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Added new hermite spline interpolatin and docu. Changed tests to be b…
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\documentclass[a4paper]{article} | ||
\usepackage[english]{babel} | ||
\usepackage[utf8]{inputenc} | ||
\usepackage[fleqn]{amsmath} | ||
\usepackage{hyperref} | ||
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\begin{document} | ||
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\section{Math stuff} | ||
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Cubic interpolation for one segment $[x_k, x_{k+1}]$ can be described as: | ||
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\begin{equation*} | ||
\begin{aligned} | ||
f(t) &= c_{oef1}t^3 + c_{oef2}t^2 + c_{oef3}t + c_{oef4} \hspace{1cm} with \\ | ||
t(x) &= \frac{x - x_k}{x_{k+1} - x_k} | ||
\end{aligned} | ||
\end{equation*} | ||
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\hspace{1cm} and | ||
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\begin{equation*} | ||
\begin{aligned} | ||
c_{oef1} &= 2p_0 - 2p_1 - m_0 - m_1 \\ | ||
c_{oef2} &= -3p_0 + 3p_1 - 2m_0 - m_1 \\ | ||
c_{oef3} &= m_0 \\ | ||
c_{oef4} &= p_0 | ||
\end{aligned} | ||
\end{equation*} | ||
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(see Wikipedia-Links below)\\ | ||
\\ | ||
If we rewrite this as function of $d = x - x_k$ we get | ||
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\begin{equation*} | ||
\begin{aligned} | ||
f'(d) &= c_{oef1}' d^3 + c_{oef2}' d^2 + c_{oef3}' d + c_{oef4}' \hspace{1cm} with \\ | ||
c_{oef1}' &= \frac{c_{oef1}}{(x_{k+1} - x_k)^3} \\ | ||
c_{oef2}' &= \frac{c_{oef2}}{(x_{k+1} - x_k)^2} \\ | ||
c_{oef3}' &= \frac{c_{oef3}}{x_{k+1} - x_k} \\ | ||
c_{oef4}' &= c_{oef4} | ||
\end{aligned} | ||
\end{equation*} | ||
\\ | ||
The implemented algorithm uses two helper variables to calculate the coefficients of $f'$ efficiently: | ||
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\begin{equation*} | ||
\begin{aligned} | ||
common = m_k + m_{k+1} - 2 \frac{p_{k+1} - p_k}{x_{k+1} - x_k} \\ | ||
invLength = \frac{1}{x_{k+1} - x_k} | ||
\end{aligned} | ||
\end{equation*} | ||
\\ | ||
We use $p_0 = p_k$, $p_1 = p_{k+1}$, $m_0 = m_k (x_{k+1} - x_k)$, $m_1 = m_{k+1} (x_{k+1} - x_k)$ and $s = \frac{p_{k+1}-p_k}{x_{k+1}-x_k}$. The tangents are scaled with the length of the segment. \\ | ||
\\ | ||
If we insert this into the equations for the coefficients we get the formulas that are used in the algorithm: | ||
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\begin{equation*} | ||
\begin{aligned} | ||
c_{oef1}' &= \frac{c_{oef1}}{(x_{k+1} - x_k)^3} \\ | ||
&= \frac{2p_0 - 2p_1 + m_0 + m_1}{(x_{k+1} - x_k)^3}\\ | ||
&= (2p_k - 2p_{k+1} + m_k (x_{k+1} - x_k) + m_{k+1} (x_{k+1} - x_k) / (x_{k+1} - x_k)^3 \\ | ||
&= \frac {(2p_k - 2p_{k+1} + m_k (x_{k+1} - x_k) + m_{k+1} (x_{k+1} - x_k)}{x_{k+1} - x_k} / (x_{k+1} - x_k)^2 \\ | ||
&= (\frac {2p_k - 2p_{k+1}}{x_{k+1} - x_k} + m_k + m_{k+1} ) * invLength^2 \\ | ||
&= (-2\frac {p_{k+1}- p_k}{x_{k+1} - x_k} + m_k + m_{k+1} ) * invLength^2 \\ | ||
&= common * invLenght^2 | ||
\end{aligned} | ||
\end{equation*} | ||
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\begin{equation*} | ||
\begin{aligned} | ||
c_{oef2}' &= \frac{c_{oef2}}{(x_{k+1} - x_k)^2} \\ | ||
&= (-3p_0 + 3p_1 - 2m_0 - m_1) / (x_{k+1} - x_k)^2 \\ | ||
&= (-3p_k + 3p_{k+1} - 2* m_k (x_{k+1} - x_k) - m_{k+1} (x_{k+1} - x_k)) / (x_{k+1} - x_k)^2 \\ | ||
&= (\frac{-3p_k + 3p_{k+1}}{x_{k+1} - x_k} - 2m_k - m_{k+1}) * invLenght \\ | ||
&= (3\frac{p_{k+1} - p_k}{x_{k+1} - x_k} - 2m_k - m_{k+1}) * invLenght \\ | ||
&=(\frac{p_{k+1} - p_k}{x_{k+1} - x_k} + 2\frac{p_{k+1} - p_k}{x_{k+1} - x_k} - m_k - m_{k+1} - m_k) * invLenght \\ | ||
&= (s - common - m_k) * invLenght | ||
\end{aligned} | ||
\end{equation*} | ||
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\begin{equation*} | ||
\begin{aligned} | ||
c_{oef3}' &= \frac{c_{oef3}}{x_{k+1} - x_k} \\ | ||
&= \frac{m_0}{x_{k+1} - x_k} \\ | ||
&= \frac{m_k (x_{k+1} - x_k)}{x_{k+1} - x_k} \\ | ||
&= m_k | ||
\end{aligned} | ||
\end{equation*} | ||
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\begin{equation*} | ||
\begin{aligned} | ||
c_{oef4}' &= c_{oef4} = p_0 = p_k | ||
\end{aligned} | ||
\end{equation*} | ||
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\section{Useful Links} | ||
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\url{http://de.wikipedia.org/w/index.php?title=Kubisch_Hermitescher_Spline&oldid=130168003)}\\ | ||
\url{http://en.wikipedia.org/w/index.php?title=Monotone_cubic_interpolation&oldid=622341725}\\ | ||
\url{http://math.stackexchange.com/questions/45218/implementation-of-monotone-cubic-interpolation}\\ | ||
\url{http://math.stackexchange.com/questions/4082/equation-of-a-curve-given-3-points-and-additional-constant-requirements#4104} | ||
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\end{document} |
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