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

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author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents 2a2c65a20a8b
children
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Chris@87 1 """
Chris@87 2 Objects for dealing with Hermite_e series.
Chris@87 3
Chris@87 4 This module provides a number of objects (mostly functions) useful for
Chris@87 5 dealing with Hermite_e series, including a `HermiteE` class that
Chris@87 6 encapsulates the usual arithmetic operations. (General information
Chris@87 7 on how this module represents and works with such polynomials is in the
Chris@87 8 docstring for its "parent" sub-package, `numpy.polynomial`).
Chris@87 9
Chris@87 10 Constants
Chris@87 11 ---------
Chris@87 12 - `hermedomain` -- Hermite_e series default domain, [-1,1].
Chris@87 13 - `hermezero` -- Hermite_e series that evaluates identically to 0.
Chris@87 14 - `hermeone` -- Hermite_e series that evaluates identically to 1.
Chris@87 15 - `hermex` -- Hermite_e series for the identity map, ``f(x) = x``.
Chris@87 16
Chris@87 17 Arithmetic
Chris@87 18 ----------
Chris@87 19 - `hermemulx` -- multiply a Hermite_e series in ``P_i(x)`` by ``x``.
Chris@87 20 - `hermeadd` -- add two Hermite_e series.
Chris@87 21 - `hermesub` -- subtract one Hermite_e series from another.
Chris@87 22 - `hermemul` -- multiply two Hermite_e series.
Chris@87 23 - `hermediv` -- divide one Hermite_e series by another.
Chris@87 24 - `hermeval` -- evaluate a Hermite_e series at given points.
Chris@87 25 - `hermeval2d` -- evaluate a 2D Hermite_e series at given points.
Chris@87 26 - `hermeval3d` -- evaluate a 3D Hermite_e series at given points.
Chris@87 27 - `hermegrid2d` -- evaluate a 2D Hermite_e series on a Cartesian product.
Chris@87 28 - `hermegrid3d` -- evaluate a 3D Hermite_e series on a Cartesian product.
Chris@87 29
Chris@87 30 Calculus
Chris@87 31 --------
Chris@87 32 - `hermeder` -- differentiate a Hermite_e series.
Chris@87 33 - `hermeint` -- integrate a Hermite_e series.
Chris@87 34
Chris@87 35 Misc Functions
Chris@87 36 --------------
Chris@87 37 - `hermefromroots` -- create a Hermite_e series with specified roots.
Chris@87 38 - `hermeroots` -- find the roots of a Hermite_e series.
Chris@87 39 - `hermevander` -- Vandermonde-like matrix for Hermite_e polynomials.
Chris@87 40 - `hermevander2d` -- Vandermonde-like matrix for 2D power series.
Chris@87 41 - `hermevander3d` -- Vandermonde-like matrix for 3D power series.
Chris@87 42 - `hermegauss` -- Gauss-Hermite_e quadrature, points and weights.
Chris@87 43 - `hermeweight` -- Hermite_e weight function.
Chris@87 44 - `hermecompanion` -- symmetrized companion matrix in Hermite_e form.
Chris@87 45 - `hermefit` -- least-squares fit returning a Hermite_e series.
Chris@87 46 - `hermetrim` -- trim leading coefficients from a Hermite_e series.
Chris@87 47 - `hermeline` -- Hermite_e series of given straight line.
Chris@87 48 - `herme2poly` -- convert a Hermite_e series to a polynomial.
Chris@87 49 - `poly2herme` -- convert a polynomial to a Hermite_e series.
Chris@87 50
Chris@87 51 Classes
Chris@87 52 -------
Chris@87 53 - `HermiteE` -- A Hermite_e series class.
Chris@87 54
Chris@87 55 See also
Chris@87 56 --------
Chris@87 57 `numpy.polynomial`
Chris@87 58
Chris@87 59 """
Chris@87 60 from __future__ import division, absolute_import, print_function
Chris@87 61
Chris@87 62 import warnings
Chris@87 63 import numpy as np
Chris@87 64 import numpy.linalg as la
Chris@87 65
Chris@87 66 from . import polyutils as pu
Chris@87 67 from ._polybase import ABCPolyBase
Chris@87 68
Chris@87 69 __all__ = [
Chris@87 70 'hermezero', 'hermeone', 'hermex', 'hermedomain', 'hermeline',
Chris@87 71 'hermeadd', 'hermesub', 'hermemulx', 'hermemul', 'hermediv',
Chris@87 72 'hermepow', 'hermeval', 'hermeder', 'hermeint', 'herme2poly',
Chris@87 73 'poly2herme', 'hermefromroots', 'hermevander', 'hermefit', 'hermetrim',
Chris@87 74 'hermeroots', 'HermiteE', 'hermeval2d', 'hermeval3d', 'hermegrid2d',
Chris@87 75 'hermegrid3d', 'hermevander2d', 'hermevander3d', 'hermecompanion',
Chris@87 76 'hermegauss', 'hermeweight']
Chris@87 77
Chris@87 78 hermetrim = pu.trimcoef
Chris@87 79
Chris@87 80
Chris@87 81 def poly2herme(pol):
Chris@87 82 """
Chris@87 83 poly2herme(pol)
Chris@87 84
Chris@87 85 Convert a polynomial to a Hermite series.
