Initial commit

src/main/java/com/wildbitsfoundry/etk4j/math/polynomials/LagrangePolynomial.java

@@ -0,0 +1,56 @@
+package com.wildbitsfoundry.etk4j.math.polynomials;
+
+import com.wildbitsfoundry.etk4j.math.functions.UnivariateFunction;
+import com.wildbitsfoundry.etk4j.util.DoubleArrays;
+
+import java.util.Arrays;
+// TODO test and javadocs
+import static com.wildbitsfoundry.etk4j.util.validation.DimensionCheckers.checkXYDimensions;
+
+public class LagrangePolynomial implements UnivariateFunction {
+
+    private final double[] x;
+    private final double[] y;
+    private final double[] weights;
+
+    public LagrangePolynomial(double[] x, double[] y) {
+        checkXYDimensions(x, y);
+        this.x = Arrays.copyOf(x, x.length);
+        this.y = Arrays.copyOf(y, y.length);
+        this.weights = computeWeights(x);
+    }
+
+    private double[] computeWeights(double[] x) {
+        int n = x.length;
+        double[] w = DoubleArrays.ones(n);
+
+        for(int i = 0; i < n; i++) {
+            for(int j = 0; j < n; j++) {
+                if(i != j) {
+                    w[i] /= (x[i] - x[j]);
+                }
+            }
+        }
+        return w;
+    }
+
+    @Override
+    public double evaluateAt(double x) {
+        double numerator = 0.0;
+        double denominator = 0.0;
+
+        for(int i = 0; i < this.x.length; i++) {
+            if(x == this.x[i]) {
+                return y[i];
+            }
+            double tmp = weights[i] / (x - this.x[i]);
+            numerator += tmp * y[i];
+            denominator += tmp;
+        }
+        return numerator / denominator;
+    }
+
+    public static LagrangePolynomial lagrangeFit(double[] x, double[] y, int n) {
+        return new LagrangePolynomial(x, y);
+    }
+}