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Posted to dev@commons.apache.org by Jo...@Actelion.Com on 2004/03/29 16:23:48 UTC
Bug (and fix) on Commons-Math SplineInterpolator
I don't know what the proper way to report a bug but I found the
SplineInterpolator useful for my needs... except that it didn't work (which
was likely for version 0.14)
Here is my fix:
Replace
double dquot = (yval[1] - yval[0]) / (xval[1] - xval[0]);
for (int i = 0; i < n - 1; i++) {
double dquotNext =
(yval[i + 2] - yval[i + 1]) / (xval[i
+ 2] - xval[i + 1]);
b[i] = 6.0 * (dquotNext - dquot);
d[i] = 2.0 * (xval[i + 2] - xval[i]);
dquot = dquotNext;
}
With
//http://mathworld.wolfram.com/CubicSpline.html
for (int i = 0; i < n - 1; i++) {
b[i] = 3.0 * (yval[i+1] - yval[i]);
d[i] = (i>0 && i<n-2)? 4.0: 2.0 ;
}
I also wrote a PolynomialInterpolator which may be useful if I knew how I
could submit it.
I am looking forward for the first release
Regards,
_________________________
Joel Freyss
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Re: Bug (and fix) on Commons-Math SplineInterpolator
Posted by Phil Steitz <ph...@steitz.com>.
Al Chou wrote:
> --- Phil Steitz <ph...@steitz.com> wrote:
>
>>Should be fixed now in CVS.
>>
>>In addition to fixing the impl, I made the following changes:
>>
>>SplineInterpolator.interpolate(double[], double[]) now returns a
>>PolynomialSplineInterpolator (new class), which has an array of
>>PolynomialFunctions representing the spline segments.
>>
>>Both PolynomialSplineInterpolator and PolynomialFunction implement the new
>>DifferentiableUnivariateRealFunction interface.
>>PolynomialSplineInterpolator exposes its polynomials and knot point arrays
>>as read-only properties (getters return copies).
>>
>>I added tests to SplineInterpolatorTest (replaces InterpolatorTest) to
>>verify that the correct coefficients are being computed (in the
>>"degenerate" cases, testing against analytical values, for the sin case,
>>using R as a reference) and that the PolynomialSplineFunctions give
>>consistent values at the knot points and the polynomials "match up" (agree
>>throgh 2 derivatives) at the knot points.
>>
>>Phil
>
>
>
> Whew, that's a lot of work! Not to discount any of it, but as I started
> reading the Javadoc for PolynomialSplineFunction I noticed you explicitly say
>
> the first two derivatives of "adjacent" polynomials are constrained to
> agree at the knot points
>
> Isn't that a property more specifically of a cubic spline, or am I just
> ignorant of the definition of splines that use higher (or lower!) order
> polynomials?
Good point. I suppose that it would be possible to define polynomial
splines that are not smooth in the sense above. Also, higher order
polynomial splines may be constrained to agree through more than 2
derivatives. Therefore, I agree that this should be removed from the
javadoc. As it says later, the smoothness constraints are not enforced by
the class in any case. I will fix this.
Good catch.
Phil
>
>
> Al
>
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Re: Bug (and fix) on Commons-Math SplineInterpolator
Posted by Al Chou <ho...@yahoo.com>.
--- Phil Steitz <ph...@steitz.com> wrote:
> Should be fixed now in CVS.
>
> In addition to fixing the impl, I made the following changes:
>
> SplineInterpolator.interpolate(double[], double[]) now returns a
> PolynomialSplineInterpolator (new class), which has an array of
> PolynomialFunctions representing the spline segments.
>
> Both PolynomialSplineInterpolator and PolynomialFunction implement the new
> DifferentiableUnivariateRealFunction interface.
> PolynomialSplineInterpolator exposes its polynomials and knot point arrays
> as read-only properties (getters return copies).
>
> I added tests to SplineInterpolatorTest (replaces InterpolatorTest) to
> verify that the correct coefficients are being computed (in the
> "degenerate" cases, testing against analytical values, for the sin case,
> using R as a reference) and that the PolynomialSplineFunctions give
> consistent values at the knot points and the polynomials "match up" (agree
> throgh 2 derivatives) at the knot points.
