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import warnings |
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|
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import numpy as np |
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from scipy.special import factorial |
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from scipy._lib._util import (_asarray_validated, float_factorial, check_random_state, |
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_transition_to_rng) |
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|
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__all__ = ["KroghInterpolator", "krogh_interpolate", |
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"BarycentricInterpolator", "barycentric_interpolate", |
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"approximate_taylor_polynomial"] |
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|
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def _isscalar(x): |
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"""Check whether x is if a scalar type, or 0-dim""" |
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return np.isscalar(x) or hasattr(x, 'shape') and x.shape == () |
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|
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class _Interpolator1D: |
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""" |
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Common features in univariate interpolation |
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|
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Deal with input data type and interpolation axis rolling. The |
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actual interpolator can assume the y-data is of shape (n, r) where |
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`n` is the number of x-points, and `r` the number of variables, |
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and use self.dtype as the y-data type. |
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|
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Attributes |
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---------- |
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_y_axis |
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Axis along which the interpolation goes in the original array |
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_y_extra_shape |
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Additional trailing shape of the input arrays, excluding |
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the interpolation axis. |
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dtype |
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Dtype of the y-data arrays. Can be set via _set_dtype, which |
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forces it to be float or complex. |
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|
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Methods |
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------- |
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__call__ |
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_prepare_x |
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_finish_y |
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_reshape_yi |
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_set_yi |
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_set_dtype |
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_evaluate |
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|
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""" |
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|
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__slots__ = ('_y_axis', '_y_extra_shape', 'dtype') |
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|
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def __init__(self, xi=None, yi=None, axis=None): |
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self._y_axis = axis |
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self._y_extra_shape = None |
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self.dtype = None |
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if yi is not None: |
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self._set_yi(yi, xi=xi, axis=axis) |
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|
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def __call__(self, x): |
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""" |
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Evaluate the interpolant |
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|
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Parameters |
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---------- |
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x : array_like |
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Point or points at which to evaluate the interpolant. |
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|
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Returns |
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------- |
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y : array_like |
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Interpolated values. Shape is determined by replacing |
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the interpolation axis in the original array with the shape of `x`. |
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|
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Notes |
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----- |
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Input values `x` must be convertible to `float` values like `int` |
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or `float`. |
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|
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""" |
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x, x_shape = self._prepare_x(x) |
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y = self._evaluate(x) |
