annotate DEPENDENCIES/mingw32/Python27/Lib/site-packages/numpy/polynomial/hermite.py @ 133:4acb5d8d80b6 tip

Don't fail environmental check if README.md exists (but .txt and no-suffix don't)
author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents 2a2c65a20a8b
children
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Chris@87 1 """
Chris@87 2 Objects for dealing with Hermite series.
Chris@87 3
Chris@87 4 This module provides a number of objects (mostly functions) useful for
Chris@87 5 dealing with Hermite series, including a `Hermite` class that
Chris@87 6 encapsulates the usual arithmetic operations. (General information
Chris@87 7 on how this module represents and works with such polynomials is in the
Chris@87 8 docstring for its "parent" sub-package, `numpy.polynomial`).
Chris@87 9
Chris@87 10 Constants
Chris@87 11 ---------
Chris@87 12 - `hermdomain` -- Hermite series default domain, [-1,1].
Chris@87 13 - `hermzero` -- Hermite series that evaluates identically to 0.
Chris@87 14 - `hermone` -- Hermite series that evaluates identically to 1.
Chris@87 15 - `hermx` -- Hermite series for the identity map, ``f(x) = x``.
Chris@87 16
Chris@87 17 Arithmetic
Chris@87 18 ----------
Chris@87 19 - `hermmulx` -- multiply a Hermite series in ``P_i(x)`` by ``x``.
Chris@87 20 - `hermadd` -- add two Hermite series.
Chris@87 21 - `hermsub` -- subtract one Hermite series from another.
Chris@87 22 - `hermmul` -- multiply two Hermite series.
Chris@87 23 - `hermdiv` -- divide one Hermite series by another.
Chris@87 24 - `hermval` -- evaluate a Hermite series at given points.
Chris@87 25 - `hermval2d` -- evaluate a 2D Hermite series at given points.
Chris@87 26 - `hermval3d` -- evaluate a 3D Hermite series at given points.
Chris@87 27 - `hermgrid2d` -- evaluate a 2D Hermite series on a Cartesian product.
Chris@87 28 - `hermgrid3d` -- evaluate a 3D Hermite series on a Cartesian product.
Chris@87 29
Chris@87 30 Calculus
Chris@87 31 --------
Chris@87 32 - `hermder` -- differentiate a Hermite series.
Chris@87 33 - `hermint` -- integrate a Hermite series.
Chris@87 34
Chris@87 35 Misc Functions
Chris@87 36 --------------
Chris@87 37 - `hermfromroots` -- create a Hermite series with specified roots.
Chris@87 38 - `hermroots` -- find the roots of a Hermite series.
Chris@87 39 - `hermvander` -- Vandermonde-like matrix for Hermite polynomials.
Chris@87 40 - `hermvander2d` -- Vandermonde-like matrix for 2D power series.
Chris@87 41 - `hermvander3d` -- Vandermonde-like matrix for 3D power series.
Chris@87 42 - `hermgauss` -- Gauss-Hermite quadrature, points and weights.
Chris@87 43 - `hermweight` -- Hermite weight function.
Chris@87 44 - `hermcompanion` -- symmetrized companion matrix in Hermite form.
Chris@87 45 - `hermfit` -- least-squares fit returning a Hermite series.
Chris@87 46 - `hermtrim` -- trim leading coefficients from a Hermite series.
Chris@87 47 - `hermline` -- Hermite series of given straight line.
Chris@87 48 - `herm2poly` -- convert a Hermite series to a polynomial.
Chris@87 49 - `poly2herm` -- convert a polynomial to a Hermite series.
Chris@87 50
Chris@87 51 Classes
Chris@87 52 -------
Chris@87 53 - `Hermite` -- A Hermite series class.
Chris@87 54
Chris@87 55 See also
Chris@87 56 --------
Chris@87 57 `numpy.polynomial`
Chris@87 58
Chris@87 59 """
Chris@87 60 from __future__ import division, absolute_import, print_function
Chris@87 61
Chris@87 62 import warnings
Chris@87 63 import numpy as np
Chris@87 64 import numpy.linalg as la
Chris@87 65
Chris@87 66 from . import polyutils as pu
Chris@87 67 from ._polybase import ABCPolyBase
Chris@87 68
Chris@87 69 __all__ = [
Chris@87 70 'hermzero', 'hermone', 'hermx', 'hermdomain', 'hermline', 'hermadd',
Chris@87 71 'hermsub', 'hermmulx', 'hermmul', 'hermdiv', 'hermpow', 'hermval',
Chris@87 72 'hermder', 'hermint', 'herm2poly', 'poly2herm', 'hermfromroots',
Chris@87 73 'hermvander', 'hermfit', 'hermtrim', 'hermroots', 'Hermite',
Chris@87 74 'hermval2d', 'hermval3d', 'hermgrid2d', 'hermgrid3d', 'hermvander2d',
Chris@87 75 'hermvander3d', 'hermcompanion', 'hermgauss', 'hermweight']
Chris@87 76
Chris@87 77 hermtrim = pu.trimcoef
Chris@87 78
Chris@87 79
Chris@87 80 def poly2herm(pol):
Chris@87 81 """
Chris@87 82 poly2herm(pol)
Chris@87 83
Chris@87 84 Convert a polynomial to a Hermite series.
Chris@87 85
Chris@87 86 Convert an array representing the coefficients of a polynomial (relative
Chris@87 87 to the "standard" basis) ordered from lowest degree to highest, to an
Chris@87 88 array of the coefficients of the equivalent Hermite series, ordered
Chris@87 89 from lowest to highest degree.
Chris@87 90
Chris@87 91 Parameters
Chris@87 92 ----------
Chris@87 93 pol : array_like
Chris@87 94 1-D array containing the polynomial coefficients
Chris@87 95
Chris@87 96 Returns
Chris@87 97 -------
Chris@87 98 c : ndarray
Chris@87 99 1-D array containing the coefficients of the equivalent Hermite
Chris@87 100 series.
Chris@87 101
Chris@87 102 See Also
Chris@87 103 --------
Chris@87 104 herm2poly
Chris@87 105
Chris@87 106 Notes
Chris@87 107 -----
Chris@87 108 The easy way to do conversions between polynomial basis sets
Chris@87 109 is to use the convert method of a class instance.
Chris@87 110
Chris@87 111 Examples
Chris@87 112 --------
Chris@87 113 >>> from numpy.polynomial.hermite import poly2herm
Chris@87 114 >>> poly2herm(np.arange(4))
Chris@87 115 array([ 1. , 2.75 , 0.5 , 0.375])
Chris@87 116
Chris@87 117 """
Chris@87 118 [pol] = pu.as_series([pol])
Chris@87 119 deg = len(pol) - 1
Chris@87 120 res = 0
Chris@87 121 for i in range(deg, -1, -1):
Chris@87 122 res = hermadd(hermmulx(res), pol[i])
Chris@87 123 return res
Chris@87 124
Chris@87 125
Chris@87 126 def herm2poly(c):
Chris@87 127 """
Chris@87 128 Convert a Hermite series to a polynomial.
Chris@87 129
Chris@87 130 Convert an array representing the coefficients of a Hermite series,
Chris@87 131 ordered from lowest degree to highest, to an array of the coefficients
Chris@87 132 of the equivalent polynomial (relative to the "standard" basis) ordered
Chris@87 133 from lowest to highest degree.
Chris@87 134
Chris@87 135 Parameters
Chris@87 136 ----------
Chris@87 137 c : array_like
Chris@87 138 1-D array containing the Hermite series coefficients, ordered
Chris@87 139 from lowest order term to highest.
Chris@87 140
Chris@87 141 Returns
Chris@87 142 -------
Chris@87 143 pol : ndarray
Chris@87 144 1-D array containing the coefficients of the equivalent polynomial
Chris@87 145 (relative to the "standard" basis) ordered from lowest order term
Chris@87 146 to highest.
Chris@87 147
Chris@87 148 See Also
Chris@87 149 --------
Chris@87 150 poly2herm
Chris@87 151
Chris@87 152 Notes
Chris@87 153 -----
Chris@87 154 The easy way to do conversions between polynomial basis sets
Chris@87 155 is to use the convert method of a class instance.
Chris@87 156
Chris@87 157 Examples
Chris@87 158 --------
Chris@87 159 >>> from numpy.polynomial.hermite import herm2poly
Chris@87 160 >>> herm2poly([ 1. , 2.75 , 0.5 , 0.375])
Chris@87 161 array([ 0., 1., 2., 3.])
Chris@87 162
Chris@87 163 """
Chris@87 164 from .polynomial import polyadd, polysub, polymulx
Chris@87 165
Chris@87 166 [c] = pu.as_series([c])
Chris@87 167 n = len(c)
Chris@87 168 if n == 1:
Chris@87 169 return c
Chris@87 170 if n == 2:
Chris@87 171 c[1] *= 2
Chris@87 172 return c
Chris@87 173 else:
Chris@87 174 c0 = c[-2]
Chris@87 175 c1 = c[-1]
Chris@87 176 # i is the current degree of c1
Chris@87 177 for i in range(n - 1, 1, -1):
Chris@87 178 tmp = c0
Chris@87 179 c0 = polysub(c[i - 2], c1*(2*(i - 1)))
Chris@87 180 c1 = polyadd(tmp, polymulx(c1)*2)
Chris@87 181 return polyadd(c0, polymulx(c1)*2)
Chris@87 182
Chris@87 183 #
Chris@87 184 # These are constant arrays are of integer type so as to be compatible
Chris@87 185 # with the widest range of other types, such as Decimal.
Chris@87 186 #
Chris@87 187
Chris@87 188 # Hermite
Chris@87 189 hermdomain = np.array([-1, 1])
Chris@87 190
Chris@87 191 # Hermite coefficients representing zero.
Chris@87 192 hermzero = np.array([0])
Chris@87 193
Chris@87 194 # Hermite coefficients representing one.
Chris@87 195 hermone = np.array([1])
Chris@87 196
Chris@87 197 # Hermite coefficients representing the identity x.
Chris@87 198 hermx = np.array([0, 1/2])
Chris@87 199
Chris@87 200
Chris@87 201 def hermline(off, scl):
Chris@87 202 """
Chris@87 203 Hermite series whose graph is a straight line.
Chris@87 204
Chris@87 205
Chris@87 206
Chris@87 207 Parameters
Chris@87 208 ----------
Chris@87 209 off, scl : scalars
Chris@87 210 The specified line is given by ``off + scl*x``.
Chris@87 211
Chris@87 212 Returns
Chris@87 213 -------
Chris@87 214 y : ndarray
Chris@87 215 This module's representation of the Hermite series for
Chris@87 216 ``off + scl*x``.
Chris@87 217
Chris@87 218 See Also
Chris@87 219 --------
Chris@87 220 polyline, chebline
Chris@87 221
Chris@87 222 Examples
Chris@87 223 --------
Chris@87 224 >>> from numpy.polynomial.hermite import hermline, hermval
Chris@87 225 >>> hermval(0,hermline(3, 2))
Chris@87 226 3.0
Chris@87 227 >>> hermval(1,hermline(3, 2))
Chris@87 228 5.0
Chris@87 229
Chris@87 230 """
Chris@87 231 if scl != 0:
Chris@87 232 return np.array([off, scl/2])
Chris@87 233 else:
Chris@87 234 return np.array([off])
Chris@87 235
Chris@87 236
Chris@87 237 def hermfromroots(roots):
Chris@87 238 """
Chris@87 239 Generate a Hermite series with given roots.
