[FEATURE] Experimental small area flow compensation (#3334)

* [FEATURE] Experimental small area flow compensation

This is a native implementation of the [Small Area Flow Compensation](https://github.com/Alexander-T-Moss/Small-Area-Flow-Comp)
post-processor by Alexander Þór for OrcaSlicer.

Quite often small areas of solid infill appear to be over-extruded, despite
the rest of a print looking like it has a well-dialled-in EM/Flow. Currently,
there isn't a good understanding of why this happens, so this is an attempt
at a brute-force approach to treat the symptom.

This feature modifies the flow of extrusion lines inversely proportional to
the length of the extrusion line (the shorter the extrusion, the less flow
it should have).

Alexander Þór: Author of the original script implementation
Weaslus: Proof Reader, Hypeman & pestered folks into making this

* [TASK] Whitespace cleanup

* [TASK] Add credits, format code, improve input labels

* [TASK] Use multi-line textbox as input for flow model

* [TASK] Toggle flow compensation per object

* [TASK] Enable flow compensation for first layer

---------

Co-authored-by: SoftFever <softfeverever@gmail.com>
This commit is contained in:
Morton Jonuschat 2024-01-20 20:07:52 -08:00 committed by GitHub
parent b30efa727f
commit 82ead12cde
No known key found for this signature in database
GPG key ID: B5690EEEBB952194
12 changed files with 1168 additions and 7 deletions

View file

@ -153,6 +153,8 @@ set(lisbslic3r_sources
GCode/PrintExtents.hpp GCode/PrintExtents.hpp
GCode/RetractWhenCrossingPerimeters.cpp GCode/RetractWhenCrossingPerimeters.cpp
GCode/RetractWhenCrossingPerimeters.hpp GCode/RetractWhenCrossingPerimeters.hpp
GCode/SmallAreaInfillFlowCompensator.cpp
GCode/SmallAreaInfillFlowCompensator.hpp
GCode/SpiralVase.cpp GCode/SpiralVase.cpp
GCode/SpiralVase.hpp GCode/SpiralVase.hpp
GCode/SeamPlacer.cpp GCode/SeamPlacer.cpp

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@ -1965,6 +1965,9 @@ void GCode::_do_export(Print& print, GCodeOutputStream &file, ThumbnailsGenerato
} else } else
m_enable_extrusion_role_markers = false; m_enable_extrusion_role_markers = false;
if (!print.config().small_area_infill_flow_compensation_model.empty())
m_small_area_infill_flow_compensator = make_unique<SmallAreaInfillFlowCompensator>(print.config());
// if thumbnail type of BTT_TFT, insert above header // if thumbnail type of BTT_TFT, insert above header
// if not, it is inserted under the header in its normal spot // if not, it is inserted under the header in its normal spot
const GCodeThumbnailsFormat m_gcode_thumbnail_format = print.full_print_config().opt_enum<GCodeThumbnailsFormat>("thumbnails_format"); const GCodeThumbnailsFormat m_gcode_thumbnail_format = print.full_print_config().opt_enum<GCodeThumbnailsFormat>("thumbnails_format");
@ -5190,15 +5193,25 @@ std::string GCode::_extrude(const ExtrusionPath &path, std::string description,
for (const Line& line : path.polyline.lines()) { for (const Line& line : path.polyline.lines()) {
const double line_length = line.length() * SCALING_FACTOR; const double line_length = line.length() * SCALING_FACTOR;
path_length += line_length; path_length += line_length;
auto dE = e_per_mm * line_length;
if (m_small_area_infill_flow_compensator && m_config.small_area_infill_flow_compensation.value) {
auto oldE = dE;
dE = m_small_area_infill_flow_compensator->modify_flow(line_length, dE, path.role());
if (m_config.gcode_comments && oldE > 0 && oldE != dE) {
description += Slic3r::format(" | Old Flow Value: %0.5f Length: %0.5f",oldE, line_length);
}
}
gcode += m_writer.extrude_to_xy( gcode += m_writer.extrude_to_xy(
this->point_to_gcode(line.b), this->point_to_gcode(line.b),
e_per_mm * line_length, dE,
GCodeWriter::full_gcode_comment ? description : "", path.is_force_no_extrusion()); GCodeWriter::full_gcode_comment ? description : "", path.is_force_no_extrusion());
} }
} else { } else {
// BBS: start to generate gcode from arc fitting data which includes line and arc // BBS: start to generate gcode from arc fitting data which includes line and arc
const std::vector<PathFittingData>& fitting_result = path.polyline.fitting_result; const std::vector<PathFittingData>& fitting_result = path.polyline.fitting_result;
for (size_t fitting_index = 0; fitting_index < fitting_result.size(); fitting_index++) { for (size_t fitting_index = 0; fitting_index < fitting_result.size(); fitting_index++) {
std::string tempDescription = description;
switch (fitting_result[fitting_index].path_type) { switch (fitting_result[fitting_index].path_type) {
case EMovePathType::Linear_move: { case EMovePathType::Linear_move: {
size_t start_index = fitting_result[fitting_index].start_point_index; size_t start_index = fitting_result[fitting_index].start_point_index;
@ -5207,10 +5220,19 @@ std::string GCode::_extrude(const ExtrusionPath &path, std::string description,
const Line line = Line(path.polyline.points[point_index - 1], path.polyline.points[point_index]); const Line line = Line(path.polyline.points[point_index - 1], path.polyline.points[point_index]);
const double line_length = line.length() * SCALING_FACTOR; const double line_length = line.length() * SCALING_FACTOR;
path_length += line_length; path_length += line_length;
auto dE = e_per_mm * line_length;
if (m_small_area_infill_flow_compensator && m_config.small_area_infill_flow_compensation.value) {
auto oldE = dE;
dE = m_small_area_infill_flow_compensator->modify_flow(line_length, dE, path.role());
if (m_config.gcode_comments && oldE > 0 && oldE != dE) {
tempDescription += Slic3r::format(" | Old Flow Value: %0.5f Length: %0.5f",oldE, line_length);
}
}
gcode += m_writer.extrude_to_xy( gcode += m_writer.extrude_to_xy(
this->point_to_gcode(line.b), this->point_to_gcode(line.b),
e_per_mm * line_length, dE,
GCodeWriter::full_gcode_comment ? description : "", path.is_force_no_extrusion()); GCodeWriter::full_gcode_comment ? tempDescription : "", path.is_force_no_extrusion());
} }
break; break;
} }
@ -5220,12 +5242,21 @@ std::string GCode::_extrude(const ExtrusionPath &path, std::string description,
const double arc_length = fitting_result[fitting_index].arc_data.length * SCALING_FACTOR; const double arc_length = fitting_result[fitting_index].arc_data.length * SCALING_FACTOR;
const Vec2d center_offset = this->point_to_gcode(arc.center) - this->point_to_gcode(arc.start_point); const Vec2d center_offset = this->point_to_gcode(arc.center) - this->point_to_gcode(arc.start_point);
path_length += arc_length; path_length += arc_length;
auto dE = e_per_mm * arc_length;
if (m_small_area_infill_flow_compensator && m_config.small_area_infill_flow_compensation.value) {
auto oldE = dE;
dE = m_small_area_infill_flow_compensator->modify_flow(arc_length, dE, path.role());
if (m_config.gcode_comments && oldE > 0 && oldE != dE) {
tempDescription += Slic3r::format(" | Old Flow Value: %0.5f Length: %0.5f",oldE, arc_length);
}
}
gcode += m_writer.extrude_arc_to_xy( gcode += m_writer.extrude_arc_to_xy(
this->point_to_gcode(arc.end_point), this->point_to_gcode(arc.end_point),
center_offset, center_offset,
e_per_mm * arc_length, dE,
arc.direction == ArcDirection::Arc_Dir_CCW, arc.direction == ArcDirection::Arc_Dir_CCW,
GCodeWriter::full_gcode_comment ? description : "", path.is_force_no_extrusion()); GCodeWriter::full_gcode_comment ? tempDescription : "", path.is_force_no_extrusion());
break; break;
} }
default: default:
@ -5247,6 +5278,7 @@ std::string GCode::_extrude(const ExtrusionPath &path, std::string description,
pre_fan_enabled = check_overhang_fan(new_points[0].overlap, path.role()); pre_fan_enabled = check_overhang_fan(new_points[0].overlap, path.role());
for (size_t i = 1; i < new_points.size(); i++) { for (size_t i = 1; i < new_points.size(); i++) {
std::string tempDescription = description;
const ProcessedPoint &processed_point = new_points[i]; const ProcessedPoint &processed_point = new_points[i];
const ProcessedPoint &pre_processed_point = new_points[i-1]; const ProcessedPoint &pre_processed_point = new_points[i-1];
Vec2d p = this->point_to_gcode_quantized(processed_point.p); Vec2d p = this->point_to_gcode_quantized(processed_point.p);
@ -5285,8 +5317,17 @@ std::string GCode::_extrude(const ExtrusionPath &path, std::string description,
gcode += m_writer.set_speed(new_speed, "", comment); gcode += m_writer.set_speed(new_speed, "", comment);
last_set_speed = new_speed; last_set_speed = new_speed;
} }
auto dE = e_per_mm * line_length;
if (m_small_area_infill_flow_compensator && m_config.small_area_infill_flow_compensation.value) {
auto oldE = dE;
dE = m_small_area_infill_flow_compensator->modify_flow(line_length, dE, path.role());
if (m_config.gcode_comments && oldE > 0 && oldE != dE) {
tempDescription += Slic3r::format(" | Old Flow Value: %0.5f Length: %0.5f",oldE, line_length);
}
}
gcode += gcode +=
m_writer.extrude_to_xy(p, e_per_mm * line_length, GCodeWriter::full_gcode_comment ? description : ""); m_writer.extrude_to_xy(p, dE, GCodeWriter::full_gcode_comment ? tempDescription : "");
prev = p; prev = p;

