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1 """
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2 Objects for dealing with Hermite_e 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_e series, including a `HermiteE` 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 - `hermedomain` -- Hermite_e series default domain, [-1,1].
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13 - `hermezero` -- Hermite_e series that evaluates identically to 0.
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14 - `hermeone` -- Hermite_e series that evaluates identically to 1.
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15 - `hermex` -- Hermite_e 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 - `hermemulx` -- multiply a Hermite_e series in ``P_i(x)`` by ``x``.
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20 - `hermeadd` -- add two Hermite_e series.
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21 - `hermesub` -- subtract one Hermite_e series from another.
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22 - `hermemul` -- multiply two Hermite_e series.
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23 - `hermediv` -- divide one Hermite_e series by another.
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24 - `hermeval` -- evaluate a Hermite_e series at given points.
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25 - `hermeval2d` -- evaluate a 2D Hermite_e series at given points.
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26 - `hermeval3d` -- evaluate a 3D Hermite_e series at given points.
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27 - `hermegrid2d` -- evaluate a 2D Hermite_e series on a Cartesian product.
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28 - `hermegrid3d` -- evaluate a 3D Hermite_e 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 - `hermeder` -- differentiate a Hermite_e series.
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33 - `hermeint` -- integrate a Hermite_e series.
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34
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35 Misc Functions
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36 --------------
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37 - `hermefromroots` -- create a Hermite_e series with specified roots.
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38 - `hermeroots` -- find the roots of a Hermite_e series.
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39 - `hermevander` -- Vandermonde-like matrix for Hermite_e polynomials.
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40 - `hermevander2d` -- Vandermonde-like matrix for 2D power series.
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41 - `hermevander3d` -- Vandermonde-like matrix for 3D power series.
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42 - `hermegauss` -- Gauss-Hermite_e quadrature, points and weights.
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43 - `hermeweight` -- Hermite_e weight function.
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44 - `hermecompanion` -- symmetrized companion matrix in Hermite_e form.
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45 - `hermefit` -- least-squares fit returning a Hermite_e series.
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46 - `hermetrim` -- trim leading coefficients from a Hermite_e series.
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47 - `hermeline` -- Hermite_e series of given straight line.
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48 - `herme2poly` -- convert a Hermite_e series to a polynomial.
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49 - `poly2herme` -- convert a polynomial to a Hermite_e series.
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50
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51 Classes
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52 -------
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53 - `HermiteE` -- A Hermite_e 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 'hermezero', 'hermeone', 'hermex', 'hermedomain', 'hermeline',
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71 'hermeadd', 'hermesub', 'hermemulx', 'hermemul', 'hermediv',
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72 'hermepow', 'hermeval', 'hermeder', 'hermeint', 'herme2poly',
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73 'poly2herme', 'hermefromroots', 'hermevander', 'hermefit', 'hermetrim',
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74 'hermeroots', 'HermiteE', 'hermeval2d', 'hermeval3d', 'hermegrid2d',
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75 'hermegrid3d', 'hermevander2d', 'hermevander3d', 'hermecompanion',
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76 'hermegauss', 'hermeweight']
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77
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78 hermetrim = pu.trimcoef
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79
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80
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81 def poly2herme(pol):
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82 """
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83 poly2herme(pol)
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84
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85 Convert a polynomial to a Hermite series.
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86
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87 Convert an array representing the coefficients of a polynomial (relative
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88 to the "standard" basis) ordered from lowest degree to highest, to an
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89 array of the coefficients of the equivalent Hermite series, ordered
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90 from lowest to highest degree.
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91
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92 Parameters
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93 ----------
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94 pol : array_like
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95 1-D array containing the polynomial coefficients
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96
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97 Returns
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98 -------
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99 c : ndarray
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100 1-D array containing the coefficients of the equivalent Hermite
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101 series.
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102
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103 See Also
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104 --------
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105 herme2poly
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106
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107 Notes
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108 -----
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109 The easy way to do conversions between polynomial basis sets
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110 is to use the convert method of a class instance.
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111
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112 Examples
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113 --------
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114 >>> from numpy.polynomial.hermite_e import poly2herme
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115 >>> poly2herme(np.arange(4))
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116 array([ 2., 10., 2., 3.])
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117
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118 """
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119 [pol] = pu.as_series([pol])
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120 deg = len(pol) - 1
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121 res = 0
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122 for i in range(deg, -1, -1):
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123 res = hermeadd(hermemulx(res), pol[i])
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124 return res
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125
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126
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127 def herme2poly(c):
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128 """
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129 Convert a Hermite series to a polynomial.
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130
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131 Convert an array representing the coefficients of a Hermite series,
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132 ordered from lowest degree to highest, to an array of the coefficients
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133 of the equivalent polynomial (relative to the "standard" basis) ordered
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134 from lowest to highest degree.
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135
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136 Parameters
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137 ----------
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138 c : array_like
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139 1-D array containing the Hermite series coefficients, ordered
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140 from lowest order term to highest.
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141
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142 Returns
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143 -------
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144 pol : ndarray
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145 1-D array containing the coefficients of the equivalent polynomial
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146 (relative to the "standard" basis) ordered from lowest order term
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147 to highest.
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148
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149 See Also
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150 --------
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151 poly2herme
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152
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153 Notes
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154 -----
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155 The easy way to do conversions between polynomial basis sets
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156 is to use the convert method of a class instance.
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157
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158 Examples
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159 --------
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160 >>> from numpy.polynomial.hermite_e import herme2poly
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161 >>> herme2poly([ 2., 10., 2., 3.])
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162 array([ 0., 1., 2., 3.])
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163
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164 """
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165 from .polynomial import polyadd, polysub, polymulx
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166
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167 [c] = pu.as_series([c])
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168 n = len(c)
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169 if n == 1:
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170 return c
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171 if n == 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*(i - 1))
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180 c1 = polyadd(tmp, polymulx(c1))
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181 return polyadd(c0, polymulx(c1))
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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 hermedomain = np.array([-1, 1])
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190
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191 # Hermite coefficients representing zero.
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192 hermezero = np.array([0])
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193
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194 # Hermite coefficients representing one.
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195 hermeone = np.array([1])
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196
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197 # Hermite coefficients representing the identity x.
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198 hermex = np.array([0, 1])
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199
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200
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201 def hermeline(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_e import hermeline
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225 >>> from numpy.polynomial.hermite_e import hermeline, hermeval
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226 >>> hermeval(0,hermeline(3, 2))
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227 3.0
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228 >>> hermeval(1,hermeline(3, 2))
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229 5.0
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230
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231 """
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232 if scl != 0:
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233 return np.array([off, scl])
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234 else:
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235 return np.array([off])
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236
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237
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238 def hermefromroots(roots):
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239 """
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240 Generate a HermiteE series with given roots.
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241
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242 The function returns the coefficients of the polynomial
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243
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244 .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n),
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245
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246 in HermiteE form, where the `r_n` are the roots specified in `roots`.
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247 If a zero has multiplicity n, then it must appear in `roots` n times.
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248 For instance, if 2 is a root of multiplicity three and 3 is a root of
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249 multiplicity 2, then `roots` looks something like [2, 2, 2, 3, 3]. The
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250 roots can appear in any order.
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251
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252 If the returned coefficients are `c`, then
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253
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254 .. math:: p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x)
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255
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256 The coefficient of the last term is not generally 1 for monic
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257 polynomials in HermiteE form.
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258
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259 Parameters
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260 ----------
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261 roots : array_like
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262 Sequence containing the roots.
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263
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264 Returns
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265 -------
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266 out : ndarray
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267 1-D array of coefficients. If all roots are real then `out` is a
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268 real array, if some of the roots are complex, then `out` is complex
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269 even if all the coefficients in the result are real (see Examples
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270 below).
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271
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272 See Also
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273 --------
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274 polyfromroots, legfromroots, lagfromroots, hermfromroots,
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275 chebfromroots.
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276
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277 Examples
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278 --------
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279 >>> from numpy.polynomial.hermite_e import hermefromroots, hermeval
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280 >>> coef = hermefromroots((-1, 0, 1))
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281 >>> hermeval((-1, 0, 1), coef)
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282 array([ 0., 0., 0.])
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283 >>> coef = hermefromroots((-1j, 1j))
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284 >>> hermeval((-1j, 1j), coef)
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285 array([ 0.+0.j, 0.+0.j])
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286
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287 """
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288 if len(roots) == 0:
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289 return np.ones(1)
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290 else:
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291 [roots] = pu.as_series([roots], trim=False)
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292 roots.sort()
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293 p = [hermeline(-r, 1) for r in roots]
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294 n = len(p)
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295 while n > 1:
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296 m, r = divmod(n, 2)
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297 tmp = [hermemul(p[i], p[i+m]) for i in range(m)]
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298 if r:
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299 tmp[0] = hermemul(tmp[0], p[-1])
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300 p = tmp
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301 n = m
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302 return p[0]
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303
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304
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305 def hermeadd(c1, c2):
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306 """
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307 Add one Hermite series to another.
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308
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309 Returns the sum of two Hermite series `c1` + `c2`. The arguments
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310 are sequences of coefficients ordered from lowest order term to
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311 highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
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312
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313 Parameters
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314 ----------
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315 c1, c2 : array_like
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316 1-D arrays of Hermite series coefficients ordered from low to
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317 high.
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318
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319 Returns
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320 -------
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321 out : ndarray
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322 Array representing the Hermite series of their sum.
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323
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324 See Also
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325 --------
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326 hermesub, hermemul, hermediv, hermepow
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327
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328 Notes
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329 -----
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330 Unlike multiplication, division, etc., the sum of two Hermite series
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331 is a Hermite series (without having to "reproject" the result onto
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332 the basis set) so addition, just like that of "standard" polynomials,
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333 is simply "component-wise."
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334
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335 Examples
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336 --------
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337 >>> from numpy.polynomial.hermite_e import hermeadd
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338 >>> hermeadd([1, 2, 3], [1, 2, 3, 4])
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339 array([ 2., 4., 6., 4.])
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340
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341 """
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342 # c1, c2 are trimmed copies
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343 [c1, c2] = pu.as_series([c1, c2])
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344 if len(c1) > len(c2):
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345 c1[:c2.size] += c2
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346 ret = c1
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347 else:
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348 c2[:c1.size] += c1
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349 ret = c2
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350 return pu.trimseq(ret)
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351
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352
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353 def hermesub(c1, c2):
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354 """
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355 Subtract one Hermite series from another.
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356
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357 Returns the difference of two Hermite series `c1` - `c2`. The
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358 sequences of coefficients are from lowest order term to highest, i.e.,
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359 [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
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360
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361 Parameters
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362 ----------
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363 c1, c2 : array_like
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364 1-D arrays of Hermite series coefficients ordered from low to
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365 high.
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366
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367 Returns
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368 -------
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369 out : ndarray
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370 Of Hermite series coefficients representing their difference.
