Skip to content

Latest commit

 

History

History
113 lines (90 loc) · 4.27 KB

cpp_interface.md

File metadata and controls

113 lines (90 loc) · 4.27 KB
Raw

C++ interface

The C++ interface is the native interface to SPLINTER. At any given time, the C++ interface will be the most comprehensive among the interfaces, exposing the most of SPLINTER's features.

Below is a simple example demonstrating the use of SPLINTER. Remember to compile with a C++11 compatible compiler!

#include <iostream>
#include "datatable.h"

using std::cout;
using std::endl;

using namespace SPLINTER;

// Six-hump camelback function
double f(DenseVector x)
{
    assert(x.rows() == 2);
    return (4 - 2.1*x(0)*x(0)
            + (1/3.)*x(0)*x(0)*x(0)*x(0))*x(0)*x(0)
           + x(0)*x(1)
           + (-4 + 4*x(1)*x(1))*x(1)*x(1);
}

int main(int argc, char *argv[])
{
    // Create new DataTable to manage samples
    DataTable samples;

    // Sample the function
    DenseVector x(2);
    double y;
    for(int i = 0; i < 20; i++)
    {
        for(int j = 0; j < 20; j++)
        {
            // Sample function at x
            x(0) = i*0.1;
            x(1) = j*0.1;
            y = f(x);

            // Store sample
            samples.addSample(x,y);
        }
    }

    // Build B-splines that interpolate the samples
    BSpline bspline1 = BSpline::Builder(samples).degree(1).build();
    BSpline bspline3 = BSpline::Builder(samples).degree(3).build();

    // Build penalized B-spline (P-spline) that smooths the samples
    BSpline pspline = BSpline::Builder(samples)
            .degree(3)
            .smoothing(BSpline::Smoothing::PSPLINE)
            .alpha(0.03)
            .build();

    /* Evaluate the approximants at x = (1,1)
     * Note that the error will be 0 at that point (except for the P-spline, which may introduce an error
     * in favor of a smooth approximation) because it is a point we sampled at.
     */
    x(0) = 1; x(1) = 1;
    cout << "-----------------------------------------------------" << endl;
    cout << "Function at x:                 " << f(x)               << endl;
    cout << "Linear B-spline at x:          " << bspline1.eval(x)   << endl;
    cout << "Cubic B-spline at x:           " << bspline3.eval(x)   << endl;
    cout << "P-spline at x:                 " << pspline.eval(x)    << endl;
    cout << "-----------------------------------------------------" << endl;

    return 0;
}

Sampling with DataTable

To simplify sampling in C++, SPLINTER comes with a DataTable data structure for managing and storing sample points. The following code snippet shows how DataTable can be used to manage samples.

// Create new data structure
DataTable samples; 

// Add some samples (x,y), where y = f(x)
samples.addSample(1,0);
samples.addSample(2,5);
samples.addSample(3,10);
samples.addSample(4,15);

// The order in which the samples are added does not matter
// since DataTable keeps the samples sorted internally.

Restrictions

B-splines

For the current implementation of B-splines we require that the samples you provide form a complete grid. This means that if the function you are sampling is two-dimensional with variables x0 and x1, then all combinations of x0 and x1 must be present in the samples. This means that if you choose to sample x1 in a new value, say 1, then you must sample [x0 1] for all previous values of x0 used so far. In 2D you can visualize this as graphing paper, where all lines intersect. If a sample were missing, one of the intersections would be missing, and the grid would be incomplete. You can check if the grid is complete by calling isGridComplete() on your DataTable. This restriction will be removed in a later implementation.

This is an incomplete grid:

x0 x1 y
2.1 1 -7
2.3 3 10
2.1 3 9.3

This is a complete grid:

x0 x1 y
2.1 1 -7
2.3 3 10
2.1 3 9.3
2.3 1 0

Please note that whether the grid is complete or not only depends on the values of x, not those of y.