NAG Library Function Document
nag_2d_spline_fit_grid (e02dcc)
1 Purpose
nag_2d_spline_fit_grid (e02dcc) computes a bicubic spline approximation to a set of data values, given on a rectangular grid in the - plane. The knots of the spline are located automatically, but a single argument must be specified to control the trade-off between closeness of fit and smoothness of fit.
2 Specification
#include <nag.h> |
#include <nage02.h> |
void |
nag_2d_spline_fit_grid (Nag_Start start,
Integer mx,
const double x[],
Integer my,
const double y[],
const double f[],
double s,
Integer nxest,
Integer nyest,
double *fp,
Nag_Comm *warmstartinf,
Nag_2dSpline *spline,
NagError *fail) |
|
3 Description
nag_2d_spline_fit_grid (e02dcc) determines a smooth bicubic spline approximation to the set of data points , for and .
The spline is given in the B-spline representation
where
and
denote normalized cubic B-splines, the former defined on the knots
to
and the latter on the knots
to
. For further details, see
Hayes and Halliday (1974) for bicubic splines and
de Boor (1972) for normalized B-splines.
The total numbers
and
of these knots and their values
and
are chosen automatically by the function. The knots
and
are the interior knots; they divide the approximation domain
into
subpanels
, for
and
. Then, much as in the curve case (see
nag_1d_spline_fit (e02bec)), the coefficients
are determined as the solution of the following constrained minimization problem:
subject to the constraint
where
is a measure of the (lack of) smoothness of
. Its value depends on the discontinuity jumps in
across the boundaries of the subpanels. It is zero only when there are no discontinuities and is positive otherwise, increasing with the size of the jumps (see
Dierckx (1982) for details).
denotes the residual
, and
is a non-negative number to be specified.
By means of the argument
, ‘the smoothing factor’, you will then control the balance between smoothness and closeness of fit, as measured by the sum of squares of residuals in
(3). If
is too large, the spline will be too smooth and signal will be lost (underfit); if
is too small, the spline will pick up too much noise (overfit). In the extreme cases the function will return an interpolating spline
if
is set to zero, and the least squares bicubic polynomial (
) if
is set very large. Experimenting with
values between these two extremes should result in a good compromise. (See
Section 9.3 for advice on choice of
.)
The method employed is outlined in
Section 9.5 and fully described in
Dierckx (1981) and
Dierckx (1982). It involves an adaptive strategy for locating the knots of the bicubic spline (depending on the function underlying the data and on the value of
), and an iterative method for solving the constrained minimization problem once the knots have been determined.
Values and derivatives of the computed spline can subsequently be computed by calling
nag_2d_spline_eval (e02dec),
nag_2d_spline_eval_rect (e02dfc) and
nag_2d_spline_deriv_rect (e02dhc) as described in
Section 9.6.
4 References
de Boor C (1972) On calculating with B-splines J. Approx. Theory 6 50–62
Dierckx P (1981) An improved algorithm for curve fitting with spline functions Report TW54 Department of Computer Science, Katholieke Univerciteit Leuven
Dierckx P (1982) A fast algorithm for smoothing data on a rectangular grid while using spline functions SIAM J. Numer. Anal. 19 1286–1304
Hayes J G and Halliday J (1974) The least squares fitting of cubic spline surfaces to general data sets J. Inst. Math. Appl. 14 89–103
Reinsch C H (1967) Smoothing by spline functions Numer. Math. 10 177–183
5 Arguments
- 1:
start – Nag_StartInput
On entry:
start must be set to
or
.
- , (cold start)
- The function will build up the knot set starting with no interior knots. No values need be assigned to and and memory will be internally allocated to , , , and .
- (warm start)
- The function will restart the knot-placing strategy using the knots found in a previous call of the function. In this case, all arguments except s must be unchanged from that previous call. This warm start can save much time in searching for a satisfactory value of .
Constraint:
or .
- 2:
mx – IntegerInput
On entry: , the number of grid points along the axis.
Constraint:
.
- 3:
x[mx] – const doubleInput
-
On entry: must be set to , the coordinate of the th grid point along the axis, for .
Constraint:
.
- 4:
my – IntegerInput
On entry: , the number of grid points along the axis.
Constraint:
.
- 5:
y[my] – const doubleInput
-
On entry: must be set to , the coordinate of the th grid point along the axis, for .
Constraint:
.
- 6:
f[] – const doubleInput
-
On entry: must contain the data value , for and .
- 7:
s – doubleInput
-
On entry: the smoothing factor,
.
If , the function returns an interpolating spline.
If is smaller than machine precision, it is assumed equal to zero.
For advice on the choice of
, see
Section 3 and
Section 9.2.
Constraint:
.
- 8:
nxest – IntegerInput
- 9:
nyest – IntegerInput
-
On entry: an upper bound for the number of knots
and
required in the
and
directions respectively.
