|
|
|
@ -35,6 +35,7 @@ __all__ = __all__ + ['pade', 'padefit', 'polyreloc', 'polyrescl', 'polytrim',
|
|
|
|
|
'chebder', 'chebint', 'Cheb1d', 'dct', 'idct']
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def polyint(p, m=1, k=None):
|
|
|
|
|
"""
|
|
|
|
|
Return an antiderivative (indefinite integral) of a polynomial.
|
|
|
|
@ -102,9 +103,28 @@ def polyint(p, m=1, k=None):
|
|
|
|
|
3.0
|
|
|
|
|
|
|
|
|
|
"""
|
|
|
|
|
def _polyintnd(p, m, k):
|
|
|
|
|
ix = arange(len(p), 0, -1)
|
|
|
|
|
if p.ndim > 1:
|
|
|
|
|
ix = ix[..., newaxis]
|
|
|
|
|
pieces = p.shape[-1]
|
|
|
|
|
k0 = k[0] * np.ones((1, pieces), dtype=int)
|
|
|
|
|
else:
|
|
|
|
|
k0 = [k[0]]
|
|
|
|
|
y = np.concatenate((p.__truediv__(ix), k0), axis=0)
|
|
|
|
|
|
|
|
|
|
val = polyint(y, m - 1, k=k[1:])
|
|
|
|
|
if truepoly:
|
|
|
|
|
return poly1d(val)
|
|
|
|
|
return val
|
|
|
|
|
|
|
|
|
|
def _check_order(m):
|
|
|
|
|
if m < 0:
|
|
|
|
|
msg = "Order of integral must be positive (see polyder)"
|
|
|
|
|
raise ValueError(msg)
|
|
|
|
|
|
|
|
|
|
m = int(m)
|
|
|
|
|
if m < 0:
|
|
|
|
|
raise ValueError("Order of integral must be positive (see polyder)")
|
|
|
|
|
_check_order(m)
|
|
|
|
|
if k is None:
|
|
|
|
|
k = np.zeros(m, float)
|
|
|
|
|
k = np.atleast_1d(k)
|
|
|
|
@ -119,20 +139,7 @@ def polyint(p, m=1, k=None):
|
|
|
|
|
if truepoly:
|
|
|
|
|
return poly1d(p)
|
|
|
|
|
return p
|
|
|
|
|
else:
|
|
|
|
|
ix = arange(len(p), 0, -1)
|
|
|
|
|
if p.ndim > 1:
|
|
|
|
|
ix = ix[..., newaxis]
|
|
|
|
|
pieces = p.shape[-1]
|
|
|
|
|
k0 = k[0] * np.ones((1, pieces), dtype=int)
|
|
|
|
|
else:
|
|
|
|
|
k0 = [k[0]]
|
|
|
|
|
y = np.concatenate((p.__truediv__(ix), k0), axis=0)
|
|
|
|
|
|
|
|
|
|
val = polyint(y, m - 1, k=k[1:])
|
|
|
|
|
if truepoly:
|
|
|
|
|
return poly1d(val)
|
|
|
|
|
return val
|
|
|
|
|
return _polyintnd(p, m, k)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def polyder(p, m=1):
|
|
|
|
@ -187,16 +194,7 @@ def polyder(p, m=1):
|
|
|
|
|
poly1d([ 0.])
