IMSL C# Numerical Library

CsShape Class

Extension of the Spline class to interpolate data points consistent with the concavity of the data.

For a list of all members of this type, see CsShape Members.

System.Object
   Imsl.Math.Spline
      Imsl.Math.CsShape

public class CsShape : Spline

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

Class CsShape computes a cubic spline interpolant to n data points {x_i, f_i} for i = 0, \ldots, n-1. For ease of explanation, we will assume that x_i \lt x_{i+1}, although it is not necessary for the user to sort these data values. If the data are strictly convex, then the computed spline is convex, C^2, and minimizes the expression

\int_{x_1 }^{x_n } {\left( {g''} \right)} ^2

over all convex C ^1 functions that interpolate the data. In the general case when the data have both convex and concave regions, the convexity of the spline is consistent with the data and the above integral is minimized under the appropriate constraints. For more information on this interpolation scheme, we refer the reader to Micchelli et al. (1985) and Irvine et al. (1986).

One important feature of the splines produced by this class is that it is not possible, a priori, to predict the number of breakpoints of the resulting interpolant. In most cases, there will be breakpoints at places other than data locations. The method is nonlinear; and although the interpolant is a piecewise cubic, cubic polynomials are not reproduced. However, linear polynomials are reproduced.) This routine should be used when it is important to preserve the convex and concave regions implied by the data.

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

See Also

CsShape Members | Imsl.Math Namespace | Example