You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
1359 lines
46 KiB
Python
1359 lines
46 KiB
Python
#!/usr/bin/env python
|
|
from __future__ import absolute_import, division
|
|
import numpy as np
|
|
import scipy.signal
|
|
# import scipy.sparse.linalg # @UnusedImport
|
|
import scipy.sparse as sparse
|
|
from numpy import ones, zeros, prod, sin, diff, pi, inf, vstack, linspace
|
|
from scipy.interpolate import BPoly, interp1d
|
|
|
|
from wafo import polynomial as pl
|
|
|
|
|
|
__all__ = [
|
|
'PPform', 'savitzky_golay', 'savitzky_golay_piecewise', 'sgolay2d',
|
|
'SmoothSpline', 'pchip_slopes', 'slopes', 'stineman_interp', 'Pchip',
|
|
'StinemanInterp', 'CubicHermiteSpline']
|
|
|
|
|
|
def savitzky_golay(y, window_size, order, deriv=0):
|
|
"""Smooth (and optionally differentiate) data with a Savitzky-Golay filter.
|
|
The Savitzky-Golay filter removes high frequency noise from data.
|
|
It has the advantage of preserving the original shape and
|
|
features of the signal better than other types of filtering
|
|
approaches, such as moving averages techhniques.
|
|
|
|
Parameters
|
|
----------
|
|
y : array_like, shape (N,)
|
|
the values of the time history of the signal.
|
|
window_size : int
|
|
the length of the window. Must be an odd integer number.
|
|
order : int
|
|
the order of the polynomial used in the filtering.
|
|
Must be less then `window_size` - 1.
|
|
deriv: int
|
|
order of the derivative to compute (default = 0 means only smoothing)
|
|
|
|
Returns
|
|
-------
|
|
ys : ndarray, shape (N)
|
|
the smoothed signal (or it's n-th derivative).
|
|
|
|
Notes
|
|
-----
|
|
The Savitzky-Golay is a type of low-pass filter, particularly
|
|
suited for smoothing noisy data. The test_doctstrings idea behind this
|
|
approach is to make for each point a least-square fit with a
|
|
polynomial of high order over a odd-sized window centered at
|
|
the point.
|
|
|
|
Examples
|
|
--------
|
|
>>> t = np.linspace(-4, 4, 500)
|
|
>>> noise = np.random.normal(0, 0.05, t.shape)
|
|
>>> noise = 0.4*np.sin(100*t)
|
|
>>> y = np.exp( -t**2 ) + noise
|
|
>>> ysg = savitzky_golay(y, window_size=31, order=4)
|
|
>>> np.allclose(ysg[:10],
|
|
... [-0.00127789, -0.02390299, -0.04444364, -0.01738837, 0.00585856,
|
|
... -0.01675704, -0.03140276, 0.00010455, 0.02099063, -0.00380031])
|
|
True
|
|
|
|
import matplotlib.pyplot as plt
|
|
h=plt.plot(t, y, label='Noisy signal')
|
|
h=plt.plot(t, np.exp(-t**2), 'k', lw=1.5, label='Original signal')
|
|
h=plt.plot(t, ysg, 'r', label='Filtered signal')
|
|
h=plt.legend()
|
|
plt.show()
|
|
|
|
References
|
|
----------
|
|
.. [1] A. Savitzky, M. J. E. Golay, Smoothing and Differentiation of
|
|
Data by Simplified Least Squares Procedures. Analytical
|
|
Chemistry, 1964, 36 (8), pp 1627-1639.
|
|
.. [2] Numerical Recipes 3rd Edition: The Art of Scientific Computing
|
|
W.H. Press, S.A. Teukolsky, W.T. Vetterling, B.P. Flannery
|
|
Cambridge University Press ISBN-13: 9780521880688
|
|
"""
|
|
try:
|
|
window_size = np.abs(np.int(window_size))
|
|
order = np.abs(np.int(order))
|
|
except ValueError:
|
|
raise ValueError("window_size and order have to be of type int")
|
|
if window_size % 2 != 1 or window_size < 1:
|
|
raise TypeError("window_size size must be a positive odd number")
|
|
if window_size < order + 2:
|
|
raise TypeError("window_size is too small for the polynomials order")
|
|
order_range = range(order + 1)
|
|
half_window = (window_size - 1) // 2
|
|
# precompute coefficients
|
|
b = np.mat([[k ** i for i in order_range]
|
|
for k in range(-half_window, half_window + 1)])
|
|
m = np.linalg.pinv(b).A[deriv]
|
|
# pad the signal at the extremes with
|
|
# values taken from the signal itself
|
|
firstvals = y[0] - np.abs(y[1:half_window + 1][::-1] - y[0])
|
|
lastvals = y[-1] + np.abs(y[-half_window - 1:-1][::-1] - y[-1])
|
|
y = np.concatenate((firstvals, y, lastvals))
|
|
return np.convolve(m, y, mode='valid')
|
|
|
|
|
|
def savitzky_golay_piecewise(xvals, data, kernel=11, order=4):
|
|
'''
|
|
One of the most popular applications of S-G filter, apart from smoothing
|
|
UV-VIS and IR spectra, is smoothing of curves obtained in electroanalytical
|
|
experiments. In cyclic voltammetry, voltage (being the abcissa) changes
|
|
like a triangle wave. And in the signal there are cusps at the turning
|
|
points (at switching potentials) which should never be smoothed.
