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1 """
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2 Objects for dealing with Hermite series.
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3
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4 This module provides a number of objects (mostly functions) useful for
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5 dealing with Hermite series, including a `Hermite` class that
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6 encapsulates the usual arithmetic operations. (General information
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7 on how this module represents and works with such polynomials is in the
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8 docstring for its "parent" sub-package, `numpy.polynomial`).
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9
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10 Constants
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11 ---------
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12 - `hermdomain` -- Hermite series default domain, [-1,1].
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13 - `hermzero` -- Hermite series that evaluates identically to 0.
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14 - `hermone` -- Hermite series that evaluates identically to 1.
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15 - `hermx` -- Hermite series for the identity map, ``f(x) = x``.
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16
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17 Arithmetic
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18 ----------
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19 - `hermmulx` -- multiply a Hermite series in ``P_i(x)`` by ``x``.
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20 - `hermadd` -- add two Hermite series.
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21 - `hermsub` -- subtract one Hermite series from another.
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22 - `hermmul` -- multiply two Hermite series.
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23 - `hermdiv` -- divide one Hermite series by another.
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24 - `hermval` -- evaluate a Hermite series at given points.
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25 - `hermval2d` -- evaluate a 2D Hermite series at given points.
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26 - `hermval3d` -- evaluate a 3D Hermite series at given points.
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27 - `hermgrid2d` -- evaluate a 2D Hermite series on a Cartesian product.
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28 - `hermgrid3d` -- evaluate a 3D Hermite series on a Cartesian product.
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29
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30 Calculus
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31 --------
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32 - `hermder` -- differentiate a Hermite series.
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33 - `hermint` -- integrate a Hermite series.
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34
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35 Misc Functions
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36 --------------
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37 - `hermfromroots` -- create a Hermite series with specified roots.
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38 - `hermroots` -- find the roots of a Hermite series.
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39 - `hermvander` -- Vandermonde-like matrix for Hermite polynomials.
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40 - `hermvander2d` -- Vandermonde-like matrix for 2D power series.
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41 - `hermvander3d` -- Vandermonde-like matrix for 3D power series.
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42 - `hermgauss` -- Gauss-Hermite quadrature, points and weights.
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43 - `hermweight` -- Hermite weight function.
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44 - `hermcompanion` -- symmetrized companion matrix in Hermite form.
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45 - `hermfit` -- least-squares fit returning a Hermite series.
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46 - `hermtrim` -- trim leading coefficients from a Hermite series.
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47 - `hermline` -- Hermite series of given straight line.
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48 - `herm2poly` -- convert a Hermite series to a polynomial.
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49 - `poly2herm` -- convert a polynomial to a Hermite series.
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50
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51 Classes
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52 -------
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53 - `Hermite` -- A Hermite series class.
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54
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55 See also
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56 --------
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57 `numpy.polynomial`
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58
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59 """
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60 from __future__ import division, absolute_import, print_function
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61
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62 import warnings
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63 import numpy as np
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64 import numpy.linalg as la
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65
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66 from . import polyutils as pu
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67 from ._polybase import ABCPolyBase
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68
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69 __all__ = [
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70 'hermzero', 'hermone', 'hermx', 'hermdomain', 'hermline', 'hermadd',
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71 'hermsub', 'hermmulx', 'hermmul', 'hermdiv', 'hermpow', 'hermval',
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72 'hermder', 'hermint', 'herm2poly', 'poly2herm', 'hermfromroots',
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73 'hermvander', 'hermfit', 'hermtrim', 'hermroots', 'Hermite',
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74 'hermval2d', 'hermval3d', 'hermgrid2d', 'hermgrid3d', 'hermvander2d',
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75 'hermvander3d', 'hermcompanion', 'hermgauss', 'hermweight']
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76
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77 hermtrim = pu.trimcoef
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78
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79
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80 def poly2herm(pol):
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81 """
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82 poly2herm(pol)
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83
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84 Convert a polynomial to a Hermite series.
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85
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86 Convert an array representing the coefficients of a polynomial (relative
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87 to the "standard" basis) ordered from lowest degree to highest, to an
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88 array of the coefficients of the equivalent Hermite series, ordered
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89 from lowest to highest degree.
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90
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91 Parameters
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92 ----------
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93 pol : array_like
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94 1-D array containing the polynomial coefficients
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95
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96 Returns
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97 -------
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98 c : ndarray
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99 1-D array containing the coefficients of the equivalent Hermite
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100 series.