Chris@87 86
Chris@87 87 Convert an array representing the coefficients of a polynomial (relative
Chris@87 88 to the "standard" basis) ordered from lowest degree to highest, to an
Chris@87 89 array of the coefficients of the equivalent Hermite series, ordered
Chris@87 90 from lowest to highest degree.
Chris@87 91
Chris@87 92 Parameters
Chris@87 93 ----------
Chris@87 94 pol : array_like
Chris@87 95 1-D array containing the polynomial coefficients
Chris@87 96
Chris@87 97 Returns
Chris@87 98 -------
Chris@87 99 c : ndarray
Chris@87 100 1-D array containing the coefficients of the equivalent Hermite
Chris@87 101 series.
Chris@87 102
Chris@87 103 See Also
Chris@87 104 --------
Chris@87 105 herme2poly
Chris@87 106
Chris@87 107 Notes
Chris@87 108 -----
Chris@87 109 The easy way to do conversions between polynomial basis sets
Chris@87 110 is to use the convert method of a class instance.
Chris@87 111
Chris@87 112 Examples
Chris@87 113 --------
Chris@87 114 >>> from numpy.polynomial.hermite_e import poly2herme
Chris@87 115 >>> poly2herme(np.arange(4))
Chris@87 116 array([ 2., 10., 2., 3.])
Chris@87 117
Chris@87 118 """
Chris@87 119 [pol] = pu.as_series([pol])
Chris@87 120 deg = len(pol) - 1
Chris@87 121 res = 0
Chris@87 122 for i in range(deg, -1, -1):
Chris@87 123 res = hermeadd(hermemulx(res), pol[i])
Chris@87 124 return res
Chris@87 125
Chris@87 126
Chris@87 127 def herme2poly(c):
Chris@87 128 """
Chris@87 129 Convert a Hermite series to a polynomial.
Chris@87 130
Chris@87 131 Convert an array representing the coefficients of a Hermite series,
Chris@87 132 ordered from lowest degree to highest, to an array of the coefficients
Chris@87 133 of the equivalent polynomial (relative to the "standard" basis) ordered
Chris@87 134 from lowest to highest degree.
Chris@87 135
Chris@87 136 Parameters
Chris@87 137 ----------
Chris@87 138 c : array_like
Chris@87 139 1-D array containing the Hermite series coefficients, ordered
Chris@87 140 from lowest order term to highest.
Chris@87 141
Chris@87 142 Returns
Chris@87 143 -------
Chris@87 144 pol : ndarray
Chris@87 145 1-D array containing the coefficients of the equivalent polynomial
Chris@87 146 (relative to the "standard" basis) ordered from lowest order term
Chris@87 147 to highest.
Chris@87 148
Chris@87 149 See Also
Chris@87 150 --------
Chris@87 151 poly2herme
Chris@87 152
Chris@87 153 Notes
Chris@87 154 -----
Chris@87 155 The easy way to do conversions between polynomial basis sets
Chris@87 156 is to use the convert method of a class instance.
Chris@87 157
Chris@87 158 Examples
Chris@87 159 --------
Chris@87 160 >>> from numpy.polynomial.hermite_e import herme2poly
Chris@87 161 >>> herme2poly([ 2., 10., 2., 3.])
Chris@87 162 array([ 0., 1., 2., 3.])