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371
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372 See Also
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373 --------
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374 hermeadd, hermemul, hermediv, hermepow
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375
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376 Notes
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377 -----
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378 Unlike multiplication, division, etc., the difference of two Hermite
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379 series is a Hermite series (without having to "reproject" the result
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380 onto the basis set) so subtraction, just like that of "standard"
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381 polynomials, is simply "component-wise."
|
Chris@87
|
382
|
Chris@87
|
383 Examples
|
Chris@87
|
384 --------
|
Chris@87
|
385 >>> from numpy.polynomial.hermite_e import hermesub
|
Chris@87
|
386 >>> hermesub([1, 2, 3, 4], [1, 2, 3])
|
Chris@87
|
387 array([ 0., 0., 0., 4.])
|
Chris@87
|
388
|
Chris@87
|
389 """
|
Chris@87
|
390 # c1, c2 are trimmed copies
|
Chris@87
|
391 [c1, c2] = pu.as_series([c1, c2])
|
Chris@87
|
392 if len(c1) > len(c2):
|
Chris@87
|
393 c1[:c2.size] -= c2
|
Chris@87
|
394 ret = c1
|
Chris@87
|
395 else:
|
Chris@87
|
396 c2 = -c2
|
Chris@87
|
397 c2[:c1.size] += c1
|
Chris@87
|
398 ret = c2
|
Chris@87
|
399 return pu.trimseq(ret)
|
Chris@87
|
400
|
Chris@87
|
401
|
Chris@87
|
402 def hermemulx(c):
|
Chris@87
|
403 """Multiply a Hermite series by x.
|
Chris@87
|
404
|
Chris@87
|
405 Multiply the Hermite series `c` by x, where x is the independent
|
Chris@87
|
406 variable.
|
Chris@87
|
407
|
Chris@87
|
408
|
Chris@87
|
409 Parameters
|
Chris@87
|
410 ----------
|
Chris@87
|
411 c : array_like
|
Chris@87
|
412 1-D array of Hermite series coefficients ordered from low to
|
Chris@87
|
413 high.
|
Chris@87
|
414
|
Chris@87
|
415 Returns
|
Chris@87
|
416 -------
|
Chris@87
|
417 out : ndarray
|
Chris@87
|
418 Array representing the result of the multiplication.
|
Chris@87
|
419
|
Chris@87
|
420 Notes
|
Chris@87
|
421 -----
|
Chris@87
|
422 The multiplication uses the recursion relationship for Hermite
|
Chris@87
|
423 polynomials in the form
|
Chris@87
|
424
|
Chris@87
|
425 .. math::
|
Chris@87
|
426
|
Chris@87
|
427 xP_i(x) = (P_{i + 1}(x) + iP_{i - 1}(x)))
|
Chris@87
|
428
|
Chris@87
|
429 Examples
|
Chris@87
|
430 --------
|
Chris@87
|
431 >>> from numpy.polynomial.hermite_e import hermemulx
|
Chris@87
|
432 >>> hermemulx([1, 2, 3])
|
Chris@87
|
433 array([ 2., 7., 2., 3.])
|
Chris@87
|
434
|
Chris@87
|
435 """
|
Chris@87
|
436 # c is a trimmed copy
|
Chris@87
|
437 [c] = pu.as_series([c])
|
Chris@87
|
438 # The zero series needs special treatment
|
Chris@87
|
439 if len(c) == 1 and c[0] == 0:
|
Chris@87
|
440 return c
|
Chris@87
|
441
|
Chris@87
|
442 prd = np.empty(len(c) + 1, dtype=c.dtype)
|
Chris@87
|
443 prd[0] = c[0]*0
|
Chris@87
|
444 prd[1] = c[0]
|
Chris@87
|
445 for i in range(1, len(c)):
|
Chris@87
|
446 prd[i + 1] = c[i]
|
Chris@87
|
447 prd[i - 1] += c[i]*i
|
Chris@87
|
448 return prd
|
Chris@87
|
449
|
Chris@87
|
450
|
Chris@87
|
451 def hermemul(c1, c2):
|
Chris@87
|
452 """
|
Chris@87
|
453 Multiply one Hermite series by another.
|
Chris@87
|
454
|
Chris@87
|
455 Returns the product of two Hermite series `c1` * `c2`. The arguments
|
Chris@87
|
456 are sequences of coefficients, from lowest order "term" to highest,
|
Chris@87
|
457 e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
|
Chris@87
|
458
|
Chris@87
|
459 Parameters
|
Chris@87
|
460 ----------
|
Chris@87
|
461 c1, c2 : array_like
|
Chris@87
|
462 1-D arrays of Hermite series coefficients ordered from low to
|
Chris@87
|
463 high.
|
Chris@87
|
464
|
Chris@87
|
465 Returns
|
Chris@87
|
466 -------
|
Chris@87
|
467 out : ndarray
|
Chris@87
|
468 Of Hermite series coefficients representing their product.
|
Chris@87
|
469
|
Chris@87
|
470 See Also
|
Chris@87
|
471 --------
|
Chris@87
|
472 hermeadd, hermesub, hermediv, hermepow
|
Chris@87
|
473
|
Chris@87
|
474 Notes
|
Chris@87
|
475 -----
|
Chris@87
|
476 In general, the (polynomial) product of two C-series results in terms
|
Chris@87
|
477 that are not in the Hermite polynomial basis set. Thus, to express
|
Chris@87
|
478 the product as a Hermite series, it is necessary to "reproject" the
|
Chris@87
|
479 product onto said basis set, which may produce "unintuitive" (but
|
Chris@87
|
480 correct) results; see Examples section below.
|
Chris@87
|
481
|
Chris@87
|
482 Examples
|
Chris@87
|
483 --------
|
Chris@87
|
484 >>> from numpy.polynomial.hermite_e import hermemul
|
Chris@87
|
485 >>> hermemul([1, 2, 3], [0, 1, 2])
|
Chris@87
|
486 array([ 14., 15., 28., 7., 6.])
|
Chris@87
|
487
|
Chris@87
|
488 """
|
Chris@87
|
489 # s1, s2 are trimmed copies
|
Chris@87
|
490 [c1, c2] = pu.as_series([c1, c2])
|
Chris@87
|
491
|
Chris@87
|
492 if len(c1) > len(c2):
|
Chris@87
|
493 c = c2
|
Chris@87
|
494 xs = c1
|
Chris@87
|
495 else:
|
Chris@87
|
496 c = c1
|
Chris@87
|
497 xs = c2
|
Chris@87
|
498
|
Chris@87
|
499 if len(c) == 1:
|
Chris@87
|
500 c0 = c[0]*xs
|
Chris@87
|
501 c1 = 0
|
Chris@87
|
502 elif len(c) == 2:
|
Chris@87
|
503 c0 = c[0]*xs
|
Chris@87
|
504 c1 = c[1]*xs
|
Chris@87
|
505 else:
|
Chris@87
|
506 nd = len(c)
|
Chris@87
|
507 c0 = c[-2]*xs
|
Chris@87
|
508 c1 = c[-1]*xs
|
Chris@87
|
509 for i in range(3, len(c) + 1):
|
Chris@87
|
510 tmp = c0
|
Chris@87
|
511 nd = nd - 1
|
Chris@87
|
512 c0 = hermesub(c[-i]*xs, c1*(nd - 1))
|
Chris@87
|
513 c1 = hermeadd(tmp, hermemulx(c1))
|
Chris@87
|
514 return hermeadd(c0, hermemulx(c1))
|
Chris@87
|
515
|
Chris@87
|
516
|
Chris@87
|
517 def hermediv(c1, c2):
|
Chris@87
|
518 """
|
Chris@87
|
519 Divide one Hermite series by another.
|
Chris@87
|
520
|
Chris@87
|
521 Returns the quotient-with-remainder of two Hermite series
|
Chris@87
|
522 `c1` / `c2`. The arguments are sequences of coefficients from lowest
|
Chris@87
|
523 order "term" to highest, e.g., [1,2,3] represents the series
|
Chris@87
|
524 ``P_0 + 2*P_1 + 3*P_2``.
|
Chris@87
|
525
|
Chris@87
|
526 Parameters
|
Chris@87
|
527 ----------
|
Chris@87
|
528 c1, c2 : array_like
|
Chris@87
|
529 1-D arrays of Hermite series coefficients ordered from low to
|
Chris@87
|
530 high.
|
Chris@87
|
531
|
Chris@87
|
532 Returns
|
Chris@87
|
533 -------
|
Chris@87
|
534 [quo, rem] : ndarrays
|
Chris@87
|
535 Of Hermite series coefficients representing the quotient and
|
Chris@87
|
536 remainder.
|
Chris@87
|
537
|
Chris@87
|
538 See Also
|
Chris@87
|
539 --------
|
Chris@87
|
540 hermeadd, hermesub, hermemul, hermepow
|
Chris@87
|
541
|
Chris@87
|
542 Notes
|
Chris@87
|
543 -----
|
Chris@87
|
544 In general, the (polynomial) division of one Hermite series by another
|
Chris@87
|
545 results in quotient and remainder terms that are not in the Hermite
|
Chris@87
|
546 polynomial basis set. Thus, to express these results as a Hermite
|
Chris@87
|
547 series, it is necessary to "reproject" the results onto the Hermite
|
Chris@87
|
548 basis set, which may produce "unintuitive" (but correct) results; see
|
Chris@87
|
549 Examples section below.
|
Chris@87
|
550
|
Chris@87
|
551 Examples
|
Chris@87
|
552 --------
|
Chris@87
|
553 >>> from numpy.polynomial.hermite_e import hermediv
|
Chris@87
|
554 >>> hermediv([ 14., 15., 28., 7., 6.], [0, 1, 2])
|
Chris@87
|
555 (array([ 1., 2., 3.]), array([ 0.]))
|
Chris@87
|
556 >>> hermediv([ 15., 17., 28., 7., 6.], [0, 1, 2])
|
Chris@87
|
557 (array([ 1., 2., 3.]), array([ 1., 2.]))
|
Chris@87
|
558
|
Chris@87
|
559 """
|
Chris@87
|
560 # c1, c2 are trimmed copies
|
Chris@87
|
561 [c1, c2] = pu.as_series([c1, c2])
|
Chris@87
|
562 if c2[-1] == 0:
|
Chris@87
|
563 raise ZeroDivisionError()
|
Chris@87
|
564
|
Chris@87
|
565 lc1 = len(c1)
|
Chris@87
|
566 lc2 = len(c2)
|
Chris@87
|
567 if lc1 < lc2:
|
Chris@87
|
568 return c1[:1]*0, c1
|
Chris@87
|
569 elif lc2 == 1:
|
Chris@87
|
570 return c1/c2[-1], c1[:1]*0
|
Chris@87
|
571 else:
|
Chris@87
|
572 quo = np.empty(lc1 - lc2 + 1, dtype=c1.dtype)
|
Chris@87
|
573 rem = c1
|
Chris@87
|
574 for i in range(lc1 - lc2, - 1, -1):
|
Chris@87
|
575 p = hermemul([0]*i + [1], c2)
|
Chris@87
|
576 q = rem[-1]/p[-1]
|
Chris@87
|
577 rem = rem[:-1] - q*p[:-1]
|
Chris@87
|
578 quo[i] = q
|
Chris@87
|
579 return quo, pu.trimseq(rem)
|
Chris@87
|
580
|
Chris@87
|
581
|
Chris@87
|
582 def hermepow(c, pow, maxpower=16):
|
Chris@87
|
583 """Raise a Hermite series to a power.
|
Chris@87
|
584
|
Chris@87
|
585 Returns the Hermite series `c` raised to the power `pow`. The
|
Chris@87
|
586 argument `c` is a sequence of coefficients ordered from low to high.
|
Chris@87
|
587 i.e., [1,2,3] is the series ``P_0 + 2*P_1 + 3*P_2.``
|
Chris@87
|
588
|
Chris@87
|
589 Parameters
|
Chris@87
|
590 ----------
|
Chris@87
|
591 c : array_like
|
Chris@87
|
592 1-D array of Hermite series coefficients ordered from low to
|
Chris@87
|
593 high.
|
Chris@87
|
594 pow : integer
|
Chris@87
|
595 Power to which the series will be raised
|
Chris@87
|
596 maxpower : integer, optional
|
Chris@87
|
597 Maximum power allowed. This is mainly to limit growth of the series
|
Chris@87
|
598 to unmanageable size. Default is 16
|
Chris@87
|
599
|
Chris@87
|
600 Returns
|
Chris@87
|
601 -------
|
Chris@87
|
602 coef : ndarray
|
Chris@87
|
603 Hermite series of power.
|
Chris@87
|
604
|
Chris@87
|
605 See Also
|
Chris@87
|
606 --------
|
Chris@87
|
607 hermeadd, hermesub, hermemul, hermediv
|
Chris@87
|
608
|
Chris@87
|
609 Examples
|
Chris@87
|
610 --------
|
Chris@87
|
611 >>> from numpy.polynomial.hermite_e import hermepow
|
Chris@87
|
612 >>> hermepow([1, 2, 3], 2)
|
Chris@87
|
613 array([ 23., 28., 46., 12., 9.])