Chris@87 240
Chris@87 241 The function returns the coefficients of the polynomial
Chris@87 242
Chris@87 243 .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n),
Chris@87 244
Chris@87 245 in Hermite form, where the `r_n` are the roots specified in `roots`.
Chris@87 246 If a zero has multiplicity n, then it must appear in `roots` n times.
Chris@87 247 For instance, if 2 is a root of multiplicity three and 3 is a root of
Chris@87 248 multiplicity 2, then `roots` looks something like [2, 2, 2, 3, 3]. The
Chris@87 249 roots can appear in any order.
Chris@87 250
Chris@87 251 If the returned coefficients are `c`, then
Chris@87 252
Chris@87 253 .. math:: p(x) = c_0 + c_1 * H_1(x) + ... + c_n * H_n(x)
Chris@87 254
Chris@87 255 The coefficient of the last term is not generally 1 for monic
Chris@87 256 polynomials in Hermite form.
Chris@87 257
Chris@87 258 Parameters
Chris@87 259 ----------
Chris@87 260 roots : array_like
Chris@87 261 Sequence containing the roots.
Chris@87 262
Chris@87 263 Returns
Chris@87 264 -------
Chris@87 265 out : ndarray
Chris@87 266 1-D array of coefficients. If all roots are real then `out` is a
Chris@87 267 real array, if some of the roots are complex, then `out` is complex
Chris@87 268 even if all the coefficients in the result are real (see Examples
Chris@87 269 below).
Chris@87 270
Chris@87 271 See Also
Chris@87 272 --------
Chris@87 273 polyfromroots, legfromroots, lagfromroots, chebfromroots,
Chris@87 274 hermefromroots.
Chris@87 275
Chris@87 276 Examples
Chris@87 277 --------
Chris@87 278 >>> from numpy.polynomial.hermite import hermfromroots, hermval
Chris@87 279 >>> coef = hermfromroots((-1, 0, 1))
Chris@87 280 >>> hermval((-1, 0, 1), coef)
Chris@87 281 array([ 0., 0., 0.])
Chris@87 282 >>> coef = hermfromroots((-1j, 1j))
Chris@87 283 >>> hermval((-1j, 1j), coef)
Chris@87 284 array([ 0.+0.j, 0.+0.j])
Chris@87 285
Chris@87 286 """
Chris@87 287 if len(roots) == 0:
Chris@87 288 return np.ones(1)
Chris@87 289 else:
Chris@87 290 [roots] = pu.as_series([roots], trim=False)
Chris@87 291 roots.sort()
Chris@87 292 p = [hermline(-r, 1) for r in roots]
Chris@87 293 n = len(p)
Chris@87 294 while n > 1:
Chris@87 295 m, r = divmod(n, 2)
Chris@87 296 tmp = [hermmul(p[i], p[i+m]) for i in range(m)]
Chris@87 297 if r:
Chris@87 298 tmp[0] = hermmul(tmp[0], p[-1])
Chris@87 299 p = tmp
Chris@87 300 n = m
Chris@87 301 return p[0]
Chris@87 302
Chris@87 303
Chris@87 304 def hermadd(c1, c2):
Chris@87 305 """
Chris@87 306 Add one Hermite series to another.
Chris@87 307
Chris@87 308 Returns the sum of two Hermite series `c1` + `c2`. The arguments
Chris@87 309 are sequences of coefficients ordered from lowest order term to
Chris@87 310 highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 311
Chris@87 312 Parameters
Chris@87 313 ----------
Chris@87 314 c1, c2 : array_like
Chris@87 315 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 316 high.
Chris@87 317
Chris@87 318 Returns
Chris@87 319 -------
Chris@87 320 out : ndarray
Chris@87 321 Array representing the Hermite series of their sum.
Chris@87 322
Chris@87 323 See Also
Chris@87 324 --------
Chris@87 325 hermsub, hermmul, hermdiv, hermpow
Chris@87 326
Chris@87 327 Notes
Chris@87 328 -----
Chris@87 329 Unlike multiplication, division, etc., the sum of two Hermite series
Chris@87 330 is a Hermite series (without having to "reproject" the result onto
Chris@87 331 the basis set) so addition, just like that of "standard" polynomials,
Chris@87 332 is simply "component-wise."
Chris@87 333
Chris@87 334 Examples
Chris@87 335 --------
Chris@87 336 >>> from numpy.polynomial.hermite import hermadd
Chris@87 337 >>> hermadd([1, 2, 3], [1, 2, 3, 4])
Chris@87 338 array([ 2., 4., 6., 4.])
Chris@87 339
Chris@87 340 """
Chris@87 341 # c1, c2 are trimmed copies
Chris@87 342 [c1, c2] = pu.as_series([c1, c2])
Chris@87 343 if len(c1) > len(c2):
Chris@87 344 c1[:c2.size] += c2
Chris@87 345 ret = c1
Chris@87 346 else:
Chris@87 347 c2[:c1.size] += c1
Chris@87 348 ret = c2
Chris@87 349 return pu.trimseq(ret)
Chris@87 350
Chris@87 351
Chris@87 352 def hermsub(c1, c2):
Chris@87 353 """
Chris@87 354 Subtract one Hermite series from another.
Chris@87 355
Chris@87 356 Returns the difference of two Hermite series `c1` - `c2`. The
Chris@87 357 sequences of coefficients are from lowest order term to highest, i.e.,
Chris@87 358 [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 359
Chris@87 360 Parameters
Chris@87 361 ----------
Chris@87 362 c1, c2 : array_like
Chris@87 363 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 364 high.
Chris@87 365
Chris@87 366 Returns
Chris@87 367 -------
Chris@87 368 out : ndarray
Chris@87 369 Of Hermite series coefficients representing their difference.
Chris@87 370
Chris@87 371 See Also
Chris@87 372 --------
Chris@87 373 hermadd, hermmul, hermdiv, hermpow
Chris@87 374
Chris@87 375 Notes
Chris@87 376 -----
Chris@87 377 Unlike multiplication, division, etc., the difference of two Hermite
Chris@87 378 series is a Hermite series (without having to "reproject" the result
Chris@87 379 onto the basis set) so subtraction, just like that of "standard"
Chris@87 380 polynomials, is simply "component-wise."
Chris@87 381
Chris@87 382 Examples
Chris@87 383 --------
Chris@87 384 >>> from numpy.polynomial.hermite import hermsub
Chris@87 385 >>> hermsub([1, 2, 3, 4], [1, 2, 3])
Chris@87 386 array([ 0., 0., 0., 4.])
Chris@87 387
Chris@87 388 """
Chris@87 389 # c1, c2 are trimmed copies
Chris@87 390 [c1, c2] = pu.as_series([c1, c2])
Chris@87 391 if len(c1) > len(c2):
Chris@87 392 c1[:c2.size] -= c2
Chris@87 393 ret = c1
Chris@87 394 else:
Chris@87 395 c2 = -c2
Chris@87 396 c2[:c1.size] += c1
Chris@87 397 ret = c2
Chris@87 398 return pu.trimseq(ret)
Chris@87 399
Chris@87 400
Chris@87 401 def hermmulx(c):
Chris@87 402 """Multiply a Hermite series by x.
Chris@87 403
Chris@87 404 Multiply the Hermite series `c` by x, where x is the independent
Chris@87 405 variable.
Chris@87 406
Chris@87 407
Chris@87 408 Parameters
Chris@87 409 ----------
Chris@87 410 c : array_like
Chris@87 411 1-D array of Hermite series coefficients ordered from low to
Chris@87 412 high.
Chris@87 413
Chris@87 414 Returns
Chris@87 415 -------
Chris@87 416 out : ndarray
Chris@87 417 Array representing the result of the multiplication.
Chris@87 418
Chris@87 419 Notes
Chris@87 420 -----
Chris@87 421 The multiplication uses the recursion relationship for Hermite
Chris@87 422 polynomials in the form
Chris@87 423
Chris@87 424 .. math::
Chris@87 425
Chris@87 426 xP_i(x) = (P_{i + 1}(x)/2 + i*P_{i - 1}(x))
Chris@87 427
Chris@87 428 Examples
Chris@87 429 --------
Chris@87 430 >>> from numpy.polynomial.hermite import hermmulx
Chris@87 431 >>> hermmulx([1, 2, 3])
Chris@87 432 array([ 2. , 6.5, 1. , 1.5])
Chris@87 433
Chris@87 434 """
Chris@87 435 # c is a trimmed copy
Chris@87 436 [c] = pu.as_series([c])
Chris@87 437 # The zero series needs special treatment
Chris@87 438 if len(c) == 1 and c[0] == 0:
Chris@87 439 return c
Chris@87 440
Chris@87 441 prd = np.empty(len(c) + 1, dtype=c.dtype)
Chris@87 442 prd[0] = c[0]*0
Chris@87 443 prd[1] = c[0]/2
Chris@87 444 for i in range(1, len(c)):
Chris@87 445 prd[i + 1] = c[i]/2
Chris@87 446 prd[i - 1] += c[i]*i
Chris@87 447 return prd
Chris@87 448
Chris@87 449
Chris@87 450 def hermmul(c1, c2):
Chris@87 451 """
Chris@87 452 Multiply one Hermite series by another.
Chris@87 453
Chris@87 454 Returns the product of two Hermite series `c1` * `c2`. The arguments
Chris@87 455 are sequences of coefficients, from lowest order "term" to highest,
Chris@87 456 e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 457
Chris@87 458 Parameters
Chris@87 459 ----------
Chris@87 460 c1, c2 : array_like
Chris@87 461 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 462 high.
Chris@87 463
Chris@87 464 Returns
Chris@87 465 -------
Chris@87 466 out : ndarray
Chris@87 467 Of Hermite series coefficients representing their product.
Chris@87 468
Chris@87 469 See Also
Chris@87 470 --------
Chris@87 471 hermadd, hermsub, hermdiv, hermpow
Chris@87 472
Chris@87 473 Notes
Chris@87 474 -----
Chris@87 475 In general, the (polynomial) product of two C-series results in terms
Chris@87 476 that are not in the Hermite polynomial basis set. Thus, to express
Chris@87 477 the product as a Hermite series, it is necessary to "reproject" the
Chris@87 478 product onto said basis set, which may produce "unintuitive" (but
Chris@87 479 correct) results; see Examples section below.
Chris@87 480
Chris@87 481 Examples
Chris@87 482 --------
Chris@87 483 >>> from numpy.polynomial.hermite import hermmul
Chris@87 484 >>> hermmul([1, 2, 3], [0, 1, 2])
Chris@87 485 array([ 52., 29., 52., 7., 6.])