|
|
In this case, Savitzky-Golay smoothing should be
|
|
done piecewise, ie. separately on pieces monotonic in x
|
|
|
|
Example
|
|
-------
|
|
>>> import numpy as np
|
|
>>> import matplotlib.pyplot as plt
|
|
>>> n = 1e3
|
|
>>> x = np.linspace(0, 25, n)
|
|
>>> y = np.round(sin(x))
|
|
>>> sig2 = linspace(0,0.5,50)
|
|
|
|
# As an example, this figure shows the effect of an additive noise with a
|
|
# variance of 0.2 (original signal (black), noisy signal (red) and filtered
|
|
# signal (blue dots)).
|
|
>>> noise = np.sqrt(0.2)*np.random.randn(*x.shape)
|
|
>>> noise = np.sqrt(0.2)*np.sin(1000*x)
|
|
>>> yn = y + noise
|
|
>>> yr = savitzky_golay_piecewise(x, yn, kernel=11, order=4)
|
|
>>> np.allclose(yr[:10],
|
|
... [-0.02708216, -0.04295155, -0.08522043, -0.13995016, -0.1908162 ,
|
|
... -0.22938387, -0.26932722, -0.30614865, -0.33942134, -0.3687596 ])
|
|
True
|
|
|
|
h=plt.plot(x, yn, 'r', x, y, 'k', x, yr, 'b.')
|
|
'''
|
|
turnpoint = 0
|
|
last = len(xvals)
|
|
if xvals[1] > xvals[0]: # x is increasing?
|
|
for i in range(1, last): # yes
|
|
if xvals[i] < xvals[i - 1]: # search where x starts to fall
|
|
turnpoint = i
|
|
break
|
|
else: # no, x is decreasing
|
|
for i in range(1, last): # search where it starts to rise
|
|
if xvals[i] > xvals[i - 1]:
|
|
turnpoint = i
|
|
break
|
|
if turnpoint == 0: # no change in direction of x
|
|
return savitzky_golay(data, kernel, order)
|
|
else:
|
|
# smooth the first piece
|
|
firstpart = savitzky_golay(data[0:turnpoint], kernel, order)
|
|
# recursively smooth the rest
|
|
rest = savitzky_golay_piecewise(
|
|
xvals[turnpoint:], data[turnpoint:], kernel, order)
|
|
return np.concatenate((firstpart, rest))
|
|
|
|
|
|
def sgolay2d(z, window_size, order, derivative=None):
|
|
"""
|
|
Savitsky - Golay filters can also be used to smooth two dimensional data
|
|
affected by noise. The algorithm is exactly the same as for the one
|
|
dimensional case, only the math is a bit more tricky. The basic algorithm
|
|
is as follow: for each point of the two dimensional matrix extract a sub
|
|
- matrix, centered at that point and with a size equal to an odd number
|
|
"window_size". for this sub - matrix compute a least - square fit of a
|
|
polynomial surface, defined as
|
|
p(x, y) = a0 + a1 * x + a2 * y + a3 * x2 + a4 * y2 + a5 * x * y + ... .
|
|
|
|
Note that x and y are equal to zero at the central point.
|
|
replace the initial central point with the value computed with the fit.
|
|
Note that because the fit coefficients are linear with respect to the data
|
|
spacing, they can pre - computed for efficiency. Moreover, it is important
|
|
to appropriately pad the borders of the data, with a mirror image of the
|
|
data itself, so that the evaluation of the fit at the borders of the data
|
|
can happen smoothly.
|
|
Here is the code for two dimensional filtering.
|
|
|
|
Example
|
|
-------
|
|
# create some sample twoD data
|
|
>>> x = np.linspace(-3,3,100)
|
|
>>> y = np.linspace(-3,3,100)
|
|
>>> X, Y = np.meshgrid(x,y)
|
|
>>> Z = np.exp( -(X**2+Y**2))
|
|
|
|
# add noise
|
|
>>> noise = np.random.normal( 0, 0.2, Z.shape )
|
|
>>> noise = np.sqrt(0.2) * np.sin(100*X)*np.sin(100*Y)
|
|
>>> Zn = Z + noise
|
|
|
|
# filter it
|
|
>>> Zf = sgolay2d( Zn, window_size=29, order=4)
|
|
>>> np.allclose(Zf[:3,:5],
|
|
... [[ 0.29304073, 0.29749652, 0.29007645, 0.2695685 , 0.23541966],
|
|
... [ 0.29749652, 0.29819304, 0.28766723, 0.26524542, 0.23081572],
|
|
... [ 0.29007645, 0.28766723, 0.27483445, 0.25141198, 0.21769662]])
|
|
True
|
|
|
|
# do some plotting
|
|
import matplotlib.pyplot as plt
|
|
h=plt.matshow(Z)
|
|
h=plt.matshow(Zn)
|
|
h=plt.matshow(Zf)
|
|
"""
|
|
# number of terms in the polynomial expression
|
|
n_terms = (order + 1) * (order + 2) / 2.0
|
|
|
|
if window_size % 2 == 0:
|
|
raise ValueError('window_size must be odd')
|
|
|
|
if window_size ** 2 < n_terms:
|
|
raise ValueError('order is too high for the window size')
