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@@ -37,11 +37,20 @@
<span class="keyword">class</span> <span class="identifier">barycentric_rational</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">InputIterator1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">InputIterator2</span><span class="special">&gt;</span>
<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">InputIterator1</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">InputIterator2</span><span class="special">&gt;</span>
<span class="identifier">barycentric_rational</span><span class="special">(</span><span class="identifier">InputIterator1</span> <span class="identifier">start_x</span><span class="special">,</span> <span class="identifier">InputIterator1</span> <span class="identifier">end_x</span><span class="special">,</span> <span class="identifier">InputIterator2</span> <span class="identifier">start_y</span><span class="special">,</span> <span class="identifier">size_t</span> <span class="identifier">approximation_order</span> <span class="special">=</span> <span class="number">3</span><span class="special">);</span>
<span class="identifier">barycentric_rational</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;&amp;&amp;</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;&amp;&amp;</span> <span class="identifier">y</span><span class="special">,</span> <span class="identifier">size_t</span> <span class="identifier">order</span> <span class="special">=</span> <span class="number">3</span><span class="special">);</span>
<span class="identifier">barycentric_rational</span><span class="special">(</span><span class="keyword">const</span> <span class="identifier">Real</span><span class="special">*</span> <span class="keyword">const</span> <span class="identifier">x</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">Real</span><span class="special">*</span> <span class="keyword">const</span> <span class="identifier">y</span><span class="special">,</span> <span class="identifier">size_t</span> <span class="identifier">n</span><span class="special">,</span> <span class="identifier">size_t</span> <span class="identifier">approximation_order</span> <span class="special">=</span> <span class="number">3</span><span class="special">);</span>
<span class="identifier">Real</span> <span class="keyword">operator</span><span class="special">()(</span><span class="identifier">Real</span> <span class="identifier">x</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>
<span class="identifier">Real</span> <span class="identifier">prime</span><span class="special">(</span><span class="identifier">Real</span> <span class="identifier">x</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;&amp;&amp;</span> <span class="identifier">return_x</span><span class="special">();</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">&gt;&amp;&amp;</span> <span class="identifier">return_y</span><span class="special">();</span>
<span class="special">};</span>
<span class="special">}}</span>
@@ -52,25 +61,33 @@
</h4>
<p>
Barycentric rational interpolation is a high-accuracy interpolation method
for non-uniformly spaced samples. It requires &#119926;(N) time for construction, and
&#119926;(N) time for each evaluation. Linear time evaluation is not optimal; for instance
the cubic B-spline can be evaluated in constant time. However, using the cubic
b spline requires uniformly spaced samples, which are not always available.
for non-uniformly spaced samples. It requires 𝑶(<span class="emphasis"><em>N</em></span>) time
for construction, and 𝑶(<span class="emphasis"><em>N</em></span>) time for each evaluation. Linear
time evaluation is not optimal; for instance the cubic B-spline can be evaluated
in constant time. However, using the cubic B-spline requires uniformly-spaced
samples, which are not always available.
</p>
<p>
Use of the class requires a vector of independent variables x[0], x[1], ....
x[n-1] where x[i+1] &gt; x[i], and a vector of dependent variables y[0], y[1],
... , y[n-1]. The call is trivial:
Use of the class requires a vector of independent variables <code class="computeroutput"><span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span></code>,
<code class="computeroutput"><span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">]</span></code>, .... <code class="computeroutput"><span class="identifier">x</span><span class="special">[</span><span class="identifier">n</span><span class="special">-</span><span class="number">1</span><span class="special">]</span></code>
where <code class="computeroutput"><span class="identifier">x</span><span class="special">[</span><span class="identifier">i</span><span class="special">+</span><span class="number">1</span><span class="special">]</span> <span class="special">&gt;</span> <span class="identifier">x</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span></code>,
and a vector of dependent variables <code class="computeroutput"><span class="identifier">y</span><span class="special">[</span><span class="number">0</span><span class="special">]</span></code>,
<code class="computeroutput"><span class="identifier">y</span><span class="special">[</span><span class="number">1</span><span class="special">]</span></code>, ... , <code class="computeroutput"><span class="identifier">y</span><span class="special">[</span><span class="identifier">n</span><span class="special">-</span><span class="number">1</span><span class="special">]</span></code>.