|
Chris@87
|
614
|
Chris@87
|
615 """
|
Chris@87
|
616 # c is a trimmed copy
|
Chris@87
|
617 [c] = pu.as_series([c])
|
Chris@87
|
618 power = int(pow)
|
Chris@87
|
619 if power != pow or power < 0:
|
Chris@87
|
620 raise ValueError("Power must be a non-negative integer.")
|
Chris@87
|
621 elif maxpower is not None and power > maxpower:
|
Chris@87
|
622 raise ValueError("Power is too large")
|
Chris@87
|
623 elif power == 0:
|
Chris@87
|
624 return np.array([1], dtype=c.dtype)
|
Chris@87
|
625 elif power == 1:
|
Chris@87
|
626 return c
|
Chris@87
|
627 else:
|
Chris@87
|
628 # This can be made more efficient by using powers of two
|
Chris@87
|
629 # in the usual way.
|
Chris@87
|
630 prd = c
|
Chris@87
|
631 for i in range(2, power + 1):
|
Chris@87
|
632 prd = hermemul(prd, c)
|
Chris@87
|
633 return prd
|
Chris@87
|
634
|
Chris@87
|
635
|
Chris@87
|
636 def hermeder(c, m=1, scl=1, axis=0):
|
Chris@87
|
637 """
|
Chris@87
|
638 Differentiate a Hermite_e series.
|
Chris@87
|
639
|
Chris@87
|
640 Returns the series coefficients `c` differentiated `m` times along
|
Chris@87
|
641 `axis`. At each iteration the result is multiplied by `scl` (the
|
Chris@87
|
642 scaling factor is for use in a linear change of variable). The argument
|
Chris@87
|
643 `c` is an array of coefficients from low to high degree along each
|
Chris@87
|
644 axis, e.g., [1,2,3] represents the series ``1*He_0 + 2*He_1 + 3*He_2``
|
Chris@87
|
645 while [[1,2],[1,2]] represents ``1*He_0(x)*He_0(y) + 1*He_1(x)*He_0(y)
|
Chris@87
|
646 + 2*He_0(x)*He_1(y) + 2*He_1(x)*He_1(y)`` if axis=0 is ``x`` and axis=1
|
Chris@87
|
647 is ``y``.
|
Chris@87
|
648
|
Chris@87
|
649 Parameters
|
Chris@87
|
650 ----------
|
Chris@87
|
651 c : array_like
|
Chris@87
|
652 Array of Hermite_e series coefficients. If `c` is multidimensional
|
Chris@87
|
653 the different axis correspond to different variables with the
|
Chris@87
|
654 degree in each axis given by the corresponding index.
|
Chris@87
|
655 m : int, optional
|
Chris@87
|
656 Number of derivatives taken, must be non-negative. (Default: 1)
|
Chris@87
|
657 scl : scalar, optional
|
Chris@87
|
658 Each differentiation is multiplied by `scl`. The end result is
|
Chris@87
|
659 multiplication by ``scl**m``. This is for use in a linear change of
|
Chris@87
|
660 variable. (Default: 1)
|
Chris@87
|
661 axis : int, optional
|
Chris@87
|
662 Axis over which the derivative is taken. (Default: 0).
|
Chris@87
|
663
|
Chris@87
|
664 .. versionadded:: 1.7.0
|
Chris@87
|
665
|
Chris@87
|
666 Returns
|
Chris@87
|
667 -------
|
Chris@87
|
668 der : ndarray
|
Chris@87
|
669 Hermite series of the derivative.
|
Chris@87
|
670
|
Chris@87
|
671 See Also
|
Chris@87
|
672 --------
|
Chris@87
|
673 hermeint
|
Chris@87
|
674
|
Chris@87
|
675 Notes
|
Chris@87
|
676 -----
|
Chris@87
|
677 In general, the result of differentiating a Hermite series does not
|
Chris@87
|
678 resemble the same operation on a power series. Thus the result of this
|
Chris@87
|
679 function may be "unintuitive," albeit correct; see Examples section
|
Chris@87
|
680 below.
|
Chris@87
|
681
|
Chris@87
|
682 Examples
|
Chris@87
|
683 --------
|
Chris@87
|
684 >>> from numpy.polynomial.hermite_e import hermeder
|
Chris@87
|
685 >>> hermeder([ 1., 1., 1., 1.])
|
Chris@87
|
686 array([ 1., 2., 3.])
|
Chris@87
|
687 >>> hermeder([-0.25, 1., 1./2., 1./3., 1./4 ], m=2)
|
Chris@87
|
688 array([ 1., 2., 3.])
|
Chris@87
|
689
|
Chris@87
|
690 """
|
Chris@87
|
691 c = np.array(c, ndmin=1, copy=1)
|
Chris@87
|
692 if c.dtype.char in '?bBhHiIlLqQpP':
|
Chris@87
|
693 c = c.astype(np.double)
|
Chris@87
|
694 cnt, iaxis = [int(t) for t in [m, axis]]
|
Chris@87
|
695
|
Chris@87
|
696 if cnt != m:
|
Chris@87
|
697 raise ValueError("The order of derivation must be integer")
|
Chris@87
|
698 if cnt < 0:
|
Chris@87
|
699 raise ValueError("The order of derivation must be non-negative")
|
Chris@87
|
700 if iaxis != axis:
|
Chris@87
|
701 raise ValueError("The axis must be integer")
|
Chris@87
|
702 if not -c.ndim <= iaxis < c.ndim:
|
Chris@87
|
703 raise ValueError("The axis is out of range")
|
Chris@87
|
704 if iaxis < 0:
|
Chris@87
|
705 iaxis += c.ndim
|
Chris@87
|
706
|
Chris@87
|
707 if cnt == 0:
|
Chris@87
|
708 return c
|
Chris@87
|
709
|
Chris@87
|
710 c = np.rollaxis(c, iaxis)
|
Chris@87
|
711 n = len(c)
|
Chris@87
|
712 if cnt >= n:
|
Chris@87
|
713 return c[:1]*0
|
Chris@87
|
714 else:
|
Chris@87
|
715 for i in range(cnt):
|
Chris@87
|
716 n = n - 1
|
Chris@87
|
717 c *= scl
|
Chris@87
|
718 der = np.empty((n,) + c.shape[1:], dtype=c.dtype)
|
Chris@87
|
719 for j in range(n, 0, -1):
|
Chris@87
|
720 der[j - 1] = j*c[j]
|
Chris@87
|
721 c = der
|
Chris@87
|
722 c = np.rollaxis(c, 0, iaxis + 1)
|
Chris@87
|
723 return c
|
Chris@87
|
724
|
Chris@87
|
725
|
Chris@87
|
726 def hermeint(c, m=1, k=[], lbnd=0, scl=1, axis=0):
|
Chris@87
|
727 """
|
Chris@87
|
728 Integrate a Hermite_e series.
|
Chris@87
|
729
|
Chris@87
|
730 Returns the Hermite_e series coefficients `c` integrated `m` times from
|
Chris@87
|
731 `lbnd` along `axis`. At each iteration the resulting series is
|
Chris@87
|
732 **multiplied** by `scl` and an integration constant, `k`, is added.
|
Chris@87
|
733 The scaling factor is for use in a linear change of variable. ("Buyer
|
Chris@87
|
734 beware": note that, depending on what one is doing, one may want `scl`
|
Chris@87
|
735 to be the reciprocal of what one might expect; for more information,
|
Chris@87
|
736 see the Notes section below.) The argument `c` is an array of
|
Chris@87
|
737 coefficients from low to high degree along each axis, e.g., [1,2,3]
|
Chris@87
|
738 represents the series ``H_0 + 2*H_1 + 3*H_2`` while [[1,2],[1,2]]
|
Chris@87
|
739 represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) +
|
Chris@87
|
740 2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is ``y``.
|
Chris@87
|
741
|
Chris@87
|
742 Parameters
|
Chris@87
|
743 ----------
|
Chris@87
|
744 c : array_like
|
Chris@87
|
745 Array of Hermite_e series coefficients. If c is multidimensional
|
Chris@87
|
746 the different axis correspond to different variables with the
|
Chris@87
|
747 degree in each axis given by the corresponding index.
|
Chris@87
|
748 m : int, optional
|
Chris@87
|
749 Order of integration, must be positive. (Default: 1)
|
Chris@87
|
750 k : {[], list, scalar}, optional
|
Chris@87
|
751 Integration constant(s). The value of the first integral at
|
Chris@87
|
752 ``lbnd`` is the first value in the list, the value of the second
|
Chris@87
|
753 integral at ``lbnd`` is the second value, etc. If ``k == []`` (the
|
Chris@87
|
754 default), all constants are set to zero. If ``m == 1``, a single
|
Chris@87
|
755 scalar can be given instead of a list.
|
Chris@87
|
756 lbnd : scalar, optional
|
Chris@87
|
757 The lower bound of the integral. (Default: 0)
|
Chris@87
|
758 scl : scalar, optional
|
Chris@87
|
759 Following each integration the result is *multiplied* by `scl`
|
Chris@87
|
760 before the integration constant is added. (Default: 1)
|
Chris@87
|
761 axis : int, optional
|
Chris@87
|
762 Axis over which the integral is taken. (Default: 0).
|
Chris@87
|
763
|
Chris@87
|
764 .. versionadded:: 1.7.0
|
Chris@87
|
765
|
Chris@87
|
766 Returns
|
Chris@87
|
767 -------
|
Chris@87
|
768 S : ndarray
|
Chris@87
|
769 Hermite_e series coefficients of the integral.
|
Chris@87
|
770
|
Chris@87
|
771 Raises
|
Chris@87
|
772 ------
|
Chris@87
|
773 ValueError
|
Chris@87
|
774 If ``m < 0``, ``len(k) > m``, ``np.isscalar(lbnd) == False``, or
|
Chris@87
|
775 ``np.isscalar(scl) == False``.
|
Chris@87
|
776
|
Chris@87
|
777 See Also
|
Chris@87
|
778 --------
|
Chris@87
|
779 hermeder
|
Chris@87
|
780
|
Chris@87
|
781 Notes
|
Chris@87
|
782 -----
|
Chris@87
|
783 Note that the result of each integration is *multiplied* by `scl`.
|
Chris@87
|
784 Why is this important to note? Say one is making a linear change of
|
Chris@87
|
785 variable :math:`u = ax + b` in an integral relative to `x`. Then
|
Chris@87
|
786 .. math::`dx = du/a`, so one will need to set `scl` equal to
|
Chris@87
|
787 :math:`1/a` - perhaps not what one would have first thought.
|
Chris@87
|
788
|
Chris@87
|
789 Also note that, in general, the result of integrating a C-series needs
|
Chris@87
|
790 to be "reprojected" onto the C-series basis set. Thus, typically,
|
Chris@87
|
791 the result of this function is "unintuitive," albeit correct; see
|
Chris@87
|
792 Examples section below.
|
Chris@87
|
793
|
Chris@87
|
794 Examples
|
Chris@87
|
795 --------
|
Chris@87
|
796 >>> from numpy.polynomial.hermite_e import hermeint
|
Chris@87
|
797 >>> hermeint([1, 2, 3]) # integrate once, value 0 at 0.
|
Chris@87
|
798 array([ 1., 1., 1., 1.])
|
Chris@87
|
799 >>> hermeint([1, 2, 3], m=2) # integrate twice, value & deriv 0 at 0
|
Chris@87
|
800 array([-0.25 , 1. , 0.5 , 0.33333333, 0.25 ])
|
Chris@87
|
801 >>> hermeint([1, 2, 3], k=1) # integrate once, value 1 at 0.
|
Chris@87
|
802 array([ 2., 1., 1., 1.])
|
Chris@87
|
803 >>> hermeint([1, 2, 3], lbnd=-1) # integrate once, value 0 at -1
|
Chris@87
|
804 array([-1., 1., 1., 1.])
