""" Classes for interpolating values. """ from __future__ import division, print_function, absolute_import __all__ = ['interp1d', 'interp2d', 'spline', 'spleval', 'splmake', 'spltopp', 'ppform', 'lagrange', 'PPoly', 'BPoly', 'RegularGridInterpolator', 'interpn'] import itertools from numpy import shape, sometrue, array, transpose, searchsorted, \ ones, logical_or, atleast_1d, atleast_2d, ravel, \ dot, poly1d, asarray, intp import numpy as np import scipy.special as spec from scipy.misc import comb import math import warnings import functools import operator from scipy.lib.six import xrange, integer_types from . import fitpack from . import dfitpack from . import _fitpack from .polyint import _Interpolator1D from . import _ppoly from .fitpack2 import RectBivariateSpline from .interpnd import _ndim_coords_from_arrays def reduce_sometrue(a): all = a while len(shape(all)) > 1: all = sometrue(all, axis=0) return all def prod(x): """Product of a list of numbers; ~40x faster vs np.prod for Python tuples""" if len(x) == 0: return 1 return functools.reduce(operator.mul, x) def lagrange(x, w): """ Return a Lagrange interpolating polynomial. Given two 1-D arrays `x` and `w,` returns the Lagrange interpolating polynomial through the points ``(x, w)``. Warning: This implementation is numerically unstable. Do not expect to be able to use more than about 20 points even if they are chosen optimally. Parameters ---------- x : array_like `x` represents the x-coordinates of a set of datapoints. w : array_like `w` represents the y-coordinates of a set of datapoints, i.e. f(`x`). Returns ------- lagrange : numpy.poly1d instance The Lagrange interpolating polynomial. """ M = len(x) p = poly1d(0.0) for j in xrange(M): pt = poly1d(w[j]) for k in xrange(M): if k == j: continue fac = x[j]-x[k] pt *= poly1d([1.0, -x[k]])/fac p += pt return p # !! Need to find argument for keeping initialize. If it isn't # !! found, get rid of it! class interp2d(object): """ interp2d(x, y, z, kind='linear', copy=True, bounds_error=False, fill_value=nan) Interpolate over a 2-D grid. `x`, `y` and `z` are arrays of values used to approximate some function f: ``z = f(x, y)``. This class returns a function whose call method uses spline interpolation to find the value of new points. If `x` and `y` represent a regular grid, consider using RectBivariateSpline. Methods ------- __call__ Parameters ---------- x, y : array_like Arrays defining the data point coordinates. If the points lie on a regular grid, `x` can specify the column coordinates and `y` the row coordinates, for example:: >>> x = [0,1,2]; y = [0,3]; z = [[1,2,3], [4,5,6]] Otherwise, `x` and `y` must specify the full coordinates for each point, for example:: >>> x = [0,1,2,0,1,2]; y = [0,0,0,3,3,3]; z = [1,2,3,4,5,6] If `x` and `y` are multi-dimensional, they are flattened before use. z : array_like The values of the function to interpolate at the data points. If `z` is a multi-dimensional array, it is flattened before use. The length of a flattened `z` array is either len(`x`)*len(`y`) if `x` and `y` specify the column and row coordinates or ``len(z) == len(x) == len(y)`` if `x` and `y` specify coordinates for each point. kind : {'linear', 'cubic', 'quintic'}, optional The kind of spline interpolation to use. Default is 'linear'. copy : bool, optional If True, the class makes internal copies of x, y and z. If False, references may be used. The default is to copy. bounds_error : bool, optional If True, when interpolated values are requested outside of the domain of the input data (x,y), a ValueError is raised. If False, then `fill_value` is used. fill_value : number, optional If provided, the value to use for points outside of the interpolation domain. If omitted (None), values outside the domain are extrapolated. Returns ------- values_x : ndarray, shape xi.shape[:-1] + values.shape[ndim:] Interpolated values at input coordinates. See Also -------- RectBivariateSpline : Much faster 2D interpolation if your input data is on a grid bisplrep, bisplev : Spline interpolation based on FITPACK BivariateSpline : a more recent wrapper of the FITPACK routines interp1d : one dimension version of this function Notes ----- The minimum number of data points required along the interpolation axis is ``(k+1)**2``, with k=1 for linear, k=3 for cubic and k=5 for quintic interpolation. The interpolator is constructed by `bisplrep`, with a smoothing factor of 0. If more control over smoothing is needed, `bisplrep` should be used directly. Examples -------- Construct a 2-D grid and interpolate on it: >>> from scipy import interpolate >>> x = np.arange(-5.01, 5.01, 0.25) >>> y = np.arange(-5.01, 5.01, 0.25) >>> xx, yy = np.meshgrid(x, y) >>> z = np.sin(xx**2+yy**2) >>> f = interpolate.interp2d(x, y, z, kind='cubic') Now use the obtained interpolation function and plot the result: >>> xnew = np.arange(-5.01, 5.01, 1e-2) >>> ynew = np.arange(-5.01, 5.01, 1e-2) >>> znew = f(xnew, ynew) >>> plt.plot(x, z[0, :], 'ro-', xnew, znew[0, :], 'b-') >>> plt.show() """ def __init__(self, x, y, z, kind='linear', copy=True, bounds_error=False, fill_value=None): x = ravel(x) y = ravel(y) z = asarray(z) rectangular_grid = (z.size == len(x) * len(y)) if rectangular_grid: if not np.all(x[1:] >= x[:-1]): j = np.argsort(x) x = x[j] z = z[:, j] if not np.all(y[1:] >= y[:-1]): j = np.argsort(y) y = y[j] z = z[j, :] z = ravel(z.T) else: z = ravel(z) if len(x) != len(y): raise ValueError( "x and y must have equal lengths for non rectangular grid") if len(z) != len(x): raise ValueError( "Invalid length for input z for non rectangular grid") try: kx = ky = {'linear': 1, 'cubic': 3, 'quintic': 5}[kind] except KeyError: raise ValueError("Unsupported interpolation type.") if not rectangular_grid: # TODO: surfit is really not meant for interpolation! self.tck = fitpack.bisplrep(x, y, z, kx=kx, ky=ky, s=0.0) else: nx, tx, ny, ty, c, fp, ier = dfitpack.regrid_smth( x, y, z, None, None, None, None, kx=kx, ky=ky, s=0.0) self.tck = (tx[:nx], ty[:ny], c[:(nx - kx - 1) * (ny - ky - 1)], kx, ky) self.bounds_error = bounds_error self.fill_value = fill_value self.x, self.y, self.z = [array(a, copy=copy) for a in (x, y, z)] self.x_min, self.x_max = np.amin(x), np.amax(x) self.y_min, self.y_max = np.amin(y), np.amax(y) def __call__(self, x, y, dx=0, dy=0): """Interpolate the function. Parameters ---------- x : 1D array x-coordinates of the mesh on which to interpolate. y : 1D array y-coordinates of the mesh on which to interpolate. dx : int >= 0, < kx Order of partial derivatives in x. dy : int >= 0, < ky Order of partial derivatives in y. Returns ------- z : 2D array with shape (len(y), len(x)) The interpolated values. """ x = atleast_1d(x) y = atleast_1d(y) if x.ndim != 1 or y.ndim != 1: raise ValueError("x and y should both be 1-D arrays") if self.bounds_error or self.fill_value is not None: out_of_bounds_x = (x < self.x_min) | (x > self.x_max) out_of_bounds_y = (y < self.y_min) | (y > self.y_max) any_out_of_bounds_x = np.any(out_of_bounds_x) any_out_of_bounds_y = np.any(out_of_bounds_y) if self.bounds_error and (any_out_of_bounds_x or any_out_of_bounds_y): raise ValueError("Values out of range; x must be in %r, y in %r" % ((self.x_min, self.x_max), (self.y_min, self.y_max))) z = fitpack.bisplev(x, y, self.tck, dx, dy) z = atleast_2d(z) z = transpose(z) if self.fill_value is not None: if any_out_of_bounds_x: z[:, out_of_bounds_x] = self.fill_value if any_out_of_bounds_y: z[out_of_bounds_y, :] = self.fill_value if len(z) == 1: z = z[0] return array(z) class interp1d(_Interpolator1D): """ interp1d(x, y, kind='linear', axis=-1, copy=True, bounds_error=True, fill_value=np.nan, assume_sorted=False) Interpolate a 1-D function. `x` and `y` are arrays of values used to approximate some function f: ``y = f(x)``. This class returns a function whose call method uses interpolation to find the value of new points. Parameters ---------- x : (N,) array_like A 1-D array of real values. y : (...,N,...) array_like A N-D array of real values. The length of `y` along the interpolation axis must be equal to the length of `x`. kind : str or int, optional Specifies the kind of interpolation as a string ('linear', 'nearest', 'zero', 'slinear', 'quadratic, 'cubic' where 'slinear', 'quadratic' and 'cubic' refer to a spline interpolation of first, second or third order) or as an integer specifying the order of the spline interpolator to use. Default is 'linear'. axis : int, optional Specifies the axis of `y` along which to interpolate. Interpolation defaults to the last axis of `y`. copy : bool, optional If True, the class makes internal copies of x and y. If False, references to `x` and `y` are used. The default is to copy. bounds_error : bool, optional If True, a ValueError is raised any time interpolation is attempted on a value outside of the range of x (where extrapolation is necessary). If False, out of bounds values are assigned `fill_value`. By default, an error is raised. fill_value : float, optional If provided, then this value will be used to fill in for requested points outside of the data range. If not provided, then the default is NaN. assume_sorted : bool, optional If False, values of `x` can be in any order and they are sorted first. If True, `x` has to be an array of monotonically increasing values. See Also -------- UnivariateSpline : A more recent wrapper of the FITPACK routines. splrep, splev Spline interpolation based on FITPACK. interp2d Examples -------- >>> from scipy import interpolate >>> x = np.arange(0, 10) >>> y = np.exp(-x/3.0) >>> f = interpolate.interp1d(x, y) >>> xnew = np.arange(0,9, 0.1) >>> ynew = f(xnew) # use interpolation function returned by `interp1d` >>> plt.plot(x, y, 'o', xnew, ynew, '-') >>> plt.show() """ def __init__(self, x, y, kind='linear', axis=-1, copy=True, bounds_error=True, fill_value=np.nan, assume_sorted=False): """ Initialize a 1D linear interpolation class.""" _Interpolator1D.__init__(self, x, y, axis=axis) self.copy = copy self.bounds_error = bounds_error self.fill_value = fill_value if kind in ['zero', 'slinear', 'quadratic', 'cubic']: order = {'nearest': 0, 'zero': 0,'slinear': 1, 'quadratic': 2, 'cubic': 3}[kind] kind = 'spline' elif isinstance(kind, int): order = kind kind = 'spline' elif kind not in ('linear', 'nearest'): raise NotImplementedError("%s is unsupported: Use fitpack " "routines for other types." % kind) x = array(x, copy=self.copy) y = array(y, copy=self.copy) if not assume_sorted: ind = np.argsort(x) x = x[ind] y = np.take(y, ind, axis=axis) if x.ndim != 1: raise ValueError("the x array must have exactly one dimension.") if y.ndim == 0: raise ValueError("the y array must have at least one dimension.") # Force-cast y to a floating-point type, if it's not yet one if not issubclass(y.dtype.type, np.inexact): y = y.astype(np.float_) # Backward compatibility self.axis = axis % y.ndim # Interpolation goes internally along the first axis self.y = y y = self._reshape_yi(y) # Adjust to interpolation kind; store reference to *unbound* # interpolation methods, in order to avoid circular references to self # stored in the bound instance methods, and therefore delayed garbage # collection. See: http://docs.python.org/2/reference/datamodel.html if kind in ('linear', 'nearest'): # Make a "view" of the y array that is rotated to the interpolation # axis. minval = 2 if kind == 'nearest': self.x_bds = (x[1:] + x[:-1]) / 2.0 self._call = self.__class__._call_nearest else: self._call = self.__class__._call_linear else: minval = order + 1 self._spline = splmake(x, y, order=order) self._call = self.__class__._call_spline if len(x) < minval: raise ValueError("x and y arrays must have at " "least %d entries" % minval) self._kind = kind self.x = x self._y = y def _call_linear(self, x_new): # 2. Find where in the orignal data, the values to interpolate # would be inserted. # Note: If x_new[n] == x[m], then m is returned by searchsorted. x_new_indices = searchsorted(self.x, x_new) # 3. Clip x_new_indices so that they are within the range of # self.x indices and at least 1. Removes mis-interpolation # of x_new[n] = x[0] x_new_indices = x_new_indices.clip(1, len(self.x)-1).astype(int) # 4. Calculate the slope of regions that each x_new value falls in. lo = x_new_indices - 1 hi = x_new_indices x_lo = self.x[lo] x_hi = self.x[hi] y_lo = self._y[lo] y_hi = self._y[hi] # Note that the following two expressions rely on the specifics of the # broadcasting semantics. slope = (y_hi - y_lo) / (x_hi - x_lo)[:, None] # 5. Calculate the actual value for each entry in x_new. y_new = slope*(x_new - x_lo)[:, None] + y_lo return y_new def _call_nearest(self, x_new): """ Find nearest neighbour interpolated y_new = f(x_new).""" # 2. Find where in the averaged data the values to interpolate # would be inserted. # Note: use side='left' (right) to searchsorted() to define the # halfway point to be nearest to the left (right) neighbour x_new_indices = searchsorted(self.x_bds, x_new, side='left') # 3. Clip x_new_indices so that they are within the range of x indices. x_new_indices = x_new_indices.clip(0, len(self.x)-1).astype(intp) # 4. Calculate the actual value for each entry in x_new. y_new = self._y[x_new_indices] return y_new def _call_spline(self, x_new): return spleval(self._spline, x_new) def _evaluate(self, x_new): # 1. Handle values in x_new that are outside of x. Throw error, # or return a list of mask array indicating the outofbounds values. # The behavior is set by the bounds_error variable. x_new = asarray(x_new) out_of_bounds = self._check_bounds(x_new) y_new = self._call(self, x_new) if len(y_new) > 0: y_new[out_of_bounds] = self.fill_value return y_new def _check_bounds(self, x_new): """Check the inputs for being in the bounds of the interpolated data. Parameters ---------- x_new : array Returns ------- out_of_bounds : bool array The mask on x_new of values that are out of the bounds. """ # If self.bounds_error is True, we raise an error if any x_new values # fall outside the range of x. Otherwise, we return an array indicating # which values are outside the boundary region. below_bounds = x_new < self.x[0] above_bounds = x_new > self.x[-1] # !! Could provide more information about which values are out of bounds if self.bounds_error and below_bounds.any(): raise ValueError("A value in x_new is below the interpolation " "range.") if self.bounds_error and above_bounds.any(): raise ValueError("A value in x_new is above the interpolation " "range.") # !! Should we emit a warning if some values are out of bounds? # !! matlab does not. out_of_bounds = logical_or(below_bounds, above_bounds) return