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"""
A collection of functions to find the weights and abscissas for
Gaussian Quadrature.
These calculations are done by finding the eigenvalues of a
tridiagonal matrix whose entries are dependent on the coefficients
in the recursion formula for the orthogonal polynomials with the
corresponding weighting function over the interval.
Many recursion relations for orthogonal polynomials are given:
.. math::
a1n f_{n+1} (x) = (a2n + a3n x ) f_n (x) - a4n f_{n-1} (x)
The recursion relation of interest is
.. math::
P_{n+1} (x) = (x - A_n) P_n (x) - B_n P_{n-1} (x)
where :math:`P` has a different normalization than :math:`f`.
The coefficients can be found as:
.. math::
A_n = -a2n / a3n
\\qquad
B_n = ( a4n / a3n \\sqrt{h_n-1 / h_n})^2
where
.. math::
h_n = \\int_a^b w(x) f_n(x)^2
assume:
.. math::
P_0 (x) = 1
\\qquad
P_{-1} (x) == 0
For the mathematical background, see [golub.welsch-1969-mathcomp]_ and
[abramowitz.stegun-1965]_.
Functions::
gen_roots_and_weights -- Generic roots and weights.
j_roots -- Jacobi
js_roots -- Shifted Jacobi
la_roots -- Generalized Laguerre
h_roots -- Hermite
he_roots -- Hermite (unit-variance)
cg_roots -- Ultraspherical (Gegenbauer)
t_roots -- Chebyshev of the first kind
u_roots -- Chebyshev of the second kind
c_roots -- Chebyshev of the first kind ([-2,2] interval)
s_roots -- Chebyshev of the second kind ([-2,2] interval)
ts_roots -- Shifted Chebyshev of the first kind.
us_roots -- Shifted Chebyshev of the second kind.
p_roots -- Legendre
ps_roots -- Shifted Legendre
l_roots -- Laguerre
.. [golub.welsch-1969-mathcomp]
Golub, Gene H, and John H Welsch. 1969. Calculation of Gauss
Quadrature Rules. *Mathematics of Computation* 23, 221-230+s1--s10.
.. [abramowitz.stegun-1965]
Abramowitz, Milton, and Irene A Stegun. (1965) *Handbook of
Mathematical Functions: with Formulas, Graphs, and Mathematical
Tables*. Gaithersburg, MD: National Bureau of Standards.
http://www.math.sfu.ca/~cbm/aands/
.. [townsend.trogdon.olver-2014]
Townsend, A. and Trogdon, T. and Olver, S. (2014)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*. ArXiv 1410.5286.
.. [townsend.trogdon.olver-2015]
Townsend, A. and Trogdon, T. and Olver, S. (2015)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*.
IMA Journal of Numerical Analysis
doi: 10.1093/imanum/drv002
"""
#
# Author: Travis Oliphant 2000
# Updated Sep. 2003 (fixed bugs --- tested to be accurate)
from __future__ import division, print_function, absolute_import
# Scipy imports.
import numpy as np
from numpy import (any, exp, inf, pi, sqrt, floor, sin, cos, around,
int, hstack, arccos, arange)
from scipy import linalg
from scipy.special import airy
# Local imports.
from . import _ufuncs as cephes
_gam = cephes.gamma
from . import specfun
__all__ = ['legendre', 'chebyt', 'chebyu', 'chebyc', 'chebys',
'jacobi', 'laguerre', 'genlaguerre', 'hermite', 'hermitenorm',
'gegenbauer', 'sh_legendre', 'sh_chebyt', 'sh_chebyu', 'sh_jacobi',
'p_roots', 'ps_roots', 'j_roots', 'js_roots', 'l_roots', 'la_roots',
'he_roots', 'ts_roots', 'us_roots', 's_roots',
't_roots', 'u_roots', 'c_roots', 'cg_roots', 'h_roots',
'eval_legendre', 'eval_chebyt', 'eval_chebyu', 'eval_chebyc',
'eval_chebys', 'eval_jacobi', 'eval_laguerre', 'eval_genlaguerre',
'eval_hermite', 'eval_hermitenorm', 'eval_gegenbauer',
'eval_sh_legendre', 'eval_sh_chebyt', 'eval_sh_chebyu',
'eval_sh_jacobi', 'poch', 'binom']
# For backward compatibility
poch = cephes.poch
class orthopoly1d(np.poly1d):
def __init__(self, roots, weights=None, hn=1.0, kn=1.0, wfunc=None,
limits=None, monic=False, eval_func=None):
np.poly1d.__init__(self, roots, r=1)
equiv_weights = [weights[k] / wfunc(roots[k]) for
k in range(len(roots))]
self.__dict__['weights'] = np.array(list(zip(roots,
weights, equiv_weights)))
self.__dict__['weight_func'] = wfunc
self.__dict__['limits'] = limits
mu = sqrt(hn)
if monic:
evf = eval_func
if evf:
eval_func = lambda x: evf(x) / kn
mu = mu / abs(kn)
kn = 1.0
self.__dict__['normcoef'] = mu
self.__dict__['coeffs'] *= kn
# Note: eval_func will be discarded on arithmetic
self.__dict__['_eval_func'] = eval_func
def __call__(self, v):
if self._eval_func and not isinstance(v, np.poly1d):
return self._eval_func(v)
else:
return np.poly1d.__call__(self, v)
def _scale(self, p):
if p == 1.0:
return
self.__dict__['coeffs'] *= p
evf = self.__dict__['_eval_func']
if evf:
self.__dict__['_eval_func'] = lambda x: evf(x) * p
self.__dict__['normcoef'] *= p
def _gen_roots_and_weights(n, mu0, an_func, bn_func, f, df, symmetrize, mu):
"""[x,w] = gen_roots_and_weights(n,an_func,sqrt_bn_func,mu)
Returns the roots (x) of an nth order orthogonal polynomial,
and weights (w) to use in appropriate Gaussian quadrature with that
orthogonal polynomial.