|
Chris@87
|
805 >>> hermeint([1, 2, 3], m=2, k=[1, 2], lbnd=-1)
|
Chris@87
|
806 array([ 1.83333333, 0. , 0.5 , 0.33333333, 0.25 ])
|
Chris@87
|
807
|
Chris@87
|
808 """
|
Chris@87
|
809 c = np.array(c, ndmin=1, copy=1)
|
Chris@87
|
810 if c.dtype.char in '?bBhHiIlLqQpP':
|
Chris@87
|
811 c = c.astype(np.double)
|
Chris@87
|
812 if not np.iterable(k):
|
Chris@87
|
813 k = [k]
|
Chris@87
|
814 cnt, iaxis = [int(t) for t in [m, axis]]
|
Chris@87
|
815
|
Chris@87
|
816 if cnt != m:
|
Chris@87
|
817 raise ValueError("The order of integration must be integer")
|
Chris@87
|
818 if cnt < 0:
|
Chris@87
|
819 raise ValueError("The order of integration must be non-negative")
|
Chris@87
|
820 if len(k) > cnt:
|
Chris@87
|
821 raise ValueError("Too many integration constants")
|
Chris@87
|
822 if iaxis != axis:
|
Chris@87
|
823 raise ValueError("The axis must be integer")
|
Chris@87
|
824 if not -c.ndim <= iaxis < c.ndim:
|
Chris@87
|
825 raise ValueError("The axis is out of range")
|
Chris@87
|
826 if iaxis < 0:
|
Chris@87
|
827 iaxis += c.ndim
|
Chris@87
|
828
|
Chris@87
|
829 if cnt == 0:
|
Chris@87
|
830 return c
|
Chris@87
|
831
|
Chris@87
|
832 c = np.rollaxis(c, iaxis)
|
Chris@87
|
833 k = list(k) + [0]*(cnt - len(k))
|
Chris@87
|
834 for i in range(cnt):
|
Chris@87
|
835 n = len(c)
|
Chris@87
|
836 c *= scl
|
Chris@87
|
837 if n == 1 and np.all(c[0] == 0):
|
Chris@87
|
838 c[0] += k[i]
|
Chris@87
|
839 else:
|
Chris@87
|
840 tmp = np.empty((n + 1,) + c.shape[1:], dtype=c.dtype)
|
Chris@87
|
841 tmp[0] = c[0]*0
|
Chris@87
|
842 tmp[1] = c[0]
|
Chris@87
|
843 for j in range(1, n):
|
Chris@87
|
844 tmp[j + 1] = c[j]/(j + 1)
|
Chris@87
|
845 tmp[0] += k[i] - hermeval(lbnd, tmp)
|
Chris@87
|
846 c = tmp
|
Chris@87
|
847 c = np.rollaxis(c, 0, iaxis + 1)
|
Chris@87
|
848 return c
|
Chris@87
|
849
|
Chris@87
|
850
|
Chris@87
|
851 def hermeval(x, c, tensor=True):
|
Chris@87
|
852 """
|
Chris@87
|
853 Evaluate an HermiteE series at points x.
|
Chris@87
|
854
|
Chris@87
|
855 If `c` is of length `n + 1`, this function returns the value:
|
Chris@87
|
856
|
Chris@87
|
857 .. math:: p(x) = c_0 * He_0(x) + c_1 * He_1(x) + ... + c_n * He_n(x)
|
Chris@87
|
858
|
Chris@87
|
859 The parameter `x` is converted to an array only if it is a tuple or a
|
Chris@87
|
860 list, otherwise it is treated as a scalar. In either case, either `x`
|
Chris@87
|
861 or its elements must support multiplication and addition both with
|
Chris@87
|
862 themselves and with the elements of `c`.
|
Chris@87
|
863
|
Chris@87
|
864 If `c` is a 1-D array, then `p(x)` will have the same shape as `x`. If
|
Chris@87
|
865 `c` is multidimensional, then the shape of the result depends on the
|
Chris@87
|
866 value of `tensor`. If `tensor` is true the shape will be c.shape[1:] +
|
Chris@87
|
867 x.shape. If `tensor` is false the shape will be c.shape[1:]. Note that
|
Chris@87
|
868 scalars have shape (,).
|
Chris@87
|
869
|
Chris@87
|
870 Trailing zeros in the coefficients will be used in the evaluation, so
|
Chris@87
|
871 they should be avoided if efficiency is a concern.
|
Chris@87
|
872
|
Chris@87
|
873 Parameters
|
Chris@87
|
874 ----------
|
Chris@87
|
875 x : array_like, compatible object
|
Chris@87
|
876 If `x` is a list or tuple, it is converted to an ndarray, otherwise
|
Chris@87
|
877 it is left unchanged and treated as a scalar. In either case, `x`
|
Chris@87
|
878 or its elements must support addition and multiplication with
|
Chris@87
|
879 with themselves and with the elements of `c`.
|
Chris@87
|
880 c : array_like
|
Chris@87
|
881 Array of coefficients ordered so that the coefficients for terms of
|
Chris@87
|
882 degree n are contained in c[n]. If `c` is multidimensional the
|
Chris@87
|
883 remaining indices enumerate multiple polynomials. In the two
|
Chris@87
|
884 dimensional case the coefficients may be thought of as stored in
|
Chris@87
|
885 the columns of `c`.
|
Chris@87
|
886 tensor : boolean, optional
|
Chris@87
|
887 If True, the shape of the coefficient array is extended with ones
|
Chris@87
|
888 on the right, one for each dimension of `x`. Scalars have dimension 0
|
Chris@87
|
889 for this action. The result is that every column of coefficients in
|
Chris@87
|
890 `c` is evaluated for every element of `x`. If False, `x` is broadcast
|
Chris@87
|
891 over the columns of `c` for the evaluation. This keyword is useful
|
Chris@87
|
892 when `c` is multidimensional. The default value is True.
|
Chris@87
|
893
|
Chris@87
|
894 .. versionadded:: 1.7.0
|
Chris@87
|
895
|
Chris@87
|
896 Returns
|
Chris@87
|
897 -------
|
Chris@87
|
898 values : ndarray, algebra_like
|
Chris@87
|
899 The shape of the return value is described above.
|
Chris@87
|
900
|
Chris@87
|
901 See Also
|
Chris@87
|
902 --------
|
Chris@87
|
903 hermeval2d, hermegrid2d, hermeval3d, hermegrid3d
|
Chris@87
|
904
|
Chris@87
|
905 Notes
|
Chris@87
|
906 -----
|
Chris@87
|
907 The evaluation uses Clenshaw recursion, aka synthetic division.
|
Chris@87
|
908
|
Chris@87
|
909 Examples
|
Chris@87
|
910 --------
|
Chris@87
|
911 >>> from numpy.polynomial.hermite_e import hermeval
|
Chris@87
|
912 >>> coef = [1,2,3]
|
Chris@87
|
913 >>> hermeval(1, coef)
|
Chris@87
|
914 3.0
|
Chris@87
|
915 >>> hermeval([[1,2],[3,4]], coef)
|
Chris@87
|
916 array([[ 3., 14.],
|
Chris@87
|
917 [ 31., 54.]])
|
Chris@87
|
918
|
Chris@87
|
919 """
|
Chris@87
|
920 c = np.array(c, ndmin=1, copy=0)
|
Chris@87
|
921 if c.dtype.char in '?bBhHiIlLqQpP':
|
Chris@87
|
922 c = c.astype(np.double)
|
Chris@87
|
923 if isinstance(x, (tuple, list)):
|
Chris@87
|
924 x = np.asarray(x)
|
Chris@87
|
925 if isinstance(x, np.ndarray) and tensor:
|
Chris@87
|
926 c = c.reshape(c.shape + (1,)*x.ndim)
|
Chris@87
|
927
|
Chris@87
|
928 if len(c) == 1:
|
Chris@87
|
929 c0 = c[0]
|
Chris@87
|
930 c1 = 0
|
Chris@87
|
931 elif len(c) == 2:
|
Chris@87
|
932 c0 = c[0]
|
Chris@87
|
933 c1 = c[1]
|
Chris@87
|
934 else:
|
Chris@87
|
935 nd = len(c)
|
Chris@87
|
936 c0 = c[-2]
|
Chris@87
|
937 c1 = c[-1]
|
Chris@87
|
938 for i in range(3, len(c) + 1):
|
Chris@87
|
939 tmp = c0
|
Chris@87
|
940 nd = nd - 1
|
Chris@87
|
941 c0 = c[-i] - c1*(nd - 1)
|
Chris@87
|
942 c1 = tmp + c1*x
|
Chris@87
|
943 return c0 + c1*x
|
Chris@87
|
944
|
Chris@87
|
945
|
Chris@87
|
946 def hermeval2d(x, y, c):
|
Chris@87
|
947 """
|
Chris@87
|
948 Evaluate a 2-D HermiteE series at points (x, y).
|
Chris@87
|
949
|
Chris@87
|
950 This function returns the values:
|
Chris@87
|
951
|
Chris@87
|
952 .. math:: p(x,y) = \\sum_{i,j} c_{i,j} * He_i(x) * He_j(y)
|
Chris@87
|
953
|
Chris@87
|
954 The parameters `x` and `y` are converted to arrays only if they are
|
Chris@87
|
955 tuples or a lists, otherwise they are treated as a scalars and they
|
Chris@87
|
956 must have the same shape after conversion. In either case, either `x`
|
Chris@87
|
957 and `y` or their elements must support multiplication and addition both
|
Chris@87
|
958 with themselves and with the elements of `c`.
|
Chris@87
|
959
|
Chris@87
|
960 If `c` is a 1-D array a one is implicitly appended to its shape to make
|
Chris@87
|
961 it 2-D. The shape of the result will be c.shape[2:] + x.shape.
|
Chris@87
|
962
|
Chris@87
|
963 Parameters
|
Chris@87
|
964 ----------
|
Chris@87
|
965 x, y : array_like, compatible objects
|
Chris@87
|
966 The two dimensional series is evaluated at the points `(x, y)`,
|
Chris@87
|
967 where `x` and `y` must have the same shape. If `x` or `y` is a list
|
Chris@87
|
968 or tuple, it is first converted to an ndarray, otherwise it is left
|
Chris@87
|
969 unchanged and if it isn't an ndarray it is treated as a scalar.
|
Chris@87
|
970 c : array_like
|
Chris@87
|
971 Array of coefficients ordered so that the coefficient of the term
|
Chris@87
|
972 of multi-degree i,j is contained in ``c[i,j]``. If `c` has
|
Chris@87
|
973 dimension greater than two the remaining indices enumerate multiple
|
Chris@87
|
974 sets of coefficients.
|
Chris@87
|
975
|
Chris@87
|
976 Returns
|
Chris@87
|
977 -------
|
Chris@87
|
978 values : ndarray, compatible object
|
Chris@87
|
979 The values of the two dimensional polynomial at points formed with
|
Chris@87
|
980 pairs of corresponding values from `x` and `y`.
|
Chris@87
|
981
|
Chris@87
|
982 See Also
|
Chris@87
|
983 --------
|
Chris@87
|
984 hermeval, hermegrid2d, hermeval3d, hermegrid3d
|
Chris@87
|
985
|
Chris@87
|
986 Notes
|
Chris@87
|
987 -----
|
Chris@87
|
988
|
Chris@87
|
989 .. versionadded::1.7.0
|
Chris@87
|
990
|
Chris@87
|
991 """
|
Chris@87
|
992 try:
|
Chris@87
|
993 x, y = np.array((x, y), copy=0)
|
Chris@87
|
994 except:
|
Chris@87
|
995 raise ValueError('x, y are incompatible')
|
Chris@87
|
996
|
Chris@87
|
997 c = hermeval(x, c)
|
Chris@87
|
998 c = hermeval(y, c, tensor=False)
|
Chris@87
|
999 return c
|
Chris@87
|
1000
|
Chris@87
|
1001
|
Chris@87
|
1002 def hermegrid2d(x, y, c):
|
Chris@87
|
1003 """
|
Chris@87
|
1004 Evaluate a 2-D HermiteE series on the Cartesian product of x and y.
|
Chris@87
|
1005
|
Chris@87
|
1006 This function returns the values:
|
Chris@87
|
1007
|
Chris@87
|
1008 .. math:: p(a,b) = \sum_{i,j} c_{i,j} * H_i(a) * H_j(b)
|
Chris@87
|
1009
|
Chris@87
|
1010 where the points `(a, b)` consist of all pairs formed by taking
|
Chris@87
|
1011 `a` from `x` and `b` from `y`. The resulting points form a grid with
|
Chris@87
|
1012 `x` in the first dimension and `y` in the second.