View file

@ -23,6 +23,7 @@
#include "GCode/ExtrusionProcessor.hpp" #include "GCode/ExtrusionProcessor.hpp"
#include "GCode/PressureEqualizer.hpp" #include "GCode/PressureEqualizer.hpp"
#include "GCode/SmallAreaInfillFlowCompensator.hpp"
#include <memory> #include <memory>
#include <map> #include <map>
@ -531,6 +532,8 @@ private:
std::unique_ptr<WipeTowerIntegration> m_wipe_tower; std::unique_ptr<WipeTowerIntegration> m_wipe_tower;
std::unique_ptr<SmallAreaInfillFlowCompensator> m_small_area_infill_flow_compensator;
// Heights (print_z) at which the skirt has already been extruded. // Heights (print_z) at which the skirt has already been extruded.
std::vector<coordf_t> m_skirt_done; std::vector<coordf_t> m_skirt_done;
// Has the brim been extruded already? Brim is being extruded only for the first object of a multi-object print. // Has the brim been extruded already? Brim is being extruded only for the first object of a multi-object print.
@ -593,6 +596,7 @@ private:
friend class WipeTowerIntegration; friend class WipeTowerIntegration;
friend class PressureEqualizer; friend class PressureEqualizer;
friend class Print; friend class Print;
friend class SmallAreaInfillFlowCompensator;
}; };
std::vector<const PrintInstance*> sort_object_instances_by_model_order(const Print& print, bool init_order = false); std::vector<const PrintInstance*> sort_object_instances_by_model_order(const Print& print, bool init_order = false);

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@ -0,0 +1,88 @@
// Modify the flow of extrusion lines inversely proportional to the length of
// the extrusion line. When infill lines get shorter the flow rate will auto-
// matically be reduced to mitigate the effect of small infill areas being
// over-extruded.
// Based on original work by Alexander Þór licensed under the GPLv3:
// https://github.com/Alexander-T-Moss/Small-Area-Flow-Comp
#include <math.h>
#include <cstring>
#include <cfloat>
#include "../libslic3r.h"
#include "../PrintConfig.hpp"
#include "SmallAreaInfillFlowCompensator.hpp"
namespace Slic3r {
bool nearly_equal(double a, double b)
{
return std::nextafter(a, std::numeric_limits<double>::lowest()) <= b && std::nextafter(a, std::numeric_limits<double>::max()) >= b;
}
SmallAreaInfillFlowCompensator::SmallAreaInfillFlowCompensator(const Slic3r::GCodeConfig& config)
{
for (auto& line : config.small_area_infill_flow_compensation_model.values) {
std::istringstream iss(line);
std::string value_str;
double eLength = 0.0;
if (std::getline(iss, value_str, ',')) {
try {
eLength = std::stod(value_str);
if (std::getline(iss, value_str, ',')) {
eLengths.push_back(eLength);
flowComps.push_back(std::stod(value_str));
}
} catch (...) {
std::stringstream ss;
ss << "Error parsing data point in small area infill compensation model:" << line << std::endl;
throw Slic3r::InvalidArgument(ss.str());
}
}
}
for (int i = 0; i < eLengths.size(); i++) {
if (i == 0) {
if (!nearly_equal(eLengths[i], 0.0)) {
throw Slic3r::InvalidArgument("First extrusion length for small area infill compensation model must be 0");
}
} else {
if (nearly_equal(eLengths[i], 0.0)) {
throw Slic3r::InvalidArgument("Only the first extrusion length for small area infill compensation model can be 0");
}
if (eLengths[i] <= eLengths[i - 1]) {
throw Slic3r::InvalidArgument("Extrusion lengths for subsequent points must be increasing");
}
}
}
if (!flowComps.empty() && !nearly_equal(flowComps.back(), 1.0)) {
throw Slic3r::InvalidArgument("Final compensation factor for small area infill flow compensation model must be 1.0");
}
flowModel.set_points(eLengths, flowComps);
}
double SmallAreaInfillFlowCompensator::flow_comp_model(const double line_length)
{
if (line_length == 0 || line_length > max_modified_length()) {
return 1.0;
}
return flowModel(line_length);
}
double SmallAreaInfillFlowCompensator::modify_flow(const double line_length, const double dE, const ExtrusionRole role)
{
if (role == ExtrusionRole::erSolidInfill || role == ExtrusionRole::erTopSolidInfill || role == ExtrusionRole::erBottomSurface) {
return dE * flow_comp_model(line_length);
}
return dE;
}
} // namespace Slic3r

