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@ -122,6 +122,12 @@ def polyint(p, m=1, k=None):
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msg = "Order of integral must be positive (see polyder)"
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msg = "Order of integral must be positive (see polyder)"
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raise ValueError(msg)
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raise ValueError(msg)
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def _check_integration_const(k, m):
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if len(k) < m:
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msg = "k must be a scalar or a rank-1 array of length 1 or >m."
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raise ValueError(msg)
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def _init(m, k):
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m = int(m)
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m = int(m)
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_check_order(m)
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_check_order(m)
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if k is None:
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if k is None:
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@ -129,9 +135,10 @@ def polyint(p, m=1, k=None):
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k = np.atleast_1d(k)
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k = np.atleast_1d(k)
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if len(k) == 1 and m > 1:
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if len(k) == 1 and m > 1:
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k = k[0] * np.ones(m, float)
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k = k[0] * np.ones(m, float)
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if len(k) < m:
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_check_integration_const(k, m)
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raise ValueError(
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return m, k
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"k must be a scalar or a rank-1 array of length 1 or >m.")
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m, k = _init(m, k)
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truepoly = isinstance(p, poly1d)
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truepoly = isinstance(p, poly1d)
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p = np.asarray(p)
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p = np.asarray(p)
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if m == 0:
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if m == 0:
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@ -508,18 +515,23 @@ def polyreloc(p, x, y=0.0):
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>>> wp.polyval(r,0) # = polyval(p,1)
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>>> wp.polyval(r,0) # = polyval(p,1)
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array([3, 5, 7])
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array([3, 5, 7])
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"""
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"""
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def _reshape(r):
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if r.ndim > 1 and r.shape[-1] == 1:
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r.shape = (r.size,)
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return r
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truepoly = isinstance(p, poly1d)
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def _relocate_with_horner(p, x, y):
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r = np.atleast_1d(p).copy()
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r = np.atleast_1d(p).copy()
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n = r.shape[0]
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n = r.shape[0]
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# Relocate polynomial using Horner's algorithm
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# Relocate polynomial using Horner's algorithm
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for ii in range(n, 1, -1):
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for ii in range(n, 1, -1):
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for i in range(1, ii):
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for i in range(1, ii):
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r[i] = r[i] - x * r[i - 1]
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r[i] = r[i] - x * r[i - 1]
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r[-1] = r[-1] + y
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r[-1] = r[-1] + y
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if r.ndim > 1 and r.shape[-1] == 1:
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return _reshape(r)
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r.shape = (r.size,)
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truepoly = isinstance(p, poly1d)
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r = _relocate_with_horner(p, x, y)
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if truepoly:
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if truepoly:
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r = poly1d(r)
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r = poly1d(r)
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return r
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return r
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@ -1284,21 +1296,26 @@ def chebfit_dct(f, n=(10, ), domain=None):
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Approximations for Functions of a Single Independent Variable"
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Approximations for Functions of a Single Independent Variable"
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Journal of the ACM (JACM), Vol. 12 , Issue 3, pp 295 - 314
