barycentric_rational.hpp 3.0 KB

1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071
  1. /*
  2. * Copyright Nick Thompson, 2017
  3. * Use, modification and distribution are subject to the
  4. * Boost Software License, Version 1.0. (See accompanying file
  5. * LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
  6. *
  7. * Given N samples (t_i, y_i) which are irregularly spaced, this routine constructs an
  8. * interpolant s which is constructed in O(N) time, occupies O(N) space, and can be evaluated in O(N) time.
  9. * The interpolation is stable, unless one point is incredibly close to another, and the next point is incredibly far.
  10. * The measure of this stability is the "local mesh ratio", which can be queried from the routine.
  11. * Pictorially, the following t_i spacing is bad (has a high local mesh ratio)
  12. * || | | | |
  13. * and this t_i spacing is good (has a low local mesh ratio)
  14. * | | | | | | | | | |
  15. *
  16. *
  17. * If f is C^{d+2}, then the interpolant is O(h^(d+1)) accurate, where d is the interpolation order.
  18. * A disadvantage of this interpolant is that it does not reproduce rational functions; for example, 1/(1+x^2) is not interpolated exactly.
  19. *
  20. * References:
  21. * Floater, Michael S., and Kai Hormann. "Barycentric rational interpolation with no poles and high rates of approximation." Numerische Mathematik 107.2 (2007): 315-331.
  22. * Press, William H., et al. "Numerical recipes third edition: the art of scientific computing." Cambridge University Press 32 (2007): 10013-2473.
  23. */
  24. #ifndef BOOST_MATH_INTERPOLATORS_BARYCENTRIC_RATIONAL_HPP
  25. #define BOOST_MATH_INTERPOLATORS_BARYCENTRIC_RATIONAL_HPP
  26. #include <memory>
  27. #include <boost/math/interpolators/detail/barycentric_rational_detail.hpp>
  28. namespace boost{ namespace math{
  29. template<class Real>
  30. class barycentric_rational
  31. {
  32. public:
  33. barycentric_rational(const Real* const x, const Real* const y, size_t n, size_t approximation_order = 3);
  34. template <class InputIterator1, class InputIterator2>
  35. barycentric_rational(InputIterator1 start_x, InputIterator1 end_x, InputIterator2 start_y, size_t approximation_order = 3, typename boost::disable_if_c<boost::is_integral<InputIterator2>::value>::type* = 0);
  36. Real operator()(Real x) const;
  37. private:
  38. std::shared_ptr<detail::barycentric_rational_imp<Real>> m_imp;
  39. };
  40. template <class Real>
  41. barycentric_rational<Real>::barycentric_rational(const Real* const x, const Real* const y, size_t n, size_t approximation_order):
  42. m_imp(std::make_shared<detail::barycentric_rational_imp<Real>>(x, x + n, y, approximation_order))
  43. {
  44. return;
  45. }
  46. template <class Real>
  47. template <class InputIterator1, class InputIterator2>
  48. barycentric_rational<Real>::barycentric_rational(InputIterator1 start_x, InputIterator1 end_x, InputIterator2 start_y, size_t approximation_order, typename boost::disable_if_c<boost::is_integral<InputIterator2>::value>::type*)
  49. : m_imp(std::make_shared<detail::barycentric_rational_imp<Real>>(start_x, end_x, start_y, approximation_order))
  50. {
  51. }
  52. template<class Real>
  53. Real barycentric_rational<Real>::operator()(Real x) const
  54. {
  55. return m_imp->operator()(x);
  56. }
  57. }}
  58. #endif