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1 // This file is part of Eigen, a lightweight C++ template library
2 // for linear algebra.
3 //
4 // Copyright (C) 20010-2011 Hauke Heibel <hauke.heibel@gmail.com>
5 //
6 // This Source Code Form is subject to the terms of the Mozilla
7 // Public License v. 2.0. If a copy of the MPL was not distributed
8 // with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
9 
10 #ifndef EIGEN_SPLINE_FITTING_H
11 #define EIGEN_SPLINE_FITTING_H
12 
13 #include <algorithm>
14 #include <functional>
15 #include <numeric>
16 #include <vector>
17 
18 #include "SplineFwd.h"
19 
20 #include <Eigen/LU>
21 #include <Eigen/QR>
22 
23 namespace Eigen
24 {
25   /**
26    * \brief Computes knot averages.
27    * \ingroup Splines_Module
28    *
29    * The knots are computed as
30    * \f{align*}
31    *  u_0 & = \hdots = u_p = 0 \\
32    *  u_{m-p} & = \hdots = u_{m} = 1 \\
33    *  u_{j+p} & = \frac{1}{p}\sum_{i=j}^{j+p-1}\bar{u}_i \quad\quad j=1,\hdots,n-p
34    * \f}
35    * where \f$p\f$ is the degree and \f$m+1\f$ the number knots
36    * of the desired interpolating spline.
37    *
38    * \param[in] parameters The input parameters. During interpolation one for each data point.
39    * \param[in] degree The spline degree which is used during the interpolation.
40    * \param[out] knots The output knot vector.
41    *
42    * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
43    **/
44   template <typename KnotVectorType>
KnotAveraging(const KnotVectorType & parameters,DenseIndex degree,KnotVectorType & knots)45   void KnotAveraging(const KnotVectorType& parameters, DenseIndex degree, KnotVectorType& knots)
46   {
47     knots.resize(parameters.size()+degree+1);
48 
49     for (DenseIndex j=1; j<parameters.size()-degree; ++j)
50       knots(j+degree) = parameters.segment(j,degree).mean();
51 
52     knots.segment(0,degree+1) = KnotVectorType::Zero(degree+1);
53     knots.segment(knots.size()-degree-1,degree+1) = KnotVectorType::Ones(degree+1);
54   }
55 
56   /**
57    * \brief Computes knot averages when derivative constraints are present.
58    * Note that this is a technical interpretation of the referenced article
59    * since the algorithm contained therein is incorrect as written.
60    * \ingroup Splines_Module
61    *
62    * \param[in] parameters The parameters at which the interpolation B-Spline
63    *            will intersect the given interpolation points. The parameters
64    *            are assumed to be a non-decreasing sequence.
65    * \param[in] degree The degree of the interpolating B-Spline. This must be
66    *            greater than zero.
67    * \param[in] derivativeIndices The indices corresponding to parameters at
68    *            which there are derivative constraints. The indices are assumed
69    *            to be a non-decreasing sequence.
70    * \param[out] knots The calculated knot vector. These will be returned as a
71    *             non-decreasing sequence
72    *
73    * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
74    * Curve interpolation with directional constraints for engineering design.
75    * Engineering with Computers
76    **/
77   template <typename KnotVectorType, typename ParameterVectorType, typename IndexArray>
KnotAveragingWithDerivatives(const ParameterVectorType & parameters,const unsigned int degree,const IndexArray & derivativeIndices,KnotVectorType & knots)78   void KnotAveragingWithDerivatives(const ParameterVectorType& parameters,
79                                     const unsigned int degree,
80                                     const IndexArray& derivativeIndices,
81                                     KnotVectorType& knots)
82   {
83     typedef typename ParameterVectorType::Scalar Scalar;
84 
85     DenseIndex numParameters = parameters.size();
86     DenseIndex numDerivatives = derivativeIndices.size();
87 
88     if (numDerivatives < 1)
89     {
90       KnotAveraging(parameters, degree, knots);
91       return;
92     }
93 
94     DenseIndex startIndex;
95     DenseIndex endIndex;
96 
97     DenseIndex numInternalDerivatives = numDerivatives;
98 
99     if (derivativeIndices[0] == 0)
100     {
101       startIndex = 0;
102       --numInternalDerivatives;
103     }
104     else
105     {
106       startIndex = 1;
107     }
108     if (derivativeIndices[numDerivatives - 1] == numParameters - 1)
109     {
110       endIndex = numParameters - degree;
111       --numInternalDerivatives;
112     }
113     else
114     {
115       endIndex = numParameters - degree - 1;
116     }
117 
118     // There are (endIndex - startIndex + 1) knots obtained from the averaging
119     // and 2 for the first and last parameters.
