int
gsl_bspline_knots_greville (const gsl_vector *abscissae,
gsl_bspline_workspace *w,
double *abserr)
{
int s;
/* Check incoming arguments satisfy mandatory algorithmic assumptions */
if (w->k < 2)
GSL_ERROR ("w->k must be at least 2", GSL_EINVAL);
else if (abscissae->size < 2)
GSL_ERROR ("abscissae->size must be at least 2", GSL_EINVAL);
else if (w->nbreak != abscissae->size - w->k + 2)
GSL_ERROR ("w->nbreak must equal abscissae->size - w->k + 2", GSL_EINVAL);
if (w->nbreak == 2)
{
/* No flexibility in abscissae values possible in this degenerate case */
s = gsl_bspline_knots_uniform (
gsl_vector_get (abscissae, 0),
gsl_vector_get (abscissae, abscissae->size - 1), w);
}
else
{
double * storage;
gsl_matrix_view A;
gsl_vector_view tau, b, x, r;
size_t i, j;
/* Constants derived from the B-spline workspace and abscissae details */
const size_t km2 = w->k - 2;
const size_t M = abscissae->size - 2;
const size_t N = w->nbreak - 2;
const double invkm1 = 1.0 / w->km1;
/* Allocate working storage and prepare multiple, zero-filled views */
storage = (double *) calloc (M*N + 2*N + 2*M, sizeof (double));
if (storage == 0)
GSL_ERROR ("failed to allocate working storage", GSL_ENOMEM);
A = gsl_matrix_view_array (storage, M, N);
tau = gsl_vector_view_array (storage + M*N, N);
b = gsl_vector_view_array (storage + M*N + N, M);
x = gsl_vector_view_array (storage + M*N + N + M, N);
r = gsl_vector_view_array (storage + M*N + N + M + N, M);
/* Build matrix from interior breakpoints to interior Greville abscissae.
* For example, when w->k = 4 and w->nbreak = 7 the matrix is
* [ 1, 0, 0, 0, 0;
* 2/3, 1/3, 0, 0, 0;
* 1/3, 1/3, 1/3, 0, 0;
* 0, 1/3, 1/3, 1/3, 0;
* 0, 0, 1/3, 1/3, 1/3;
* 0, 0, 0, 1/3, 2/3;
* 0, 0, 0, 0, 1 ]
* but only center formed as first/last breakpoint is known.
*/
for (j = 0; j < N; ++j)
for (i = 0; i <= km2; ++i)
gsl_matrix_set (&A.matrix, i+j, j, invkm1);
/* Copy interior collocation points from abscissae into b */
for (i = 0; i < M; ++i)
gsl_vector_set (&b.vector, i, gsl_vector_get (abscissae, i+1));
/* Adjust b to account for constraint columns not stored in A */
for (i = 0; i < km2; ++i)
{
double * const v = gsl_vector_ptr (&b.vector, i);
*v -= (1 - (i+1)*invkm1) * gsl_vector_get (abscissae, 0);
}
for (i = 0; i < km2; ++i)
{
double * const v = gsl_vector_ptr (&b.vector, M - km2 + i);
*v -= (i+1)*invkm1 * gsl_vector_get (abscissae, abscissae->size - 1);
}
/* Perform linear least squares to determine interior breakpoints */
s = gsl_linalg_QR_decomp (&A.matrix, &tau.vector)
|| gsl_linalg_QR_lssolve (&A.matrix, &tau.vector,
&b.vector, &x.vector, &r.vector);
if (s)
{
free (storage);
return s;
}
/* "Expand" solution x by adding known first and last breakpoints. */
x = gsl_vector_view_array_with_stride (
gsl_vector_ptr (&x.vector, 0) - x.vector.stride,
x.vector.stride, x.vector.size + 2);
gsl_vector_set (&x.vector, 0, gsl_vector_get (abscissae, 0));
gsl_vector_set (&x.vector, x.vector.size - 1,
gsl_vector_get (abscissae, abscissae->size - 1));
/* Finally, initialize workspace knots using the now-known breakpoints */
