Differences
This shows you the differences between two versions of the page.
Both sides previous revision Previous revision Next revision | Previous revision | ||
kvalobs:kvoss:system:qc2:requirements:algorithms:akima_splines [2010-04-15 15:41:17] gabrielk sub, sup ferdig |
kvalobs:kvoss:system:qc2:requirements:algorithms:akima_splines [2022-05-31 09:29:32] (current) |
||
---|---|---|---|
Line 1: | Line 1: | ||
====== Akima algorithm ====== | ====== Akima algorithm ====== | ||
- | The approach uses a cubic fit between the data points, so the slope is required at each data | + | You are given a single independent variable x. The approach uses a cubic fit between the data points, so the slope is required at each data |
point in addition to the value of the point itself. The interpolating polynomial is written | point in addition to the value of the point itself. The interpolating polynomial is written | ||
between the ith and i + 1st data points as: | between the ith and i + 1st data points as: | ||
- | y = a< | + | y = a< |
with coefficients defined by | with coefficients defined by | ||
Line 19: | Line 19: | ||
and, | and, | ||
- | m< | + | m< |
which is the slope of the line segment passing through the points. | which is the slope of the line segment passing through the points. | ||
The method of determining the derivatives, | The method of determining the derivatives, | ||
- | y< | + | y< |
where f< | where f< | ||
three other nearby points: | three other nearby points: | ||
- | f< | + | f< |
- | f< | + | f< |
- | f< | + | f< |
- | f< | + | f< |
- | The weights are inversely proportional to the product of what Akima calls a volatility measure | + | The weights are inversely proportional to the product of what Akima calls a volatility measure and a distance measure, |
- | and a distance measure, | + | |
- | w< | + | w< |
The distance factor is the sum of squares of the distance from P< | The distance factor is the sum of squares of the distance from P< | ||
Line 53: | Line 52: | ||
The volatility factor, v< | The volatility factor, v< | ||
- | four points. | + | four points. (the same sets of four points appearing in Equations 4 through 7). |
H. Akima. A method of univariate interpolation that has the accuracy of a third-degree | H. Akima. A method of univariate interpolation that has the accuracy of a third-degree |