|
|
|
|
half_size = window_size // 2
|
|
|
|
# exponents of the polynomial.
|
|
# p(x,y) = a0 + a1*x + a2*y + a3*x^2 + a4*y^2 + a5*x*y + ...
|
|
# this line gives a list of two item tuple. Each tuple contains
|
|
# the exponents of the k-th term. First element of tuple is for x
|
|
# second element for y.
|
|
# Ex. exps = [(0,0), (1,0), (0,1), (2,0), (1,1), (0,2), ...]
|
|
exps = [(k - n, n) for k in range(order + 1) for n in range(k + 1)]
|
|
|
|
# coordinates of points
|
|
ind = np.arange(-half_size, half_size + 1, dtype=np.float64)
|
|
dx = np.repeat(ind, window_size)
|
|
dy = np.tile(ind, [window_size, 1]).reshape(window_size ** 2,)
|
|
|
|
# build matrix of system of equation
|
|
A = np.empty((window_size ** 2, len(exps)))
|
|
for i, exp in enumerate(exps):
|
|
A[:, i] = (dx ** exp[0]) * (dy ** exp[1])
|
|
|
|
# pad input array with appropriate values at the four borders
|
|
new_shape = z.shape[0] + 2 * half_size, z.shape[1] + 2 * half_size
|
|
Z = np.zeros((new_shape))
|
|
# top band
|
|
band = z[0, :]
|
|
Z[:half_size, half_size:-half_size] = band - \
|
|
np.abs(np.flipud(z[1:half_size + 1, :]) - band)
|
|
# bottom band
|
|
band = z[-1, :]
|
|
Z[-half_size:, half_size:-half_size] = band + \
|
|
np.abs(np.flipud(z[-half_size - 1:-1, :]) - band)
|
|
# left band
|
|
band = np.tile(z[:, 0].reshape(-1, 1), [1, half_size])
|
|
Z[half_size:-half_size, :half_size] = band - \
|
|
np.abs(np.fliplr(z[:, 1:half_size + 1]) - band)
|
|
# right band
|
|
band = np.tile(z[:, -1].reshape(-1, 1), [1, half_size])
|
|
Z[half_size:-half_size, -half_size:] = band + \
|
|
np.abs(np.fliplr(z[:, -half_size - 1:-1]) - band)
|
|
# central band
|
|
Z[half_size:-half_size, half_size:-half_size] = z
|
|
|
|
# top left corner
|
|
band = z[0, 0]
|
|
Z[:half_size, :half_size] = band - \
|
|
np.abs(
|
|
np.flipud(np.fliplr(z[1:half_size + 1, 1:half_size + 1])) - band)
|
|
# bottom right corner
|
|
band = z[-1, -1]
|
|
Z[-half_size:, -half_size:] = band + \
|
|
np.abs(np.flipud(np.fliplr(z[-half_size - 1:-1, -half_size - 1:-1])) -
|
|
band)
|
|
|
|
# top right corner
|
|
band = Z[half_size, -half_size:]
|
|
Z[:half_size, -half_size:] = band - \
|
|
np.abs(
|
|
np.flipud(Z[half_size + 1:2 * half_size + 1, -half_size:]) - band)
|
|
# bottom left corner
|
|
band = Z[-half_size:, half_size].reshape(-1, 1)
|
|
Z[-half_size:, :half_size] = band - \
|
|
np.abs(
|
|
np.fliplr(Z[-half_size:, half_size + 1:2 * half_size + 1]) - band)
|
|
|
|
# solve system and convolve
|
|
if derivative is None:
|
|
m = np.linalg.pinv(A)[0].reshape((window_size, -1))
|
|
return scipy.signal.fftconvolve(Z, m, mode='valid')
|
|
elif derivative == 'col':
|
|
c = np.linalg.pinv(A)[1].reshape((window_size, -1))
|
|
return scipy.signal.fftconvolve(Z, -c, mode='valid')
|
|
elif derivative == 'row':
|
|
r = np.linalg.pinv(A)[2].reshape((window_size, -1))
|
|
return scipy.signal.fftconvolve(Z, -r, mode='valid')
|
|
elif derivative == 'both':
|
|
c = np.linalg.pinv(A)[1].reshape((window_size, -1))
|
|
r = np.linalg.pinv(A)[2].reshape((window_size, -1))
|
|
return (scipy.signal.fftconvolve(Z, -r, mode='valid'),
|
|
scipy.signal.fftconvolve(Z, -c, mode='valid'))
|
|
|
|
|
|
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.
|
|
|
|
Example
|
|
-------
|
|
>>> import matplotlib.pyplot as plt
|
|
>>> coef = np.array([[1,1]]) # unit step function
|
|
>>> coef = np.array([[1,1],[0,1]]) # linear from 0 to 2
|
|
>>> coef = np.array([[1,1],[1,1],[0,2]]) # linear from 0 to 2
|
|
>>> breaks = [0,1,2]
|
|
>>> self = PPform(coef, breaks)
|
|
>>> x = linspace(-1, 3, 21)
|
|
>>> y = self(x)
|
|
>>> np.allclose(y, [ 0. , 0. , 0. , 0. , 0. , 0. , 0.24, 0.56,
|
|
... 0.96, 1.44, 2. , 2.24, 2.56, 2.96, 3.44, 4. , 0. , 0. ,
|
|
... 0. , 0. , 0. ])
|
|
True
|
|
|
|
h=plt.plot(x, y)
|
|
"""
|
|
|
|
def __init__(self, coeffs, breaks, fill=0.0, sort=False, a=None, b=None):
|
|
if sort:
|
|
self.breaks = np.sort(breaks)
|
|
else:
|
|
self.breaks = np.asarray(breaks)
|
|
if a is None:
|
|
a = self.breaks[0]
|
|
if b is None:
|
|
b = self.breaks[-1]
|
|
self.coeffs = np.asarray(coeffs)
|
|
self.order = self.coeffs.shape[0]
|
|
self.fill = fill
|
|
self.a = a
|
|
self.b = b
|
|
|
|
def __call__(self, xnew):
|
|
saveshape = np.shape(xnew)
|
|
xnew = np.ravel(xnew)
|
|
res = np.empty_like(xnew)
|
|
mask = (self.a <= xnew) & (xnew <= self.b)
|
|
res[~mask] = self.fill
|
|
xx = xnew.compress(mask)
|
|
indxs = np.searchsorted(self.breaks[:-1], xx) - 1
|
|
indxs = indxs.clip(0, len(self.breaks))
|
|
pp = self.coeffs
|
|
dx = xx - self.breaks.take(indxs)
|
|
|
|
v = pp[0, indxs]
|
|
for i in range(1, self.order):
|
|
v = dx * v + pp[i, indxs]
|
|
values = v
|
|
|
|
res[mask] = values
|
|
res.shape = saveshape
|
|
return res
|
|
|
|
def linear_extrapolate(self, output=True):
|
|
'''
|
|
Return 1D PPform which extrapolate linearly outside its basic interval
|
|
'''
|
|
|
|
max_order = 2
|
|
|
|
if self.order <= max_order:
|
|
if output:
|
|
return self
|
|
else:
|
|
return
|
|
breaks = self.breaks.copy()
|
|
coefs = self.coeffs.copy()
|
|
# pieces = len(breaks) - 1
|
|
|
|
# Add new breaks beyond each end
|
|
breaks2add = breaks[[0, -1]] + np.array([-1, 1])
|
|
newbreaks = np.hstack([breaks2add[0], breaks, breaks2add[1]])
|
|
|
|
dx = newbreaks[[0, -2]] - breaks[[0, -2]]
|
|
|
|
dx = dx.ravel()
|
|
|
|
# Get coefficients for the new last polynomial piece (a_n)
|
|
# by just relocate the previous last polynomial and
|
|
# then set all terms of order > maxOrder to zero
|
|
|
|
a_nn = coefs[:, -1]
|
|
dxN = dx[-1]
