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NAG Toolbox: nag_interp_nd_scat_shep (e01zm)
Purpose
nag_interp_nd_scat_shep (e01zm) generates a multidimensional interpolant to a set of scattered data points, using a modified Shepard method. When the number of dimensions is no more than five, there are corresponding functions in
Chapter E01 which are specific to the given dimensionality.
nag_interp_2d_scat_shep (e01sg) generates the two-dimensional interpolant, while
nag_interp_3d_scat_shep (e01tg),
nag_interp_4d_scat_shep (e01tk) and
nag_interp_5d_scat_shep (e01tm) generate the three-, four- and five-dimensional interpolants respectively.
Syntax
[
iq,
rq,
ifail] = e01zm(
x,
f, 'd',
d, 'm',
m, 'nw',
nw, 'nq',
nq)
[
iq,
rq,
ifail] = nag_interp_nd_scat_shep(
x,
f, 'd',
d, 'm',
m, 'nw',
nw, 'nq',
nq)
Note: the interface to this routine has changed since earlier releases of the toolbox:
At Mark 24: |
nw and nq were made optional |
Description
nag_interp_nd_scat_shep (e01zm) constructs a smooth function , which interpolates a set of scattered data points , for , using a modification of Shepard's method. The surface is continuous and has continuous first partial derivatives.
The basic Shepard method, which is a generalization of the two-dimensional method described in
Shepard (1968), interpolates the input data with the weighted mean
where
,
.
The basic method is global in that the interpolated value at any point depends on all the data, but
nag_interp_nd_scat_shep (e01zm) uses a modification (see
Franke and Nielson (1980) and
Renka (1988a)), whereby the method becomes local by adjusting each
to be zero outside a hypersphere with centre
and some radius
. Also, to improve the performance of the basic method, each
above is replaced by a function
, which is a quadratic fitted by weighted least squares to data local to
and forced to interpolate
. In this context, a point
is defined to be local to another point if it lies within some distance
of it.
The efficiency of
nag_interp_nd_scat_shep (e01zm) is enhanced by using a cell method for nearest neighbour searching due to
Bentley and Friedman (1979) with a cell density of
.
The radii
and
are chosen to be just large enough to include
and
data points, respectively, for user-supplied constants
and
. Default values of these parameters are provided, and advice on alternatives is given in
Choice of and .
nag_interp_nd_scat_shep (e01zm) is derived from the new implementation of QSHEP3 described by
Renka (1988b). It uses the modification for high-dimensional interpolation described by
Berry and Minser (1999).
Values of the interpolant
generated by
nag_interp_nd_scat_shep (e01zm), and its first partial derivatives, can subsequently be evaluated for points in the domain of the data by a call to
nag_interp_nd_scat_shep_eval (e01zn).
References
Bentley J L and Friedman J H (1979) Data structures for range searching ACM Comput. Surv. 11 397–409
Berry M W, Minser K S (1999) Algorithm 798: high-dimensional interpolation using the modified Shepard method ACM Trans. Math. Software 25 353–366
Franke R and Nielson G (1980) Smooth interpolation of large sets of scattered data Internat. J. Num. Methods Engrg. 15 1691–1704
Renka R J (1988a) Multivariate interpolation of large sets of scattered data ACM Trans. Math. Software 14 139–148
Renka R J (1988b) Algorithm 661: QSHEP3D: Quadratic Shepard method for trivariate interpolation of scattered data ACM Trans. Math. Software 14 151–152
Shepard D (1968) A two-dimensional interpolation function for irregularly spaced data Proc. 23rd Nat. Conf. ACM 517–523 Brandon/Systems Press Inc., Princeton
Parameters
Compulsory Input Parameters
- 1:
– double array
-
must be set to the Cartesian coordinates of the data point , for .
Constraint:
these coordinates must be distinct, and must not all lie on the same -dimensional hypersurface.
- 2:
– double array
-
must be set to the data value , for .
Optional Input Parameters
- 1:
– int64int32nag_int scalar
-
Default:
the first dimension of the array
x.
, the number of dimensions.
Constraint:
.
- 2:
– int64int32nag_int scalar
-
Default:
the dimension of the array
f and the second dimension of the array
x. (An error is raised if these dimensions are not equal.)
, the number of data points.
Note: on the basis of experimental results reported in
Berry and Minser (1999), when
it is recommended to use
.
Constraint:
.
- 3:
– int64int32nag_int scalar
Default:
The number
of data points that determines each radius of influence
, appearing in the definition of each of the weights
, for
(see
Description). Note that
is different for each weight. If
the default value
is used instead.
Constraint:
.
- 4:
– int64int32nag_int scalar
Default:
The number
of data points to be used in the least squares fit for coefficients defining the quadratic functions
(see
Description). If
the default value
is used instead.
Constraint:
or .
Output Parameters
- 1:
– int64int32nag_int array
-
Integer data defining the interpolant .
- 2:
– double array
-
The dimension of the array
rq will be
Real data defining the interpolant .
- 3:
– int64int32nag_int scalar
unless the function detects an error (see
Error Indicators and Warnings).
Error Indicators and Warnings
Errors or warnings detected by the function:
-
-
Constraint: .
Constraint: .
Constraint: or .
Constraint: .
Constraint: .
On entry, exceeds the largest machine integer.
-
-
There are duplicate nodes in the dataset.
-
-
On entry, all the data points lie on the same hypersurface. No unique solution exists.
-
An unexpected error has been triggered by this routine. Please
contact
NAG.
