{-# LANGUAGE MagicHash, UnboxedTuples #-} {- | Module : Numeric.GSL.Interpolation Copyright : (c) Matthew Peddie 2015 License : GPL Maintainer : Alberto Ruiz Stability : provisional Interpolation routines. The GSL routines @gsl_spline_eval@ and friends are used, but in spite of the names, they are not restricted to spline interpolation. The functions in this module will work for any 'InterpolationMethod'. -} module Numeric.GSL.Interpolation ( -- * Interpolation methods InterpolationMethod(..) -- * Evaluation of interpolated functions , evaluate , evaluateV -- * Evaluation of derivatives of interpolated functions , evaluateDerivative , evaluateDerivative2 , evaluateDerivativeV , evaluateDerivative2V -- * Evaluation of integrals of interpolated functions , evaluateIntegral , evaluateIntegralV ) where import Numeric.LinearAlgebra(Vector, fromList, size, Numeric) import Foreign.C.Types import Foreign.Marshal.Alloc(alloca) import Foreign.Ptr(Ptr) import Foreign.Storable(peek) import Numeric.GSL.Internal import System.IO.Unsafe(unsafePerformIO) -- FIXME import qualified Data.Vector.Storable as S import GHC.Base (IO(..), realWorld#) data InterpolationMethod = Linear | Polynomial | CSpline | CSplinePeriodic | Akima | AkimaPeriodic deriving (Eq, Show, Read) methodToInt :: Integral a => InterpolationMethod -> a methodToInt Linear = 0 methodToInt Polynomial = 1 methodToInt CSpline = 2 methodToInt CSplinePeriodic = 3 methodToInt Akima = 4 methodToInt AkimaPeriodic = 5 dim :: Numeric t => Vector t -> Int dim = size -- FIXME appVector f x = unsafeInlinePerformIO (S.unsafeWith x (return . f)) unsafeInlinePerformIO (IO f) = case f realWorld# of (# _, x #) -> x applyCFun hsname cname fun mth xs ys x | dim xs /= dim ys = error $ "Error: Vectors of unequal sizes " ++ show (dim xs) ++ " and " ++ show (dim ys) ++ " supplied to " ++ hsname | otherwise = unsafePerformIO $ flip appVector xs $ \xs' -> flip appVector ys $ \ys' -> alloca $ \y' -> do fun xs' ys' (fromIntegral $ dim xs) x (methodToInt mth) y' // check cname peek y' foreign import ccall safe "spline_eval" c_spline_eval :: Ptr Double -> Ptr Double -> CUInt -> Double -> CInt -> Ptr Double -> IO CInt -------------------------------------------------------------------- {- | Evaluate a function by interpolating within the given dataset. For example: >>> let xs = vector [1..10] >>> let ys = vector $ map (**2) [1..10] >>> evaluateV CSpline xs ys 2.2 4.818867924528303 To successfully @evaluateV xs ys x@, the vectors of corresponding domain-range values @xs@ and @ys@ must have identical lengths, and @xs@ must be monotonically increasing. The evaluation point @x@ must lie between the smallest and largest values in @xs@. -} evaluateV :: InterpolationMethod -- ^ What method to use to interpolate -> Vector Double -- ^ Data points sampling the domain of the function -> Vector Double -- ^ Data points sampling the range of the function -> Double -- ^ Point at which to evaluate the function -> Double -- ^ Interpolated result evaluateV = applyCFun "evaluateV" "spline_eval" c_spline_eval {- | Evaluate a function by interpolating within the given dataset. For example: >>> let xs = [1..10] >>> let ys map (**2) [1..10] >>> evaluate Akima (zip xs ys) 2.2 4.840000000000001 To successfully @evaluate points x@, the domain (@x@) values in @points@ must be monotonically increasing. The evaluation point @x@ must lie between the smallest and largest values in the sampled domain. -} evaluate :: InterpolationMethod -- ^ What method to use to interpolate -> [(Double, Double)] -- ^ (domain, range) values sampling the function -> Double -- ^ Point at which to evaluate the function -> Double -- ^ Interpolated result evaluate mth pts = applyCFun "evaluate" "spline_eval" c_spline_eval mth (fromList xs) (fromList ys) where (xs, ys) = unzip pts foreign import ccall safe "spline_eval_deriv" c_spline_eval_deriv :: Ptr Double -> Ptr Double -> CUInt -> Double -> CInt -> Ptr Double -> IO CInt {- | Evaluate the derivative of a function by interpolating within the given dataset. For example: >>> let xs = vector [1..10] >>> let ys = vector $ map (**2) [1..10] >>> evaluateDerivativeV CSpline xs ys 2.2 4.338867924528302 To successfully @evaluateDerivativeV xs ys x@, the vectors of corresponding domain-range values @xs@ and @ys@ must have identical lengths, and @xs@ must be monotonically increasing. The interpolation point @x@ must lie between the smallest and largest values in @xs@. -} evaluateDerivativeV :: InterpolationMethod -- ^ What method to use to interpolate -> Vector Double -- ^ Data points @xs@ sampling the domain of the function -> Vector Double -- ^ Data points @ys@ sampling the range of the function -> Double -- ^ Point @x@ at which to evaluate the derivative -> Double -- ^ Interpolated result evaluateDerivativeV = applyCFun "evaluateDerivativeV" "spline_eval_deriv" c_spline_eval_deriv {- | Evaluate the derivative of a function by interpolating