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return self._finish_y(y, x_shape) |
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|
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def _evaluate(self, x): |
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""" |
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Actually evaluate the value of the interpolator. |
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""" |
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raise NotImplementedError() |
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|
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def _prepare_x(self, x): |
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"""Reshape input x array to 1-D""" |
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x = _asarray_validated(x, check_finite=False, as_inexact=True) |
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x_shape = x.shape |
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return x.ravel(), x_shape |
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|
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def _finish_y(self, y, x_shape): |
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"""Reshape interpolated y back to an N-D array similar to initial y""" |
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y = y.reshape(x_shape + self._y_extra_shape) |
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if self._y_axis != 0 and x_shape != (): |
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nx = len(x_shape) |
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ny = len(self._y_extra_shape) |
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s = (list(range(nx, nx + self._y_axis)) |
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+ list(range(nx)) + list(range(nx+self._y_axis, nx+ny))) |
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y = y.transpose(s) |
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return y |
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|
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def _reshape_yi(self, yi, check=False): |
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yi = np.moveaxis(np.asarray(yi), self._y_axis, 0) |
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if check and yi.shape[1:] != self._y_extra_shape: |
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ok_shape = (f"{self._y_extra_shape[-self._y_axis:]!r} + (N,) + " |
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f"{self._y_extra_shape[:-self._y_axis]!r}") |
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raise ValueError(f"Data must be of shape {ok_shape}") |
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return yi.reshape((yi.shape[0], -1)) |
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|
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def _set_yi(self, yi, xi=None, axis=None): |
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if axis is None: |
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axis = self._y_axis |
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if axis is None: |
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raise ValueError("no interpolation axis specified") |
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|
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yi = np.asarray(yi) |
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|
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shape = yi.shape |
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if shape == (): |
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shape = (1,) |
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if xi is not None and shape[axis] != len(xi): |
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raise ValueError("x and y arrays must be equal in length along " |
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"interpolation axis.") |
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|
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self._y_axis = (axis % yi.ndim) |
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self._y_extra_shape = yi.shape[:self._y_axis] + yi.shape[self._y_axis+1:] |
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self.dtype = None |
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self._set_dtype(yi.dtype) |
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|
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def _set_dtype(self, dtype, union=False): |
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if np.issubdtype(dtype, np.complexfloating) \ |
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or np.issubdtype(self.dtype, np.complexfloating): |
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self.dtype = np.complex128 |
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else: |
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if not union or self.dtype != np.complex128: |
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self.dtype = np.float64 |
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|
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class _Interpolator1DWithDerivatives(_Interpolator1D): |
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def derivatives(self, x, der=None): |
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""" |
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Evaluate several derivatives of the polynomial at the point `x` |
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|
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Produce an array of derivatives evaluated at the point `x`. |
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|
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Parameters |
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---------- |
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x : array_like |
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Point or points at which to evaluate the derivatives |
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der : int or list or None, optional |