The polynomials have the recurrence relation
P_n+1(x) = (x - A_n) P_n(x) - B_n P_n-1(x)
an_func(n) should return A_n
sqrt_bn_func(n) should return sqrt(B_n)
mu ( = h_0 ) is the integral of the weight over the orthogonal
interval
"""
k = np.arange(n, dtype='d')
c = np.zeros((2, n))
c[0,1:] = bn_func(k[1:])
c[1,:] = an_func(k)
x = linalg.eigvals_banded(c, overwrite_a_band=True)
# improve roots by one application of Newton's method
y = f(n, x)
dy = df(n, x)
x -= y/dy
fm = f(n-1, x)
fm /= np.abs(fm).max()
dy /= np.abs(dy).max()
w = 1.0 / (fm * dy)
if symmetrize:
w = (w + w[::-1]) / 2
x = (x - x[::-1]) / 2
w *= mu0 / w.sum()
if mu:
return x, w, mu0
else:
return x, w
# Jacobi Polynomials 1 P^(alpha,beta)_n(x)
def j_roots(n, alpha, beta, mu=False):
r"""Gauss-Jacobi quadrature.
Computes the sample points and weights for Gauss-Jacobi quadrature. The
sample points are the roots of the n-th degree Jacobi polynomial,
:math:`P^{\alpha, \beta}_n(x)`. These sample points and weights
correctly integrate polynomials of degree :math:`2n - 1` or less over the
interval :math:`[-1, 1]` with weight function
:math:`f(x) = (1 - x)^{\alpha} (1 + x)^{\beta}`.
Parameters
----------
n : int
quadrature order
alpha : float
alpha must be > -1
beta : float
beta must be > 0
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
if alpha <= -1 or beta <= -1:
raise ValueError("alpha and beta must be greater than -1.")
if alpha == 0.0 and beta == 0.0:
return p_roots(m, mu)
if alpha == beta:
return cg_roots(m, alpha+0.5, mu)
mu0 = 2.0**(alpha+beta+1)*cephes.beta(alpha+1, beta+1)
a = alpha
b = beta
if a + b == 0.0:
an_func = lambda k: np.where(k == 0, (b-a)/(2+a+b), 0.0)
else:
an_func = lambda k: np.where(k == 0, (b-a)/(2+a+b),
(b*b - a*a) / ((2.0*k+a+b)*(2.0*k+a+b+2)))
bn_func = lambda k: 2.0 / (2.0*k+a+b)*np.sqrt((k+a)*(k+b) / (2*k+a+b+1)) \
* np.where(k == 1, 1.0, np.sqrt(k*(k+a+b) / (2.0*k+a+b-1)))
f = lambda n, x: cephes.eval_jacobi(n, a, b, x)
df = lambda n, x: 0.5 * (n + a + b + 1) \
* cephes.eval_jacobi(n-1, a+1, b+1, x)
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu)
def jacobi(n, alpha, beta, monic=False):
"""Returns the nth order Jacobi polynomial, P^(alpha,beta)_n(x)
orthogonal over [-1,1] with weighting function
(1-x)**alpha (1+x)**beta with alpha,beta > -1.
"""
if n < 0:
raise ValueError("n must be nonnegative.")
wfunc = lambda x: (1 - x)**alpha * (1 + x)**beta
if n == 0:
return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic,
eval_func=np.ones_like)
x, w, mu = j_roots(n, alpha, beta, mu=True)
ab1 = alpha + beta + 1.0
hn = 2**ab1 / (2 * n + ab1) * _gam(n + alpha + 1)
hn *= _gam(n + beta + 1.0) / _gam(n + 1) / _gam(n + ab1)
kn = _gam(2 * n + ab1) / 2.0**n / _gam(n + 1) / _gam(n + ab1)
# here kn = coefficient on x^n term
p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic,
lambda x: eval_jacobi(n, alpha, beta, x))
return p
# Jacobi Polynomials shifted G_n(p,q,x)
def js_roots(n, p1, q1, mu=False):
"""Gauss-Jacobi (shifted) quadrature.
Computes the sample points and weights for Gauss-Jacobi (shifted)
quadrature. The sample points are the roots of the n-th degree shifted
Jacobi polynomial, :math:`G^{p,q}_n(x)`. These sample points and weights
correctly integrate polynomials of degree :math:`2n - 1` or less over the
interval :math:`[0, 1]` with weight function
:math:`f(x) = (1 - x)^{p-q} x^{q-1}`
Parameters
----------
n : int
quadrature order
p1 : float
(p1 - q1) must be > -1
q1 : float
q1 must be > 0
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
if (p1-q1) <= -1 or q1 <= 0:
raise ValueError("(p - q) must be greater than -1, and q must be greater than 0.")
x, w, m = j_roots(n, p1-q1, q1-1, True)
x = (x + 1) / 2
scale = 2.0**p1
w /= scale
m /= scale
if mu:
return x, w, m
else:
return x, w
def sh_jacobi(n, p, q, monic=False):
"""Returns the nth order Jacobi polynomial, G_n(p,q,x)
orthogonal over [0,1] with weighting function
(1-x)**(p-q) (x)**(q-1) with p>q-1 and q > 0.