Chris@87 486
Chris@87 487 """
Chris@87 488 # s1, s2 are trimmed copies
Chris@87 489 [c1, c2] = pu.as_series([c1, c2])
Chris@87 490
Chris@87 491 if len(c1) > len(c2):
Chris@87 492 c = c2
Chris@87 493 xs = c1
Chris@87 494 else:
Chris@87 495 c = c1
Chris@87 496 xs = c2
Chris@87 497
Chris@87 498 if len(c) == 1:
Chris@87 499 c0 = c[0]*xs
Chris@87 500 c1 = 0
Chris@87 501 elif len(c) == 2:
Chris@87 502 c0 = c[0]*xs
Chris@87 503 c1 = c[1]*xs
Chris@87 504 else:
Chris@87 505 nd = len(c)
Chris@87 506 c0 = c[-2]*xs
Chris@87 507 c1 = c[-1]*xs
Chris@87 508 for i in range(3, len(c) + 1):
Chris@87 509 tmp = c0
Chris@87 510 nd = nd - 1
Chris@87 511 c0 = hermsub(c[-i]*xs, c1*(2*(nd - 1)))
Chris@87 512 c1 = hermadd(tmp, hermmulx(c1)*2)
Chris@87 513 return hermadd(c0, hermmulx(c1)*2)
Chris@87 514
Chris@87 515
Chris@87 516 def hermdiv(c1, c2):
Chris@87 517 """
Chris@87 518 Divide one Hermite series by another.
Chris@87 519
Chris@87 520 Returns the quotient-with-remainder of two Hermite series
Chris@87 521 `c1` / `c2`. The arguments are sequences of coefficients from lowest
Chris@87 522 order "term" to highest, e.g., [1,2,3] represents the series
Chris@87 523 ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 524
Chris@87 525 Parameters
Chris@87 526 ----------
Chris@87 527 c1, c2 : array_like
Chris@87 528 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 529 high.
Chris@87 530
Chris@87 531 Returns
Chris@87 532 -------
Chris@87 533 [quo, rem] : ndarrays
Chris@87 534 Of Hermite series coefficients representing the quotient and
Chris@87 535 remainder.
Chris@87 536
Chris@87 537 See Also
Chris@87 538 --------
Chris@87 539 hermadd, hermsub, hermmul, hermpow
Chris@87 540
Chris@87 541 Notes
Chris@87 542 -----
Chris@87 543 In general, the (polynomial) division of one Hermite series by another
Chris@87 544 results in quotient and remainder terms that are not in the Hermite
Chris@87 545 polynomial basis set. Thus, to express these results as a Hermite
Chris@87 546 series, it is necessary to "reproject" the results onto the Hermite
Chris@87 547 basis set, which may produce "unintuitive" (but correct) results; see
Chris@87 548 Examples section below.
Chris@87 549
Chris@87 550 Examples
Chris@87 551 --------
Chris@87 552 >>> from numpy.polynomial.hermite import hermdiv
Chris@87 553 >>> hermdiv([ 52., 29., 52., 7., 6.], [0, 1, 2])
Chris@87 554 (array([ 1., 2., 3.]), array([ 0.]))
Chris@87 555 >>> hermdiv([ 54., 31., 52., 7., 6.], [0, 1, 2])
Chris@87 556 (array([ 1., 2., 3.]), array([ 2., 2.]))
Chris@87 557 >>> hermdiv([ 53., 30., 52., 7., 6.], [0, 1, 2])
Chris@87 558 (array([ 1., 2., 3.]), array([ 1., 1.]))
Chris@87 559
Chris@87 560 """
Chris@87 561 # c1, c2 are trimmed copies
Chris@87 562 [c1, c2] = pu.as_series([c1, c2])
Chris@87 563 if c2[-1] == 0:
Chris@87 564 raise ZeroDivisionError()
Chris@87 565
Chris@87 566 lc1 = len(c1)
Chris@87 567 lc2 = len(c2)
Chris@87 568 if lc1 < lc2:
Chris@87 569 return c1[:1]*0, c1
Chris@87 570 elif lc2 == 1:
Chris@87 571 return c1/c2[-1], c1[:1]*0
Chris@87 572 else:
Chris@87 573 quo = np.empty(lc1 - lc2 + 1, dtype=c1.dtype)
Chris@87 574 rem = c1
Chris@87 575 for i in range(lc1 - lc2, - 1, -1):
Chris@87 576 p = hermmul([0]*i + [1], c2)
Chris@87 577 q = rem[-1]/p[-1]
Chris@87 578 rem = rem[:-1] - q*p[:-1]
Chris@87 579 quo[i] = q
Chris@87 580 return quo, pu.trimseq(rem)
Chris@87 581
Chris@87 582
Chris@87 583 def hermpow(c, pow, maxpower=16):
Chris@87 584 """Raise a Hermite series to a power.
Chris@87 585
Chris@87 586 Returns the Hermite series `c` raised to the power `pow`. The
Chris@87 587 argument `c` is a sequence of coefficients ordered from low to high.
Chris@87 588 i.e., [1,2,3] is the series ``P_0 + 2*P_1 + 3*P_2.``
Chris@87 589
Chris@87 590 Parameters
Chris@87 591 ----------
Chris@87 592 c : array_like
Chris@87 593 1-D array of Hermite series coefficients ordered from low to
Chris@87 594 high.
Chris@87 595 pow : integer
Chris@87 596 Power to which the series will be raised
Chris@87 597 maxpower : integer, optional
Chris@87 598 Maximum power allowed. This is mainly to limit growth of the series
Chris@87 599 to unmanageable size. Default is 16
Chris@87 600
Chris@87 601 Returns
Chris@87 602 -------
Chris@87 603 coef : ndarray
Chris@87 604 Hermite series of power.
Chris@87 605
Chris@87 606 See Also
Chris@87 607 --------
Chris@87 608 hermadd, hermsub, hermmul, hermdiv
Chris@87 609
Chris@87 610 Examples
Chris@87 611 --------
Chris@87 612 >>> from numpy.polynomial.hermite import hermpow
Chris@87 613 >>> hermpow([1, 2, 3], 2)
Chris@87 614 array([ 81., 52., 82., 12., 9.])
Chris@87 615
Chris@87 616 """
Chris@87 617 # c is a trimmed copy
Chris@87 618 [c] = pu.as_series([c])
Chris@87 619 power = int(pow)
Chris@87 620 if power != pow or power < 0:
Chris@87 621 raise ValueError("Power must be a non-negative integer.")
Chris@87 622 elif maxpower is not None and power > maxpower:
Chris@87 623 raise ValueError("Power is too large")
Chris@87 624 elif power == 0:
Chris@87 625 return np.array([1], dtype=c.dtype)
Chris@87 626 elif power == 1:
Chris@87 627 return c
Chris@87 628 else:
Chris@87 629 # This can be made more efficient by using powers of two
Chris@87 630 # in the usual way.
Chris@87 631 prd = c
Chris@87 632 for i in range(2, power + 1):
Chris@87 633 prd = hermmul(prd, c)
Chris@87 634 return prd
Chris@87 635
Chris@87 636
Chris@87 637 def hermder(c, m=1, scl=1, axis=0):
Chris@87 638 """
Chris@87 639 Differentiate a Hermite series.
Chris@87 640
Chris@87 641 Returns the Hermite series coefficients `c` differentiated `m` times
Chris@87 642 along `axis`. At each iteration the result is multiplied by `scl` (the
Chris@87 643 scaling factor is for use in a linear change of variable). The argument
Chris@87 644 `c` is an array of coefficients from low to high degree along each
Chris@87 645 axis, e.g., [1,2,3] represents the series ``1*H_0 + 2*H_1 + 3*H_2``
Chris@87 646 while [[1,2],[1,2]] represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) +
Chris@87 647 2*H_0(x)*H_1(y) + 2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is
Chris@87 648 ``y``.
Chris@87 649
Chris@87 650 Parameters
Chris@87 651 ----------
Chris@87 652 c : array_like
Chris@87 653 Array of Hermite series coefficients. If `c` is multidimensional the
Chris@87 654 different axis correspond to different variables with the degree in
Chris@87 655 each axis given by the corresponding index.
Chris@87 656 m : int, optional
Chris@87 657 Number of derivatives taken, must be non-negative. (Default: 1)
Chris@87 658 scl : scalar, optional
Chris@87 659 Each differentiation is multiplied by `scl`. The end result is
Chris@87 660 multiplication by ``scl**m``. This is for use in a linear change of
Chris@87 661 variable. (Default: 1)
Chris@87 662 axis : int, optional
Chris@87 663 Axis over which the derivative is taken. (Default: 0).
Chris@87 664
Chris@87 665 .. versionadded:: 1.7.0
Chris@87 666
Chris@87 667 Returns
Chris@87 668 -------
Chris@87 669 der : ndarray
Chris@87 670 Hermite series of the derivative.
Chris@87 671
Chris@87 672 See Also
Chris@87 673 --------
Chris@87 674 hermint
Chris@87 675
Chris@87 676 Notes
Chris@87 677 -----
Chris@87 678 In general, the result of differentiating a Hermite series does not
Chris@87 679 resemble the same operation on a power series. Thus the result of this
Chris@87 680 function may be "unintuitive," albeit correct; see Examples section
Chris@87 681 below.
Chris@87 682
Chris@87 683 Examples
Chris@87 684 --------
Chris@87 685 >>> from numpy.polynomial.hermite import hermder
Chris@87 686 >>> hermder([ 1. , 0.5, 0.5, 0.5])
Chris@87 687 array([ 1., 2., 3.])
Chris@87 688 >>> hermder([-0.5, 1./2., 1./8., 1./12., 1./16.], m=2)
Chris@87 689 array([ 1., 2., 3.])
Chris@87 690
Chris@87 691 """
Chris@87 692 c = np.array(c, ndmin=1, copy=1)
Chris@87 693 if c.dtype.char in '?bBhHiIlLqQpP':
Chris@87 694 c = c.astype(np.double)
Chris@87 695 cnt, iaxis = [int(t) for t in [m, axis]]
Chris@87 696
Chris@87 697 if cnt != m:
Chris@87 698 raise ValueError("The order of derivation must be integer")
Chris@87 699 if cnt < 0:
Chris@87 700 raise ValueError("The order of derivation must be non-negative")
Chris@87 701 if iaxis != axis:
Chris@87 702 raise ValueError("The axis must be integer")
Chris@87 703 if not -c.ndim <= iaxis < c.ndim:
Chris@87 704 raise ValueError("The axis is out of range")
Chris@87 705 if iaxis < 0:
Chris@87 706 iaxis += c.ndim
Chris@87 707
Chris@87 708 if cnt == 0:
Chris@87 709 return c
Chris@87 710
Chris@87 711 c = np.rollaxis(c, iaxis)
Chris@87 712 n = len(c)
Chris@87 713 if cnt >= n:
Chris@87 714 c = c[:1]*0
Chris@87 715 else:
Chris@87 716 for i in range(cnt):
Chris@87 717 n = n - 1
Chris@87 718 c *= scl
Chris@87 719 der = np.empty((n,) + c.shape[1:], dtype=c.dtype)
Chris@87 720 for j in range(n, 0, -1):
Chris@87 721 der[j - 1] = (2*j)*c[j]
Chris@87 722 c = der
Chris@87 723 c = np.rollaxis(c, 0, iaxis + 1)
Chris@87 724 return c
Chris@87 725
Chris@87 726
Chris@87 727 def hermint(c, m=1, k=[], lbnd=0, scl=1, axis=0):
Chris@87 728 """
Chris@87 729 Integrate a Hermite series.
