JMSLTM Numerical Library 5.0.1

com.imsl.math
Class CsInterpolate

java.lang.Object
  extended by com.imsl.math.Spline
      extended by com.imsl.math.CsInterpolate
All Implemented Interfaces:
Serializable, Cloneable

public class CsInterpolate
extends Spline

Extension of the Spline class to interpolate data points.

CsInterpolate computes a C^2 cubic spline interpolant to a set of data points (x_i, f_i) for i = 0, ldots, n-1. The breakpoints of the spline are the abscissas. Endpoint conditions can be automatically determined by the program, or explicitly specified by using the appropriate constructor. Constructors are provided that allow setting specific values for first or second derivative values at the endpoints, or for specifying conditions that correspond to the "not-a-knot" condition (see de Boor 1978).

The "not-a-knot" conditions require that the third derivative of the spline be continuous at the second and next-to-last breakpoint. If n is 2 or 3, then the linear or quadratic interpolating polynomial is computed, respectively.

If the data points arise from the values of a smooth, say, C^4 function f, i.e. f_i = f(x_i), then the error will behave in a predictable fashion. Let xi be the breakpoint vector for the above spline interpolant. Then, the maximum absolute error satisfies

|f-s|_{[xi_0,xi_n]} le C left|f^{(4)}right|_{[{xi_0 ,xi_n }]} |xi|^4

where

|xi|;: = max_{i=0,ldots,n-1} left|xi_{i+1} - xi_i right|

For more details, see de Boor (1978, pages 55-56).

See Also:
Example, Serialized Form

Field Summary
static int FIRST_DERIVATIVE
           
static int NOT_A_KNOT
           
static int SECOND_DERIVATIVE
           
 
Fields inherited from class com.imsl.math.Spline
breakPoint, coef, EPSILON_LARGE
 
Constructor Summary
CsInterpolate(double[] xData, double[] yData)
          Constructs a cubic spline that interpolates the given data points.
CsInterpolate(double[] xData, double[] yData, int typeLeft, double valueLeft, int typeRight, double valueRight)
          Constructs a cubic spline that interpolates the given data points with specified derivative endpoint conditions.
 
Method Summary
 
Methods inherited from class com.imsl.math.Spline
copyAndSortData, copyAndSortData, derivative, derivative, derivative, getBreakpoints, integral, value, value
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

FIRST_DERIVATIVE

public static final int FIRST_DERIVATIVE
See Also:
Constant Field Values

NOT_A_KNOT

public static final int NOT_A_KNOT
See Also:
Constant Field Values

SECOND_DERIVATIVE

public static final int SECOND_DERIVATIVE
See Also:
Constant Field Values
Constructor Detail

CsInterpolate

public CsInterpolate(double[] xData,
                     double[] yData)
Constructs a cubic spline that interpolates the given data points. The interpolant satisfies the "not-a-knot" condition.

Parameters:
xData - A double array containing the x-coordinates of the data. Values must be distinct.
yData - A double array containing the y-coordinates of the data. The arrays xData and yData must have the same length.

CsInterpolate

public CsInterpolate(double[] xData,
                     double[] yData,
                     int typeLeft,
                     double valueLeft,
                     int typeRight,
                     double valueRight)
Constructs a cubic spline that interpolates the given data points with specified derivative endpoint conditions.

Parameters:
xData - A double array containing the x-coordinates of the data. Values must be distinct.
yData - A double array containing the y-coordinates of the data. The arrays xData and yData must have the same length.
typeLeft - An int denoting the type of condition at the left endpoint. This can be NOT_A_KNOT, FIRST_DERIVATIVE or SECOND_DERIVATIVE.
valueLeft - A double value at the left endpoint. If typeLeft is NOT_A_KNOT this is ignored, Otherwise, it is the value of the specified derivative.
typeRight - An int denoting the type of condition at the right endpoint. This can be NOT_A_KNOT, FIRST_DERIVATIVE or SECOND_DERIVATIVE.
valueRight - A double value at the right endpoint.

JMSLTM Numerical Library 5.0.1

Copyright © 1970-2008 Visual Numerics, Inc.
Built July 8 2008.