>
> Phil
Whew, that's a lot of work! Not to discount any of it, but as I started
reading the Javadoc for PolynomialSplineFunction I noticed you explicitly say
the first two derivatives of "adjacent" polynomials are constrained to
agree at the knot points
Isn't that a property more specifically of a cubic spline, or am I just
ignorant of the definition of splines that use higher (or lower!) order
polynomials?
Al
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Re: Bug (and fix) on Commons-Math SplineInterpolator
Posted by Phil Steitz <ph...@steitz.com>.
Should be fixed now in CVS.
In addition to fixing the impl, I made the following changes:
SplineInterpolator.interpolate(double[], double[]) now returns a
PolynomialSplineInterpolator (new class), which has an array of
PolynomialFunctions representing the spline segments.
Both PolynomialSplineInterpolator and PolynomialFunction implement the new
DifferentiableUnivariateRealFunction interface.
PolynomialSplineInterpolator exposes its polynomials and knot point arrays
as read-only properties (getters return copies).
I added tests to SplineInterpolatorTest (replaces InterpolatorTest) to
verify that the correct coefficients are being computed (in the
"degenerate" cases, testing against analytical values, for the sin case,
using R as a reference) and that the PolynomialSplineFunctions give
consistent values at the knot points and the polynomials "match up" (agree
throgh 2 derivatives) at the knot points.
Phil
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Re: Bug (and fix) on Commons-Math SplineInterpolator
Posted by "Mark R. Diggory" <md...@latte.harvard.edu>.
Thank you Joel,
It would be good to submit these into bigzilla, you can attach your
changes either as unified diff patches or as java file attachments.
Follow the directions here:
http://jakarta.apache.org/commons/math/developers.html
Cheers,
Mark
On Mon, 2004-03-29 at 09:23, Joel.Freyss@Actelion.Com wrote:
> I don't know what the proper way to report a bug but I found the
> SplineInterpolator useful for my needs... except that it didn't work (which
> was likely for version 0.14)
>
>
> Here is my fix:
>
>
>
> Replace
>
> double dquot = (yval[1] - yval[0]) / (xval[1] - xval[0]);
>
> for (int i = 0; i < n - 1; i++) {
>
> double dquotNext =
>
> (yval[i + 2] - yval[i + 1]) / (xval[i
> + 2] - xval[i + 1]);
>
> b[i] = 6.0 * (dquotNext - dquot);
>
> d[i] = 2.0 * (xval[i + 2] - xval[i]);
>
> dquot = dquotNext;
>
> }
>
>
>
>
>
> With
>
> //http://mathworld.wolfram.com/CubicSpline.html
>
> for (int i = 0; i < n - 1; i++) {
>
> b[i] = 3.0 * (yval[i+1] - yval[i]);
>
> d[i] = (i>0 && i<n-2)? 4.0: 2.0 ;
>
> }
>
>
> I also wrote a PolynomialInterpolator which may be useful if I knew how I
> could submit it.
>
> I am looking forward for the first release
>
>
>
> Regards,
>
>
> _________________________
> Joel Freyss
>
> *************************************************************************
> The information of this e-mail and in any file transmitted with it is
> strictly confidential and may be legally privileged.
> It is intended solely for the addressee. If you are not the intended
> recipient, any copying, distribution or any other use of this e-mail is
> prohibited and may be unlawful. In such case, you should please notify the
> sender immediately and destroy this e-mail.
> The content of this e-mail is not legally binding unless confirmed by
> letter. Any views expressed in this message are those of the individual
> sender, except where the message states otherwise and the sender is
> authorised to state them to be the views of the sender's company.
> For further information about Actelion please see our website at
> http://www.actelion.com.
> **************************************************************************
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: commons-dev-unsubscribe@jakarta.apache.org
> For additional commands, e-mail: commons-dev-help@jakarta.apache.org
--
Mark R. Diggory
Software Developer - VDC Project
Harvard MIT Data Center
http://www.hmdc.harvard.edu
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