public RbfInterpolation1D(double[] x, double[] y, enRadialBasisFunction basisFunction, double scale, double smooth)
: base(x, y, true)
{
m_basisFunction = RadialBasisFunction.CreateRadialBasisFunction(basisFunction);
m_scale = scale;
int n = x.Length;
if (n > m_sizeLimit)
{
throw new ArgumentOutOfRangeException(String.Format("RbfInterpolation1D does not support more than {0} nodes", m_sizeLimit));
}
ACQ.Math.Linalg.Matrix A = new ACQ.Math.Linalg.Matrix(n + 2, n + 2);
ACQ.Math.Linalg.Matrix rhs = new ACQ.Math.Linalg.Matrix(n + 2, 1);
for (int i = 0; i < n; i++)
{
for (int j = 0; j <= i; j++)
{
double r = System.Math.Abs((x[i] - x[j]) / m_scale);
double func = m_basisFunction[r];
A[i, j] = func;
A[j, i] = func;
}
A[i, i] = A[i, i] - smooth;
rhs[i, 0] = y[i];
}
//Linear Polynomial part
for (int i = 0; i < n; i++)
{
A[i, n] = 1;
A[i, n + 1] = x[i] / m_scale;
A[n, i] = 1;
A[n + 1, i] = x[i] / m_scale;
}
ACQ.Math.Linalg.Matrix res = A.Solve(rhs);
m_a = new double[n + 2];
for (int i = 0; i < res.Rows; i++)
{
m_a[i] = res[i, 0];
}
}
public RbfInterpolation(double[,] x, double[] y, enRadialBasisFunction basisFunction, double[] scale, double smooth)
: base(x, y, true)
{
int n = x.GetLength(0);
int dim = x.GetLength(1);
if (n > m_sizeLimit)
{
throw new ArgumentOutOfRangeException(String.Format("RbfInterpolation does not support more than {0} nodes", m_sizeLimit));
}
m_basisFunction = RadialBasisFunction.CreateRadialBasisFunction(basisFunction);
m_invscale = new double[dim];
//scale is optional argument, use scale of one if missing
if (scale == null)
{
for (int i = 0; i < m_invscale.Length; i++)
{
m_invscale[i] = 1.0;
}
}
else
{
for (int i = 0; i < m_invscale.Length; i++)
{
if (i < scale.Length)
{
m_invscale[i] = 1.0 / scale[i];
}
else
{
m_invscale[i] = 1.0;
}
}
}
ACQ.Math.Linalg.Matrix A = new ACQ.Math.Linalg.Matrix(n + dim + 1, n + dim + 1);
ACQ.Math.Linalg.Matrix rhs = new ACQ.Math.Linalg.Matrix(n + dim + 1, 1);
double[] dx = new double[dim];
for (int i = 0; i < n; i++)
{
for (int j = 0; j <= i; j++)
{
for (int k = 0; k < dim; k++)
{
dx[k] = (x[i, k] - x[j, k]) * m_invscale[k];
}
double r = norm2(dx);
double func = m_basisFunction[r];
A[i, j] = func;
A[j, i] = func;
}
A[i, i] = A[i, i] - smooth;
rhs[i, 0] = y[i];
}
//Linear Polynomial part
for (int i = 0; i < n; i++)
{
A[i, n] = 1;
A[n, i] = 1;
for (int j = 0; j < dim; j++)
{
A[i, n + 1 + j] = x[i, j] * m_invscale[j];
A[n + 1 + j, i] = x[i, j] * m_invscale[j];
}
}
ACQ.Math.Linalg.Matrix res = A.Solve(rhs);
m_a = new double[n + dim + 1];
for (int i = 0; i < res.Rows; i++)
{
m_a[i] = res[i, 0];
}
}