/* interpolation/cspline.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2004 Gerard Jungman * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ /* Author: G. Jungman */ #include #include #include #include #include #include "integ_eval.h" #include typedef struct { double * c; double * g; double * diag; double * offdiag; } cspline_state_t; /* common initialization */ static void * cspline_alloc (size_t size) { cspline_state_t * state = (cspline_state_t *) malloc (sizeof (cspline_state_t)); if (state == NULL) { GSL_ERROR_NULL("failed to allocate space for state", GSL_ENOMEM); } state->c = (double *) malloc (size * sizeof (double)); if (state->c == NULL) { free (state); GSL_ERROR_NULL("failed to allocate space for c", GSL_ENOMEM); } state->g = (double *) malloc (size * sizeof (double)); if (state->g == NULL) { free (state->c); free (state); GSL_ERROR_NULL("failed to allocate space for g", GSL_ENOMEM); } state->diag = (double *) malloc (size * sizeof (double)); if (state->diag == NULL) { free (state->g); free (state->c); free (state); GSL_ERROR_NULL("failed to allocate space for diag", GSL_ENOMEM); } state->offdiag = (double *) malloc (size * sizeof (double)); if (state->offdiag == NULL) { free (state->diag); free (state->g); free (state->c); free (state); GSL_ERROR_NULL("failed to allocate space for offdiag", GSL_ENOMEM); } return state; } /* natural spline calculation * see [Engeln-Mullges + Uhlig, p. 254] */ static int cspline_init (void * vstate, const double xa[], const double ya[], size_t size) { cspline_state_t *state = (cspline_state_t *) vstate; size_t i; size_t num_points = size; size_t max_index = num_points - 1; /* Engeln-Mullges + Uhlig "n" */ size_t sys_size = max_index - 1; /* linear system is sys_size x sys_size */ state->c[0] = 0.0; state->c[max_index] = 0.0; for (i = 0; i < sys_size; i++) { const double h_i = xa[i + 1] - xa[i]; const double h_ip1 = xa[i + 2] - xa[i + 1]; const double ydiff_i = ya[i + 1] - ya[i]; const double ydiff_ip1 = ya[i + 2] - ya[i + 1]; const double g_i = (h_i != 0.0) ? 1.0 / h_i : 0.0; const double g_ip1 = (h_ip1 != 0.0) ? 1.0 / h_ip1 : 0.0; state->offdiag[i] = h_ip1; state->diag[i] = 2.0 * (h_ip1 + h_i); state->g[i] = 3.0 * (ydiff_ip1 * g_ip1 - ydiff_i * g_i); } if (sys_size == 1) { state->c[1] = state->g[0] / state->diag[0]; return GSL_SUCCESS; } else { gsl_vector_view g_vec = gsl_vector_view_array(state->g, sys_size); gsl_vector_view diag_vec = gsl_vector_view_array(state->diag, sys_size); gsl_vector_view offdiag_vec = gsl_vector_view_array(state->offdiag, sys_size - 1); gsl_vector_view solution_vec = gsl_vector_view_array ((state->c) + 1, sys_size); int status = gsl_linalg_solve_symm_tridiag(&diag_vec.vector, &offdiag_vec.vector, &g_vec.vector, &solution_vec.vector); return status; } } /* periodic spline calculation * see [Engeln-Mullges + Uhlig, p. 256] */ static int cspline_init_periodic (void * vstate, const double xa[], const double ya[], size_t size) { cspline_state_t *state = (cspline_state_t *) vstate; size_t i; size_t num_points = size; size_t max_index = num_points - 1; /* Engeln-Mullges + Uhlig "n" */ size_t sys_size = max_index; /* linear system is sys_size x sys_size */ if (sys_size == 2) { /* solve 2x2 system */ const double h0 = xa[1] - xa[0]; const double h1 = xa[2] - xa[1]; const double A = 2.0*(h0 + h1); const double B = h0 + h1; double g[2]; double det; g[0] = 3.0 * ((ya[2] - ya[1]) / h1 - (ya[1] - ya[0]) / h0); g[1] = 3.0 * ((ya[1] - ya[2]) / h0 - (ya[2] - ya[1]) / h1); det = 3.0 * (h0 + h1) * (h0 + h1); state->c[1] = ( A * g[0] - B * g[1])/det; state->c[2] = (-B * g[0] + A * g[1])/det; state->c[0] = state->c[2]; return GSL_SUCCESS; } else { for (i = 0; i < sys_size-1; i++) { const double h_i = xa[i + 1] - xa[i]; const double h_ip1 = xa[i + 2] - xa[i + 1]; const double ydiff_i = ya[i + 1] - ya[i]; const double ydiff_ip1 = ya[i + 2] - ya[i + 1]; const double g_i = (h_i != 0.0) ? 1.0 / h_i : 0.0; const double g_ip1 = (h_ip1 != 0.0) ? 1.0 / h_ip1 : 0.0; state->offdiag[i] = h_ip1; state->diag[i] = 2.0 * (h_ip1 + h_i); state->g[i] = 3.0 * (ydiff_ip1 * g_ip1 - ydiff_i * g_i); } i = sys_size - 1; { const double h_i = xa[i + 1] - xa[i]; const double h_ip1 = xa[1] - xa[0]; const double ydiff_i = ya[i + 1] - ya[i]; const double ydiff_ip1 = ya[1] - ya[0]; const double g_i = (h_i != 0.0) ? 1.0 / h_i : 0.0; const double g_ip1 = (h_ip1 != 0.0) ? 1.0 / h_ip1 : 0.0; state->offdiag[i] = h_ip1; state->diag[i] = 2.0 * (h_ip1 + h_i); state->g[i] = 3.0 * (ydiff_ip1 * g_ip1 - ydiff_i * g_i); } { gsl_vector_view g_vec = gsl_vector_view_array(state->g, sys_size); gsl_vector_view diag_vec = gsl_vector_view_array(state->diag, sys_size); gsl_vector_view offdiag_vec = gsl_vector_view_array(state->offdiag, sys_size); gsl_vector_view solution_vec = gsl_vector_view_array ((state->c) + 1, sys_size); int status = gsl_linalg_solve_symm_cyc_tridiag(&diag_vec.vector, &offdiag_vec.vector, &g_vec.vector, &solution_vec.vector); state->c[0] = state->c[max_index]; return status; } } } static void cspline_free (void * vstate) { cspline_state_t *state = (cspline_state_t *) vstate; free (state->c); free (state->g); free (state->diag); free (state->offdiag); free (state); } /* function for common coefficient determination */ static inline void coeff_calc (const double c_array[], double dy, double dx, size_t index, double * b, double * c, double * d) { const double c_i = c_array[index]; const double c_ip1 = c_array[index + 1]; *b = (dy / dx) - dx * (c_ip1 + 2.0 * c_i) / 3.0; *c = c_i; *d = (c_ip1 - c_i) / (3.0 * dx); } static int cspline_eval (const void * vstate, const double x_array[], const double y_array[], size_t size, double x, gsl_interp_accel * a, double *y) { const cspline_state_t *state = (const cspline_state_t *) vstate; double x_lo, x_hi; double dx; size_t index; if (a != 0) { index = gsl_interp_accel_find (a, x_array, size, x); } else { index = gsl_interp_bsearch (x_array, x, 0, size - 1); } /* evaluate */ x_hi = x_array[index + 1]; x_lo = x_array[index]; dx = x_hi - x_lo; if (dx > 0.0) { const double y_lo = y_array[index]; const double y_hi = y_array[index + 1]; const double dy = y_hi - y_lo; double delx = x - x_lo; double b_i, c_i, d_i; coeff_calc(state->c, dy, dx, index, &b_i, &c_i, &d_i); *y = y_lo + delx * (b_i + delx * (c_i + delx * d_i)); return GSL_SUCCESS; } else { *y = 0.0; return GSL_EINVAL; } } static int cspline_eval_deriv (const void * vstate, const double x_array[], const double y_array[], size_t size, double x, gsl_interp_accel * a, double *dydx) { const cspline_state_t *state = (const cspline_state_t *) vstate; double x_lo, x_hi; double dx; size_t index; if (a != 0) { index = gsl_interp_accel_find (a, x_array, size, x); } else { index = gsl_interp_bsearch (x_array, x, 0, size - 1); } /* evaluate */ x_hi = x_array[index + 1]; x_lo = x_array[index]; dx = x_hi - x_lo; if (dx > 0.0) { const double y_lo = y_array[index]; const double y_hi = y_array[index + 1]; const double dy = y_hi - y_lo; double delx = x - x_lo; double b_i, c_i, d_i; coeff_calc(state->c, dy, dx, index, &b_i, &c_i, &d_i); *dydx = b_i + delx * (2.0 * c_i + 3.0 * d_i * delx); return GSL_SUCCESS; } else { *dydx = 0.0; return GSL_EINVAL; } } static int cspline_eval_deriv2 (const void * vstate, const double x_array[], const double y_array[], size_t size, double x, gsl_interp_accel * a, double * y_pp) { const cspline_state_t *state = (const cspline_state_t *) vstate; double x_lo, x_hi; double dx; size_t index; if (a != 0) { index = gsl_interp_accel_find (a, x_array, size, x); } else { index = gsl_interp_bsearch (x_array, x, 0, size - 1); } /* evaluate */ x_hi = x_array[index + 1]; x_lo = x_array[index]; dx = x_hi - x_lo; if (dx > 0.0) { const double y_lo = y_array[index]; const double y_hi = y_array[index + 1]; const double dy = y_hi - y_lo; double delx = x - x_lo; double b_i, c_i, d_i; coeff_calc(state->c, dy, dx, index, &b_i, &c_i, &d_i); *y_pp = 2.0 * c_i + 6.0 * d_i * delx; return GSL_SUCCESS; } else { *y_pp = 0.0; return GSL_EINVAL; } } static int cspline_eval_integ (const void * vstate, const double x_array[], const double y_array[], size_t size, gsl_interp_accel * acc, double a, double b, double * result) { const cspline_state_t *state = (const cspline_state_t *) vstate; size_t i, index_a, index_b; if (acc != 0) { index_a = gsl_interp_accel_find (acc, x_array, size, a); index_b = gsl_interp_accel_find (acc, x_array, size, b); } else { index_a = gsl_interp_bsearch (x_array, a, 0, size - 1); index_b = gsl_interp_bsearch (x_array, b, 0, size - 1); } *result = 0.0; /* interior intervals */ for(i=index_a; i<=index_b; i++) { const double x_hi = x_array[i + 1]; const double x_lo = x_array[i]; const double y_lo = y_array[i]; const double y_hi = y_array[i + 1]; const double dx = x_hi - x_lo; const double dy = y_hi - y_lo; if(dx != 0.0) { double b_i, c_i, d_i; coeff_calc(state->c, dy, dx, i, &b_i, &c_i, &d_i); if (i == index_a || i == index_b) { double x1 = (i == index_a) ? a : x_lo; double x2 = (i == index_b) ? b : x_hi; *result += integ_eval(y_lo, b_i, c_i, d_i, x_lo, x1, x2); } else { *result += dx * (y_lo + dx*(0.5*b_i + dx*(c_i/3.0 + 0.25*d_i*dx))); } } else { *result = 0.0; return GSL_EINVAL; } } return GSL_SUCCESS; } static const gsl_interp_type cspline_type = { "cspline", 3, &cspline_alloc, &cspline_init, &cspline_eval, &cspline_eval_deriv, &cspline_eval_deriv2, &cspline_eval_integ, &cspline_free }; const gsl_interp_type * gsl_interp_cspline = &cspline_type; static const gsl_interp_type cspline_periodic_type = { "cspline-periodic", 2, &cspline_alloc, &cspline_init_periodic, &cspline_eval, &cspline_eval_deriv, &cspline_eval_deriv2, &cspline_eval_integ, &cspline_free }; const gsl_interp_type * gsl_interp_cspline_periodic = &cspline_periodic_type;