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How many derivatives to evaluate, or None for all potentially |
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nonzero derivatives (that is, a number equal to the number |
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of points), or a list of derivatives to evaluate. This number |
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includes the function value as the '0th' derivative. |
|
|
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Returns |
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------- |
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d : ndarray |
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Array with derivatives; ``d[j]`` contains the jth derivative. |
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Shape of ``d[j]`` is determined by replacing the interpolation |
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axis in the original array with the shape of `x`. |
|
|
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Examples |
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-------- |
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>>> from scipy.interpolate import KroghInterpolator |
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>>> KroghInterpolator([0,0,0],[1,2,3]).derivatives(0) |
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array([1.0,2.0,3.0]) |
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>>> KroghInterpolator([0,0,0],[1,2,3]).derivatives([0,0]) |
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array([[1.0,1.0], |
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[2.0,2.0], |
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[3.0,3.0]]) |
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|
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""" |
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x, x_shape = self._prepare_x(x) |
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y = self._evaluate_derivatives(x, der) |
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|
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y = y.reshape((y.shape[0],) + x_shape + self._y_extra_shape) |
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if self._y_axis != 0 and x_shape != (): |
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nx = len(x_shape) |
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ny = len(self._y_extra_shape) |
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s = ([0] + list(range(nx+1, nx + self._y_axis+1)) |
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+ list(range(1, nx+1)) + |
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list(range(nx+1+self._y_axis, nx+ny+1))) |
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y = y.transpose(s) |
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return y |
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|
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def derivative(self, x, der=1): |
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""" |
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Evaluate a single derivative of the polynomial at the point `x`. |
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|
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Parameters |
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---------- |
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x : array_like |
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Point or points at which to evaluate the derivatives |
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|
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der : integer, optional |
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Which derivative to evaluate (default: first derivative). |
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This number includes the function value as 0th derivative. |
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|
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Returns |
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------- |
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d : ndarray |
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Derivative interpolated at the x-points. Shape of `d` is |
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determined by replacing the interpolation axis in the |
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original array with the shape of `x`. |
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|
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Notes |
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----- |
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This may be computed by evaluating all derivatives up to the desired |
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one (using self.derivatives()) and then discarding the rest. |
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|
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""" |
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x, x_shape = self._prepare_x(x) |
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y = self._evaluate_derivatives(x, der+1) |
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return self._finish_y(y[der], x_shape) |
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|
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def _evaluate_derivatives(self, x, der=None): |
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""" |
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Actually evaluate the derivatives. |
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|
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Parameters |
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---------- |
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x : array_like |
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1D array of points at which to evaluate the derivatives |
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der : integer, optional |
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The number of derivatives to evaluate, from 'order 0' (der=1) |