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Journal of the ACM (JACM), Vol. 12 , Issue 3, pp 295 - 314
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"""
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"""
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n = np.atleast_1d(n)
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def _check(n):
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if np.any(n > 50):
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if np.any(n > 50):
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warnings.warn('CHEBFIT should only be used for n<50')
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warnings.warn('CHEBFIT should only be used for n<50')
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if hasattr(f, '__call__'):
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def _zip(n, domain):
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if domain is None:
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if domain is None:
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domain = (-1, 1) * len(n)
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domain = (-1, 1) * len(n)
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domain = np.atleast_2d(domain).reshape((-1, 2))
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return zip(n, np.atleast_2d(domain).reshape((-1, 2)))
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def _init_ck(f, n, domain):
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n = np.atleast_1d(n)
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_check(n)
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if hasattr(f, '__call__'):
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xi = [map_to_interval(chebroot(ni), d[0], d[1])
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xi = [map_to_interval(chebroot(ni), d[0], d[1])
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|
|
for ni, d in zip(n, domain)]
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|
for ni, d in _zip(n, domain)]
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Xi = np.meshgrid(*xi)
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|
Xi = np.meshgrid(*xi)
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ck = f(*Xi)
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|
return f(*Xi), n
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else:
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|
return f, f.shape
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|
|
ck = f
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|
|
n = ck.shape
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|
|
ck, n = _init_ck(f, n, domain)
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|
|
ndim = len(n)
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|
|
ndim = len(n)
|
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|
|
for i in range(ndim):
|
|
|
|
for i in range(ndim):
|
|
|
@ -1868,27 +1885,38 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
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warnings.warn('Check the result! Number of function values ' +
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|
|
warnings.warn('Check the result! Number of function values ' +
|
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|
|
'should be at least: {0:d}'.format(npt))
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|
|
'should be at least: {0:d}'.format(npt))
|
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|
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|
|
NFAC = 8
|
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|
|
def _init(fun, a, b, x, end_points, npt):
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|
|
BIG = 1e30
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|
MAXIT = 5
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|
|
smallest_devmax = BIG
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|
|
ncof = m + k + 1
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|
|
# Number of points where function is evaluated, i.e. fineness of mesh
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|
|
npt = NFAC * ncof
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|
|
if x is None:
|
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|
|
if x is None:
|
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|
|
x = map_to_interval(_points(npt, end_points), a, b)
|
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|
|
x = map_to_interval(_points(npt, end_points), a, b)
|
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|
|
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|
|
|
|
|
|
if hasattr(fun, '__call__'):
|
|
|
|
if hasattr(fun, '__call__'):
|
|
|
|
fs = fun(x)
|
|
|
|
fs = fun(x)
|
|
|
|
else:
|
|
|
|
else:
|
|
|
|
fs = fun
|
|
|
|
fs = fun
|
|
|
|
_check_size(fs, npt)
|
|
|
|
_check_size(fs, npt)
|
|
|
|
|
|
|
|
return x, fs
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def _cond_plot1(trace, x, fs):
|
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|
|
if trace:
|
|
|
|
if trace:
|
|
|
|
plt.plot(x, fs, '+')
|
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|
|
plt.plot(x, fs, '+')
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
def _cond_plot2(x, fs, x, ys, ix, devmax):
|
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|
|
|
|
|
|
if trace:
|
|
|
|
|
|
|
|
print('Iteration=%d, max error=%g' % (ix, devmax))
|
|
|
|
|
|
|
|
plt.plot(x, fs, x, ee + fs)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NFAC = 8
|
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|
|
|
|
|
|
BIG = 1e30
|
|
|
|
|
|
|
|
MAXIT = 5
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
smallest_devmax = BIG
|
|
|
|
|
|
|
|
ncof = m + k + 1
|
|
|
|
|
|
|
|
# Number of points where function is evaluated, i.e. fineness of mesh
|
|
|
|
|
|
|
|
npt = NFAC * ncof
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
x, fs = _init(fun, a, b, x, end_points, npt)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
_cond_plot1(trace, x, fs)