out_of_bounds class _PPolyBase(object): """ Base class for piecewise polynomials. """ __slots__ = ('c', 'x', 'extrapolate') def __init__(self, c, x, extrapolate=None): self.c = np.asarray(c) self.x = np.ascontiguousarray(x, dtype=np.float64) if extrapolate is None: extrapolate = True self.extrapolate = bool(extrapolate) if self.x.ndim != 1: raise ValueError("x must be 1-dimensional") if self.x.size < 2: raise ValueError("at least 2 breakpoints are needed") if self.c.ndim < 2: raise ValueError("c must have at least 2 dimensions") if self.c.shape[0] == 0: raise ValueError("polynomial must be at least of order 0") if self.c.shape[1] != self.x.size-1: raise ValueError("number of coefficients != len(x)-1") if np.any(self.x[1:] - self.x[:-1] < 0): raise ValueError("x-coordinates are not in increasing order") dtype = self._get_dtype(self.c.dtype) self.c = np.ascontiguousarray(self.c, dtype=dtype) def _get_dtype(self, dtype): if np.issubdtype(dtype, np.complexfloating) \ or np.issubdtype(self.c.dtype, np.complexfloating): return np.complex_ else: return np.float_ @classmethod def construct_fast(cls, c, x, extrapolate=None): """ Construct the piecewise polynomial without making checks. Takes the same parameters as the constructor. Input arguments `c` and `x` must be arrays of the correct shape and type. The `c` array can only be of dtypes float and complex, and `x` array must have dtype float. """ self = object.__new__(cls) self.c = c self.x = x if extrapolate is None: extrapolate = True self.extrapolate = extrapolate return self def _ensure_c_contiguous(self): """ c and x may be modified by the user. The Cython code expects that they are C contiguous. """ if not self.x.flags.c_contiguous: self.x = self.x.copy() if not self.c.flags.c_contiguous: self.c = self.c.copy() def extend(self, c, x, right=True): """ Add additional breakpoints and coefficients to the polynomial. Parameters ---------- c : ndarray, size (k, m, ...) Additional coefficients for polynomials in intervals ``self.x[-1] <= x < x_right[0]``, ``x_right[0] <= x < x_right[1]``, ..., ``x_right[m-2] <= x < x_right[m-1]`` x : ndarray, size (m,) Additional breakpoints. Must be sorted and either to the right or to the left of the current breakpoints. right : bool, optional Whether the new intervals are to the right or to the left of the current intervals. """ c = np.asarray(c) x = np.asarray(x) if c.ndim < 2: raise ValueError("invalid dimensions for c") if x.ndim != 1: raise ValueError("invalid dimensions for x") if x.shape[0] != c.shape[1]: raise ValueError("x and c have incompatible sizes") if c.shape[2:] != self.c.shape[2:] or c.ndim != self.c.ndim: raise ValueError("c and self.c have incompatible shapes") if right: if x[0] < self.x[-1]: raise ValueError("new x are not to the right of current ones") else: if x[-1] > self.x[0]: raise ValueError("new x are not to the left of current ones") if c.size == 0: return dtype = self._get_dtype(c.dtype) k2 = max(c.shape[0], self.c.shape[0]) c2 = np.zeros((k2, self.c.shape[1] + c.shape[1]) + self.c.shape[2:], dtype=dtype) if right: c2[k2-self.c.shape[0]:, :self.c.shape[1]] = self.c c2[k2-c.shape[0]:, self.c.shape[1]:] = c self.x = np.r_[self.x, x] else: c2[k2-self.c.shape[0]:, :c.shape[1]] = c c2[k2-c.shape[0]:, c.shape[1]:] = self.c self.x = np.r_[x, self.x] self.c = c2 def __call__(self, x, nu=0, extrapolate=None): """ Evaluate the piecewise polynomial or its derivative Parameters ---------- x : array-like Points to evaluate the interpolant at. nu : int, optional Order of derivative to evaluate. Must be non-negative. extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Returns ------- y : array-like Interpolated values. Shape is determined by replacing the interpolation axis in the original array with the shape of x. Notes ----- Derivatives are evaluated piecewise for each polynomial segment, even if the polynomial is not differentiable at the breakpoints. The polynomial intervals are considered half-open, ``[a, b)``, except for the last interval which is closed ``[a, b]``. """ if extrapolate is None: extrapolate = self.extrapolate x = np.asarray(x) x_shape = x.shape x = np.ascontiguousarray(x.ravel(), dtype=np.float_) out = np.empty((len(x), prod(self.c.shape[2:])), dtype=self.c.dtype) self._ensure_c_contiguous() self._evaluate(x, nu, extrapolate, out) return out.reshape(x_shape + self.c.shape[2:]) class PPoly(_PPolyBase): """ Piecewise polynomial in terms of coefficients and breakpoints The polynomial in the ith interval is ``x[i] <= xp < x[i+1]``:: S = sum(c[m, i] * (xp - x[i])**(k-m) for m in range(k+1)) where ``k`` is the degree of the polynomial. This representation is the local power basis. Parameters ---------- c : ndarray, shape (k, m, ...) Polynomial coefficients, order `k` and `m` intervals x : ndarray, shape (m+1,) Polynomial breakpoints. These must be sorted in increasing order. extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. Attributes ---------- x : ndarray Breakpoints. c : ndarray Coefficients of the polynomials. They are reshaped to a 3-dimensional array with the last dimension representing the trailing dimensions of the original coefficient array. Methods ------- __call__ derivative antiderivative integrate roots extend from_spline from_bernstein_basis construct_fast See also -------- BPoly : piecewise polynomials in the Bernstein basis Notes ----- High-order polynomials in the power basis can be numerically unstable. Precision problems can start to appear for orders larger than 20-30. """ def _evaluate(self, x, nu, extrapolate, out): _ppoly.evaluate(self.c.reshape(self.c.shape[0], self.c.shape[1], -1), self.x, x, nu, bool(extrapolate), out) def derivative(self, nu=1): """ Construct a new piecewise polynomial representing the derivative. Parameters ---------- n : int, optional Order of derivative to evaluate. (Default: 1) If negative, the antiderivative is returned. Returns ------- pp : PPoly Piecewise polynomial of order k2 = k - n representing the derivative of this polynomial. Notes ----- Derivatives are evaluated piecewise for each polynomial segment, even if the polynomial is not differentiable at the breakpoints. The polynomial intervals are considered half-open, ``[a, b)``, except for the last interval which is closed ``[a, b]``. """ if nu < 0: return self.antiderivative(-nu) # reduce order if nu == 0: c2 = self.c.copy() else: c2 = self.c[:-nu,:].copy() if c2.shape[0] == 0: # derivative of order 0 is zero c2 = np.zeros((1,) + c2.shape[1:], dtype=c2.dtype) # multiply by the correct rising factorials factor = spec.poch(np.arange(c2.shape[0], 0, -1), nu) c2 *= factor[(slice(None),) + (None,)*(c2.ndim-1)] # construct a compatible polynomial return self.construct_fast(c2, self.x, self.extrapolate) def antiderivative(self, nu=1): """ Construct a new piecewise polynomial representing the antiderivative. Antiderivativative is also the indefinite integral of the function, and derivative is its inverse operation. Parameters ---------- n : int, optional Order of antiderivative to evaluate. (Default: 1) If negative, the derivative is returned. Returns ------- pp : PPoly Piecewise polynomial of order k2 = k + n representing the antiderivative of this polynomial. Notes ----- The antiderivative returned by this function is continuous and