Theoretica
Mathematical Library
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splines.h
Go to the documentation of this file.
1
5
6#ifndef THEORETICA_SPLINES_H
7#define THEORETICA_SPLINES_H
8
9#include "../core/constants.h"
10#include "../algebra/algebra_types.h"
11
12
13namespace theoretica {
14
15
17 inline real lerp(real x1, real x2, real interp) {
18 return (x1 + interp * (x2 - x1));
19 }
20
21
23 template<unsigned int N>
24 inline vec<real, N> lerp(
25 const vec<real, N>& P1, const vec<real, N>& P2, real interp) {
26
27 return (P1 + (P2 - P1) * interp);
28 }
29
30
32 inline real invlerp(real x1, real x2, real value) {
33 return (value - x1) / (x2 - x1);
34 }
35
36
38 template<unsigned int N>
39 inline vec<real, N> invlerp(
40 const vec<real, N>& P1, const vec<real, N>& P2, real value) {
41
42 real t = invlerp(P1.get(0), P2.get(0), value);
43
44 // Check that all computed t_i are the same
45 for (int i = 1; i < N; ++i) {
46
47 real t_new = invlerp(P1.get(i), P2.get(i), value);
48
49 if(t != t_new) {
50 TH_MATH_ERROR("invlerp", t_new, MathError::OutOfDomain);
51 return nan();
52 }
53 }
54
55 return t;
56 }
57
58
60 inline real remap(real iFrom, real iTo, real oFrom, real oTo, real value) {
61 return lerp(oFrom, oTo, invlerp(iFrom, iTo, value));
62 }
63
64
66 template<unsigned int N>
67 inline vec<real, N> remap(
68 const vec<real, N>& iFrom, const vec<real, N>& iTo,
69 const vec<real, N>& oFrom, const vec<real, N>& oTo, real value) {
70 return lerp(oFrom, oTo, invlerp(iFrom, iTo, value));
71 }
72
73
75 template<unsigned int N>
76 inline vec<real, N> nlerp(
77 const vec<real, N>& P1, const vec<real, N>& P2, real interp) {
78
79 return (P1 + (P2 - P1) * interp).normalized();
80 }
81
82
84 template<unsigned int N>
85 inline vec<real, N> slerp(
86 const vec<real, N>& P1, const vec<real, N>& P2, real t) {
87
88 // Compute (only once) the length
89 // of the input vectors
90 const real P1_l = P1.norm();
91 const real P2_l = P2.norm();
92
93 // Check whether one of the vectors is null,
94 // which would make the computation impossible
95 if(P1_l == 0 || P2_l == 0) {
96 TH_MATH_ERROR("slerp", P1_l ? P2_l : P1_l, MathError::ImpossibleOperation);
97 return vec<real, N>(nan());
98 }
99
100 // Angle between P1 and P2 (from the dot product)
101 real omega = acos((P1 * P2) / (P1_l * P2_l));
102 real s = sin(omega);
103
104 // Check that the sine of the angle is not zero
105 if(s == 0) {
107 return vec<real, N>(nan());
108 }
109
110 return (P1 * sin((1 - t) * omega) + P2 * sin(t * omega)) / s;
111 }
112
113
114 // Sigmoid-like interpolation
115
116
118 inline real smoothstep(real x1, real x2, real interp) {
119
120 if(x1 == x2) {
121 TH_MATH_ERROR("smoothstep", x1, MathError::DivByZero);
122 return nan();
123 }
124
125 // Clamp x between 0 and 1
126 const real x = clamp((interp - x1) / (x2 - x1), 0.0, 1.0);
127
128 // 3x^2 - 2x^3
129 return x * x * (3 - 2 * x);
130 }
131
132
134 inline real smootherstep(real x1, real x2, real interp) {
135
136 if(x1 == x2) {
137 TH_MATH_ERROR("smootherstep", x1, MathError::DivByZero);
138 return nan();
139 }
140
141 // Clamp x between 0 and 1
142 const real x = clamp((interp - x1) / (x2 - x1), 0.0, 1.0);
143
144 // 6x^5 - 15x^4 + 10x^3