In most practical situations,
and
is sufficient.
nxest and
nyest never need to be larger than
and
respectively, the numbers of knots needed for interpolation (
). See also
Section 9.4.
Constraint:
and .
- 10:
fp – double *Output
-
On exit: the sum of squared residuals,
, of the computed spline approximation.
If
, this is an interpolating spline.
fp should equal
within a relative tolerance of 0.001 unless
, when the spline has no interior knots and so is simply a bicubic polynomial. For knots to be inserted,
must be set to a value below the value of
fp produced in this case.
- 11:
warmstartinf – Nag_Comm *
-
Pointer to structure of type Nag_Comm with the following members:
- nag_w – double *Input
-
On entry: if the warm start option is used, the values ,, must be left unchanged from the previous call.
- nag_iw – Integer *Input
-
On entry: if the warm start option is used, the values ,, must be left unchanged from the previous call.
Note that when the information contained in the pointers
and
is no longer of use, or before a new call to nag_2d_spline_fit_grid (e02dcc) with the same
warmstartinf, you should free this storage using the NAG macros
NAG_FREE. This storage will have been allocated only if this function returns with
,
NE_SPLINE_COEFF_CONV, or
NE_NUM_KNOTS_2D_GT_RECT.
- 12:
spline – Nag_2dSpline *
-
Pointer to structure of type Nag_2dSpline with the following members:
- nx – IntegerInput/Output
-
On entry: if the warm start option is used, the value of must be left unchanged from the previous call.
On exit: the total number of knots, , of the computed spline with respect to the variable.
- lamda – double *Input/Output
-
On entry: a pointer to which if
, memory of size
nxest is internally allocated. If the warm start option is used, the values
must be left unchanged from the previous call.
On exit: contains the complete set of knots associated with the variable, i.e., the interior knots as well as the additional knots and needed for the B-spline representation.
- ny – IntegerInput/Output
-
On entry: if the warm start option is used, the value of must be left unchanged from the previous call.
On exit: the total number of knots, , of the computed spline with respect to the variable.
- mu – double *Input/Output
-
On entry: a pointer to which if
, memory of size
nyest is internally allocated. If the warm start option is used, the values
must be left unchanged from the previous call.
On exit: contains the complete set of knots associated with the variable, i.e., the interior knots , , , as well as the additional knots and needed for the B-spline representation.
- c – double *Output
-
On exit: a pointer to which if
, memory of size
is internally allocated.
is the coefficient
defined in
Section 3.
Note that when the information contained in the pointers
,
and
is no longer of use, or before a new call to nag_2d_spline_fit_grid (e02dcc) with the same
spline, you should free this storage using the NAG macro
NAG_FREE. This storage will have been allocated only if this function returns with
,
NE_SPLINE_COEFF_CONV, or
NE_NUM_KNOTS_2D_GT_RECT.
- 13:
fail – NagError *Input/Output
-
The NAG error argument (see
Section 3.6 in the Essential Introduction).
6 Error Indicators and Warnings
- If the function fails with an error exit of NE_NUM_KNOTS_2D_GT_RECT or NE_SPLINE_COEFF_CONV, then a spline approximation is returned, but it fails to satisfy the fitting criterion (see (2) and (3)) – perhaps by only a small amount, however.
- NE_ALLOC_FAIL
-
Dynamic memory allocation failed.
- NE_BAD_PARAM
-
On entry, argument
start had an illegal value.
- NE_ENUMTYPE_WARM
-
at the first call of this function.
start must be set to
at the first call.
- NE_INT_ARG_LT
-
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
On entry, .
Constraint: .
- NE_NOT_STRICTLY_INCREASING
-
The sequence
x is not strictly increasing:
,
.
The sequence
y is not strictly increasing:
,
.
- NE_NUM_KNOTS_2D_GT_RECT
-
The number of knots required is greater than allowed by
nxest or
nyest,
,
. Possibly
s is too small, especially if
nxest,
/2,
my/2.
,
,
.
- NE_REAL_ARG_LT
-
On entry,
s must not be less than 0.0:
.
- NE_SF_D_K_CONS
-
On entry, , , .
Constraint: when .
On entry, , , .
Constraint: when .
- NE_SPLINE_COEFF_CONV
-
The iterative process has failed to converge. Possibly
s is too small:
.
7 Accuracy
On successful exit, the approximation returned is such that its sum of squared residuals
fp is equal to the smoothing factor
, up to a specified relative tolerance of 0.001 – except that if
and
,
fp may be significantly less than
: in this case the computed spline is simply the least squares bicubic polynomial approximation of degree 3, i.e., a spline with no interior knots.
8 Parallelism and Performance
Not applicable.
9.1 Timing
The time taken for a call of nag_2d_spline_fit_grid (e02dcc) depends on the complexity of the shape of the data, the value of the smoothing factor , and the number of data points. If nag_2d_spline_fit_grid (e02dcc) is to be called for different values of , much time can be saved by setting after the first call.