|
Chris@87
|
1013
|
Chris@87
|
1014 The parameters `x` and `y` are converted to arrays only if they are
|
Chris@87
|
1015 tuples or a lists, otherwise they are treated as a scalars. In either
|
Chris@87
|
1016 case, either `x` and `y` or their elements must support multiplication
|
Chris@87
|
1017 and addition both with themselves and with the elements of `c`.
|
Chris@87
|
1018
|
Chris@87
|
1019 If `c` has fewer than two dimensions, ones are implicitly appended to
|
Chris@87
|
1020 its shape to make it 2-D. The shape of the result will be c.shape[2:] +
|
Chris@87
|
1021 x.shape.
|
Chris@87
|
1022
|
Chris@87
|
1023 Parameters
|
Chris@87
|
1024 ----------
|
Chris@87
|
1025 x, y : array_like, compatible objects
|
Chris@87
|
1026 The two dimensional series is evaluated at the points in the
|
Chris@87
|
1027 Cartesian product of `x` and `y`. If `x` or `y` is a list or
|
Chris@87
|
1028 tuple, it is first converted to an ndarray, otherwise it is left
|
Chris@87
|
1029 unchanged and, if it isn't an ndarray, it is treated as a scalar.
|
Chris@87
|
1030 c : array_like
|
Chris@87
|
1031 Array of coefficients ordered so that the coefficients for terms of
|
Chris@87
|
1032 degree i,j are contained in ``c[i,j]``. If `c` has dimension
|
Chris@87
|
1033 greater than two the remaining indices enumerate multiple sets of
|
Chris@87
|
1034 coefficients.
|
Chris@87
|
1035
|
Chris@87
|
1036 Returns
|
Chris@87
|
1037 -------
|
Chris@87
|
1038 values : ndarray, compatible object
|
Chris@87
|
1039 The values of the two dimensional polynomial at points in the Cartesian
|
Chris@87
|
1040 product of `x` and `y`.
|
Chris@87
|
1041
|
Chris@87
|
1042 See Also
|
Chris@87
|
1043 --------
|
Chris@87
|
1044 hermeval, hermeval2d, hermeval3d, hermegrid3d
|
Chris@87
|
1045
|
Chris@87
|
1046 Notes
|
Chris@87
|
1047 -----
|
Chris@87
|
1048
|
Chris@87
|
1049 .. versionadded::1.7.0
|
Chris@87
|
1050
|
Chris@87
|
1051 """
|
Chris@87
|
1052 c = hermeval(x, c)
|
Chris@87
|
1053 c = hermeval(y, c)
|
Chris@87
|
1054 return c
|
Chris@87
|
1055
|
Chris@87
|
1056
|
Chris@87
|
1057 def hermeval3d(x, y, z, c):
|
Chris@87
|
1058 """
|
Chris@87
|
1059 Evaluate a 3-D Hermite_e series at points (x, y, z).
|
Chris@87
|
1060
|
Chris@87
|
1061 This function returns the values:
|
Chris@87
|
1062
|
Chris@87
|
1063 .. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * He_i(x) * He_j(y) * He_k(z)
|
Chris@87
|
1064
|
Chris@87
|
1065 The parameters `x`, `y`, and `z` are converted to arrays only if
|
Chris@87
|
1066 they are tuples or a lists, otherwise they are treated as a scalars and
|
Chris@87
|
1067 they must have the same shape after conversion. In either case, either
|
Chris@87
|
1068 `x`, `y`, and `z` or their elements must support multiplication and
|
Chris@87
|
1069 addition both with themselves and with the elements of `c`.
|
Chris@87
|
1070
|
Chris@87
|
1071 If `c` has fewer than 3 dimensions, ones are implicitly appended to its
|
Chris@87
|
1072 shape to make it 3-D. The shape of the result will be c.shape[3:] +
|
Chris@87
|
1073 x.shape.
|
Chris@87
|
1074
|
Chris@87
|
1075 Parameters
|
Chris@87
|
1076 ----------
|
Chris@87
|
1077 x, y, z : array_like, compatible object
|
Chris@87
|
1078 The three dimensional series is evaluated at the points
|
Chris@87
|
1079 `(x, y, z)`, where `x`, `y`, and `z` must have the same shape. If
|
Chris@87
|
1080 any of `x`, `y`, or `z` is a list or tuple, it is first converted
|
Chris@87
|
1081 to an ndarray, otherwise it is left unchanged and if it isn't an
|
Chris@87
|
1082 ndarray it is treated as a scalar.
|
Chris@87
|
1083 c : array_like
|
Chris@87
|
1084 Array of coefficients ordered so that the coefficient of the term of
|
Chris@87
|
1085 multi-degree i,j,k is contained in ``c[i,j,k]``. If `c` has dimension
|
Chris@87
|
1086 greater than 3 the remaining indices enumerate multiple sets of
|
Chris@87
|
1087 coefficients.
|
Chris@87
|
1088
|
Chris@87
|
1089 Returns
|
Chris@87
|
1090 -------
|
Chris@87
|
1091 values : ndarray, compatible object
|
Chris@87
|
1092 The values of the multidimensional polynomial on points formed with
|
Chris@87
|
1093 triples of corresponding values from `x`, `y`, and `z`.
|
Chris@87
|
1094
|
Chris@87
|
1095 See Also
|
Chris@87
|
1096 --------
|
Chris@87
|
1097 hermeval, hermeval2d, hermegrid2d, hermegrid3d
|
Chris@87
|
1098
|
Chris@87
|
1099 Notes
|
Chris@87
|
1100 -----
|
Chris@87
|
1101
|
Chris@87
|
1102 .. versionadded::1.7.0
|
Chris@87
|
1103
|
Chris@87
|
1104 """
|
Chris@87
|
1105 try:
|
Chris@87
|
1106 x, y, z = np.array((x, y, z), copy=0)
|
Chris@87
|
1107 except:
|
Chris@87
|
1108 raise ValueError('x, y, z are incompatible')
|
Chris@87
|
1109
|
Chris@87
|
1110 c = hermeval(x, c)
|
Chris@87
|
1111 c = hermeval(y, c, tensor=False)
|
Chris@87
|
1112 c = hermeval(z, c, tensor=False)
|
Chris@87
|
1113 return c
|
Chris@87
|
1114
|
Chris@87
|
1115
|
Chris@87
|
1116 def hermegrid3d(x, y, z, c):
|
Chris@87
|
1117 """
|
Chris@87
|
1118 Evaluate a 3-D HermiteE series on the Cartesian product of x, y, and z.
|
Chris@87
|
1119
|
Chris@87
|
1120 This function returns the values:
|
Chris@87
|
1121
|
Chris@87
|
1122 .. math:: p(a,b,c) = \\sum_{i,j,k} c_{i,j,k} * He_i(a) * He_j(b) * He_k(c)
|
Chris@87
|
1123
|
Chris@87
|
1124 where the points `(a, b, c)` consist of all triples formed by taking
|
Chris@87
|
1125 `a` from `x`, `b` from `y`, and `c` from `z`. The resulting points form
|
Chris@87
|
1126 a grid with `x` in the first dimension, `y` in the second, and `z` in
|
Chris@87
|
1127 the third.
|
Chris@87
|
1128
|
Chris@87
|
1129 The parameters `x`, `y`, and `z` are converted to arrays only if they
|
Chris@87
|
1130 are tuples or a lists, otherwise they are treated as a scalars. In
|
Chris@87
|
1131 either case, either `x`, `y`, and `z` or their elements must support
|
Chris@87
|
1132 multiplication and addition both with themselves and with the elements
|
Chris@87
|
1133 of `c`.
|
Chris@87
|
1134
|
Chris@87
|
1135 If `c` has fewer than three dimensions, ones are implicitly appended to
|
Chris@87
|
1136 its shape to make it 3-D. The shape of the result will be c.shape[3:] +
|
Chris@87
|
1137 x.shape + y.shape + z.shape.
|
Chris@87
|
1138
|
Chris@87
|
1139 Parameters
|
Chris@87
|
1140 ----------
|
Chris@87
|
1141 x, y, z : array_like, compatible objects
|
Chris@87
|
1142 The three dimensional series is evaluated at the points in the
|
Chris@87
|
1143 Cartesian product of `x`, `y`, and `z`. If `x`,`y`, or `z` is a
|
Chris@87
|
1144 list or tuple, it is first converted to an ndarray, otherwise it is
|
Chris@87
|
1145 left unchanged and, if it isn't an ndarray, it is treated as a
|
Chris@87
|
1146 scalar.
|
Chris@87
|
1147 c : array_like
|
Chris@87
|
1148 Array of coefficients ordered so that the coefficients for terms of
|
Chris@87
|
1149 degree i,j are contained in ``c[i,j]``. If `c` has dimension
|
Chris@87
|
1150 greater than two the remaining indices enumerate multiple sets of
|
Chris@87
|
1151 coefficients.
|
Chris@87
|
1152
|
Chris@87
|
1153 Returns
|
Chris@87
|
1154 -------
|
Chris@87
|
1155 values : ndarray, compatible object
|
Chris@87
|
1156 The values of the two dimensional polynomial at points in the Cartesian
|
Chris@87
|
1157 product of `x` and `y`.
|
Chris@87
|
1158
|
Chris@87
|
1159 See Also
|
Chris@87
|
1160 --------
|
Chris@87
|
1161 hermeval, hermeval2d, hermegrid2d, hermeval3d
|
Chris@87
|
1162
|
Chris@87
|
1163 Notes
|
Chris@87
|
1164 -----
|
Chris@87
|
1165
|
Chris@87
|
1166 .. versionadded::1.7.0
|
Chris@87
|
1167
|
Chris@87
|
1168 """
|
Chris@87
|
1169 c = hermeval(x, c)
|
Chris@87
|
1170 c = hermeval(y, c)
|
Chris@87
|
1171 c = hermeval(z, c)
|
Chris@87
|
1172 return c
|
Chris@87
|
1173
|
Chris@87
|
1174
|
Chris@87
|
1175 def hermevander(x, deg):
|
Chris@87
|
1176 """Pseudo-Vandermonde matrix of given degree.
|
Chris@87
|
1177
|
Chris@87
|
1178 Returns the pseudo-Vandermonde matrix of degree `deg` and sample points
|
Chris@87
|
1179 `x`. The pseudo-Vandermonde matrix is defined by
|
Chris@87
|
1180
|
Chris@87
|
1181 .. math:: V[..., i] = He_i(x),
|
Chris@87
|
1182
|
Chris@87
|
1183 where `0 <= i <= deg`. The leading indices of `V` index the elements of
|
Chris@87
|
1184 `x` and the last index is the degree of the HermiteE polynomial.
|
Chris@87
|
1185
|
Chris@87
|
1186 If `c` is a 1-D array of coefficients of length `n + 1` and `V` is the
|
Chris@87
|
1187 array ``V = hermevander(x, n)``, then ``np.dot(V, c)`` and
|
Chris@87
|
1188 ``hermeval(x, c)`` are the same up to roundoff. This equivalence is
|
Chris@87
|
1189 useful both for least squares fitting and for the evaluation of a large
|
Chris@87
|
1190 number of HermiteE series of the same degree and sample points.
|
Chris@87
|
1191
|
Chris@87
|
1192 Parameters
|
Chris@87
|
1193 ----------
|
Chris@87
|
1194 x : array_like
|
Chris@87
|
1195 Array of points. The dtype is converted to float64 or complex128
|
Chris@87
|
1196 depending on whether any of the elements are complex. If `x` is
|
Chris@87
|
1197 scalar it is converted to a 1-D array.
