#ifndef __JTOOLS__JSPLINE__ #define __JTOOLS__JSPLINE__ #include #include #include "JMath/JZero.hh" #include "JLang/JException.hh" #include "JLang/JClass.hh" #include "JLang/JStreamAvailable.hh" #include "JTools/JFunctional.hh" #include "JTools/JDistance.hh" #include "JTools/JResult.hh" #include "JTools/JMappableCollection.hh" #include "JTools/JMapCollection.hh" /** * \author mdejong */ namespace JTOOLS {} namespace JPP { using namespace JTOOLS; } namespace JTOOLS { using JLANG::JNoValue; using JLANG::JDivisionByZero; using JLANG::JFunctionalException; using JLANG::JValueOutOfRange; /** * Auxiliary class to define first derivates of the spline function at the two extrema. */ template class JSplineBounds { public: typedef JOrdinate_t ordinate_type; typedef typename JLANG::JClass::argument_type argument_type; /** * Default constructor. */ JSplineBounds() : fp_at_xmin(false, ordinate_type()), fp_at_xmax(false, ordinate_type()) {} /** * Constructor. * * \param fpAtXmin 1st derivative at minimal abscissa value * \param fpAtXmax 1st derivative at maximal abscissa value */ JSplineBounds(argument_type fpAtXmin, argument_type fpAtXmax) : fp_at_xmin(true, fpAtXmin), fp_at_xmax(true, fpAtXmax) {} /** * Set first derivative of function at minimal abscissa value. * * \param fp 1st derivative */ void setFirstDerivativeAtXmin(argument_type fp) { fp_at_xmin.first = true; fp_at_xmin.second = fp; } /** * Set first derivative of function at maximal abscissa value. * * \param fp 1st derivative */ void setFirstDerivativeAtXmax(argument_type fp) { fp_at_xmax.first = true; fp_at_xmax.second = fp; } /** * Has first derivative of function at minimal abscissa value. * * \return true if 1st derivative is set; else false */ const bool& hasFirstDerivativeAtXmin() const { return fp_at_xmin.first; } /** * Has first derivative of function at maximal abscissa value. * * \return true if 1st derivative is set; else false */ const bool& hasFirstDerivativeAtXmax() const { return fp_at_xmax.first; } /** * Get first derivative of function at minimal abscissa value. * * \return 1st derivative */ ordinate_type getFirstDerivativeAtXmin() const { if (fp_at_xmin.first) return fp_at_xmin.second; else throw JNoValue("JSplineBounds: missing 1st derivative."); } /** * Get first derivative of function at maximal abscissa value. * * \return 1st derivative */ ordinate_type getFirstDerivativeAtXmax() const { if (fp_at_xmax.first) return fp_at_xmax.second; else throw JNoValue("JSplineBounds: missing 1st derivative."); } protected: std::pair fp_at_xmin; std::pair fp_at_xmax; }; /** * Helper method for JSplineBounds. * * \param fpAtXmin 1st derivative at minimal abscissa value * \param fpAtXmax 1st derivative at maximal abscissa value * \return spline bounds */ template inline JSplineBounds make_spline_bounds(const JOrdinate_t fpAtXmin, const JOrdinate_t fpAtXmax) { return JSplineBounds(fpAtXmin, fpAtXmax); } /** * Template base class for spline interpolations. * * This class partially implements the JFunctional interface. * * Note that the data structure of the elements in the collection should have the additional methods: *
   *     ordinate_type getU() const;
   *     void setU(ordinate_type u);
   * 
* to get and set the second derivatives, respectively. * * Spline interpolation code is taken from reference: * Numerical Recipes in C++, W.H. Press, S.A. Teukolsky, W.T. Vetterling and B.P. Flannery, * Cambridge University Press. */ template class JCollection_t, class JDistance_t> class JSplineCollection : public JCollection_t, public virtual JFunctional<> { public: typedef JCollection_t collection_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; using JFunctional<>::compile; /** * Determination of second derivatives with specified bounds. * * \param bounds 1st derivatives at two extrema. */ void compile(const JSplineBounds& bounds) { const int numberOfElements = this->size(); using namespace std; if (numberOfElements > 2) { std::vector buffer(numberOfElements); if (bounds.hasFirstDerivativeAtXmin()) { iterator j = this->begin(); iterator i = j++; const double dx = this->getDistance(i->getX(), j->getX()); const ordinate_type dy = (j->getY() - i->getY()); buffer[0] = -0.5; i->setU((3.0/dx) * (dy/dx - bounds.getFirstDerivativeAtXmin())); } else { buffer[0] = 0.0; this->begin()->setU(JMATH::zero); } int index = 1; for (iterator k = this->begin(), i = k++, j = k++; k != this->end(); ++i, ++j, ++k, ++index) { const abscissa_type x1 = i->getX(); const abscissa_type x2 = j->getX(); const abscissa_type x3 = k->getX(); const ordinate_type& y1 = i->getY(); const ordinate_type& y2 = j->getY(); const ordinate_type& y3 = k->getY(); const double sig = this->getDistance(x1, x2) / this->getDistance(x1, x3); const