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to order der-1. If omitted, return all possibly-non-zero |
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derivatives, ie 0 to order n-1. |
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|
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Returns |
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------- |
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d : ndarray |
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Array of shape ``(der, x.size, self.yi.shape[1])`` containing |
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the derivatives from 0 to der-1 |
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""" |
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raise NotImplementedError() |
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|
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|
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class KroghInterpolator(_Interpolator1DWithDerivatives): |
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""" |
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Interpolating polynomial for a set of points. |
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|
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The polynomial passes through all the pairs ``(xi, yi)``. One may |
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additionally specify a number of derivatives at each point `xi`; |
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this is done by repeating the value `xi` and specifying the |
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derivatives as successive `yi` values. |
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|
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Allows evaluation of the polynomial and all its derivatives. |
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For reasons of numerical stability, this function does not compute |
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the coefficients of the polynomial, although they can be obtained |
|
by evaluating all the derivatives. |
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|
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Parameters |
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---------- |
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xi : array_like, shape (npoints, ) |
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Known x-coordinates. Must be sorted in increasing order. |
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yi : array_like, shape (..., npoints, ...) |
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Known y-coordinates. When an xi occurs two or more times in |
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a row, the corresponding yi's represent derivative values. The length of `yi` |
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along the interpolation axis must be equal to the length of `xi`. Use the |
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`axis` parameter to select the correct axis. |
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axis : int, optional |
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Axis in the `yi` array corresponding to the x-coordinate values. Defaults to |
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``axis=0``. |
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|
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Notes |
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----- |
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Be aware that the algorithms implemented here are not necessarily |
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the most numerically stable known. Moreover, even in a world of |
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exact computation, unless the x coordinates are chosen very |
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carefully - Chebyshev zeros (e.g., cos(i*pi/n)) are a good choice - |
|
polynomial interpolation itself is a very ill-conditioned process |
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due to the Runge phenomenon. In general, even with well-chosen |
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x values, degrees higher than about thirty cause problems with |
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numerical instability in this code. |
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|
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Based on [1]_. |
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|
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References |
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---------- |
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.. [1] Krogh, "Efficient Algorithms for Polynomial Interpolation |
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and Numerical Differentiation", 1970. |
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|
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Examples |
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-------- |
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To produce a polynomial that is zero at 0 and 1 and has |
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derivative 2 at 0, call |
|
|
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>>> from scipy.interpolate import KroghInterpolator |
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>>> KroghInterpolator([0,0,1],[0,2,0]) |
|
|
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This constructs the quadratic :math:`2x^2-2x`. The derivative condition |
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is indicated by the repeated zero in the `xi` array; the corresponding |
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yi values are 0, the function value, and 2, the derivative value. |
|
|
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For another example, given `xi`, `yi`, and a derivative `ypi` for each |
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point, appropriate arrays can be constructed as: |
