032 *
033 * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
034 * @since 1.2
035 */
036 public class PolynomialFunctionLagrangeForm implements UnivariateRealFunction {
037
038 /**
039 * The coefficients of the polynomial, ordered by degree -- i.e.
040 * coefficients[0] is the constant term and coefficients[n] is the
041 * coefficient of x^n where n is the degree of the polynomial.
042 */
043 private double coefficients[];
044
045 /**
046 * Interpolating points (abscissas) and the function values at these points.
047 */
048 private double x[], y[];
049
050 /**
051 * Whether the polynomial coefficients are available.
052 */
053 private boolean coefficientsComputed;
054
055 /**
056 * Construct a Lagrange polynomial with the given abscissas and function
057 * values. The order of interpolating points are not important.
058 * <p>
059 * The constructor makes copy of the input arrays and assigns them.</p>
060 *
061 * @param x interpolating points
062 * @param y function values at interpolating points
063 * @throws IllegalArgumentException if input arrays are not valid
064 */
065 public PolynomialFunctionLagrangeForm(double x[], double y[])
066 throws IllegalArgumentException {
067
068 verifyInterpolationArray(x, y);
069 this.x = new double[x.length];
070 this.y = new double[y.length];
071 System.arraycopy(x, 0, this.x, 0, x.length);
072 System.arraycopy(y, 0, this.y, 0, y.length);
073 coefficientsComputed = false;
074 }
075
076 /**
077 * Calculate the function value at the given point.
078 *
079 * @param z the point at which the function value is to be computed
080 * @return the function value
081 * @throws FunctionEvaluationException if a runtime error occurs
082 * @see UnivariateRealFunction#value(double)
083 */
084 public double value(double z) throws FunctionEvaluationException {
085 try {
086 return evaluate(x, y, z);
087 } catch (DuplicateSampleAbscissaException e) {
088 throw new FunctionEvaluationException(e, z, e.getPattern(), e.getArguments());
089 }
090 }
091
092 /**
093 * Returns the degree of the polynomial.
094 *
095 * @return the degree of the polynomial
096 */
097 public int degree() {
098 return x.length - 1;
099 }
100
101 /**
102 * Returns a copy of the interpolating points array.
103 * <p>
104 * Changes made to the returned copy will not affect the polynomial.</p>
105 *
106 * @return a fresh copy of the interpolating points array
107 */
108 public double[] getInterpolatingPoints() {
109 double[] out = new double[x.length];
110 System.arraycopy(x, 0, out, 0, x.length);
111 return out;
112 }
113
114 /**
115 * Returns a copy of the interpolating values array.
116 * <p>
117 * Changes made to the returned copy will not affect the polynomial.</p>
118 *
119 * @return a fresh copy of the interpolating values array
120 */
121 public double[] getInterpolatingValues() {
122 double[] out = new double[y.length];
123 System.arraycopy(y, 0, out, 0, y.length);
124 return out;
125 }
126
127 /**
128 * Returns a copy of the coefficients array.
129 * <p>
130 * Changes made to the returned copy will not affect the polynomial.</p>
131 *
132 * @return a fresh copy of the coefficients array
133 */
134 public double[] getCoefficients() {
135 if (!coefficientsComputed) {
136 computeCoefficients();
137 }
138 double[] out = new double[coefficients.length];
139 System.arraycopy(coefficients, 0, out, 0, coefficients.length);
140 return out;
141 }
142
143 /**
144 * Evaluate the Lagrange polynomial using
145 * <a href="http://mathworld.wolfram.com/NevillesAlgorithm.html">
146 * Neville's Algorithm</a>. It takes O(N^2) time.
147 * <p>
148 * This function is made public static so that users can call it directly
149 * without instantiating PolynomialFunctionLagrangeForm object.</p>
150 *
151 * @param x the interpolating points array
152 * @param y the interpolating values array
153 * @param z the point at which the function value is to be computed
154 * @return the function value
155 * @throws DuplicateSampleAbscissaException if the sample has duplicate abscissas
156 * @throws IllegalArgumentException if inputs are not valid
157 */
158 public static double evaluate(double x[], double y[], double z) throws
159 DuplicateSampleAbscissaException, IllegalArgumentException {
160
161 int i, j, n, nearest = 0;
162 double value, c[], d[], tc, td, divider, w, dist, min_dist;
163
164 verifyInterpolationArray(x, y);
165
166 n = x.length;
167 c = new double[n];
168 d = new double[n];
169 min_dist = Double.POSITIVE_INFINITY;
170 for (i = 0; i < n; i++) {
171 // initialize the difference arrays
172 c[i] = y[i];
173 d[i] = y[i];
174 // find out the abscissa closest to z
175 dist = Math.abs(z - x[i]);
176 if (dist < min_dist) {
177 nearest = i;
178 min_dist = dist;
179 }
180 }
181
182 // initial approximation to the function value at z
183 value = y[nearest];
184
185 for (i = 1; i < n; i++) {
186 for (j = 0; j < n-i; j++) {
187 tc = x[j] - z;
188 td = x[i+j] - z;
189 divider = x[j] - x[i+j];
190 if (divider == 0.0) {
191 // This happens only when two abscissas are identical.
