// // Author: Ryan Seghers // // Copyright (C) 2013-2014 Ryan Seghers // // Permission is hereby granted, free of charge, to any person obtaining // a copy of this software and associated documentation files (the // "Software"), to deal in the Software without restriction, including // without limitation the irrevocable, perpetual, worldwide, and royalty-free // rights to use, copy, modify, merge, publish, distribute, sublicense, // display, perform, create derivative works from and/or sell copies of // the Software, both in source and object code form, and to // permit persons to whom the Software is furnished to do so, subject to // the following conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF // MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE // LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION // OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION // WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. // using System; using OpenTK; namespace SCJMapper_V2 { /// /// Cubic spline interpolation. /// Call Fit (or use the corrector constructor) to compute spline coefficients, then Eval to evaluate the spline at other X coordinates. /// /// /// /// This is implemented based on the wikipedia article: /// http://en.wikipedia.org/wiki/Spline_interpolation /// I'm not sure I have the right to include a copy of the article so the equation numbers referenced in /// comments will end up being wrong at some point. /// /// /// This is not optimized, and is not MT safe. /// This can extrapolate off the ends of the splines. /// You must provide points in X sort order. /// /// public class CubicSpline { #region Fields // N-1 spline coefficients for N points private float[] a; private float[] b; // Save the original x and y for Eval private float[] xOrig; private float[] yOrig; #endregion #region Ctor /// /// Default ctor. /// public CubicSpline() { } /// /// Construct and call Fit. /// /// Input. X coordinates to fit. /// Input. Y coordinates to fit. /// Optional slope constraint for the first point. Single.NaN means no constraint. /// Optional slope constraint for the final point. Single.NaN means no constraint. public CubicSpline(float[] x, float[] y, float startSlope = float.NaN, float endSlope = float.NaN, bool debug = false) { Fit(x, y, startSlope, endSlope ); } /// /// Construct and call Fit. /// /// Input. XY coordinates to fit /// Optional slope constraint for the first point. Single.NaN means no constraint. /// Optional slope constraint for the final point. Single.NaN means no constraint. public CubicSpline( Vector2[] xyPts, float startSlope = float.NaN, float endSlope = float.NaN, bool debug = false ) { float[] x = new float[xyPts.Length]; float[] y = new float[xyPts.Length]; for ( int i = 0; i < xyPts.Length; i++ ) { x[i] = xyPts[i].X; y[i] = xyPts[i].Y; } Fit( x, y, startSlope, endSlope ); } #endregion #region Private Methods /// /// Throws if Fit has not been called. /// private void CheckAlreadyFitted( ) { if (a == null) throw new Exception("Fit must be called before you can evaluate."); } private int _lastIndex = 0; /// /// Find where in xOrig the specified x falls, by simultaneous traverse. /// This allows xs to be less than x[0] and/or greater than x[n-1]. So allows extrapolation. /// This keeps state, so requires that x be sorted and xs called in ascending order, and is not multi-thread safe. /// private int GetNextXIndex(float x) { if (x < xOrig[_lastIndex]) { throw new ArgumentException("The X values to evaluate must be sorted."); } while ((_lastIndex < xOrig.Length - 2) && (x > xOrig[_lastIndex + 1])) { _lastIndex++; } return _lastIndex; } /// /// Evaluate the specified x value using the specified spline. /// /// The x value. /// Which spline to use. /// Turn