double h = sig * buffer[index-1] + 2.0; buffer[index] = (sig - 1.0) / h; j->setU((y3 - y2) / this->getDistance(x2, x3) - (y2 - y1) / this->getDistance(x1, x2)); j->setU((6.0 * j->getU() / this->getDistance(x1, x3) - sig * i->getU()) / h); } if (bounds.hasFirstDerivativeAtXmax()) { reverse_iterator j = this->rbegin(); reverse_iterator i = j++; index = numberOfElements - 2; const double dx = this->getDistance(i->getX(), j->getX()); const ordinate_type dy = (j->getY() - i->getY()); i->setU((3.0/dx) * (bounds.getFirstDerivativeAtXmax() - dy/dx)); i->setU((i->getU() - 0.5*j->getU()) / (0.5*buffer[index] + 1.0)); } else { this->rbegin()->setU(JMATH::zero); } reverse_iterator j = this->rbegin(); reverse_iterator i = j++; index = numberOfElements - 2; for ( ; j != this->rend(); ++i, ++j, --index) { j->setU(j->getU() + i->getU() * buffer[index]); } } else { for (iterator i = this->begin(); i != this->end(); ++i) { i->setU(JMATH::zero); } } } protected: /** * Default constructor. */ JSplineCollection() {} /** * Determination of second derivatives with no bounds. */ virtual void do_compile() override { compile(JSplineBounds()); } }; /** * Template definition for functional collection with spline interpolation. */ template class JCollection_t, class JResult_t, class JDistance_t> class JSplineFunction; /** * Template specialisation for functional collection with spline interpolation. */ template class JCollection_t, class JDistance_t> class JSplineFunction::result_type, JDistance_t> : public JSplineCollection, public virtual JFunction::result_type> { public: typedef JSplineCollection collection_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::distance_type distance_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; typedef typename JResultType::result_type data_type; typedef JFunction function_type; typedef typename function_type::argument_type argument_type; typedef typename function_type::result_type result_type; typedef typename function_type::JExceptionHandler exceptionhandler_type; /** * Default constructor. */ JSplineFunction() {} /** * Recursive interpolation method implementation. * * \param pX pointer to abscissa values * \return function value */ virtual result_type evaluate(const argument_type* pX) const override { const argument_type x = *pX; if (this->size() > 1u) { const_iterator p = this->lower_bound(x); if ((p == this->begin() && this->getDistance(x, (p++)->getX()) > distance_type::precision) || (p == this->end() && this->getDistance((--p)->getX(), x) > distance_type::precision)) { try { return this->getExceptionHandler().action(); } catch (const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " abscissa out of range " << STREAM("?") << x << " <> " << STREAM("?") << this->begin() ->getX() << ' ' << STREAM("?") << this->rbegin()->getX(); throw JValueOutOfRange(os.str()); } } const_iterator q = p--; const double dx = this->getDistance(p->getX(), q->getX()); const double a = this->getDistance(x, q->getX()) / dx; const double b = 1.0 - a; return (a * p->getY() + b * q->getY() - a*b * ((a + 1.0)*p->getU() + (b + 1.0)*q->getU()) * dx*dx/6); } else if (this->size() == 1u && this->getDistance(x, this->begin()->getX()) <= distance_type::precision) { return this->begin()->getY(); } else { try { return this->getExceptionHandler().action(); } catch (const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " not enough data " << STREAM("?") << x; throw JFunctionalException(os.str()); } } } }; /** * Template specialisation for spline interpolation method with returning JResultDerivative data structure. */ template class JCollection_t, class JDistance_t> class JSplineFunction::result_type>, JDistance_t> : public JSplineCollection, public virtual JFunction::result_type> > { public: typedef JSplineCollection collection_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::distance_type distance_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; typedef typename JResultType::result_type data_type; typedef JFunction > function_type; typedef typename function_type::argument_type argument_type; typedef typename function_type::result_type result_type; typedef typename function_type::JExceptionHandler exceptionhandler_type; using JFunctional<>::compile; /** * Default constructor. */ JSplineFunction() {} /** * Recursive interpolation method implementation. * * \param pX pointer to abscissa values * \return function value */ virtual result_type evaluate(const argument_type* pX) const override { const argument_type x = *pX; if (this->size() <= 1u) { try { return this->getExceptionHandler().action(); } catch (const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " not enough data " << STREAM("?") << x; throw JFunctionalException(os.str()); } } const_iterator