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""" Classes for interpolating values.
"""
__all__ = ['interp1d', 'interp2d', 'spline', 'spleval', 'splmake', 'spltopp',
'ppform', 'lagrange']
from numpy import shape, sometrue, rank, array, transpose, \
swapaxes, searchsorted, clip, take, ones, putmask, less, greater, \
logical_or, atleast_1d, atleast_2d, meshgrid, ravel, dot
import numpy as np
import scipy.linalg as slin
import scipy.special as spec
import math
import fitpack
import _fitpack
def reduce_sometrue(a):
all = a
while len(shape(all)) > 1:
all = sometrue(all,axis=0)
return all
def lagrange(x, w):
"""Return the Lagrange interpolating polynomial of the data-points (x,w)
"""
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):
""" Interpolate over a 2D grid.
See Also
--------
bisplrep, bisplev - spline interpolation based on FITPACK
BivariateSpline - a more recent wrapper of the FITPACK routines
"""
def __init__(self, x, y, z, kind='linear', copy=True, bounds_error=False,
fill_value=np.nan):
""" Initialize a 2D interpolator.
Parameters
----------
x : 1D array
y : 1D array
Arrays defining the coordinates of a 2D grid. If the
points lie on a regular grid, x and y can simply specify
the rows and colums, i.e.
x = [0,1,2] y = [0,1,2]
otherwise x and y must specify the full coordinates, i.e.
x = [0,1,2,0,1.5,2,0,1,2] y = [0,1,2,0,1,2,0,1,2]
If x and y are 2-dimensional, they are flattened (allowing
the use of meshgrid, for example).
z : 1D array
The values of the interpolated function on the grid
points. If z is a 2-dimensional array, it is flattened.
kind : 'linear', 'cubic', 'quintic'
The kind of interpolation to use.
copy : bool
If True, then data is copied, otherwise only a reference is held.
bounds_error : bool
If True, when interoplated values are requested outside of the
domain of the input data, an error is raised.
If False, then fill_value is used.
fill_value : number
If provided, the value to use for points outside of the
interpolation domain. Defaults to NaN.
Raises
------
ValueError when inputs are invalid.
"""
self.x, self.y, self.z = map(ravel, map(array, [x, y, z]))
if not map(rank, [self.x, self.y, self.z]) == [1,1,1]:
raise ValueError("One of the input arrays is not 1-d.")
if len(self.x) != len(self.y):
raise ValueError("x and y must have equal lengths")
if len(self.z) == len(self.x) * len(self.y):
self.x, self.y = meshgrid(x,y)
self.x, self.y = map(ravel, [self.x, self.y])
if len(self.z) != len(self.x):
raise ValueError("Invalid length for input z")
try:
kx = ky = {'linear' : 1,
'cubic' : 3,
'quintic' : 5}[kind]
except KeyError:
raise ValueError("Unsupported interpolation type.")
self.tck = fitpack.bisplrep(self.x, self.y, self.z, kx=kx, ky=ky, s=0.)
def __call__(self,x,y,dx=0,dy=0):
""" Interpolate the function.
Parameters
----------
x : 1D array
y : 1D array
The points to interpolate.
dx : int >= 0, < kx
dy : int >= 0, < ky
The order of partial derivatives in x and y, respectively.
Returns
-------
z : 2D array with shape (len(y), len(x))
The interpolated values.
"""
x = atleast_1d(x)
y = atleast_1d(y)
z = fitpack.bisplev(x, y, self.tck, dx, dy)
z = atleast_2d(z)
z = transpose(z)
if len(z)==1:
z = z[0]
return array(z)
class interp1d(object):
""" Interpolate a 1D function.
See Also
--------
splrep, splev - spline interpolation based on FITPACK
UnivariateSpline - a more recent wrapper of the FITPACK routines
"""
_interp_axis = -1 # used to set which is default interpolation
# axis. DO NOT CHANGE OR CODE WILL BREAK.
def __init__(self, x, y, kind='linear', axis=-1,
copy=True, bounds_error=True, fill_value=np.nan):
""" Initialize a 1D linear interpolation class.
Description
-----------
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 linear
interpolation to find the value of new points.
Parameters
----------
x : array
A 1D array of monotonically increasing real values. x cannot
include duplicate values (otherwise f is overspecified)
y : array
An N-D array of real values. y's length along the interpolation
axis must be equal to the length of x.
kind : str
Specifies the kind of interpolation. At the moment,
only 'linear' and 'cubic' are implemented for now.
axis : int
Specifies the axis of y along which to interpolate. Interpolation
defaults to the last axis of y.
copy : bool
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
If True, an error is thrown 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
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.
"""
self.copy = copy
self.bounds_error = bounds_error
self.fill_value = fill_value
if kind in ['zero', 'slinear', 'quadratic', 'cubic']:
order = {'zero':0,'slinear':1,'quadratic':2, 'cubic':3}[kind]
kind = 'spline'
elif isinstance(kind, int):
order = kind
kind = 'spline'
elif kind != 'linear':
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 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.")
