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diff --git a/Master/texmf/asymptote/interpolate.asy b/Master/texmf/asymptote/interpolate.asy new file mode 100644 index 00000000000..a6b820bc7d5 --- /dev/null +++ b/Master/texmf/asymptote/interpolate.asy @@ -0,0 +1,140 @@ +// Lagrange and Hermite interpolation in Asymptote +// Author: Olivier Guibé +// Acknowledgements: Philippe Ivaldi + +// diffdiv(x,y) computes Newton's Divided Difference for +// Lagrange interpolation with distinct values {x_0,..,x_n} in the array x +// and values y_0,...,y_n in the array y, + +// hdiffdiv(x,y,dyp) computes Newton's Divided Difference for +// Hermite interpolation where dyp={dy_0,...,dy_n}. +// +// fhorner(x,coeff) uses Horner's rule to compute the polynomial +// a_0+a_1(x-x_0)+a_2(x-x_0)(x-x_1)+...+a_n(x-x_0)..(x-x_{n-1}), +// where coeff={a_0,a_1,...,a_n}. + +// fspline does standard cubic spline interpolation of a function f +// on the interval [a,b]. +// The points a=x_1 < x_2 < .. < x_n=b form the array x; +// the points y_1=f(x_1),....,y_n=f(x_n) form the array y +// We use the Hermite form for the spline. + +// The syntax is: +// s=fspline(x,y); default not_a_knot condition +// s=fspline(x,y,natural); natural spline +// s=fspline(x,y,periodic); periodic spline +// s=fspline(x,y,clamped(1,1)); clamped spline +// s=fspline(x,y,monotonic); piecewise monotonic spline + +// Here s is a real function that is constant on (-infinity,a] and [b,infinity). + +private import math; +import splinetype; + +typedef real fhorner(real); + +struct horner { + // x={x0,..,xn}(not necessarily distinct) + // a={a0,..,an} corresponds to the polyonmial + // a_0+a_1(x-x_0)+a_2(x-x_0)(x-x_1)+...+a_n(x-x_0)..(x-x_{n-1}), + real[] x; + real[] a; +} + +// Evaluate p(x)=d0+(x-x0)(d1+(x-x1)+...+(d(n-1)+(x-x(n-1))*dn))) +// via Horner's rule: n-1 multiplications, 2n-2 additions. +fhorner fhorner(horner sh) +{ + int n=sh.x.length; + checklengths(n,sh.a.length); + return new real(real x) { + real s=sh.a[n-1]; + for(int k=n-2; k >= 0; --k) + s=sh.a[k]+(x-sh.x[k])*s; + return s; + }; +} + +// Newton's Divided Difference method: n(n-1)/2 divisions, n(n-1) additions. +horner diffdiv(real[] x, real[] y) +{ + int n=x.length; + horner s; + checklengths(n,y.length); + for(int i=0; i < n; ++i) + s.a[i]=y[i]; + for(int k=0; k < n-1; ++k) { + for(int i=n-1; i > k; --i) { + s.a[i]=(s.a[i]-s.a[i-1])/(x[i]-x[i-k-1]); + } + } + s.x=x; + return s; +} + +// Newton's Divided Difference for simple Hermite interpolation, +// where one specifies both p(x_i) and p'(x_i). +horner hdiffdiv(real[] x, real[] y, real[] dy) +{ + int n=x.length; + horner s; + checklengths(n,y.length); + checklengths(n,dy.length); + for(int i=0; i < n; ++i) { + s.a[2*i]=y[i]; + s.a[2*i+1]=dy[i]; + s.x[2*i]=x[i]; + s.x[2*i+1]=x[i]; + } + + for(int i=n-1; i > 0; --i) + s.a[2*i]=(s.a[2*i]-s.a[2*i-2])/(x[i]-x[i-1]); + + int stop=2*n-1; + for(int k=1; k < stop; ++k) { + for(int i=stop; i > k; --i) { + s.a[i]=(s.a[i]-s.a[i-1])/(s.x[i]-s.x[i-k-1]); + } + } + return s; +} + +typedef real realfunction(real); + +// piecewise Hermite interpolation: +// return the piecewise polynomial p(x), where on [x_i,x_i+1], deg(p) <= 3, +// p(x_i)=y_i, p(x_{i+1})=y_i+1, p'(x_i)=dy_i, and p'(x_{i+1})=dy_i+1. +// Outside [x_1,x_n] the returned function is constant: y_1 on (infinity,x_1] +// and y_n on [x_n,infinity). +realfunction pwhermite(real[] x, real[] y, real[] dy) +{ + int n=x.length; + checklengths(n,y.length); + checklengths(n,dy.length); + if(n < 2) abort(morepoints); + if(!increasing(x,strict=true)) abort("array x is not strictly increasing"); + return new real(real t) { + int i=search(x,t); + if(i == n-1) { + i=n-2; + t=x[n-1]; + } else if(i == -1) { + i=0; + t=x[0]; + } + real h=x[i+1]-x[i]; + real delta=(y[i+1]-y[i])/h; + real e=(3*delta-2*dy[i]-dy[i+1])/h; + real f=(dy[i]-2*delta+dy[i+1])/h^2; + real s=t-x[i]; + return y[i]+s*(dy[i]+s*(e+s*f)); + }; +} + +realfunction fspline(real[] x, real[] y, splinetype splinetype=notaknot) +{ + real[] dy=splinetype(x,y); + return new real(real t) { + return pwhermite(x,y,dy)(t); + }; +} |