"""
if n < 0:
raise ValueError("n must be nonnegative.")
wfunc = lambda x: (1.0 - x)**(p - q) * (x)**(q - 1.)
if n == 0:
return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic,
eval_func=np.ones_like)
n1 = n
x, w, mu0 = js_roots(n1, p, q, mu=True)
hn = _gam(n + 1) * _gam(n + q) * _gam(n + p) * _gam(n + p - q + 1)
hn /= (2 * n + p) * (_gam(2 * n + p)**2)
# kn = 1.0 in standard form so monic is redundant. Kept for compatibility.
kn = 1.0
pp = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(0, 1), monic=monic,
eval_func=lambda x: eval_sh_jacobi(n, p, q, x))
return pp
# Generalized Laguerre L^(alpha)_n(x)
def la_roots(n, alpha, mu=False):
r"""Gauss-generalized Laguerre quadrature.
Computes the sample points and weights for Gauss-generalized Laguerre
quadrature. The sample points are the roots of the n-th degree generalized
Laguerre polynomial, :math:`L^{\alpha}_n(x)`. These sample points and
weights correctly integrate polynomials of degree :math:`2n - 1` or less
over the interval :math:`[0, \infty]` with weight function
:math:`f(x) = x^{\alpha} e^{-x}`.
Parameters
----------
n : int
quadrature order
alpha : float
alpha must be > -1
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
if alpha < -1:
raise ValueError("alpha must be greater than -1.")
mu0 = cephes.gamma(alpha + 1)
if m == 1:
x = np.array([alpha+1.0], 'd')
w = np.array([mu0], 'd')
if mu:
return x, w, mu0
else:
return x, w
an_func = lambda k: 2 * k + alpha + 1
bn_func = lambda k: -np.sqrt(k * (k + alpha))
f = lambda n, x: cephes.eval_genlaguerre(n, alpha, x)
df = lambda n, x: (n*cephes.eval_genlaguerre(n, alpha, x)
- (n + alpha)*cephes.eval_genlaguerre(n-1, alpha, x))/x
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu)
def genlaguerre(n, alpha, monic=False):
"""Returns the nth order generalized (associated) Laguerre polynomial,
L^(alpha)_n(x), orthogonal over [0,inf) with weighting function
exp(-x) x**alpha with alpha > -1
"""
if any(alpha <= -1):
raise ValueError("alpha must be > -1")
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = la_roots(n1, alpha, mu=True)
wfunc = lambda x: exp(-x) * x**alpha
if n == 0:
x, w = [], []
hn = _gam(n + alpha + 1) / _gam(n + 1)
kn = (-1)**n / _gam(n + 1)
p = orthopoly1d(x, w, hn, kn, wfunc, (0, inf), monic,
lambda x: eval_genlaguerre(n, alpha, x))
return p
# Laguerre L_n(x)
def l_roots(n, mu=False):
r"""Gauss-Laguerre quadrature.
Computes the sample points and weights for Gauss-Laguerre quadrature.
The sample points are the roots of the n-th degree Laguerre polynomial,
:math:`L_n(x)`. These sample points and weights correctly integrate
polynomials of degree :math:`2n - 1` or less over the interval
:math:`[0, \infty]` with weight function :math:`f(x) = e^{-x}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
numpy.polynomial.laguerre.laggauss
"""
return la_roots(n, 0.0, mu=mu)
def laguerre(n, monic=False):
"""Return the nth order Laguerre polynoimal, L_n(x), orthogonal over
[0,inf) with weighting function exp(-x)
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = l_roots(n1, mu=True)
if n == 0:
x, w = [], []
hn = 1.0
kn = (-1)**n / _gam(n + 1)
p = orthopoly1d(x, w, hn, kn, lambda x: exp(-x), (0, inf), monic,
lambda x: eval_laguerre(n, x))
return p
# Hermite 1 H_n(x)
def h_roots(n, mu=False):
r"""Gauss-Hermite (physicst's) quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature.
The sample points are the roots of the n-th degree Hermite polynomial,
:math:`H_n(x)`. These sample points and weights correctly integrate
polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
Notes
-----
For small n up to 150 a modified version of the Golub-Welsch
algorithm is used. Nodes are computed from the eigenvalue
problem and improved by one step of a Newton iteration.
The weights are computed from the well-known analytical formula.
For n larger than 150 an optimal asymptotic algorithm is applied
which computes nodes and weights in a numerically stable manner.
The algorithm has linear runtime making computation for very
large n (several thousand or more) feasible.
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
numpy.polynomial.hermite.hermgauss
he_roots
References
----------
.. [townsend.trogdon.olver-2014]
Townsend, A. and Trogdon, T. and Olver, S. (2014)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*. ArXiv 1410.5286.
.. [townsend.trogdon.olver-2015]
Townsend, A. and Trogdon, T. and Olver, S. (2015)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*.
IMA Journal of Numerical Analysis
doi: 10.1093/imanum/drv002
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
mu0 = np.sqrt(np.pi)
if n <= 150:
an_func = lambda k: 0.0*k
bn_func = lambda k: np.sqrt(k/2.0)
f = cephes.eval_hermite
df = lambda n, x: 2.0 * n * cephes.eval_hermite(n-1, x)
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
else:
nodes, weights = _h_roots_asy(m)
if mu:
return nodes, weights, mu0
else:
return nodes, weights
def _compute_tauk(n, k, maxit=5):
"""Helper function for Tricomi initial guesses
For details, see formula 3.1 in lemma 3.1 in the
original paper.
Parameters
----------
n : int
Quadrature order
k : ndarray of type int
Index of roots :math:`\tau_k` to compute
maxit : int
Number of Newton maxit performed, the default
value of 5 is sufficient.