|
Chris@87
|
1198 deg : int
|
Chris@87
|
1199 Degree of the resulting matrix.
|
Chris@87
|
1200
|
Chris@87
|
1201 Returns
|
Chris@87
|
1202 -------
|
Chris@87
|
1203 vander : ndarray
|
Chris@87
|
1204 The pseudo-Vandermonde matrix. The shape of the returned matrix is
|
Chris@87
|
1205 ``x.shape + (deg + 1,)``, where The last index is the degree of the
|
Chris@87
|
1206 corresponding HermiteE polynomial. The dtype will be the same as
|
Chris@87
|
1207 the converted `x`.
|
Chris@87
|
1208
|
Chris@87
|
1209 Examples
|
Chris@87
|
1210 --------
|
Chris@87
|
1211 >>> from numpy.polynomial.hermite_e import hermevander
|
Chris@87
|
1212 >>> x = np.array([-1, 0, 1])
|
Chris@87
|
1213 >>> hermevander(x, 3)
|
Chris@87
|
1214 array([[ 1., -1., 0., 2.],
|
Chris@87
|
1215 [ 1., 0., -1., -0.],
|
Chris@87
|
1216 [ 1., 1., 0., -2.]])
|
Chris@87
|
1217
|
Chris@87
|
1218 """
|
Chris@87
|
1219 ideg = int(deg)
|
Chris@87
|
1220 if ideg != deg:
|
Chris@87
|
1221 raise ValueError("deg must be integer")
|
Chris@87
|
1222 if ideg < 0:
|
Chris@87
|
1223 raise ValueError("deg must be non-negative")
|
Chris@87
|
1224
|
Chris@87
|
1225 x = np.array(x, copy=0, ndmin=1) + 0.0
|
Chris@87
|
1226 dims = (ideg + 1,) + x.shape
|
Chris@87
|
1227 dtyp = x.dtype
|
Chris@87
|
1228 v = np.empty(dims, dtype=dtyp)
|
Chris@87
|
1229 v[0] = x*0 + 1
|
Chris@87
|
1230 if ideg > 0:
|
Chris@87
|
1231 v[1] = x
|
Chris@87
|
1232 for i in range(2, ideg + 1):
|
Chris@87
|
1233 v[i] = (v[i-1]*x - v[i-2]*(i - 1))
|
Chris@87
|
1234 return np.rollaxis(v, 0, v.ndim)
|
Chris@87
|
1235
|
Chris@87
|
1236
|
Chris@87
|
1237 def hermevander2d(x, y, deg):
|
Chris@87
|
1238 """Pseudo-Vandermonde matrix of given degrees.
|
Chris@87
|
1239
|
Chris@87
|
1240 Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
|
Chris@87
|
1241 points `(x, y)`. The pseudo-Vandermonde matrix is defined by
|
Chris@87
|
1242
|
Chris@87
|
1243 .. math:: V[..., deg[1]*i + j] = He_i(x) * He_j(y),
|
Chris@87
|
1244
|
Chris@87
|
1245 where `0 <= i <= deg[0]` and `0 <= j <= deg[1]`. The leading indices of
|
Chris@87
|
1246 `V` index the points `(x, y)` and the last index encodes the degrees of
|
Chris@87
|
1247 the HermiteE polynomials.
|
Chris@87
|
1248
|
Chris@87
|
1249 If ``V = hermevander2d(x, y, [xdeg, ydeg])``, then the columns of `V`
|
Chris@87
|
1250 correspond to the elements of a 2-D coefficient array `c` of shape
|
Chris@87
|
1251 (xdeg + 1, ydeg + 1) in the order
|
Chris@87
|
1252
|
Chris@87
|
1253 .. math:: c_{00}, c_{01}, c_{02} ... , c_{10}, c_{11}, c_{12} ...
|
Chris@87
|
1254
|
Chris@87
|
1255 and ``np.dot(V, c.flat)`` and ``hermeval2d(x, y, c)`` will be the same
|
Chris@87
|
1256 up to roundoff. This equivalence is useful both for least squares
|
Chris@87
|
1257 fitting and for the evaluation of a large number of 2-D HermiteE
|
Chris@87
|
1258 series of the same degrees and sample points.
|
Chris@87
|
1259
|
Chris@87
|
1260 Parameters
|
Chris@87
|
1261 ----------
|
Chris@87
|
1262 x, y : array_like
|
Chris@87
|
1263 Arrays of point coordinates, all of the same shape. The dtypes
|
Chris@87
|
1264 will be converted to either float64 or complex128 depending on
|
Chris@87
|
1265 whether any of the elements are complex. Scalars are converted to
|
Chris@87
|
1266 1-D arrays.
|
Chris@87
|
1267 deg : list of ints
|
Chris@87
|
1268 List of maximum degrees of the form [x_deg, y_deg].
|
Chris@87
|
1269
|
Chris@87
|
1270 Returns
|
Chris@87
|
1271 -------
|
Chris@87
|
1272 vander2d : ndarray
|
Chris@87
|
1273 The shape of the returned matrix is ``x.shape + (order,)``, where
|
Chris@87
|
1274 :math:`order = (deg[0]+1)*(deg([1]+1)`. The dtype will be the same
|
Chris@87
|
1275 as the converted `x` and `y`.
|
Chris@87
|
1276
|
Chris@87
|
1277 See Also
|
Chris@87
|
1278 --------
|
Chris@87
|
1279 hermevander, hermevander3d. hermeval2d, hermeval3d
|
Chris@87
|
1280
|
Chris@87
|
1281 Notes
|
Chris@87
|
1282 -----
|
Chris@87
|
1283
|
Chris@87
|
1284 .. versionadded::1.7.0
|
Chris@87
|
1285
|
Chris@87
|
1286 """
|
Chris@87
|
1287 ideg = [int(d) for d in deg]
|
Chris@87
|
1288 is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
|
Chris@87
|
1289 if is_valid != [1, 1]:
|
Chris@87
|
1290 raise ValueError("degrees must be non-negative integers")
|
Chris@87
|
1291 degx, degy = ideg
|
Chris@87
|
1292 x, y = np.array((x, y), copy=0) + 0.0
|
Chris@87
|
1293
|
Chris@87
|
1294 vx = hermevander(x, degx)
|
Chris@87
|
1295 vy = hermevander(y, degy)
|
Chris@87
|
1296 v = vx[..., None]*vy[..., None,:]
|
Chris@87
|
1297 return v.reshape(v.shape[:-2] + (-1,))
|
Chris@87
|
1298
|
Chris@87
|
1299
|
Chris@87
|
1300 def hermevander3d(x, y, z, deg):
|
Chris@87
|
1301 """Pseudo-Vandermonde matrix of given degrees.
|
Chris@87
|
1302
|
Chris@87
|
1303 Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
|
Chris@87
|
1304 points `(x, y, z)`. If `l, m, n` are the given degrees in `x, y, z`,
|
Chris@87
|
1305 then Hehe pseudo-Vandermonde matrix is defined by
|
Chris@87
|
1306
|
Chris@87
|
1307 .. math:: V[..., (m+1)(n+1)i + (n+1)j + k] = He_i(x)*He_j(y)*He_k(z),
|
Chris@87
|
1308
|
Chris@87
|
1309 where `0 <= i <= l`, `0 <= j <= m`, and `0 <= j <= n`. The leading
|
Chris@87
|
1310 indices of `V` index the points `(x, y, z)` and the last index encodes
|
Chris@87
|
1311 the degrees of the HermiteE polynomials.
|
Chris@87
|
1312
|
Chris@87
|
1313 If ``V = hermevander3d(x, y, z, [xdeg, ydeg, zdeg])``, then the columns
|
Chris@87
|
1314 of `V` correspond to the elements of a 3-D coefficient array `c` of
|
Chris@87
|
1315 shape (xdeg + 1, ydeg + 1, zdeg + 1) in the order
|
Chris@87
|
1316
|
Chris@87
|
1317 .. math:: c_{000}, c_{001}, c_{002},... , c_{010}, c_{011}, c_{012},...
|
Chris@87
|
1318
|
Chris@87
|
1319 and ``np.dot(V, c.flat)`` and ``hermeval3d(x, y, z, c)`` will be the
|
Chris@87
|
1320 same up to roundoff. This equivalence is useful both for least squares
|
Chris@87
|
1321 fitting and for the evaluation of a large number of 3-D HermiteE
|
Chris@87
|
1322 series of the same degrees and sample points.
|
Chris@87
|
1323
|
Chris@87
|
1324 Parameters
|
Chris@87
|
1325 ----------
|
Chris@87
|
1326 x, y, z : array_like
|
Chris@87
|
1327 Arrays of point coordinates, all of the same shape. The dtypes will
|
Chris@87
|
1328 be converted to either float64 or complex128 depending on whether
|
Chris@87
|
1329 any of the elements are complex. Scalars are converted to 1-D
|
Chris@87
|
1330 arrays.
|
Chris@87
|
1331 deg : list of ints
|
Chris@87
|
1332 List of maximum degrees of the form [x_deg, y_deg, z_deg].
|
Chris@87
|
1333
|
Chris@87
|
1334 Returns
|
Chris@87
|
1335 -------
|
Chris@87
|
1336 vander3d : ndarray
|
Chris@87
|
1337 The shape of the returned matrix is ``x.shape + (order,)``, where
|
Chris@87
|
1338 :math:`order = (deg[0]+1)*(deg([1]+1)*(deg[2]+1)`. The dtype will
|
Chris@87
|
1339 be the same as the converted `x`, `y`, and `z`.
|
Chris@87
|
1340
|
Chris@87
|
1341 See Also
|
Chris@87
|
1342 --------
|
Chris@87
|
1343 hermevander, hermevander3d. hermeval2d, hermeval3d
|
Chris@87
|
1344
|
Chris@87
|
1345 Notes
|
Chris@87
|
1346 -----
|
Chris@87
|
1347
|
Chris@87
|
1348 .. versionadded::1.7.0
|
Chris@87
|
1349
|
Chris@87
|
1350 """
|
Chris@87
|
1351 ideg = [int(d) for d in deg]
|
Chris@87
|
1352 is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
|
Chris@87
|
1353 if is_valid != [1, 1, 1]:
|
Chris@87
|
1354 raise ValueError("degrees must be non-negative integers")
|
Chris@87
|
1355 degx, degy, degz = ideg
|
Chris@87
|
1356 x, y, z = np.array((x, y, z), copy=0) + 0.0
|
Chris@87
|
1357
|
Chris@87
|
1358 vx = hermevander(x, degx)
|
Chris@87
|
1359 vy = hermevander(y, degy)
|
Chris@87
|
1360 vz = hermevander(z, degz)
|
Chris@87
|
1361 v = vx[..., None, None]*vy[..., None,:, None]*vz[..., None, None,:]
|
Chris@87
|
1362 return v.reshape(v.shape[:-3] + (-1,))
|
Chris@87
|
1363
|
Chris@87
|
1364
|
Chris@87
|
1365 def hermefit(x, y, deg, rcond=None, full=False, w=None):
|
Chris@87
|
1366 """
|
Chris@87
|
1367 Least squares fit of Hermite series to data.
|
Chris@87
|
1368
|
Chris@87
|
1369 Return the coefficients of a HermiteE series of degree `deg` that is
|
Chris@87
|
1370 the least squares fit to the data values `y` given at points `x`. If
|
Chris@87
|
1371 `y` is 1-D the returned coefficients will also be 1-D. If `y` is 2-D
|
Chris@87
|
1372 multiple fits are done, one for each column of `y`, and the resulting
|
Chris@87
|
1373 coefficients are stored in the corresponding columns of a 2-D return.
|
Chris@87
|
1374 The fitted polynomial(s) are in the form
|
Chris@87
|
1375
|
Chris@87
|
1376 .. math:: p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x),
|
Chris@87
|
1377
|
Chris@87
|
1378 where `n` is `deg`.
|
Chris@87
|
1379
|
Chris@87
|
1380 Parameters
|
Chris@87
|
1381 ----------
|
Chris@87
|
1382 x : array_like, shape (M,)
|
Chris@87
|
1383 x-coordinates of the M sample points ``(x[i], y[i])``.
|
Chris@87
|
1384 y : array_like, shape (M,) or (M, K)
|
Chris@87
|
1385 y-coordinates of the sample points. Several data sets of sample
|
Chris@87
|
1386 points sharing the same x-coordinates can be fitted at once by
|
Chris@87
|
1387 passing in a 2D-array that contains one dataset per column.