145 return x * x * x * (x * (x * 6 - 15) + 10);
146 }
147
148
149 // Bezier curves
150
151
153 template<unsigned int N>
154 inline vec<real, N> quadratic_bezier(
155 const vec<real, N>& P0, const vec<real, N>& P1,
156 const vec<real, N>& P2, real t) {
157
158 return lerp(lerp(P0, P1, t), lerp(P1, P2, t), t);
159 }
160
161
163 template<unsigned int N>
164 inline vec<real, N> cubic_bezier(
165 const vec<real, N>& P0, const vec<real, N>& P1,
166 const vec<real, N>& P2, vec<real, N> P3, real t) {
167
168 const vec<real, N> A = lerp(P0, P1, t);
169 const vec<real, N> B = lerp(P1, P2, t);
170 const vec<real, N> C = lerp(P2, P3, t);
171
172 const vec<real, N> D = lerp(A, B, t);
173 const vec<real, N> E = lerp(B, C, t);
174
175 return lerp(D, E, t);
176 }
177
178
189 template<unsigned int N>
190 inline vec<real, N> bezier(const std::vector<vec<real, N>>& points, real t) {
191
192 if(points.size() < 2) {
193 TH_MATH_ERROR("bezier", points.size(), MathError::InvalidArgument);
194 return vec<real, N>(nan());
195 }
196
197 if(t < 0 || t > 1) {
199 return vec<real, N>(nan());
200 }
201
202 std::vector<vec<real, N>> p = points;
203
204 for (int index = p.size(); index > 1; --index) {
205
206 for (int i = 0; i < index - 1; ++i)
207 p[i] = lerp(p[i], p[i + 1], t);
208 }
209
210 return p[0];
211 }
212
213
215 struct spline_node {
216
219
222 real a, b, c, d;
223
225 spline_node() : x(0), a(0), b(0), c(0), d(0) {}
226
229 : x(x), a(a), b(b), c(c), d(d) {}
230
231
234 inline real operator()(real X) const {
235 const real h = X - x;
236 return a + h * (b + h * (c + h * d));
237 }
238
239
242 inline real deriv(real X) const {
243 const real h = X - x;
244 return b + h * (c * 2 + h * d * 3);
245 }
246 };
247
248
252 template<typename DataPoints = std::vector<vec2>>
253 inline std::vector<spline_node> cubic_splines(DataPoints p) {
254
255 if(p.size() < 2) {
256 TH_MATH_ERROR("cubic_splines", p.size(), MathError::InvalidArgument);
257 return {spline_node(nan(), nan(), nan(), nan(), nan())};
258 }
259
260 const unsigned int n = p.size() - 1;
261
262 std::vector<real> dx(n);
263 std::vector<real> delta(n);
264
265 delta[0] = 0;
266
267 std::vector<real> alpha(n + 1);
268 std::vector<real> beta(n + 1);
269 std::vector<real> gamma(n + 1);
270
271 alpha[0] = 1;
272 beta[0] = 0;
273 gamma[0] = 0;
274
275 std::vector<real> b(n);
276 std::vector<real> c(n + 1);
277 std::vector<real> d(n);
278
279 for (unsigned int i = 0; i < n; ++i)
280 dx[i] = p[i + 1][0] - p[i][0];
281
282 for (unsigned int i = 1; i < n; ++i)
283 delta[i] = 3 * (
284 ((p[i + 1][1] - p[i][1]) / dx[i])
285 - (p[i][1] - p[i - 1][1]) / dx[i - 1]);
286
287 for (unsigned int i = 1; i < n; ++i) {
288 alpha[i] = 2 * (p[i + 1][0] - p[i - 1][0]) - dx[i - 1] * beta[i - 1];
289 beta[i] = dx[i] / alpha[i];
290 gamma[i] = (delta[i] - dx[i] * gamma[i - 1]) / alpha[i];
291 }
292
293 // Apply boundary conditions
294 alpha[n] = 1;
295 gamma[n] = 0;
296 c[n] = 0;
297
298 // Solve the associated tridiagonal system
299 // using back-substitution
300 for (int i = n - 1; i >= 0; --i) {
301
302 c[i] = gamma[i] - beta[i] * c[i + 1];
303 b[i] = (p[i + 1][1] - p[i][1]) / dx[i]
304 - dx[i] * (c[i + 1] + 2 * c[i]) / 3.0;
