三次样条插值算法的C++实现
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头文件:
/* * Copyright (c) 2008-2011 Zhang Ming (M. Zhang), zmjerry@163.com * * 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 2 or any later version. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: * * 1. Redistributions of source code must retain the above copyright notice, * this list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * 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. A copy of the GNU General Public License is available at: * http://www.fsf.org/licensing/licenses *//***************************************************************************** * spline3interp.h * * Cubic splines interpolation method. * * For a given points set "Pn" {xn,yn}, this class can find a cubic polynomial * in each interval [x_i, x_i+1], such that both of the polynomials and their * first order derivative are continuous at the bound of each interval. * * Zhang Ming, 2010-04, Xi'an Jiaotong University. *****************************************************************************/#ifndef SPLINE3INTERP_H#define SPLINE3INTERP_H#include <matrix.h>#include <interpolation.h>namespace splab{ template <typename Type> class Spline3Interp : public Interpolation<Type> { public: using Interpolation<Type>::xi; using Interpolation<Type>::yi; Spline3Interp( const Vector<Type> &xn, const Vector<Type> &yn, Type d2l=Type(0), Type d2r=Type(0) ); ~Spline3Interp(); void calcCoefs(); Type evaluate( Type x ); Matrix<Type> getCoefs() const; private: void derivative2( Vector<Type> &dx, Vector<Type> &d1, Vector<Type> &d2 ); Type M0, Mn; Matrix<Type> coefs; }; // class Spline3Interp #include <spline3interp-impl.h>}// namespace splab#endif// SPLINE3INTERP_H
实现文件:
/* * Copyright (c) 2008-2011 Zhang Ming (M. Zhang), zmjerry@163.com * * 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 2 or any later version. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are met: * * 1. Redistributions of source code must retain the above copyright notice, * this list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * 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. A copy of the GNU General Public License is available at: * http://www.fsf.org/licensing/licenses *//***************************************************************************** * spline3interp-impl.h * * Implementation for Spline3Interp class. * * Zhang Ming, 2010-04, Xi'an Jiaotong University. *****************************************************************************//** * constructors and destructor */template <typename Type>Spline3Interp<Type>::Spline3Interp( const Vector<Type> &xn, const Vector<Type> &yn, Type d2l, Type d2r ) : Interpolation<Type>( xn, yn ), M0(d2l), Mn(d2r){}template <typename Type>Spline3Interp<Type>::~Spline3Interp(){}/** * Compute the second derivative at interpolated points. */template <typename Type>void Spline3Interp<Type>::derivative2( Vector<Type> &dx, Vector<Type> &d1, Vector<Type> &d2 ){ int N = xi.size(), M = N-1; Vector<Type> b(M), v(M), y(M), alpha(M), beta(M-1);for( int i=1; i<M; ++i )b[i] = 2 * (dx[i]+dx[i-1]);v[1] = 6*(d1[1]-d1[0]) - dx[0]*d2[0];for( int i=1; i<M-1; ++i )v[i] = 6 * (d1[i]-d1[i-1]);v[M-1] = 6*(d1[M-1]-d1[M-2]) - dx[M-1]*d2[M];alpha[1] = b[1];for( int i=2; i<M; ++i )alpha[i] = b[i] - dx[i]*dx[i-1]/alpha[i-1];for( int i=1; i<M-1; ++i )beta[i] = dx[i]/alpha[i];y[1] = v[1]/alpha[1];for( int i=2; i<M; ++i )y[i] = (v[i]-dx[i]*y[i-1]) / alpha[i];d2[M-1] = y[M-1];for( int i=M-2; i>0; --i )d2[i] = y[i] - beta[i]*d2[i+1];}/** * Compute the polynomial' coefsficient in each interval. */template <typename Type>void Spline3Interp<Type>::calcCoefs(){ int N = xi.size(), M = N-1; Vector<Type> m(N), h(M), d(M); m[0] = M0; m[M] = Mn; for( int i=0; i<M; ++i ) { h[i] = xi[i+1]-xi[i]; d[i] = (yi[i+1]-yi[i]) / h[i]; } derivative2( h, d, m );coefs.resize( M, 4 );for( int i=0; i<M; ++i ){coefs[i][0] = yi[i];coefs[i][1] = d[i] - h[i]*(2*m[i]+m[i+1])/6;coefs[i][2] = m[i] / 2;coefs[i][3] = (m[i+1]-m[i]) / (6*h[i]);}}/** * Compute the value of polynomial at given "x". */template <typename Type>Type Spline3Interp<Type>::evaluate( Type x ){ int k = -1, N = xi.size(), M = N-1;Type dx, y;for( int i=0; i<M; ++i ){if( (xi[i]<=x) && (xi[i+1]>=x) ){k = i;dx = x-xi[i];break;}}if(k!=-1){y = ( ( coefs[k][3]*dx + coefs[k][2] ) * dx + coefs[k][1] ) * dx + coefs[k][0];return y;}else{cerr << "The value is out of range!" << endl;return Type(0);}}/** * Get polynomial' coefsficients. */template <typename Type>inline Matrix<Type> Spline3Interp<Type>::getCoefs() const{return coefs;}
测试代码:
/***************************************************************************** * spline3interp_test.cpp * * Spline3 interpolation testing. * * Zhang Ming, 2010-04, Xi'an Jiaotong University. *****************************************************************************/#define BOUNDS_CHECK#include <iostream>#include <iomanip>#include <spline3interp.h>using namespace std;using namespace splab;typedef double Type;int main(){ // f(x) = 1 / (1+25*x^2) -1 <= x <= 1 Type xi[11] = { -1.0, -0.8, -0.6, -0.4, -0.2, 0.0, 0.2, 0.4, 0.6, 0.8, 1.0 }; Type yi[11] = { 0.0385, 0.0588, 0.1, 0.2, 0.5, 1.0, 0.5, 0.2, 0.1, 0.0588, 0.0385 }; Type Ml = 0.2105, Mr = 0.2105; Vector<Type> x( 11, xi ), y( 11, yi ); Spline3Interp<Type> poly( x, y, Ml, Mr ); poly.calcCoefs(); cout << setiosflags(ios::fixed) << setprecision(4); cout << "Coefficients of cubic spline interpolated polynomial: " << poly.getCoefs() << endl; cout << "The true and interpolated values:" << endl; cout << "0.0755" << " " << poly.evaluate(-0.7) << endl << "0.3077" << " " << poly.evaluate(0.3) << endl << "0.0471" << " " << poly.evaluate(0.9) << endl << endl; return 0;}
运行结果:
Coefficients of cubic spline interpolated polynomial: size: 10 by 40.0385 0.0737 0.1052 0.16940.0588 0.1291 0.2069 0.88860.1000 0.3185 0.7400 0.83840.2000 0.7151 1.2431 13.40780.5000 2.8212 9.2877 -54.46951.0000 -0.0000 -23.3940 54.47040.5000 -2.8212 9.2882 -13.41200.2000 -0.7153 1.2410 -0.82250.1000 -0.3176 0.7476 -0.94820.0588 -0.1323 0.1787 -0.1224The true and interpolated values:0.0755 0.07470.3077 0.29740.0471 0.0472Process returned 0 (0x0) execution time : 0.078 sPress any key to continue.
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