|
|
|
|
a_n = pl.polyreloc(a_nn, -dxN) # Relocate last polynomial
|
|
# set to zero all terms of order > maxOrder
|
|
a_n[0:self.order - max_order] = 0
|
|
|
|
# Get the coefficients for the new first piece (a_1)
|
|
# by first setting all terms of order > maxOrder to zero and then
|
|
# relocate the polynomial.
|
|
|
|
# Set to zero all terms of order > maxOrder, i.e., not using them
|
|
a_11 = coefs[self.order - max_order::, 0]
|
|
dx1 = dx[0]
|
|
|
|
a_1 = pl.polyreloc(a_11, -dx1) # Relocate first polynomial
|
|
a_1 = np.hstack([zeros(self.order - max_order), a_1])
|
|
|
|
newcoefs = np.hstack([a_1.reshape(-1, 1), coefs, a_n.reshape(-1, 1)])
|
|
if output:
|
|
return PPform(newcoefs, newbreaks, a=-inf, b=inf)
|
|
else:
|
|
self.coeffs = newcoefs
|
|
self.breaks = newbreaks
|
|
self.a = -inf
|
|
self.b = inf
|
|
|
|
def derivative(self):
|
|
"""
|
|
Return first derivative of the piecewise polynomial
|
|
"""
|
|
|
|
cof = pl.polyder(self.coeffs)
|
|
brks = self.breaks.copy()
|
|
return PPform(cof, brks, fill=self.fill)
|
|
|
|
def integrate(self):
|
|
"""
|
|
Return the indefinite integral of the piecewise polynomial
|
|
"""
|
|
cof = pl.polyint(self.coeffs)
|
|
|
|
pieces = len(self.breaks) - 1
|
|
if 1 < pieces:
|
|
# evaluate each integrated polynomial at the right endpoint of its
|
|
# interval
|
|
xs = diff(self.breaks[:-1, ...], axis=0)
|
|
index = np.arange(pieces - 1)
|
|
|
|
vv = xs * cof[0, index]
|
|
k = self.order
|
|
for i in range(1, k):
|
|
vv = xs * (vv + cof[i, index])
|
|
|
|
cof[-1] = np.hstack((0, vv)).cumsum()
|
|
|
|
return PPform(cof, self.breaks, fill=self.fill)
|
|
|
|
# def fromspline(self, xk, cvals, order, fill=0.0):
|
|
# N = len(xk) - 1
|
|
# sivals = np.empty((order + 1, N), dtype=float)
|
|
# for m in range(order, -1, -1):
|
|
# fact = spec.gamma(m + 1)
|
|
# res = _fitpack._bspleval(xk[:-1], xk, cvals, order, m)
|
|
# res /= fact
|
|
# sivals[order - m, :] = res
|
|
# return self(sivals, xk, fill=fill)
|
|
|
|
|
|
class SmoothSpline(PPform):
|
|
|
|
"""
|
|
Cubic Smoothing Spline.
|
|
|
|
Parameters
|
|
----------
|
|
x : array-like
|
|
x-coordinates of data. (vector)
|
|
y : array-like
|
|
y-coordinates of data. (vector or matrix)
|
|
p : real scalar
|
|
smoothing parameter between 0 and 1:
|
|
0 -> LS-straight line
|
|
1 -> cubic spline interpolant
|
|
lin_extrap : bool
|
|
if False regular smoothing spline
|
|
if True a smoothing spline with a constraint on the ends to
|
|
ensure linear extrapolation outside the range of the data (default)
|
|
var : array-like
|
|
variance of each y(i) (default 1)
|
|
|
|
Returns
|
|
-------
|
|
pp : ppform
|
|
If xx is not given, return self-form of the spline.
|
|
|
|
Given the approximate values
|
|
|
|
y(i) = g(x(i))+e(i)
|
|
|
|
of some smooth function, g, where e(i) is the error. SMOOTH tries to
|
|
recover g from y by constructing a function, f, which minimizes
|
|
|
|
p * sum (Y(i) - f(X(i)))^2/d2(i) + (1-p) * int (f'')^2
|
|
|
|
|
|
Example
|
|
-------
|
|
>>> import numpy as np
|
|
>>> import matplotlib.pyplot as plt
|
|
>>> x = np.linspace(0, 1, 21)
|
|
>>> noise = 1e-1*np.random.randn(x.size)
|
|
>>> noise = np.array(
|
|
... [-0.03298601, -0.08164429, -0.06845745, -0.20718593, 0.08666282,
|
|
... 0.04702094, 0.08208645, -0.1017021 , -0.03031708, 0.22871709,
|
|
... -0.10302486, -0.17724316, -0.05885157, -0.03875947, -0.1102984 ,
|
|
... -0.05542001, -0.12717549, 0.14337697, -0.02637848, -0.10353976,
|
|
... -0.0618834 ])
|
|
|
|
>>> y = np.exp(x) + noise
|
|
>>> pp9 = SmoothSpline(x, y, p=.9)
|
|
>>> pp99 = SmoothSpline(x, y, p=.99, var=0.01)
|
|
|
|
>>> y99 = pp99(x); y9 = pp9(x)
|
|
>>> np.allclose(y9,
|
|
... [ 0.8754795 , 0.95285289, 1.03033239, 1.10803792, 1.18606854,
|
|
... 1.26443234, 1.34321265, 1.42258227, 1.5027733 , 1.58394785,
|
|
... 1.66625727, 1.74998243, 1.8353173 , 1.92227431, 2.01076693,
|
|
... 2.10064087, 2.19164551, 2.28346334, 2.37573696, 2.46825194,
|
|
... 2.56087699])
|