Returns
-------
tauk : ndarray
Roots of equation 3.1
See Also
--------
initial_nodes_a
h_roots_asy
"""
a = n % 2 - 0.5
c = (4.0*floor(n/2.0) - 4.0*k + 3.0)*pi / (4.0*floor(n/2.0) + 2.0*a + 2.0)
f = lambda x: x - sin(x) - c
df = lambda x: 1.0 - cos(x)
xi = 0.5*pi
for i in range(maxit):
xi = xi - f(xi)/df(xi)
return xi
def _initial_nodes_a(n, k):
"""Tricomi initial guesses
Computes an initial approximation to the square of the `k`-th
(positive) root :math:`x_k` of the Hermite polynomial :math:`H_n`
of order :math:`n`. The formula is the one from lemma 3.1 in the
original paper. The guesses are accurate except in the region
near :math:`\sqrt{2n + 1}`.
Parameters
----------
n : int
Quadrature order
k : ndarray of type int
Index of roots to compute
Returns
-------
xksq : ndarray
Square of the approximate roots
See Also
--------
initial_nodes
h_roots_asy
"""
tauk = _compute_tauk(n, k)
sigk = cos(0.5*tauk)**2
a = n % 2 - 0.5
nu = 4.0*floor(n/2.0) + 2.0*a + 2.0
# Initial approximation of Hermite roots (square)
xksq = nu*sigk - 1.0/(3.0*nu) * (5.0/(4.0*(1.0-sigk)**2) - 1.0/(1.0-sigk) - 0.25)
return xksq
def _initial_nodes_b(n, k):
"""Gatteschi initial guesses
Computes an initial approximation to the square of the `k`-th
(positive) root :math:`x_k` of the Hermite polynomial :math:`H_n`
of order :math:`n`. The formula is the one from lemma 3.2 in the
original paper. The guesses are accurate in the region just
below :math:`\sqrt{2n + 1}`.
Parameters
----------
n : int
Quadrature order
k : ndarray of type int
Index of roots to compute
Returns
-------
xksq : ndarray
Square of the approximate root
See Also
--------
initial_nodes
h_roots_asy
"""
a = n % 2 - 0.5
nu = 4.0*floor(n/2.0) + 2.0*a + 2.0
# Airy roots by approximation
ak = specfun.airyzo(k.max(), 1)[0][::-1]
# Initial approximation of Hermite roots (square)
xksq = (nu +
2.0**(2.0/3.0) * ak * nu**(1.0/3.0) +
1.0/5.0 * 2.0**(4.0/3.0) * ak**2 * nu**(-1.0/3.0) +
(9.0/140.0 - 12.0/175.0 * ak**3) * nu**(-1.0) +
(16.0/1575.0 * ak + 92.0/7875.0 * ak**4) * 2.0**(2.0/3.0) * nu**(-5.0/3.0) -
(15152.0/3031875.0 * ak**5 + 1088.0/121275.0 * ak**2) * 2.0**(1.0/3.0) * nu**(-7.0/3.0))
return xksq
def _initial_nodes(n):
"""Initial guesses for the Hermite roots
Computes an initial approximation to the non-negative
roots :math:`x_k` of the Hermite polynomial :math:`H_n`
of order :math:`n`. The Tricomi and Gatteschi initial
guesses are used in the region where they are accurate.
Parameters
----------
n : int
Quadrature order
Returns
-------
xk : ndarray
Approximate roots
See Also
--------
h_roots_asy
"""
# Turnover point
# linear polynomial fit to error of 10, 25, 40, ..., 1000 point rules
fit = 0.49082003*n - 4.37859653
turnover = around(fit).astype(int)
# Compute all approximations
ia = arange(1, int(floor(n*0.5)+1))
ib = ia[::-1]
xasq = _initial_nodes_a(n, ia[:turnover+1])
xbsq = _initial_nodes_b(n, ib[turnover+1:])
# Combine
iv = sqrt(hstack([xasq, xbsq]))
# Central node is always zero
if n % 2 == 1:
iv = hstack([0.0, iv])
return iv
def _pbcf(n, theta):
"""Asymptotic series expansion of parabolic cylinder function
The implementation is based on sections 3.2 and 3.3 from the
original paper. Compared to the published version this code
adds one more term to the asymptotic series. The detailed
formulas can be found at [parabolic-asymptotics]_. The evaluation
is done in a transformed variable :math:`\theta := \arccos(t)`
where :math:`t := x / \mu` and :math:`\mu := \sqrt{2n + 1}`.
Parameters
----------
n : int
Quadrature order
theta : ndarray
Transformed position variable
Returns
-------
U : ndarray
Value of the parabolic cylinder function :math:`U(a, \theta)`.
Ud : ndarray
Value of the derivative :math:`U^{\prime}(a, \theta)` of
the parabolic cylinder function.