Chris@87 730
Chris@87 731 Returns the Hermite series coefficients `c` integrated `m` times from
Chris@87 732 `lbnd` along `axis`. At each iteration the resulting series is
Chris@87 733 **multiplied** by `scl` and an integration constant, `k`, is added.
Chris@87 734 The scaling factor is for use in a linear change of variable. ("Buyer
Chris@87 735 beware": note that, depending on what one is doing, one may want `scl`
Chris@87 736 to be the reciprocal of what one might expect; for more information,
Chris@87 737 see the Notes section below.) The argument `c` is an array of
Chris@87 738 coefficients from low to high degree along each axis, e.g., [1,2,3]
Chris@87 739 represents the series ``H_0 + 2*H_1 + 3*H_2`` while [[1,2],[1,2]]
Chris@87 740 represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) +
Chris@87 741 2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is ``y``.
Chris@87 742
Chris@87 743 Parameters
Chris@87 744 ----------
Chris@87 745 c : array_like
Chris@87 746 Array of Hermite series coefficients. If c is multidimensional the
Chris@87 747 different axis correspond to different variables with the degree in
Chris@87 748 each axis given by the corresponding index.
Chris@87 749 m : int, optional
Chris@87 750 Order of integration, must be positive. (Default: 1)
Chris@87 751 k : {[], list, scalar}, optional
Chris@87 752 Integration constant(s). The value of the first integral at
Chris@87 753 ``lbnd`` is the first value in the list, the value of the second
Chris@87 754 integral at ``lbnd`` is the second value, etc. If ``k == []`` (the
Chris@87 755 default), all constants are set to zero. If ``m == 1``, a single
Chris@87 756 scalar can be given instead of a list.
Chris@87 757 lbnd : scalar, optional
Chris@87 758 The lower bound of the integral. (Default: 0)
Chris@87 759 scl : scalar, optional
Chris@87 760 Following each integration the result is *multiplied* by `scl`
Chris@87 761 before the integration constant is added. (Default: 1)
Chris@87 762 axis : int, optional
Chris@87 763 Axis over which the integral is taken. (Default: 0).
Chris@87 764
Chris@87 765 .. versionadded:: 1.7.0
Chris@87 766
Chris@87 767 Returns
Chris@87 768 -------
Chris@87 769 S : ndarray
Chris@87 770 Hermite series coefficients of the integral.
Chris@87 771
Chris@87 772 Raises
Chris@87 773 ------
Chris@87 774 ValueError
Chris@87 775 If ``m < 0``, ``len(k) > m``, ``np.isscalar(lbnd) == False``, or
Chris@87 776 ``np.isscalar(scl) == False``.
Chris@87 777
Chris@87 778 See Also
Chris@87 779 --------
Chris@87 780 hermder
Chris@87 781
Chris@87 782 Notes
Chris@87 783 -----
Chris@87 784 Note that the result of each integration is *multiplied* by `scl`.
Chris@87 785 Why is this important to note? Say one is making a linear change of
Chris@87 786 variable :math:`u = ax + b` in an integral relative to `x`. Then
Chris@87 787 .. math::`dx = du/a`, so one will need to set `scl` equal to
Chris@87 788 :math:`1/a` - perhaps not what one would have first thought.
Chris@87 789
Chris@87 790 Also note that, in general, the result of integrating a C-series needs
Chris@87 791 to be "reprojected" onto the C-series basis set. Thus, typically,
Chris@87 792 the result of this function is "unintuitive," albeit correct; see
Chris@87 793 Examples section below.
Chris@87 794
Chris@87 795 Examples
Chris@87 796 --------
Chris@87 797 >>> from numpy.polynomial.hermite import hermint
Chris@87 798 >>> hermint([1,2,3]) # integrate once, value 0 at 0.
Chris@87 799 array([ 1. , 0.5, 0.5, 0.5])
Chris@87 800 >>> hermint([1,2,3], m=2) # integrate twice, value & deriv 0 at 0
Chris@87 801 array([-0.5 , 0.5 , 0.125 , 0.08333333, 0.0625 ])
Chris@87 802 >>> hermint([1,2,3], k=1) # integrate once, value 1 at 0.
Chris@87 803 array([ 2. , 0.5, 0.5, 0.5])
Chris@87 804 >>> hermint([1,2,3], lbnd=-1) # integrate once, value 0 at -1
Chris@87 805 array([-2. , 0.5, 0.5, 0.5])
Chris@87 806 >>> hermint([1,2,3], m=2, k=[1,2], lbnd=-1)
Chris@87 807 array([ 1.66666667, -0.5 , 0.125 , 0.08333333, 0.0625 ])
Chris@87 808
Chris@87 809 """
Chris@87 810 c = np.array(c, ndmin=1, copy=1)
Chris@87 811 if c.dtype.char in '?bBhHiIlLqQpP':
Chris@87 812 c = c.astype(np.double)
Chris@87 813 if not np.iterable(k):
Chris@87 814 k = [k]
Chris@87 815 cnt, iaxis = [int(t) for t in [m, axis]]
Chris@87 816
Chris@87 817 if cnt != m:
Chris@87 818 raise ValueError("The order of integration must be integer")
Chris@87 819 if cnt < 0:
Chris@87 820 raise ValueError("The order of integration must be non-negative")
Chris@87 821 if len(k) > cnt:
Chris@87 822 raise ValueError("Too many integration constants")
Chris@87 823 if iaxis != axis:
Chris@87 824 raise ValueError("The axis must be integer")
Chris@87 825 if not -c.ndim <= iaxis < c.ndim:
Chris@87 826 raise ValueError("The axis is out of range")
Chris@87 827 if iaxis < 0:
Chris@87 828 iaxis += c.ndim
Chris@87 829
Chris@87 830 if cnt == 0:
Chris@87 831 return c
Chris@87 832
Chris@87 833 c = np.rollaxis(c, iaxis)
Chris@87 834 k = list(k) + [0]*(cnt - len(k))
Chris@87 835 for i in range(cnt):
Chris@87 836 n = len(c)
Chris@87 837 c *= scl
Chris@87 838 if n == 1 and np.all(c[0] == 0):
Chris@87 839 c[0] += k[i]
Chris@87 840 else:
Chris@87 841 tmp = np.empty((n + 1,) + c.shape[1:], dtype=c.dtype)
Chris@87 842 tmp[0] = c[0]*0
Chris@87 843 tmp[1] = c[0]/2
Chris@87 844 for j in range(1, n):
Chris@87 845 tmp[j + 1] = c[j]/(2*(j + 1))
Chris@87 846 tmp[0] += k[i] - hermval(lbnd, tmp)
Chris@87 847 c = tmp
Chris@87 848 c = np.rollaxis(c, 0, iaxis + 1)
Chris@87 849 return c
Chris@87 850
Chris@87 851
Chris@87 852 def hermval(x, c, tensor=True):
Chris@87 853 """
Chris@87 854 Evaluate an Hermite series at points x.
Chris@87 855
Chris@87 856 If `c` is of length `n + 1`, this function returns the value:
Chris@87 857
Chris@87 858 .. math:: p(x) = c_0 * H_0(x) + c_1 * H_1(x) + ... + c_n * H_n(x)
Chris@87 859
Chris@87 860 The parameter `x` is converted to an array only if it is a tuple or a
Chris@87 861 list, otherwise it is treated as a scalar. In either case, either `x`
Chris@87 862 or its elements must support multiplication and addition both with
Chris@87 863 themselves and with the elements of `c`.
Chris@87 864
Chris@87 865 If `c` is a 1-D array, then `p(x)` will have the same shape as `x`. If
Chris@87 866 `c` is multidimensional, then the shape of the result depends on the
Chris@87 867 value of `tensor`. If `tensor` is true the shape will be c.shape[1:] +
Chris@87 868 x.shape. If `tensor` is false the shape will be c.shape[1:]. Note that
Chris@87 869 scalars have shape (,).
Chris@87 870
Chris@87 871 Trailing zeros in the coefficients will be used in the evaluation, so
Chris@87 872 they should be avoided if efficiency is a concern.
Chris@87 873
Chris@87 874 Parameters
Chris@87 875 ----------
Chris@87 876 x : array_like, compatible object
Chris@87 877 If `x` is a list or tuple, it is converted to an ndarray, otherwise
Chris@87 878 it is left unchanged and treated as a scalar. In either case, `x`
Chris@87 879 or its elements must support addition and multiplication with
Chris@87 880 with themselves and with the elements of `c`.
Chris@87 881 c : array_like
Chris@87 882 Array of coefficients ordered so that the coefficients for terms of
Chris@87 883 degree n are contained in c[n]. If `c` is multidimensional the
Chris@87 884 remaining indices enumerate multiple polynomials. In the two
Chris@87 885 dimensional case the coefficients may be thought of as stored in
Chris@87 886 the columns of `c`.
Chris@87 887 tensor : boolean, optional
Chris@87 888 If True, the shape of the coefficient array is extended with ones
Chris@87 889 on the right, one for each dimension of `x`. Scalars have dimension 0
Chris@87 890 for this action. The result is that every column of coefficients in
Chris@87 891 `c` is evaluated for every element of `x`. If False, `x` is broadcast
Chris@87 892 over the columns of `c` for the evaluation. This keyword is useful
Chris@87 893 when `c` is multidimensional. The default value is True.
Chris@87 894
Chris@87 895 .. versionadded:: 1.7.0
Chris@87 896
Chris@87 897 Returns
Chris@87 898 -------
Chris@87 899 values : ndarray, algebra_like
Chris@87 900 The shape of the return value is described above.
Chris@87 901
Chris@87 902 See Also
Chris@87 903 --------
Chris@87 904 hermval2d, hermgrid2d, hermval3d, hermgrid3d
Chris@87 905
Chris@87 906 Notes
Chris@87 907 -----
Chris@87 908 The evaluation uses Clenshaw recursion, aka synthetic division.
Chris@87 909
Chris@87 910 Examples
Chris@87 911 --------
Chris@87 912 >>> from numpy.polynomial.hermite import hermval
Chris@87 913 >>> coef = [1,2,3]
Chris@87 914 >>> hermval(1, coef)
Chris@87 915 11.0
Chris@87 916 >>> hermval([[1,2],[3,4]], coef)
Chris@87 917 array([[ 11., 51.],
Chris@87 918 [ 115., 203.]])
