devn00b
/
EQ2EMu


			
				
					
						
						
							123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168
							<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
<title>Cardinal Trigonometric interpolation</title>
<link rel="stylesheet" href="../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
<link rel="home" href="../index.html" title="Math Toolkit 2.11.0">
<link rel="up" href="../interpolation.html" title="Chapter&#160;12.&#160;Interpolation">
<link rel="prev" href="catmull_rom.html" title="Catmull-Rom Splines">
<link rel="next" href="../quadrature.html" title="Chapter&#160;13.&#160;Quadrature and Differentiation">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
<td align="center"><a href="../../../../../index.html">Home</a></td>
<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
<td align="center"><a href="../../../../../more/index.htm">More</a></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="catmull_rom.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../interpolation.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../quadrature.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.cardinal_trigonometric"></a><a class="link" href="cardinal_trigonometric.html" title="Cardinal Trigonometric interpolation">Cardinal Trigonometric
    interpolation</a>
</h2></div></div></div>
<h4>
<a name="math_toolkit.cardinal_trigonometric.h0"></a>
      <span class="phrase"><a name="math_toolkit.cardinal_trigonometric.synopsis"></a></span><a class="link" href="cardinal_trigonometric.html#math_toolkit.cardinal_trigonometric.synopsis">Synopsis</a>
    </h4>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">interpolators</span><span class="special">/</span><span class="identifier">cardinal_trigonometric</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>

<span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">interpolators</span> <span class="special">{</span>

<span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">RandomAccessContainer</span><span class="special">&gt;</span>
<span class="keyword">class</span> <span class="identifier">cardinal_trigonometric</span>
<span class="special">{</span>
<span class="keyword">public</span><span class="special">:</span>
    <span class="identifier">cardinal_trigonometric</span><span class="special">(</span><span class="identifier">RandomAccessContainer</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">y</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">t0</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">h</span><span class="special">);</span>

    <span class="identifier">Real</span> <span class="keyword">operator</span><span class="special">()(</span><span class="identifier">Real</span> <span class="identifier">t</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>

    <span class="identifier">Real</span> <span class="identifier">prime</span><span class="special">(</span><span class="identifier">Real</span> <span class="identifier">t</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>

    <span class="identifier">Real</span> <span class="identifier">double_prime</span><span class="special">(</span><span class="identifier">Real</span> <span class="identifier">t</span><span class="special">)</span> <span class="keyword">const</span><span class="special">;</span>

    <span class="identifier">Real</span> <span class="identifier">period</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>

    <span class="identifier">Real</span> <span class="identifier">integrate</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>

    <span class="identifier">Real</span> <span class="identifier">squared_l2</span><span class="special">()</span> <span class="keyword">const</span><span class="special">;</span>
<span class="special">};</span>
<span class="special">}}}</span>
</pre>
<h4>
<a name="math_toolkit.cardinal_trigonometric.h1"></a>
      <span class="phrase"><a name="math_toolkit.cardinal_trigonometric.cardinal_trigonometric_interpola"></a></span><a class="link" href="cardinal_trigonometric.html#math_toolkit.cardinal_trigonometric.cardinal_trigonometric_interpola">Cardinal
      Trigonometric Interpolation</a>
    </h4>
<p>
      The cardinal trigonometric interpolation problem takes uniformly spaced samples
      <span class="emphasis"><em>y</em></span><sub>j</sub> of a periodic function <span class="emphasis"><em>f</em></span> defined
      via <span class="emphasis"><em>y</em></span><sub><span class="emphasis"><em>j</em></span></sub> = <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>t</em></span><sub>0</sub> +
      <span class="emphasis"><em>j</em></span> <span class="emphasis"><em>h</em></span>) and represents them as a linear
      combination of sines and cosines. If the period of <span class="emphasis"><em>f</em></span> is
      <span class="emphasis"><em>T</em></span>, and the number of data points is <span class="emphasis"><em>n = 2m</em></span>
      or <span class="emphasis"><em>n = 2m+1</em></span>, we hope to have
    </p>
<p>
      <span class="emphasis"><em>f</em></span>(<span class="emphasis"><em>t</em></span>) &#8776; <span class="emphasis"><em>a</em></span><sub>0</sub>/2
      + &#8721;<sub><span class="emphasis"><em>k</em></span> = 1</sub><sup><span class="emphasis"><em>m</em></span></sup> <span class="emphasis"><em>a</em></span><sub><span class="emphasis"><em>k</em></span></sub> cos(2&#960;
      <span class="emphasis"><em>k</em></span> (<span class="emphasis"><em>t</em></span>-<span class="emphasis"><em>t</em></span><sub>0</sub>) /T)
      + <span class="emphasis"><em>b</em></span><sub><span class="emphasis"><em>k</em></span></sub> sin(2&#960; <span class="emphasis"><em>k</em></span>
      (<span class="emphasis"><em>t</em></span>-<span class="emphasis"><em>t</em></span><sub>0</sub>)/T)
    </p>
<p>
      Convergence rates depend on the number of continuous derivatives of <span class="emphasis"><em>f</em></span>;
      see either Atkinson or Kress for details.
    </p>
<p>
      A simple use of this interpolator is shown below:
    </p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">vector</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">interpolators</span><span class="special">/</span><span class="identifier">cardinal_trigonometric</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="keyword">using</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">interpolators</span><span class="special">::</span><span class="identifier">cardinal_trigonometric</span><span class="special">;</span>
<span class="special">...</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">v</span><span class="special">(</span><span class="number">17</span><span class="special">,</span> <span class="number">3.2</span><span class="special">);</span>
<span class="keyword">auto</span> <span class="identifier">ct</span> <span class="special">=</span> <span class="identifier">cardinal_trigonometric</span><span class="special">(</span><span class="identifier">v</span><span class="special">,</span> <span class="comment">/*t0 = */</span> <span class="number">0.0</span><span class="special">,</span> <span class="comment">/* h = */</span> <span class="number">0.125</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"ct(1.3) = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">ct</span><span class="special">(</span><span class="number">1.3</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="string">"\n"</span><span class="special">;</span>

