Blame poly/dd.c

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/* interpolation/interp_poly.c
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 * 
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 * Copyright (C) 2001 DAN, HO-JIN
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 * Copyright (C) 2013 Patrick Alken
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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/* Modified for standalone use in polynomial directory, B.Gough 2001 */
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#include <config.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_poly.h>
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int
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gsl_poly_dd_init (double dd[], const double xa[], const double ya[],
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                  size_t size)
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{
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  size_t i, j;
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  /* Newton's divided differences */
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  dd[0] = ya[0];
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  for (j = size - 1; j >= 1; j--)
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    {
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      dd[j] = (ya[j] - ya[j - 1]) / (xa[j] - xa[j - 1]);
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    }
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  for (i = 2; i < size; i++)
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    {
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      for (j = size - 1; j >= i; j--)
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        {
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          dd[j] = (dd[j] - dd[j - 1]) / (xa[j] - xa[j - i]);
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        }
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    }
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  return GSL_SUCCESS;
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}
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int
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gsl_poly_dd_taylor (double c[], double xp, 
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                    const double dd[], const double xa[], size_t size,
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                    double w[])
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{
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  size_t i, j;
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  for (i = 0; i < size; i++)
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    {
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      c[i] = 0.0;
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      w[i] = 0.0;
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    }
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  w[size - 1] = 1.0;
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  c[0] = dd[0];
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  for (i = size - 1; i-- > 0;)
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    {
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      w[i] = -w[i + 1] * (xa[size - 2 - i] - xp);
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      for (j = i + 1; j < size - 1; j++)
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        {
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          w[j] = w[j] - w[j + 1] * (xa[size - 2 - i] - xp);
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        }
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      for (j = i; j < size; j++)
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        {
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          c[j - i] += w[j] * dd[size - i - 1];
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        }
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    }
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  return GSL_SUCCESS;
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}
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/*
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gsl_poly_dd_hermite_init()
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  Compute divided difference representation of data
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for Hermite polynomial interpolation
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Inputs: dd   - (output) array of size 2*size containing
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               divided differences, dd[k] = f[z_0,z_1,...,z_k]
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        za   - (output) array of size 2*size containing
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               z values
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        xa   - x data
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        ya   - y data
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        dya  - dy/dx data
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        size - size of xa,ya,dya arrays
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Return: success
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*/
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int
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gsl_poly_dd_hermite_init (double dd[], double za[], const double xa[], const double ya[],
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                          const double dya[], const size_t size)
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{
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  const size_t N = 2 * size;
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  size_t i, j;
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  /* Hermite divided differences */
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  dd[0] = ya[0];
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  /* compute: dd[j] = f[z_{j-1},z_j] for j \in [1,N-1] */
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  for (j = 0; j < size; ++j)
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    {
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      za[2*j] = xa[j];
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      za[2*j + 1] = xa[j];
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      if (j != 0)
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        {
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          dd[2*j] = (ya[j] - ya[j - 1]) / (xa[j] - xa[j - 1]);
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          dd[2*j - 1] = dya[j - 1];
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        }
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    }
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  dd[N - 1] = dya[size - 1];
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  for (i = 2; i < N; i++)
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    {
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      for (j = N - 1; j >= i; j--)
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        {
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          dd[j] = (dd[j] - dd[j - 1]) / (za[j] - za[j - i]);
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        }
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    }
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  return GSL_SUCCESS;
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} /* gsl_poly_dd_hermite_init() */