within the given dataset. For example: >>> let xs = [1..10] >>> let ys map (**2) [1..10] >>> evaluateDerivative Akima (zip xs ys) 2.2 4.4 To successfully @evaluateDerivative points x@, the domain (@x@) values in @points@ must be monotonically increasing. The evaluation point @x@ must lie between the smallest and largest values in the sampled domain. -} evaluateDerivative :: InterpolationMethod -- ^ What method to use to interpolate -> [(Double, Double)] -- ^ (domain, range) points sampling the function -> Double -- ^ Point @x@ at which to evaluate the derivative -> Double -- ^ Interpolated result evaluateDerivative mth pts = applyCFun "evaluateDerivative" "spline_eval_deriv" c_spline_eval_deriv mth (fromList xs) (fromList ys) where (xs, ys) = unzip pts foreign import ccall safe "spline_eval_deriv2" c_spline_eval_deriv2 :: Ptr Double -> Ptr Double -> CUInt -> Double -> CInt -> Ptr Double -> IO CInt {- | Evaluate the second derivative of a function by interpolating within the given dataset. For example: >>> let xs = vector [1..10] >>> let ys = vector $ map (**2) [1..10] >>> evaluateDerivative2V CSpline xs ys 2.2 2.4 To successfully @evaluateDerivative2V xs ys x@, the vectors @xs@ and @ys@ must have identical lengths, and @xs@ must be monotonically increasing. The evaluation point @x@ must lie between the smallest and largest values in @xs@. -} evaluateDerivative2V :: InterpolationMethod -- ^ What method to use to interpolate -> Vector Double -- ^ Data points @xs@ sampling the domain of the function -> Vector Double -- ^ Data points @ys@ sampling the range of the function -> Double -- ^ Point @x@ at which to evaluate the second derivative -> Double -- ^ Interpolated result evaluateDerivative2V = applyCFun "evaluateDerivative2V" "spline_eval_deriv2" c_spline_eval_deriv2 {- | Evaluate the second derivative of a function by interpolating within the given dataset. For example: >>> let xs = [1..10] >>> let ys map (**2) [1..10] >>> evaluateDerivative2 Akima (zip xs ys) 2.2 2.0 To successfully @evaluateDerivative2 points x@, the domain (@x@) values in @points@ must be monotonically increasing. The evaluation point @x@ must lie between the smallest and largest values in the sampled domain. -} evaluateDerivative2 :: InterpolationMethod -- ^ What method to use to interpolate -> [(Double, Double)] -- ^ (domain, range) points sampling the function -> Double -- ^ Point @x@ at which to evaluate the second derivative -> Double -- ^ Interpolated result evaluateDerivative2 mth pts = applyCFun "evaluateDerivative2" "spline_eval_deriv2" c_spline_eval_deriv2 mth (fromList xs) (fromList ys) where (xs, ys) = unzip pts foreign import ccall safe "spline_eval_integ" c_spline_eval_integ :: Ptr Double -> Ptr Double -> CUInt -> Double -> Double -> CInt -> Ptr Double -> IO CInt applyCIntFun hsname cname fun mth xs ys a b | dim xs /= dim ys = error $ "Error: Vectors of unequal sizes " ++ show (dim xs) ++ " and " ++ show (dim ys) ++ " supplied to " ++ hsname | otherwise = unsafePerformIO $ flip appVector xs $ \xs' -> flip appVector ys $ \ys' -> alloca $ \y' -> do fun xs' ys' (fromIntegral $ dim xs) a b (methodToInt mth) y' // check cname peek y' {- | Evaluate the definite integral of a function by interpolating within the given dataset. For example: >>> let xs = vector [1..10] >>> let ys = vector $ map (**2) [1..10] >>> evaluateIntegralV CSpline xs ys 2.2 5.5 51.89853207547169 To successfully @evaluateIntegralV xs ys a b@, the vectors @xs@ and @ys@ must have identical lengths, and @xs@ must be monotonically increasing. The integration bounds @a@ and @b@ must lie between the smallest and largest values in @xs@. -} evaluateIntegralV :: InterpolationMethod -- ^ What method to use to interpolate -> Vector Double -- ^ Data points @xs@ sampling the domain of the function -> Vector Double -- ^ Data points @ys@ sampling the range of the function -> Double -- ^ Lower integration bound @a@ -> Double -- ^ Upper integration bound @b@ -> Double -- ^ Resulting area evaluateIntegralV = applyCIntFun "evaluateIntegralV" "spline_eval_integ" c_spline_eval_integ {- | Evaluate the definite integral of a function by interpolating within the given dataset. For example: >>> let xs = [1..10] >>> let ys = map (**2) [1..10] >>> evaluateIntegralV CSpline (zip xs ys) (2.2, 5.5) 51.909 To successfully @evaluateIntegral points (a, b)@, the domain (@x@) values of @points@ must be monotonically increasing. The integration bounds @a@ and @b@ must lie between the smallest and largest values in the sampled domain.. -} evaluateIntegral :: InterpolationMethod -- ^ What method to use to interpolate -> [(Double, Double)] -- ^ (domain, range) points sampling the function -> (Double, Double) -- ^ Integration bounds (@a@, @b@) -> Double -- ^ Resulting area evaluateIntegral mth pts (a, b) = applyCIntFun "evaluateIntegral" "spline_eval_integ" c_spline_eval_integ mth (fromList xs) (fromList ys) a b where (xs, ys) = unzip pts