|
|
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>>> import numpy as np |
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>>> rng = np.random.default_rng() |
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>>> xi = np.linspace(0, 1, 5) |
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>>> yi, ypi = rng.random((2, 5)) |
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>>> xi_k, yi_k = np.repeat(xi, 2), np.ravel(np.dstack((yi,ypi))) |
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>>> KroghInterpolator(xi_k, yi_k) |
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|
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To produce a vector-valued polynomial, supply a higher-dimensional |
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array for `yi`: |
|
|
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>>> KroghInterpolator([0,1],[[2,3],[4,5]]) |
|
|
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This constructs a linear polynomial giving (2,3) at 0 and (4,5) at 1. |
|
|
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""" |
|
|
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def __init__(self, xi, yi, axis=0): |
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super().__init__(xi, yi, axis) |
|
|
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self.xi = np.asarray(xi) |
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self.yi = self._reshape_yi(yi) |
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self.n, self.r = self.yi.shape |
|
|
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if (deg := self.xi.size) > 30: |
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warnings.warn(f"{deg} degrees provided, degrees higher than about" |
|
" thirty cause problems with numerical instability " |
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"with 'KroghInterpolator'", stacklevel=2) |
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|
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c = np.zeros((self.n+1, self.r), dtype=self.dtype) |
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c[0] = self.yi[0] |
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Vk = np.zeros((self.n, self.r), dtype=self.dtype) |
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for k in range(1, self.n): |
|
s = 0 |
|
while s <= k and xi[k-s] == xi[k]: |
|
s += 1 |
|
s -= 1 |
|
Vk[0] = self.yi[k]/float_factorial(s) |
|
for i in range(k-s): |
|
if xi[i] == xi[k]: |
|
raise ValueError("Elements of `xi` can't be equal.") |
|
if s == 0: |
|
Vk[i+1] = (c[i]-Vk[i])/(xi[i]-xi[k]) |
|
else: |
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Vk[i+1] = (Vk[i+1]-Vk[i])/(xi[i]-xi[k]) |
|
c[k] = Vk[k-s] |
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self.c = c |
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|
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def _evaluate(self, x): |
|
pi = 1 |
|
p = np.zeros((len(x), self.r), dtype=self.dtype) |
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p += self.c[0,np.newaxis,:] |
|
for k in range(1, self.n): |
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w = x - self.xi[k-1] |
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pi = w*pi |
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p += pi[:,np.newaxis] * self.c[k] |
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return p |
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|
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def _evaluate_derivatives(self, x, der=None): |
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n = self.n |
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r = self.r |
|
|
|
if der is None: |
|
der = self.n |
|
|
|
pi = np.zeros((n, len(x))) |
|
w = np.zeros((n, len(x))) |
|
pi[0] = 1 |
|
p = np.zeros((len(x), self.r), dtype=self.dtype) |
|
p += self.c[0, np.newaxis, :] |
|
|
|
for k in range(1, n): |
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w[k-1] = x - self.xi[k-1] |
|
pi[k] = w[k-1] * pi[k-1] |
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p += pi[k, :, np.newaxis] * self.c[k] |
|
|
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cn = np.zeros((max(der, n+1), len(x), r), dtype=self.dtype) |
|
cn[:n+1, :, :] += self.c[:n+1, np.newaxis, :] |
|
cn[0] = p |
|
for k in range(1, n): |
|
for i in range(1, n-k+1): |
|
pi[i] = w[k+i-1]*pi[i-1] + pi[i] |
|
cn[k] = cn[k] + pi[i, :, np.newaxis]*cn[k+i] |
|
cn[k] *= float_factorial(k) |
|
|
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cn[n, :, :] = 0 |
|
return cn[:der] |
|
|
|
|
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def krogh_interpolate(xi, yi, x, der=0, axis=0): |
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""" |
|
Convenience function for polynomial interpolation. |
|
|
|
See `KroghInterpolator` for more details. |
|
|
|
Parameters |
|
---------- |
|
xi : array_like |
|
Interpolation points (known x-coordinates). |
|
yi : array_like |
|
Known y-coordinates, of shape ``(xi.size, R)``. Interpreted as |
|
vectors of length R, or scalars if R=1. |
|
x : array_like |
|
Point or points at which to evaluate the derivatives. |
|
der : int or list or None, optional |
|
How many derivatives to evaluate, or None for all potentially |
|
nonzero derivatives (that is, a number equal to the number |
|
of points), or a list of derivatives to evaluate. This number |
|
includes the function value as the '0th' derivative. |
|
axis : int, optional |
|
Axis in the `yi` array corresponding to the x-coordinate values. |
|
|
|
Returns |
|
------- |
|
d : ndarray |
|
If the interpolator's values are R-D then the |
|
returned array will be the number of derivatives by N by R. |
|
If `x` is a scalar, the middle dimension will be dropped; if |
|
the `yi` are scalars then the last dimension will be dropped. |
|
|
|
See Also |
|
-------- |
|
KroghInterpolator : Krogh interpolator |
|
|
|
Notes |
|
----- |
|
Construction of the interpolating polynomial is a relatively expensive |
|
process. If you want to evaluate it repeatedly consider using the class |
|