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@ -0,0 +1,35 @@
#ifndef slic3r_GCode_SmallAreaInfillFlowCompensator_hpp_
#define slic3r_GCode_SmallAreaInfillFlowCompensator_hpp_
#include "../libslic3r.h"
#include "../PrintConfig.hpp"
#include "../ExtrusionEntity.hpp"
#include "spline/spline.h"
namespace Slic3r {
class SmallAreaInfillFlowCompensator
{
public:
SmallAreaInfillFlowCompensator() = delete;
explicit SmallAreaInfillFlowCompensator(const Slic3r::GCodeConfig& config);
~SmallAreaInfillFlowCompensator() = default;
double modify_flow(const double line_length, const double dE, const ExtrusionRole role);
private:
// Model points
std::vector<double> eLengths;
std::vector<double> flowComps;
// TODO: Cubic Spline
tk::spline flowModel;
double flow_comp_model(const double line_length);
double max_modified_length() { return eLengths.back(); }
};
} // namespace Slic3r
#endif /* slic3r_GCode_SmallAreaInfillFlowCompensator_hpp_ */

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@ -817,6 +817,7 @@ static std::vector<std::string> s_Preset_print_options {
"wipe_tower_cone_angle", "wipe_tower_extra_spacing", "wipe_tower_extruder", "wiping_volumes_extruders","wipe_tower_bridging", "single_extruder_multi_material_priming", "wipe_tower_cone_angle", "wipe_tower_extra_spacing", "wipe_tower_extruder", "wiping_volumes_extruders","wipe_tower_bridging", "single_extruder_multi_material_priming",
"wipe_tower_rotation_angle", "tree_support_branch_distance_organic", "tree_support_branch_diameter_organic", "tree_support_branch_angle_organic", "wipe_tower_rotation_angle", "tree_support_branch_distance_organic", "tree_support_branch_diameter_organic", "tree_support_branch_angle_organic",
"hole_to_polyhole", "hole_to_polyhole_threshold", "hole_to_polyhole_twisted", "mmu_segmented_region_max_width", "mmu_segmented_region_interlocking_depth", "hole_to_polyhole", "hole_to_polyhole_threshold", "hole_to_polyhole_twisted", "mmu_segmented_region_max_width", "mmu_segmented_region_interlocking_depth",
"small_area_infill_flow_compensation", "small_area_infill_flow_compensation_model",
}; };
static std::vector<std::string> s_Preset_filament_options { static std::vector<std::string> s_Preset_filament_options {

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@ -2668,6 +2668,26 @@ def = this->add("filament_loading_speed", coFloats);
def->mode = comAdvanced; def->mode = comAdvanced;
def->set_default_value(new ConfigOptionString("")); def->set_default_value(new ConfigOptionString(""));
def = this->add("small_area_infill_flow_compensation", coBool);
def->label = L("Enable Flow Compensation");
def->tooltip = L("Enable flow compensation for small infill areas");
def->mode = comAdvanced;
def->set_default_value(new ConfigOptionBool(false));
def = this->add("small_area_infill_flow_compensation_model", coStrings);
def->label = L("Flow Compensation Model");
def->tooltip = L(
"Flow Compensation Model, used to adjust the flow for small infill "
"areas. The model is expressed as a comma separated pair of values for "
"extrusion length and flow correction factors, one per line, in the "
"following format: \"1.234,5.678\"");
def->mode = comAdvanced;
def->gui_flags = "serialized";
def->multiline = true;
def->full_width = true;
def->height = 15;
def->set_default_value(new ConfigOptionStrings{"0,0", "\n0.2,0.4444", "\n0.4,0.6145", "\n0.6,0.7059", "\n0.8,0.7619", "\n1.5,0.8571", "\n2,0.8889", "\n3,0.9231", "\n5,0.9520", "\n10,1"});
{ {
struct AxisDefault { struct AxisDefault {
std::string name; std::string name;

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@ -920,6 +920,7 @@ PRINT_CONFIG_CLASS_DEFINE(
((ConfigOptionEnum<WallSequence>, wall_sequence)) ((ConfigOptionEnum<WallSequence>, wall_sequence))
((ConfigOptionBool, is_infill_first)) ((ConfigOptionBool, is_infill_first))
((ConfigOptionBool, small_area_infill_flow_compensation))
) )
PRINT_CONFIG_CLASS_DEFINE( PRINT_CONFIG_CLASS_DEFINE(
@ -1067,6 +1068,8 @@ PRINT_CONFIG_CLASS_DEFINE(
((ConfigOptionBool, enable_filament_ramming)) ((ConfigOptionBool, enable_filament_ramming))
((ConfigOptionBool, support_multi_bed_types)) ((ConfigOptionBool, support_multi_bed_types))
// Small Area Infill Flow Compensation
((ConfigOptionStrings, small_area_infill_flow_compensation_model))
) )
// This object is mapped to Perl as Slic3r::Config::Print. // This object is mapped to Perl as Slic3r::Config::Print.

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@ -928,6 +928,10 @@ bool PrintObject::invalidate_state_by_config_options(
|| opt_key == "wipe_on_loops" || opt_key == "wipe_on_loops"
|| opt_key == "wipe_speed") { || opt_key == "wipe_speed") {
steps.emplace_back(posPerimeters); steps.emplace_back(posPerimeters);
} else if (
opt_key == "small_area_infill_flow_compensation"
|| opt_key == "small_area_infill_flow_compensation_model") {
steps.emplace_back(posSlice);
} else if (opt_key == "gap_infill_speed" } else if (opt_key == "gap_infill_speed"
|| opt_key == "filter_out_gap_fill" ) { || opt_key == "filter_out_gap_fill" ) {
// Return true if gap-fill speed has changed from zero value to non-zero or from non-zero value to zero. // Return true if gap-fill speed has changed from zero value to non-zero or from non-zero value to zero.

