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Bilinear Uniform Interpolation

Synopsis

#include <boost/math/interpolators/bilinear_uniform.hpp>

namespace boost::math::interpolators {

template <class RandomAccessContainer>
class bilinear_uniform
{
public:
    using Real = typename RandomAccessContainer::value_type;

    bilinear_uniform(RandomAccessContainer && fieldData, decltype(fieldData.size()) rows, decltype(fieldData.size()) cols, Real dx = 1, Real dy = 1, Real x0 = 0, Real y0 = 0)

    Real operator()(Real x, Real y) const;
};

Bilinear Uniform Interpolation

The bilinear uniform interpolator takes a grid of data points specified by a linear index and interpolates between each segment using a bilinear function. Note that "bilinear" does not mean linear-it is the product of two linear functions. The interpolant is continuous and its evaluation is constant time. An example usage is as follows:

std::vector<double> v{0.1, 0.2, 0.3,
                      0.4, 0.5, 0.5};
using boost::math::interpolators::bilinear_uniform;
int rows = 2;
int cols = 3;
double dx = 1;
double dy = 1;
auto bu = bilinear_uniform(std::move(v), rows, cols, dx, dy);
// evaluate at a point:
double z = bu(0.0, 0.0);

Periodically, it is helpful to see what data the interpolator has. This can be achieved via

std::cout << ub << "\n";

Note that the interpolator is pimpl'd, so that copying the class is cheap, and hence it can be shared between threads. (The call operator is threadsafe.)

Note that the layout of the field data follows the convention found in laying out images: The first value is associated with (x0, y0), and the last value is associate with (x0 + (cols - 1)dx, y0 + (rows - 1)dy). This matches with how we think about laying out matrices in C order, but of course there is no canonical choice and conventions must be made. For example, it is traditional in image processing the associate the first field value with the center of the pixel (which would be called a cell-centered field in VTK). This interpolator is point-centered, in the sense that (x0,y0) is associated with value v[0], and (x0+dx, y0) associated with v[1]. If you have cell-centered data at (0,0), then just pass (x0,y0) = (0.5, 0.5) to this interpolator.

Note that this interpolator does not provide the option for a rotation. We regarded that as too expensive to handle in this class. Rotating the arguments must be performed by the user.

Complexity and Performance

The google/benchmark in reporting/performance/bilinear_uniform_performance.cpp demonstrates the cost of the call operator for this interpolator:

Run on (16 X 4300 MHz CPU s)
CPU Caches:
  L1 Data 32K (x8)
  L1 Instruction 32K (x8)
  L2 Unified 1024K (x8)
  L3 Unified 11264K (x1)
Load Average: 0.92, 0.64, 0.35
--------------------------------------
Benchmark                      Time
--------------------------------------
Bilinear<double>/64            13.6 ns
Bilinear<double>/128           13.3 ns
Bilinear<double>/256           13.9 ns
Bilinear<double>/512           13.7 ns
Bilinear<double>/1024          13.2 ns
Bilinear<double>/2048          13.1 ns
Bilinear<double>/4096          13.2 ns
Bilinear<double>/8192          13.2 ns

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