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<?xml version="1.0" encoding="UTF-8"?>
<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:svg="http://www.w3.org/2000/svg" xmlns:ns5="http://www.w3.org/1999/xhtml" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org" xml:id="interp" xml:lang="en">
<refnamediv>
<refname>interp</refname>
<refpurpose>cubic spline evaluation function</refpurpose>
</refnamediv>
<refsynopsisdiv>
<title>Calling Sequence</title>
<synopsis>[ yp [,yp1 [,yp2 [,yp3]]]] = interp(xp, x, y, d [, out_mode])</synopsis>
</refsynopsisdiv>
<refsection>
<title>Arguments</title>
<variablelist>
<varlistentry>
<term>x,y</term>
<listitem>
<para>
real vectors of same size <literal>n</literal>: Coordinates of data points on which the interpolation and the related cubic spline (called <literal>s(X)</literal> in the following) or sub-spline function is based and built.
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>d</term>
<listitem>
<para>real vector of size(x): The derivative s'(x). Most often, s'(x) will be priorly estimated through the function splin(x, y,..)
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>out_mode</term>
<listitem>
<para>
(optional) string defining <literal>s(X)</literal> for <literal>X</literal> outside <latex>[x_1,\ x_n]</latex>.
Possible values: "by_zero" | "by_nan" | "C0" | "natural" | "linear" | "periodic"
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>xp</term>
<listitem>
<para>
real vector or matrix: abscissae at which <literal>Y</literal> is unknown and must be estimated with <literal>s(xp)</literal>
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>yp</term>
<listitem>
<para>
vector or matrix of size(xp): <literal>yp(i) = s(xp(i))</literal> or <literal>yp(i,j) = s(xp(i,j))</literal>
</para>
</listitem>
</varlistentry>
<varlistentry>
<term>yp1, yp2, yp3</term>
<listitem>
<para>
vectors (or matrices) of size(x): elementwise evaluation of the derivatives <literal>s'(xp)</literal>, <literal>s''(xp)</literal> and <literal>s'''(xp)</literal>.
</para>
</listitem>
</varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Description</title>
<para>
The cubic spline function <literal>s(X)</literal> interpolating the <literal>(x,y)</literal> set of given points is a continuous and derivable piece-wise function defined over <latex>[x_1,\ x_n]</latex>. It consists of a set of cubic polynomials, each one <latex>p_k(X)</latex> being defined on <latex>[x_k,\ x_{k+1}]</latex> and connected in values and slopes to both its neighbours. Thus, we can state that for each <latex>X\ \in\ [x_k,\ x_{k+1}],\ s(X) = p_k(X)</latex>, such that
<latex>s(x_i) = y_i,\quad \mbox{and}\quad s'(x_i) = d_i</latex>. Then, interp() evaluates <literal>s(X)</literal> (and <literal>s'(X), s''(X), s'''(X)</literal> if needed) at <literal>xp(i)</literal>, such that
</para>
<latex style="display" align="center"><![CDATA[ yp_i = s(xp_i) \quad or \quad yp_{i,j} = s(xp_{i,j}) ]]></latex>
<latex style="display" align="center"><![CDATA[ yp1_i = s'(xp_i) \quad or \quad yp1_{i,j} = s'(xp_{i,j}) ]]></latex>
<latex style="display" align="center"><![CDATA[ yp2_i = s''(xp_i) \quad or \quad yp2_{i,j} = s''(xp_{i,j}) ]]></latex>
<latex style="display" align="center"><![CDATA[ yp3_i = s'''(xp_i) \quad or \quad yp3_{i,j} = s'''(xp_{i,j}) ]]></latex>
<para>
The <literal>out_mode</literal> parameter set the evaluation rule
for extrapolation, i.e. for <literal>xp(i)</literal> outside <latex>[x_1,\ x_n]</latex> :
</para>
<variablelist>
<varlistentry>
<term>"by_zero"</term>
<listitem>
<para>an extrapolation by zero is done</para>
</listitem>
</varlistentry>
<varlistentry>
<term>"by_nan"</term>
<listitem>
<para>extrapolation by Nan (%nan)</para>
</listitem>
</varlistentry>
<varlistentry>
<term>"C0"</term>
<listitem>
<para>the extrapolation is defined as follows :</para>
<latex style="display" align="center"><![CDATA[ xp_i < x_1 \Rightarrow yp_i = y_1 ]]></latex>
<latex style="display" align="center"><![CDATA[ xp_i > x_n \Rightarrow yp_i = y_n ]]></latex>
</listitem>
</varlistentry>
<varlistentry>
<term>"natural"</term>
<listitem>
<para>