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101
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102 See Also
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103 --------
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104 herm2poly
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105
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106 Notes
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107 -----
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108 The easy way to do conversions between polynomial basis sets
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109 is to use the convert method of a class instance.
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110
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111 Examples
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112 --------
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113 >>> from numpy.polynomial.hermite import poly2herm
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114 >>> poly2herm(np.arange(4))
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115 array([ 1. , 2.75 , 0.5 , 0.375])
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116
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117 """
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118 [pol] = pu.as_series([pol])
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119 deg = len(pol) - 1
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120 res = 0
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121 for i in range(deg, -1, -1):
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122 res = hermadd(hermmulx(res), pol[i])
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123 return res
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124
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125
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126 def herm2poly(c):
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127 """
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128 Convert a Hermite series to a polynomial.
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129
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130 Convert an array representing the coefficients of a Hermite series,
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131 ordered from lowest degree to highest, to an array of the coefficients
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132 of the equivalent polynomial (relative to the "standard" basis) ordered
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133 from lowest to highest degree.
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134
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135 Parameters
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136 ----------
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137 c : array_like
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138 1-D array containing the Hermite series coefficients, ordered
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139 from lowest order term to highest.
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140
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141 Returns
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142 -------
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143 pol : ndarray
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144 1-D array containing the coefficients of the equivalent polynomial
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145 (relative to the "standard" basis) ordered from lowest order term
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146 to highest.
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147
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148 See Also
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149 --------
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150 poly2herm
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151
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152 Notes
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153 -----
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154 The easy way to do conversions between polynomial basis sets
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155 is to use the convert method of a class instance.
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156
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157 Examples
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158 --------
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159 >>> from numpy.polynomial.hermite import herm2poly
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160 >>> herm2poly([ 1. , 2.75 , 0.5 , 0.375])
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161 array([ 0., 1., 2., 3.])
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162
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163 """
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164 from .polynomial import polyadd, polysub, polymulx
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165
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166 [c] = pu.as_series([c])
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167 n = len(c)
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168 if n == 1:
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169 return c
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170 if n == 2:
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171 c[1] *= 2
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172 return c
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173 else:
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174 c0 = c[-2]
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175 c1 = c[-1]
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176 # i is the current degree of c1
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177 for i in range(n - 1, 1, -1):
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178 tmp = c0
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179 c0 = polysub(c[i - 2], c1*(2*(i - 1)))
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180 c1 = polyadd(tmp, polymulx(c1)*2)
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181 return polyadd(c0, polymulx(c1)*2)
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182
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183 #
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184 # These are constant arrays are of integer type so as to be compatible
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185 # with the widest range of other types, such as Decimal.
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186 #
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187
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188 # Hermite
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189 hermdomain = np.array([-1, 1])
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190
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191 # Hermite coefficients representing zero.
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192 hermzero = np.array([0])
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193
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194 # Hermite coefficients representing one.
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195 hermone = np.array([1])
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196
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197 # Hermite coefficients representing the identity x.
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198 hermx = np.array([0, 1/2])
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199
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200
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201 def hermline(off, scl):
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202 """
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203 Hermite series whose graph is a straight line.
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204
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205
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206
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207 Parameters
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208 ----------
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209 off, scl : scalars
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210 The specified line is given by ``off + scl*x``.
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211
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212 Returns
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213 -------
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214 y : ndarray
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215 This module's representation of the Hermite series for
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216 ``off + scl*x``.
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217
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218 See Also
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219 --------
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220 polyline, chebline
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221
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222 Examples
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223 --------
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224 >>> from numpy.polynomial.hermite import hermline, hermval
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225 >>> hermval(0,hermline(3, 2))
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226 3.0
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227 >>> hermval(1,hermline(3, 2))
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228 5.0
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229
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230 """
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231 if scl != 0:
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232 return np.array([off, scl/2])
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233 else:
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234 return np.array([off])
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235
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236
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237 def hermfromroots(roots):
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238 """
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239 Generate a Hermite series with given roots.
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240
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241 The function returns the coefficients of the polynomial
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242
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243 .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n),
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244
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245 in Hermite form, where the `r_n` are the roots specified in `roots`.
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246 If a zero has multiplicity n, then it must appear in `roots` n times.
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247 For instance, if 2 is a root of multiplicity three and 3 is a root of
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248 multiplicity 2, then `roots` looks something like [2, 2, 2, 3, 3]. The
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249 roots can appear in any order.