9.2 Weighting of Data Points
nag_2d_spline_fit_grid (e02dcc) does not allow individual weighting of the data values. If these were determined to widely differing accuracies, it may be better to use
nag_2d_spline_fit_scat (e02ddc). The computation time would be very much longer, however.
9.3 Choice of s
If the standard deviation of
is the same for all
and
(the case for which this function is designed – see
Section 9.2) and known to be equal, at least approximately, to
, say, then following
Reinsch (1967) and choosing the smoothing factor
in the range
, where
, is likely to give a good start in the search for a satisfactory value. If the standard deviations vary, the sum of their squares over all the data points could be used. Otherwise experimenting with different values of
will be required from the start, taking account of the remarks in
Section 3.
In that case, in view of computation time and memory requirements, it is recommended to start with a very large value for
and so determine the least squares bicubic polynomial; the value returned for
fp, call it
, gives an upper bound for
. Then progressively decrease the value of
to obtain closer fits – say by a factor of 10 in the beginning, i.e.,
,
, and so on, and more carefully as the approximation shows more details.
The number of knots of the spline returned, and their location, generally depend on the value of and on the behaviour of the function underlying the data. However, if nag_2d_spline_fit_grid (e02dcc) is called with , the knots returned may also depend on the smoothing factors of the previous calls. Therefore if, after a number of trials with different values of and , a fit can finally be accepted as satisfactory, it may be worthwhile to call nag_2d_spline_fit_grid (e02dcc) once more with the selected value for but now using . Often, nag_2d_spline_fit_grid (e02dcc) then returns an approximation with the same quality of fit but with fewer knots, which is therefore better if data reduction is also important.
The number of knots may also depend on the upper bounds
nxest and
nyest. Indeed, if at a certain stage in nag_2d_spline_fit_grid (e02dcc) the number of knots in one direction (say
) has reached the value of its upper bound (
nxest), then from that moment on all subsequent knots are added in the other
direction. Therefore you have the option of limiting the number of knots the function locates in any direction. For example, by setting
(the lowest allowable value for
nxest), you can indicate that you want an approximation which is a simple cubic polynomial in the variable
.
9.5 Outline of Method Used
If , the requisite number of knots is known in advance, i.e., and ; the interior knots are located immediately as and , for and . The corresponding least squares spline is then an interpolating spline and therefore a solution of the problem.
If
, suitable knot sets are built up in stages (starting with no interior knots in the case of a cold start but with the knot set found in a previous call if a warm start is chosen). At each stage, a bicubic spline is fitted to the data by least squares, and
, the sum of squares of residuals, is computed. If
, new knots are added to one knot set or the other so as to reduce
at the next stage. The new knots are located in intervals where the fit is particularly poor, their number depending on the value of
and on the progress made so far in reducing
. Sooner or later, we find that
and at that point the knot sets are accepted. The function then goes on to compute the (unique) spline which has these knot sets and which satisfies the full fitting criterion specified by
(2) and
(3). The theoretical solution has
. The function computes the spline by an iterative scheme which is ended when
within a relative tolerance of 0.001. The main part of each iteration consists of a linear least squares computation of special form, done in a similarly stable and efficient manner as in
nag_1d_spline_fit_knots (e02bac) for least squares curve fitting.
An exception occurs when the function finds at the start that, even with no interior knots , the least squares spline already has its sum of residuals . In this case, since this spline (which is simply a bicubic polynomial) also has an optimal value for the smoothness measure , namely zero, it is returned at once as the (trivial) solution. It will usually mean that has been chosen too large.
For further details of the algorithm and its use see
Dierckx (1982).
9.6 Evaluation of Computed Spline
The values of the computed spline at the points
, for
, may be obtained in the array
ff, of length at least
, by the following code:
e02dec(n, tx, ty, ff, &spline, &fail)
where
spline is a structure of type Nag_2dSpline which is an output argument of nag_2d_spline_fit_grid (e02dcc).
To evaluate the computed spline on a
kx by
ky rectangular grid of points in the
-
plane, which is defined by the
coordinates stored in
, for
, and the
coordinates stored in
, for
, returning the results in the array
fg which is of length at least
, the following call may be used:
e02dfc(kx, ky, tx, ty, fg, &spline, &fail)
where
spline is a structure of type Nag_2dSpline which is an output argument of nag_2d_spline_fit_grid (e02dcc). The result of the spline evaluated at grid point
is returned in element
of the array
fg.
10 Example
This example program reads in values of
mx,
my,
, for
, and
, for
, followed by values of the ordinates
defined at the grid points
. It then calls nag_2d_spline_fit_grid (e02dcc) to compute a bicubic spline approximation for one specified value of
s, and prints the values of the computed knots and B-spline coefficients. Finally it evaluates the spline at a small sample of points on a rectangular grid.
10.1 Program Text
Program Text (e02dcce.c)
10.2 Program Data
Program Data (e02dcce.d)
10.3 Program Results
Program Results (e02dcce.r)