<span class="comment">// Derivative:</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="identifier">ct</span><span class="special">.</span><span class="identifier">prime</span><span class="special">(</span><span class="number">1.2</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="string">"\n"</span><span class="special">;</span>
<span class="comment">// Second derivative:</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="identifier">ct</span><span class="special">.</span><span class="identifier">double_prime</span><span class="special">(</span><span class="number">1.2</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="string">"\n"</span><span class="special">;</span>
</pre>
<p>
      The period is always given by <code class="computeroutput"><span class="identifier">v</span><span class="special">.</span><span class="identifier">size</span><span class="special">()*</span><span class="identifier">h</span></code>. Off-by-one errors are common in programming,
      and hence if you wonder what this interpolator believes the period to be, you
      can query it with the <code class="computeroutput"><span class="special">.</span><span class="identifier">period</span><span class="special">()</span></code> member function.
    </p>
<p>
      In addition, the transform into the trigonometric basis gives a trivial way
      to compute the integral of the function over a period; this is done via the
      <code class="computeroutput"><span class="special">.</span><span class="identifier">integrate</span><span class="special">()</span></code> member function. Evaluation of the square
      of the L<sup>2</sup> norm is trivial in this basis; it is computed by the <code class="computeroutput"><span class="special">.</span><span class="identifier">squared_l2</span><span class="special">()</span></code> member function.
    </p>
<p>
      Below is a graph of a <span class="emphasis"><em>C</em></span><sup>&#8734;</sup> bump function approximated
      by trigonometric series. The graphs are visually indistinguishable at 20 samples.
    </p>
<p>
      <span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/fourier_bump.svg"></object></span>
    </p>
<h4>
<a name="math_toolkit.cardinal_trigonometric.h2"></a>
      <span class="phrase"><a name="math_toolkit.cardinal_trigonometric.caveats"></a></span><a class="link" href="cardinal_trigonometric.html#math_toolkit.cardinal_trigonometric.caveats">Caveats</a>
    </h4>
<p>
      This routine depends on FFTW3, and hence will only compile in float, double,
      long double, and quad precision, unlike the large bulk of the library which
      is compatible with arbitrary precision arithmetic. The FFTW linker flags must
      be added to the compile step, i.e., <code class="computeroutput"><span class="special">-</span><span class="identifier">lm</span> <span class="special">-</span><span class="identifier">lfftw3</span></code>
      for double precision, <code class="computeroutput"><span class="special">-</span><span class="identifier">lm</span>
      <span class="special">-</span><span class="identifier">lfftw3f</span></code>
      for float, so on.
    </p>
<p>
      Evaluation of derivatives is done by differentiation of Horner's method. As
      always, differentiation amplifies noise; and because some rounding error is
      produced by computation of the Fourier coefficients, this error is amplified
      by differentiation.
    </p>
<h4>
<a name="math_toolkit.cardinal_trigonometric.h3"></a>
      <span class="phrase"><a name="math_toolkit.cardinal_trigonometric.references"></a></span><a class="link" href="cardinal_trigonometric.html#math_toolkit.cardinal_trigonometric.references">References</a>
    </h4>
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
<li class="listitem">
          Atkinson, Kendall, and Weimin Han. <span class="emphasis"><em>Theoretical numerical analysis.</em></span>
          Vol. 39. Berlin: Springer, 2005.
        </li>
<li class="listitem">
          Kress, Rainer. <span class="emphasis"><em>Numerical Analysis.</em></span> 1998. Academic
          Edition 1.
        </li>
</ul></div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
      Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
      Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
      R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
      Daryle Walker and Xiaogang Zhang<p>
        Distributed under the Boost Software License, Version 1.0. (See accompanying
        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
      </p>
</div></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="catmull_rom.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../interpolation.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../quadrature.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>