group__SplineInterpolate.html 18 KB

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  109. <a href="#func-members">Functions</a> </div>
  110. <div class="headertitle">
  111. <div class="title">Cubic Spline Interpolation<div class="ingroups"><a class="el" href="group__groupSupport.html">Support Functions</a></div></div> </div>
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  113. <div class="contents">
  114. <table class="memberdecls">
  115. <tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="func-members"></a>
  116. Functions</h2></td></tr>
  117. <tr class="memitem:ga4ef053a783b251b085454b28f8aecb94"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__SplineInterpolate.html#ga4ef053a783b251b085454b28f8aecb94">arm_spline_f32</a> (<a class="el" href="structarm__spline__instance__f32.html">arm_spline_instance_f32</a> *<a class="el" href="arm__bayes__example__f32_8c.html#ad5af783c9e1eb1514dec0a59dac35eb7">S</a>, const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *xq, <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *pDst, uint32_t <a class="el" href="arm__variance__example__f32_8c.html#ab6558f40a619c2502fbc24c880fd4fb0">blockSize</a>)</td></tr>
  118. <tr class="memdesc:ga4ef053a783b251b085454b28f8aecb94"><td class="mdescLeft">&#160;</td><td class="mdescRight">Processing function for the floating-point cubic spline interpolation. <a href="#ga4ef053a783b251b085454b28f8aecb94">More...</a><br/></td></tr>
  119. <tr class="separator:ga4ef053a783b251b085454b28f8aecb94"><td class="memSeparator" colspan="2">&#160;</td></tr>
  120. <tr class="memitem:ga5370a3c4a213e15bf57726406ec52ae0"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="group__SplineInterpolate.html#ga5370a3c4a213e15bf57726406ec52ae0">arm_spline_init_f32</a> (<a class="el" href="structarm__spline__instance__f32.html">arm_spline_instance_f32</a> *<a class="el" href="arm__bayes__example__f32_8c.html#ad5af783c9e1eb1514dec0a59dac35eb7">S</a>, <a class="el" href="arm__math_8h.html#a545cad4aaf64955a2d2e93d7e806bcd7">arm_spline_type</a> type, const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *x, const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *y, uint32_t n, <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *coeffs, <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *tempBuffer)</td></tr>
  121. <tr class="memdesc:ga5370a3c4a213e15bf57726406ec52ae0"><td class="mdescLeft">&#160;</td><td class="mdescRight">Initialization function for the floating-point cubic spline interpolation. <a href="#ga5370a3c4a213e15bf57726406ec52ae0">More...</a><br/></td></tr>
  122. <tr class="separator:ga5370a3c4a213e15bf57726406ec52ae0"><td class="memSeparator" colspan="2">&#160;</td></tr>
  123. </table>
  124. <a name="details" id="details"></a><h2 class="groupheader">Description</h2>
  125. <p>Spline interpolation is a method of interpolation where the interpolant is a piecewise-defined polynomial called "spline".</p>
  126. <dl class="section user"><dt>Introduction</dt><dd></dd></dl>
  127. <p>Given a function f defined on the interval [a,b], a set of n nodes x(i) where a=x(1)&lt;x(2)&lt;...&lt;x(n)=b and a set of n values y(i) = f(x(i)), a cubic spline interpolant S(x) is defined as:</p>