Chris@87 919
Chris@87 920 """
Chris@87 921 c = np.array(c, ndmin=1, copy=0)
Chris@87 922 if c.dtype.char in '?bBhHiIlLqQpP':
Chris@87 923 c = c.astype(np.double)
Chris@87 924 if isinstance(x, (tuple, list)):
Chris@87 925 x = np.asarray(x)
Chris@87 926 if isinstance(x, np.ndarray) and tensor:
Chris@87 927 c = c.reshape(c.shape + (1,)*x.ndim)
Chris@87 928
Chris@87 929 x2 = x*2
Chris@87 930 if len(c) == 1:
Chris@87 931 c0 = c[0]
Chris@87 932 c1 = 0
Chris@87 933 elif len(c) == 2:
Chris@87 934 c0 = c[0]
Chris@87 935 c1 = c[1]
Chris@87 936 else:
Chris@87 937 nd = len(c)
Chris@87 938 c0 = c[-2]
Chris@87 939 c1 = c[-1]
Chris@87 940 for i in range(3, len(c) + 1):
Chris@87 941 tmp = c0
Chris@87 942 nd = nd - 1
Chris@87 943 c0 = c[-i] - c1*(2*(nd - 1))
Chris@87 944 c1 = tmp + c1*x2
Chris@87 945 return c0 + c1*x2
Chris@87 946
Chris@87 947
Chris@87 948 def hermval2d(x, y, c):
Chris@87 949 """
Chris@87 950 Evaluate a 2-D Hermite series at points (x, y).
Chris@87 951
Chris@87 952 This function returns the values:
Chris@87 953
Chris@87 954 .. math:: p(x,y) = \\sum_{i,j} c_{i,j} * H_i(x) * H_j(y)
Chris@87 955
Chris@87 956 The parameters `x` and `y` are converted to arrays only if they are
Chris@87 957 tuples or a lists, otherwise they are treated as a scalars and they
Chris@87 958 must have the same shape after conversion. In either case, either `x`
Chris@87 959 and `y` or their elements must support multiplication and addition both
Chris@87 960 with themselves and with the elements of `c`.
Chris@87 961
Chris@87 962 If `c` is a 1-D array a one is implicitly appended to its shape to make
Chris@87 963 it 2-D. The shape of the result will be c.shape[2:] + x.shape.
Chris@87 964
Chris@87 965 Parameters
Chris@87 966 ----------
Chris@87 967 x, y : array_like, compatible objects
Chris@87 968 The two dimensional series is evaluated at the points `(x, y)`,
Chris@87 969 where `x` and `y` must have the same shape. If `x` or `y` is a list
Chris@87 970 or tuple, it is first converted to an ndarray, otherwise it is left
Chris@87 971 unchanged and if it isn't an ndarray it is treated as a scalar.
Chris@87 972 c : array_like
Chris@87 973 Array of coefficients ordered so that the coefficient of the term
Chris@87 974 of multi-degree i,j is contained in ``c[i,j]``. If `c` has
Chris@87 975 dimension greater than two the remaining indices enumerate multiple
Chris@87 976 sets of coefficients.
Chris@87 977
Chris@87 978 Returns
Chris@87 979 -------
Chris@87 980 values : ndarray, compatible object
Chris@87 981 The values of the two dimensional polynomial at points formed with
Chris@87 982 pairs of corresponding values from `x` and `y`.
Chris@87 983
Chris@87 984 See Also
Chris@87 985 --------
Chris@87 986 hermval, hermgrid2d, hermval3d, hermgrid3d
Chris@87 987
Chris@87 988 Notes
Chris@87 989 -----
Chris@87 990
Chris@87 991 .. versionadded::1.7.0
Chris@87 992
Chris@87 993 """
Chris@87 994 try:
Chris@87 995 x, y = np.array((x, y), copy=0)
Chris@87 996 except:
Chris@87 997 raise ValueError('x, y are incompatible')
Chris@87 998
Chris@87 999 c = hermval(x, c)
Chris@87 1000 c = hermval(y, c, tensor=False)
Chris@87 1001 return c
Chris@87 1002
Chris@87 1003
Chris@87 1004 def hermgrid2d(x, y, c):
Chris@87 1005 """
Chris@87 1006 Evaluate a 2-D Hermite series on the Cartesian product of x and y.
Chris@87 1007
Chris@87 1008 This function returns the values:
Chris@87 1009
Chris@87 1010 .. math:: p(a,b) = \sum_{i,j} c_{i,j} * H_i(a) * H_j(b)
Chris@87 1011
Chris@87 1012 where the points `(a, b)` consist of all pairs formed by taking
Chris@87 1013 `a` from `x` and `b` from `y`. The resulting points form a grid with
Chris@87 1014 `x` in the first dimension and `y` in the second.
Chris@87 1015
Chris@87 1016 The parameters `x` and `y` are converted to arrays only if they are
Chris@87 1017 tuples or a lists, otherwise they are treated as a scalars. In either
Chris@87 1018 case, either `x` and `y` or their elements must support multiplication
Chris@87 1019 and addition both with themselves and with the elements of `c`.
Chris@87 1020
Chris@87 1021 If `c` has fewer than two dimensions, ones are implicitly appended to
Chris@87 1022 its shape to make it 2-D. The shape of the result will be c.shape[2:] +
Chris@87 1023 x.shape.
Chris@87 1024
Chris@87 1025 Parameters
Chris@87 1026 ----------
Chris@87 1027 x, y : array_like, compatible objects
Chris@87 1028 The two dimensional series is evaluated at the points in the
Chris@87 1029 Cartesian product of `x` and `y`. If `x` or `y` is a list or
Chris@87 1030 tuple, it is first converted to an ndarray, otherwise it is left
Chris@87 1031 unchanged and, if it isn't an ndarray, it is treated as a scalar.
Chris@87 1032 c : array_like
Chris@87 1033 Array of coefficients ordered so that the coefficients for terms of
Chris@87 1034 degree i,j are contained in ``c[i,j]``. If `c` has dimension
Chris@87 1035 greater than two the remaining indices enumerate multiple sets of
Chris@87 1036 coefficients.
Chris@87 1037
Chris@87 1038 Returns
Chris@87 1039 -------
Chris@87 1040 values : ndarray, compatible object
Chris@87 1041 The values of the two dimensional polynomial at points in the Cartesian
Chris@87 1042 product of `x` and `y`.
Chris@87 1043
Chris@87 1044 See Also
Chris@87 1045 --------
Chris@87 1046 hermval, hermval2d, hermval3d, hermgrid3d
Chris@87 1047
Chris@87 1048 Notes
Chris@87 1049 -----
Chris@87 1050
Chris@87 1051 .. versionadded::1.7.0
Chris@87 1052
Chris@87 1053 """
Chris@87 1054 c = hermval(x, c)
Chris@87 1055 c = hermval(y, c)
Chris@87 1056 return c
Chris@87 1057
Chris@87 1058
Chris@87 1059 def hermval3d(x, y, z, c):
Chris@87 1060 """
Chris@87 1061 Evaluate a 3-D Hermite series at points (x, y, z).
Chris@87 1062
Chris@87 1063 This function returns the values:
Chris@87 1064
Chris@87 1065 .. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * H_i(x) * H_j(y) * H_k(z)
Chris@87 1066
Chris@87 1067 The parameters `x`, `y`, and `z` are converted to arrays only if
Chris@87 1068 they are tuples or a lists, otherwise they are treated as a scalars and
Chris@87 1069 they must have the same shape after conversion. In either case, either
Chris@87 1070 `x`, `y`, and `z` or their elements must support multiplication and
Chris@87 1071 addition both with themselves and with the elements of `c`.
Chris@87 1072
Chris@87 1073 If `c` has fewer than 3 dimensions, ones are implicitly appended to its
Chris@87 1074 shape to make it 3-D. The shape of the result will be c.shape[3:] +
Chris@87 1075 x.shape.
Chris@87 1076
Chris@87 1077 Parameters
Chris@87 1078 ----------
Chris@87 1079 x, y, z : array_like, compatible object
Chris@87 1080 The three dimensional series is evaluated at the points
Chris@87 1081 `(x, y, z)`, where `x`, `y`, and `z` must have the same shape. If
Chris@87 1082 any of `x`, `y`, or `z` is a list or tuple, it is first converted
Chris@87 1083 to an ndarray, otherwise it is left unchanged and if it isn't an
Chris@87 1084 ndarray it is treated as a scalar.
Chris@87 1085 c : array_like
Chris@87 1086 Array of coefficients ordered so that the coefficient of the term of
Chris@87 1087 multi-degree i,j,k is contained in ``c[i,j,k]``. If `c` has dimension
Chris@87 1088 greater than 3 the remaining indices enumerate multiple sets of
Chris@87 1089 coefficients.
Chris@87 1090
Chris@87 1091 Returns
Chris@87 1092 -------
Chris@87 1093 values : ndarray, compatible object
Chris@87 1094 The values of the multidimensional polynomial on points formed with
Chris@87 1095 triples of corresponding values from `x`, `y`, and `z`.
Chris@87 1096
Chris@87 1097 See Also
Chris@87 1098 --------
Chris@87 1099 hermval, hermval2d, hermgrid2d, hermgrid3d
Chris@87 1100
Chris@87 1101 Notes
Chris@87 1102 -----
Chris@87 1103
Chris@87 1104 .. versionadded::1.7.0
Chris@87 1105
Chris@87 1106 """
Chris@87 1107 try:
Chris@87 1108 x, y, z = np.array((x, y, z), copy=0)
Chris@87 1109 except:
Chris@87 1110 raise ValueError('x, y, z are incompatible')
Chris@87 1111
Chris@87 1112 c = hermval(x, c)
Chris@87 1113 c = hermval(y, c, tensor=False)
Chris@87 1114 c = hermval(z, c, tensor=False)
Chris@87 1115 return c
Chris@87 1116
Chris@87 1117
Chris@87 1118 def hermgrid3d(x, y, z, c):
Chris@87 1119 """
Chris@87 1120 Evaluate a 3-D Hermite series on the Cartesian product of x, y, and z.
Chris@87 1121
Chris@87 1122 This function returns the values:
Chris@87 1123
Chris@87 1124 .. math:: p(a,b,c) = \\sum_{i,j,k} c_{i,j,k} * H_i(a) * H_j(b) * H_k(c)
Chris@87 1125
Chris@87 1126 where the points `(a, b, c)` consist of all triples formed by taking
Chris@87 1127 `a` from `x`, `b` from `y`, and `c` from `z`. The resulting points form
Chris@87 1128 a grid with `x` in the first dimension, `y` in the second, and `z` in
Chris@87 1129 the third.
Chris@87 1130
Chris@87 1131 The parameters `x`, `y`, and `z` are converted to arrays only if they
Chris@87 1132 are tuples or a lists, otherwise they are treated as a scalars. In
Chris@87 1133 either case, either `x`, `y`, and `z` or their elements must support
Chris@87 1134 multiplication and addition both with themselves and with the elements
Chris@87 1135 of `c`.
Chris@87 1136
Chris@87 1137 If `c` has fewer than three dimensions, ones are implicitly appended to
Chris@87 1138 its shape to make it 3-D. The shape of the result will be c.shape[3:] +
Chris@87 1139 x.shape + y.shape + z.shape.
Chris@87 1140
Chris@87 1141 Parameters
Chris@87 1142 ----------
Chris@87 1143 x, y, z : array_like, compatible objects
Chris@87 1144 The three dimensional series is evaluated at the points in the
Chris@87 1145 Cartesian product of `x`, `y`, and `z`. If `x`,`y`, or `z` is a
Chris@87 1146 list or tuple, it is first converted to an ndarray, otherwise it is
Chris@87 1147 left unchanged and, if it isn't an ndarray, it is treated as a
Chris@87 1148 scalar.
