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<div class="titlepage"><div><div><h2 class="title" style="clear: both">
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<a name="math_toolkit.pchip"></a><a class="link" href="pchip.html" title="PCHIP interpolation">PCHIP interpolation</a>
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</h2></div></div></div>
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<h4>
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<a name="math_toolkit.pchip.h0"></a>
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<span class="phrase"><a name="math_toolkit.pchip.synopsis"></a></span><a class="link" href="pchip.html#math_toolkit.pchip.synopsis">Synopsis</a>
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</h4>
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<pre class="programlisting"><span class="preprocessor">#include</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">interpolators</span><span class="special">/</span><span class="identifier">pchip</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
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<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">interpolators</span> <span class="special">{</span>
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<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">RandomAccessContainer</span><span class="special">></span>
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<span class="keyword">class</span> <span class="identifier">pchip</span>
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<span class="special">{</span>
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<span class="keyword">public</span><span class="special">:</span>
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<span class="keyword">using</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="identifier">RandomAccessContainer</span><span class="special">::</span><span class="identifier">value_type</span><span class="special">;</span>
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<span class="identifier">pchip</span><span class="special">(</span><span class="identifier">RandomAccessContainer</span><span class="special">&&</span> <span class="identifier">abscissas</span><span class="special">,</span> <span class="identifier">RandomAccessContainer</span><span class="special">&&</span> <span class="identifier">ordinates</span><span class="special">,</span>
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<span class="identifier">Real</span> <span class="identifier">left_endpoint_derivative</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>::</span><span class="identifier">quiet_NaN</span><span class="special">(),</span>
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<span class="identifier">Real</span> <span class="identifier">right_endpoint_derivative</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">Real</span><span class="special">>::</span><span class="identifier">quiet_NaN</span><span class="special">());</span>
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<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>
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<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>
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<span class="keyword">void</span> <span class="identifier">push_back</span><span class="special">(</span><span class="identifier">Real</span> <span class="identifier">x</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">y</span><span class="special">);</span>
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<span class="keyword">friend</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">ostream</span><span class="special">&</span> <span class="keyword">operator</span><span class="special"><<(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">ostream</span> <span class="special">&</span> <span class="identifier">os</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">pchip</span> <span class="special">&</span> <span class="identifier">m</span><span class="special">);</span>
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<span class="special">};</span>
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<span class="special">}</span> <span class="comment">// namespaces</span>
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</pre>
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<h4>
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<a name="math_toolkit.pchip.h1"></a>
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<span class="phrase"><a name="math_toolkit.pchip.pchip_interpolation"></a></span><a class="link" href="pchip.html#math_toolkit.pchip.pchip_interpolation">PCHIP
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Interpolation</a>
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</h4>
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<p>
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The PCHIP interpolant takes non-equispaced data and interpolates between them
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via cubic Hermite polynomials whose slopes are chosen so that the resulting
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interpolant is monotonic; see <a href="https://doi.org/10.1137/0717021" target="_top">Fritsch
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and Carlson</a> for details. The interpolant is <span class="emphasis"><em>C</em></span><sup>1</sup> and
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evaluation has 𝑶(log(<span class="emphasis"><em>N</em></span>)) complexity. An example usage is
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as follows:
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</p>
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<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">x</span><span class="special">{</span><span class="number">1</span><span class="special">,</span> <span class="number">5</span><span class="special">,</span> <span class="number">9</span> <span class="special">,</span> <span class="number">12</span><span class="special">};</span>
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<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">y</span><span class="special">{</span><span class="number">8</span><span class="special">,</span><span class="number">17</span><span class="special">,</span> <span class="number">4</span><span class="special">,</span> <span class="special">-</span><span class="number">3</span><span class="special">};</span>
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<span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">interpolators</span><span class="special">::</span><span class="identifier">pchip</span><span class="special">;</span>
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<span class="keyword">auto</span> <span class="identifier">spline</span> <span class="special">=</span> <span class="identifier">pchip</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>
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<span class="comment">// evaluate at a point:</span>
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<span class="keyword">double</span> <span class="identifier">z</span> <span class="special">=</span> <span class="identifier">spline</span><span class="special">(</span><span class="number">3.4</span><span class="special">);</span>
