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TarsosDSP library
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/*
*      _______                       _____   _____ _____  
*     |__   __|                     |  __ \ / ____|  __ \ 
*        | | __ _ _ __ ___  ___  ___| |  | | (___ | |__) |
*        | |/ _` | '__/ __|/ _ \/ __| |  | |\___ \|  ___/ 
*        | | (_| | |  \__ \ (_) \__ \ |__| |____) | |     
*        |_|\__,_|_|  |___/\___/|___/_____/|_____/|_|     
*                                                         
* -------------------------------------------------------------
*
* TarsosDSP is developed by Joren Six at IPEM, University Ghent
*  
* -------------------------------------------------------------
*
*  Info: http://0110.be/tag/TarsosDSP
*  Github: https://github.com/JorenSix/TarsosDSP
*  Releases: http://0110.be/releases/TarsosDSP/
*  
*  TarsosDSP includes modified source code by various authors,
*  for credits and info, see README.
* 
*/


/**********************************************************
*
*   Class CubicSplineFast
*
*   Class for performing an interpolation using a cubic spline
*   setTabulatedArrays and interpolate adapted, with modification to
*   an object-oriented approach, from Numerical Recipes in C (http://www.nr.com/)
*   Stripped down version of CubicSpline - all data checks have been removed for faster running
*
*
*   WRITTEN BY: Dr Michael Thomas Flanagan
*
*   DATE:	26 December 2009 (Stripped down version of CubicSpline: May 2002 - 31 October 2009)
*   UPDATE: 14  January 2010
*
*   DOCUMENTATION:
*   See Michael Thomas Flanagan's Java library on-LineWavelet web page:
*   http://www.ee.ucl.ac.uk/~mflanaga/java/CubicSplineFast.html
*   http://www.ee.ucl.ac.uk/~mflanaga/java/
*
*   Copyright (c) 2002 - 2010  Michael Thomas Flanagan
*
*   PERMISSION TO COPY:
*
*   Permission to use, copy and modify this software and its documentation for NON-COMMERCIAL purposes is granted, without fee,
*   provided that an acknowledgement to the author, Dr Michael Thomas Flanagan at www.ee.ucl.ac.uk/~mflanaga, appears in all copies
*   and associated documentation or publications.
*
*   Redistributions of the source code of this source code, or parts of the source codes, must retain the above copyright notice,
*   this list of conditions and the following disclaimer and requires written permission from the Michael Thomas Flanagan:
*
*   Redistribution in binary form of all or parts of this class must reproduce the above copyright notice, this list of conditions and
*   the following disclaimer in the documentation and/or other materials provided with the distribution and requires written permission
*   from the Michael Thomas Flanagan:
*
*   Dr Michael Thomas Flanagan makes no representations about the suitability or fitness of the software for any or for a particular purpose.
*   Dr Michael Thomas Flanagan shall not be liable for any damages suffered as a result of using, modifying or distributing this software
*   or its derivatives.
*
***************************************************************************************/


package be.tarsos.dsp.util;

public class CubicSplineFast{

    	private int nPoints = 0;                            // no. of tabulated points
    	private double[] y = null;                          // y=f(x) tabulated function
    	private double[] x = null;                          // x in tabulated function f(x)
    	private double[] d2ydx2 = null;                     // second derivatives of y

    	// Constructors
    	// Constructor with data arrays initialised to arrays x and y
    	public CubicSplineFast(double[] x, double[] y){
        	this.nPoints=x.length;
        	this.x = new double[nPoints];
        	this.y = new double[nPoints];
        	this.d2ydx2 = new double[nPoints];
        	for(int i=0; i=0;k--){
		    	this.d2ydx2[k]=this.d2ydx2[k]*this.d2ydx2[k+1]+u[k];
	    	}
    	}

    	//  INTERPOLATE
    	//  Returns an interpolated value of y for a value of x from a tabulated function y=f(x)
    	//  after the data has been entered via a constructor.
    	//  The derivatives are calculated, bt calcDeriv(), on the first call to this method ands are
    	//  then stored for use on all subsequent calls
    	public double interpolate(double xx){

            double h=0.0D,b=0.0D,a=0.0D, yy=0.0D;
	    	int k=0;
	    	int klo=0;
	    	int khi=this.nPoints-1;
	    	while (khi-klo > 1){
		    	k=(khi+klo) >> 1;
		    	if(this.x[k] > xx){
			    	khi=k;
		    	}
		    	else{
			    	klo=k;
		    	}
	    	}
	    	h=this.x[khi]-this.x[klo];

	    	if (h == 0.0){
	        	throw new IllegalArgumentException("Two values of x are identical: point "+klo+ " ("+this.x[klo]+") and point "+khi+ " ("+this.x[khi]+")" );
	    	}
	    	else{
	        	a=(this.x[khi]-xx)/h;
	        	b=(xx-this.x[klo])/h;
	        	yy=a*this.y[klo]+b*this.y[khi]+((a*a*a-a)*this.d2ydx2[klo]+(b*b*b-b)*this.d2ydx2[khi])*(h*h)/6.0;
	    	}
	    	return yy;
    	}
}