Chris@87 1149 c : array_like
Chris@87 1150 Array of coefficients ordered so that the coefficients for terms of
Chris@87 1151 degree i,j are contained in ``c[i,j]``. If `c` has dimension
Chris@87 1152 greater than two the remaining indices enumerate multiple sets of
Chris@87 1153 coefficients.
Chris@87 1154
Chris@87 1155 Returns
Chris@87 1156 -------
Chris@87 1157 values : ndarray, compatible object
Chris@87 1158 The values of the two dimensional polynomial at points in the Cartesian
Chris@87 1159 product of `x` and `y`.
Chris@87 1160
Chris@87 1161 See Also
Chris@87 1162 --------
Chris@87 1163 hermval, hermval2d, hermgrid2d, hermval3d
Chris@87 1164
Chris@87 1165 Notes
Chris@87 1166 -----
Chris@87 1167
Chris@87 1168 .. versionadded::1.7.0
Chris@87 1169
Chris@87 1170 """
Chris@87 1171 c = hermval(x, c)
Chris@87 1172 c = hermval(y, c)
Chris@87 1173 c = hermval(z, c)
Chris@87 1174 return c
Chris@87 1175
Chris@87 1176
Chris@87 1177 def hermvander(x, deg):
Chris@87 1178 """Pseudo-Vandermonde matrix of given degree.
Chris@87 1179
Chris@87 1180 Returns the pseudo-Vandermonde matrix of degree `deg` and sample points
Chris@87 1181 `x`. The pseudo-Vandermonde matrix is defined by
Chris@87 1182
Chris@87 1183 .. math:: V[..., i] = H_i(x),
Chris@87 1184
Chris@87 1185 where `0 <= i <= deg`. The leading indices of `V` index the elements of
Chris@87 1186 `x` and the last index is the degree of the Hermite polynomial.
Chris@87 1187
Chris@87 1188 If `c` is a 1-D array of coefficients of length `n + 1` and `V` is the
Chris@87 1189 array ``V = hermvander(x, n)``, then ``np.dot(V, c)`` and
Chris@87 1190 ``hermval(x, c)`` are the same up to roundoff. This equivalence is
Chris@87 1191 useful both for least squares fitting and for the evaluation of a large
Chris@87 1192 number of Hermite series of the same degree and sample points.
Chris@87 1193
Chris@87 1194 Parameters
Chris@87 1195 ----------
Chris@87 1196 x : array_like
Chris@87 1197 Array of points. The dtype is converted to float64 or complex128
Chris@87 1198 depending on whether any of the elements are complex. If `x` is
Chris@87 1199 scalar it is converted to a 1-D array.
Chris@87 1200 deg : int
Chris@87 1201 Degree of the resulting matrix.
Chris@87 1202
Chris@87 1203 Returns
Chris@87 1204 -------
Chris@87 1205 vander : ndarray
Chris@87 1206 The pseudo-Vandermonde matrix. The shape of the returned matrix is
Chris@87 1207 ``x.shape + (deg + 1,)``, where The last index is the degree of the
Chris@87 1208 corresponding Hermite polynomial. The dtype will be the same as
Chris@87 1209 the converted `x`.
Chris@87 1210
Chris@87 1211 Examples
Chris@87 1212 --------
Chris@87 1213 >>> from numpy.polynomial.hermite import hermvander
Chris@87 1214 >>> x = np.array([-1, 0, 1])
Chris@87 1215 >>> hermvander(x, 3)
Chris@87 1216 array([[ 1., -2., 2., 4.],
Chris@87 1217 [ 1., 0., -2., -0.],
Chris@87 1218 [ 1., 2., 2., -4.]])
Chris@87 1219
Chris@87 1220 """
Chris@87 1221 ideg = int(deg)
Chris@87 1222 if ideg != deg:
Chris@87 1223 raise ValueError("deg must be integer")
Chris@87 1224 if ideg < 0:
Chris@87 1225 raise ValueError("deg must be non-negative")
Chris@87 1226
Chris@87 1227 x = np.array(x, copy=0, ndmin=1) + 0.0
Chris@87 1228 dims = (ideg + 1,) + x.shape
Chris@87 1229 dtyp = x.dtype
Chris@87 1230 v = np.empty(dims, dtype=dtyp)
Chris@87 1231 v[0] = x*0 + 1
Chris@87 1232 if ideg > 0:
Chris@87 1233 x2 = x*2
Chris@87 1234 v[1] = x2
Chris@87 1235 for i in range(2, ideg + 1):
Chris@87 1236 v[i] = (v[i-1]*x2 - v[i-2]*(2*(i - 1)))
Chris@87 1237 return np.rollaxis(v, 0, v.ndim)
Chris@87 1238
Chris@87 1239
Chris@87 1240 def hermvander2d(x, y, deg):
Chris@87 1241 """Pseudo-Vandermonde matrix of given degrees.
Chris@87 1242
Chris@87 1243 Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
Chris@87 1244 points `(x, y)`. The pseudo-Vandermonde matrix is defined by
Chris@87 1245
Chris@87 1246 .. math:: V[..., deg[1]*i + j] = H_i(x) * H_j(y),
Chris@87 1247
Chris@87 1248 where `0 <= i <= deg[0]` and `0 <= j <= deg[1]`. The leading indices of
Chris@87 1249 `V` index the points `(x, y)` and the last index encodes the degrees of
Chris@87 1250 the Hermite polynomials.
Chris@87 1251
Chris@87 1252 If ``V = hermvander2d(x, y, [xdeg, ydeg])``, then the columns of `V`
Chris@87 1253 correspond to the elements of a 2-D coefficient array `c` of shape
Chris@87 1254 (xdeg + 1, ydeg + 1) in the order
Chris@87 1255
Chris@87 1256 .. math:: c_{00}, c_{01}, c_{02} ... , c_{10}, c_{11}, c_{12} ...
Chris@87 1257
Chris@87 1258 and ``np.dot(V, c.flat)`` and ``hermval2d(x, y, c)`` will be the same
Chris@87 1259 up to roundoff. This equivalence is useful both for least squares
Chris@87 1260 fitting and for the evaluation of a large number of 2-D Hermite
Chris@87 1261 series of the same degrees and sample points.
Chris@87 1262
Chris@87 1263 Parameters
Chris@87 1264 ----------
Chris@87 1265 x, y : array_like
Chris@87 1266 Arrays of point coordinates, all of the same shape. The dtypes
Chris@87 1267 will be converted to either float64 or complex128 depending on
Chris@87 1268 whether any of the elements are complex. Scalars are converted to 1-D
Chris@87 1269 arrays.
Chris@87 1270 deg : list of ints
Chris@87 1271 List of maximum degrees of the form [x_deg, y_deg].
Chris@87 1272
Chris@87 1273 Returns
Chris@87 1274 -------
Chris@87 1275 vander2d : ndarray
Chris@87 1276 The shape of the returned matrix is ``x.shape + (order,)``, where
Chris@87 1277 :math:`order = (deg[0]+1)*(deg([1]+1)`. The dtype will be the same
Chris@87 1278 as the converted `x` and `y`.
Chris@87 1279
Chris@87 1280 See Also
Chris@87 1281 --------
Chris@87 1282 hermvander, hermvander3d. hermval2d, hermval3d
Chris@87 1283
Chris@87 1284 Notes
Chris@87 1285 -----
Chris@87 1286
Chris@87 1287 .. versionadded::1.7.0
Chris@87 1288
Chris@87 1289 """
Chris@87 1290 ideg = [int(d) for d in deg]
Chris@87 1291 is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
Chris@87 1292 if is_valid != [1, 1]:
Chris@87 1293 raise ValueError("degrees must be non-negative integers")
Chris@87 1294 degx, degy = ideg
Chris@87 1295 x, y = np.array((x, y), copy=0) + 0.0
Chris@87 1296
Chris@87 1297 vx = hermvander(x, degx)
Chris@87 1298 vy = hermvander(y, degy)
Chris@87 1299 v = vx[..., None]*vy[..., None,:]
Chris@87 1300 return v.reshape(v.shape[:-2] + (-1,))
Chris@87 1301
Chris@87 1302
Chris@87 1303 def hermvander3d(x, y, z, deg):
Chris@87 1304 """Pseudo-Vandermonde matrix of given degrees.
Chris@87 1305
Chris@87 1306 Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
Chris@87 1307 points `(x, y, z)`. If `l, m, n` are the given degrees in `x, y, z`,
Chris@87 1308 then The pseudo-Vandermonde matrix is defined by
Chris@87 1309
Chris@87 1310 .. math:: V[..., (m+1)(n+1)i + (n+1)j + k] = H_i(x)*H_j(y)*H_k(z),
Chris@87 1311
Chris@87 1312 where `0 <= i <= l`, `0 <= j <= m`, and `0 <= j <= n`. The leading
Chris@87 1313 indices of `V` index the points `(x, y, z)` and the last index encodes
Chris@87 1314 the degrees of the Hermite polynomials.
Chris@87 1315
Chris@87 1316 If ``V = hermvander3d(x, y, z, [xdeg, ydeg, zdeg])``, then the columns
Chris@87 1317 of `V` correspond to the elements of a 3-D coefficient array `c` of
Chris@87 1318 shape (xdeg + 1, ydeg + 1, zdeg + 1) in the order
Chris@87 1319
Chris@87 1320 .. math:: c_{000}, c_{001}, c_{002},... , c_{010}, c_{011}, c_{012},...
Chris@87 1321
Chris@87 1322 and ``np.dot(V, c.flat)`` and ``hermval3d(x, y, z, c)`` will be the
Chris@87 1323 same up to roundoff. This equivalence is useful both for least squares
Chris@87 1324 fitting and for the evaluation of a large number of 3-D Hermite
Chris@87 1325 series of the same degrees and sample points.
Chris@87 1326
Chris@87 1327 Parameters
Chris@87 1328 ----------
Chris@87 1329 x, y, z : array_like
Chris@87 1330 Arrays of point coordinates, all of the same shape. The dtypes will
Chris@87 1331 be converted to either float64 or complex128 depending on whether
Chris@87 1332 any of the elements are complex. Scalars are converted to 1-D
Chris@87 1333 arrays.
Chris@87 1334 deg : list of ints
Chris@87 1335 List of maximum degrees of the form [x_deg, y_deg, z_deg].
Chris@87 1336
Chris@87 1337 Returns
Chris@87 1338 -------
Chris@87 1339 vander3d : ndarray
Chris@87 1340 The shape of the returned matrix is ``x.shape + (order,)``, where
Chris@87 1341 :math:`order = (deg[0]+1)*(deg([1]+1)*(deg[2]+1)`. The dtype will
Chris@87 1342 be the same as the converted `x`, `y`, and `z`.