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@ -742,6 +742,10 @@ void ConfigManipulation::toggle_print_fff_options(DynamicPrintConfig *config, co
apply(config, &new_conf); apply(config, &new_conf);
} }
toggle_line("timelapse_type", is_BBL_Printer); toggle_line("timelapse_type", is_BBL_Printer);
bool have_small_area_infill_flow_compensation = config->opt_bool("small_area_infill_flow_compensation");
toggle_line("small_area_infill_flow_compensation_model", have_small_area_infill_flow_compensation);
} }
void ConfigManipulation::update_print_sla_config(DynamicPrintConfig* config, const bool is_global_config/* = false*/) void ConfigManipulation::update_print_sla_config(DynamicPrintConfig* config, const bool is_global_config/* = false*/)

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@ -1970,6 +1970,14 @@ void TabPrint::build()
optgroup->append_single_option_line("only_one_wall_first_layer"); optgroup->append_single_option_line("only_one_wall_first_layer");
optgroup->append_single_option_line("reduce_crossing_wall"); optgroup->append_single_option_line("reduce_crossing_wall");
optgroup->append_single_option_line("max_travel_detour_distance"); optgroup->append_single_option_line("max_travel_detour_distance");
optgroup = page->new_optgroup(L("Small Area Infill Flow Compensation (experimental)"), L"param_advanced");
optgroup->append_single_option_line("small_area_infill_flow_compensation");
Option option = optgroup->get_option("small_area_infill_flow_compensation_model");
option.opt.full_width = true;
option.opt.is_code = true;
option.opt.height = 15;
optgroup->append_single_option_line(option);
optgroup = page->new_optgroup(L("Bridging"), L"param_advanced"); optgroup = page->new_optgroup(L("Bridging"), L"param_advanced");
optgroup->append_single_option_line("bridge_flow"); optgroup->append_single_option_line("bridge_flow");
@ -2200,7 +2208,7 @@ void TabPrint::build()
optgroup->append_single_option_line("gcode_comments"); optgroup->append_single_option_line("gcode_comments");
optgroup->append_single_option_line("gcode_label_objects"); optgroup->append_single_option_line("gcode_label_objects");
optgroup->append_single_option_line("exclude_object"); optgroup->append_single_option_line("exclude_object");
Option option = optgroup->get_option("filename_format"); option = optgroup->get_option("filename_format");
// option.opt.full_width = true; // option.opt.full_width = true;
option.opt.is_code = true; option.opt.is_code = true;
option.opt.multiline = true; option.opt.multiline = true;