continuously differentiable to order n-1, up to floating point rounding error. """ if nu <= 0: return self.derivative(-nu) c = np.zeros((self.c.shape[0] + nu, self.c.shape[1]) + self.c.shape[2:], dtype=self.c.dtype) c[:-nu] = self.c # divide by the correct rising factorials factor = spec.poch(np.arange(self.c.shape[0], 0, -1), nu) c[:-nu] /= factor[(slice(None),) + (None,)*(c.ndim-1)] # fix continuity of added degrees of freedom self._ensure_c_contiguous() _ppoly.fix_continuity(c.reshape(c.shape[0], c.shape[1], -1), self.x, nu) # construct a compatible polynomial return self.construct_fast(c, self.x, self.extrapolate) def integrate(self, a, b, extrapolate=None): """ Compute a definite integral over a piecewise polynomial. Parameters ---------- a : float Lower integration bound b : float Upper integration bound extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Returns ------- ig : array_like Definite integral of the piecewise polynomial over [a, b] """ if extrapolate is None: extrapolate = self.extrapolate # Swap integration bounds if needed sign = 1 if b < a: a, b = b, a sign = -1 # Compute the integral range_int = np.empty((prod(self.c.shape[2:]),), dtype=self.c.dtype) self._ensure_c_contiguous() _ppoly.integrate(self.c.reshape(self.c.shape[0], self.c.shape[1], -1), self.x, a, b, bool(extrapolate), out=range_int) # Return range_int *= sign return range_int.reshape(self.c.shape[2:]) def roots(self, discontinuity=True, extrapolate=None): """ Find real roots of the piecewise polynomial. Parameters ---------- discontinuity : bool, optional Whether to report sign changes across discontinuities at breakpoints as roots. extrapolate : bool, optional Whether to return roots from the polynomial extrapolated based on first and last intervals. Returns ------- roots : ndarray Roots of the polynomial(s). If the PPoly object describes multiple polynomials, the return value is an object array whose each element is an ndarray containing the roots. Notes ----- This routine works only on real-valued polynomials. If the piecewise polynomial contains sections that are identically zero, the root list will contain the start point of the corresponding interval, followed by a ``nan`` value. If the polynomial is discontinuous across a breakpoint, and there is a sign change across the breakpoint, this is reported if the `discont` parameter is True. Examples -------- Finding roots of ``[x**2 - 1, (x - 1)**2]`` defined on intervals ``[-2, 1], [1, 2]``: >>> from scipy.interpolate import PPoly >>> pp = PPoly(np.array([[1, 0, -1], [1, 0, 0]]).T, [-2, 1, 2]) >>> pp.roots() array([-1., 1.]) """ if extrapolate is None: extrapolate = self.extrapolate self._ensure_c_contiguous() if np.issubdtype(self.c.dtype, np.complexfloating): raise ValueError("Root finding is only for " "real-valued polynomials") r = _ppoly.real_roots(self.c.reshape(self.c.shape[0], self.c.shape[1], -1), self.x, bool(discontinuity), bool(extrapolate)) if self.c.ndim == 2: return r[0] else: r2 = np.empty(prod(self.c.shape[2:]), dtype=object) # this for-loop is equivalent to ``r2[...] = r``, but that's broken # in numpy 1.6.0 for ii, root in enumerate(r): r2[ii] = root return r2.reshape(self.c.shape[2:]) @classmethod def from_spline(cls, tck, extrapolate=None): """ Construct a piecewise polynomial from a spline Parameters ---------- tck A spline, as returned by `splrep` extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. """ t, c, k = tck cvals = np.empty((k + 1, len(t)-1), dtype=c.dtype) for m in xrange(k, -1, -1): y = fitpack.splev(t[:-1], tck, der=m) cvals[k - m, :] = y/spec.gamma(m+1) return cls.construct_fast(cvals, t, extrapolate) @classmethod def from_bernstein_basis(cls, bp, extrapolate=None): """ Construct a piecewise polynomial in the power basis from a polynomial in Bernstein basis. Parameters ---------- bp : BPoly A Bernstein basis polynomial, as created by BPoly extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. """ dx = np.diff(bp.x) k = bp.c.shape[0] - 1 # polynomial order rest = (None,)*(bp.c.ndim-2) c = np.zeros_like(bp.c) for a in range(k+1): factor = (-1)**(a) * comb(k, a) * bp.c[a] for s in range(a, k+1): val = comb(k-a, s-a) * (-1)**s c[k-s] += factor * val / dx[(slice(None),)+rest]**s if extrapolate is None: extrapolate = bp.extrapolate return cls.construct_fast(c, bp.x, extrapolate) class BPoly(_PPolyBase): """ Piecewise polynomial in terms of coefficients and breakpoints The polynomial in the ``i``-th interval ``x[i] <= xp < x[i+1]`` is written in the Bernstein polynomial basis:: S = sum(c[a, i] * b(a, k; x) for a in range(k+1)) where ``k`` is the degree of the polynomial, and:: b(a, k; x) = comb(k, a) * t**k * (1 - t)**(k - a) with ``t = (x - x[i]) / (x[i+1] - x[i])``. Parameters ---------- c : ndarray, shape (k, m, ...) Polynomial coefficients, order `k` and `m` intervals x : ndarray, shape (m+1,) Polynomial breakpoints. These must be sorted in increasing order. extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. Attributes ---------- x : ndarray Breakpoints. c : ndarray Coefficients of the polynomials. They are reshaped to a 3-dimensional array with the last dimension representing the trailing dimensions of the original coefficient array. Methods ------- __call__ extend derivative construct_fast from_power_basis from_derivatives See also -------- PPoly : piecewise polynomials in the power basis Notes ----- Properties of Bernstein polynomials are well documented in the literature. Here's a non-exhaustive list: .. [1] http://en.wikipedia.org/wiki/Bernstein_polynomial .. [2] Kenneth I. Joy, Bernstein polynomials, http://www.idav.ucdavis.edu/education/CAGDNotes/Bernstein-Polynomials.pdf .. [3] E. H. Doha, A. H. Bhrawy, and M. A. Saker, Boundary Value Problems, vol 2011, article ID 829546, doi:10.1155/2011/829543 Examples -------- >>> x = [0, 1] >>> c = [[1], [2], [3]] >>> bp = BPoly(c, x) This creates a 2nd order polynomial .. math:: B(x) = 1 \\times b_{0, 2}(x) + 2 \\times b_{1, 2}(x) + 3 \\times b_{2, 2}(x) \\\\ = 1 \\times (1-x)^2 + 2 \\times 2 x (1 - x) + 3 \\times x^2 """ def _evaluate(self, x, nu, extrapolate, out): _ppoly.evaluate_bernstein( self.c.reshape(self.c.shape[0], self.c.shape[1], -1), self.x, x, nu, bool(extrapolate), out, self.c.dtype) def derivative(self, nu=1): """ Construct a new piecewise polynomial representing the derivative. Parameters ---------- nu : int, optional Order of derivative to evaluate. (Default: 1) If negative, the antiderivative is returned. Returns ------- bp : BPoly Piecewise polynomial of order k2 = k - nu representing the derivative of this polynomial. """ if nu < 0: raise NotImplementedError('Antiderivative not implemented.') if nu > 1: bp = self for k in range(nu): bp = bp.derivative() return bp # reduce order if nu == 0: c2 = self.c.copy() else: # For a polynomial # B(x) = \sum_{a=0}^{k} c_a b_{a, k}(x), # we use the fact that # b'_{a, k} = k ( b_{a-1, k-1} - b_{a, k-1} ), # which leads to # B'(x) = \sum_{a=0}^{k-1} (c_{a+1} - c_a) b_{a, k-1} # # finally, for an interval [y, y + dy] with dy != 1, # we need to correct for an extra power of dy rest = (None,)*(self.c.ndim-2) k = self.c.shape[0] - 1 dx = np.diff(self.x)[(None, slice(None))+rest] c2 = k * np.diff(self.c, axis=0) / dx if c2.shape[0] == 0: # derivative of order 0 is zero c2 = np.zeros((1,) + c2.shape[1:], dtype=c2.dtype) # construct a compatible polynomial return self.construct_fast(c2, self.x, self.extrapolate) def extend(self, c, x, right=True): k = max(self.c.shape[0], c.shape[0]) self.c = self._raise_degree(self.c, k - self.c.shape[0]) c = self._raise_degree(c, k - c.shape[0]) return _PPolyBase.extend(self, c, x, right) extend.