Chris@87 1343
Chris@87 1344 See Also
Chris@87 1345 --------
Chris@87 1346 hermvander, hermvander3d. hermval2d, hermval3d
Chris@87 1347
Chris@87 1348 Notes
Chris@87 1349 -----
Chris@87 1350
Chris@87 1351 .. versionadded::1.7.0
Chris@87 1352
Chris@87 1353 """
Chris@87 1354 ideg = [int(d) for d in deg]
Chris@87 1355 is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
Chris@87 1356 if is_valid != [1, 1, 1]:
Chris@87 1357 raise ValueError("degrees must be non-negative integers")
Chris@87 1358 degx, degy, degz = ideg
Chris@87 1359 x, y, z = np.array((x, y, z), copy=0) + 0.0
Chris@87 1360
Chris@87 1361 vx = hermvander(x, degx)
Chris@87 1362 vy = hermvander(y, degy)
Chris@87 1363 vz = hermvander(z, degz)
Chris@87 1364 v = vx[..., None, None]*vy[..., None,:, None]*vz[..., None, None,:]
Chris@87 1365 return v.reshape(v.shape[:-3] + (-1,))
Chris@87 1366
Chris@87 1367
Chris@87 1368 def hermfit(x, y, deg, rcond=None, full=False, w=None):
Chris@87 1369 """
Chris@87 1370 Least squares fit of Hermite series to data.
Chris@87 1371
Chris@87 1372 Return the coefficients of a Hermite series of degree `deg` that is the
Chris@87 1373 least squares fit to the data values `y` given at points `x`. If `y` is
Chris@87 1374 1-D the returned coefficients will also be 1-D. If `y` is 2-D multiple
Chris@87 1375 fits are done, one for each column of `y`, and the resulting
Chris@87 1376 coefficients are stored in the corresponding columns of a 2-D return.
Chris@87 1377 The fitted polynomial(s) are in the form
Chris@87 1378
Chris@87 1379 .. math:: p(x) = c_0 + c_1 * H_1(x) + ... + c_n * H_n(x),
Chris@87 1380
Chris@87 1381 where `n` is `deg`.
Chris@87 1382
Chris@87 1383 Parameters
Chris@87 1384 ----------
Chris@87 1385 x : array_like, shape (M,)
Chris@87 1386 x-coordinates of the M sample points ``(x[i], y[i])``.
Chris@87 1387 y : array_like, shape (M,) or (M, K)
Chris@87 1388 y-coordinates of the sample points. Several data sets of sample
Chris@87 1389 points sharing the same x-coordinates can be fitted at once by
Chris@87 1390 passing in a 2D-array that contains one dataset per column.
Chris@87 1391 deg : int
Chris@87 1392 Degree of the fitting polynomial
Chris@87 1393 rcond : float, optional
Chris@87 1394 Relative condition number of the fit. Singular values smaller than
Chris@87 1395 this relative to the largest singular value will be ignored. The
Chris@87 1396 default value is len(x)*eps, where eps is the relative precision of
Chris@87 1397 the float type, about 2e-16 in most cases.
Chris@87 1398 full : bool, optional
Chris@87 1399 Switch determining nature of return value. When it is False (the
Chris@87 1400 default) just the coefficients are returned, when True diagnostic
Chris@87 1401 information from the singular value decomposition is also returned.
Chris@87 1402 w : array_like, shape (`M`,), optional
Chris@87 1403 Weights. If not None, the contribution of each point
Chris@87 1404 ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the
Chris@87 1405 weights are chosen so that the errors of the products ``w[i]*y[i]``
Chris@87 1406 all have the same variance. The default value is None.
Chris@87 1407
Chris@87 1408 Returns
Chris@87 1409 -------
Chris@87 1410 coef : ndarray, shape (M,) or (M, K)
Chris@87 1411 Hermite coefficients ordered from low to high. If `y` was 2-D,
Chris@87 1412 the coefficients for the data in column k of `y` are in column
Chris@87 1413 `k`.
Chris@87 1414
Chris@87 1415 [residuals, rank, singular_values, rcond] : list
Chris@87 1416 These values are only returned if `full` = True
Chris@87 1417
Chris@87 1418 resid -- sum of squared residuals of the least squares fit
Chris@87 1419 rank -- the numerical rank of the scaled Vandermonde matrix
Chris@87 1420 sv -- singular values of the scaled Vandermonde matrix
Chris@87 1421 rcond -- value of `rcond`.
Chris@87 1422
Chris@87 1423 For more details, see `linalg.lstsq`.
Chris@87 1424
Chris@87 1425 Warns
Chris@87 1426 -----
Chris@87 1427 RankWarning
Chris@87 1428 The rank of the coefficient matrix in the least-squares fit is
Chris@87 1429 deficient. The warning is only raised if `full` = False. The
Chris@87 1430 warnings can be turned off by
Chris@87 1431
Chris@87 1432 >>> import warnings
Chris@87 1433 >>> warnings.simplefilter('ignore', RankWarning)
Chris@87 1434
Chris@87 1435 See Also
Chris@87 1436 --------
Chris@87 1437 chebfit, legfit, lagfit, polyfit, hermefit
Chris@87 1438 hermval : Evaluates a Hermite series.
Chris@87 1439 hermvander : Vandermonde matrix of Hermite series.
Chris@87 1440 hermweight : Hermite weight function
Chris@87 1441 linalg.lstsq : Computes a least-squares fit from the matrix.
Chris@87 1442 scipy.interpolate.UnivariateSpline : Computes spline fits.
Chris@87 1443
Chris@87 1444 Notes
Chris@87 1445 -----
Chris@87 1446 The solution is the coefficients of the Hermite series `p` that
Chris@87 1447 minimizes the sum of the weighted squared errors
Chris@87 1448
Chris@87 1449 .. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2,
Chris@87 1450
Chris@87 1451 where the :math:`w_j` are the weights. This problem is solved by
Chris@87 1452 setting up the (typically) overdetermined matrix equation
Chris@87 1453
Chris@87 1454 .. math:: V(x) * c = w * y,
Chris@87 1455
Chris@87 1456 where `V` is the weighted pseudo Vandermonde matrix of `x`, `c` are the
Chris@87 1457 coefficients to be solved for, `w` are the weights, `y` are the
Chris@87 1458 observed values. This equation is then solved using the singular value
Chris@87 1459 decomposition of `V`.
Chris@87 1460
Chris@87 1461 If some of the singular values of `V` are so small that they are
Chris@87 1462 neglected, then a `RankWarning` will be issued. This means that the
Chris@87 1463 coefficient values may be poorly determined. Using a lower order fit
Chris@87 1464 will usually get rid of the warning. The `rcond` parameter can also be
Chris@87 1465 set to a value smaller than its default, but the resulting fit may be
Chris@87 1466 spurious and have large contributions from roundoff error.
Chris@87 1467
Chris@87 1468 Fits using Hermite series are probably most useful when the data can be
Chris@87 1469 approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the Hermite
Chris@87 1470 weight. In that case the weight ``sqrt(w(x[i])`` should be used
Chris@87 1471 together with data values ``y[i]/sqrt(w(x[i])``. The weight function is
Chris@87 1472 available as `hermweight`.
Chris@87 1473
Chris@87 1474 References
Chris@87 1475 ----------
Chris@87 1476 .. [1] Wikipedia, "Curve fitting",
Chris@87 1477 http://en.wikipedia.org/wiki/Curve_fitting
Chris@87 1478
Chris@87 1479 Examples
Chris@87 1480 --------
Chris@87 1481 >>> from numpy.polynomial.hermite import hermfit, hermval
Chris@87 1482 >>> x = np.linspace(-10, 10)
Chris@87 1483 >>> err = np.random.randn(len(x))/10
Chris@87 1484 >>> y = hermval(x, [1, 2, 3]) + err
Chris@87 1485 >>> hermfit(x, y, 2)
Chris@87 1486 array([ 0.97902637, 1.99849131, 3.00006 ])
Chris@87 1487
Chris@87 1488 """
Chris@87 1489 order = int(deg) + 1
Chris@87 1490 x = np.asarray(x) + 0.0
Chris@87 1491 y = np.asarray(y) + 0.0
Chris@87 1492
Chris@87 1493 # check arguments.
Chris@87 1494 if deg < 0:
Chris@87 1495 raise ValueError("expected deg >= 0")
Chris@87 1496 if x.ndim != 1:
Chris@87 1497 raise TypeError("expected 1D vector for x")
Chris@87 1498 if x.size == 0:
Chris@87 1499 raise TypeError("expected non-empty vector for x")
Chris@87 1500 if y.ndim < 1 or y.ndim > 2:
Chris@87 1501 raise TypeError("expected 1D or 2D array for y")
Chris@87 1502 if len(x) != len(y):
Chris@87 1503 raise TypeError("expected x and y to have same length")
Chris@87 1504
Chris@87 1505 # set up the least squares matrices in transposed form
Chris@87 1506 lhs = hermvander(x, deg).T
Chris@87 1507 rhs = y.T
Chris@87 1508 if w is not None:
Chris@87 1509 w = np.asarray(w) + 0.0
Chris@87 1510 if w.ndim != 1:
Chris@87 1511 raise TypeError("expected 1D vector for w")
Chris@87 1512 if len(x) != len(w):
Chris@87 1513 raise TypeError("expected x and w to have same length")
Chris@87 1514 # apply weights. Don't use inplace operations as they
Chris@87 1515 # can cause problems with NA.
Chris@87 1516 lhs = lhs * w
Chris@87 1517 rhs = rhs * w
Chris@87 1518
Chris@87 1519 # set rcond
Chris@87 1520 if rcond is None:
Chris@87 1521 rcond = len(x)*np.finfo(x.dtype).eps
Chris@87 1522
Chris@87 1523 # Determine the norms of the design matrix columns.
Chris@87 1524 if issubclass(lhs.dtype.type, np.complexfloating):
Chris@87 1525 scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1))
Chris@87 1526 else:
Chris@87 1527 scl = np.sqrt(np.square(lhs).sum(1))
Chris@87 1528 scl[scl == 0] = 1
Chris@87 1529
Chris@87 1530 # Solve the least squares problem.
Chris@87 1531 c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond)
Chris@87 1532 c = (c.T/scl).T
Chris@87 1533
Chris@87 1534 # warn on rank reduction
Chris@87 1535 if rank != order and not full:
Chris@87 1536 msg = "The fit may be poorly conditioned"
Chris@87 1537 warnings.warn(msg, pu.RankWarning)
Chris@87 1538
Chris@87 1539 if full:
Chris@87 1540 return c, [resids, rank, s, rcond]
Chris@87 1541 else:
Chris@87 1542 return c
Chris@87 1543
Chris@87 1544
Chris@87 1545 def hermcompanion(c):
Chris@87 1546 """Return the scaled companion matrix of c.
Chris@87 1547
Chris@87 1548 The basis polynomials are scaled so that the companion matrix is
Chris@87 1549 symmetric when `c` is an Hermite basis polynomial. This provides
Chris@87 1550 better eigenvalue estimates than the unscaled case and for basis
Chris@87 1551 polynomials the eigenvalues are guaranteed to be real if
Chris@87 1552 `numpy.linalg.eigvalsh` is used to obtain them.
Chris@87 1553
Chris@87 1554 Parameters
Chris@87 1555 ----------
Chris@87 1556 c : array_like
Chris@87 1557 1-D array of Hermite series coefficients ordered from low to high
Chris@87 1558 degree.
