This is a Julia wrapper for the
dierckx Fortran library,
the same library underlying the spline classes in scipy.interpolate.
Some of the functionality here overlaps with
Interpolations.jl,
a pure-Julia interpolation package. Take a look at it if you have a
use case not covered here.
All new development on Dierckx.jl will be for Julia v1.3 and above.
The master branch is therefore incompatible with earlier versions
of Julia.
Features
Implements B-splines (basis splines).
Splines from first order to fifth order; default is third order (cubic).
Fit and evaluate 1-d and 2-d splines on irregular grids.
Fit and evaluate 2-d splines at unstructured points.
Fit "smooth" (non-interpolating) splines with adjustable smoothing factor s.
Derivatives, integrals and roots of 1-d splines.
Parametric B-splines.
Install (Julia 1.3 and later)
(v1.3) pkg> add Dierckx
(Type ] to enter package mode.)
Example Usage
using Dierckx
Fit a 1-d spline to some input data (points can be unevenly spaced):
Create a spline of degree k (1 = linear, 2 = quadratic, 3 = cubic,
up to 5) from 1-d arrays x and y. The parameter bc specifies
the behavior when evaluating the spline outside the support domain,
which is (minimum(x), maximum(x)). The allowed values are
"nearest", "zero", "extrapolate", "error".
In the first form, the number and positions of knots are chosen
automatically. The smoothness of the spline is then achieved by
minimizing the discontinuity jumps of the kth derivative of the
spline at the knots. The amount of smoothness is determined by the
condition that sum((w[i]*(y[i]-spline(x[i])))**2) <= s, with s a
given non-negative constant, called the smoothing factor. The number
of knots is increased until the condition is satisfied. By means of
this parameter, the user can control the tradeoff between closeness
of fit and smoothness of fit of the approximation. if s is too
large, the spline will be too smooth and signal will be lost ; if
s is too small the spline will pick up too much noise. in the
extreme cases the program will return an interpolating spline if
s=0.0 and the weighted least-squares polynomial of degree k if
s is very large.
In the second form, the knots are supplied by the user. There is no
smoothing parameter in this form. The program simply minimizes the
discontinuity jumps of the kth derivative of the spline at the
given knots.
evaluate(spl, x)
Evaluate the 1-d spline spl at points given in x, which can be a
1-d array or scalar. If a 1-d array, the values must be monotonically
increasing.
derivative(spl, x; nu=1)
Evaluate the nu-th derivative of the spline at points in x.
integrate(spl, a, b)
Definite integral of spline between x=a and x=b.
roots(spl; maxn=8)
For cubic splines (k=3) only, find roots. Only up to maxn roots
are returned. A warning is issued if the spline has more roots than
the number returned.
Parametric Splines
These are the B-spline representation of a curve through N-dimensional space.
X is a 2-d array with size (N, m): N is the number of dimensions
of the space (must be between 1 and 10) and m is the number of points.
X[:, i] gives the coordinates of the ith point.
u is a 1-d array giving parameter values at each of the m points. If not
given, values are calculated automatically.
knots is a 1-d array giving user-specified knots, if desired.
Keyword arguments common to all constructor methods:
w: weight applied to each point (length m 1-d array).
k: Spline order (between 1 and 5; default 3).
bc: Boundary condition (default 'nearest').
periodic: Treat curve as periodic? (Default is false).
2-d Splines
Spline2D(x, y, z; w=ones(length(x)), kx=3, ky=3, s=0.0)
Spline2D(x, y, z; kx=3, ky=3, s=0.0)
Fit a 2-d spline to the input data. x and y must be 1-d arrays.
If z is also a 1-d array, the inputs are assumed to represent
unstructured data, with z[i] being the function value at point
(x[i], y[i]). In this case, the lengths of all inputs must match.
If z is a 2-d array, the data are assumed to be gridded: z[i, j]
is the function value at (x[i], y[j]). In this case, it is
required that size(z) == (length(x), length(y)). (Note that when
interpreting z as a matrix, x gives the row coordinates and y
gives the column coordinates.)
evaluate(spl, x, y)
Evaluate the 2-d spline spl at points (x[i], y[i]). Inputs can be
Vectors or scalars. Points outside the domain of the spline are set to
the values at the boundary.
evalgrid(spl, x, y)
Evaluate the 2-d spline spl at the grid points spanned by the
coordinate arrays x and y. The input arrays must be
monotonically increasing. The output is a 2-d array with size
(length(x), length(y)): output[i, j] is the function value at
(x[i], y[j]). In other words, when interpreting the result as a
matrix, x gives the row coordinates and y gives the column
coordinates.
integral of a 2-d spline over the domain [x0, x1]*[y0, y1]
integrate(spl, x0, x1, y0, y1)
Translation from scipy.interpolate
The Spline classes in scipy.interpolate are also thin wrappers
for the Dierckx Fortran library. The performance of Dierckx.jl should
be similar or better than the scipy.interpolate classes. (Better for
small arrays where Python overhead is more significant.) The
equivalent of a specific classes in scipy.interpolate:
scipy.interpolate class
Dierckx.jl constructor method
UnivariateSpline
Spline1D(x, y; s=length(x))
InterpolatedUnivariateSpline
Spline1D(x, y; s=0.0)
LSQUnivariateSpline
Spline1D(x, y, xknots)
SmoothBivariateSpline
Spline2D(x, y, z; s=length(x))
LSQBivariateSpline
RectBivariateSpline
Spline2D(x, y, z; s=0.0) (z = 2-d array)
SmoothSphereBivariateSpline
LSQSphereBivariateSpline
RectSphereBivariateSpline
Parametric splines:
scipy.interpolate function
Dierckx.jl constructor method
splprep(X)
ParametricSpline(X)
splprep(X, u=...)
ParametricSpline(u, X)
splprep(X, t=...)
ParametricSpline(X, t) (t = knots)
splprep(X, u=..., t=...)
ParametricSpline(u, X, t)
License
Dierckx.jl is distributed under a 3-clause BSD license. See LICENSE.md
for details. The real*8 version of the Dierckx Fortran library as well as
some test cases and error messages are copied from the scipy package,
which is distributed under this license.
Citation
If you use this package in a pulication and wish to cite it, you may want to cite the original Fortran dierckx library:
Paul Dierckx, Curve and Surface Fitting with Splines, Oxford University Press, 1993
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