KroghInterpolator (which is what this function uses). |
|
|
|
Examples |
|
-------- |
|
We can interpolate 2D observed data using Krogh interpolation: |
|
|
|
>>> import numpy as np |
|
>>> import matplotlib.pyplot as plt |
|
>>> from scipy.interpolate import krogh_interpolate |
|
>>> x_observed = np.linspace(0.0, 10.0, 11) |
|
>>> y_observed = np.sin(x_observed) |
|
>>> x = np.linspace(min(x_observed), max(x_observed), num=100) |
|
>>> y = krogh_interpolate(x_observed, y_observed, x) |
|
>>> plt.plot(x_observed, y_observed, "o", label="observation") |
|
>>> plt.plot(x, y, label="krogh interpolation") |
|
>>> plt.legend() |
|
>>> plt.show() |
|
""" |
|
|
|
P = KroghInterpolator(xi, yi, axis=axis) |
|
if der == 0: |
|
return P(x) |
|
elif _isscalar(der): |
|
return P.derivative(x, der=der) |
|
else: |
|
return P.derivatives(x, der=np.amax(der)+1)[der] |
|
|
|
|
|
def approximate_taylor_polynomial(f,x,degree,scale,order=None): |
|
""" |
|
Estimate the Taylor polynomial of f at x by polynomial fitting. |
|
|
|
Parameters |
|
---------- |
|
f : callable |
|
The function whose Taylor polynomial is sought. Should accept |
|
a vector of `x` values. |
|
x : scalar |
|
The point at which the polynomial is to be evaluated. |
|
degree : int |
|
The degree of the Taylor polynomial |
|
scale : scalar |
|
The width of the interval to use to evaluate the Taylor polynomial. |
|
Function values spread over a range this wide are used to fit the |
|
polynomial. Must be chosen carefully. |
|
order : int or None, optional |
|
The order of the polynomial to be used in the fitting; `f` will be |
|
evaluated ``order+1`` times. If None, use `degree`. |
|
|
|
Returns |
|
------- |
|
p : poly1d instance |
|
The Taylor polynomial (translated to the origin, so that |
|
for example p(0)=f(x)). |
|
|
|
Notes |
|
----- |
|
The appropriate choice of "scale" is a trade-off; too large and the |
|
function differs from its Taylor polynomial too much to get a good |
|
answer, too small and round-off errors overwhelm the higher-order terms. |
|
The algorithm used becomes numerically unstable around order 30 even |
|
under ideal circumstances. |
|
|
|
Choosing order somewhat larger than degree may improve the higher-order |
|
terms. |
|
|
|
Examples |
|
-------- |
|
We can calculate Taylor approximation polynomials of sin function with |
|
various degrees: |
|
|
|
>>> import numpy as np |
|
>>> import matplotlib.pyplot as plt |
|
>>> from scipy.interpolate import approximate_taylor_polynomial |
|
>>> x = np.linspace(-10.0, 10.0, num=100) |
|
>>> plt.plot(x, np.sin(x), label="sin curve") |
|
>>> for degree in np.arange(1, 15, step=2): |
|
... sin_taylor = approximate_taylor_polynomial(np.sin, 0, degree, 1, |
|
... order=degree + 2) |
|
... plt.plot(x, sin_taylor(x), label=f"degree={degree}") |
|
>>> plt.legend(bbox_to_anchor=(1.05, 1), loc='upper left', |
|
... borderaxespad=0.0, shadow=True) |
|
>>> plt.tight_layout() |
|
>>> plt.axis([-10, 10, -10, 10]) |
|
>>> plt.show() |
|
|
|
""" |
|
if order is None: |
|
order = degree |
|
|
|
n = order+1 |
|
|
|
|
|
|
|
|
|
xs = scale*np.cos(np.linspace(0,np.pi,n,endpoint=n % 1)) + x |
|
|
|
P = KroghInterpolator(xs, f(xs)) |
|
d = P.derivatives(x,der=degree+1) |
|
|
|
return np.poly1d((d/factorial(np.arange(degree+1)))[::-1]) |
|
|
|
|
|
class BarycentricInterpolator(_Interpolator1DWithDerivatives): |
|
r"""Interpolating polynomial for a set of points. |
|
|
|
Constructs a polynomial that passes through a given set of points. |
|
Allows evaluation of the polynomial and all its derivatives, |
|
efficient changing of the y-values to be interpolated, |
|
and updating by adding more x- and y-values. |
|
|
|
For reasons of numerical stability, this function does not compute |
|
the coefficients of the polynomial. |
|
|
|
The values `yi` need to be provided before the function is |
|
evaluated, but none of the preprocessing depends on them, so rapid |
|
updates are possible. |
|
|
|
Parameters |
|
---------- |
|
xi : array_like, shape (npoints, ) |
|
1-D array of x coordinates of the points the polynomial |
|
should pass through |
|
yi : array_like, shape (..., npoints, ...), optional |
|
N-D array of y coordinates of the points the polynomial should pass through. |
|
If None, the y values will be supplied later via the `set_y` method. |
|
The length of `yi` along the interpolation axis must be equal to the length |
|
of `xi`. Use the ``axis`` parameter to select correct axis. |
|
axis : int, optional |
|
Axis in the yi array corresponding to the x-coordinate values. Defaults |
|
to ``axis=0``. |
|
wi : array_like, optional |
|
The barycentric weights for the chosen interpolation points `xi`. |
|
If absent or None, the weights will be computed from `xi` (default). |
|
This allows for the reuse of the weights `wi` if several interpolants |
|
are being calculated using the same nodes `xi`, without re-computation. |
|
rng : {None, int, `numpy.random.Generator`}, optional |
|
If `rng` is passed by keyword, types other than `numpy.random.Generator` are |
|
passed to `numpy.random.default_rng` to instantiate a ``Generator``. |
|
If `rng` is already a ``Generator`` instance, then the provided instance is |
|
used. Specify `rng` for repeatable interpolation. |
|
|
|
If this argument `random_state` is passed by keyword, |
|
legacy behavior for the argument `random_state` applies: |
|
|
|
- If `random_state` is None (or `numpy.random`), the `numpy.random.RandomState` |
|
singleton is used. |
|
- If `random_state` is an int, a new ``RandomState`` instance is used, |
|
seeded with `random_state`. |
|
- If `random_state` is already a ``Generator`` or ``RandomState`` instance then |
|
that instance is used. |
|
|
|
.. versionchanged:: 1.15.0 |
|
As part of the `SPEC-007 <https://scientific-python.org/specs/spec-0007/>`_ |
|
transition from use of `numpy.random.RandomState` to |
|
`numpy.random.Generator` this keyword was changed from `random_state` to `rng`. |
|
For an interim period, both keywords will continue to work (only specify |
|
one of them). After the interim period using the `random_state` keyword will emit |
|
