forum.alglib.net

Hello!
Thank you for this great library. It appears to be very useful for my purpose. Unfortunately, i didn't have enough time to make out how it operates inside, so my question may seem silly for you.

I use spline1dbuildlinear to get spline1dinterpolant which allows me(by means of spline1dcalc() method) to get Y values by passing the X ones. Now I'm looking for the opposite transformation( I need to get X values from Y using the same spline1dinterpolant). Could you please advice me the best way to do it using algLib?

PS see attached image for more details.

There is no easy way to do so, i.e. there is no special function to solve such a problem. But you can unpack spline coefficients with spline1dunpack function and solve linear equations c0*x+c1 = y.

thanks, that's exectly what I needed.

Hello again.
I need to find local maximum of smooth function(result of experiment data approximation). I couldn't find any mentions of such functionality in ALGLIB Reference Manual. Probably, I used the wrong key words, because I'm not well familiar with mathematical analysis. Does ALGLIB offer functionality for this purpose?

It is called "numerical optimization". Take a look at http://www.alglib.net/optimization/ It describes methods for minimization of smooth functions, but max(f) is the same as min(-f), so you can easily convert your problem to the minimization of a smooth function.

The only issue is that these methods were developed for N-dimensional minimization. They will work in 1-dimensional case too, but several times slower than specialized methods for 1-dimensional optimization.