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Derivative of piecewise polynomial using ppval

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Bo Wang
Bo Wang le 31 Mar 2016
Commenté : Jon le 20 Oct 2021
I have a problem about derivative of piecewise polynomial. Here is my code
function y=ppval_drv(pp,x,deriv)
%x=0:10;
%y=f(x);
%xx=linspace(0,10,200);
y=f(x);
pp=spline(x,y);
t=pp.coefs;
[m n]=size(t);
d=[n-deriv:-1:1;ones(deriv-1,n-deriv)];
d=cumsum(d,1);
d=prod(d,1);
I don't know what to do next. Can anyone give me a hint for this one? Thanks

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John D'Errico
John D'Errico le 31 Mar 2016
Modifié(e) : John D'Errico le 5 Avr 2016
Well, you could always use ppder. I've not looked at the code, but I imagine it might work.
For a cubic spline, a derivative is actually pretty easy to do, as just a matrix multiply. (For that matter any order spline in a pp form is trivial to differentiate.)
% pd is the polynomial degree of the polynomial segments,
% so for a spline created by spline, we have pd=3.
pd = 3;
D = diag(pd:-1:1,1);
% given deriv as the order of the derivative to compute
% just loop
for i = 1:deriv
pp.coefs = pp.coefs*D;
end
Untested code, but it should work.
  2 commentaires
Dimitry Chuprakov
Dimitry Chuprakov le 29 Juil 2021
Here is the path to correct ppder version for taking derivative of any piecewise polynomial including PCHIP.
Jon
Jon le 20 Oct 2021
Inspired approach! I love its simplicity just using a single matrix multiply. I think you were aiming for clarifying the approach here, but, I think you actually could even further vectorize it using
pp.coefs = pp.coefs*D^deriv

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