-
Your licence key may have expired or may not have been installed correctly.
-
Dynamic memory allocation failed.
Accuracy
In experiments undertaken by
Berry and Minser (1999), the accuracies obtained for a conditional function resulting in sharp functional transitions were of the order of
at best. In other cases in these experiments, the function generated interpolates the input data with maximum absolute error of the order of
.
Further Comments
Timing
The time taken for a call to nag_interp_nd_scat_shep (e01zm) will depend in general on the distribution of the data points and on the choice of and parameters. If the data points are uniformly randomly distributed, then the time taken should be . At worst time will be required.
Choice of Nw and Nq
Default values of the parameters and may be selected by calling nag_interp_nd_scat_shep (e01zm) with and . These default values may well be satisfactory for many applications.
If non-default values are required they must be supplied to
nag_interp_nd_scat_shep (e01zm) through positive values of
nw and
nq. Increasing these argument values makes the method less local. This may increase the accuracy of the resulting interpolant at the expense of increased computational cost. The default values
and
have been chosen on the basis of experimental results reported in
Renka (1988a) and
Berry and Minser (1999). For further advice on the choice of these arguments see
Renka (1988a) and
Berry and Minser (1999).
Example
This program reads in a set of
data points and calls
nag_interp_nd_scat_shep (e01zm) to construct an interpolating function
. It then calls
nag_interp_nd_scat_shep_eval (e01zn) to evaluate the interpolant at a set of points.
Note that this example is not typical of a realistic problem: the number of data points would normally be very much larger.
See also
Example in
nag_interp_nd_scat_shep_eval (e01zn).
Open in the MATLAB editor:
e01zm_example
function e01zm_example
fprintf('e01zm example results\n\n');
nd = 6;
npts = 30;
x = zeros(npts,nd);
x = [0.81, 0.15, 0.44, 0.83, 0.21, 0.64;
0.91, 0.96, 0.00, 0.09, 0.98, 0.37;
0.13, 0.88, 0.22, 0.21, 0.73, 1.00;
0.91, 0.49, 0.39, 0.79, 0.47, 0.71;
0.63, 0.41, 0.72, 0.68, 0.65, 0.83;
0.10, 0.13, 0.77, 0.47, 0.22, 0.09;
0.28, 0.93, 0.24, 0.90, 0.96, 0.21;
0.55, 0.01, 0.04, 0.41, 0.26, 0.79;
0.96, 0.19, 0.95, 0.66, 0.99, 0.68;
0.96, 0.32, 0.53, 0.96, 0.84, 0.47;
0.16, 0.05, 0.16, 0.30, 0.58, 0.90;
0.97, 0.14, 0.36, 0.72, 0.78, 0.06;
0.96, 0.73, 0.28, 0.75, 0.28, 0.68;
0.49, 0.48, 0.58, 0.19, 0.25, 0.67;
0.80, 0.34, 0.64, 0.57, 0.08, 0.13;
0.14, 0.24, 0.12, 0.06, 0.63, 0.89;
0.42, 0.45, 0.03, 0.68, 0.66, 0.17;
0.92, 0.19, 0.48, 0.67, 0.28, 0.54;
0.79, 0.32, 0.15, 0.13, 0.40, 0.03;
0.96, 0.26, 0.93, 0.89, 0.61, 0.81;
0.66, 0.83, 0.41, 0.17, 0.09, 0.60;
0.04, 0.70, 0.40, 0.54, 0.37, 0.41;
0.85, 0.33, 0.15, 0.03, 0.36, 5.77;
0.93, 0.58, 0.88, 0.81, 0.40, 0.66;
0.68, 0.29, 0.88, 0.60, 0.47, 0.96;
0.76, 0.26, 0.09, 0.41, 0.14, 0.30;
0.74, 0.26, 0.33, 0.64, 0.36, 0.72;
0.39, 0.68, 0.69, 0.37, 0.12, 0.75;
0.66, 0.52, 0.17, 1.00, 0.43, 0.19;
0.17, 0.08, 0.35, 0.71, 0.17, 0.57];
x=x';
f = [6.39; 2.50; 9.34; 7.52; 6.91; 4.68; 45.40; 5.48; 2.75; 7.43; ...
6.05; 0.41; 8.68; 2.38; 3.70; 1.34; 15.18; 4.35; 1.50; 3.43; ...
3.10; 14.33; 0.35; 4.30; 3.77; 4.16; 6.75; 5.22; 16.23; 10.62];
nip = 6;
xe = zeros(nd,nip);
for i=1:npts
xe(1:nd,i) = 0.1*i;
end
[iq, rq, ifail] = e01zm(x, f);
[q, qx, ifail] = e01zn(x, f, iq, rq, xe);
T = array2table(double([xe' q]));
T.Properties.VariableNames = {'x_1','x_2','x_3','x_4','x_5','x_6','q'};
fprintf('Interpolated Values\n\n');
disp(T(1:nip,1:nd+1));
e01zm example results
Interpolated Values
x_1 x_2 x_3 x_4 x_5 x_6 q
___ ___ ___ ___ ___ ___ ________
0.1 0.1 0.1 0.1 0.1 0.1 -6.5071
0.2 0.2 0.2 0.2 0.2 0.2 -3.5708
0.3 0.3 0.3 0.3 0.3 0.3 -0.80057
0.4 0.4 0.4 0.4 0.4 0.4 1.7257
0.5 0.5 0.5 0.5 0.5 0.5 3.9278
0.6 0.6 0.6 0.6 0.6 0.6 5.8951
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