951
src/spline/spline.h Normal file
View file

@ -0,0 +1,951 @@
/*
* spline.h
*
* simple cubic spline interpolation library without external
* dependencies
*
* ---------------------------------------------------------------------
* Copyright (C) 2011, 2014, 2016, 2021 Tino Kluge (ttk448 at gmail.com)
*
* This program is free software; you can redistribute it and/or
* modify it under the terms of the GNU General Public License
* as published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
* ---------------------------------------------------------------------
*
*/
#ifndef TK_SPLINE_H
#define TK_SPLINE_H
#include <cstdio>
#include <cassert>
#include <cmath>
#include <vector>
#include <algorithm>
#ifdef HAVE_SSTREAM
#include <sstream>
#include <string>
#endif // HAVE_SSTREAM
// not ideal but disable unused-function warnings
// (we get them because we have implementations in the header file,
// and this is because we want to be able to quickly separate them
// into a cpp file if necessary)
#if !defined(_MSC_VER)
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wunused-function"
#endif
// unnamed namespace only because the implementation is in this
// header file and we don't want to export symbols to the obj files
namespace
{
namespace tk
{
// spline interpolation
class spline
{
public:
// spline types
enum spline_type {
linear = 10, // linear interpolation
cspline = 30, // cubic splines (classical C^2)
cspline_hermite = 31 // cubic hermite splines (local, only C^1)
};
// boundary condition type for the spline end-points
enum bd_type {
first_deriv = 1,
second_deriv = 2,
not_a_knot = 3
};
protected:
std::vector<double> m_x,m_y; // x,y coordinates of points
// interpolation parameters
// f(x) = a_i + b_i*(x-x_i) + c_i*(x-x_i)^2 + d_i*(x-x_i)^3
// where a_i = y_i, or else it won't go through grid points
std::vector<double> m_b,m_c,m_d; // spline coefficients
double m_c0; // for left extrapolation
spline_type m_type;
bd_type m_left, m_right;
double m_left_value, m_right_value;
bool m_made_monotonic;
void set_coeffs_from_b(); // calculate c_i, d_i from b_i
size_t find_closest(double x) const; // closest idx so that m_x[idx]<=x
public:
// default constructor: set boundary condition to be zero curvature
// at both ends, i.e. natural splines
spline(): m_type(cspline),
m_left(second_deriv), m_right(second_deriv),
m_left_value(0.0), m_right_value(0.0), m_made_monotonic(false)
{
;
}
spline(const std::vector<double>& X, const std::vector<double>& Y,
spline_type type = cspline,
bool make_monotonic = false,
bd_type left = second_deriv, double left_value = 0.0,
bd_type right = second_deriv, double right_value = 0.0
):
m_type(type),
m_left(left), m_right(right),
m_left_value(left_value), m_right_value(right_value),
m_made_monotonic(false) // false correct here: make_monotonic() sets it
{
this->set_points(X,Y,m_type);
if(make_monotonic) {
this->make_monotonic();
}
}
// modify boundary conditions: if called it must be before set_points()
void set_boundary(bd_type left, double left_value,
bd_type right, double right_value);
// set all data points (cubic_spline=false means linear interpolation)
void set_points(const std::vector<double>& x,
const std::vector<double>& y,
spline_type type=cspline);
// adjust coefficients so that the spline becomes piecewise monotonic
// where possible
// this is done by adjusting slopes at grid points by a non-negative
// factor and this will break C^2
// this can also break boundary conditions if adjustments need to
// be made at the boundary points
// returns false if no adjustments have been made, true otherwise
bool make_monotonic();
// evaluates the spline at point x
double operator() (double x) const;
double deriv(int order, double x) const;
// solves for all x so that: spline(x) = y
std::vector<double> solve(double y, bool ignore_extrapolation=true) const;
// returns the input data points
std::vector<double> get_x() const { return m_x; }
std::vector<double> get_y() const { return m_y; }
double get_x_min() const { assert(!m_x.empty()); return m_x.front(); }
double get_x_max() const { assert(!m_x.empty()); return m_x.back(); }
#ifdef HAVE_SSTREAM
// spline info string, i.e. spline type, boundary conditions etc.
std::string info() const;
#endif // HAVE_SSTREAM
};
namespace internal
{
// band matrix solver
class band_matrix
{
private:
std::vector< std::vector<double> > m_upper; // upper band
std::vector< std::vector<double> > m_lower; // lower band
public:
band_matrix() {}; // constructor
band_matrix(int dim, int n_u, int n_l); // constructor
~band_matrix() {}; // destructor
void resize(int dim, int n_u, int n_l); // init with dim,n_u,n_l
int dim() const; // matrix dimension
int num_upper() const
{
return (int)m_upper.size()-1;
}
int num_lower() const
{
return (int)m_lower.size()-1;
}
// access operator
double & operator () (int i, int j); // write
double operator () (int i, int j) const; // read
// we can store an additional diagonal (in m_lower)
double& saved_diag(int i);
double saved_diag(int i) const;
void lu_decompose();
std::vector<double> r_solve(const std::vector<double>& b) const;
std::vector<double> l_solve(const std::vector<double>& b) const;
std::vector<double> lu_solve(const std::vector<double>& b,
bool is_lu_decomposed=false);
};
double get_eps();
std::vector<double> solve_cubic(double a, double b, double c, double d,
int newton_iter=0);
} // namespace internal
// ---------------------------------------------------------------------
// implementation part, which could be separated into a cpp file
// ---------------------------------------------------------------------
// spline implementation
// -----------------------
void spline::set_boundary(spline::bd_type left, double left_value,
spline::bd_type right, double right_value)
{
assert(m_x.size()==0); // set_points() must not have happened yet
m_left=left;
m_right=right;
m_left_value=left_value;
m_right_value=right_value;
}
void spline::set_coeffs_from_b()
{
assert(m_x.size()==m_y.size());
assert(m_x.size()==m_b.size());
assert(m_x.size()>2);
size_t n=m_b.size();
if(m_c.size()!=n)
m_c.resize(n);
if(m_d.size()!=n)
m_d.resize(n);
for(size_t i=0; i<n-1; i++) {