__doc__ = _PPolyBase.extend.__doc__ @classmethod def from_power_basis(cls, pp, extrapolate=None): """ Construct a piecewise polynomial in Bernstein basis from a power basis polynomial. Parameters ---------- pp : PPoly A piecewise polynomial in the power basis extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. """ dx = np.diff(pp.x) k = pp.c.shape[0] - 1 # polynomial order rest = (None,)*(pp.c.ndim-2) c = np.zeros_like(pp.c) for a in range(k+1): factor = pp.c[a] / comb(k, k-a) * dx[(slice(None),)+rest]**(k-a) for j in range(k-a, k+1): c[j] += factor * comb(j, k-a) if extrapolate is None: extrapolate = pp.extrapolate return cls.construct_fast(c, pp.x, extrapolate) @classmethod def from_derivatives(cls, xi, yi, orders=None, extrapolate=None): """Construct a piecewise polynomial in the Bernstein basis, compatible with the specified values and derivatives at breakpoints. Parameters ---------- xi : array_like sorted 1D array of x-coordinates yi : array_like or list of array-likes ``yi[i][j]`` is the ``j``-th derivative known at ``xi[i]`` orders : None or int or array_like of ints. Default: None. Specifies the degree of local polynomials. If not None, some derivatives are ignored. extrapolate : bool, optional Whether to extrapolate to ouf-of-bounds points based on first and last intervals, or to return NaNs. Default: True. Notes ----- If ``k`` derivatives are specified at a breakpoint ``x``, the constructed polynomial is exactly ``k`` times continuously differentiable at ``x``, unless the ``order`` is provided explicitly. In the latter case, the smoothness of the polynomial at the breakpoint is controlled by the ``order``. Deduces the number of derivatives to match at each end from ``order`` and the number of derivatives available. If possible it uses the same number of derivatives from each end; if the number is odd it tries to take the extra one from y2. In any case if not enough derivatives are available at one end or another it draws enough to make up the total from the other end. If the order is too high and not enough derivatives are available, an exception is raised. Examples -------- >>> BPoly.from_derivatives([0, 1], [[1, 2], [3, 4]]) Creates a polynomial `f(x)` of degree 3, defined on `[0, 1]` such that `f(0) = 1, df/dx(0) = 2, f(1) = 3, df/dx(1) = 4` >>> BPoly.from_derivatives([0, 1, 2], [[0, 1], [0], [2]]) Creates a piecewise polynomial `f(x)`, such that `f(0) = f(1) = 0`, `f(2) = 2`, and `df/dx(0) = 1`. Based on the number of derivatives provided, the order of the local polynomials is 2 on `[0, 1]` and 1 on `[1, 2]`. Notice that no restriction is imposed on the derivatives at `x = 1` and `x = 2`. Indeed, the explicit form of the polynomial is:: f(x) = | x * (1 - x), 0 <= x < 1 | 2 * (x - 1), 1 <= x <= 2 So that f'(1-0) = -1 and f'(1+0) = 2 """ xi = np.asarray(xi) if len(xi) != len(yi): raise ValueError("xi and yi need to have the same length") if np.any(xi[1:] - xi[:1] <= 0): raise ValueError("x coordinates are not in increasing order") # number of intervals m = len(xi) - 1 # global poly order is k-1, local orders are <=k and can vary try: k = max(len(yi[i]) + len(yi[i+1]) for i in range(m)) except TypeError: raise ValueError("Using a 1D array for y? Please .reshape(-1, 1).") if orders is None: orders = [None] * m else: if isinstance(orders, integer_types): orders = [orders] * m k = max(k, max(orders)) if any(o <= 0 for o in orders): raise ValueError("Orders must be positive.") c = [] for i in range(m): y1, y2 = yi[i], yi[i+1] if orders[i] is None: n1, n2 = len(y1), len(y2) else: n = orders[i]+1 n1 = min(n//2, len(y1)) n2 = min(n - n1, len(y2)) n1 = min(n - n2, len(y2)) if n1+n2 != n: raise ValueError("Point %g has %d derivatives, point %g" " has %d derivatives, but order %d requested" % (xi[i], len(y1), xi[i+1], len(y2), orders[i])) if not (n1 <= len(y1) and n2 <= len(y2)): raise ValueError("`order` input incompatible with" " length y1 or y2.") b = BPoly._construct_from_derivatives(xi[i], xi[i+1], y1[:n1], y2[:n2]) if len(b) < k: b = BPoly._raise_degree(b, k - len(b)) c.append(b) c = np.asarray(c) return cls(c.swapaxes(0, 1), xi, extrapolate) @staticmethod def _construct_from_derivatives(xa, xb, ya, yb): """Compute the coefficients of a polynomial in the Bernstein basis given the values and derivatives at the edges. Return the coefficients of a polynomial in the Bernstein basis defined on `[xa, xb]` and having the values and derivatives at the endpoints ``xa`` and ``xb`` as specified by ``ya`` and ``yb``. The polynomial constructed is of the minimal possible degree, i.e., if the lengths of ``ya`` and ``yb`` are ``na`` and ``nb``, the degree of the polynomial is ``na + nb - 1``. Parameters ---------- xa : float Left-hand end point of the interval xb : float Right-hand end point of the interval ya : array_like Derivatives at ``xa``. ``ya[0]`` is the value of the function, and ``ya[i]`` for ``i > 0`` is the value of the ``i``-th derivative. yb : array_like Derivatives at ``xb``. Returns ------- array coefficient array of a polynomial having specified derivatives Notes ----- This uses several facts from life of Bernstein basis functions. First of all, .. math:: b'_{a, n} = n (b_{a-1, n-1} - b_{a, n-1}) If B(x) is a linear combination of the form .. math:: B(x) = \sum_{a=0}^{n} c_a b_{a, n}, then :math: B'(x) = n \sum_{a=0}^{n-1} (c_{a+1} - c_{a}) b_{a, n-1}. Iterating the latter one, one finds for the q-th derivative .. math:: B^{q}(x) = n!/(n-q)! \sum_{a=0}^{n-q} Q_a b_{a, n-q}, with .. math:: Q_a = \sum_{j=0}^{q} (-)^{j+q} comb(q, j) c_{j+a} This way, only `a=0` contributes to :math: `B^{q}(x = xa)`, and `c_q` are found one by one by iterating `q = 0, ..., na`. At `x = xb` it's the same with `a = n - q`. """ ya, yb = np.asarray(ya), np.asarray(yb) if ya.shape[1:] != yb.shape[1:]: raise ValueError('ya and yb have incompatible dimensions.') dta, dtb = ya.dtype, yb.dtype if (np.issubdtype(dta, np.complexfloating) or np.issubdtype(dtb, np.complexfloating)): dt = np.complex_ else: dt = np.float_ na, nb = len(ya), len(yb) n = na + nb c = np.empty((na+nb,) + ya.shape[1:], dtype=dt) # compute coefficients of a polynomial degree na+nb-1 # walk left-to-right for q in range(0, na): c[q] = ya[q] / spec.poch(n - q, q) * (xb - xa)**q for j in range(0, q): c[q] -= (-1)**(j+q) * comb(q, j) * c[j] # now walk right-to-left for q in range(0, nb): c[-q-1] = yb[q] / spec.poch(n - q, q) * (-1)**q * (xb - xa)**q for j in range(0, q): c[-q-1] -= (-1)**(j+1) * comb(q, j+1) * c[-q+j] return c @staticmethod def _raise_degree(c, d): """Raise a degree of a polynomial in the Bernstein basis. Given the coefficients of a polynomial degree `k`, return (the coefficients of) the equivalent polynomial of degree `k+d`. Parameters ---------- c : array_like coefficient array, 1D d : integer Returns ------- array coefficient array, 1D array of length `c.shape[0] + d` Notes ----- This uses the fact that a Berstein polynomial `b_{a, k}` can be identically represented