192 throw new DuplicateSampleAbscissaException(x[i], i, i+j);
193 }
194 // update the difference arrays
195 w = (c[j+1] - d[j]) / divider;
196 c[j] = tc * w;
197 d[j] = td * w;
198 }
199 // sum up the difference terms to get the final value
200 if (nearest < 0.5*(n-i+1)) {
201 value += c[nearest]; // fork down
202 } else {
203 nearest--;
204 value += d[nearest]; // fork up
205 }
206 }
207
208 return value;
209 }
210
211 /**
212 * Calculate the coefficients of Lagrange polynomial from the
213 * interpolation data. It takes O(N^2) time.
214 * <p>
215 * Note this computation can be ill-conditioned. Use with caution
216 * and only when it is necessary.</p>
217 *
218 * @throws ArithmeticException if any abscissas coincide
219 */
220 protected void computeCoefficients() throws ArithmeticException {
221 int i, j, n;
222 double c[], tc[], d, t;
223
224 n = degree() + 1;
225 coefficients = new double[n];
226 for (i = 0; i < n; i++) {
227 coefficients[i] = 0.0;
228 }
229
230 // c[] are the coefficients of P(x) = (x-x[0])(x-x[1])...(x-x[n-1])
231 c = new double[n+1];
232 c[0] = 1.0;
233 for (i = 0; i < n; i++) {
234 for (j = i; j > 0; j--) {
235 c[j] = c[j-1] - c[j] * x[i];
236 }
237 c[0] *= (-x[i]);
238 c[i+1] = 1;
239 }
240
241 tc = new double[n];
242 for (i = 0; i < n; i++) {
243 // d = (x[i]-x[0])...(x[i]-x[i-1])(x[i]-x[i+1])...(x[i]-x[n-1])
244 d = 1;
245 for (j = 0; j < n; j++) {
246 if (i != j) {
247 d *= (x[i] - x[j]);
248 }
249 }
250 if (d == 0.0) {
251 // This happens only when two abscissas are identical.
252 for (int k = 0; k < n; ++k) {
253 if ((i != k) && (x[i] == x[k])) {
254 throw MathRuntimeException.createArithmeticException("identical abscissas x[{0}] == x[{1}] == {2} cause division by zero",
255 i, k, x[i]);
256 }
257 }
258 }
259 t = y[i] / d;
260 // Lagrange polynomial is the sum of n terms, each of which is a
261 // polynomial of degree n-1. tc[] are the coefficients of the i-th
262 // numerator Pi(x) = (x-x[0])...(x-x[i-1])(x-x[i+1])...(x-x[n-1]).
263 tc[n-1] = c[n]; // actually c[n] = 1
264 coefficients[n-1] += t * tc[n-1];
265 for (j = n-2; j >= 0; j--) {
266 tc[j] = c[j+1] + tc[j+1] * x[i];
267 coefficients[j] += t * tc[j];
268 }
269 }
270
271 coefficientsComputed = true;
272 }
273
274 /**
275 * Verifies that the interpolation arrays are valid.
276 * <p>
277 * The interpolating points must be distinct. However it is not
278 * verified here, it is checked in evaluate() and computeCoefficients().</p>
279 *
280 * @param x the interpolating points array
281 * @param y the interpolating values array
282 * @throws IllegalArgumentException if not valid
283 * @see #evaluate(double[], double[], double)
284 * @see #computeCoefficients()
285 */
286 public static void verifyInterpolationArray(double x[], double y[]) throws
287 IllegalArgumentException {
288
289 if (Math.min(x.length, y.length) < 2) {
290 throw MathRuntimeException.createIllegalArgumentException(
291 "{0} points are required, got only {1}",
292 2, Math.min(x.length, y.length));
293 }
294 if (x.length != y.length) {
295 throw MathRuntimeException.createIllegalArgumentException(
296 "dimension mismatch {0} != {1}", x.length, y.length);
297 }
298 }
299 }