120     DenseIndex numAverageKnots = endIndex - startIndex + 3;
121     KnotVectorType averageKnots(numAverageKnots);
122     averageKnots[0] = parameters[0];
123 
124     int newKnotIndex = 0;
125     for (DenseIndex i = startIndex; i <= endIndex; ++i)
126       averageKnots[++newKnotIndex] = parameters.segment(i, degree).mean();
127     averageKnots[++newKnotIndex] = parameters[numParameters - 1];
128 
129     newKnotIndex = -1;
130 
131     ParameterVectorType temporaryParameters(numParameters + 1);
132     KnotVectorType derivativeKnots(numInternalDerivatives);
133     for (DenseIndex i = 0; i < numAverageKnots - 1; ++i)
134     {
135       temporaryParameters[0] = averageKnots[i];
136       ParameterVectorType parameterIndices(numParameters);
137       int temporaryParameterIndex = 1;
138       for (DenseIndex j = 0; j < numParameters; ++j)
139       {
140         Scalar parameter = parameters[j];
141         if (parameter >= averageKnots[i] && parameter < averageKnots[i + 1])
142         {
143           parameterIndices[temporaryParameterIndex] = j;
144           temporaryParameters[temporaryParameterIndex++] = parameter;
145         }
146       }
147       temporaryParameters[temporaryParameterIndex] = averageKnots[i + 1];
148 
149       for (int j = 0; j <= temporaryParameterIndex - 2; ++j)
150       {
151         for (DenseIndex k = 0; k < derivativeIndices.size(); ++k)
152         {
153           if (parameterIndices[j + 1] == derivativeIndices[k]
154               && parameterIndices[j + 1] != 0
155               && parameterIndices[j + 1] != numParameters - 1)
156           {
157             derivativeKnots[++newKnotIndex] = temporaryParameters.segment(j, 3).mean();
158             break;
159           }
160         }
161       }
162     }
163 
164     KnotVectorType temporaryKnots(averageKnots.size() + derivativeKnots.size());
165 
166     std::merge(averageKnots.data(), averageKnots.data() + averageKnots.size(),
167                derivativeKnots.data(), derivativeKnots.data() + derivativeKnots.size(),
168                temporaryKnots.data());
169 
170     // Number of knots (one for each point and derivative) plus spline order.
171     DenseIndex numKnots = numParameters + numDerivatives + degree + 1;
172     knots.resize(numKnots);
173 
174     knots.head(degree).fill(temporaryKnots[0]);
175     knots.tail(degree).fill(temporaryKnots.template tail<1>()[0]);
176     knots.segment(degree, temporaryKnots.size()) = temporaryKnots;
177   }
178 
179   /**
180    * \brief Computes chord length parameters which are required for spline interpolation.
181    * \ingroup Splines_Module
182    *
183    * \param[in] pts The data points to which a spline should be fit.
184    * \param[out] chord_lengths The resulting chord lenggth vector.
185    *
186    * \sa Les Piegl and Wayne Tiller, The NURBS book (2nd ed.), 1997, 9.2.1 Global Curve Interpolation to Point Data
187    **/
188   template <typename PointArrayType, typename KnotVectorType>
ChordLengths(const PointArrayType & pts,KnotVectorType & chord_lengths)189   void ChordLengths(const PointArrayType& pts, KnotVectorType& chord_lengths)
190   {
191     typedef typename KnotVectorType::Scalar Scalar;
192 
193     const DenseIndex n = pts.cols();
194 
195     // 1. compute the column-wise norms
196     chord_lengths.resize(pts.cols());
197     chord_lengths[0] = 0;
198     chord_lengths.rightCols(n-1) = (pts.array().leftCols(n-1) - pts.array().rightCols(n-1)).matrix().colwise().norm();
199 
200     // 2. compute the partial sums
201     std::partial_sum(chord_lengths.data(), chord_lengths.data()+n, chord_lengths.data());
202 
203     // 3. normalize the data
204     chord_lengths /= chord_lengths(n-1);
205     chord_lengths(n-1) = Scalar(1);
206   }
207 
208   /**
209    * \brief Spline fitting methods.
210    * \ingroup Splines_Module
211    **/
212   template <typename SplineType>
213   struct SplineFitting
214   {
215     typedef typename SplineType::KnotVectorType KnotVectorType;
216     typedef typename SplineType::ParameterVectorType ParameterVectorType;
217 
218     /**
219      * \brief Fits an interpolating Spline to the given data points.