See Also
--------
h_roots_asy
References
----------
.. [parabolic-asymptotics]
http://dlmf.nist.gov/12.10#vii
"""
st = sin(theta)
ct = cos(theta)
# http://dlmf.nist.gov/12.10#vii
mu = 2.0*n + 1.0
# http://dlmf.nist.gov/12.10#E23
eta = 0.5*theta - 0.5*st*ct
# http://dlmf.nist.gov/12.10#E39
zeta = -(3.0*eta/2.0) ** (2.0/3.0)
# http://dlmf.nist.gov/12.10#E40
phi = (-zeta / st**2) ** (0.25)
# Coefficients
# http://dlmf.nist.gov/12.10#E43
a0 = 1.0
a1 = 0.10416666666666666667
a2 = 0.08355034722222222222
a3 = 0.12822657455632716049
a4 = 0.29184902646414046425
a5 = 0.88162726744375765242
b0 = 1.0
b1 = -0.14583333333333333333
b2 = -0.09874131944444444444
b3 = -0.14331205391589506173
b4 = -0.31722720267841354810
b5 = -0.94242914795712024914
# Polynomials
# http://dlmf.nist.gov/12.10#E9
# http://dlmf.nist.gov/12.10#E10
ctp = ct ** arange(16).reshape((-1,1))
u0 = 1.0
u1 = (1.0*ctp[3,:] - 6.0*ct) / 24.0
u2 = (-9.0*ctp[4,:] + 249.0*ctp[2,:] + 145.0) / 1152.0
u3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 28287.0*ctp[5,:] - 151995.0*ctp[3,:] - 259290.0*ct) / 414720.0
u4 = (72756.0*ctp[10,:] - 321339.0*ctp[8,:] - 154982.0*ctp[6,:] + 50938215.0*ctp[4,:] + 122602962.0*ctp[2,:] + 12773113.0) / 39813120.0
u5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 1994971575.0*ctp[11,:] - 3630137104.0*ctp[9,:] + 4433574213.0*ctp[7,:]
- 37370295816.0*ctp[5,:] - 119582875013.0*ctp[3,:] - 34009066266.0*ct) / 6688604160.0
v0 = 1.0
v1 = (1.0*ctp[3,:] + 6.0*ct) / 24.0
v2 = (15.0*ctp[4,:] - 327.0*ctp[2,:] - 143.0) / 1152.0
v3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 36387.0*ctp[5,:] + 238425.0*ctp[3,:] + 259290.0*ct) / 414720.0
v4 = (-121260.0*ctp[10,:] + 551733.0*ctp[8,:] - 151958.0*ctp[6,:] - 57484425.0*ctp[4,:] - 132752238.0*ctp[2,:] - 12118727) / 39813120.0
v5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 2025529095.0*ctp[11,:] - 3750839308.0*ctp[9,:] + 3832454253.0*ctp[7,:]
+ 35213253348.0*ctp[5,:] + 130919230435.0*ctp[3,:] + 34009066266*ct) / 6688604160.0
# Airy Evaluation (Bi and Bip unused)
Ai, Aip, Bi, Bip = airy(mu**(4.0/6.0) * zeta)
# Prefactor for U
P = 2.0*sqrt(pi) * mu**(1.0/6.0) * phi
# Terms for U
# http://dlmf.nist.gov/12.10#E42
phip = phi ** arange(6, 31, 6).reshape((-1,1))
A0 = b0*u0
A1 = (b2*u0 + phip[0,:]*b1*u1 + phip[1,:]*b0*u2) / zeta**3
A2 = (b4*u0 + phip[0,:]*b3*u1 + phip[1,:]*b2*u2 + phip[2,:]*b1*u3 + phip[3,:]*b0*u4) / zeta**6
B0 = -(a1*u0 + phip[0,:]*a0*u1) / zeta**2
B1 = -(a3*u0 + phip[0,:]*a2*u1 + phip[1,:]*a1*u2 + phip[2,:]*a0*u3) / zeta**5
B2 = -(a5*u0 + phip[0,:]*a4*u1 + phip[1,:]*a3*u2 + phip[2,:]*a2*u3 + phip[3,:]*a1*u4 + phip[4,:]*a0*u5) / zeta**8
# U
# http://dlmf.nist.gov/12.10#E35
U = P * (Ai * (A0 + A1/mu**2.0 + A2/mu**4.0) +
Aip * (B0 + B1/mu**2.0 + B2/mu**4.0) / mu**(8.0/6.0))
# Prefactor for derivative of U
Pd = sqrt(2.0*pi) * mu**(2.0/6.0) / phi
# Terms for derivative of U
# http://dlmf.nist.gov/12.10#E46
C0 = -(b1*v0 + phip[0,:]*b0*v1) / zeta
C1 = -(b3*v0 + phip[0,:]*b2*v1 + phip[1,:]*b1*v2 + phip[2,:]*b0*v3) / zeta**4
C2 = -(b5*v0 + phip[0,:]*b4*v1 + phip[1,:]*b3*v2 + phip[2,:]*b2*v3 + phip[3,:]*b1*v4 + phip[4,:]*b0*v5) / zeta**7
D0 = a0*v0
D1 = (a2*v0 + phip[0,:]*a1*v1 + phip[1,:]*a0*v2) / zeta**3
D2 = (a4*v0 + phip[0,:]*a3*v1 + phip[1,:]*a2*v2 + phip[2,:]*a1*v3 + phip[3,:]*a0*v4) / zeta**6
# Derivative of U
# http://dlmf.nist.gov/12.10#E36
Ud = Pd * (Ai * (C0 + C1/mu**2.0 + C2/mu**4.0) / mu**(4.0/6.0) +
Aip * (D0 + D1/mu**2.0 + D2/mu**4.0))
return U, Ud
def _newton(n, x_initial, maxit=5):
"""Newton iteration for polishing the asymptotic approximation
to the zeros of the Hermite polynomials.
Parameters
----------
n : int
Quadrature order
x_initial : ndarray
Initial guesses for the roots
maxit : int
Maximal number of Newton iterations.
The default 5 is sufficient, usually
only one or two steps are needed.
Returns
-------
nodes : ndarray
Quadrature nodes
weights : ndarray
Quadrature weights
See Also
--------
h_roots_asy
"""
# Variable transformation
mu = sqrt(2.0*n + 1.0)
t = x_initial / mu
theta = arccos(t)
# Newton iteration
for i in range(maxit):
u, ud = _pbcf(n, theta)
dtheta = u / (sqrt(2.0) * mu * sin(theta) * ud)
theta = theta + dtheta
if max(abs(dtheta)) < 1e-14:
break
# Undo variable transformation
x = mu * cos(theta)
# Central node is always zero
if n % 2 == 1:
x[0] = 0.0
# Compute weights
w = exp(-x**2) / (2.0*ud**2)
return x, w
def _h_roots_asy(n):
r"""Gauss-Hermite (physicst's) quadrature for large n.
Computes the sample points and weights for Gauss-Hermite quadrature.