# Normalize the axis to ensure that it is positive.
self.axis = axis % len(y.shape)
self._kind = kind
if kind == 'linear':
# Make a "view" of the y array that is rotated to the interpolation
# axis.
oriented_y = y.swapaxes(self._interp_axis, axis)
minval = 2
len_y = oriented_y.shape[self._interp_axis]
self._call = self._call_linear
else:
oriented_y = y.swapaxes(0, axis)
minval = order + 1
len_y = oriented_y.shape[0]
self._call = self._call_spline
self._spline = splmake(x,oriented_y,order=order)
len_x = len(x)
if len_x != len_y:
raise ValueError("x and y arrays must be equal in length along"
"interpolation axis.")
if len_x < minval:
raise ValueError("x and y arrays must have at " \
"least %d entries" % minval)
self.x = x
self.y = oriented_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)
# 5. Calculate the actual value for each entry in x_new.
y_new = slope*(x_new-x_lo) + y_lo
return y_new
def _call_spline(self, x_new):
x_new =np.asarray(x_new)
result = spleval(self._spline,x_new.ravel())
return result.reshape(x_new.shape+result.shape[1:])
def __call__(self, x_new):
""" Find linearly interpolated y_new = f(x_new).
Parameters
----------
x_new : number or array
New independent variable(s).
Returns
-------
y_new : number or array
Linearly interpolated value(s) corresponding to 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 = atleast_1d(x_new)
out_of_bounds = self._check_bounds(x_new)
y_new = self._call(x_new)
# Rotate the values of y_new back so that they correspond to the
# correct x_new values. For N-D x_new, take the last (for linear)
# or first (for other splines) N axes
# from y_new and insert them where self.axis was in the list of axes.
nx = x_new.ndim
ny = y_new.ndim
# 6. Fill any values that were out of bounds with fill_value.
# and
# 7. Rotate the values back to their proper place.
if self._kind == 'linear':
y_new[..., out_of_bounds] = self.fill_value
axes = range(ny - nx)
axes[self.axis:self.axis] = range(ny - nx, ny)
return y_new.transpose(axes)
else:
y_new[out_of_bounds] = self.fill_value
axes = range(ny - nx, ny)
axes[self.axis:self.axis] = range(ny - nx)
return y_new.transpose(axes)
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 ppform(object):
"""The ppform of the piecewise polynomials is given in terms of coefficients
and breaks. The polynomial in the ith interval is
x_{i} <= x < x_{i+1}
S_i = sum(coefs[m,i]*(x-breaks[i])^(k-m), m=0..k)
where k is the degree of the polynomial.
"""
def __init__(self, coeffs, breaks, fill=0.0, sort=False):
self.coeffs = np.asarray(coeffs)
if sort:
self.breaks = np.sort(breaks)
else:
self.breaks = np.asarray(breaks)
self.K = self.coeffs.shape[0]
self.fill = fill
self.a = self.breaks[0]
self.b = self.breaks[-1]
def __call__(self, xnew):
saveshape = np.shape(xnew)
xnew = np.ravel(xnew)
res = np.empty_like(xnew)
mask = (xnew >= self.a) & (xnew <= self.b)
res[~mask] = self.fill
xx = xnew.compress(mask)
indxs = np.searchsorted(self.breaks, xx)-1
indxs = indxs.clip(0,len(self.breaks))
pp = self.coeffs
diff = xx - self.breaks.take(indxs)
V = np.vander(diff,N=self.K)
# values = np.diag(dot(V,pp[:,indxs]))
values = array([dot(V[k,:],pp[:,indxs[k]]) for k in xrange(len(xx))])
res[mask] = values
res.shape = saveshape
return res
def fromspline(cls, xk, cvals, order, fill=0.0):
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)
fromspline = classmethod(fromspline)
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 dot(tmp, yk)
def _setdiag(a, k, v):
assert (a.ndim==2)
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)/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,dot(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 = concatenate((B,lh),axis=0)
w = 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 (xk, cvals, k) representation of a spline given
data-points where the (internal) knots are at the data-points.
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.
kind can be 'smoothest', 'not_a_knot', 'fixed',
'clamped', 'natural', 'periodic', 'symmetric',
'user', 'mixed'
it is ignored if order < 2
"""
yk = np.asanyarray(yk)
N = yk.shape[0]-1
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((xj,cvals,k),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.
Internally, an additional k-1 knot points are added on either side of
the spline.
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.
"""
oldshape = np.shape(xnew)
xx = np.ravel(xnew)
sh = cvals.shape[1:]
res = np.empty(xx.shape + sh)
for index in np.ndindex(*sh):
sl = (slice(None),)+index
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 (xk,yk) at points xnew using a spline fit.
"""
return spleval(splmake(xk,yk,order=order,kind=kind,conds=conds),xnew)
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