s = gsl_bspline_knots (&x.vector, w);
free (storage);
}
/* Sum absolute errors in the resulting vs requested interior abscissae */
/* Provided as a fit quality metric which may be monitored by callers */
if (!s && abserr)
{
size_t i;
*abserr = 0;
for (i = 1; i < abscissae->size - 1; ++i)
*abserr += fabs ( gsl_bspline_greville_abscissa (i, w)
- gsl_vector_get (abscissae, i) );
}
return s;
}
static VALUE rb_gsl_bspline_greville_abscissa(VALUE obj, VALUE i)
{
gsl_bspline_workspace *w;
Data_Get_Struct(obj, gsl_bspline_workspace, w);
return rb_float_new(gsl_bspline_greville_abscissa(i, w));
}
int
main(int argc, char **argv)
{
size_t order, breakpoints, i;
gsl_ieee_env_setup();
argc = 0; /* prevent warnings about unused parameters */
argv = 0;
for (order = 1; order < 10; order++)
{
for (breakpoints = 2; breakpoints < 100; breakpoints++)
{
double a = -1.23 * order, b = 45.6 * order;
gsl_bspline_workspace *bw = gsl_bspline_alloc(order, breakpoints);
gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(order);
gsl_bspline_knots_uniform(a, b, bw);
test_bspline(bw, dbw);
gsl_bspline_deriv_free(dbw);
gsl_bspline_free(bw);
}
}
for (order = 1; order < 10; order++)
{
for (breakpoints = 2; breakpoints < 100; breakpoints++)
{
double a = -1.23 * order, b = 45.6 * order;
gsl_bspline_workspace *bw = gsl_bspline_alloc(order, breakpoints);
gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(order);
gsl_vector *k = gsl_vector_alloc(breakpoints);
for (i = 0; i < breakpoints; i++)
{
double f, x;
f = sqrt(i / (breakpoints - 1.0));
x = (1 - f) * a + f * b;
gsl_vector_set(k, i, x);
};
gsl_bspline_knots(k, bw);
test_bspline(bw, dbw);
gsl_vector_free(k);
gsl_bspline_deriv_free(dbw);
gsl_bspline_free(bw);
}
}
/* Spot check known 0th, 1st, 2nd derivative
evaluations for a particular k = 2 case. */
{
size_t i, j; /* looping */
const double xloc[4] = { 0.0, 1.0, 6.0, 7.0};
const double deriv[4][3] =
{
{ -1.0/2.0, 1.0/2.0, 0.0 },
{ -1.0/2.0, 1.0/2.0, 0.0 },
{ 0.0, -1.0/5.0, 1.0/5.0 },
{ 0.0, -1.0/5.0, 1.0/5.0 }
};
gsl_bspline_workspace *bw = gsl_bspline_alloc(2, 3);
gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(2);
gsl_matrix *dB = gsl_matrix_alloc(gsl_bspline_ncoeffs(bw),
gsl_bspline_order(bw) + 1);
gsl_vector *breakpts = gsl_vector_alloc(3);
gsl_vector_set(breakpts, 0, 0.0);
gsl_vector_set(breakpts, 1, 2.0);
gsl_vector_set(breakpts, 2, 7.0);
gsl_bspline_knots(breakpts, bw);
for (i = 0; i < 4; ++i) /* at each location */
{
/* Initialize dB with poison to ensure we overwrite it */
gsl_matrix_set_all(dB, GSL_NAN);
gsl_bspline_deriv_eval(xloc[i], gsl_bspline_order(bw), dB, bw, dbw);
for (j = 0; j < gsl_bspline_ncoeffs(bw) ; ++j)
{
/* check basis function 1st deriv */
gsl_test_abs(gsl_matrix_get(dB, j, 1), deriv[i][j], GSL_DBL_EPSILON,
"b-spline k=%d basis #%d derivative %d at x = %f",
gsl_bspline_order(bw), j, 1, xloc[i]);
}
for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
{
/* check k order basis function has k-th deriv equal to 0 */
gsl_test_abs(gsl_matrix_get(dB, j, gsl_bspline_order(bw)), 0.0,
GSL_DBL_EPSILON,