220      *
221      * \param pts The points for which an interpolating spline will be computed.
222      * \param degree The degree of the interpolating spline.
223      *
224      * \returns A spline interpolating the initially provided points.
225      **/
226     template <typename PointArrayType>
227     static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree);
228 
229     /**
230      * \brief Fits an interpolating Spline to the given data points.
231      *
232      * \param pts The points for which an interpolating spline will be computed.
233      * \param degree The degree of the interpolating spline.
234      * \param knot_parameters The knot parameters for the interpolation.
235      *
236      * \returns A spline interpolating the initially provided points.
237      **/
238     template <typename PointArrayType>
239     static SplineType Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters);
240 
241     /**
242      * \brief Fits an interpolating spline to the given data points and
243      * derivatives.
244      *
245      * \param points The points for which an interpolating spline will be computed.
246      * \param derivatives The desired derivatives of the interpolating spline at interpolation
247      *                    points.
248      * \param derivativeIndices An array indicating which point each derivative belongs to. This
249      *                          must be the same size as @a derivatives.
250      * \param degree The degree of the interpolating spline.
251      *
252      * \returns A spline interpolating @a points with @a derivatives at those points.
253      *
254      * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
255      * Curve interpolation with directional constraints for engineering design.
256      * Engineering with Computers
257      **/
258     template <typename PointArrayType, typename IndexArray>
259     static SplineType InterpolateWithDerivatives(const PointArrayType& points,
260                                                  const PointArrayType& derivatives,
261                                                  const IndexArray& derivativeIndices,
262                                                  const unsigned int degree);
263 
264     /**
265      * \brief Fits an interpolating spline to the given data points and derivatives.
266      *
267      * \param points The points for which an interpolating spline will be computed.
268      * \param derivatives The desired derivatives of the interpolating spline at interpolation points.
269      * \param derivativeIndices An array indicating which point each derivative belongs to. This
270      *                          must be the same size as @a derivatives.
271      * \param degree The degree of the interpolating spline.
272      * \param parameters The parameters corresponding to the interpolation points.
273      *
274      * \returns A spline interpolating @a points with @a derivatives at those points.
275      *
276      * \sa Les A. Piegl, Khairan Rajab, Volha Smarodzinana. 2008.
277      * Curve interpolation with directional constraints for engineering design.
278      * Engineering with Computers
279      */
280     template <typename PointArrayType, typename IndexArray>
281     static SplineType InterpolateWithDerivatives(const PointArrayType& points,
282                                                  const PointArrayType& derivatives,
283                                                  const IndexArray& derivativeIndices,
284                                                  const unsigned int degree,
285                                                  const ParameterVectorType& parameters);
286   };
287 
288   template <typename SplineType>
289   template <typename PointArrayType>
Interpolate(const PointArrayType & pts,DenseIndex degree,const KnotVectorType & knot_parameters)290   SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree, const KnotVectorType& knot_parameters)
291   {
292     typedef typename SplineType::KnotVectorType::Scalar Scalar;
293     typedef typename SplineType::ControlPointVectorType ControlPointVectorType;
294 
295     typedef Matrix<Scalar,Dynamic,Dynamic> MatrixType;
296 
297     KnotVectorType knots;
298     KnotAveraging(knot_parameters, degree, knots);
299 
300     DenseIndex n = pts.cols();
301     MatrixType A = MatrixType::Zero(n,n);
302     for (DenseIndex i=1; i<n-1; ++i)
303     {
304       const DenseIndex span = SplineType::Span(knot_parameters[i], degree, knots);
305 
306       // The segment call should somehow be told the spline order at compile time.
307       A.row(i).segment(span-degree, degree+1) = SplineType::BasisFunctions(knot_parameters[i], degree, knots);
308     }
309     A(0,0) = 1.0;
310     A(n-1,n-1) = 1.0;
311 
312     HouseholderQR<MatrixType> qr(A);
313 
314     // Here, we are creating a temporary due to an Eigen issue.