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<span class="comment">// evaluate derivative at a point:</span>
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<span class="keyword">double</span> <span class="identifier">zprime</span> <span class="special">=</span> <span class="identifier">spline</span><span class="special">.</span><span class="identifier">prime</span><span class="special">(</span><span class="number">3.4</span><span class="special">);</span>
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</pre>
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<p>
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Periodically, it is helpful to see what data the interpolator has, and the
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slopes it has chosen. This can be achieved via
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</p>
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<pre class="programlisting"><span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special"><<</span> <span class="identifier">spline</span> <span class="special"><<</span> <span class="string">"\n"</span><span class="special">;</span>
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</pre>
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<p>
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Note that the interpolator is pimpl'd, so that copying the class is cheap,
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and hence it can be shared between threads. (The call operator and <code class="computeroutput"><span class="special">.</span><span class="identifier">prime</span><span class="special">()</span></code>
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are threadsafe; <code class="computeroutput"><span class="identifier">push_back</span></code> is
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not.)
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</p>
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<p>
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This interpolant can be updated in constant time. Hence we can use <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">circular_buffer</span></code>
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to do real-time interpolation:
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</p>
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<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">circular_buffer</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
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<span class="special">...</span>
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<span class="identifier">boost</span><span class="special">::</span><span class="identifier">circular_buffer</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">initial_x</span><span class="special">{</span><span class="number">1</span><span class="special">,</span><span class="number">2</span><span class="special">,</span><span class="number">3</span><span class="special">,</span><span class="number">4</span><span class="special">};</span>
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<span class="identifier">boost</span><span class="special">::</span><span class="identifier">circular_buffer</span><span class="special"><</span><span class="keyword">double</span><span class="special">></span> <span class="identifier">initial_y</span><span class="special">{</span><span class="number">4</span><span class="special">,</span><span class="number">5</span><span class="special">,</span><span class="number">6</span><span class="special">,</span><span class="number">7</span><span class="special">};</span>
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<span class="keyword">auto</span> <span class="identifier">circular_pchip</span> <span class="special">=</span> <span class="identifier">pchip</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">initial_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">initial_y</span><span class="special">));</span>
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<span class="comment">// interpolate via call operation:</span>
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<span class="keyword">double</span> <span class="identifier">y</span> <span class="special">=</span> <span class="identifier">circular_pchip</span><span class="special">(</span><span class="number">3.5</span><span class="special">);</span>
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<span class="comment">// add new data:</span>
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<span class="identifier">circular_pchip</span><span class="special">.</span><span class="identifier">push_back</span><span class="special">(</span><span class="number">5</span><span class="special">,</span> <span class="number">8</span><span class="special">);</span>
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<span class="comment">// interpolate at 4.5:</span>
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<span class="identifier">y</span> <span class="special">=</span> <span class="identifier">circular_pchip</span><span class="special">(</span><span class="number">4.5</span><span class="special">);</span>
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</pre>
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<p>
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<span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/pchip.svg"></object></span>
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</p>
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<h4>
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<a name="math_toolkit.pchip.h2"></a>
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<span class="phrase"><a name="math_toolkit.pchip.complexity_and_performance"></a></span><a class="link" href="pchip.html#math_toolkit.pchip.complexity_and_performance">Complexity
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and Performance</a>
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</h4>
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<p>
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This interpolator chooses the slopes and forwards data to the cubic Hermite
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interpolator, so the performance is stated in the documentation for <code class="computeroutput"><span class="identifier">cubic_hermite</span><span class="special">.</span><span class="identifier">hpp</span></code>.
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</p>
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<td align="right"><div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
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Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
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Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
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Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
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Walker and Xiaogang Zhang<p>
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Distributed under the Boost Software License, Version 1.0. (See accompanying
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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>)
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