Chris@87 1559
Chris@87 1560 Returns
Chris@87 1561 -------
Chris@87 1562 mat : ndarray
Chris@87 1563 Scaled companion matrix of dimensions (deg, deg).
Chris@87 1564
Chris@87 1565 Notes
Chris@87 1566 -----
Chris@87 1567
Chris@87 1568 .. versionadded::1.7.0
Chris@87 1569
Chris@87 1570 """
Chris@87 1571 # c is a trimmed copy
Chris@87 1572 [c] = pu.as_series([c])
Chris@87 1573 if len(c) < 2:
Chris@87 1574 raise ValueError('Series must have maximum degree of at least 1.')
Chris@87 1575 if len(c) == 2:
Chris@87 1576 return np.array([[-.5*c[0]/c[1]]])
Chris@87 1577
Chris@87 1578 n = len(c) - 1
Chris@87 1579 mat = np.zeros((n, n), dtype=c.dtype)
Chris@87 1580 scl = np.hstack((1., np.sqrt(2.*np.arange(1, n))))
Chris@87 1581 scl = np.multiply.accumulate(scl)
Chris@87 1582 top = mat.reshape(-1)[1::n+1]
Chris@87 1583 bot = mat.reshape(-1)[n::n+1]
Chris@87 1584 top[...] = np.sqrt(.5*np.arange(1, n))
Chris@87 1585 bot[...] = top
Chris@87 1586 mat[:, -1] -= (c[:-1]/c[-1])*(scl/scl[-1])*.5
Chris@87 1587 return mat
Chris@87 1588
Chris@87 1589
Chris@87 1590 def hermroots(c):
Chris@87 1591 """
Chris@87 1592 Compute the roots of a Hermite series.
Chris@87 1593
Chris@87 1594 Return the roots (a.k.a. "zeros") of the polynomial
Chris@87 1595
Chris@87 1596 .. math:: p(x) = \\sum_i c[i] * H_i(x).
Chris@87 1597
Chris@87 1598 Parameters
Chris@87 1599 ----------
Chris@87 1600 c : 1-D array_like
Chris@87 1601 1-D array of coefficients.
Chris@87 1602
Chris@87 1603 Returns
Chris@87 1604 -------
Chris@87 1605 out : ndarray
Chris@87 1606 Array of the roots of the series. If all the roots are real,
Chris@87 1607 then `out` is also real, otherwise it is complex.
Chris@87 1608
Chris@87 1609 See Also
Chris@87 1610 --------
Chris@87 1611 polyroots, legroots, lagroots, chebroots, hermeroots
Chris@87 1612
Chris@87 1613 Notes
Chris@87 1614 -----
Chris@87 1615 The root estimates are obtained as the eigenvalues of the companion
Chris@87 1616 matrix, Roots far from the origin of the complex plane may have large
Chris@87 1617 errors due to the numerical instability of the series for such
Chris@87 1618 values. Roots with multiplicity greater than 1 will also show larger
Chris@87 1619 errors as the value of the series near such points is relatively
Chris@87 1620 insensitive to errors in the roots. Isolated roots near the origin can
Chris@87 1621 be improved by a few iterations of Newton's method.
Chris@87 1622
Chris@87 1623 The Hermite series basis polynomials aren't powers of `x` so the
Chris@87 1624 results of this function may seem unintuitive.
Chris@87 1625
Chris@87 1626 Examples
Chris@87 1627 --------
Chris@87 1628 >>> from numpy.polynomial.hermite import hermroots, hermfromroots
Chris@87 1629 >>> coef = hermfromroots([-1, 0, 1])
Chris@87 1630 >>> coef
Chris@87 1631 array([ 0. , 0.25 , 0. , 0.125])
Chris@87 1632 >>> hermroots(coef)
Chris@87 1633 array([ -1.00000000e+00, -1.38777878e-17, 1.00000000e+00])
Chris@87 1634
Chris@87 1635 """
Chris@87 1636 # c is a trimmed copy
Chris@87 1637 [c] = pu.as_series([c])
Chris@87 1638 if len(c) <= 1:
Chris@87 1639 return np.array([], dtype=c.dtype)
Chris@87 1640 if len(c) == 2:
Chris@87 1641 return np.array([-.5*c[0]/c[1]])
Chris@87 1642
Chris@87 1643 m = hermcompanion(c)
Chris@87 1644 r = la.eigvals(m)
Chris@87 1645 r.sort()
Chris@87 1646 return r
Chris@87 1647
Chris@87 1648
Chris@87 1649 def hermgauss(deg):
Chris@87 1650 """
Chris@87 1651 Gauss-Hermite quadrature.
Chris@87 1652
Chris@87 1653 Computes the sample points and weights for Gauss-Hermite quadrature.
Chris@87 1654 These sample points and weights will correctly integrate polynomials of
Chris@87 1655 degree :math:`2*deg - 1` or less over the interval :math:`[-\inf, \inf]`
Chris@87 1656 with the weight function :math:`f(x) = \exp(-x^2)`.
Chris@87 1657
Chris@87 1658 Parameters
Chris@87 1659 ----------
Chris@87 1660 deg : int
Chris@87 1661 Number of sample points and weights. It must be >= 1.
Chris@87 1662
Chris@87 1663 Returns
Chris@87 1664 -------
Chris@87 1665 x : ndarray
Chris@87 1666 1-D ndarray containing the sample points.
Chris@87 1667 y : ndarray
Chris@87 1668 1-D ndarray containing the weights.
Chris@87 1669
Chris@87 1670 Notes
Chris@87 1671 -----
Chris@87 1672
Chris@87 1673 .. versionadded::1.7.0
Chris@87 1674
Chris@87 1675 The results have only been tested up to degree 100, higher degrees may
Chris@87 1676 be problematic. The weights are determined by using the fact that
Chris@87 1677
Chris@87 1678 .. math:: w_k = c / (H'_n(x_k) * H_{n-1}(x_k))
Chris@87 1679
Chris@87 1680 where :math:`c` is a constant independent of :math:`k` and :math:`x_k`
Chris@87 1681 is the k'th root of :math:`H_n`, and then scaling the results to get
Chris@87 1682 the right value when integrating 1.
Chris@87 1683
Chris@87 1684 """
Chris@87 1685 ideg = int(deg)
Chris@87 1686 if ideg != deg or ideg < 1:
Chris@87 1687 raise ValueError("deg must be a non-negative integer")
Chris@87 1688
Chris@87 1689 # first approximation of roots. We use the fact that the companion
Chris@87 1690 # matrix is symmetric in this case in order to obtain better zeros.
Chris@87 1691 c = np.array([0]*deg + [1])
Chris@87 1692 m = hermcompanion(c)
Chris@87 1693 x = la.eigvals(m)
Chris@87 1694 x.sort()
Chris@87 1695
Chris@87 1696 # improve roots by one application of Newton
Chris@87 1697 dy = hermval(x, c)
Chris@87 1698 df = hermval(x, hermder(c))
Chris@87 1699 x -= dy/df
Chris@87 1700
Chris@87 1701 # compute the weights. We scale the factor to avoid possible numerical
Chris@87 1702 # overflow.
Chris@87 1703 fm = hermval(x, c[1:])
Chris@87 1704 fm /= np.abs(fm).max()
Chris@87 1705 df /= np.abs(df).max()
Chris@87 1706 w = 1/(fm * df)
Chris@87 1707
Chris@87 1708 # for Hermite we can also symmetrize
Chris@87 1709 w = (w + w[::-1])/2
Chris@87 1710 x = (x - x[::-1])/2
Chris@87 1711
Chris@87 1712 # scale w to get the right value
Chris@87 1713 w *= np.sqrt(np.pi) / w.sum()
Chris@87 1714
Chris@87 1715 return x, w
Chris@87 1716
Chris@87 1717
Chris@87 1718 def hermweight(x):
Chris@87 1719 """
Chris@87 1720 Weight function of the Hermite polynomials.
Chris@87 1721
Chris@87 1722 The weight function is :math:`\exp(-x^2)` and the interval of
Chris@87 1723 integration is :math:`[-\inf, \inf]`. the Hermite polynomials are
Chris@87 1724 orthogonal, but not normalized, with respect to this weight function.
Chris@87 1725
Chris@87 1726 Parameters
Chris@87 1727 ----------
Chris@87 1728 x : array_like
Chris@87 1729 Values at which the weight function will be computed.
Chris@87 1730
Chris@87 1731 Returns
Chris@87 1732 -------
Chris@87 1733 w : ndarray
Chris@87 1734 The weight function at `x`.
Chris@87 1735
Chris@87 1736 Notes
Chris@87 1737 -----
Chris@87 1738
Chris@87 1739 .. versionadded::1.7.0
Chris@87 1740
Chris@87 1741 """
Chris@87 1742 w = np.exp(-x**2)
Chris@87 1743 return w
Chris@87 1744
Chris@87 1745
Chris@87 1746 #
Chris@87 1747 # Hermite series class
Chris@87 1748 #
Chris@87 1749
Chris@87 1750 class Hermite(ABCPolyBase):
Chris@87 1751 """An Hermite series class.
Chris@87 1752
Chris@87 1753 The Hermite class provides the standard Python numerical methods
Chris@87 1754 '+', '-', '*', '//', '%', 'divmod', '**', and '()' as well as the
Chris@87 1755 attributes and methods listed in the `ABCPolyBase` documentation.
Chris@87 1756
Chris@87 1757 Parameters
Chris@87 1758 ----------
Chris@87 1759 coef : array_like
Chris@87 1760 Laguerre coefficients in order of increasing degree, i.e,
Chris@87 1761 ``(1, 2, 3)`` gives ``1*H_0(x) + 2*H_1(X) + 3*H_2(x)``.
Chris@87 1762 domain : (2,) array_like, optional
Chris@87 1763 Domain to use. The interval ``[domain[0], domain[1]]`` is mapped
Chris@87 1764 to the interval ``[window[0], window[1]]`` by shifting and scaling.
Chris@87 1765 The default value is [-1, 1].
Chris@87 1766 window : (2,) array_like, optional
Chris@87 1767 Window, see `domain` for its use. The default value is [-1, 1].
Chris@87 1768
Chris@87 1769 .. versionadded:: 1.6.0
Chris@87 1770
Chris@87 1771 """
Chris@87 1772 # Virtual Functions
Chris@87 1773 _add = staticmethod(hermadd)
Chris@87 1774 _sub = staticmethod(hermsub)
Chris@87 1775 _mul = staticmethod(hermmul)
Chris@87 1776 _div = staticmethod(hermdiv)
Chris@87 1777 _pow = staticmethod(hermpow)
Chris@87 1778 _val = staticmethod(hermval)
Chris@87 1779 _int = staticmethod(hermint)
Chris@87 1780 _der = staticmethod(hermder)
Chris@87 1781 _fit = staticmethod(hermfit)
Chris@87 1782 _line = staticmethod(hermline)
Chris@87 1783 _roots = staticmethod(hermroots)
Chris@87 1784 _fromroots = staticmethod(hermfromroots)
Chris@87 1785
Chris@87 1786 # Virtual properties
Chris@87 1787 nickname = 'herm'
Chris@87 1788 domain = np.array(hermdomain)
Chris@87 1789 window = np.array(hermdomain)