|
True
|
|
>>> np.allclose(y99,
|
|
... [ 0.95227461, 0.97317995, 1.01159244, 1.08726908, 1.21260587,
|
|
... 1.31545644, 1.37829108, 1.42719649, 1.51308685, 1.59669367,
|
|
... 1.61486217, 1.64481078, 1.72970022, 1.83208819, 1.93312796,
|
|
... 2.05164767, 2.19326122, 2.34608425, 2.45023567, 2.5357288 ,
|
|
... 2.6357401 ])
|
|
True
|
|
|
|
|
|
h=plt.plot(x,y, x,pp99(x),'g', x,pp9(x),'k', x,np.exp(x),'r')
|
|
|
|
See also
|
|
--------
|
|
lc2tr, dat2tr
|
|
|
|
|
|
References
|
|
----------
|
|
Carl de Boor (1978)
|
|
'Practical Guide to Splines'
|
|
Springer Verlag
|
|
Uses EqXIV.6--9, self 239
|
|
"""
|
|
|
|
def __init__(self, xx, yy, p=None, lin_extrap=True, var=1):
|
|
coefs, brks = self._compute_coefs(xx, yy, p, var)
|
|
super(SmoothSpline, self).__init__(coefs, brks)
|
|
if lin_extrap:
|
|
self.linear_extrapolate(output=False)
|
|
|
|
def _compute_coefs(self, xx, yy, p=None, var=1):
|
|
x, y = np.atleast_1d(xx, yy)
|
|
x = x.ravel()
|
|
dx = np.diff(x)
|
|
must_sort = (dx < 0).any()
|
|
if must_sort:
|
|
ind = x.argsort()
|
|
x = x[ind]
|
|
y = y[..., ind]
|
|
dx = np.diff(x)
|
|
|
|
n = len(x)
|
|
|
|
# ndy = y.ndim
|
|
szy = y.shape
|
|
|
|
nd = prod(szy[:-1])
|
|
ny = szy[-1]
|
|
|
|
if n < 2:
|
|
raise ValueError('There must be >=2 data points.')
|
|
elif (dx <= 0).any():
|
|
raise ValueError('Two consecutive values in x can not be equal.')
|
|
elif n != ny:
|
|
raise ValueError('x and y must have the same length.')
|
|
|
|
dydx = np.diff(y) / dx
|
|
|
|
if (n == 2): # % straight line
|
|
coefs = np.vstack([dydx.ravel(), y[0, :]])
|
|
else:
|
|
|
|
dx1 = 1. / dx
|
|
D = sparse.spdiags(var * ones(n), 0, n, n) # The variance
|
|
|
|
u, p = self._compute_u(p, D, dydx, dx, dx1, n)
|
|
dx1.shape = (n - 1, -1)
|
|
dx.shape = (n - 1, -1)
|
|
zrs = zeros(nd)
|
|
if p < 1:
|
|
# faster than yi-6*(1-p)*Q*u
|
|
Qu = D * diff(vstack([zrs, diff(vstack([zrs, u, zrs]),
|
|
axis=0) * dx1, zrs]), axis=0)
|
|
ai = (y - (6 * (1 - p) * Qu).T).T
|
|
else:
|
|
ai = y.reshape(n, -1)
|
|
|
|
# The piecewise polynominals are written as
|
|
# fi=ai+bi*(x-xi)+ci*(x-xi)^2+di*(x-xi)^3
|
|
# where the derivatives in the knots according to Carl de Boor are:
|
|
# ddfi = 6*p*[0;u] = 2*ci;
|
|
# dddfi = 2*diff([ci;0])./dx = 6*di;
|
|
# dfi = diff(ai)./dx-(ci+di.*dx).*dx = bi;
|
|
|
|
ci = np.vstack([zrs, 3 * p * u])
|
|
di = (diff(vstack([ci, zrs]), axis=0) * dx1 / 3)
|
|
bi = (diff(ai, axis=0) * dx1 - (ci + di * dx) * dx)
|
|
ai = ai[:n - 1, ...]
|
|
if nd > 1:
|
|
di = di.T
|
|
ci = ci.T
|
|
ai = ai.T
|
|
if not any(di):
|
|
if not any(ci):
|
|
coefs = vstack([bi.ravel(), ai.ravel()])
|
|
else:
|
|
coefs = vstack([ci.ravel(), bi.ravel(), ai.ravel()])
|
|
else:
|
|
coefs = vstack(
|
|
[di.ravel(), ci.ravel(), bi.ravel(), ai.ravel()])
|
|
|
|
return coefs, x
|
|
|
|
def _compute_u(self, p, D, dydx, dx, dx1, n):
|
|
if p is None or p != 0:
|
|
data = [dx[1:n - 1], 2 * (dx[:n - 2] + dx[1:n - 1]), dx[:n - 2]]
|
|
R = sparse.spdiags(data, [-1, 0, 1], n - 2, n - 2)
|
|
|
|
if p is None or p < 1:
|
|
Q = sparse.spdiags(
|
|
[dx1[:n - 2], -(dx1[:n - 2] + dx1[1:n - 1]), dx1[1:n - 1]],
|
|
[0, -1, -2], n, n - 2)
|
|
QDQ = (Q.T * D * Q)
|
|
if p is None or p < 0:
|
|
# Estimate p
|
|
p = 1. / \
|
|
(1. + QDQ.diagonal().sum() /
|
|
(100. * R.diagonal().sum() ** 2))
|
|
|
|
if p == 0:
|
|
QQ = 6 * QDQ
|
|
else:
|
|
QQ = (6 * (1 - p)) * (QDQ) + p * R
|
|
else:
|
|
QQ = R
|
|
|
|
# Make sure it uses symmetric matrix solver
|
|
ddydx = diff(dydx, axis=0)
|
|
# sp.linalg.use_solver(useUmfpack=True)
|
|
u = 2 * sparse.linalg.spsolve((QQ + QQ.T), ddydx) # @UndefinedVariable
|
|
return u.reshape(n - 2, -1), p
|
|
|
|
|
|
def _edge_case(m0, d1):
|
|
return np.where((d1 == 0) | (m0 == 0), 0.0, 1.0 / (1.0 / m0 + 1.0 / d1))
|
|
|
|
|
|
def pchip_slopes(x, y):
|
|
# Determine the derivatives at the points y_k, d_k, by using
|
|
# PCHIP algorithm is:
|
|
# We choose the derivatives at the point x_k by
|
|