The sample points are the roots of the n-th degree Hermite polynomial,
:math:`H_n(x)`. These sample points and weights correctly integrate
polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2}`.
This method relies on asymptotic expansions which work best for n > 150.
The algorithm has linear runtime making computation for very large n
feasible.
Parameters
----------
n : int
quadrature order
Returns
-------
nodes : ndarray
Quadrature nodes
weights : ndarray
Quadrature weights
See Also
--------
h_roots
References
----------
.. [townsend.trogdon.olver-2014]
Townsend, A. and Trogdon, T. and Olver, S. (2014)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*. ArXiv 1410.5286.
.. [townsend.trogdon.olver-2015]
Townsend, A. and Trogdon, T. and Olver, S. (2015)
*Fast computation of Gauss quadrature nodes and
weights on the whole real line*.
IMA Journal of Numerical Analysis
doi: 10.1093/imanum/drv002
"""
iv = _initial_nodes(n)
nodes, weights = _newton(n, iv)
# Combine with negative parts
if n % 2 == 0:
nodes = hstack([-nodes[::-1], nodes])
weights = hstack([weights[::-1], weights])
else:
nodes = hstack([-nodes[-1:0:-1], nodes])
weights = hstack([weights[-1:0:-1], weights])
# Scale weights
weights *= sqrt(pi) / sum(weights)
return nodes, weights
def hermite(n, monic=False):
"""Return the nth order Hermite polynomial, H_n(x), orthogonal over
(-inf,inf) with weighting function exp(-x**2)
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = h_roots(n1, mu=True)
wfunc = lambda x: exp(-x * x)
if n == 0:
x, w = [], []
hn = 2**n * _gam(n + 1) * sqrt(pi)
kn = 2**n
p = orthopoly1d(x, w, hn, kn, wfunc, (-inf, inf), monic,
lambda x: eval_hermite(n, x))
return p
# Hermite 2 He_n(x)
def he_roots(n, mu=False):
r"""Gauss-Hermite (statistician's) quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature.
The sample points are the roots of the n-th degree Hermite polynomial,
:math:`He_n(x)`. These sample points and weights correctly integrate
polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-(x/2)^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
Notes
-----
For small n up to 150 a modified version of the Golub-Welsch
algorithm is used. Nodes are computed from the eigenvalue
problem and improved by one step of a Newton iteration.
The weights are computed from the well-known analytical formula.
For n larger than 150 an optimal asymptotic algorithm is used
which computes nodes and weights in a numerical stable manner.
The algorithm has linear runtime making computation for very
large n (several thousand or more) feasible.
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
numpy.polynomial.hermite_e.hermegauss
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
mu0 = np.sqrt(2.0*np.pi)
if n <= 150:
an_func = lambda k: 0.0*k
bn_func = lambda k: np.sqrt(k)
f = cephes.eval_hermitenorm
df = lambda n, x: n * cephes.eval_hermitenorm(n-1, x)
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
else:
nodes, weights = _h_roots_asy(m)
# Transform
nodes *= sqrt(2)
weights *= sqrt(2)
if mu:
return nodes, weights, mu0
else:
return nodes, weights
def hermitenorm(n, monic=False):
"""Return the nth order normalized Hermite polynomial, He_n(x), orthogonal
over (-inf,inf) with weighting function exp(-(x/2)**2)
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = he_roots(n1, mu=True)
wfunc = lambda x: exp(-x * x / 2.0)
if n == 0:
x, w = [], []
hn = sqrt(2 * pi) * _gam(n + 1)
kn = 1.0
p = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(-inf, inf), monic=monic,
eval_func=lambda x: eval_hermitenorm(n, x))
return p
# The remainder of the polynomials can be derived from the ones above.
# Ultraspherical (Gegenbauer) C^(alpha)_n(x)
def cg_roots(n, alpha, mu=False):
r"""Gauss-Gegenbauer quadrature.
Computes the sample points and weights for Gauss-Gegenbauer quadrature.
The sample points are the roots of the n-th degree Gegenbauer polynomial,
:math:`C^{\alpha}_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-1, 1]` with weight function
:math:`f(x) = (1 - x^2)^{\alpha - 1/2}`.
Parameters
----------
n : int
quadrature order
alpha : float
alpha must be > -0.5
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
if alpha < -0.5:
raise ValueError("alpha must be greater than -0.5.")
elif alpha == 0.0:
# C(n,0,x) == 0 uniformly, however, as alpha->0, C(n,alpha,x)->T(n,x)
# strictly, we should just error out here, since the roots are not
# really defined, but we used to return something useful, so let's
# keep doing so.
return t_roots(n, mu)
mu0 = np.sqrt(np.pi) * cephes.gamma(alpha + 0.5) / cephes.gamma(alpha + 1)
an_func = lambda k: 0.0 * k
bn_func = lambda k: np.sqrt(k * (k + 2 * alpha - 1)
/ (4 * (k + alpha) * (k + alpha - 1)))
f = lambda n, x: cephes.eval_gegenbauer(n, alpha, x)
df = lambda n, x: (-n*x*cephes.eval_gegenbauer(n, alpha, x)
+ (n + 2*alpha - 1)*cephes.eval_gegenbauer(n-1, alpha, x))/(1-x**2)
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
def gegenbauer(n, alpha, monic=False):
"""Return the nth order Gegenbauer (ultraspherical) polynomial,
C^(alpha)_n(x), orthogonal over [-1,1] with weighting function
(1-x**2)**(alpha-1/2) with alpha > -1/2
"""
base = jacobi(n, alpha - 0.5, alpha - 0.5, monic=monic)
if monic:
return base
# Abrahmowitz and Stegan 22.5.20
factor = (_gam(2*alpha + n) * _gam(alpha + 0.5) /
_gam(2*alpha) / _gam(alpha + 0.5 + n))
base._scale(factor)
base.__dict__['_eval_func'] = lambda x: eval_gegenbauer(float(n), alpha, x)
return base
# Chebyshev of the first kind: T_n(x) =
# n! sqrt(pi) / _gam(n+1./2)* P^(-1/2,-1/2)_n(x)
# Computed anew.
def t_roots(n, mu=False):
r"""Gauss-Chebyshev (first kind) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree Chebyshev polynomial of
the first kind, :math:`T_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-1, 1]` with weight function :math:`f(x) = 1/\sqrt{1 - x^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
numpy.polynomial.chebyshev.chebgauss
"""
m = int(n)
if n < 1 or n != m:
raise ValueError('n must be a positive integer.')