as a linear combination of polynomials of a higher degree `k+d`: .. math:: b_{a, k} = comb(k, a) \sum_{j=0}^{d} b_{a+j, k+d} \ comb(d, j) / comb(k+d, a+j) """ if d == 0: return c k = c.shape[0] - 1 out = np.zeros((c.shape[0] + d,) + c.shape[1:], dtype=c.dtype) for a in range(c.shape[0]): f = c[a] * comb(k, a) for j in range(d+1): out[a+j] += f * comb(d, j) / comb(k+d, a+j) return out class RegularGridInterpolator(object): """ Interpolation on a regular grid in arbitrary dimensions The data must be defined on a regular grid; the grid spacing however may be uneven. Linear and nearest-neighbour interpolation are supported. After setting up the interpolator object, the interpolation method (*linear* or *nearest*) may be chosen at each evaluation. .. versionadded:: 0.14 Parameters ---------- points : tuple of ndarray of float, with shapes (m1, ), ..., (mn, ) The points defining the regular grid in n dimensions. values : array_like, shape (m1, ..., mn, ...) The data on the regular grid in n dimensions. method : str The method of interpolation to perform. Supported are "linear" and "nearest". This parameter will become the default for the object's ``__call__`` method. bounds_error : bool, optional If True, when interpolated values are requested outside of the domain of the input data, a ValueError is raised. If False, then `fill_value` is used. fill_value : number, optional If provided, the value to use for points outside of the interpolation domain. If None, values outside the domain are extrapolated. Methods ------- __call__ Notes ----- Contrary to LinearNDInterpolator and NearestNDInterpolator, this class avoids expensive triangulation of the input data by taking advantage of the regular grid structure. See also -------- NearestNDInterpolator : Nearest neighbour interpolation on unstructured data in N dimensions LinearNDInterpolator : Piecewise linear interpolant on unstructured data in N dimensions References ---------- .. [1] Python package *regulargrid* by Johannes Buchner, see https://pypi.python.org/pypi/regulargrid/ .. [2] Trilinear interpolation. (2013, January 17). In Wikipedia, The Free Encyclopedia. Retrieved 27 Feb 2013 01:28. http://en.wikipedia.org/w/index.php?title=Trilinear_interpolation&oldid=533448871 .. [3] Weiser, Alan, and Sergio E. Zarantonello. "A note on piecewise linear and multilinear table interpolation in many dimensions." MATH. COMPUT. 50.181 (1988): 189-196. http://www.ams.org/journals/mcom/1988-50-181/S0025-5718-1988-0917826-0/S0025-5718-1988-0917826-0.pdf """ # this class is based on code originally programmed by Johannes Buchner, # see https://github.com/JohannesBuchner/regulargrid def __init__(self, points, values, method="linear", bounds_error=True, fill_value=np.nan): if method not in ["linear", "nearest"]: raise ValueError("Method '%s' is not defined" % method) self.method = method self.bounds_error = bounds_error if not hasattr(values, 'ndim'): # allow reasonable duck-typed values values = np.asarray(values) if len(points) > values.ndim: raise ValueError("There are %d point arrays, but values has %d " "dimensions" % (len(points), values.ndim)) if hasattr(values, 'dtype') and hasattr(values, 'astype'): if not np.issubdtype(values.dtype, np.inexact): values = values.astype(float) self.fill_value = fill_value if fill_value is not None: fill_value_dtype = np.asarray(fill_value).dtype if hasattr(values, 'dtype') and not np.can_cast(fill_value_dtype, values.dtype): raise ValueError("fill_value must be either 'None' or " "of a type compatible with values") for i, p in enumerate(points): if not np.all(np.diff(p) > 0.): raise ValueError("The points in dimension %d must be strictly " "ascending" % i) if not np.asarray(p).ndim == 1: raise ValueError("The points in dimension %d must be " "1-dimensional" % i) if not values.shape[i] == len(p): raise ValueError("There are %d points and %d values in " "dimension %d" % (len(p), values.shape[i], i)) self.grid = tuple([np.asarray(p) for p in points]) self.values = values def __call__(self, xi, method=None): """ Interpolation at coordinates Parameters ---------- xi : ndarray of shape (..., ndim) The coordinates to sample the gridded data at method : str The method of interpolation to perform. Supported are "linear" and "nearest". """ method = self.method if method is None else method if method not in ["linear", "nearest"]: raise ValueError("Method '%s' is not defined" % method) ndim = len(self.grid) xi = _ndim_coords_from_arrays(xi, ndim=ndim) if xi.shape[-1] != len(self.grid): raise ValueError("The requested sample points xi have dimension " "%d, but this RegularGridInterpolator has " "dimension %d" % (xi.shape[1], ndim)) xi_shape = xi.shape xi = xi.reshape(-1, xi_shape[-1]) if self.bounds_error: for i, p in enumerate(xi.T): if not np.logical_and(np.all(self.grid[i][0] <= p), np.all(p <= self.grid[i][-1])): raise ValueError("One of the requested xi is out of bounds " "in dimension %d" % i) indices, norm_distances, out_of_bounds = self._find_indices(xi.T) if method == "linear": result = self._evaluate_linear(indices, norm_distances, out_of_bounds) elif method == "nearest": result = self._evaluate_nearest(indices, norm_distances, out_of_bounds) if not self.bounds_error and self.fill_value is not None: result[out_of_bounds] = self.fill_value return result.reshape(xi_shape[:-1] + self.values.shape[ndim:]) def _evaluate_linear(self, indices, norm_distances, out_of_bounds): # slice for broadcasting over trailing dimensions in self.values vslice = (slice(None),) + (None,)*(self.values.ndim - len(indices)) # find relevant values # each i and i+1 represents a edge edges = itertools.product(*[[i, i + 1] for i in indices]) values = 0. for edge_indices in edges: weight = 1. for ei, i, yi in zip(edge_indices, indices, norm_distances): weight *= np.where(ei == i, 1 - yi, yi) values += np.asarray(self.values[edge_indices]) * weight[vslice] return values def _evaluate_nearest(self, indices, norm_distances, out_of_bounds): idx_res = [] for i, yi in zip(indices, norm_distances): idx_res.append(np.where(yi <= .5, i, i + 1)) return self.values[idx_res] def _find_indices(self, xi): # find relevant edges between which xi are situated indices = [] # compute distance to lower edge in unity units norm_distances = [] # check for out of bounds xi out_of_bounds = np.zeros((xi.shape[1]), dtype=bool) # iterate through dimensions for x, grid in zip(xi, self.grid): i = np.searchsorted(grid, x) - 1 i[i < 0] = 0 i[i > grid.size - 2] = grid.size - 2 indices.append(i) norm_distances.append((x - grid[i]) / (grid[i + 1] - grid[i])) if not self.bounds_error: out_of_bounds += x < grid[0] out_of_bounds += x > grid[-1] return indices, norm_distances, out_of_bounds def interpn(points, values, xi, method="linear", bounds_error=True, fill_value=np.nan): """ Multidimensional interpolation on regular grids. .. versionadded:: 0.14 Parameters ---------- points : tuple of ndarray of float, with shapes (m1, ), ..., (mn, ) The points defining the regular grid in n dimensions. values : array_like, shape (m1, ..., mn, ...) The data on the regular grid in n dimensions. xi : ndarray of shape (..., ndim) The coordinates to sample the gridded data at method : str The method of interpolation to perform. Supported are "linear" and "nearest", and "splinef2d". "splinef2d" is