# Let m_k be the slope of the kth segment (between k and k+1)
|
|
# If m_k=0 or m_{k-1}=0 or sgn(m_k) != sgn(m_{k-1}) then d_k == 0
|
|
# else use weighted harmonic mean:
|
|
# w_1 = 2h_k + h_{k-1}, w_2 = h_k + 2h_{k-1}
|
|
# 1/d_k = 1/(w_1 + w_2)*(w_1 / m_k + w_2 / m_{k-1})
|
|
# where h_k is the spacing between x_k and x_{k+1}
|
|
|
|
hk = x[1:] - x[:-1]
|
|
mk = (y[1:] - y[:-1]) / hk
|
|
smk = np.sign(mk)
|
|
condition = ((smk[1:] != smk[:-1]) | (mk[1:] == 0) | (mk[:-1] == 0))
|
|
|
|
w1 = 2 * hk[1:] + hk[:-1]
|
|
w2 = hk[1:] + 2 * hk[:-1]
|
|
whmean = 1.0 / (w1 + w2) * (w1 / mk[1:] + w2 / mk[:-1])
|
|
|
|
dk = np.zeros_like(y)
|
|
dk[1:-1][condition] = 0.0
|
|
dk[1:-1][~condition] = 1.0 / whmean[~condition]
|
|
|
|
# For end-points choose d_0 so that 1/d_0 = 1/m_0 + 1/d_1 unless
|
|
# one of d_1 or m_0 is 0, then choose d_0 = 0
|
|
|
|
dk[0] = _edge_case(mk[0], dk[1])
|
|
dk[-1] = _edge_case(mk[-1], dk[-2])
|
|
return dk
|
|
|
|
|
|
def slopes(x, y, method='parabola', tension=0, monotone=False):
|
|
'''
|
|
Return estimated slopes y'(x)
|
|
|
|
Parameters
|
|
----------
|
|
x, y : array-like
|
|
array containing the x- and y-data, respectively.
|
|
x must be sorted low to high... (no repeats) while
|
|
y can have repeated values.
|
|
method : string
|
|
defining method of estimation for yp. Valid options are:
|
|
'Catmull-Rom' yp = (y[k+1]-y[k-1])/(x[k+1]-x[k-1])
|
|
'Cardinal' yp = (1-tension) * (y[k+1]-y[k-1])/(x[k+1]-x[k-1])
|
|
'parabola'
|
|
'secant' average secants
|
|
yp = 0.5*((y[k+1]-y[k])/(x[k+1]-x[k]) + (y[k]-y[k-1])/(x[k]-x[k-1]))
|
|
tension : real scalar between 0 and 1.
|
|
tension parameter used in Cardinal method
|
|
monotone : bool
|
|
If True modifies yp to preserve monoticity
|
|
|
|
Returns
|
|
-------
|
|
yp : ndarray
|
|
estimated slope
|
|
|
|
References:
|
|
-----------
|
|
Wikipedia: Monotone cubic interpolation
|
|
Cubic Hermite spline
|
|
|
|
'''
|
|
x = np.asarray(x, np.float_)
|
|
y = np.asarray(y, np.float_)
|
|
yp = np.zeros(y.shape, np.float_)
|
|
|
|
dx = x[1:] - x[:-1]
|
|
# Compute the slopes of the secant lines between successive points
|
|
dydx = (y[1:] - y[:-1]) / dx
|
|
|
|
method = method.lower()
|
|
if method.startswith('p'): # parabola'):
|
|
yp[1:-1] = (dydx[:-1] * dx[1:] + dydx[1:] * dx[:-1]) / \
|
|
(dx[1:] + dx[:-1])
|
|
yp[0] = 2.0 * dydx[0] - yp[1]
|
|
yp[-1] = 2.0 * dydx[-1] - yp[-2]
|
|
else:
|
|
# At the endpoints - use one-sided differences
|
|
yp[0] = dydx[0]
|
|
yp[-1] = dydx[-1]
|
|
if method.startswith('s'): # secant'):
|
|
# In the middle - use the average of the secants
|
|
yp[1:-1] = (dydx[:-1] + dydx[1:]) / 2.0
|
|
else: # Cardinal or Catmull-Rom method
|
|
yp[1:-1] = (y[2:] - y[:-2]) / (x[2:] - x[:-2])
|
|
if method.startswith('car'): # cardinal'):
|
|
yp = (1 - tension) * yp
|
|
|
|
if monotone:
|
|
# Special case: intervals where y[k] == y[k+1]
|
|
# Setting these slopes to zero guarantees the spline connecting
|
|
# these points will be flat which preserves monotonicity
|
|
ii, = (dydx == 0.0).nonzero()
|
|
yp[ii] = 0.0
|
|
yp[ii + 1] = 0.0
|
|
|
|
alpha = yp[:-1] / dydx
|
|
beta = yp[1:] / dydx
|
|
dist = alpha ** 2 + beta ** 2
|
|
tau = 3.0 / np.sqrt(dist)
|
|
|
|
# To prevent overshoot or undershoot, restrict the position vector
|
|
# (alpha, beta) to a circle of radius 3. If (alpha**2 + beta**2)>9,
|
|
# then set m[k] = tau[k]alpha[k]delta[k] and
|
|
# m[k+1] = tau[k]beta[b]delta[k]
|
|
# where tau = 3/sqrt(alpha**2 + beta**2).
|
|
|
|
# Find the indices that need adjustment
|
|
indices_to_fix, = (dist > 9.0).nonzero()
|
|
for ii in indices_to_fix:
|
|
yp[ii] = tau[ii] * alpha[ii] * dydx[ii]
|
|
yp[ii + 1] = tau[ii] * beta[ii] * dydx[ii]
|
|
|
|
return yp
|
|
|
|
|
|
def stineman_interp(xi, x, y, yp=None):
|
|
"""
|
|
Given data vectors *x* and *y*, the slope vector *yp* and a new
|
|
abscissa vector *xi*, the function :func:`stineman_interp` uses
|
|
Stineman interpolation to calculate a vector *yi* corresponding to
|
|
*xi*.