on console output. Default is false. /// The y value. private float EvalSpline(float x, int j) { float dx = xOrig[j + 1] - xOrig[j]; float t = (x - xOrig[j]) / dx; float y = (1 - t) * yOrig[j] + t * yOrig[j + 1] + t * (1 - t) * (a[j] * (1 - t) + b[j] * t); // equation 9 return y; } #endregion #region Fit* /// /// Fit x,y and then eval at points xs and return the corresponding y's. /// This does the "natural spline" style for ends. /// This can extrapolate off the ends of the splines. /// You must provide points in X sort order. /// /// Input. X coordinates to fit. /// Input. Y coordinates to fit. /// Input. X coordinates to evaluate the fitted curve at. /// Optional slope constraint for the first point. Single.NaN means no constraint. /// Optional slope constraint for the final point. Single.NaN means no constraint. /// Turn on console output. Default is false. /// The computed y values for each xs. public float[] FitAndEval(float[] x, float[] y, float[] xs, float startSlope = float.NaN, float endSlope = float.NaN) { Fit(x, y, startSlope, endSlope); return Eval(xs); } /// /// Compute spline coefficients for the specified x,y points. /// This does the "natural spline" style for ends. /// This can extrapolate off the ends of the splines. /// You must provide points in X sort order. /// /// Input. X coordinates to fit. /// Input. Y coordinates to fit. /// Optional slope constraint for the first point. Single.NaN means no constraint. /// Optional slope constraint for the final point. Single.NaN means no constraint. /// Turn on console output. Default is false. public void Fit(float[] x, float[] y, float startSlope = float.NaN, float endSlope = float.NaN) { if (Single.IsInfinity(startSlope) || Single.IsInfinity(endSlope)) { throw new Exception("startSlope and endSlope cannot be infinity."); } // Save x and y for eval this.xOrig = x; this.yOrig = y; int n = x.Length; float[] r = new float[n]; // the right hand side numbers: wikipedia page overloads b TriDiagonalMatrixF m = new TriDiagonalMatrixF(n); float dx1, dx2, dy1, dy2; // First row is different (equation 16 from the article) if (float.IsNaN(startSlope)) { dx1 = x[1] - x[0]; m.C[0] = 1.0f / dx1; m.B[0] = 2.0f * m.C[0]; r[0] = 3 * (y[1] - y[0]) / (dx1 * dx1); } else { m.B[0] = 1; r[0] = startSlope; } // Body rows (equation 15 from the article) for (int i = 1; i < n - 1; i++) { dx1 = x[i] - x[i - 1]; dx2 = x[i + 1] - x[i]; m.A[i] = 1.0f / dx1; m.C[i] = 1.0f / dx2; m.B[i] = 2.0f * (m.A[i] + m.C[i]); dy1 = y[i] - y[i - 1]; dy2 = y[i + 1] - y[i]; r[i] = 3 * (dy1 / (dx1 * dx1) + dy2 / (dx2 * dx2)); } // Last row also different (equation 17 from the article) if (float.IsNaN(endSlope)) { dx1 = x[n - 1] - x[n - 2]; dy1 = y[n - 1] - y[n - 2]; m.A[n - 1] = 1.0f / dx1; m.B[n - 1] = 2.0f * m.A[n - 1]; r[n - 1] = 3 * (dy1 / (dx1 * dx1)); } else { m.B[n - 1] = 1; r[n - 1] = endSlope; } // k is the solution to the matrix float[] k = m.Solve(r); // a and b are each spline's coefficients this.a = new float[n - 1]; this.b = new float[n - 1]; for (int i = 1; i < n; i++) { dx1 = x[i] - x[i - 1]; dy1 = y[i] - y[i - 1]; a[i - 1] = k[i - 1] * dx1 - dy1; // equation 10 from the article b[i - 1] = -k[i] * dx1 + dy1; // equation 11 from the article } } #endregion #region Eval* /// /// Evaluate the spline at the specified x coordinate. /// This can extrapolate off the ends of the splines. /// The spline must already be computed before calling this, meaning you must have already called Fit() or FitAndEval(). /// /// Input. X coordinate to evaluate the fitted curve at. /// The computed y values for x. public float Eval( float x ) { CheckAlreadyFitted( ); float y; _lastIndex = 0; // Reset simultaneous traversal in case there are multiple calls int j = GetNextXIndex( x ); // Evaluate using j'th spline y = EvalSpline( x, j ); return y; } /// /// Evaluate the spline at the specified x coordinates. /// This can extrapolate off the ends of the splines. /// You must provide X's in ascending order. /// The spline must already be computed before calling this, meaning you must have already called Fit() or FitAndEval(). /// /// Input. X coordinates to evaluate the fitted curve at. /// The computed y values for each x. public float[] Eval( float[] x ) { CheckAlreadyFitted( ); int n = x.Length; float[] y = new float[n]; _lastIndex = 0; // Reset simultaneous traversal in case there are multiple calls for ( int i = 0; i < n; i++ ) { // Find which spline can be used to compute this x (by simultaneous traverse) int j = GetNextXIndex( x[i] ); // Evaluate using j'th spline y[i] = EvalSpline( x[i], j ); } return y; } /// /// Evaluate (compute) the slope of the spline at the specified x coordinates. /// This can extrapolate off the ends of the splines. /// You must provide X's in ascending order. /// The spline must already be computed before calling this, meaning you must have already called Fit() or FitAndEval(). /// /// Input. X coordinates to evaluate the fitted curve at. /// The computed y values for each x. public float[] EvalSlope(float[] x ) { CheckAlreadyFitted(); int n = x.Length; float[] qPrime = new float[n]; _lastIndex = 0; // Reset simultaneous traversal in case there are multiple calls for (int i = 0; i < n; i++) { // Find which spline can be used to compute this x (by simultaneous traverse) int j = GetNextXIndex(x[i]); // Evaluate using j'th spline float dx = xOrig[j + 1] - xOrig[j]; float dy = yOrig[j + 1] - yOrig[j]; float t = (x[i] - xOrig[j]) / dx; // From equation 5 we could also compute q' (qp) which is the slope at this x qPrime[i] = dy / dx + (1 - 2 * t) * (a[j] * (1 - t) + b[j] * t) / dx + t * (1 - t) * (b[j] - a[j]) / dx; } return qPrime; } #endregion #region Static Methods /// /// Static all-in-one method to fit the splines and evaluate at X coordinates. /// /// Input. X coordinates to fit. /// Input. Y coordinates to fit. /// Input. X coordinates to evaluate the fitted curve at. /// Optional slope constraint for the first point. Single.NaN means no constraint. /// Optional slope constraint for the final point. Single.NaN means no constraint. /// The computed y values for each xs. public static float[] Compute(float[] x, float[] y, float[] xs, float startSlope = float.NaN, float endSlope = float.NaN ) { CubicSpline spline = new CubicSpline(); return spline.FitAndEval(x, y, xs, startSlope, endSlope ); } /// /// Fit the input x,y points using a 'geometric' strategy so that y does not have to be a single-valued /// function of x. /// /// Input x coordinates. /// Input y coordinates, do not need to be a single-valued function of x. /// How many output points to create. /// Output (interpolated) x values. /// Output (interpolated) y values. public static void FitGeometric(float[] x, float[] y, int nOutputPoints, out float[] xs, out float[] ys) { // Compute distances int n = x.Length; float[] dists = new float[n]; // cumulative distance dists[0] = 0; float totalDist = 0; for (int i = 1; i < n; i++) { float dx = x[i] - x[i - 1]; float dy = y[i] - y[i - 1]; float dist = (float)Math.Sqrt(dx * dx + dy * dy); totalDist += dist; dists[i] = totalDist; } // Create 'times' to interpolate to float dt = totalDist / (nOutputPoints - 1); float[] times = new float[nOutputPoints]; times[0] = 0; for (int i = 1; i < nOutputPoints; i++) { times[i] = times[i - 1] + dt; } // Spline fit both x and y to times CubicSpline xSpline = new CubicSpline(); xs = xSpline.FitAndEval(dists, x, times); CubicSpline ySpline = new CubicSpline(); ys = ySpline.FitAndEval(dists, y, times); } #endregion } }