315     ControlPointVectorType ctrls = qr.solve(MatrixType(pts.transpose())).transpose();
316 
317     return SplineType(knots, ctrls);
318   }
319 
320   template <typename SplineType>
321   template <typename PointArrayType>
Interpolate(const PointArrayType & pts,DenseIndex degree)322   SplineType SplineFitting<SplineType>::Interpolate(const PointArrayType& pts, DenseIndex degree)
323   {
324     KnotVectorType chord_lengths; // knot parameters
325     ChordLengths(pts, chord_lengths);
326     return Interpolate(pts, degree, chord_lengths);
327   }
328 
329   template <typename SplineType>
330   template <typename PointArrayType, typename IndexArray>
331   SplineType
InterpolateWithDerivatives(const PointArrayType & points,const PointArrayType & derivatives,const IndexArray & derivativeIndices,const unsigned int degree,const ParameterVectorType & parameters)332   SplineFitting<SplineType>::InterpolateWithDerivatives(const PointArrayType& points,
333                                                         const PointArrayType& derivatives,
334                                                         const IndexArray& derivativeIndices,
335                                                         const unsigned int degree,
336                                                         const ParameterVectorType& parameters)
337   {
338     typedef typename SplineType::KnotVectorType::Scalar Scalar;
339     typedef typename SplineType::ControlPointVectorType ControlPointVectorType;
340 
341     typedef Matrix<Scalar, Dynamic, Dynamic> MatrixType;
342 
343     const DenseIndex n = points.cols() + derivatives.cols();
344 
345     KnotVectorType knots;
346 
347     KnotAveragingWithDerivatives(parameters, degree, derivativeIndices, knots);
348 
349     // fill matrix
350     MatrixType A = MatrixType::Zero(n, n);
351 
352     // Use these dimensions for quicker populating, then transpose for solving.
353     MatrixType b(points.rows(), n);
354 
355     DenseIndex startRow;
356     DenseIndex derivativeStart;
357 
358     // End derivatives.
359     if (derivativeIndices[0] == 0)
360     {
361       A.template block<1, 2>(1, 0) << -1, 1;
362 
363       Scalar y = (knots(degree + 1) - knots(0)) / degree;
364       b.col(1) = y*derivatives.col(0);
365 
366       startRow = 2;
367       derivativeStart = 1;
368     }
369     else
370     {
371       startRow = 1;
372       derivativeStart = 0;
373     }
374     if (derivativeIndices[derivatives.cols() - 1] == points.cols() - 1)
375     {
376       A.template block<1, 2>(n - 2, n - 2) << -1, 1;
377 
378       Scalar y = (knots(knots.size() - 1) - knots(knots.size() - (degree + 2))) / degree;
379       b.col(b.cols() - 2) = y*derivatives.col(derivatives.cols() - 1);
380     }
381 
382     DenseIndex row = startRow;
383     DenseIndex derivativeIndex = derivativeStart;
384     for (DenseIndex i = 1; i < parameters.size() - 1; ++i)
385     {
386       const DenseIndex span = SplineType::Span(parameters[i], degree, knots);
387 
388       if (derivativeIndices[derivativeIndex] == i)
389       {
390         A.block(row, span - degree, 2, degree + 1)
391           = SplineType::BasisFunctionDerivatives(parameters[i], 1, degree, knots);
392 
393         b.col(row++) = points.col(i);
394         b.col(row++) = derivatives.col(derivativeIndex++);
395       }
396       else
397       {
398         A.row(row++).segment(span - degree, degree + 1)
399           = SplineType::BasisFunctions(parameters[i], degree, knots);
400       }
401     }
402     b.col(0) = points.col(0);
403     b.col(b.cols() - 1) = points.col(points.cols() - 1);
404     A(0,0) = 1;
405     A(n - 1, n - 1) = 1;
406 
407     // Solve
408     FullPivLU<MatrixType> lu(A);
409     ControlPointVectorType controlPoints = lu.solve(MatrixType(b.transpose())).transpose();
410 
411     SplineType spline(knots, controlPoints);
412 
413     return spline;
414   }
415 
416   template <typename SplineType>
417   template <typename PointArrayType, typename IndexArray>
418   SplineType
InterpolateWithDerivatives(const PointArrayType & points,const PointArrayType & derivatives,const IndexArray & derivativeIndices,const unsigned int degree)419   SplineFitting<SplineType>::InterpolateWithDerivatives(const PointArrayType& points,
420                                                         const PointArrayType& derivatives,
421                                                         const IndexArray& derivativeIndices,
422                                                         const unsigned int degree)
423   {
424     ParameterVectorType parameters;
425     ChordLengths(points, parameters);
426     return InterpolateWithDerivatives(points, derivatives, derivativeIndices, degree, parameters);
427   }
428 }
429 
430 #endif // EIGEN_SPLINE_FITTING_H
431