  128. <pre>
  129. S1(x) x(1) &lt; x &lt; x(2)
  130. S(x) = ...
  131. Sn-1(x) x(n-1) &lt; x &lt; x(n)
  132. </pre><p>where</p>
  133. <pre>
  134. Si(x) = a_i+b_i(x-xi)+c_i(x-xi)^2+d_i(x-xi)^3 i=1, ..., n-1
  135. </pre><dl class="section user"><dt>Algorithm</dt><dd></dd></dl>
  136. <p>Having defined h(i) = x(i+1) - x(i)</p>
  137. <pre>
  138. h(i-1)c(i-1)+2[h(i-1)+h(i)]c(i)+h(i)c(i+1) = 3/h(i)*[a(i+1)-a(i)]-3/h(i-1)*[a(i)-a(i-1)] i=2, ..., n-1
  139. </pre><p>It is possible to write the previous conditions in matrix form (Ax=B). In order to solve the system two boundary conidtions are needed.</p>
  140. <ul>
  141. <li>Natural spline: S1''(x1)=2*c(1)=0 ; Sn''(xn)=2*c(n)=0 In matrix form:</li>
  142. </ul>
  143. <pre>
  144. | 1 0 0 ... 0 0 0 || c(1) | | 0 |
  145. | h(0) 2[h(0)+h(1)] h(1) ... 0 0 0 || c(2) | | 3/h(2)*[a(3)-a(2)]-3/h(1)*[a(2)-a(1)] |
  146. | ... ... ... ... ... ... ... || ... |=| ... |
  147. | 0 0 0 ... h(n-2) 2[h(n-2)+h(n-1)] h(n-1) || c(n-1) | | 3/h(n-1)*[a(n)-a(n-1)]-3/h(n-2)*[a(n-1)-a(n-2)] |
  148. | 0 0 0 ... 0 0 1 || c(n) | | 0 |
  149. </pre><ul>
  150. <li>Parabolic runout spline: S1''(x1)=2*c(1)=S2''(x2)=2*c(2) ; Sn-1''(xn-1)=2*c(n-1)=Sn''(xn)=2*c(n) In matrix form:</li>
  151. </ul>
  152. <pre>
  153. | 1 -1 0 ... 0 0 0 || c(1) | | 0 |
  154. | h(0) 2[h(0)+h(1)] h(1) ... 0 0 0 || c(2) | | 3/h(2)*[a(3)-a(2)]-3/h(1)*[a(2)-a(1)] |
  155. | ... ... ... ... ... ... ... || ... |=| ... |
  156. | 0 0 0 ... h(n-2) 2[h(n-2)+h(n-1)] h(n-1) || c(n-1) | | 3/h(n-1)*[a(n)-a(n-1)]-3/h(n-2)*[a(n-1)-a(n-2)] |
  157. | 0 0 0 ... 0 -1 1 || c(n) | | 0 |
  158. </pre><p>A is a tridiagonal matrix (a band matrix of bandwidth 3) of size N=n+1. The factorization algorithms (A=LU) can be simplified considerably because a large number of zeros appear in regular patterns. The Crout method has been used: 1) Solve LZ=B</p>
  159. <pre>
  160. u(1,2) = A(1,2)/A(1,1)
  161. z(1) = B(1)/l(11)</pre><pre> FOR i=2, ..., N-1
  162. l(i,i) = A(i,i)-A(i,i-1)u(i-1,i)
  163. u(i,i+1) = a(i,i+1)/l(i,i)
  164. z(i) = [B(i)-A(i,i-1)z(i-1)]/l(i,i)</pre><pre> l(N,N) = A(N,N)-A(N,N-1)u(N-1,N)
  165. z(N) = [B(N)-A(N,N-1)z(N-1)]/l(N,N)
  166. </pre><p>2) Solve UX=Z</p>
  167. <pre>
  168. c(N)=z(N)</pre><pre> FOR i=N-1, ..., 1
  169. c(i)=z(i)-u(i,i+1)c(i+1)
  170. </pre><p>c(i) for i=1, ..., n-1 are needed to compute the n-1 polynomials. b(i) and d(i) are computed as:</p>
  171. <ul>
  172. <li>b(i) = [y(i+1)-y(i)]/h(i)-h(i)*[c(i+1)+2*c(i)]/3</li>
  173. <li>d(i) = [c(i+1)-c(i)]/[3*h(i)] Moreover, a(i)=y(i).</li>
  174. </ul>
  175. <dl class="section user"><dt>Behaviour outside the given intervals</dt><dd></dd></dl>
  176. <p>It is possible to compute the interpolated vector for x values outside the input range (xq&lt;x(1); xq&gt;x(n)). The coefficients used to compute the y values for xq&lt;x(1) are going to be the ones used for the first interval, while for xq&gt;x(n) the coefficients used for the last interval.</p>
  177. <dl class="section user"><dt>Initialization function</dt><dd></dd></dl>
  178. <p>The initialization function takes as input two arrays that the user has to allocate: <code>coeffs</code> will contain the b, c, and d coefficients for the (n-1) intervals (n is the number of known points), hence its size must be 3*(n-1); <code>tempBuffer</code> is temporally used for internal computations and its size is n+n-1.</p>
  179. <dl class="section user"><dt></dt><dd></dd></dl>
  180. <p>The x input array must be strictly sorted in ascending order and it must not contain twice the same value (x(i)&lt;x(i+1)). </p>
  181. <h2 class="groupheader">Function Documentation</h2>
  182. <a class="anchor" id="ga4ef053a783b251b085454b28f8aecb94"></a>
  183. <div class="memitem">
  184. <div class="memproto">
  185. <table class="memname">
  186. <tr>
  187. <td class="memname">void arm_spline_f32 </td>
  188. <td>(</td>
  189. <td class="paramtype"><a class="el" href="structarm__spline__instance__f32.html">arm_spline_instance_f32</a> *&#160;</td>
  190. <td class="paramname"><em>S</em>, </td>
  191. </tr>
  192. <tr>
  193. <td class="paramkey"></td>
  194. <td></td>
  195. <td class="paramtype">const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  196. <td class="paramname"><em>xq</em>, </td>