const double h = m_x[i+1]-m_x[i];
// from continuity and differentiability condition
m_c[i] = ( 3.0*(m_y[i+1]-m_y[i])/h - (2.0*m_b[i]+m_b[i+1]) ) / h;
// from differentiability condition
m_d[i] = ( (m_b[i+1]-m_b[i])/(3.0*h) - 2.0/3.0*m_c[i] ) / h;
}
// for left extrapolation coefficients
m_c0 = (m_left==first_deriv) ? 0.0 : m_c[0];
}
void spline::set_points(const std::vector<double>& x,
const std::vector<double>& y,
spline_type type)
{
assert(x.size()==y.size());
assert(x.size()>=3);
// not-a-knot with 3 points has many solutions
if(m_left==not_a_knot || m_right==not_a_knot)
assert(x.size()>=4);
m_type=type;
m_made_monotonic=false;
m_x=x;
m_y=y;
int n = (int) x.size();
// check strict monotonicity of input vector x
for(int i=0; i<n-1; i++) {
assert(m_x[i]<m_x[i+1]);
}
if(type==linear) {
// linear interpolation
m_d.resize(n);
m_c.resize(n);
m_b.resize(n);
for(int i=0; i<n-1; i++) {
m_d[i]=0.0;
m_c[i]=0.0;
m_b[i]=(m_y[i+1]-m_y[i])/(m_x[i+1]-m_x[i]);
}
// ignore boundary conditions, set slope equal to the last segment
m_b[n-1]=m_b[n-2];
m_c[n-1]=0.0;
m_d[n-1]=0.0;
} else if(type==cspline) {
// classical cubic splines which are C^2 (twice cont differentiable)
// this requires solving an equation system
// setting up the matrix and right hand side of the equation system
// for the parameters b[]
int n_upper = (m_left == spline::not_a_knot) ? 2 : 1;
int n_lower = (m_right == spline::not_a_knot) ? 2 : 1;
internal::band_matrix A(n,n_upper,n_lower);
std::vector<double> rhs(n);
for(int i=1; i<n-1; i++) {
A(i,i-1)=1.0/3.0*(x[i]-x[i-1]);
A(i,i)=2.0/3.0*(x[i+1]-x[i-1]);
A(i,i+1)=1.0/3.0*(x[i+1]-x[i]);
rhs[i]=(y[i+1]-y[i])/(x[i+1]-x[i]) - (y[i]-y[i-1])/(x[i]-x[i-1]);
}
// boundary conditions
if(m_left == spline::second_deriv) {
// 2*c[0] = f''
A(0,0)=2.0;
A(0,1)=0.0;
rhs[0]=m_left_value;
} else if(m_left == spline::first_deriv) {
// b[0] = f', needs to be re-expressed in terms of c:
// (2c[0]+c[1])(x[1]-x[0]) = 3 ((y[1]-y[0])/(x[1]-x[0]) - f')
A(0,0)=2.0*(x[1]-x[0]);
A(0,1)=1.0*(x[1]-x[0]);
rhs[0]=3.0*((y[1]-y[0])/(x[1]-x[0])-m_left_value);
} else if(m_left == spline::not_a_knot) {
// f'''(x[1]) exists, i.e. d[0]=d[1], or re-expressed in c:
// -h1*c[0] + (h0+h1)*c[1] - h0*c[2] = 0
A(0,0) = -(x[2]-x[1]);
A(0,1) = x[2]-x[0];
A(0,2) = -(x[1]-x[0]);
rhs[0] = 0.0;
} else {
assert(false);
}
if(m_right == spline::second_deriv) {
// 2*c[n-1] = f''
A(n-1,n-1)=2.0;
A(n-1,n-2)=0.0;
rhs[n-1]=m_right_value;
} else if(m_right == spline::first_deriv) {
// b[n-1] = f', needs to be re-expressed in terms of c:
// (c[n-2]+2c[n-1])(x[n-1]-x[n-2])
// = 3 (f' - (y[n-1]-y[n-2])/(x[n-1]-x[n-2]))
A(n-1,n-1)=2.0*(x[n-1]-x[n-2]);
A(n-1,n-2)=1.0*(x[n-1]-x[n-2]);
rhs[n-1]=3.0*(m_right_value-(y[n-1]-y[n-2])/(x[n-1]-x[n-2]));
} else if(m_right == spline::not_a_knot) {
// f'''(x[n-2]) exists, i.e. d[n-3]=d[n-2], or re-expressed in c:
// -h_{n-2}*c[n-3] + (h_{n-3}+h_{n-2})*c[n-2] - h_{n-3}*c[n-1] = 0
A(n-1,n-3) = -(x[n-1]-x[n-2]);
A(n-1,n-2) = x[n-1]-x[n-3];
A(n-1,n-1) = -(x[n-2]-x[n-3]);
rhs[0] = 0.0;
} else {
assert(false);
}
// solve the equation system to obtain the parameters c[]
m_c=A.lu_solve(rhs);
// calculate parameters b[] and d[] based on c[]
m_d.resize(n);
m_b.resize(n);
for(int i=0; i<n-1; i++) {
m_d[i]=1.0/3.0*(m_c[i+1]-m_c[i])/(x[i+1]-x[i]);
m_b[i]=(y[i+1]-y[i])/(x[i+1]-x[i])
- 1.0/3.0*(2.0*m_c[i]+m_c[i+1])*(x[i+1]-x[i]);
}
// for the right extrapolation coefficients (zero cubic term)
// f_{n-1}(x) = y_{n-1} + b*(x-x_{n-1}) + c*(x-x_{n-1})^2
double h=x[n-1]-x[n-2];
// m_c[n-1] is determined by the boundary condition
m_d[n-1]=0.0;
m_b[n-1]=3.0*m_d[n-2]*h*h+2.0*m_c[n-2]*h+m_b[n-2]; // = f'_{n-2}(x_{n-1})
if(m_right==first_deriv)
m_c[n-1]=0.0; // force linear extrapolation
} else if(type==cspline_hermite) {
// hermite cubic splines which are C^1 (cont. differentiable)
// and derivatives are specified on each grid point
// (here we use 3-point finite differences)
m_b.resize(n);
m_c.resize(n);
m_d.resize(n);
// set b to match 1st order derivative finite difference
for(int i=1; i<n-1; i++) {
const double h = m_x[i+1]-m_x[i];
const double hl = m_x[i]-m_x[i-1];
m_b[i] = -h/(hl*(hl+h))*m_y[i-1] + (h-hl)/(hl*h)*m_y[i]
+ hl/(h*(hl+h))*m_y[i+1];
}
// boundary conditions determine b[0] and b[n-1]
if(m_left==first_deriv) {
m_b[0]=m_left_value;
} else if(m_left==second_deriv) {
const double h = m_x[1]-m_x[0];
m_b[0]=0.5*(-m_b[1]-0.5*m_left_value*h+3.0*(m_y[1]-m_y[0])/h);
} else if(m_left == not_a_knot) {
// f''' continuous at x[1]
const double h0 = m_x[1]-m_x[0];
const double h1 = m_x[2]-m_x[1];
m_b[0]= -m_b[1] + 2.0*(m_y[1]-m_y[0])/h0
+ h0*h0/(h1*h1)*(m_b[1]+m_b[2]-2.0*(m_y[2]-m_y[1])/h1);
} else {
assert(false);
}
if(m_right==first_deriv) {
m_b[n-1]=m_right_value;
m_c[n-1]=0.0;
} else if(m_right==second_deriv) {
const double h = m_x[n-1]-m_x[n-2];
m_b[n-1]=0.5*(-m_b[n-2]+0.5*m_right_value*h+3.0*(m_y[n-1]-m_y[n-2])/h);
m_c[n-1]=0.5*m_right_value;
} else if(m_right == not_a_knot) {
// f''' continuous at x[n-2]
const double h0 = m_x[n-2]-m_x[n-3];
const double h1 = m_x[n-1]-m_x[n-2];
m_b[n-1]= -m_b[n-2] + 2.0*(m_y[n-1]-m_y[n-2])/h1 + h1*h1/(h0*h0)
*(m_b[n-3]+m_b[n-2]-2.0*(m_y[n-2]-m_y[n-3])/h0);
// f'' continuous at x[n-1]: c[n-1] = 3*d[n-2]*h[n-2] + c[n-1]
m_c[n-1]=(m_b[n-2]+2.0*m_b[n-1])/h1-3.0*(m_y[n-1]-m_y[n-2])/(h1*h1);
} else {
assert(false);
}
m_d[n-1]=0.0;
// parameters c and d are determined by continuity and differentiability
set_coeffs_from_b();
} else {
assert(false);
}
// for left extrapolation coefficients
m_c0 = (m_left==first_deriv) ? 0.0 : m_c[0];
}
bool spline::make_monotonic()
{
assert(m_x.size()==m_y.size());
assert(m_x.size()==m_b.size());
assert(m_x.size()>2);
bool modified = false;
const int n=(int)m_x.size();
// make sure: input data monotonic increasing --> b_i>=0
// input data monotonic decreasing --> b_i<=0
for(int i=0; i<n; i++) {
int im1 = std::max(i-1, 0);
int ip1 = std::min(i+1, n-1);
if( ((m_y[im1]<=m_y[i]) && (m_y[i]<=m_y[ip1]) && m_b[i]<0.0) ||
((m_y[im1]>=m_y[i]) && (m_y[i]>=m_y[ip1]) && m_b[i]>0.0) ) {
modified=true;
m_b[i]=0.0;
}
}
// if input data is monotonic (b[i], b[i+1], avg have all the same sign)
// ensure a sufficient criteria for monotonicity is satisfied:
// sqrt(b[i]^2+b[i+1]^2) <= 3 |avg|, with avg=(y[i+1]-y[i])/h,
for(int i=0; i<n-1; i++) {
double h = m_x[i+1]-m_x[i];
double avg = (m_y[i+1]-m_y[i])/h;
if( avg==0.0 && (m_b[i]!=0.0 || m_b[i+1]!=0.0) ) {
modified=true;
m_b[i]=0.0;
m_b[i+1]=0.0;
} else if( (m_b[i]>=0.0 && m_b[i+1]>=0.0 && avg>0.0) ||
(m_b[i]<=0.0 && m_b[i+1]<=0.0 && avg<0.0) ) {
// input data is monotonic
double r = sqrt(m_b[i]*m_b[i]+m_b[i+1]*m_b[i+1])/std::fabs(avg);
if(r>3.0) {
// sufficient criteria for monotonicity: r<=3
// adjust b[i] and b[i+1]
modified=true;
m_b[i] *= (3.0/r);
m_b[i+1] *= (3.0/r);
}
}
}
if(modified==true) {
set_coeffs_from_b();
m_made_monotonic=true;
}
return modified;
}
// return the closest idx so that m_x[idx] <= x (return 0 if x<m_x[0])
size_t spline::find_closest(double x) const
{
std::vector<double>::const_iterator it;
it=std::upper_bound(m_x.begin(),m_x.end(),x); // *it > x
size_t idx = std::max( int(it-m_x.begin())-1, 0); // m_x[idx] <= x
return idx;
}
double spline::operator() (double x) const
{
// polynomial evaluation using Horner's scheme
// TODO: consider more numerically accurate algorithms, e.g.:
// - Clenshaw
// - Even-Odd method by A.C.R. Newbery
// - Compensated Horner Scheme
size_t n=m_x.size();
size_t idx=find_closest(x);
double h=x-m_x[idx];
double interpol;
if(x<m_x[0]) {
// extrapolation to the left
interpol=(m_c0*h + m_b[0])*h + m_y[0];
} else if(x>m_x[n-1]) {
// extrapolation to the right
interpol=(m_c[n-1]*h + m_b[n-1])*h + m_y[n-1];
} else {
// interpolation
interpol=((m_d[idx]*h + m_c[idx])*h + m_b[idx])*h + m_y[idx];
}
return interpol;
}
double spline::deriv(int order, double x) const
{
assert(order>0);
size_t n=m_x.size();
size_t idx = find_closest(x);
double h=x-m_x[idx];
double interpol;
if(x<m_x[0]) {
// extrapolation to the left
switch(order) {
case 1:
interpol=2.0*m_c0*h + m_b[0];
break;
case 2:
interpol=2.0*m_c0;
break;
default:
interpol=0.0;
break;
}
} else if(x>m_x[n-1]) {
// extrapolation to the right
switch(order) {
case 1:
interpol=2.0*m_c[n-1]*h + m_b[n-1];
break;
case 2:
interpol=2.0*m_c[n-1];
break;
default:
interpol=0.0;
break;
}
} else {
// interpolation
switch(order) {
case 1:
interpol=(3.0*m_d[idx]*h + 2.0*m_c[idx])*h + m_b[idx];
break;
case 2:
interpol=6.0*m_d[idx]*h + 2.0*m_c[idx];
break;
case 3:
interpol=6.0*m_d[idx];
break;
default:
interpol=0.0;
break;
}
}
return interpol;
}
std::vector<double> spline::solve(double y, bool ignore_extrapolation) const
{
std::vector<double> x; // roots for the entire spline
std::vector<double> root; // roots for each piecewise cubic
const size_t n=m_x.size();
// left extrapolation
if(ignore_extrapolation==false) {
root = internal::solve_cubic(m_y[0]-y,m_b[0],m_c0,0.0,1);
for(size_t j=0; j<root.size(); j++) {
if(root[j]<0.0) {
x.push_back(m_x[0]+root[j]);
}
}
}
// brute force check if piecewise cubic has roots in their resp. segment
// TODO: make more efficient
for(size_t i=0; i<n-1; i++) {
root = internal::solve_cubic(m_y[i]-y,m_b[i],m_c[i],m_d[i],1);
for(size_t j=0; j<root.size(); j++) {
double h = (i>0) ? (m_x[i]-m_x[i-1]) : 0.0;
double eps = internal::get_eps()*512.0*std::min(h,1.0);
if( (-eps<=root[j]) && (root[j]<m_x[i+1]-m_x[i]) ) {
double new_root = m_x[i]+root[j];
if(x.size()>0 && x.back()+eps > new_root) {
x.back()=new_root; // avoid spurious duplicate roots
} else {
x.push_back(new_root);
}
}
}
}
// right extrapolation
if(ignore_extrapolation==false) {
root = internal::solve_cubic(m_y[n-1]-y,m_b[n-1],m_c[n-1],0.0,1);
for(size_t j=0; j<root.size(); j++) {
if(0.0<=root[j]) {
x.push_back(m_x[n-1]+root[j]);
}
}
}
return x;
};
#ifdef HAVE_SSTREAM
std::string spline::info() const
{
std::stringstream ss;
ss << "type " << m_type << ", left boundary deriv " << m_left << " = ";
ss << m_left_value << ", right boundary deriv " << m_right << " = ";
ss << m_right_value << std::endl;
if(m_made_monotonic) {
ss << "(spline has been adjusted for piece-wise monotonicity)";
}
return ss.str();
}
#endif // HAVE_SSTREAM
namespace internal
{
// band_matrix implementation
// -------------------------
band_matrix::band_matrix(int dim, int n_u, int n_l)
{
resize(dim, n_u, n_l);
}
void band_matrix::resize(int dim, int n_u, int n_l)
{
assert(dim>0);
assert(n_u>=0);
assert(n_l>=0);
m_upper.resize(n_u+1);
m_lower.resize(n_l+1);
for(size_t i=0; i<m_upper.size(); i++) {
m_upper[i].resize(dim);
}
for(size_t i=0; i<m_lower.size(); i++) {
m_lower[i].resize(dim);
}
}
int band_matrix::dim() const
{
if(m_upper.size()>0) {
return (int)m_upper[0].size();
} else {
return 0;
}
}
// defines the new operator (), so that we can access the elements
// by A(i,j), index going from i=0,...,dim()-1
double & band_matrix::operator () (int i, int j)
{
int k=j-i; // what band is the entry
assert( (i>=0) && (i<dim()) && (j>=0) && (j<dim()) );
assert( (-num_lower()<=k) && (k<=num_upper()) );
// k=0 -> diagonal, k<0 lower left part, k>0 upper right part
if(k>=0) return m_upper[k][i];
else return m_lower[-k][i];
}
double band_matrix::operator () (int i, int j) const
{
int k=j-i; // what band is the entry
assert( (i>=0) && (i<dim()) && (j>=0) && (j<dim()) );
assert( (-num_lower()<=k) && (k<=num_upper()) );
// k=0 -> diagonal, k<0 lower left part, k>0 upper right part
if(k>=0) return m_upper[k][i];
else return m_lower[-k][i];
}
// second diag (used in LU decomposition), saved in m_lower
double band_matrix::saved_diag(int i) const
{
assert( (i>=0) && (i<dim()) );
return m_lower[0][i];
}
double & band_matrix::saved_diag(int i)
{
assert( (i>=0) && (i<dim()) );
return m_lower[0][i];
}
// LR-Decomposition of a band matrix
void band_matrix::lu_decompose()
{
int i_max,j_max;
int j_min;
double x;
// preconditioning
// normalize column i so that a_ii=1
for(int i=0; i<this->dim(); i++) {
assert(this->operator()(i,i)!=0.0);
this->saved_diag(i)=1.0/this->operator()(i,i);
j_min=std::max(0,i-this->num_lower());
j_max=std::min(this->dim()-1,i+this->num_upper());
for(int j=j_min; j<=j_max; j++) {
this->operator()(i,j) *= this->saved_diag(i);
}
this->operator()(i,i)=1.0; // prevents rounding errors
}
// Gauss LR-Decomposition
for(int k=0; k<this->dim(); k++) {
i_max=std::min(this->dim()-1,k+this->num_lower()); // num_lower not a mistake!
for(int i=k+1; i<=i_max; i++) {