only supported for 2-dimensional data. bounds_error : bool, optional If True, when interpolated values are requested outside of the domain of the input data, a ValueError is raised. If False, then `fill_value` is used. fill_value : number, optional If provided, the value to use for points outside of the interpolation domain. If None, values outside the domain are extrapolated. Extrapolation is not supported by method "splinef2d". Returns ------- values_x : ndarray, shape xi.shape[:-1] + values.shape[ndim:] Interpolated values at input coordinates. See also -------- NearestNDInterpolator : Nearest neighbour interpolation on unstructured data in N dimensions LinearNDInterpolator : Piecewise linear interpolant on unstructured data in N dimensions RegularGridInterpolator : Linear and nearest-neighbor Interpolation on a regular grid in arbitrary dimensions RectBivariateSpline : Bivariate spline approximation over a rectangular mesh """ # sanity check 'method' kwarg if method not in ["linear", "nearest", "splinef2d"]: raise ValueError("interpn only understands the methods 'linear', " "'nearest', and 'splinef2d'. You provided %s." % method) if not hasattr(values, 'ndim'): values = np.asarray(values) ndim = values.ndim if ndim > 2 and method == "splinef2d": raise ValueError("The method spline2fd can only be used for " "2-dimensional input data") if not bounds_error and fill_value is None and method == "splinef2d": raise ValueError("The method spline2fd does not support extrapolation.") # sanity check consistency of input dimensions if len(points) > ndim: raise ValueError("There are %d point arrays, but values has %d " "dimensions" % (len(points), ndim)) if len(points) != ndim and method == 'splinef2d': raise ValueError("The method spline2fd can only be used for " "scalar data with one point per coordinate") # sanity check input grid for i, p in enumerate(points): if not np.all(np.diff(p) > 0.): raise ValueError("The points in dimension %d must be strictly " "ascending" % i) if not np.asarray(p).ndim == 1: raise ValueError("The points in dimension %d must be " "1-dimensional" % i) if not values.shape[i] == len(p): raise ValueError("There are %d points and %d values in " "dimension %d" % (len(p), values.shape[i], i)) grid = tuple([np.asarray(p) for p in points]) # sanity check requested xi xi = _ndim_coords_from_arrays(xi, ndim=len(grid)) if xi.shape[-1] != len(grid): raise ValueError("The requested sample points xi have dimension " "%d, but this RegularGridInterpolator has " "dimension %d" % (xi.shape[1], len(grid))) for i, p in enumerate(xi.T): if bounds_error and not np.logical_and(np.all(grid[i][0] <= p), np.all(p <= grid[i][-1])): raise ValueError("One of the requested xi is out of bounds " "in dimension %d" % i) # perform interpolation if method == "linear": interp = RegularGridInterpolator(points, values, method="linear", bounds_error=bounds_error, fill_value=fill_value) return interp(xi) elif method == "nearest": interp = RegularGridInterpolator(points, values, method="nearest", bounds_error=bounds_error, fill_value=fill_value) return interp(xi) elif method == "splinef2d": xi_shape = xi.shape xi = xi.reshape(-1, xi.shape[-1]) # RectBivariateSpline doesn't support fill_value; we need to wrap here idx_valid = np.all((grid[0][0] <= xi[:, 0], xi[:, 0] <= grid[0][-1], grid[1][0] <= xi[:, 1], xi[:, 1] <= grid[1][-1]), axis=0) result = np.empty_like(xi[:, 0]) # make a copy of values for RectBivariateSpline interp = RectBivariateSpline(points[0], points[1], values[:]) result[idx_valid] = interp.ev(xi[idx_valid, 0], xi[idx_valid, 1]) result[np.logical_not(idx_valid)] = fill_value return result.reshape(xi_shape[:-1]) # backward compatibility wrapper class ppform(PPoly): """ Deprecated piecewise polynomial class. New code should use the `PPoly` class instead. """ def __init__(self, coeffs, breaks, fill=0.0, sort=False): warnings.warn("ppform is deprecated -- use PPoly instead", category=DeprecationWarning) if sort: breaks = np.sort(breaks) else: breaks = np.asarray(breaks) PPoly.__init__(self, coeffs, breaks) self.coeffs = self.c self.breaks = self.x self.K = self.coeffs.shape[0] self.fill = fill self.a = self.breaks[0] self.b = self.breaks[-1] def __call__(self, x): return PPoly.__call__(self, x, 0, False) def _evaluate(self, x, nu, extrapolate, out): PPoly._evaluate(self, x, nu, extrapolate, out) out[~((x >= self.a) & (x <= self.b))] = self.fill return out @classmethod def fromspline(cls, xk, cvals, order, fill=0.0): # Note: this spline representation is incompatible with FITPACK N = len(xk)-1 sivals = np.empty((order+1, N), dtype=float) for m in xrange(order, -1, -1): fact = spec.gamma(m+1) res = _fitpack._bspleval(xk[:-1], xk, cvals, order, m) res /= fact sivals[order-m, :] = res return cls(sivals, xk, fill=fill) def _dot0(a, b): """Similar to numpy.dot, but sum over last axis of a and 1st axis of b""" if b.ndim <= 2: return dot(a, b) else: axes = list(range(b.ndim)) axes.insert(-1, 0) axes.pop(0) return dot(a, b.transpose(axes)) def _find_smoothest(xk, yk, order, conds=None, B=None): # construct Bmatrix, and Jmatrix # e = J*c # minimize norm(e,2) given B*c=yk # if desired B can be given # conds is ignored N = len(xk)-1 K = order if B is None: B = _fitpack._bsplmat(order, xk) J = _fitpack._bspldismat(order, xk) u, s, vh = np.dual.svd(B) ind = K-1 V2 = vh[-ind:,:].T V1 = vh[:-ind,:].T A = dot(J.T,J) tmp = dot(V2.T,A) Q = dot(tmp,V2) p = np.dual.solve(Q,tmp) tmp = dot(V2,p) tmp = np.eye(N+K) - tmp tmp = dot(tmp,V1) tmp = dot(tmp,np.diag(1.0/s)) tmp = dot(tmp,u.T) return _dot0(tmp, yk) def _setdiag(a, k, v): if not a.ndim == 2: raise ValueError("Input array should be 2-D.") M,N = a.shape if k > 0: start = k num = N - k else: num = M + k start = abs(k)*N end = start + num*(N+1)-1 a.flat[start:end:(N+1)] = v # Return the spline that minimizes the dis-continuity of the # "order-th" derivative; for order >= 2. def _find_smoothest2(xk, yk): N = len(xk) - 1 Np1 = N + 1 # find pseudo-inverse of B directly. Bd = np.empty((Np1, N)) for k in range(-N,N): if (k < 0): l = np.arange(-k, Np1) v = (l+k+1) if ((k+1) % 2): v = -v else: l = np.arange(k,N) v = N - l if ((k % 2)): v = -v _setdiag(Bd, k, v) Bd /= (Np1) V2 = np.ones((Np1,)) V2[1::2] = -1 V2 /= math.sqrt(Np1) dk = np.diff(xk) b = 2*np.diff(yk, axis=0)/dk J = np.zeros((N-1,N+1)) idk = 1.0/dk _setdiag(J,0,idk[:-1]) _setdiag(J,1,-idk[1:]-idk[:-1]) _setdiag(J,2,idk[1:]) A = dot(J.T,J) val = dot(V2,dot(A,V2)) res1 = dot(np.outer(V2,V2)/val,A) mk = dot(np.eye(Np1)-res1, _dot0(Bd,b)) return mk def _get_spline2_Bb(xk, yk, kind, conds): Np1 = len(xk) dk = xk[1:]-xk[:-1] if kind == 'not-a-knot': # use banded-solver nlu = (1,1) B = ones((3,Np1)) alpha = 2*(yk[1:]-yk[:-1])/dk zrs = np.zeros((1,)+yk.shape[1:]) row = (Np1-1)//2 b = np.concatenate((alpha[:row],zrs,alpha[row:]),axis=0) B[0,row+2:] = 0 B[2,:(row-1)] = 0 B[0,row+1] = dk[row-1] B[1,row] = -dk[row]-dk[row-1] B[2,row-1] = dk[row] return B, b, None, nlu else: raise NotImplementedError("quadratic %s is not available" % kind) def _get_spline3_Bb(xk, yk, kind, conds): # internal function to compute different tri-diagonal system # depending on the kind of spline requested. # conds is only used for 'second' and 'first' Np1 = len(xk) if kind in ['natural', 'second']: if kind == 'natural': m0, mN = 0.0, 0.0 else: m0, mN = conds # the matrix to invert is (N-1,N-1) # use banded solver beta = 2*(xk[2:]-xk[:-2]) alpha = xk[1:]-xk[:-1] nlu = (1,1) B = np.empty((3,Np1-2)) B[0,1:] = alpha[2:] B[1,:] = beta B[2,:-1] = alpha[1:-1] dyk = yk[1:]-yk[:-1] b = (dyk[1:]/alpha[1:] - dyk[:-1]/alpha[:-1]) b *= 6 b[0] -= m0 b[-1] -= mN def append_func(mk): # put m0 and mN into the correct shape for # concatenation ma = array(m0,copy=0,ndmin=yk.ndim) mb = array(mN,copy=0,ndmin=yk.ndim) if ma.shape[1:] != yk.shape[1:]: ma = ma*(ones(yk.shape[1:])[np.newaxis,...]) if mb.shape[1:] != yk.shape[1:]: mb = mb*(ones(yk.shape[1:])[np.newaxis,...]) mk = np.concatenate((ma,mk),axis=0) mk = np.concatenate((mk,mb),axis=0) return mk return B, b, append_func, nlu elif kind in ['clamped', 'endslope', 'first', 'not-a-knot', 'runout', 'parabolic']: if kind == 'endslope': # match slope of lagrange interpolating polynomial of # order 3 at end-points. x0,x1,x2,x3 = xk[:4] sl_0 = (1./(x0-x1)+1./(x0-x2)+1./(x0-x3))*yk[0] sl_0 += (x0-x2)*(x0-x3)/((x1-x0)*(x1-x2)*(x1-x3))*yk[1] sl_0 += (x0-x1)*(x0-x3)/((x2-x0)*(x2-x1)*(x3-x2))*yk[2] sl_0 += (x0-x1)*(x0-x2)/((x3-x0)*(x3-x1)*(x3-x2))*yk[3] xN3,xN2,xN1,xN0 = xk[-4:] sl_N = (1./(xN0-xN1)+1./(xN0-xN2)+1./(xN0-xN3))*yk[-1] sl_N += (xN0-xN2)*(xN0-xN3)/((xN1-xN0)*(xN1-xN2)*(xN1-xN3))*yk[-2] sl_N += (xN0-xN1)*(xN0-xN3)/((xN2-xN0)*(xN2-xN1)*(xN3-xN2))*yk[-3] sl_N += (xN0-xN1)*(xN0-xN2)/((xN3-xN0)*(xN3-xN1)*(xN3-xN2))*yk[-4] elif kind == 'clamped': sl_0, sl_N = 0.0, 0.0 elif kind == 'first': sl_0, sl_N = conds # Now set up the (N+1)x(N+1) system of equations beta = np.r_[0,2*(xk[2:]-xk[:-2]),0] alpha = xk[1:]-xk[:-1] gamma = np.r_[0,alpha[1:]] B = np.diag(alpha,k=-1) + np.diag(beta) + np.diag(gamma,k=1) d1 = alpha[0] dN = alpha[-1] if kind == 'not-a-knot': d2 = alpha[1] dN1 = alpha[-2] B[0,:3] = [d2,-d1-d2,d1] B[-1,-3:] = [dN,-dN1-dN,dN1] elif kind == 'runout': B[0,:3] = [1,-2,1] B[-1,-3:] = [1,-2,1] elif kind == 'parabolic': B[0,:2] = [1,-1] B[-1,-2:] = [-1,1] elif kind == 'periodic': raise NotImplementedError elif kind == 'symmetric': raise NotImplementedError else: B[0,:2] = [2*d1,d1] B[-1,-2:] = [dN,2*dN] # Set up RHS (b) b = np.empty((Np1,)+yk.shape[1:]) dyk = (yk[1:]-yk[:-1])*1.0 if kind in ['not-a-knot', 'runout', 'parabolic']: b[0] = b[-1] = 0.0 elif kind == 'periodic': raise NotImplementedError elif kind == 'symmetric': raise NotImplementedError else: b[0] = (dyk[0]/d1 - sl_0) b[-1] = -(dyk[-1]/dN - sl_N) b[1:-1,...] = (dyk[1:]/alpha[1:]-dyk[:-1]/alpha[:-1]) b *= 6.0 return B, b, None, None else: raise ValueError("%s not supported" % kind) # conds is a tuple of an array and a vector # giving the left-hand and the right-hand side # of the additional equations to add to B def _find_user(xk, yk, order, conds, B): lh = conds[0] rh = conds[1] B = np.concatenate((B, lh), axis=0) w = np.concatenate((yk, rh), axis=0) M, N = B.shape if (M > N): raise ValueError("over-specification of conditions") elif (M < N): return _find_smoothest(xk, yk, order, None, B) else: return np.dual.solve(B, w) # If conds is None, then use the not_a_knot condition # at K-1 farthest separated points in the interval def _find_not_a_knot(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) # If conds is None, then ensure zero-valued second # derivative at K-1 farthest separated points def _find_natural(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) # If conds is None, then ensure zero-valued first # derivative at K-1 farthest separated points def _find_clamped(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) def _find_fixed(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) # If conds is None, then use coefficient periodicity # If conds is 'function' then use function periodicity def _find_periodic(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) # Doesn't use conds def _find_symmetric(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) # conds is a dictionary with multiple values def _find_mixed(xk, yk, order, conds, B): raise NotImplementedError return _find_user(xk, yk, order, conds, B) def splmake(xk, yk, order=3, kind='smoothest', conds=None): """ Return a representation of a spline given data-points at internal knots Parameters ---------- xk : array_like The input array of x values of rank 1 yk : array_like The input array of y values of rank N. `yk` can be an N-d array to represent more than one curve, through the same `xk` points. The first dimension is assumed to be the interpolating dimension and is the same length of `xk`. order : int, optional Order of the spline kind : str, optional Can be 'smoothest', 'not_a_knot', 'fixed', 'clamped', 'natural', 'periodic', 'symmetric', 'user', 'mixed' and it is ignored if order < 2 conds : optional Conds Returns ------- splmake : tuple Return a (`xk`, `cvals`, `k`) representation of a spline given data-points where the (internal) knots are at the data-points. """ yk = np.asanyarray(yk) order = int(order) if order < 0: raise ValueError("order must not be negative") if order == 0: return xk, yk[:-1], order elif order == 1: return xk, yk, order try: func = eval('_find_%s' % kind) except: raise NotImplementedError # the constraint matrix B = _fitpack._bsplmat(order, xk) coefs = func(xk, yk, order, conds, B) return xk, coefs, order def spleval(xck, xnew, deriv=0): """ Evaluate a fixed spline represented by the given tuple at the new x-values The `xj` values are the interior knot points. The approximation region is `xj[0]` to `xj[-1]`. If N+1 is the length of `xj`, then `cvals` should have length N+k where `k` is the order of the spline. Parameters ---------- (xj, cvals, k) : tuple Parameters that define the fixed spline xj : array_like Interior knot points cvals : array_like Curvature k : int Order of the spline xnew : array_like Locations to calculate spline deriv : int Deriv Returns ------- spleval : ndarray If `cvals` represents more than one curve (`cvals.ndim` > 1) and/or `xnew` is N-d, then the result is `xnew.shape` + `cvals.shape[1:]` providing the interpolation of multiple curves. Notes ----- Internally, an additional `k`-1 knot points are added on either side of the spline. """ (xj,cvals,k) = xck oldshape = np.shape(xnew) xx = np.ravel(xnew) sh = cvals.shape[1:] res = np.empty(xx.shape + sh, dtype=cvals.dtype) for index in np.ndindex(*sh): sl = (slice(None),)+index if issubclass(cvals.dtype.type, np.complexfloating): res[sl].real = _fitpack._bspleval(xx,xj,cvals.real[sl],k,deriv) res[sl].imag = _fitpack._bspleval(xx,xj,cvals.imag[sl],k,deriv) else: res[sl] = _fitpack._bspleval(xx,xj,cvals[sl],k,deriv) res.shape = oldshape + sh return res def spltopp(xk, cvals, k): """Return a piece-wise polynomial object from a fixed-spline tuple. """ return ppform.fromspline(xk, cvals, k) def spline(xk, yk, xnew, order=3, kind='smoothest', conds=None): """ Interpolate a curve at new points using a spline fit Parameters ---------- xk, yk : array_like The x and y values that define the curve. xnew : array_like The x values where spline should estimate the y values. order : int Default is 3. kind : string One of {'smoothest'} conds : Don't know Don't know Returns ------- spline : ndarray An array of y values; the spline evaluated at the positions `xnew`. """ return spleval(splmake(xk,yk,order=order,kind=kind,conds=conds),xnew)