|
Chris@87
|
1388 deg : int
|
Chris@87
|
1389 Degree of the fitting polynomial
|
Chris@87
|
1390 rcond : float, optional
|
Chris@87
|
1391 Relative condition number of the fit. Singular values smaller than
|
Chris@87
|
1392 this relative to the largest singular value will be ignored. The
|
Chris@87
|
1393 default value is len(x)*eps, where eps is the relative precision of
|
Chris@87
|
1394 the float type, about 2e-16 in most cases.
|
Chris@87
|
1395 full : bool, optional
|
Chris@87
|
1396 Switch determining nature of return value. When it is False (the
|
Chris@87
|
1397 default) just the coefficients are returned, when True diagnostic
|
Chris@87
|
1398 information from the singular value decomposition is also returned.
|
Chris@87
|
1399 w : array_like, shape (`M`,), optional
|
Chris@87
|
1400 Weights. If not None, the contribution of each point
|
Chris@87
|
1401 ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the
|
Chris@87
|
1402 weights are chosen so that the errors of the products ``w[i]*y[i]``
|
Chris@87
|
1403 all have the same variance. The default value is None.
|
Chris@87
|
1404
|
Chris@87
|
1405 Returns
|
Chris@87
|
1406 -------
|
Chris@87
|
1407 coef : ndarray, shape (M,) or (M, K)
|
Chris@87
|
1408 Hermite coefficients ordered from low to high. If `y` was 2-D,
|
Chris@87
|
1409 the coefficients for the data in column k of `y` are in column
|
Chris@87
|
1410 `k`.
|
Chris@87
|
1411
|
Chris@87
|
1412 [residuals, rank, singular_values, rcond] : list
|
Chris@87
|
1413 These values are only returned if `full` = True
|
Chris@87
|
1414
|
Chris@87
|
1415 resid -- sum of squared residuals of the least squares fit
|
Chris@87
|
1416 rank -- the numerical rank of the scaled Vandermonde matrix
|
Chris@87
|
1417 sv -- singular values of the scaled Vandermonde matrix
|
Chris@87
|
1418 rcond -- value of `rcond`.
|
Chris@87
|
1419
|
Chris@87
|
1420 For more details, see `linalg.lstsq`.
|
Chris@87
|
1421
|
Chris@87
|
1422 Warns
|
Chris@87
|
1423 -----
|
Chris@87
|
1424 RankWarning
|
Chris@87
|
1425 The rank of the coefficient matrix in the least-squares fit is
|
Chris@87
|
1426 deficient. The warning is only raised if `full` = False. The
|
Chris@87
|
1427 warnings can be turned off by
|
Chris@87
|
1428
|
Chris@87
|
1429 >>> import warnings
|
Chris@87
|
1430 >>> warnings.simplefilter('ignore', RankWarning)
|
Chris@87
|
1431
|
Chris@87
|
1432 See Also
|
Chris@87
|
1433 --------
|
Chris@87
|
1434 chebfit, legfit, polyfit, hermfit, polyfit
|
Chris@87
|
1435 hermeval : Evaluates a Hermite series.
|
Chris@87
|
1436 hermevander : pseudo Vandermonde matrix of Hermite series.
|
Chris@87
|
1437 hermeweight : HermiteE weight function.
|
Chris@87
|
1438 linalg.lstsq : Computes a least-squares fit from the matrix.
|
Chris@87
|
1439 scipy.interpolate.UnivariateSpline : Computes spline fits.
|
Chris@87
|
1440
|
Chris@87
|
1441 Notes
|
Chris@87
|
1442 -----
|
Chris@87
|
1443 The solution is the coefficients of the HermiteE series `p` that
|
Chris@87
|
1444 minimizes the sum of the weighted squared errors
|
Chris@87
|
1445
|
Chris@87
|
1446 .. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2,
|
Chris@87
|
1447
|
Chris@87
|
1448 where the :math:`w_j` are the weights. This problem is solved by
|
Chris@87
|
1449 setting up the (typically) overdetermined matrix equation
|
Chris@87
|
1450
|
Chris@87
|
1451 .. math:: V(x) * c = w * y,
|
Chris@87
|
1452
|
Chris@87
|
1453 where `V` is the pseudo Vandermonde matrix of `x`, the elements of `c`
|
Chris@87
|
1454 are the coefficients to be solved for, and the elements of `y` are the
|
Chris@87
|
1455 observed values. This equation is then solved using the singular value
|
Chris@87
|
1456 decomposition of `V`.
|
Chris@87
|
1457
|
Chris@87
|
1458 If some of the singular values of `V` are so small that they are
|
Chris@87
|
1459 neglected, then a `RankWarning` will be issued. This means that the
|
Chris@87
|
1460 coefficient values may be poorly determined. Using a lower order fit
|
Chris@87
|
1461 will usually get rid of the warning. The `rcond` parameter can also be
|
Chris@87
|
1462 set to a value smaller than its default, but the resulting fit may be
|
Chris@87
|
1463 spurious and have large contributions from roundoff error.
|
Chris@87
|
1464
|
Chris@87
|
1465 Fits using HermiteE series are probably most useful when the data can
|
Chris@87
|
1466 be approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the HermiteE
|
Chris@87
|
1467 weight. In that case the weight ``sqrt(w(x[i])`` should be used
|
Chris@87
|
1468 together with data values ``y[i]/sqrt(w(x[i])``. The weight function is
|
Chris@87
|
1469 available as `hermeweight`.
|
Chris@87
|
1470
|
Chris@87
|
1471 References
|
Chris@87
|
1472 ----------
|
Chris@87
|
1473 .. [1] Wikipedia, "Curve fitting",
|
Chris@87
|
1474 http://en.wikipedia.org/wiki/Curve_fitting
|
Chris@87
|
1475
|
Chris@87
|
1476 Examples
|
Chris@87
|
1477 --------
|
Chris@87
|
1478 >>> from numpy.polynomial.hermite_e import hermefik, hermeval
|
Chris@87
|
1479 >>> x = np.linspace(-10, 10)
|
Chris@87
|
1480 >>> err = np.random.randn(len(x))/10
|
Chris@87
|
1481 >>> y = hermeval(x, [1, 2, 3]) + err
|
Chris@87
|
1482 >>> hermefit(x, y, 2)
|
Chris@87
|
1483 array([ 1.01690445, 1.99951418, 2.99948696])
|
Chris@87
|
1484
|
Chris@87
|
1485 """
|
Chris@87
|
1486 order = int(deg) + 1
|
Chris@87
|
1487 x = np.asarray(x) + 0.0
|
Chris@87
|
1488 y = np.asarray(y) + 0.0
|
Chris@87
|
1489
|
Chris@87
|
1490 # check arguments.
|
Chris@87
|
1491 if deg < 0:
|
Chris@87
|
1492 raise ValueError("expected deg >= 0")
|
Chris@87
|
1493 if x.ndim != 1:
|
Chris@87
|
1494 raise TypeError("expected 1D vector for x")
|
Chris@87
|
1495 if x.size == 0:
|
Chris@87
|
1496 raise TypeError("expected non-empty vector for x")
|
Chris@87
|
1497 if y.ndim < 1 or y.ndim > 2:
|
Chris@87
|
1498 raise TypeError("expected 1D or 2D array for y")
|
Chris@87
|
1499 if len(x) != len(y):
|
Chris@87
|
1500 raise TypeError("expected x and y to have same length")
|
Chris@87
|
1501
|
Chris@87
|
1502 # set up the least squares matrices in transposed form
|
Chris@87
|
1503 lhs = hermevander(x, deg).T
|
Chris@87
|
1504 rhs = y.T
|
Chris@87
|
1505 if w is not None:
|
Chris@87
|
1506 w = np.asarray(w) + 0.0
|
Chris@87
|
1507 if w.ndim != 1:
|
Chris@87
|
1508 raise TypeError("expected 1D vector for w")
|
Chris@87
|
1509 if len(x) != len(w):
|
Chris@87
|
1510 raise TypeError("expected x and w to have same length")
|
Chris@87
|
1511 # apply weights. Don't use inplace operations as they
|
Chris@87
|
1512 # can cause problems with NA.
|
Chris@87
|
1513 lhs = lhs * w
|
Chris@87
|
1514 rhs = rhs * w
|
Chris@87
|
1515
|
Chris@87
|
1516 # set rcond
|
Chris@87
|
1517 if rcond is None:
|
Chris@87
|
1518 rcond = len(x)*np.finfo(x.dtype).eps
|
Chris@87
|
1519
|
Chris@87
|
1520 # Determine the norms of the design matrix columns.
|
Chris@87
|
1521 if issubclass(lhs.dtype.type, np.complexfloating):
|
Chris@87
|
1522 scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1))
|
Chris@87
|
1523 else:
|
Chris@87
|
1524 scl = np.sqrt(np.square(lhs).sum(1))
|
Chris@87
|
1525 scl[scl == 0] = 1
|
Chris@87
|
1526
|
Chris@87
|
1527 # Solve the least squares problem.
|
Chris@87
|
1528 c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond)
|
Chris@87
|
1529 c = (c.T/scl).T
|
Chris@87
|
1530
|
Chris@87
|
1531 # warn on rank reduction
|
Chris@87
|
1532 if rank != order and not full:
|
Chris@87
|
1533 msg = "The fit may be poorly conditioned"
|
Chris@87
|
1534 warnings.warn(msg, pu.RankWarning)
|
Chris@87
|
1535
|
Chris@87
|
1536 if full:
|
Chris@87
|
1537 return c, [resids, rank, s, rcond]
|
Chris@87
|
1538 else:
|
Chris@87
|
1539 return c
|
Chris@87
|
1540
|
Chris@87
|
1541
|
Chris@87
|
1542 def hermecompanion(c):
|
Chris@87
|
1543 """
|
Chris@87
|
1544 Return the scaled companion matrix of c.
|
Chris@87
|
1545
|
Chris@87
|
1546 The basis polynomials are scaled so that the companion matrix is
|
Chris@87
|
1547 symmetric when `c` is an HermiteE basis polynomial. This provides
|
Chris@87
|
1548 better eigenvalue estimates than the unscaled case and for basis
|
Chris@87
|
1549 polynomials the eigenvalues are guaranteed to be real if
|
Chris@87
|
1550 `numpy.linalg.eigvalsh` is used to obtain them.
|
Chris@87
|
1551
|
Chris@87
|
1552 Parameters
|
Chris@87
|
1553 ----------
|
Chris@87
|
1554 c : array_like
|
Chris@87
|
1555 1-D array of HermiteE series coefficients ordered from low to high
|
Chris@87
|
1556 degree.
|
Chris@87
|
1557
|
Chris@87
|
1558 Returns
|
Chris@87
|
1559 -------
|
Chris@87
|
1560 mat : ndarray
|
Chris@87
|
1561 Scaled companion matrix of dimensions (deg, deg).
|
Chris@87
|
1562
|
Chris@87
|
1563 Notes
|
Chris@87
|
1564 -----
|
Chris@87
|
1565
|
Chris@87
|
1566 .. versionadded::1.7.0
|
Chris@87
|
1567
|
Chris@87
|
1568 """
|
Chris@87
|
1569 # c is a trimmed copy
|
Chris@87
|
1570 [c] = pu.as_series([c])
|
Chris@87
|
1571 if len(c) < 2:
|
Chris@87
|
1572 raise ValueError('Series must have maximum degree of at least 1.')