The call is trivial:
</p>
<pre class="programlisting"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">barycentric_rational</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">interpolant</span><span class="special">(</span><span class="identifier">x</span><span class="special">.</span><span class="identifier">data</span><span class="special">(),</span> <span class="identifier">y</span><span class="special">.</span><span class="identifier">data</span><span class="special">(),</span> <span class="identifier">y</span><span class="special">.</span><span class="identifier">size</span><span class="special">());</span>
<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">x</span><span class="special">(</span><span class="number">500</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">y</span><span class="special">(</span><span class="number">500</span><span class="special">);</span>
<span class="comment">// populate x, y, then:</span>
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">barycentric_rational</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">interpolant</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">move</span><span class="special">(</span><span class="identifier">x</span><span class="special">),</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">move</span><span class="special">(</span><span class="identifier">y</span><span class="special">));</span>
</pre>
<p>
This implicitly calls the constructor with approximation order 3, and hence
the accuracy is &#119926;(h<sup>4</sup>). In general, if you require an approximation order <span class="emphasis"><em>d</em></span>,
then the error is &#119926;(h<sup>d+1</sup>). A call to the constructor with an explicit approximation
order could be
the accuracy is 𝑶(<span class="emphasis"><em>h</em></span><sup>4</sup>). In general, if you require an approximation
order <span class="emphasis"><em>d</em></span>, then the error is 𝑶(<span class="emphasis"><em>h</em></span><sup><span class="emphasis"><em>d</em></span>+1</sup>).
A call to the constructor with an explicit approximation order is demonstrated
below
</p>
<pre class="programlisting"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">barycentric_rational</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">interpolant</span><span class="special">(</span><span class="identifier">x</span><span class="special">.</span><span class="identifier">data</span><span class="special">(),</span> <span class="identifier">y</span><span class="special">.</span><span class="identifier">data</span><span class="special">(),</span> <span class="identifier">y</span><span class="special">.</span><span class="identifier">size</span><span class="special">(),</span> <span class="number">5</span><span class="special">);</span>
<pre class="programlisting"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">barycentric_rational</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">interpolant</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">move</span><span class="special">(</span><span class="identifier">x</span><span class="special">),</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">move</span><span class="special">(</span><span class="identifier">y</span><span class="special">),</span> <span class="number">5</span><span class="special">);</span>
</pre>
<p>
To evaluate the interpolant, simply use
@@ -78,6 +95,24 @@
<pre class="programlisting"><span class="keyword">double</span> <span class="identifier">x</span> <span class="special">=</span> <span class="number">2.3</span><span class="special">;</span>
<span class="keyword">double</span> <span class="identifier">y</span> <span class="special">=</span> <span class="identifier">interpolant</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
</pre>
<p>
and to evaluate its derivative use
</p>
<pre class="programlisting"><span class="keyword">double</span> <span class="identifier">y</span> <span class="special">=</span> <span class="identifier">interpolant</span><span class="special">.</span><span class="identifier">prime</span><span class="special">(</span><span class="identifier">x</span><span class="special">);</span>
</pre>
<p>
If you no longer require the interpolant, then you can get your data back:
</p>
<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">xs</span> <span class="special">=</span> <span class="identifier">interpolant</span><span class="special">.</span><span class="identifier">return_x</span><span class="special">();</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">ys</span> <span class="special">=</span> <span class="identifier">interpolant</span><span class="special">.</span><span class="identifier">return_y</span><span class="special">();</span>
</pre>
<p>
Be aware that once you return your data, the interpolant is <span class="bold"><strong>dead</strong></span>.
</p>
<h4>
<a name="math_toolkit.barycentric.h2"></a>
<span class="phrase"><a name="math_toolkit.barycentric.caveats"></a></span><a class="link" href="barycentric.html#math_toolkit.barycentric.caveats">Caveats</a>
</h4>
<p>
Although this algorithm is robust, it can surprise you. The main way this occurs
is if the sample spacing at the endpoints is much larger than the spacing in
@@ -85,12 +120,26 @@
opposite regime, where samples are clustered at the endpoints and somewhat
uniformly spaced throughout the center.