warnings. The behavior of the `random_state` and `rng` keywords is outlined above. |
|
|
|
Notes |
|
----- |
|
This class uses a "barycentric interpolation" method that treats |
|
the problem as a special case of rational function interpolation. |
|
This algorithm is quite stable, numerically, but even in a world of |
|
exact computation, unless the x coordinates are chosen very |
|
carefully - Chebyshev zeros (e.g., cos(i*pi/n)) are a good choice - |
|
polynomial interpolation itself is a very ill-conditioned process |
|
due to the Runge phenomenon. |
|
|
|
Based on Berrut and Trefethen 2004, "Barycentric Lagrange Interpolation". |
|
|
|
Examples |
|
-------- |
|
To produce a quintic barycentric interpolant approximating the function |
|
:math:`\sin x`, and its first four derivatives, using six randomly-spaced |
|
nodes in :math:`(0, \frac{\pi}{2})`: |
|
|
|
>>> import numpy as np |
|
>>> import matplotlib.pyplot as plt |
|
>>> from scipy.interpolate import BarycentricInterpolator |
|
>>> rng = np.random.default_rng() |
|
>>> xi = rng.random(6) * np.pi/2 |
|
>>> f, f_d1, f_d2, f_d3, f_d4 = np.sin, np.cos, lambda x: -np.sin(x), lambda x: -np.cos(x), np.sin |
|
>>> P = BarycentricInterpolator(xi, f(xi), random_state=rng) |
|
>>> fig, axs = plt.subplots(5, 1, sharex=True, layout='constrained', figsize=(7,10)) |
|
>>> x = np.linspace(0, np.pi, 100) |
|
>>> axs[0].plot(x, P(x), 'r:', x, f(x), 'k--', xi, f(xi), 'xk') |
|
>>> axs[1].plot(x, P.derivative(x), 'r:', x, f_d1(x), 'k--', xi, f_d1(xi), 'xk') |
|
>>> axs[2].plot(x, P.derivative(x, 2), 'r:', x, f_d2(x), 'k--', xi, f_d2(xi), 'xk') |
|
>>> axs[3].plot(x, P.derivative(x, 3), 'r:', x, f_d3(x), 'k--', xi, f_d3(xi), 'xk') |
|
>>> axs[4].plot(x, P.derivative(x, 4), 'r:', x, f_d4(x), 'k--', xi, f_d4(xi), 'xk') |
|
>>> axs[0].set_xlim(0, np.pi) |
|
>>> axs[4].set_xlabel(r"$x$") |
|
>>> axs[4].set_xticks([i * np.pi / 4 for i in range(5)], |
|
... ["0", r"$\frac{\pi}{4}$", r"$\frac{\pi}{2}$", r"$\frac{3\pi}{4}$", r"$\pi$"]) |
|
>>> axs[0].set_ylabel("$f(x)$") |
|
>>> axs[1].set_ylabel("$f'(x)$") |
|
>>> axs[2].set_ylabel("$f''(x)$") |
|
>>> axs[3].set_ylabel("$f^{(3)}(x)$") |
|
>>> axs[4].set_ylabel("$f^{(4)}(x)$") |
|
>>> labels = ['Interpolation nodes', 'True function $f$', 'Barycentric interpolation'] |
|
>>> axs[0].legend(axs[0].get_lines()[::-1], labels, bbox_to_anchor=(0., 1.02, 1., .102), |
|
... loc='lower left', ncols=3, mode="expand", borderaxespad=0., frameon=False) |
|
>>> plt.show() |
|
""" |
|
|
|
@_transition_to_rng("random_state", replace_doc=False) |
|
def __init__(self, xi, yi=None, axis=0, *, wi=None, rng=None): |
|
super().__init__(xi, yi, axis) |
|
|
|
rng = check_random_state(rng) |
|
|
|
self.xi = np.asarray(xi, dtype=np.float64) |
|
self.set_yi(yi) |
|
self.n = len(self.xi) |
|
|
|
|
|
self._diff_cij = None |
|
|
|
if wi is not None: |
|
self.wi = wi |
|
else: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
self._inv_capacity = 4.0 / (np.max(self.xi) - np.min(self.xi)) |
|
permute = rng.permutation(self.n, ) |
|
inv_permute = np.zeros(self.n, dtype=np.int32) |
|
inv_permute[permute] = np.arange(self.n) |
|
self.wi = np.zeros(self.n) |
|
|
|
for i in range(self.n): |
|
dist = self._inv_capacity * (self.xi[i] - self.xi[permute]) |
|
dist[inv_permute[i]] = 1.0 |
|
prod = np.prod(dist) |
|
if prod == 0.0: |
|
raise ValueError("Interpolation points xi must be" |
|
" distinct.") |
|
self.wi[i] = 1.0 / prod |
|
|
|
def set_yi(self, yi, axis=None): |
|
""" |
|
Update the y values to be interpolated |
|
|
|
The barycentric interpolation algorithm requires the calculation |
|
of weights, but these depend only on the `xi`. The `yi` can be changed |
|
at any time. |
|
|
|
Parameters |
|
---------- |
|
yi : array_like |
|
The y-coordinates of the points the polynomial will pass through. |
|
If None, the y values must be supplied later. |
|
axis : int, optional |
|
Axis in the `yi` array corresponding to the x-coordinate values. |
|
|
|
""" |
|
if yi is None: |
|
self.yi = None |
|
return |
|
self._set_yi(yi, xi=self.xi, axis=axis) |
|
self.yi = self._reshape_yi(yi) |
|
self.n, self.r = self.yi.shape |
|
self._diff_baryint = None |
|
|
|
def add_xi(self, xi, yi=None): |
|
""" |
|
Add more x values to the set to be interpolated |
|
|
|
The barycentric interpolation algorithm allows easy updating by |
|
adding more points for the polynomial to pass through. |
|
|
|
Parameters |
|
---------- |
|
xi : array_like |
|
The x coordinates of the points that the polynomial should pass |
|
through. |
|
yi : array_like, optional |
|
The y coordinates of the points the polynomial should pass through. |
|
Should have shape ``(xi.size, R)``; if R > 1 then the polynomial is |
|
vector-valued. |
|
If `yi` is not given, the y values will be supplied later. `yi` |
|
should be given if and only if the interpolator has y values |
|
specified. |
|
|
|
Notes |
|
----- |
|
The new points added by `add_xi` are not randomly permuted |
|
so there is potential for numerical instability, |
|
especially for a large number of points. If this |
|
happens, please reconstruct interpolation from scratch instead. |
|
""" |
|
if yi is not None: |
|
if self.yi is None: |
|
raise ValueError("No previous yi value to update!") |
|
yi = self._reshape_yi(yi, check=True) |
|
self.yi = np.vstack((self.yi,yi)) |
|
else: |
|
if self.yi is not None: |
|
raise ValueError("No update to yi provided!") |
|
old_n = self.n |
|
self.xi = np.concatenate((self.xi,xi)) |
|
self.n = len(self.xi) |
|
self.wi **= -1 |
|
old_wi = self.wi |
|
self.wi = np.zeros(self.n) |
|
self.wi[:old_n] = old_wi |
|
for j in range(old_n, self.n): |
|
self.wi[:j] *= self._inv_capacity * (self.xi[j]-self.xi[:j]) |
|
self.wi[j] = np.multiply.reduce( |
|
self._inv_capacity * (self.xi[:j]-self.xi[j]) |
|
) |
|
self.wi **= -1 |
|
self._diff_cij = None |
|
self._diff_baryint = None |
|
|
|
def __call__(self, x): |
|
"""Evaluate the interpolating polynomial at the points x |
|
|
|
Parameters |
|
---------- |
|
x : array_like |
|
Point or points at which to evaluate the interpolant. |
|
|
|
Returns |
|
------- |
|
y : array_like |
|
Interpolated values. Shape is determined by replacing |