Chris@87 163
Chris@87 164 """
Chris@87 165 from .polynomial import polyadd, polysub, polymulx
Chris@87 166
Chris@87 167 [c] = pu.as_series([c])
Chris@87 168 n = len(c)
Chris@87 169 if n == 1:
Chris@87 170 return c
Chris@87 171 if n == 2:
Chris@87 172 return c
Chris@87 173 else:
Chris@87 174 c0 = c[-2]
Chris@87 175 c1 = c[-1]
Chris@87 176 # i is the current degree of c1
Chris@87 177 for i in range(n - 1, 1, -1):
Chris@87 178 tmp = c0
Chris@87 179 c0 = polysub(c[i - 2], c1*(i - 1))
Chris@87 180 c1 = polyadd(tmp, polymulx(c1))
Chris@87 181 return polyadd(c0, polymulx(c1))
Chris@87 182
Chris@87 183 #
Chris@87 184 # These are constant arrays are of integer type so as to be compatible
Chris@87 185 # with the widest range of other types, such as Decimal.
Chris@87 186 #
Chris@87 187
Chris@87 188 # Hermite
Chris@87 189 hermedomain = np.array([-1, 1])
Chris@87 190
Chris@87 191 # Hermite coefficients representing zero.
Chris@87 192 hermezero = np.array([0])
Chris@87 193
Chris@87 194 # Hermite coefficients representing one.
Chris@87 195 hermeone = np.array([1])
Chris@87 196
Chris@87 197 # Hermite coefficients representing the identity x.
Chris@87 198 hermex = np.array([0, 1])
Chris@87 199
Chris@87 200
Chris@87 201 def hermeline(off, scl):
Chris@87 202 """
Chris@87 203 Hermite series whose graph is a straight line.
Chris@87 204
Chris@87 205
Chris@87 206
Chris@87 207 Parameters
Chris@87 208 ----------
Chris@87 209 off, scl : scalars
Chris@87 210 The specified line is given by ``off + scl*x``.
Chris@87 211
Chris@87 212 Returns
Chris@87 213 -------
Chris@87 214 y : ndarray
Chris@87 215 This module's representation of the Hermite series for
Chris@87 216 ``off + scl*x``.
Chris@87 217
Chris@87 218 See Also
Chris@87 219 --------
Chris@87 220 polyline, chebline
Chris@87 221
Chris@87 222 Examples
Chris@87 223 --------
Chris@87 224 >>> from numpy.polynomial.hermite_e import hermeline
Chris@87 225 >>> from numpy.polynomial.hermite_e import hermeline, hermeval
Chris@87 226 >>> hermeval(0,hermeline(3, 2))
Chris@87 227 3.0
Chris@87 228 >>> hermeval(1,hermeline(3, 2))
Chris@87 229 5.0
Chris@87 230
Chris@87 231 """
Chris@87 232 if scl != 0:
Chris@87 233 return np.array([off, scl])
Chris@87 234 else:
Chris@87 235 return np.array([off])
Chris@87 236
Chris@87 237
Chris@87 238 def hermefromroots(roots):
Chris@87 239 """
Chris@87 240 Generate a HermiteE series with given roots.
Chris@87 241
Chris@87 242 The function returns the coefficients of the polynomial
Chris@87 243
Chris@87 244 .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n),
Chris@87 245
Chris@87 246 in HermiteE form, where the `r_n` are the roots specified in `roots`.
Chris@87 247 If a zero has multiplicity n, then it must appear in `roots` n times.
Chris@87 248 For instance, if 2 is a root of multiplicity three and 3 is a root of
Chris@87 249 multiplicity 2, then `roots` looks something like [2, 2, 2, 3, 3]. The
Chris@87 250 roots can appear in any order.
Chris@87 251
Chris@87 252 If the returned coefficients are `c`, then
Chris@87 253
Chris@87 254 .. math:: p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x)
Chris@87 255
Chris@87 256 The coefficient of the last term is not generally 1 for monic
Chris@87 257 polynomials in HermiteE form.
Chris@87 258
Chris@87 259 Parameters
Chris@87 260 ----------
Chris@87 261 roots : array_like
Chris@87 262 Sequence containing the roots.
Chris@87 263
Chris@87 264 Returns
Chris@87 265 -------
Chris@87 266 out : ndarray
Chris@87 267 1-D array of coefficients. If all roots are real then `out` is a
Chris@87 268 real array, if some of the roots are complex, then `out` is complex
Chris@87 269 even if all the coefficients in the result are real (see Examples
Chris@87 270 below).
Chris@87 271
Chris@87 272 See Also
Chris@87 273 --------
Chris@87 274 polyfromroots, legfromroots, lagfromroots, hermfromroots,
Chris@87 275 chebfromroots.