  197. </tr>
  198. <tr>
  199. <td class="paramkey"></td>
  200. <td></td>
  201. <td class="paramtype"><a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  202. <td class="paramname"><em>pDst</em>, </td>
  203. </tr>
  204. <tr>
  205. <td class="paramkey"></td>
  206. <td></td>
  207. <td class="paramtype">uint32_t&#160;</td>
  208. <td class="paramname"><em>blockSize</em>&#160;</td>
  209. </tr>
  210. <tr>
  211. <td></td>
  212. <td>)</td>
  213. <td></td><td></td>
  214. </tr>
  215. </table>
  216. </div><div class="memdoc">
  217. <dl class="params"><dt>Parameters</dt><dd>
  218. <table class="params">
  219. <tr><td class="paramdir">[in]</td><td class="paramname">S</td><td>points to an instance of the floating-point spline structure. </td></tr>
  220. <tr><td class="paramdir">[in]</td><td class="paramname">xq</td><td>points to the x values ot the interpolated data points. </td></tr>
  221. <tr><td class="paramdir">[out]</td><td class="paramname">pDst</td><td>points to the block of output data. </td></tr>
  222. <tr><td class="paramdir">[in]</td><td class="paramname">blockSize</td><td>number of samples of output data. </td></tr>
  223. </table>
  224. </dd>
  225. </dl>
  226. </div>
  227. </div>
  228. <a class="anchor" id="ga5370a3c4a213e15bf57726406ec52ae0"></a>
  229. <div class="memitem">
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  232. <tr>
  233. <td class="memname">void arm_spline_init_f32 </td>
  234. <td>(</td>
  235. <td class="paramtype"><a class="el" href="structarm__spline__instance__f32.html">arm_spline_instance_f32</a> *&#160;</td>
  236. <td class="paramname"><em>S</em>, </td>
  237. </tr>
  238. <tr>
  239. <td class="paramkey"></td>
  240. <td></td>
  241. <td class="paramtype"><a class="el" href="arm__math_8h.html#a545cad4aaf64955a2d2e93d7e806bcd7">arm_spline_type</a>&#160;</td>
  242. <td class="paramname"><em>type</em>, </td>
  243. </tr>
  244. <tr>
  245. <td class="paramkey"></td>
  246. <td></td>
  247. <td class="paramtype">const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  248. <td class="paramname"><em>x</em>, </td>
  249. </tr>
  250. <tr>
  251. <td class="paramkey"></td>
  252. <td></td>
  253. <td class="paramtype">const <a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  254. <td class="paramname"><em>y</em>, </td>
  255. </tr>
  256. <tr>
  257. <td class="paramkey"></td>
  258. <td></td>
  259. <td class="paramtype">uint32_t&#160;</td>
  260. <td class="paramname"><em>n</em>, </td>
  261. </tr>
  262. <tr>
  263. <td class="paramkey"></td>
  264. <td></td>
  265. <td class="paramtype"><a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  266. <td class="paramname"><em>coeffs</em>, </td>
  267. </tr>
  268. <tr>
  269. <td class="paramkey"></td>
  270. <td></td>
  271. <td class="paramtype"><a class="el" href="arm__math_8h.html#a4611b605e45ab401f02cab15c5e38715">float32_t</a> *&#160;</td>
  272. <td class="paramname"><em>tempBuffer</em>&#160;</td>
  273. </tr>
  274. <tr>
  275. <td></td>
  276. <td>)</td>
  277. <td></td><td></td>
  278. </tr>
  279. </table>
  280. </div><div class="memdoc">
  281. <dl class="params"><dt>Parameters</dt><dd>
  282. <table class="params">
  283. <tr><td class="paramdir">[in,out]</td><td class="paramname">S</td><td>points to an instance of the floating-point spline structure. </td></tr>
  284. <tr><td class="paramdir">[in]</td><td class="paramname">type</td><td>type of cubic spline interpolation (boundary conditions) </td></tr>
  285. <tr><td class="paramdir">[in]</td><td class="paramname">x</td><td>points to the x values of the known data points. </td></tr>
  286. <tr><td class="paramdir">[in]</td><td class="paramname">y</td><td>points to the y values of the known data points. </td></tr>
  287. <tr><td class="paramdir">[in]</td><td class="paramname">n</td><td>number of known data points. </td></tr>
  288. <tr><td class="paramdir">[in]</td><td class="paramname">coeffs</td><td>coefficients array for b, c, and d </td></tr>
  289. <tr><td class="paramdir">[in]</td><td class="paramname">tempBuffer</td><td>buffer array for internal computations </td></tr>
  290. </table>
  291. </dd>
  292. </dl>
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