Connected.Components/Components/Chart/Interpolation/NaturalSpline.cs

/*
 *  Work in this file is derived from code originally written by Hans-Peter Moser:
 *  http://www.mosismath.com/NaturalSplines/NaturalSplines.html
 */

namespace Connected.Components;

public class NaturalSpline : SplineInterpolator
{
   /// <summary>
   /// Natural Spline data interpolator
   /// </summary>  
   public NaturalSpline(double[] xs, double[] ys, int resolution = 10) : base(xs, ys, resolution)
   {
      m = new Matrix(n - 2);
      gauss = new MatrixSolver(n - 2, m);

      a = new double[n];
      b = new double[n];
      c = new double[n];
      d = new double[n];
      h = new double[n - 1];

      CalcParameters();
      Integrate();
      Interpolate();
   }
   public void CalcParameters()
   {
      for (int i = 0; i < n; i++)
         a[i] = GivenYs[i];

      for (int i = 0; i < n - 1; i++)
         h[i] = GivenXs[i + 1] - GivenXs[i];

      for (int i = 0; i < n - 2; i++)
      {
         for (int k = 0; k < n - 2; k++)
         {
            m.a[i, k] = 0.0;
            m.y[i] = 0.0;
            m.x[i] = 0.0;
         }
      }

      for (int i = 0; i < n - 2; i++)
      {
         if (i == 0)
         {
            m.a[i, 0] = 2.0 * (h[0] + h[1]);
            m.a[i, 1] = h[1];
         }
         else
         {
            m.a[i, i - 1] = h[i];
            m.a[i, i] = 2.0 * (h[i] + h[i + 1]);
            if (i < n - 3)
               m.a[i, i + 1] = h[i + 1];
         }

         if ((h[i] != 0.0) && (h[i + 1] != 0.0))
            m.y[i] = ((a[i + 2] - a[i + 1]) / h[i + 1] - (a[i + 1] - a[i]) / h[i]) * 3.0;
         else
            m.y[i] = 0.0;
      }

      if (gauss.Eliminate() == false)
         throw new InvalidOperationException("error in matrix calculation");

      gauss.Solve();

      c[0] = 0.0;
      c[n - 1] = 0.0;

      for (int i = 1; i < n - 1; i++)
         c[i] = m.x[i - 1];

      for (int i = 0; i < n - 1; i++)
      {
         if (h[i] != 0.0)
         {
            d[i] = 1.0 / 3.0 / h[i] * (c[i + 1] - c[i]);
            b[i] = 1.0 / h[i] * (a[i + 1] - a[i]) - h[i] / 3.0 * (c[i + 1] + 2 * c[i]);
         }
      }
   }
}