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250
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251 If the returned coefficients are `c`, then
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252
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253 .. math:: p(x) = c_0 + c_1 * H_1(x) + ... + c_n * H_n(x)
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254
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255 The coefficient of the last term is not generally 1 for monic
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256 polynomials in Hermite form.
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257
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258 Parameters
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259 ----------
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260 roots : array_like
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261 Sequence containing the roots.
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262
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263 Returns
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264 -------
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265 out : ndarray
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266 1-D array of coefficients. If all roots are real then `out` is a
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267 real array, if some of the roots are complex, then `out` is complex
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268 even if all the coefficients in the result are real (see Examples
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269 below).
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270
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271 See Also
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272 --------
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273 polyfromroots, legfromroots, lagfromroots, chebfromroots,
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274 hermefromroots.
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275
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276 Examples
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277 --------
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278 >>> from numpy.polynomial.hermite import hermfromroots, hermval
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279 >>> coef = hermfromroots((-1, 0, 1))
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280 >>> hermval((-1, 0, 1), coef)
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281 array([ 0., 0., 0.])
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282 >>> coef = hermfromroots((-1j, 1j))
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283 >>> hermval((-1j, 1j), coef)
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284 array([ 0.+0.j, 0.+0.j])
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285
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286 """
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287 if len(roots) == 0:
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288 return np.ones(1)
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289 else:
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290 [roots] = pu.as_series([roots], trim=False)
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291 roots.sort()
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292 p = [hermline(-r, 1) for r in roots]
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293 n = len(p)
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294 while n > 1:
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295 m, r = divmod(n, 2)
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296 tmp = [hermmul(p[i], p[i+m]) for i in range(m)]
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297 if r:
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298 tmp[0] = hermmul(tmp[0], p[-1])
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299 p = tmp
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300 n = m
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301 return p[0]
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302
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303
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304 def hermadd(c1, c2):
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305 """
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306 Add one Hermite series to another.
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307
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308 Returns the sum of two Hermite series `c1` + `c2`. The arguments
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309 are sequences of coefficients ordered from lowest order term to
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310 highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
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311
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312 Parameters
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313 ----------
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314 c1, c2 : array_like
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315 1-D arrays of Hermite series coefficients ordered from low to
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316 high.
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317
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318 Returns
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319 -------
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320 out : ndarray
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321 Array representing the Hermite series of their sum.
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322
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323 See Also
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324 --------
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325 hermsub, hermmul, hermdiv, hermpow
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326
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327 Notes
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328 -----
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329 Unlike multiplication, division, etc., the sum of two Hermite series
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330 is a Hermite series (without having to "reproject" the result onto
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331 the basis set) so addition, just like that of "standard" polynomials,
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332 is simply "component-wise."
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333
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334 Examples
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335 --------
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336 >>> from numpy.polynomial.hermite import hermadd
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337 >>> hermadd([1, 2, 3], [1, 2, 3, 4])
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338 array([ 2., 4., 6., 4.])
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339
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340 """
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341 # c1, c2 are trimmed copies
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342 [c1, c2] = pu.as_series([c1, c2])
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343 if len(c1) > len(c2):
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344 c1[:c2.size] += c2
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345 ret = c1
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346 else:
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347 c2[:c1.size] += c1
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348 ret = c2
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349 return pu.trimseq(ret)
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350
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351
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352 def hermsub(c1, c2):
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353 """
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354 Subtract one Hermite series from another.
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355
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356 Returns the difference of two Hermite series `c1` - `c2`. The
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357 sequences of coefficients are from lowest order term to highest, i.e.,
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358 [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
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359
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360 Parameters
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361 ----------
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362 c1, c2 : array_like
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363 1-D arrays of Hermite series coefficients ordered from low to
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364 high.
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365
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366 Returns
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367 -------
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368 out : ndarray
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369 Of Hermite series coefficients representing their difference.
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370
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371 See Also
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372 --------
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373 hermadd, hermmul, hermdiv, hermpow
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374
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375 Notes
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376 -----
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377 Unlike multiplication, division, etc., the difference of two Hermite
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378 series is a Hermite series (without having to "reproject" the result
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379 onto the basis set) so subtraction, just like that of "standard"
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380 polynomials, is simply "component-wise."
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381
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382 Examples
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383 --------
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384 >>> from numpy.polynomial.hermite import hermsub
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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)
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