305 d[i] = (c[i + 1] - c[i]) / (3.0 * dx[i]);
306 }
307
308 std::vector<spline_node> nodes(n);
309
310 for (unsigned int i = 0; i < n; ++i)
311 nodes[i] = spline_node(p[i][0], p[i][1], b[i], c[i], d[i]);
312
313 return nodes;
314 }
315
316
320 template<typename Dataset1, typename Dataset2>
321 inline std::vector<spline_node> cubic_splines(
322 const Dataset1& x, const Dataset2& y) {
323
324 if(x.size() < 2) {
325 TH_MATH_ERROR("cubic_splines", x.size(), MathError::InvalidArgument);
326 return {spline_node(nan(), nan(), nan(), nan(), nan())};
327 }
328
329 if(x.size() != y.size()) {
330 TH_MATH_ERROR("cubic_splines", x.size(), MathError::InvalidArgument);
331 return {spline_node(nan(), nan(), nan(), nan(), nan())};
332 }
333
334 const unsigned int n = x.size() - 1;
335
336 std::vector<real> dx(n);
337 std::vector<real> delta(n);
338
339 delta[0] = 0;
340
341 std::vector<real> alpha(n + 1);
342 std::vector<real> beta(n + 1);
343 std::vector<real> gamma(n + 1);
344
345 alpha[0] = 1;
346 beta[0] = 0;
347 gamma[0] = 0;
348
349 std::vector<real> b(n);
350 std::vector<real> c(n + 1);
351 std::vector<real> d(n);
352
353 for (unsigned int i = 0; i < n; ++i)
354 dx[i] = x[i + 1] - x[i];
355
356 for (unsigned int i = 1; i < n; ++i)
357 delta[i] = 3 * (
358 ((y[i + 1] - y[i]) / dx[i])
359 - (y[i] - y[i - 1]) / dx[i - 1]);
360
361 for (unsigned int i = 1; i < n; ++i) {
362 alpha[i] = 2 * (x[i + 1] - x[i - 1]) - dx[i - 1] * beta[i - 1];
363 beta[i] = dx[i] / alpha[i];
364 gamma[i] = (delta[i] - dx[i] * gamma[i - 1]) / alpha[i];
365 }
366
367 // Apply boundary conditions
368 alpha[n] = 1;
369 gamma[n] = 0;
370 c[n] = 0;
371
372 // Solve the associated tridiagonal system
373 // using back-substitution
374 for (int i = n - 1; i >= 0; --i) {
375
376 c[i] = gamma[i] - beta[i] * c[i + 1];
377 b[i] = (y[i + 1] - y[i]) / dx[i]
378 - dx[i] * (c[i + 1] + 2 * c[i]) / 3.0;
379 d[i] = (c[i + 1] - c[i]) / (3.0 * dx[i]);
380 }
381
382 std::vector<spline_node> nodes(n);
383
384 for (unsigned int i = 0; i < n; ++i)
385 nodes[i] = spline_node(x[i], y[i], b[i], c[i], d[i]);
386
387 return nodes;
388 }
389
390
393 class spline {
394 public:
395
398 std::vector<spline_node> nodes;
399
400
403 template<typename DataPoints = std::vector<vec2>>
404 spline(const DataPoints& p) {
405 nodes = cubic_splines(p);
406 }
407
408
411 template<typename Dataset1, typename Dataset2>
412 spline(const Dataset1& X, const Dataset2& Y) {
413 nodes = cubic_splines(X, Y);
414 }
415
416
418 inline spline& operator=(const spline& other) {
419 nodes = other.nodes;
420 return *this;
421 }
422
423
426 inline real operator()(real x) const {
427
428 for (int i = int(nodes.size()) - 1; i > 0; --i)
429 if(x >= nodes[i].x)
430 return nodes[i](x);
431
432 // Extrapolation for x < x_0
433 return nodes[0](x);
434 }
435
436
439 inline real deriv(real x) const {
440
441 for (unsigned int i = nodes.size() - 1; i > 0; --i)
442 if(x >= nodes[i].x)
443 return nodes[i].deriv(x);
444
445 // Extrapolation for x < x_0
446 return nodes[0].deriv(x);
447 }
448
449
451 inline auto begin() {
452 return nodes.begin();
453 }
454
455
457 inline auto end() {
458 return nodes.end();
459 }
460 };
461
462
463}
464
465#endif
A natural cubic spline interpolation class.