the extrapolation is defined as follows (<latex>p_i(x)</latex> being the polynomial defining
<literal>s(X)</literal> on <latex>[x_i,\ x_{i+1}]</latex>)
</para>
<latex style="display" align="center"><![CDATA[ xp_i < x_1 \Rightarrow yp_i = p_1(xp_i) ]]></latex>
<latex style="display" align="center"><![CDATA[ xp_i > x_n \Rightarrow yp_i = p_{n-1}(xp_i) ]]></latex>
</listitem>
</varlistentry>
<varlistentry>
<term>"linear"</term>
<listitem>
<para>the extrapolation is defined as follows :</para>
<latex style="display" align="center"><![CDATA[ xp_i < x_1 \Rightarrow yp_i = y_1 + d_1.(xp_i - x_1) ]]></latex>
<latex style="display" align="center"><![CDATA[ xp_i > x_n \Rightarrow yp_i = y_n + d_n.(xp_i - x_n) ]]></latex>
</listitem>
</varlistentry>
<varlistentry>
<term>"periodic"</term>
<listitem>
<para>
<literal>s(X)</literal> is extended by periodicity:
</para>
<latex style="display" align="center"><![CDATA[ yp_i = s( x_1 + ( (xp_i-x_1)\ \mbox{modulo}\ [x_n-x_1] ) ) ]]></latex>
</listitem>
</varlistentry>
</variablelist>
</refsection>
<refsection>
<title>Examples</title>
<programlisting role="example"><![CDATA[
// see the examples of splin and lsq_splin
// an example showing C2 and C1 continuity of spline and subspline
a = -8; b = 8;
x = linspace(a,b,20)';
y = sinc(x);
dk = splin(x,y); // not_a_knot
df = splin(x,y, "fast");
xx = linspace(a,b,800)';
[yyk, yy1k, yy2k] = interp(xx, x, y, dk);
[yyf, yy1f, yy2f] = interp(xx, x, y, df);
clf()
subplot(3,1,1)
plot2d(xx, [yyk yyf])
plot2d(x, y, style=-9)
legends(["not_a_knot spline","fast sub-spline","interpolation points"],...
[1 2 -9], "ur",%f)
xtitle("spline interpolation")
subplot(3,1,2)
plot2d(xx, [yy1k yy1f])
legends(["not_a_knot spline","fast sub-spline"], [1 2], "ur",%f)
xtitle("spline interpolation (derivatives)")
subplot(3,1,3)
plot2d(xx, [yy2k yy2f])
legends(["not_a_knot spline","fast sub-spline"], [1 2], "lr",%f)
xtitle("spline interpolation (second derivatives)")
]]></programlisting>
<scilab:image>
a = -8; b = 8;
x = linspace(a,b,20)';
y = sinc(x);
dk = splin(x,y); // not_a_knot
df = splin(x,y, "fast");
xx = linspace(a,b,800)';
[yyk, yy1k, yy2k] = interp(xx, x, y, dk);
[yyf, yy1f, yy2f] = interp(xx, x, y, df);
clf()
subplot(3,1,1)
plot2d(xx, [yyk yyf])
plot2d(x, y, style=-9)
legends(["not_a_knot spline","fast sub-spline","interpolation points"],...
[1 2 -9], "ur",%f)
xtitle("spline interpolation")
subplot(3,1,2)
plot2d(xx, [yy1k yy1f])
legends(["not_a_knot spline","fast sub-spline"], [1 2], "ur",%f)
xtitle("spline interpolation (derivatives)")
subplot(3,1,3)
plot2d(xx, [yy2k yy2f])
legends(["not_a_knot spline","fast sub-spline"], [1 2], "lr",%f)
xtitle("spline interpolation (second derivatives)")
</scilab:image>
<programlisting role="example"><![CDATA[
// here is an example showing the different extrapolation possibilities
x = linspace(0,1,11)';
y = cosh(x-0.5);
d = splin(x,y);
xx = linspace(-0.5,1.5,401)';
yy0 = interp(xx,x,y,d,"C0");
yy1 = interp(xx,x,y,d,"linear");
yy2 = interp(xx,x,y,d,"natural");
yy3 = interp(xx,x,y,d,"periodic");
clf()
plot2d(xx,[yy0 yy1 yy2 yy3],style=2:5,frameflag=2,leg="C0@linear@natural@periodic")
xtitle(" different way to evaluate a spline outside its domain")
]]></programlisting>
<scilab:image>
x = linspace(0,1,11)';
y = cosh(x-0.5);
d = splin(x,y);
xx = linspace(-0.5,1.5,401)';
yy0 = interp(xx,x,y,d,"C0");
yy1 = interp(xx,x,y,d,"linear");
yy2 = interp(xx,x,y,d,"natural");
yy3 = interp(xx,x,y,d,"periodic");
clf()
plot2d(xx,[yy0 yy1 yy2 yy3],style=2:5,frameflag=2,leg="C0@linear@natural@periodic")
xtitle(" different way to evaluate a spline outside its domain")
</scilab:image>
</refsection>
<refsection role="see also">
<title>See Also</title>
<simplelist type="inline">
<member>
<link linkend="splin">splin</link>
</member>
<member>
<link linkend="lsq_splin">lsq_splin</link>
</member>
</simplelist>
</refsection>
<refsection>
<title>History</title>
<revhistory>
<revision>
<revnumber>5.4.0</revnumber>
<revremark>previously, imaginary part of input arguments were implicitly ignored.</revremark>
</revision>
</revhistory>
</refsection>
</refentry>
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