|
the interpolation axis in the original array with the shape of `x`. |
|
|
|
Notes |
|
----- |
|
Currently the code computes an outer product between `x` and the |
|
weights, that is, it constructs an intermediate array of size |
|
``(N, len(x))``, where N is the degree of the polynomial. |
|
""" |
|
return _Interpolator1D.__call__(self, x) |
|
|
|
def _evaluate(self, x): |
|
if x.size == 0: |
|
p = np.zeros((0, self.r), dtype=self.dtype) |
|
else: |
|
c = x[..., np.newaxis] - self.xi |
|
z = c == 0 |
|
c[z] = 1 |
|
c = self.wi / c |
|
with np.errstate(divide='ignore'): |
|
p = np.dot(c, self.yi) / np.sum(c, axis=-1)[..., np.newaxis] |
|
|
|
r = np.nonzero(z) |
|
if len(r) == 1: |
|
if len(r[0]) > 0: |
|
p = self.yi[r[0][0]] |
|
else: |
|
p[r[:-1]] = self.yi[r[-1]] |
|
return p |
|
|
|
def derivative(self, x, der=1): |
|
""" |
|
Evaluate a single derivative of the polynomial at the point x. |
|
|
|
Parameters |
|
---------- |
|
x : array_like |
|
Point or points at which to evaluate the derivatives |
|
der : integer, optional |
|
Which derivative to evaluate (default: first derivative). |
|
This number includes the function value as 0th derivative. |
|
|
|
Returns |
|
------- |
|
d : ndarray |
|
Derivative interpolated at the x-points. Shape of `d` is |
|
determined by replacing the interpolation axis in the |
|
original array with the shape of `x`. |
|
""" |
|
x, x_shape = self._prepare_x(x) |
|
y = self._evaluate_derivatives(x, der+1, all_lower=False) |
|
return self._finish_y(y, x_shape) |
|
|
|
def _evaluate_derivatives(self, x, der=None, all_lower=True): |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
if (not all_lower) and (x.size == 0 or self.r == 0): |
|
return np.zeros((0, self.r), dtype=self.dtype) |
|
|
|
if (not all_lower) and der == 1: |
|
return self._evaluate(x) |
|
|
|
if (not all_lower) and (der > self.n): |
|
return np.zeros((len(x), self.r), dtype=self.dtype) |
|
|
|
if der is None: |
|
der = self.n |
|
|
|
if all_lower and (x.size == 0 or self.r == 0): |
|
return np.zeros((der, len(x), self.r), dtype=self.dtype) |
|
|
|
if self._diff_cij is None: |
|
|
|
c = self.xi[:, np.newaxis] - self.xi |
|
|
|
|
|
np.fill_diagonal(c, 1) |
|
|
|
|
|
c = self.wi/ (c * self.wi[..., np.newaxis]) |
|
|
|
|
|
np.fill_diagonal(c, 0) |
|
|
|
|
|
|
|
d = -c.sum(axis=1) |
|
|
|
np.fill_diagonal(c, d) |
|
|
|
self._diff_cij = c |
|
|
|
if self._diff_baryint is None: |
|
|
|
|
|
|
|
self._diff_baryint = BarycentricInterpolator(xi=self.xi, |
|
yi=self._diff_cij @ self.yi, |
|
wi=self.wi) |
|
self._diff_baryint._diff_cij = self._diff_cij |
|
|
|
if all_lower: |
|
|
|
|
|
cn = np.zeros((der, len(x), self.r), dtype=self.dtype) |
|
for d in range(der): |
|
cn[d, :, :] = self._evaluate_derivatives(x, d+1, all_lower=False) |
|
return cn |
|
|
|
|
|
return self._diff_baryint._evaluate_derivatives(x, der-1, all_lower=False) |
|
|
|
|
|
def barycentric_interpolate(xi, yi, x, axis=0, *, der=0, rng=None): |
|
""" |
|
Convenience function for polynomial interpolation. |
|
|
|
Constructs a polynomial that passes through a given set of points, |
|
then evaluates the polynomial. For reasons of numerical stability, |
|
this function does not compute the coefficients of the polynomial. |
|
|
|
This function uses a "barycentric interpolation" method that treats |
|
the problem as a special case of rational function interpolation. |
|
This algorithm is quite stable, numerically, but even in a world of |
|
exact computation, unless the `x` coordinates are chosen very |
|
carefully - Chebyshev zeros (e.g., cos(i*pi/n)) are a good choice - |
|
polynomial interpolation itself is a very ill-conditioned process |
|
due to the Runge phenomenon. |
|
|
|
Parameters |
|
---------- |
|
xi : array_like |
|
1-D array of x coordinates of the points the polynomial should |
|
pass through |
|
yi : array_like |
|
The y coordinates of the points the polynomial should pass through. |
|
x : scalar or array_like |
|
Point or points at which to evaluate the interpolant. |
|
axis : int, optional |
|
Axis in the `yi` array corresponding to the x-coordinate values. |
|
der : int or list or None, optional |
|
How many derivatives to evaluate, or None for all potentially |
|
nonzero derivatives (that is, a number equal to the number |
|
of points), or a list of derivatives to evaluate. This number |
|
includes the function value as the '0th' derivative. |
|
rng : `numpy.random.Generator`, optional |
|
Pseudorandom number generator state. When `rng` is None, a new |
|
`numpy.random.Generator` is created using entropy from the |
|
operating system. Types other than `numpy.random.Generator` are |
|
passed to `numpy.random.default_rng` to instantiate a ``Generator``. |
|
|
|
Returns |
|
------- |
|
y : scalar or array_like |
|
Interpolated values. Shape is determined by replacing |
|
the interpolation axis in the original array with the shape of `x`. |
|
|
|
See Also |
|
-------- |
|
BarycentricInterpolator : Barycentric interpolator |
|
|
|
Notes |
|
----- |
|
Construction of the interpolation weights is a relatively slow process. |
|
If you want to call this many times with the same xi (but possibly |
|
varying yi or x) you should use the class `BarycentricInterpolator`. |
|
This is what this function uses internally. |
|
|
|
Examples |
|
-------- |
|
We can interpolate 2D observed data using barycentric interpolation: |
|
|
|
>>> import numpy as np |
|
>>> import matplotlib.pyplot as plt |
|
>>> from scipy.interpolate import barycentric_interpolate |
|
>>> x_observed = np.linspace(0.0, 10.0, 11) |
|
>>> y_observed = np.sin(x_observed) |
|
>>> x = np.linspace(min(x_observed), max(x_observed), num=100) |
|
>>> y = barycentric_interpolate(x_observed, y_observed, x) |
|
>>> plt.plot(x_observed, y_observed, "o", label="observation") |
|
>>> plt.plot(x, y, label="barycentric interpolation") |
|
>>> plt.legend() |
|
>>> plt.show() |
|
|
|
""" |
|
P = BarycentricInterpolator(xi, yi, axis=axis, rng=rng) |
|
if der == 0: |
|
return P(x) |
|
elif _isscalar(der): |
|
return P.derivative(x, der=der) |
|
else: |
|
return P.derivatives(x, der=np.amax(der)+1)[der] |
|
|