</p>
<p>
A desirable property of any interpolator <span class="emphasis"><em>f</em></span> is that for
all <span class="emphasis"><em>x</em></span><sub>min</sub><span class="emphasis"><em>x</em></span><span class="emphasis"><em>x</em></span><sub>max</sub>,
also <span class="emphasis"><em>y</em></span><sub>min</sub><span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>x</em></span>)
<span class="emphasis"><em>y</em></span><sub>max</sub>.
</p>
<p>
<span class="emphasis"><em>This property does not hold for the barycentric rational interpolator.</em></span>
However, unless you deliberately try to antagonize this interpolator (by, for
instance, placing the final value far from all the rest), you will probably
not fall victim to this problem.
</p>
<p>
The reference used for implementation of this algorithm is <a href="https://web.archive.org/save/_embed/http://www.mn.uio.no/math/english/people/aca/michaelf/papers/rational.pdf" target="_top">Barycentric
rational interpolation with no poles and a high rate of interpolation</a>.
rational interpolation with no poles and a high rate of interpolation</a>,
and the evaluation of the derivative is given by <a href="http://www.ams.org/journals/mcom/1986-47-175/S0025-5718-1986-0842136-8/S0025-5718-1986-0842136-8.pdf" target="_top">Some
New Aspects of Rational Interpolation</a>.
</p>
<h4>
<a name="math_toolkit.barycentric.h2"></a>
<a name="math_toolkit.barycentric.h3"></a>
<span class="phrase"><a name="math_toolkit.barycentric.examples"></a></span><a class="link" href="barycentric.html#math_toolkit.barycentric.examples">Examples</a>
</h4>
<p>
@@ -101,7 +150,7 @@
potential which is only known at non-equally samples data.
</p>
<p>
If he'd only had the barycentric rational interpolant of boost::math!
If he'd only had the barycentric rational interpolant of Boost.Math!
</p>
<p>
References: Kohn, W., and N. Rostoker. "Solution of the Schrodinger equation
@@ -139,9 +188,8 @@
<span class="keyword">int</span> <span class="identifier">main</span><span class="special">()</span>
<span class="special">{</span>
<span class="comment">// The lithium potential is given in Kohn's paper, Table I,</span>
<span class="comment">// we could equally use an unordered_map, a list of tuples or pairs,</span>
<span class="comment">// or a 2-dimentional array equally easily:</span>
<span class="comment">// The lithium potential is given in Kohn's paper, Table I.</span>
<span class="comment">// (We could equally easily use an unordered_map, a list of tuples or pairs, or a 2-dimensional array).</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">map</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">,</span> <span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">r</span><span class="special">;</span>
<span class="identifier">r</span><span class="special">[</span><span class="number">0.02</span><span class="special">]</span> <span class="special">=</span> <span class="number">5.727</span><span class="special">;</span>
@@ -196,7 +244,7 @@
<span class="keyword">auto</span> <span class="identifier">y_range</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">adaptors</span><span class="special">::</span><span class="identifier">values</span><span class="special">(</span><span class="identifier">r</span><span class="special">);</span>
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">barycentric_rational</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">b</span><span class="special">(</span><span class="identifier">x_range</span><span class="special">.</span><span class="identifier">begin</span><span class="special">(),</span> <span class="identifier">x_range</span><span class="special">.</span><span class="identifier">end</span><span class="special">(),</span> <span class="identifier">y_range</span><span class="special">.</span><span class="identifier">begin</span><span class="special">());</span>
<span class="comment">//</span>
<span class="comment">// We'll use a lamda expression to provide the functor to our root finder, since we want</span>
<span class="comment">// We'll use a lambda expression to provide the functor to our root finder, since we want</span>
<span class="comment">// the abscissa value that yields 3, not zero. We pass the functor b by value to the</span>
<span class="comment">// lambda expression since barycentric_rational is trivial to copy.</span>
<span class="comment">// Here we're using simple bisection to find the root:</span>
@@ -222,11 +270,11 @@ Root was found in 10 iterations.
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2010, 2012-2014, 2017 Nikhar
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Johan R&#229;de, Gautam
Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle Walker
and Xiaogang Zhang<p>
<td align="right"><div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
</p>
@@ -234,7 +282,7 @@ Root was found in 10 iterations.
</tr></table>
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