|
|
|
|
Here's an example that generates a coarse sine curve, then
|
|
interpolates over a finer abscissa::
|
|
|
|
x = linspace(0,2*pi,20); y = sin(x); yp = cos(x)
|
|
xi = linspace(0,2*pi,40);
|
|
yi = stineman_interp(xi,x,y,yp);
|
|
plot(x,y,'o',xi,yi)
|
|
|
|
The interpolation method is described in the article A
|
|
CONSISTENTLY WELL BEHAVED METHOD OF INTERPOLATION by Russell
|
|
W. Stineman. The article appeared in the July 1980 issue of
|
|
Creative Computing with a note from the editor stating that while
|
|
they were:
|
|
|
|
not an academic journal but once in a while something serious
|
|
and original comes in adding that this was
|
|
"apparently a real solution" to a well known problem.
|
|
|
|
For *yp* = *None*, the routine automatically determines the slopes
|
|
using the :func:`slopes` routine.
|
|
|
|
*x* is assumed to be sorted in increasing order.
|
|
|
|
For values ``xi[j] < x[0]`` or ``xi[j] > x[-1]``, the routine
|
|
tries an extrapolation. The relevance of the data obtained from
|
|
this, of course, is questionable...
|
|
|
|
Original implementation by Halldor Bjornsson, Icelandic
|
|
Meteorolocial Office, March 2006 halldor at vedur.is
|
|
|
|
Completely reworked and optimized for Python by Norbert Nemec,
|
|
Institute of Theoretical Physics, University or Regensburg, April
|
|
2006 Norbert.Nemec at physik.uni-regensburg.de
|
|
"""
|
|
|
|
# Cast key variables as float.
|
|
x = np.asarray(x, np.float_)
|
|
y = np.asarray(y, np.float_)
|
|
assert x.shape == y.shape
|
|
# N = len(y)
|
|
|
|
if yp is None:
|
|
yp = slopes(x, y)
|
|
else:
|
|
yp = np.asarray(yp, np.float_)
|
|
|
|
xi = np.asarray(xi, np.float_)
|
|
# yi = np.zeros(xi.shape, np.float_)
|
|
|
|
# calculate linear slopes
|
|
dx = x[1:] - x[:-1]
|
|
dy = y[1:] - y[:-1]
|
|
s = dy / dx # note length of s is N-1 so last element is #N-2
|
|
|
|
# find the segment each xi is in
|
|
# this line actually is the key to the efficiency of this implementation
|
|
idx = np.searchsorted(x[1:-1], xi)
|
|
|
|
# now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1]
|
|
# except at the boundaries, where it may be that xi[j] < x[0] or xi[j] >
|
|
# x[-1]
|
|
|
|
# the y-values that would come out from a linear interpolation:
|
|
sidx = s.take(idx)
|
|
xidx = x.take(idx)
|
|
yidx = y.take(idx)
|
|
xidxp1 = x.take(idx + 1)
|
|
yo = yidx + sidx * (xi - xidx)
|
|
|
|
# the difference that comes when using the slopes given in yp
|
|
# using the yp slope of the left point
|
|
dy1 = (yp.take(idx) - sidx) * (xi - xidx)
|
|
# using the yp slope of the right point
|
|
dy2 = (yp.take(idx + 1) - sidx) * (xi - xidxp1)
|
|
|
|
dy1dy2 = dy1 * dy2
|
|
# The following is optimized for Python. The solution actually
|
|
# does more calculations than necessary but exploiting the power
|
|
# of numpy, this is far more efficient than coding a loop by hand
|
|
# in Python
|
|
dy1mdy2 = np.where(dy1dy2, dy1 - dy2, np.inf)
|
|
dy1pdy2 = np.where(dy1dy2, dy1 + dy2, np.inf)
|
|
yi = yo + dy1dy2 * np.choose(
|
|
np.array(np.sign(dy1dy2), np.int32) + 1,
|
|
((2 * xi - xidx - xidxp1) / ((dy1mdy2) * (xidxp1 - xidx)), 0.0,
|
|
1 / (dy1pdy2)))
|
|
return yi
|
|
|
|
|
|
class StinemanInterp(object):
|
|
|
|
'''
|
|
Returns an interpolating function
|
|
that runs through a set of points according to the algorithm of
|
|
Stineman (1980).
|
|
|
|
Parameters
|
|
----------
|
|
x,y : array-like
|
|
coordinates of points defining the interpolating function.
|
|
yp : array-like
|
|
slopes of the interpolating function at x.
|
|
Optional: only given if they are known, else the argument is not used.
|
|
method : string
|
|
method for computing the slope at the given points if the slope is not
|
|
known. With method= "parabola" calculates the slopes from a parabola
|
|
through every three points.
|
|
|
|
Notes
|
|
-----
|
|
The interpolation method is described by Russell W. Stineman (1980)
|
|
|
|
According to Stineman, the interpolation procedure has "the following
|
|
properties:
|
|
|
|
If values of the ordinates of the specified points change monotonically,
|
|
and the slopes of the line segments joining the points change
|
|
monotonically, then the interpolating curve and its slope will change
|
|
monotonically. If the slopes of the line segments joining the specified
|
|
points change monotonically, then the slopes of the interpolating curve
|
|
will change monotonically. Suppose that the conditions in (1) or (2) are
|
|
satisfied by a set of points, but a small change in the ordinate or slope
|
|
at one of the points will result conditions(1) or (2) being not longer
|
|
satisfied. Then making this small change in the ordinate or slope at a
|
|
point will cause no more than a small change in the interpolating
|
|
curve." The method is based on rational interpolation with specially chosen
|
|
rational functions to satisfy the above three conditions.
