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Polyharmonic spline

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Definition

A polyharmonic spline is a linear combination of polyharmonic radial basis functions (RBFs) denoted by φ plus a polynomial term:

where

  • x=[x1x2⋯xd]T (T denotes matrix transpose, meaning x is a column vector) is a real-valued vector of d independent variables,
  • ci=[ci,1ci,2⋯ci,d]T are N vectors of the same size as x (often called centers) that the curve or surface must interpolate,
  • w=[w1w2⋯wN]T are the N weights of the RBFs,
  • v=[v1v2⋯vd+1]T are the d+1 weights of the polynomial.

The polynomial with the coefficients v improves fitting accuracy for polyharmonic smoothing splines and also improves extrapolation away from the centers ci. See figure below for comparison of splines with polynomial term and without polynomial term.

The polyharmonic RBFs are of the form:

φ(r)={rkwith k=1,3,5,…,rkln⁡(r)with k=2,4,6,…r=|x−ci|=(x−ci)T(x−ci).

Other values of the exponent k are not useful (such as φ(r)=r2), because a solution of the interpolation problem might not exist. To avoid problems at r=0 (since log⁡(0)=−∞), the polyharmonic RBFs with the natural logarithm might be implemented as:

φ(r)={rk−1ln⁡(rr)for r<1,(this works because 00 is defined)rkln⁡(r)for r≥1.

or, more simply adding a continuity extension in r=0

φ(r)={0for r<ϵ,(for some very small value of ϵ, e.g. if using floating point numbers in double precisions, ϵ=10−200)rkln⁡(r)for r≥ϵ.

The weights wi and vj are determined such that the function interpolates N given points (ci,fi) (for i=1,2,…,N) and fulfills the d+1 orthogonality conditions

∑i=1Nwi=0,∑i=1Nwici=0.

All together, these constraints are equivalent to the symmetric linear system of equations

where

Ai,j=φ(|ci−cj|),B=[11⋯1c1c2⋯cN]T,f=[f1,f2,…,fN]T.

In order for this system of equations to have a unique solution, B must be full rank. B is full rank for very mild conditions on the input data. For example, in two dimensions, three centers forming a non-degenerate triangle ensure that B is full rank, and in three dimensions, four centers forming a non-degenerate tetrahedron ensure that B is full rank. As explained later, the linear transformation resulting from the restriction of the domain of the linear transformation A to the null space of BT is positive definite. This means that if B is full rank, the system of equations (2) always has a unique solution and it can be solved using a linear solver specialised for symmetric matrices. The computed weights allow evaluation of the spline for any x∈Rd using equation (1). Many practical details of implementing and using polyharmonic splines are explained in Fasshauer. In Iske polyharmonic splines are treated as special cases of other multiresolution methods in scattered data modelling.

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