Chris@87 276
Chris@87 277 Examples
Chris@87 278 --------
Chris@87 279 >>> from numpy.polynomial.hermite_e import hermefromroots, hermeval
Chris@87 280 >>> coef = hermefromroots((-1, 0, 1))
Chris@87 281 >>> hermeval((-1, 0, 1), coef)
Chris@87 282 array([ 0., 0., 0.])
Chris@87 283 >>> coef = hermefromroots((-1j, 1j))
Chris@87 284 >>> hermeval((-1j, 1j), coef)
Chris@87 285 array([ 0.+0.j, 0.+0.j])
Chris@87 286
Chris@87 287 """
Chris@87 288 if len(roots) == 0:
Chris@87 289 return np.ones(1)
Chris@87 290 else:
Chris@87 291 [roots] = pu.as_series([roots], trim=False)
Chris@87 292 roots.sort()
Chris@87 293 p = [hermeline(-r, 1) for r in roots]
Chris@87 294 n = len(p)
Chris@87 295 while n > 1:
Chris@87 296 m, r = divmod(n, 2)
Chris@87 297 tmp = [hermemul(p[i], p[i+m]) for i in range(m)]
Chris@87 298 if r:
Chris@87 299 tmp[0] = hermemul(tmp[0], p[-1])
Chris@87 300 p = tmp
Chris@87 301 n = m
Chris@87 302 return p[0]
Chris@87 303
Chris@87 304
Chris@87 305 def hermeadd(c1, c2):
Chris@87 306 """
Chris@87 307 Add one Hermite series to another.
Chris@87 308
Chris@87 309 Returns the sum of two Hermite series `c1` + `c2`. The arguments
Chris@87 310 are sequences of coefficients ordered from lowest order term to
Chris@87 311 highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 312
Chris@87 313 Parameters
Chris@87 314 ----------
Chris@87 315 c1, c2 : array_like
Chris@87 316 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 317 high.
Chris@87 318
Chris@87 319 Returns
Chris@87 320 -------
Chris@87 321 out : ndarray
Chris@87 322 Array representing the Hermite series of their sum.
Chris@87 323
Chris@87 324 See Also
Chris@87 325 --------
Chris@87 326 hermesub, hermemul, hermediv, hermepow
Chris@87 327
Chris@87 328 Notes
Chris@87 329 -----
Chris@87 330 Unlike multiplication, division, etc., the sum of two Hermite series
Chris@87 331 is a Hermite series (without having to "reproject" the result onto
Chris@87 332 the basis set) so addition, just like that of "standard" polynomials,
Chris@87 333 is simply "component-wise."
Chris@87 334
Chris@87 335 Examples
Chris@87 336 --------
Chris@87 337 >>> from numpy.polynomial.hermite_e import hermeadd
Chris@87 338 >>> hermeadd([1, 2, 3], [1, 2, 3, 4])
Chris@87 339 array([ 2., 4., 6., 4.])
Chris@87 340
Chris@87 341 """
Chris@87 342 # c1, c2 are trimmed copies
Chris@87 343 [c1, c2] = pu.as_series([c1, c2])
Chris@87 344 if len(c1) > len(c2):
Chris@87 345 c1[:c2.size] += c2
Chris@87 346 ret = c1
Chris@87 347 else:
Chris@87 348 c2[:c1.size] += c1
Chris@87 349 ret = c2
Chris@87 350 return pu.trimseq(ret)
Chris@87 351
Chris@87 352
Chris@87 353 def hermesub(c1, c2):
Chris@87 354 """
Chris@87 355 Subtract one Hermite series from another.
Chris@87 356
Chris@87 357 Returns the difference of two Hermite series `c1` - `c2`. The
Chris@87 358 sequences of coefficients are from lowest order term to highest, i.e.,
Chris@87 359 [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Chris@87 360
Chris@87 361 Parameters
Chris@87 362 ----------
Chris@87 363 c1, c2 : array_like
Chris@87 364 1-D arrays of Hermite series coefficients ordered from low to
Chris@87 365 high.
Chris@87 366
Chris@87 367 Returns
Chris@87 368 -------
Chris@87 369 out : ndarray
Chris@87 370 Of Hermite series coefficients representing their difference.
Chris@87 371
Chris@87 372 See Also
Chris@87 373 --------
Chris@87 374 hermeadd, hermemul, hermediv, hermepow
Chris@87 375
Chris@87 376 Notes
Chris@87 377 -----
Chris@87 378 Unlike multiplication, division, etc., the difference of two Hermite
Chris@87 379 series is a Hermite series (without having to "reproject" the result
Chris@87 380 onto the basis set) so subtraction, just like that of "standard"
Chris@87 381 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)