"b-spline k=%d basis #%d derivative %d at x = %f",
gsl_bspline_order(bw), j, gsl_bspline_order(bw),
xloc[i]);
}
}
gsl_matrix_free(dB);
gsl_bspline_deriv_free(dbw);
gsl_bspline_free(bw);
gsl_vector_free(breakpts);
}
/* Spot check known 0th, 1st, 2nd derivative
evaluations for a particular k = 3 case. */
{
size_t i, j; /* looping */
const double xloc[5] = { 0.0, 5.0, 9.0, 12.0, 15.0 };
const double eval[5][6] =
{
{ 4./25., 69./100., 3./ 20. , 0. , 0. , 0. },
{ 0. , 4./21. , 143./210. , 9./70., 0. , 0. },
{ 0. , 0. , 3./ 10. , 7./10., 0. , 0. },
{ 0. , 0. , 0. , 3./4. , 1./4., 0. },
{ 0. , 0. , 0. , 1./3. , 5./9., 1./9. }
};
const double deriv[5][6] =
{
{ -4./25., 3./50., 1./ 10., 0. , 0. , 0. },
{ 0. , -2./21., 1./105., 3./35., 0. , 0. },
{ 0. , 0. , -1./5. , 1./ 5., 0. , 0. },
{ 0. , 0. , 0. , -1./ 6., 1./6. , 0. },
{ 0. , 0. , 0. , -1./ 9., 1./27., 2./27. }
};
const double deriv2[5][6] =
{
{ 2./25., -17./150., 1.0/30.0 , 0.0 , 0. , 0. },
{ 0. , 1./ 42., -11.0/210.0, 1.0/35.0, 0. , 0. },
{ 0. , 0. , 1.0/15.0 ,-11.0/90.0, 1./18. , 0. },
{ 0. , 0. , 0.0 , 1.0/54.0, -7./162., 2./81. },
{ 0. , 0. , 0.0 , 1.0/54.0, -7./162., 2./81. }
};
gsl_bspline_workspace *bw = gsl_bspline_alloc(3, 5);
gsl_bspline_deriv_workspace *dbw = gsl_bspline_deriv_alloc(3);
gsl_matrix *dB = gsl_matrix_alloc(gsl_bspline_ncoeffs(bw),
gsl_bspline_order(bw) + 1);
gsl_vector *breakpts = gsl_vector_alloc(5);
gsl_vector_set(breakpts, 0, -3.0);
gsl_vector_set(breakpts, 1, 2.0);
gsl_vector_set(breakpts, 2, 9.0);
gsl_vector_set(breakpts, 3, 12.0);
gsl_vector_set(breakpts, 4, 21.0);
gsl_bspline_knots(breakpts, bw);
for (i = 0; i < 5; ++i) /* at each location */
{
/* Initialize dB with poison to ensure we overwrite it */
gsl_matrix_set_all(dB, GSL_NAN);
gsl_bspline_deriv_eval(xloc[i], gsl_bspline_order(bw), dB, bw, dbw);
/* check basis function evaluation */
for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
{
gsl_test_abs(gsl_matrix_get(dB, j, 0), eval[i][j], GSL_DBL_EPSILON,
"b-spline k=%d basis #%d derivative %d at x = %f",
gsl_bspline_order(bw), j, 0, xloc[i]);
}
/* check 1st derivative evaluation */
for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
{
gsl_test_abs(gsl_matrix_get(dB, j, 1), deriv[i][j], GSL_DBL_EPSILON,
"b-spline k=%d basis #%d derivative %d at x = %f",
gsl_bspline_order(bw), j, 1, xloc[i]);
}
/* check 2nd derivative evaluation */
for (j = 0; j < gsl_bspline_ncoeffs(bw); ++j)
{
gsl_test_abs(gsl_matrix_get(dB, j, 2), deriv2[i][j], GSL_DBL_EPSILON,
"b-spline k=%d basis #%d derivative %d at x = %f",
gsl_bspline_order(bw), j, 2, xloc[i]);
}
}
gsl_matrix_free(dB);
gsl_bspline_deriv_free(dbw);
gsl_bspline_free(bw);
gsl_vector_free(breakpts);
}
/* Check Greville abscissae functionality on a non-uniform k=1 */
{
size_t i; /* looping */
/* Test parameters */
const size_t k = 1;
const double bpoint_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
const size_t nbreak = sizeof(bpoint_data)/sizeof(bpoint_data[0]);
/* Expected results */
const double abscissae_data[] = { 0.1, 0.35, 0.625, 0.875 };