|
Chris@87
|
1573 if len(c) == 2:
|
Chris@87
|
1574 return np.array([[-c[0]/c[1]]])
|
Chris@87
|
1575
|
Chris@87
|
1576 n = len(c) - 1
|
Chris@87
|
1577 mat = np.zeros((n, n), dtype=c.dtype)
|
Chris@87
|
1578 scl = np.hstack((1., np.sqrt(np.arange(1, n))))
|
Chris@87
|
1579 scl = np.multiply.accumulate(scl)
|
Chris@87
|
1580 top = mat.reshape(-1)[1::n+1]
|
Chris@87
|
1581 bot = mat.reshape(-1)[n::n+1]
|
Chris@87
|
1582 top[...] = np.sqrt(np.arange(1, n))
|
Chris@87
|
1583 bot[...] = top
|
Chris@87
|
1584 mat[:, -1] -= (c[:-1]/c[-1])*(scl/scl[-1])
|
Chris@87
|
1585 return mat
|
Chris@87
|
1586
|
Chris@87
|
1587
|
Chris@87
|
1588 def hermeroots(c):
|
Chris@87
|
1589 """
|
Chris@87
|
1590 Compute the roots of a HermiteE series.
|
Chris@87
|
1591
|
Chris@87
|
1592 Return the roots (a.k.a. "zeros") of the polynomial
|
Chris@87
|
1593
|
Chris@87
|
1594 .. math:: p(x) = \\sum_i c[i] * He_i(x).
|
Chris@87
|
1595
|
Chris@87
|
1596 Parameters
|
Chris@87
|
1597 ----------
|
Chris@87
|
1598 c : 1-D array_like
|
Chris@87
|
1599 1-D array of coefficients.
|
Chris@87
|
1600
|
Chris@87
|
1601 Returns
|
Chris@87
|
1602 -------
|
Chris@87
|
1603 out : ndarray
|
Chris@87
|
1604 Array of the roots of the series. If all the roots are real,
|
Chris@87
|
1605 then `out` is also real, otherwise it is complex.
|
Chris@87
|
1606
|
Chris@87
|
1607 See Also
|
Chris@87
|
1608 --------
|
Chris@87
|
1609 polyroots, legroots, lagroots, hermroots, chebroots
|
Chris@87
|
1610
|
Chris@87
|
1611 Notes
|
Chris@87
|
1612 -----
|
Chris@87
|
1613 The root estimates are obtained as the eigenvalues of the companion
|
Chris@87
|
1614 matrix, Roots far from the origin of the complex plane may have large
|
Chris@87
|
1615 errors due to the numerical instability of the series for such
|
Chris@87
|
1616 values. Roots with multiplicity greater than 1 will also show larger
|
Chris@87
|
1617 errors as the value of the series near such points is relatively
|
Chris@87
|
1618 insensitive to errors in the roots. Isolated roots near the origin can
|
Chris@87
|
1619 be improved by a few iterations of Newton's method.
|
Chris@87
|
1620
|
Chris@87
|
1621 The HermiteE series basis polynomials aren't powers of `x` so the
|
Chris@87
|
1622 results of this function may seem unintuitive.
|
Chris@87
|
1623
|
Chris@87
|
1624 Examples
|
Chris@87
|
1625 --------
|
Chris@87
|
1626 >>> from numpy.polynomial.hermite_e import hermeroots, hermefromroots
|
Chris@87
|
1627 >>> coef = hermefromroots([-1, 0, 1])
|
Chris@87
|
1628 >>> coef
|
Chris@87
|
1629 array([ 0., 2., 0., 1.])
|
Chris@87
|
1630 >>> hermeroots(coef)
|
Chris@87
|
1631 array([-1., 0., 1.])
|
Chris@87
|
1632
|
Chris@87
|
1633 """
|
Chris@87
|
1634 # c is a trimmed copy
|
Chris@87
|
1635 [c] = pu.as_series([c])
|
Chris@87
|
1636 if len(c) <= 1:
|
Chris@87
|
1637 return np.array([], dtype=c.dtype)
|
Chris@87
|
1638 if len(c) == 2:
|
Chris@87
|
1639 return np.array([-c[0]/c[1]])
|
Chris@87
|
1640
|
Chris@87
|
1641 m = hermecompanion(c)
|
Chris@87
|
1642 r = la.eigvals(m)
|
Chris@87
|
1643 r.sort()
|
Chris@87
|
1644 return r
|
Chris@87
|
1645
|
Chris@87
|
1646
|
Chris@87
|
1647 def hermegauss(deg):
|
Chris@87
|
1648 """
|
Chris@87
|
1649 Gauss-HermiteE quadrature.
|
Chris@87
|
1650
|
Chris@87
|
1651 Computes the sample points and weights for Gauss-HermiteE quadrature.
|
Chris@87
|
1652 These sample points and weights will correctly integrate polynomials of
|
Chris@87
|
1653 degree :math:`2*deg - 1` or less over the interval :math:`[-\inf, \inf]`
|
Chris@87
|
1654 with the weight function :math:`f(x) = \exp(-x^2/2)`.
|
Chris@87
|
1655
|
Chris@87
|
1656 Parameters
|
Chris@87
|
1657 ----------
|
Chris@87
|
1658 deg : int
|
Chris@87
|
1659 Number of sample points and weights. It must be >= 1.
|
Chris@87
|
1660
|
Chris@87
|
1661 Returns
|
Chris@87
|
1662 -------
|
Chris@87
|
1663 x : ndarray
|
Chris@87
|
1664 1-D ndarray containing the sample points.
|
Chris@87
|
1665 y : ndarray
|
Chris@87
|
1666 1-D ndarray containing the weights.
|
Chris@87
|
1667
|
Chris@87
|
1668 Notes
|
Chris@87
|
1669 -----
|
Chris@87
|
1670
|
Chris@87
|
1671 .. versionadded::1.7.0
|
Chris@87
|
1672
|
Chris@87
|
1673 The results have only been tested up to degree 100, higher degrees may
|
Chris@87
|
1674 be problematic. The weights are determined by using the fact that
|
Chris@87
|
1675
|
Chris@87
|
1676 .. math:: w_k = c / (He'_n(x_k) * He_{n-1}(x_k))
|
Chris@87
|
1677
|
Chris@87
|
1678 where :math:`c` is a constant independent of :math:`k` and :math:`x_k`
|
Chris@87
|
1679 is the k'th root of :math:`He_n`, and then scaling the results to get
|
Chris@87
|
1680 the right value when integrating 1.
|
Chris@87
|
1681
|
Chris@87
|
1682 """
|
Chris@87
|
1683 ideg = int(deg)
|
Chris@87
|
1684 if ideg != deg or ideg < 1:
|
Chris@87
|
1685 raise ValueError("deg must be a non-negative integer")
|
Chris@87
|
1686
|
Chris@87
|
1687 # first approximation of roots. We use the fact that the companion
|
Chris@87
|
1688 # matrix is symmetric in this case in order to obtain better zeros.
|
Chris@87
|
1689 c = np.array([0]*deg + [1])
|
Chris@87
|
1690 m = hermecompanion(c)
|
Chris@87
|
1691 x = la.eigvals(m)
|
Chris@87
|
1692 x.sort()
|
Chris@87
|
1693
|
Chris@87
|
1694 # improve roots by one application of Newton
|
Chris@87
|
1695 dy = hermeval(x, c)
|
Chris@87
|
1696 df = hermeval(x, hermeder(c))
|
Chris@87
|
1697 x -= dy/df
|
Chris@87
|
1698
|
Chris@87
|
1699 # compute the weights. We scale the factor to avoid possible numerical
|
Chris@87
|
1700 # overflow.
|
Chris@87
|
1701 fm = hermeval(x, c[1:])
|
Chris@87
|
1702 fm /= np.abs(fm).max()
|
Chris@87
|
1703 df /= np.abs(df).max()
|
Chris@87
|
1704 w = 1/(fm * df)
|
Chris@87
|
1705
|
Chris@87
|
1706 # for Hermite_e we can also symmetrize
|
Chris@87
|
1707 w = (w + w[::-1])/2
|
Chris@87
|
1708 x = (x - x[::-1])/2
|
Chris@87
|
1709
|
Chris@87
|
1710 # scale w to get the right value
|
Chris@87
|
1711 w *= np.sqrt(2*np.pi) / w.sum()
|
Chris@87
|
1712
|
Chris@87
|
1713 return x, w
|
Chris@87
|
1714
|
Chris@87
|
1715
|
Chris@87
|
1716 def hermeweight(x):
|
Chris@87
|
1717 """Weight function of the Hermite_e polynomials.
|
Chris@87
|
1718
|
Chris@87
|
1719 The weight function is :math:`\exp(-x^2/2)` and the interval of
|
Chris@87
|
1720 integration is :math:`[-\inf, \inf]`. the HermiteE polynomials are
|
Chris@87
|
1721 orthogonal, but not normalized, with respect to this weight function.
|
Chris@87
|
1722
|
Chris@87
|
1723 Parameters
|
Chris@87
|
1724 ----------
|
Chris@87
|
1725 x : array_like
|
Chris@87
|
1726 Values at which the weight function will be computed.
|
Chris@87
|
1727
|
Chris@87
|
1728 Returns
|
Chris@87
|
1729 -------
|
Chris@87
|
1730 w : ndarray
|
Chris@87
|
1731 The weight function at `x`.
|
Chris@87
|
1732
|
Chris@87
|
1733 Notes
|
Chris@87
|
1734 -----
|
Chris@87
|
1735
|
Chris@87
|
1736 .. versionadded::1.7.0
|
Chris@87
|
1737
|
Chris@87
|
1738 """
|
Chris@87
|
1739 w = np.exp(-.5*x**2)
|
Chris@87
|
1740 return w
|
Chris@87
|
1741
|
Chris@87
|
1742
|
Chris@87
|
1743 #
|
Chris@87
|
1744 # HermiteE series class
|
Chris@87
|
1745 #
|
Chris@87
|
1746
|
Chris@87
|
1747 class HermiteE(ABCPolyBase):
|
Chris@87
|
1748 """An HermiteE series class.
|
Chris@87
|
1749
|
Chris@87
|
1750 The HermiteE class provides the standard Python numerical methods
|
Chris@87
|
1751 '+', '-', '*', '//', '%', 'divmod', '**', and '()' as well as the
|
Chris@87
|
1752 attributes and methods listed in the `ABCPolyBase` documentation.
|
Chris@87
|
1753
|
Chris@87
|
1754 Parameters
|
Chris@87
|
1755 ----------
|
Chris@87
|
1756 coef : array_like
|
Chris@87
|
1757 Laguerre coefficients in order of increasing degree, i.e,
|
Chris@87
|
1758 ``(1, 2, 3)`` gives ``1*He_0(x) + 2*He_1(X) + 3*He_2(x)``.
|
Chris@87
|
1759 domain : (2,) array_like, optional
|
Chris@87
|
1760 Domain to use. The interval ``[domain[0], domain[1]]`` is mapped
|
Chris@87
|
1761 to the interval ``[window[0], window[1]]`` by shifting and scaling.
|
Chris@87
|
1762 The default value is [-1, 1].
|
Chris@87
|
1763 window : (2,) array_like, optional
|
Chris@87
|
1764 Window, see `domain` for its use. The default value is [-1, 1].
|
Chris@87
|
1765
|
Chris@87
|
1766 .. versionadded:: 1.6.0
|
Chris@87
|
1767
|
Chris@87
|
1768 """
|
Chris@87
|
1769 # Virtual Functions
|
Chris@87
|
1770 _add = staticmethod(hermeadd)
|
Chris@87
|
1771 _sub = staticmethod(hermesub)
|
Chris@87
|
1772 _mul = staticmethod(hermemul)
|
Chris@87
|
1773 _div = staticmethod(hermediv)
|
Chris@87
|
1774 _pow = staticmethod(hermepow)
|
Chris@87
|
1775 _val = staticmethod(hermeval)
|
Chris@87
|
1776 _int = staticmethod(hermeint)
|
Chris@87
|
1777 _der = staticmethod(hermeder)
|
Chris@87
|
1778 _fit = staticmethod(hermefit)
|
Chris@87
|
1779 _line = staticmethod(hermeline)
|
Chris@87
|
1780 _roots = staticmethod(hermeroots)
|
Chris@87
|
1781 _fromroots = staticmethod(hermefromroots)
|
Chris@87
|
1782
|
Chris@87
|
1783 # Virtual properties
|
Chris@87
|
1784 nickname = 'herme'
|
Chris@87
|
1785 domain = np.array(hermedomain)
|
Chris@87
|
1786 window = np.array(hermedomain)
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