|
|
|
|
|
|
|
|
|
|
|
|
wt = np.ones((npt))
|
|
|
|
wt = np.ones((npt))
|
|
|
|
ee = np.ones((npt))
|
|
|
|
ee = np.ones((npt))
|
|
|
|
mad = 0
|
|
|
|
mad = 0
|
|
|
@ -1924,10 +1952,7 @@ def padefitlsq(fun, m, k, a=-1, b=1, trace=False, x=None, end_points=True):
|
|
|
|
smallest_devmax = devmax
|
|
|
|
smallest_devmax = devmax
|
|
|
|
c1 = cof[m::-1]
|
|
|
|
c1 = cof[m::-1]
|
|
|
|
c2 = cof[ncof:m:-1].tolist() + [1, ]
|
|
|
|
c2 = cof[ncof:m:-1].tolist() + [1, ]
|
|
|
|
|
|
|
|
_cond_plot2(x, fs, x, ee + fs, ix, devmax)
|
|
|
|
if trace:
|
|
|
|
|
|
|
|
print('Iteration=%d, max error=%g' % (ix, devmax))
|
|
|
|
|
|
|
|
plt.plot(x, fs, x, ee + fs)
|
|
|
|
|
|
|
|
return poly1d(c1), poly1d(c2)
|
|
|
|
return poly1d(c1), poly1d(c2)
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
@ -2050,15 +2075,18 @@ def chebvandernd(deg, *xi):
|
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|
|
--------
|
|
|
|
--------
|
|
|
|
chebvander, chebvalnd, chebfitnd
|
|
|
|
chebvander, chebvalnd, chebfitnd
|
|
|
|
"""
|
|
|
|
"""
|
|
|
|
ideg = [int(d) for d in deg]
|
|
|
|
def _check_deg(ideg, is_valid, ndim):
|
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|
|
is_valid = np.array([di == d and di >= 0 for di, d in zip(ideg, deg)])
|
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|
|
|
|
|
|
if np.any(is_valid != 1):
|
|
|
|
if np.any(is_valid != 1):
|
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|
|
raise ValueError("degrees must be non-negative integers")
|
|
|
|
raise ValueError("degrees must be non-negative integers")
|
|
|
|
ndim = len(xi)
|
|
|
|
|
|
|
|
if len(ideg) != ndim:
|
|
|
|
if len(ideg) != ndim:
|
|
|
|
msg = 'length of deg must be the same as number of dimensions'
|
|
|
|
msg = 'length of deg must be the same as number of dimensions'
|
|
|
|
raise ValueError(msg)
|
|
|
|
raise ValueError(msg)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ideg = [int(d) for d in deg]
|
|
|
|
|
|
|
|
is_valid = np.array([di == d and di >= 0 for di, d in zip(ideg, deg)])
|
|
|
|
|
|
|
|
ndim = len(xi)
|
|
|
|
|
|
|
|
_check_deg(ideg, is_valid, ndim)
|
|
|
|
|
|
|
|
|
|
|
|
xi = np.array(xi, copy=0) + 0.0
|
|
|
|
xi = np.array(xi, copy=0) + 0.0
|
|
|
|
chebvander = np.polynomial.chebyshev.chebvander
|
|
|
|
chebvander = np.polynomial.chebyshev.chebvander
|
|
|
|
shape0 = xi[0].shape
|
|
|
|
shape0 = xi[0].shape
|
|
|
@ -2161,7 +2189,9 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
Examples
|
|
|
|
Examples
|
|
|
|
--------
|
|
|
|
--------
|
|
|
|
"""
|
|
|
|
"""
|
|
|
|
def _check_shapes(z, ndims, sizes):
|
|
|
|
def _check_shapes(z, xi):
|
|
|
|
|
|
|
|
ndims = np.array([np.ndim(x) for x in xi])
|
|
|
|
|
|
|
|
sizes = np.array([np.size(x) for x in xi])
|
|
|
|
ndim = len(ndims)
|
|
|
|
ndim = len(ndims)
|
|
|
|
if np.any(ndims != ndim) or z.ndim != ndim:
|
|
|
|
if np.any(ndims != ndim) or z.ndim != ndim:
|
|
|
|
msg = "expected {0:d}D array for x1, x2,...,xn and f".format(ndim)
|
|
|
|
msg = "expected {0:d}D array for x1, x2,...,xn and f".format(ndim)
|
|
|
@ -2173,16 +2203,16 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
if n != len(w):
|
|
|
|
if n != len(w):
|
|
|
|
raise TypeError("expected x and w to have same length")
|
|
|
|
raise TypeError("expected x and w to have same length")
|
|
|
|
|
|
|
|
|
|
|
|
# xi = np.array(xi, copy=0) + 0.0
|
|
|
|
def _scale(lhs):
|
|
|
|
z = np.array(f)
|
|
|
|
if issubclass(lhs.dtype.type, np.complexfloating):
|
|
|
|
degrees = np.asarray(deg, dtype=int)
|
|
|
|
scl = np.sqrt((np.square(lhs.real) +
|
|
|
|
orders = degrees + 1
|
|
|
|
np.square(lhs.imag)).sum(axis=0))
|
|
|
|
order = np.product(orders)
|
|
|
|
else:
|
|
|
|
|
|
|
|
scl = np.sqrt(np.square(lhs).sum(axis=0))
|
|
|
|
ndims = np.array([x.ndim for x in xi])
|
|
|
|
scl[scl == 0] = 1
|
|
|
|
sizes = np.array([x.size for x in xi])
|
|
|
|
return scl
|
|
|
|
_check_shapes(z, ndims, sizes)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
def _init(xi, z, w, degrees, order):
|
|
|
|
lhs = chebvandernd(degrees, *xi).reshape((-1, order))
|
|
|
|
lhs = chebvandernd(degrees, *xi).reshape((-1, order))
|
|
|
|
rhs = z.ravel()
|
|
|
|
rhs = z.ravel()
|
|
|
|
if w is not None:
|
|
|
|
if w is not None:
|
|
|
@ -2190,15 +2220,21 @@ def chebfitnd(xi, f, deg, rcond=None, full=False, w=None):
|
|
|
|
_check_size(w, len(lhs))
|
|
|
|
_check_size(w, len(lhs))
|
|
|
|
lhs = lhs * w
|
|
|
|
lhs = lhs * w
|
|
|
|
rhs = rhs * w
|
|
|
|
rhs = rhs * w
|
|
|
|
|
|
|
|
scl = _scale(lhs)
|
|
|
|
|
|
|
|
return lhs, scl, rhs
|
|
|
|
|
|
|
|
|
|
|
|
if rcond is None:
|
|
|
|
# xi = np.array(xi, copy=0) + 0.0
|
|
|
|
rcond = xi[0].size * np.finfo(x.dtype).eps
|
|
|
|
z = np.array(f)
|
|
|
|
|
|
|
|
_check_shapes(z, xi)
|
|
|
|
|
|
|
|
|
|
|
|
if issubclass(lhs.dtype.type, np.complexfloating):
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degrees = np.asarray(deg, dtype=int)
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scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(axis=0))
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orders = degrees + 1
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else:
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order = np.product(orders)
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scl = np.sqrt(np.square(lhs).sum(axis=0))
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scl[scl == 0] = 1
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lhs, rhs, scl = _init(xi, z, w, degrees, order)
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if rcond is None:
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rcond = xi[0].size * np.finfo(xi[0].dtype).eps
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# Solve the least squares problem.
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# Solve the least squares problem.
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c, resids, rank, s = np.linalg.lstsq(lhs/scl, rhs, rcond)
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c, resids, rank, s = np.linalg.lstsq(lhs/scl, rhs, rcond)
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