assert(this->operator()(k,k)!=0.0);
x=-this->operator()(i,k)/this->operator()(k,k);
this->operator()(i,k)=-x; // assembly part of L
j_max=std::min(this->dim()-1,k+this->num_upper());
for(int j=k+1; j<=j_max; j++) {
// assembly part of R
this->operator()(i,j)=this->operator()(i,j)+x*this->operator()(k,j);
}
}
}
}
// solves Ly=b
std::vector<double> band_matrix::l_solve(const std::vector<double>& b) const
{
assert( this->dim()==(int)b.size() );
std::vector<double> x(this->dim());
int j_start;
double sum;
for(int i=0; i<this->dim(); i++) {
sum=0;
j_start=std::max(0,i-this->num_lower());
for(int j=j_start; j<i; j++) sum += this->operator()(i,j)*x[j];
x[i]=(b[i]*this->saved_diag(i)) - sum;
}
return x;
}
// solves Rx=y
std::vector<double> band_matrix::r_solve(const std::vector<double>& b) const
{
assert( this->dim()==(int)b.size() );
std::vector<double> x(this->dim());
int j_stop;
double sum;
for(int i=this->dim()-1; i>=0; i--) {
sum=0;
j_stop=std::min(this->dim()-1,i+this->num_upper());
for(int j=i+1; j<=j_stop; j++) sum += this->operator()(i,j)*x[j];
x[i]=( b[i] - sum ) / this->operator()(i,i);
}
return x;
}
std::vector<double> band_matrix::lu_solve(const std::vector<double>& b,
bool is_lu_decomposed)
{
assert( this->dim()==(int)b.size() );
std::vector<double> x,y;
if(is_lu_decomposed==false) {
this->lu_decompose();
}
y=this->l_solve(b);
x=this->r_solve(y);
return x;
}
// machine precision of a double, i.e. the successor of 1 is 1+eps
double get_eps()
{
//return std::numeric_limits<double>::epsilon(); // __DBL_EPSILON__
return 2.2204460492503131e-16; // 2^-52
}
// solutions for a + b*x = 0
std::vector<double> solve_linear(double a, double b)
{
std::vector<double> x; // roots
if(b==0.0) {
if(a==0.0) {
// 0*x = 0
x.resize(1);
x[0] = 0.0; // any x solves it but we need to pick one
return x;
} else {
// 0*x + ... = 0, no solution
return x;
}
} else {
x.resize(1);
x[0] = -a/b;
return x;
}
}
// solutions for a + b*x + c*x^2 = 0
std::vector<double> solve_quadratic(double a, double b, double c,
int newton_iter=0)
{
if(c==0.0) {
return solve_linear(a,b);
}
// rescale so that we solve x^2 + 2p x + q = (x+p)^2 + q - p^2 = 0
double p=0.5*b/c;
double q=a/c;
double discr = p*p-q;
const double eps=0.5*internal::get_eps();
double discr_err = (6.0*(p*p)+3.0*fabs(q)+fabs(discr))*eps;
std::vector<double> x; // roots
if(fabs(discr)<=discr_err) {
// discriminant is zero --> one root
x.resize(1);
x[0] = -p;
} else if(discr<0) {
// no root
} else {
// two roots
x.resize(2);
x[0] = -p - sqrt(discr);
x[1] = -p + sqrt(discr);
}
// improve solution via newton steps
for(size_t i=0; i<x.size(); i++) {
for(int k=0; k<newton_iter; k++) {
double f = (c*x[i] + b)*x[i] + a;
double f1 = 2.0*c*x[i] + b;
// only adjust if slope is large enough
if(fabs(f1)>1e-8) {
x[i] -= f/f1;
}
}
}
return x;
}
// solutions for the cubic equation: a + b*x +c*x^2 + d*x^3 = 0
// this is a naive implementation of the analytic solution without
// optimisation for speed or numerical accuracy
// newton_iter: number of newton iterations to improve analytical solution
// see also
// gsl: gsl_poly_solve_cubic() in solve_cubic.c
// octave: roots.m - via eigenvalues of the Frobenius companion matrix
std::vector<double> solve_cubic(double a, double b, double c, double d,
int newton_iter)
{
if(d==0.0) {
return solve_quadratic(a,b,c,newton_iter);
}
// convert to normalised form: a + bx + cx^2 + x^3 = 0
if(d!=1.0) {
a/=d;
b/=d;
c/=d;
}
// convert to depressed cubic: z^3 - 3pz - 2q = 0
// via substitution: z = x + c/3
std::vector<double> z; // roots of the depressed cubic
double p = -(1.0/3.0)*b + (1.0/9.0)*(c*c);
double r = 2.0*(c*c)-9.0*b;
double q = -0.5*a - (1.0/54.0)*(c*r);
double discr=p*p*p-q*q; // discriminant
// calculating numerical round-off errors with assumptions:
// - each operation is precise but each intermediate result x
// when stored has max error of x*eps
// - only multiplication with a power of 2 introduces no new error
// - a,b,c,d and some fractions (e.g. 1/3) have rounding errors eps
// - p_err << |p|, q_err << |q|, ... (this is violated in rare cases)
// would be more elegant to use boost::numeric::interval<double>
const double eps = internal::get_eps();
double p_err = eps*((3.0/3.0)*fabs(b)+(4.0/9.0)*(c*c)+fabs(p));
double r_err = eps*(6.0*(c*c)+18.0*fabs(b)+fabs(r));
double q_err = 0.5*fabs(a)*eps + (1.0/54.0)*fabs(c)*(r_err+fabs(r)*3.0*eps)
+ fabs(q)*eps;
double discr_err = (p*p) * (3.0*p_err + fabs(p)*2.0*eps)
+ fabs(q) * (2.0*q_err + fabs(q)*eps) + fabs(discr)*eps;
// depending on the discriminant we get different solutions
if(fabs(discr)<=discr_err) {
// discriminant zero: one or two real roots
if(fabs(p)<=p_err) {
// p and q are zero: single root
z.resize(1);
z[0] = 0.0; // triple root
} else {
z.resize(2);
z[0] = 2.0*q/p; // single root
z[1] = -0.5*z[0]; // double root
}
} else if(discr>0) {
// three real roots: via trigonometric solution
z.resize(3);
double ac = (1.0/3.0) * acos( q/(p*sqrt(p)) );
double sq = 2.0*sqrt(p);
z[0] = sq * cos(ac);
z[1] = sq * cos(ac-2.0*M_PI/3.0);
z[2] = sq * cos(ac-4.0*M_PI/3.0);
} else if (discr<0.0) {
// single real root: via Cardano's fromula
z.resize(1);
double sgnq = (q >= 0 ? 1 : -1);
double basis = fabs(q) + sqrt(-discr);
double C = sgnq * pow(basis, 1.0/3.0); // c++11 has std::cbrt()
z[0] = C + p/C;
}
for(size_t i=0; i<z.size(); i++) {
// convert depressed cubic roots to original cubic: x = z - c/3
z[i] -= (1.0/3.0)*c;
// improve solution via newton steps
for(int k=0; k<newton_iter; k++) {
double f = ((z[i] + c)*z[i] + b)*z[i] + a;
double f1 = (3.0*z[i] + 2.0*c)*z[i] + b;
// only adjust if slope is large enough
if(fabs(f1)>1e-8) {
z[i] -= f/f1;
}
}
}
// ensure if a=0 we get exactly x=0 as root
// TODO: remove this fudge
if(a==0.0) {
assert(z.size()>0); // cubic should always have at least one root
double xmin=fabs(z[0]);
size_t imin=0;
for(size_t i=1; i<z.size(); i++) {
if(xmin>fabs(z[i])) {
xmin=fabs(z[i]);
imin=i;
}
}
z[imin]=0.0; // replace the smallest absolute value with 0
}
std::sort(z.begin(), z.end());
return z;
}
} // namespace internal
} // namespace tk
} // namespace
#if !defined(_MSC_VER)
#pragma GCC diagnostic pop
#endif
#endif /* TK_SPLINE_H */