x = np.cos(np.arange(2 * m - 1, 0, -2) * pi / (2 * m))
w = np.empty_like(x)
w.fill(pi/m)
if mu:
return x, w, pi
else:
return x, w
def chebyt(n, monic=False):
"""Return nth order Chebyshev polynomial of first kind, Tn(x). Orthogonal
over [-1,1] with weight function (1-x**2)**(-1/2).
"""
if n < 0:
raise ValueError("n must be nonnegative.")
wfunc = lambda x: 1.0 / sqrt(1 - x * x)
if n == 0:
return orthopoly1d([], [], pi, 1.0, wfunc, (-1, 1), monic,
lambda x: eval_chebyt(n, x))
n1 = n
x, w, mu = t_roots(n1, mu=True)
hn = pi / 2
kn = 2**(n - 1)
p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic,
lambda x: eval_chebyt(n, x))
return p
# Chebyshev of the second kind
# U_n(x) = (n+1)! sqrt(pi) / (2*_gam(n+3./2)) * P^(1/2,1/2)_n(x)
def u_roots(n, mu=False):
r"""Gauss-Chebyshev (second kind) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree Chebyshev polynomial of
the second kind, :math:`U_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-1, 1]` with weight function :math:`f(x) = \sqrt{1 - x^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
m = int(n)
if n < 1 or n != m:
raise ValueError('n must be a positive integer.')
t = np.arange(m, 0, -1) * pi / (m + 1)
x = np.cos(t)
w = pi * np.sin(t)**2 / (m + 1)
if mu:
return x, w, pi / 2
else:
return x, w
def chebyu(n, monic=False):
"""Return nth order Chebyshev polynomial of second kind, Un(x). Orthogonal
over [-1,1] with weight function (1-x**2)**(1/2).
"""
base = jacobi(n, 0.5, 0.5, monic=monic)
if monic:
return base
factor = sqrt(pi) / 2.0 * _gam(n + 2) / _gam(n + 1.5)
base._scale(factor)
return base
# Chebyshev of the first kind C_n(x)
def c_roots(n, mu=False):
r"""Gauss-Chebyshev (first kind) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree Chebyshev polynomial of
the first kind, :math:`C_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-2, 2]` with weight function :math:`f(x) = 1/\sqrt{1 - (x/2)^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
x, w, m = t_roots(n, True)
x *= 2
w *= 2
m *= 2
if mu:
return x, w, m
else:
return x, w
def chebyc(n, monic=False):
"""Return n-th order Chebyshev polynomial of first kind, :math:`C_n(x)`.
Orthogonal over :math:`[-2, 2]` with weight function
:math:`f(x) = 1/\sqrt{1 - (x/2)^2}`
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = c_roots(n1, mu=True)
if n == 0:
x, w = [], []
hn = 4 * pi * ((n == 0) + 1)
kn = 1.0
p = orthopoly1d(x, w, hn, kn,
wfunc=lambda x: 1.0 / sqrt(1 - x * x / 4.0),
limits=(-2, 2), monic=monic)
if not monic:
p._scale(2.0 / p(2))
p.__dict__['_eval_func'] = lambda x: eval_chebyc(n, x)
return p
# Chebyshev of the second kind S_n(x)
def s_roots(n, mu=False):
r"""Gauss-Chebyshev (second kind) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree Chebyshev polynomial of
the second kind, :math:`S_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-2, 2]` with weight function :math:`f(x) = \sqrt{1 - (x/2)^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
x, w, m = u_roots(n, True)
x *= 2
w *= 2
m *= 2
if mu:
return x, w, m
else:
return x, w
def chebys(n, monic=False):
r"""Return nth order Chebyshev polynomial of second kind, :math:`S_n(x)`.
Orthogonal over :math:`[-2, 2]` with weight function
:math:`f(x) = \sqrt{1 - (x/2)^2}`.
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = s_roots(n1, mu=True)
if n == 0:
x, w = [], []
hn = pi
kn = 1.0
p = orthopoly1d(x, w, hn, kn,
wfunc=lambda x: sqrt(1 - x * x / 4.0),
limits=(-2, 2), monic=monic)
if not monic:
factor = (n + 1.0) / p(2)
p._scale(factor)
p.__dict__['_eval_func'] = lambda x: eval_chebys(n, x)
return p
# Shifted Chebyshev of the first kind T^*_n(x)
def ts_roots(n, mu=False):
r"""Gauss-Chebyshev (first kind, shifted) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree shifted Chebyshev
polynomial of the first kind, :math:`T_n(x)`. These sample points and
weights correctly integrate polynomials of degree :math:`2n - 1` or less
over the interval :math:`[0, 1]` with weight function
:math:`f(x) = 1/\sqrt{x - x^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
xw = t_roots(n, mu)
return ((xw[0] + 1) / 2,) + xw[1:]
def sh_chebyt(n, monic=False):
"""Return nth order shifted Chebyshev polynomial of first kind, Tn(x).