p = this->lower_bound(x); if ((p == this->begin() && this->getDistance(x, (p++)->getX()) > distance_type::precision) || (p == this->end() && this->getDistance((--p)->getX(), x) > distance_type::precision)) { try { return this->getExceptionHandler().action(); } catch (const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " abscissa out of range " << STREAM("?") << x << " <> " << STREAM("?") << this->begin() ->getX() << ' ' << STREAM("?") << this->rbegin()->getX(); throw JValueOutOfRange(os.str()); } } const_iterator q = p--; const double dx = this->getDistance(p->getX(), q->getX()); const double a = this->getDistance(x, q->getX()) / dx; const double b = 1.0 - a; result.f = a * p->getY() + b * q->getY() - a*b * ((a + 1.0)*p->getU() + (b + 1.0)*q->getU()) * dx*dx/6; result.fp = (q->getY() - p->getY() + (p->getU()*(1.0 - 3*a*a) - q->getU()*(1.0 - 3*b*b)) * dx*dx/6) / dx; return result; } private: mutable result_type result; }; /** * Template specialisation for spline interpolation method with returning JResultPDF data structure. * * Note that the data structure of the elements in the collection should have the additional methods: *
   *     ordinate_type getIntegral() const;
   *     void setIntegral(ordinate_type v);
   * 
* to get and set the integral values, respectively. */ template class JCollection_t, class JDistance_t> class JSplineFunction::result_type>, JDistance_t> : public JSplineCollection, public virtual JFunction::result_type> > { public: typedef JSplineCollection collection_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::distance_type distance_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; typedef typename JResultType::result_type data_type; typedef JFunction > function_type; typedef typename function_type::argument_type argument_type; typedef typename function_type::result_type result_type; typedef typename function_type::JExceptionHandler exceptionhandler_type; using JFunctional<>::compile; /** * Default constructor. */ JSplineFunction() {} /** * Determination of second derivatives with specified bounds. * * \param bounds 1st derivatives at two extrema. */ void compile(const JSplineBounds& bounds) { if (this->size() >= 2u) { collection_type::compile(bounds); this->begin()->setIntegral(JMATH::zero); for (iterator j = this->begin(), i = j++; j != this->end(); ++i, ++j) { const double dx = this->getDistance(i->getX(), j->getX()); const ordinate_type y = i->getY() + j->getY(); const ordinate_type z = i->getU() + j->getU(); const ordinate_type v = dx * 0.50 * y; const ordinate_type w = dx * 0.25 * z*dx*dx/6; j->setIntegral(i->getIntegral() + v - w); } } } /** * Recursive interpolation method implementation. * * \param pX pointer to abscissa values * \return function value */ virtual result_type evaluate(const argument_type* pX) const override { const argument_type x = *pX; if (this->size() <= 1u) { try { return this->getExceptionHandler().action(); } catch (const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " not enough data " << STREAM("?") << x; throw JFunctionalException(os.str()); } } const_iterator p = this->lower_bound(x); if (p == this->begin() && this->getDistance(x, (p++)->getX()) > distance_type::precision) { try { result = this->getExceptionHandler().action(); // overwrite integral values result.v = 0; result.V = this->rbegin()->getIntegral(); } catch(const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " abscissa out of range " << STREAM("?") << x << " < " << STREAM("?") << this->begin() ->getX(); throw JValueOutOfRange(os.str()); } return result; } else if (p == this->end() && this->getDistance((--p)->getX(), x) > distance_type::precision) { try { result = this->getExceptionHandler().action(); // overwrite integral values result.v = this->rbegin()->getIntegral(); result.V = this->rbegin()->getIntegral(); } catch(const JException& error) { std::ostringstream os; os << __FILE__ << ':' << __LINE__ << " abscissa out of range " << STREAM("?") << x << " > " << STREAM("?") << this->rbegin()->getX(); throw JValueOutOfRange(os.str()); } return result; } const_iterator q = p--; const double dx = this->getDistance(p->getX(), q->getX()); const double a = this->getDistance(x, q->getX()) / dx; const double b = 1.0 - a; result.f = a * p->getY() + b * q->getY() - a*b * ((a + 1.0)*p->getU() + (b + 1.0)*q->getU()) * dx*dx/6; result.fp = (q->getY() - p->getY() + (p->getU()*(1.0 - 3*a*a) - q->getU()*(1.0 - 3*b*b)) * dx*dx/6) / dx; result.v = p->getIntegral() + 0.5*dx * (p->getY() - 0.5*p->getU()*dx*dx/6) - 0.5*dx * ((a*a*p->getY() - b*b*q->getY()) + (p->getU() * a*a*(0.5*a*a - 1.0) - q->getU() * b*b*(0.5*b*b - 1.0)) * dx*dx/6); result.V = this->rbegin()->getIntegral(); return result; } protected: /** * Determination of second derivatives with no bounds. */ virtual void do_compile() override { compile(JSplineBounds()); } private: mutable result_type result; }; /** * Template class for spline interpolation in 1D * * This class implements the JFunction1D interface. */ template class JCollection_t, class JResult_t = typename JElement_t::ordinate_type, class JDistance_t = JDistance > class JSplineFunction1D : public JSplineFunction, public JFunction1D { public: typedef JSplineCollection collection_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::distance_type distance_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; typedef JFunction1D function_type; typedef typename function_type::argument_type argument_type; typedef typename function_type::result_type result_type; typedef typename function_type::JExceptionHandler exceptionhandler_type; /** * Default contructor. */ JSplineFunction1D() {} }; /** * \cond NEVER * Forward declarations. * \endcond */ template struct JSplineElement2D; template class JMap_t> struct JMapCollection; /** * Functional map with spline interpolation. */ template class JMap_t, class JResult_t, class JDistance_t = JDistance > class JSplineMap : public JMap_t, public JFunction { public: typedef JMap_t collection_type; typedef JFunction function_type; typedef typename collection_type::abscissa_type abscissa_type; typedef typename collection_type::ordinate_type ordinate_type; typedef typename collection_type::value_type value_type; typedef typename collection_type::distance_type distance_type; typedef typename collection_type::const_iterator const_iterator; typedef typename collection_type::const_reverse_iterator const_reverse_iterator; typedef typename collection_type::iterator iterator; typedef typename collection_type::reverse_iterator reverse_iterator; typedef typename function_type::argument_type argument_type; typedef typename function_type::result_type result_type; typedef typename function_type::JExceptionHandler exceptionhandler_type; typedef typename JResultType::result_type data_type; typedef JSplineFunction1D, JMapCollection::template collection_type, result_type> JSplineFunction1D_t; /** * Default constructor. */ JSplineMap() {} /** * Recursive interpolation method implementation. * * \param pX pointer to abscissa values * \return function value */ virtual result_type evaluate(const argument_type* pX) const override { const argument_type x = *pX; ++pX; // next argument value const_iterator p = this->begin(); for (typename JSplineFunction1D_t::iterator q = buffer.begin(); q != buffer.end(); ++q, ++p) { q->getY() = JFunction::getValue(p->getY(), pX); } buffer.compile(); return buffer(x); } private: /** * Function compilation. */ virtual void do_compile() override { buffer.clear(); for (iterator i = this->begin(); i != this->end(); ++i) { buffer.put(i->getX(), data_type()); } } mutable JSplineFunction1D_t buffer; }; /** * Conversion of data points to integral values. * * The integration includes the use of 2nd derivatives of the data points of the input spline interpolating function. * * \param input collection * \param output mappable collection * \return integral */ template class JCollection_t, class JResult_t, class JDistance_t> inline typename JElement_t::ordinate_type integrate(const JSplineFunction1D& input, typename JMappable::map_type& output) { typedef typename JElement_t::ordinate_type ordinate_type; typedef typename JSplineFunction1D::const_iterator const_iterator; ordinate_type V(JMATH::zero); if (input.getSize() > 1) { output.put(input.begin()->getX(), V); for (const_iterator j = input.begin(), i = j++; j != input.end(); ++i, ++j) { const double dx = input.getDistance(i->getX(), j->getX()); const ordinate_type y = i->getY() + j->getY(); const ordinate_type z = i->getU() + j->getU(); const ordinate_type v = dx * 0.50 * y; const ordinate_type w = dx * 0.25 * z*dx*dx/6; V += v - w; output.put(j->getX(), V); } } return V; } /** * Conversion of data points to integral values. * * The integration directly uses the integral values of the input spline interpolating function. * * \param input collection * \param output mappable collection * \return integral */ template class JCollection_t, class JDistance_t> inline typename JElement_t::ordinate_type integrate(const JSplineFunction1D, JDistance_t>& input, typename JMappable::map_type& output) { typedef typename JElement_t::ordinate_type ordinate_type; typedef JResultPDF result_type; typedef typename JSplineFunction1D::const_iterator const_iterator; if (input.getSize() > 1) { for (const_iterator i = input.begin(); i != input.end(); ++i) { output.put(i->getX(), i->getIntegral()); } return input.rbegin()->getIntegral(); } return JMATH::zero; } } #endif