const size_t nabscissae = sizeof(abscissae_data)/sizeof(abscissae_data[0]);
gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
gsl_bspline_knots((const gsl_vector *) &bpoints, w);
gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
"b-spline k=%d number of abscissae", k);
for (i = 0; i < nabscissae; ++i)
{
gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
"b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
}
gsl_bspline_free(w);
}
/* Check Greville abscissae functionality on a non-uniform k=2 */
{
size_t i; /* looping */
/* Test parameters */
const size_t k = 2;
const double bpoint_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
const size_t nbreak = sizeof(bpoint_data)/sizeof(bpoint_data[0]);
/* Expected results */
const double abscissae_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
const size_t nabscissae = sizeof(abscissae_data)/sizeof(abscissae_data[0]);
gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
gsl_bspline_knots((const gsl_vector *) &bpoints, w);
gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
"b-spline k=%d number of abscissae", k);
for (i = 0; i < nabscissae; ++i)
{
gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
"b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
}
gsl_bspline_free(w);
}
/* Check Greville abscissae functionality on non-uniform k=3 */
{
size_t i; /* looping */
/* Test parameters */
const size_t k = 3;
const double bpoint_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
const size_t nbreak = sizeof(bpoint_data)/sizeof(bpoint_data[0]);
/* Expected results */
const double abscissae_data[] = { 0.0, 1.0/10.0, 7.0/20.0,
5.0/ 8.0, 7.0/ 8.0, 1.0 };
const size_t nabscissae = sizeof(abscissae_data)/sizeof(abscissae_data[0]);
gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
gsl_bspline_knots((const gsl_vector *) &bpoints, w);
gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
"b-spline k=%d number of abscissae", k);
for (i = 0; i < nabscissae; ++i)
{
gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
"b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
}
gsl_bspline_free(w);
}
/* Check Greville abscissae functionality on non-uniform k=4 */
{
size_t i; /* looping */
/* Test parameters */
const size_t k = 4;
const double bpoint_data[] = { 0.0, 0.2, 0.5, 0.75, 1.0 };
const size_t nbreak = sizeof(bpoint_data)/sizeof(bpoint_data[0]);
/* Expected results */
const double abscissae_data[] = { 0.0, 1.0/15.0, 7.0/30.0, 29.0/60.0,
3.0/ 4.0, 11.0/12.0, 1.0 };
const size_t nabscissae = sizeof(abscissae_data)/sizeof(abscissae_data[0]);
gsl_vector_const_view bpoints = gsl_vector_const_view_array(bpoint_data, nbreak);
gsl_bspline_workspace *w = gsl_bspline_alloc(k, nbreak);
gsl_bspline_knots((const gsl_vector *) &bpoints, w);
gsl_test_int(nabscissae, gsl_bspline_ncoeffs(w),
"b-spline k=%d number of abscissae", k);
for (i = 0; i < nabscissae; ++i)
{
gsl_test_abs(gsl_bspline_greville_abscissa(i, w), abscissae_data[i], 2*k*GSL_DBL_EPSILON,
"b-spline k=%d Greville abscissa #%d at x = %f", k, i, abscissae_data[i]);
}
gsl_bspline_free(w);
}
exit(gsl_test_summary());
}
