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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math.analysis.interpolation;

import java.io.Serializable;

import org.apache.commons.math.DuplicateSampleAbscissaException;
import org.apache.commons.math.analysis.polynomials.PolynomialFunctionLagrangeForm;
import org.apache.commons.math.analysis.polynomials.PolynomialFunctionNewtonForm;

/**
 * Implements the 
 * Divided Difference Algorithm for interpolation of real univariate
 * functions. For reference, see Introduction to Numerical Analysis,
 * ISBN 038795452X, chapter 2.
 * 

* The actual code of Neville's evaluation is in PolynomialFunctionLagrangeForm, * this class provides an easy-to-use interface to it.

* * @version $Revision: 825919 $ $Date: 2009-10-16 16:51:55 +0200 (ven. 16 oct. 2009) $ * @since 1.2 */ public class DividedDifferenceInterpolator implements UnivariateRealInterpolator, Serializable { /** serializable version identifier */ private static final long serialVersionUID = 107049519551235069L; /** * Computes an interpolating function for the data set. * * @param x the interpolating points array * @param y the interpolating values array * @return a function which interpolates the data set * @throws DuplicateSampleAbscissaException if arguments are invalid */ public PolynomialFunctionNewtonForm interpolate(double x[], double y[]) throws DuplicateSampleAbscissaException { /** * a[] and c[] are defined in the general formula of Newton form: * p(x) = a[0] + a[1](x-c[0]) + a[2](x-c[0])(x-c[1]) + ... + * a[n](x-c[0])(x-c[1])...(x-c[n-1]) */ PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y); /** * When used for interpolation, the Newton form formula becomes * p(x) = f[x0] + f[x0,x1](x-x0) + f[x0,x1,x2](x-x0)(x-x1) + ... + * f[x0,x1,...,x[n-1]](x-x0)(x-x1)...(x-x[n-2]) * Therefore, a[k] = f[x0,x1,...,xk], c[k] = x[k]. *

* Note x[], y[], a[] have the same length but c[]'s size is one less.

*/ final double[] c = new double[x.length-1]; System.arraycopy(x, 0, c, 0, c.length); final double[] a = computeDividedDifference(x, y); return new PolynomialFunctionNewtonForm(a, c); } /** * Returns a copy of the divided difference array. *

* The divided difference array is defined recursively by

     * f[x0] = f(x0)
     * f[x0,x1,...,xk] = (f(x1,...,xk) - f(x0,...,x[k-1])) / (xk - x0)
     * 

*

* The computational complexity is O(N^2).

* * @param x the interpolating points array * @param y the interpolating values array * @return a fresh copy of the divided difference array * @throws DuplicateSampleAbscissaException if any abscissas coincide */ protected static double[] computeDividedDifference(final double x[], final double y[]) throws DuplicateSampleAbscissaException { PolynomialFunctionLagrangeForm.verifyInterpolationArray(x, y); final double[] divdiff = y.clone(); // initialization final int n = x.length; final double[] a = new double [n]; a[0] = divdiff[0]; for (int i = 1; i < n; i++) { for (int j = 0; j < n-i; j++) { final double denominator = x[j+i] - x[j]; if (denominator == 0.0) { // This happens only when two abscissas are identical. throw new DuplicateSampleAbscissaException(x[j], j, j+i); } divdiff[j] = (divdiff[j+1] - divdiff[j]) / denominator; } a[i] = divdiff[0]; } return a; } }




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