Orthogonal over [0,1] with weight function (x-x**2)**(-1/2).
"""
base = sh_jacobi(n, 0.0, 0.5, monic=monic)
if monic:
return base
if n > 0:
factor = 4**n / 2.0
else:
factor = 1.0
base._scale(factor)
return base
# Shifted Chebyshev of the second kind U^*_n(x)
def us_roots(n, mu=False):
r"""Gauss-Chebyshev (second kind, shifted) quadrature.
Computes the sample points and weights for Gauss-Chebyshev quadrature.
The sample points are the roots of the n-th degree shifted Chebyshev
polynomial of the second kind, :math:`U_n(x)`. These sample points and
weights correctly integrate polynomials of degree :math:`2n - 1` or less
over the interval :math:`[0, 1]` with weight function
:math:`f(x) = \sqrt{x - x^2}`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
x, w, m = u_roots(n, True)
x = (x + 1) / 2
m_us = cephes.beta(1.5, 1.5)
w *= m_us / m
if mu:
return x, w, m_us
else:
return x, w
def sh_chebyu(n, monic=False):
"""Return nth order shifted Chebyshev polynomial of second kind, Un(x).
Orthogonal over [0,1] with weight function (x-x**2)**(1/2).
"""
base = sh_jacobi(n, 2.0, 1.5, monic=monic)
if monic:
return base
factor = 4**n
base._scale(factor)
return base
# Legendre
def p_roots(n, mu=False):
r"""Gauss-Legendre quadrature.
Computes the sample points and weights for Gauss-Legendre quadrature.
The sample points are the roots of the n-th degree Legendre polynomial
:math:`P_n(x)`. These sample points and weights correctly integrate
polynomials of degree :math:`2n - 1` or less over the interval
:math:`[-1, 1]` with weight function :math:`f(x) = 1.0`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
numpy.polynomial.legendre.leggauss
"""
m = int(n)
if n < 1 or n != m:
raise ValueError("n must be a positive integer.")
mu0 = 2.0
an_func = lambda k: 0.0 * k
bn_func = lambda k: k * np.sqrt(1.0 / (4 * k * k - 1))
f = cephes.eval_legendre
df = lambda n, x: (-n*x*cephes.eval_legendre(n, x)
+ n*cephes.eval_legendre(n-1, x))/(1-x**2)
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
def legendre(n, monic=False):
"""
Legendre polynomial coefficients
Returns the nth-order Legendre polynomial, P_n(x), orthogonal over
[-1, 1] with weight function 1.
Parameters
----------
n
Order of the polynomial
monic : bool, optional
If True, output is a monic polynomial (normalized so the leading
coefficient is 1). Default is False.
Returns
-------
P : orthopoly1d
The Legendre polynomial object
Examples
--------
Generate the 3rd-order Legendre polynomial 1/2*(5x^3 + 0x^2 - 3x + 0):
>>> from scipy.special import legendre
>>> legendre(3)
poly1d([ 2.5, 0. , -1.5, 0. ])
"""
if n < 0:
raise ValueError("n must be nonnegative.")
if n == 0:
n1 = n + 1
else:
n1 = n
x, w, mu0 = p_roots(n1, mu=True)
if n == 0:
x, w = [], []
hn = 2.0 / (2 * n + 1)
kn = _gam(2 * n + 1) / _gam(n + 1)**2 / 2.0**n
p = orthopoly1d(x, w, hn, kn, wfunc=lambda x: 1.0, limits=(-1, 1),
monic=monic, eval_func=lambda x: eval_legendre(n, x))
return p
# Shifted Legendre P^*_n(x)
def ps_roots(n, mu=False):
r"""Gauss-Legendre (shifted) quadrature.
Computes the sample points and weights for Gauss-Legendre quadrature.
The sample points are the roots of the n-th degree shifted Legendre
polynomial :math:`P^*_n(x)`. These sample points and weights correctly
integrate polynomials of degree :math:`2n - 1` or less over the interval
:math:`[0, 1]` with weight function :math:`f(x) = 1.0`.
Parameters
----------
n : int
quadrature order
mu : bool, optional
If True, return the sum of the weights, optional.
Returns
-------
x : ndarray
Sample points
w : ndarray
Weights
mu : float
Sum of the weights
See Also
--------
scipy.integrate.quadrature
scipy.integrate.fixed_quad
"""
x, w = p_roots(n)
x = (x + 1) / 2
w /= 2
if mu:
return x, w, 1.0
else:
return x, w
def sh_legendre(n, monic=False):
"""Returns the nth order shifted Legendre polynomial, P^*_n(x), orthogonal
over [0,1] with weighting function 1.
"""
if n < 0:
raise ValueError("n must be nonnegative.")
wfunc = lambda x: 0.0 * x + 1.0
if n == 0:
return orthopoly1d([], [], 1.0, 1.0, wfunc, (0, 1), monic,
lambda x: eval_sh_legendre(n, x))
x, w, mu0 = ps_roots(n, mu=True)
hn = 1.0 / (2 * n + 1.0)
kn = _gam(2 * n + 1) / _gam(n + 1)**2
p = orthopoly1d(x, w, hn, kn, wfunc, limits=(0, 1), monic=monic,
eval_func=lambda x: eval_sh_legendre(n, x))
return p
# -----------------------------------------------------------------------------
# Vectorized functions for evaluation
# -----------------------------------------------------------------------------
from ._ufuncs import (binom, eval_jacobi, eval_sh_jacobi, eval_gegenbauer,
eval_chebyt, eval_chebyu, eval_chebys, eval_chebyc,
eval_sh_chebyt, eval_sh_chebyu, eval_legendre,
eval_sh_legendre, eval_genlaguerre, eval_laguerre,
eval_hermite, eval_hermitenorm)
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