|
|
|
|
|
|
|
|
|
|
"""
|
|
|
|
|
m = int(m)
|
|
|
|
|
if m < 0:
|
|
|
|
|
raise ValueError("Order of derivative must be positive (see polyint)")
|
|
|
|
|
truepoly = isinstance(p, poly1d)
|
|
|
|
|
p = np.asarray(p)
|
|
|
|
|
if m == 0:
|
|
|
|
|
if truepoly:
|
|
|
|
|
return poly1d(p)
|
|
|
|
|
return p
|
|
|
|
|
else:
|
|
|
|
|
def _polydernd(p, m):
|
|
|
|
|
n = len(p) - 1
|
|
|
|
|
ix = arange(n, 0, -1)
|
|
|
|
|
if p.ndim > 1:
|
|
|
|
@ -207,6 +205,21 @@ def polyder(p, m=1):
|
|
|
|
|
return poly1d(val)
|
|
|
|
|
return val
|
|
|
|
|
|
|
|
|
|
def _check_order(m):
|
|
|
|
|
if m < 0:
|
|
|
|
|
msg = "Order of derivative must be positive (see polyint)"
|
|
|
|
|
raise ValueError(msg)
|
|
|
|
|
|
|
|
|
|
m = int(m)
|
|
|
|
|
_check_order(m)
|
|
|
|
|
truepoly = isinstance(p, poly1d)
|
|
|
|
|
p = np.asarray(p)
|
|
|
|
|
if m == 0:
|
|
|
|
|
if truepoly:
|
|
|
|
|
return poly1d(p)
|
|
|
|
|
return p
|
|
|
|
|
return _polydernd(p, m)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def polydeg(x, y):
|
|
|
|
|
'''
|
|
|
|
@ -629,10 +642,12 @@ def poly2hstr(p, variable='x'):
|
|
|
|
|
>>> import wafo.polynomial as wp
|
|
|
|
|
>>> wp.poly2hstr([1, 1, 2], 's' )
|
|
|
|
|
'(s + 1)*s + 2'
|
|
|
|
|
>>> wp.poly2hstr([2, 1, 2, 1], 's' )
|
|
|
|
|
'((2*s + 1)*s + 2)*s + 1'
|
|
|
|
|
>>> wp.poly2hstr([-2, 1, 2, -1], 's' )
|
|
|
|
|
'((-2*s + 1)*s + 2)*s - 1'
|
|
|
|
|
>>> wp.poly2hstr([2, 0, 2, 1], 's' )
|
|
|
|
|
'(2*s**2 + 2)*s + 1'
|
|
|
|
|
>>> wp.poly2hstr([0], 's' )
|
|
|
|
|
'0'
|
|
|
|
|
|
|
|
|
|
See also
|
|
|
|
|
--------
|
|
|
|
@ -718,8 +733,10 @@ def poly2str(p, variable='x'):
|
|
|
|
|
>>> import wafo.polynomial as wp
|
|
|
|
|
>>> wp.poly2str([1, 1, 2], 's' )
|
|
|
|
|
's**2 + s + 2'
|
|
|
|
|
>>> wp.poly2str([2, 1, 2, 0, 1], 's' )
|
|
|
|
|
'2*s**4 + s**3 + 2*s**2 + 1'
|
|
|
|
|
>>> wp.poly2str([-2, 1, 2, 0, 0], 's' )
|
|
|
|
|
'-2*s**4 + s**3 + 2*s**2'
|
|
|
|
|
>>> wp.poly2hstr([0], 's' )
|
|
|
|
|
'0'
|
|
|
|
|
"""
|
|
|
|
|
|
|
|
|
|
def _coefstr_0(coefstr, k):
|
|
|
|
@ -1109,7 +1126,8 @@ def chebpoly(n, x=None, kind=1):
|
|
|
|
|
True
|
|
|
|
|
>>> wp.chebpoly(4,kind=2)
|
|
|
|
|
array([ 16., 0., -12., 0., 1.])
|
|
|
|
|
|
|
|
|
|
>>> wp.chebpoly(0,kind=2)
|
|
|
|
|
array([ 1.])
|
|
|
|
|
|
|
|
|
|
Reference
|
|
|
|
|
---------
|
|
|
|
@ -1782,12 +1800,20 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
|
|
|
|
|
|
Parameters
|
|
|
|
|
----------
|
|
|
|
|
fun : callable or or a two column matrix
|
|
|
|
|
f=[x,f(x)] where length(x)>(m+k+1)*8.
|
|
|
|
|
fun : callable or a vector
|
|
|
|
|
function to approximate. If fun and x are supplied as vectors the
|
|
|
|
|
vectors must satisfy: len(fun)=len(x) > (m+k+1)*8.