Definition splines.h:393
spline(const Dataset1 &X, const Dataset2 &Y)
Construct the natural cubic spline interpolation from the sets of X and Y data points.
Definition splines.h:412
real operator()(real x) const
Evaluate the natural cubic spline interpolation at a given point.
Definition splines.h:426
real deriv(real x) const
Evaluate the derivative of the natural cubic spline interpolation at a given point.
Definition splines.h:439
auto end()
Get an iterator to one plus the last spline element.
Definition splines.h:457
auto begin()
Get an iterator to the first spline element.
Definition splines.h:451
spline(const DataPoints &p)
Construct the natural cubic spline interpolation from a vector of coordinate pairs.
Definition splines.h:404
spline & operator=(const spline &other)
Copy from another spline.
Definition splines.h:418
std::vector< spline_node > nodes
The computed nodes of the natural cubic spline interpolation over the points.
Definition splines.h:398
#define TH_MATH_ERROR(F_NAME, VALUE, EXCEPTION)
TH_MATH_ERROR is a macro which throws exceptions or modifies errno (depending on which compiling opti...
Definition error.h:238
Main namespace of the library which contains all functions and objects.
Definition algebra.h:27
double real
A real number, defined as a floating point type.
Definition constants.h:198
real smootherstep(real x1, real x2, real interp)
Smootherstep interpolation.
Definition splines.h:134
vec< real, N > nlerp(const vec< real, N > &P1, const vec< real, N > &P2, real interp)
Normalized linear interpolation.
Definition splines.h:76
real remap(real iFrom, real iTo, real oFrom, real oTo, real value)
Remap a value from one range to another.
Definition splines.h:60
real smoothstep(real x1, real x2, real interp)
Smoothstep interpolation.
Definition splines.h:118
real invlerp(real x1, real x2, real value)
Inverse linear interpolation.
Definition splines.h:32
TH_CONSTEXPR real nan()
Return a quiet NaN number in floating point representation.
Definition error.h:78
std::vector< spline_node > cubic_splines(DataPoints p)
Compute the cubic splines interpolation of a set of data points.
Definition splines.h:253
@ InvalidArgument
Invalid argument.
@ OutOfDomain
Argument out of domain.
@ ImpossibleOperation
Mathematically impossible operation.
@ DivByZero
Division by zero.
real lerp(real x1, real x2, real interp)
Linear interpolation.
Definition splines.h:17
constexpr real E
The Euler mathematical constant (e)
Definition constants.h:237
vec< real, N > bezier(const std::vector< vec< real, N > > &points, real t)
Generic Bezier curve in N dimensions.
Definition splines.h:190
vec< real, N > cubic_bezier(const vec< real, N > &P0, const vec< real, N > &P1, const vec< real, N > &P2, vec< real, N > P3, real t)
Cubic Bezier curve.
Definition splines.h:164
dual2 acos(dual2 x)
Compute the arcosine of a second order dual number.
Definition dual2_functions.h:223
vec< real, N > slerp(const vec< real, N > &P1, const vec< real, N > &P2, real t)
Spherical interpolation.
Definition splines.h:85
dual2 sin(dual2 x)
Compute the sine of a second order dual number.
Definition dual2_functions.h:72
real clamp(real x, real a, real b)
Clamp x between a and b.
Definition real_analysis.h:355
vec< real, N > quadratic_bezier(const vec< real, N > &P0, const vec< real, N > &P1, const vec< real, N > &P2, real t)
Quadratic Bezier curve.
Definition splines.h:154
A cubic splines node for a given x interval.
Definition splines.h:215
spline_node()
Default constructor.
Definition splines.h:225
real operator()(real X) const
Evaluate the interpolating cubic spline (no check on the input value is performed!...
Definition splines.h:234
real deriv(real X) const
Evaluate the derivative of the interpolating cubic spline (no check on the input value is performed)
Definition splines.h:242
real x
Upper extreme of the interpolation interval .
Definition splines.h:218
real a
Coefficients of the interpolating cubic spline .
Definition splines.h:222
spline_node(real x, real a, real b, real c, real d)
Construct from and polynomial coefficients.
Definition splines.h:228