org.jrobin.data.CubicSplineInterpolator Maven / Gradle / Ivy
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/*******************************************************************************
* Copyright (c) 2001-2005 Sasa Markovic and Ciaran Treanor.
* Copyright (c) 2011 The OpenNMS Group, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*******************************************************************************/
package org.jrobin.data;
import org.jrobin.core.RrdException;
import org.jrobin.core.Util;
import java.util.Calendar;
import java.util.Date;
/**
* Class used to interpolate datasource values from the collection of (timestamp, values)
* points using natural cubic spline interpolation.
*
* WARNING: So far, this class cannot handle NaN datasource values
* (an exception will be thrown by the constructor). Future releases might change this.
*/
public class CubicSplineInterpolator extends Plottable {
private double[] x;
private double[] y;
// second derivates come here
private double[] y2;
// internal spline variables
private int n, klo, khi;
/**
* Creates cubic spline interpolator from arrays of timestamps and corresponding
* datasource values.
*
* @param timestamps timestamps in seconds
* @param values corresponding datasource values
* @throws RrdException Thrown if supplied arrays do not contain at least 3 values, or if
* timestamps are not ordered, or array lengths are not equal, or some datasource value is NaN.
*/
public CubicSplineInterpolator(long[] timestamps, double[] values) throws RrdException {
this.x = new double[timestamps.length];
for (int i = 0; i < timestamps.length; i++) {
this.x[i] = timestamps[i];
}
this.y = values;
validate();
spline();
}
/**
* Creates cubic spline interpolator from arrays of Date objects and corresponding
* datasource values.
*
* @param dates Array of Date objects
* @param values corresponding datasource values
* @throws RrdException Thrown if supplied arrays do not contain at least 3 values, or if
* timestamps are not ordered, or array lengths are not equal, or some datasource value is NaN.
*/
public CubicSplineInterpolator(Date[] dates, double[] values) throws RrdException {
this.x = new double[dates.length];
for (int i = 0; i < dates.length; i++) {
this.x[i] = Util.getTimestamp(dates[i]);
}
this.y = values;
validate();
spline();
}
/**
* Creates cubic spline interpolator from arrays of GregorianCalendar objects and corresponding
* datasource values.
*
* @param dates Array of GregorianCalendar objects
* @param values corresponding datasource values
* @throws RrdException Thrown if supplied arrays do not contain at least 3 values, or if
* timestamps are not ordered, or array lengths are not equal, or some datasource value is NaN.
*/
public CubicSplineInterpolator(Calendar[] dates, double[] values) throws RrdException {
this.x = new double[dates.length];
for (int i = 0; i < dates.length; i++) {
this.x[i] = Util.getTimestamp(dates[i]);
}
this.y = values;
validate();
spline();
}
/**
* Creates cubic spline interpolator for an array of 2D-points.
*
* @param x x-axis point coordinates
* @param y y-axis point coordinates
* @throws RrdException Thrown if supplied arrays do not contain at least 3 values, or if
* timestamps are not ordered, or array lengths are not equal, or some datasource value is NaN.
*/
public CubicSplineInterpolator(double[] x, double[] y) throws RrdException {
this.x = x;
this.y = y;
validate();
spline();
}
private void validate() throws RrdException {
boolean ok = true;
if (x.length != y.length || x.length < 3) {
ok = false;
}
for (int i = 0; i < x.length - 1 && ok; i++) {
if (x[i] >= x[i + 1] || Double.isNaN(y[i])) {
ok = false;
}
}
if (!ok) {
throw new RrdException("Invalid plottable data supplied");
}
}
private void spline() {
n = x.length;
y2 = new double[n];
double[] u = new double[n - 1];
y2[0] = y2[n - 1] = 0.0;
u[0] = 0.0; // natural spline
for (int i = 1; i <= n - 2; i++) {
double sig = (x[i] - x[i - 1]) / (x[i + 1] - x[i - 1]);
double p = sig * y2[i - 1] + 2.0;
y2[i] = (sig - 1.0) / p;
u[i] = (y[i + 1] - y[i]) / (x[i + 1] - x[i]) - (y[i] - y[i - 1]) / (x[i] - x[i - 1]);
u[i] = (6.0 * u[i] / (x[i + 1] - x[i - 1]) - sig * u[i - 1]) / p;
}
for (int k = n - 2; k >= 0; k--) {
y2[k] = y2[k] * y2[k + 1] + u[k];
}
// prepare everything for getValue()
klo = 0;
khi = n - 1;
}
/**
* Calculates spline-interpolated y-value for the corresponding x-value. Call
* this if you need spline-interpolated values in your code.
*
* @param xval x-value
* @return inteprolated y-value
*/
public double getValue(double xval) {
if (xval < x[0] || xval > x[n - 1]) {
return Double.NaN;
}
if (xval < x[klo] || xval > x[khi]) {
// out of bounds
klo = 0;
khi = n - 1;
}
while (khi - klo > 1) {
// find bounding interval using bisection method
int k = (khi + klo) >>> 1;
if (x[k] > xval) {
khi = k;
}
else {
klo = k;
}
}
double h = x[khi] - x[klo];
double a = (x[khi] - xval) / h;
double b = (xval - x[klo]) / h;
return a * y[klo] + b * y[khi] +
((a * a * a - a) * y2[klo] + (b * b * b - b) * y2[khi]) * (h * h) / 6.0;
}
/**
* Method overriden from the base class. This method will be called by the framework. Call
* this method only if you need spline-interpolated values in your code.
*
* @param timestamp timestamp in seconds
* @return inteprolated datasource value
*/
public double getValue(long timestamp) {
return getValue((double) timestamp);
}
}