|
|
|
|
|
m, k : integer
|
|
|
|
|
number of coefficients of the numerator and denominater, respectively.
|
|
|
|
|
a, b : real scalars
|
|
|
|
|
evaluation limits, (default a=-1,b=1)
|
|
|
|
|
trace : bool
|
|
|
|
|
if True plot values and fitted function.
|
|
|
|
|
end_points : bool
|
|
|
|
|
if True x = chebextr(npt - 1)
|
|
|
|
|
otherwise x = chebroot(npt, kind=1).
|
|
|
|
|
Note set end_points to True if there are singularities close to the
|
|
|
|
|
endpoints.
|
|
|
|
|
|
|
|
|
|
Returns
|
|
|
|
|
-------
|
|
|
|
@ -1805,10 +1831,6 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
|
sum c2[k-i]*x**i
|
|
|
|
|
i=0
|
|
|
|
|
|
|
|
|
|
If F is a two column matrix, [x f(x)], a good choice for x is:
|
|
|
|
|
|
|
|
|
|
x = cos(pi/(N-1)*(N-1:-1:0))*(b-a)/2+ (a+b)/2, where N = (m+k+1)*8;
|
|
|
|
|
|
|
|
|
|
Note: c1 and c2 are ordered for direct use with polyval
|
|
|
|
|
|
|
|
|
|
Example
|
|
|
|
@ -1836,6 +1858,20 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
|
William T. Wetterling and Brian P. Flannery (1997)
|
|
|
|
|
"Numerical recipes in Fortran 77", Vol. 1, pp 197-20
|
|
|
|
|
"""
|
|
|
|
|
def _points(npt, end_points):
|
|
|
|
|
if end_points:
|
|
|
|
|
# Use the location of the local extreme values of
|
|
|
|
|
# the Chebychev polynomial of the first kind of degree NPT-1.
|
|
|
|
|
return chebextr(npt - 1)
|
|
|
|
|
# Use the roots of the Chebychev polynomial of the first kind of
|
|
|
|
|
# degree NPT. Note this is useful if there are singularities close
|
|
|
|
|
# to the endpoints.
|
|
|
|
|
return chebroot(npt, kind=1)
|
|
|
|
|
|
|
|
|
|
def _check_size(fs, npt):
|
|
|
|
|
if len(fs) < npt:
|
|
|
|
|
warnings.warn('Check the result! Number of function values ' +
|
|
|
|
|
'should be at least: {0:d}'.format(npt))
|
|
|
|
|
|
|
|
|
|
NFAC = 8
|
|
|
|
|
BIG = 1e30
|
|
|
|
@ -1847,24 +1883,13 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
|
npt = NFAC * ncof
|
|
|
|
|
|
|
|
|
|
if x is None:
|
|
|
|
|
if end_points:
|
|
|
|
|
# Use the location of the local extreme values of
|
|
|
|
|
# the Chebychev polynomial of the first kind of degree NPT-1.
|
|
|
|
|
x = map_to_interval(chebextr(npt - 1), a, b)
|
|
|
|
|
else:
|
|
|
|
|
# Use the roots of the Chebychev polynomial of the first kind of
|
|
|
|
|
# degree NPT. Note this is useful if there are singularities close
|
|
|
|
|
# to the endpoints.
|
|
|
|
|
x = map_to_interval(chebroot(npt, kind=1), a, b)
|
|
|
|
|
x = map_to_interval(_points(npt, end_points), a, b)
|
|
|
|
|
|
|
|
|
|
if hasattr(fun, '__call__'):
|
|
|
|
|
fs = fun(x)
|
|
|
|
|
else:
|
|
|
|
|
fs = fun
|
|
|
|
|
n = len(fs)
|
|
|
|
|
if n < npt:
|
|
|
|
|
warnings.warn('Check the result! Number of function values ' +
|
|
|
|
|
'should be at least: %d' % npt)
|
|
|
|
|
_check_size(fs, npt)
|
|
|
|
|
|
|
|
|
|
if trace:
|
|
|
|
|
plt.plot(x, fs, '+')
|
|
|
|
@ -1889,8 +1914,7 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
|
u[:, jx] = pow1
|
|
|
|
|
|
|
|
|
|
[u1, w, v] = np.linalg.svd(u, full_matrices=False)
|
|
|
|
|
cof = np.where(w == 0, 0.0, np.dot(bb, u1) / w)
|
|
|
|
|
cof = np.dot(cof, v)
|
|
|
|
|
cof = np.dot(np.where(w == 0, 0.0, np.dot(bb, u1) / w), v)
|
|
|
|
|
|
|
|
|
|
# Tabulate the deviations and revise the weights
|
|
|
|
|
ee = polyval(cof[m::-1], x) / \
|
|
|
|
@ -2142,6 +2166,18 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
|
Examples
|
|
|
|
|
--------
|
|
|
|
|
"""
|
|
|
|
|
def _check_shapes(z, ndims, sizes):
|
|
|
|
|
ndim = len(ndims)
|
|
|
|
|
if np.any(ndims != ndim) or z.ndim != ndim:
|
|
|
|
|
msg = "expected {0:d}D array for x1, x2,...,xn and f".format(ndim)
|
|
|
|
|
raise TypeError(msg)
|
|
|
|
|
if np.any(sizes == 0):
|
|
|
|
|
raise TypeError("expected non-empty vector for xi")
|
|
|
|
|
|
|
|
|
|
def _check_size(w, n):
|
|
|
|
|
if n != len(w):
|
|
|
|
|
raise TypeError("expected x and w to have same length")
|
|
|
|
|
|
|
|
|
|
# xi = np.array(xi, copy=0) + 0.0
|
|
|
|
|
z = np.array(f)
|
|
|
|
|
degrees = np.asarray(deg, dtype=int)
|
|
|
|
@ -2149,19 +2185,14 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
|
order = np.product(orders)
|
|
|
|
|
|
|
|
|
|
ndims = np.array([x.ndim for x in xi])
|
|
|
|
|
ndim = len(ndims)
|
|
|
|
|
sizes = np.array([x.size for x in xi])
|
|
|
|
|
if np.any(ndims != ndim) or z.ndim != ndim:
|
|
|
|
|
raise TypeError("expected %dD array for x1, x2,...,xn and f" % ndim)
|
|
|
|
|
if np.any(sizes == 0):
|
|
|
|
|
raise TypeError("expected non-empty vector for xi")
|
|
|
|
|
_check_shapes(z, ndims, sizes)
|
|
|
|
|
|
|
|
|
|
lhs = chebvandernd(degrees, *xi).reshape((-1, order))
|
|
|
|
|
rhs = z.ravel()
|
|
|
|
|
if w is not None:
|
|
|
|
|
w = np.asarray(w).ravel() + 0.0
|
|
|
|
|
if len(lhs) != len(w):
|
|
|
|
|
raise TypeError("expected x and w to have same length")
|
|
|
|
|
_check_size(w, len(lhs))
|
|
|
|
|
lhs = lhs * w
|
|
|
|
|
rhs = rhs * w
|
|
|
|
|
|
|
|
|
@ -2178,14 +2209,12 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
|
c, resids, rank, s = np.linalg.lstsq(lhs/scl, rhs, rcond)
|
|
|
|
|
c = (c/scl).reshape(orders)
|
|
|
|
|
|
|
|
|
|
if rank != order and not full:
|
|
|
|
|
msg = "The fit may be poorly conditioned"
|
|
|
|
|
warnings.warn(msg, pu.RankWarning)
|
|
|
|
|
|
|
|
|
|
if full:
|
|
|
|
|
return c, [resids, rank, s, rcond]
|
|
|
|
|
else:
|
|
|
|
|
return c
|
|
|
|
|
elif rank != order:
|
|
|
|
|
msg = "The fit may be poorly conditioned"
|
|
|
|
|
warnings.warn(msg, pu.RankWarning)
|
|
|
|
|
return c
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def chebvalnd(c, *xi):
|
|
|
|
|