|
|
|
|
Slopes computed at the given points with the methods provided by the
|
|
`StinemanInterp' function satisfy Stineman's requirements.
|
|
The original method suggested by Stineman(method="scaledstineman", the
|
|
default, and "stineman") result in lower slopes near abrupt steps or spikes
|
|
in the point sequence, and therefore a smaller tendency for overshooting.
|
|
The method based on a second degree polynomial(method="parabola") provides
|
|
better approximation to smooth functions, but it results in in higher
|
|
slopes near abrupt steps or spikes and can lead to some overshooting where
|
|
Stineman's method does not. Both methods lead to much less tendency for
|
|
`spurious' oscillations than traditional interplation methods based on
|
|
polynomials, such as splines
|
|
(see the examples section).
|
|
|
|
Stineman states that "The complete assurance that the procedure will never
|
|
generate `wild' points makes it attractive as a general purpose procedure".
|
|
|
|
This interpolation method has been implemented in Matlab and R in addition
|
|
to Python.
|
|
|
|
Examples
|
|
--------
|
|
>>> import wafo.interpolate as wi
|
|
>>> import numpy as np
|
|
>>> import matplotlib.pyplot as plt
|
|
>>> x = np.linspace(0,2*pi,20)
|
|
>>> y = np.sin(x); yp = np.cos(x)
|
|
>>> xi = np.linspace(0,2*pi,40);
|
|
>>> yi = wi.StinemanInterp(x,y)(xi)
|
|
>>> np.allclose(yi[:10],
|
|
... [ 0., 0.16258231, 0.31681338, 0.46390886, 0.60091421,
|
|
... 0.7206556 , 0.82314953, 0.90304148, 0.96059538, 0.99241945])
|
|
True
|
|
>>> yi1 = wi.CubicHermiteSpline(x,y, yp)(xi)
|
|
>>> yi2 = wi.Pchip(x,y, method='parabola')(xi)
|
|
|
|
h=plt.subplot(211)
|
|
h=plt.plot(x,y,'o',xi,yi,'r', xi,yi1, 'g', xi,yi1, 'b')
|
|
h=plt.subplot(212)
|
|
h=plt.plot(xi,np.abs(sin(xi)-yi), 'r',
|
|
xi, np.abs(sin(xi)-yi1), 'g',
|
|
xi, np.abs(sin(xi)-yi2), 'b')
|
|
|
|
References
|
|
----------
|
|
Stineman, R. W. A Consistently Well Behaved Method of Interpolation.
|
|
Creative Computing (1980), volume 6, number 7, p. 54-57.
|
|
|
|
See Also
|
|
--------
|
|
slopes, Pchip
|
|
'''
|
|
def __init__(self, x, y, yp=None, method='parabola', monotone=False):
|
|
if yp is None:
|
|
yp = slopes(x, y, method, monotone=monotone)
|
|
self.x = np.asarray(x, np.float_)
|
|
self.y = np.asarray(y, np.float_)
|
|
self.yp = np.asarray(yp, np.float_)
|
|
|
|
def __call__(self, xi):
|
|
xi = np.asarray(xi, np.float_)
|
|
x = self.x
|
|
y = self.y
|
|
yp = self.yp
|
|
# calculate linear slopes
|
|
dx = x[1:] - x[:-1]
|
|
dy = y[1:] - y[:-1]
|
|
s = dy / dx # note length of s is N-1 so last element is #N-2
|
|
|
|
# find the segment each xi is in
|
|
# this line actually is the key to the efficiency of this
|
|
# implementation
|
|
idx = np.searchsorted(x[1:-1], xi)
|
|
|
|
# now we have generally: x[idx[j]] <= xi[j] <= x[idx[j]+1]
|
|
# except at the boundaries, where it may be that xi[j] < x[0] or xi[j]
|
|
# > x[-1]
|
|
|
|
# the y-values that would come out from a linear interpolation:
|
|
sidx = s.take(idx)
|
|
xidx = x.take(idx)
|
|
yidx = y.take(idx)
|
|
xidxp1 = x.take(idx + 1)
|
|
yo = yidx + sidx * (xi - xidx)
|
|
|
|
# the difference that comes when using the slopes given in yp
|
|
# using the yp slope of the left point
|
|
dy1 = (yp.take(idx) - sidx) * (xi - xidx)
|
|
# using the yp slope of the right point
|
|
dy2 = (yp.take(idx + 1) - sidx) * (xi - xidxp1)
|
|
|
|
dy1dy2 = dy1 * dy2
|
|
# The following is optimized for Python. The solution actually
|
|
# does more calculations than necessary but exploiting the power
|
|
# of numpy, this is far more efficient than coding a loop by hand
|
|
# in Python
|
|
dy1mdy2 = np.where(dy1dy2, dy1 - dy2, np.inf)
|
|
dy1pdy2 = np.where(dy1dy2, dy1 + dy2, np.inf)
|
|
yi = yo + dy1dy2 * np.choose(
|
|
np.array(np.sign(dy1dy2), np.int32) + 1,
|
|
((2 * xi - xidx - xidxp1) / ((dy1mdy2) * (xidxp1 - xidx)), 0.0,
|
|
1 / (dy1pdy2)))
|
|
return yi
|
|
|
|
|
|
class StinemanInterp2(BPoly):
|
|
|
|
def __init__(self, x, y, yp=None, method='parabola', monotone=False):
|
|
if yp is None:
|
|
yp = slopes(x, y, method, monotone=monotone)
|
|
yyp = [z for z in zip(y, yp)]
|
|
bpoly = BPoly.from_derivatives(x, yyp)
|
|
super(StinemanInterp2, self).__init__(bpoly.c, x)
|
|
|
|
|
|
class CubicHermiteSpline(BPoly):
|
|
|
|
'''
|
|
Piecewise Cubic Hermite Interpolation using Catmull-Rom
|
|
method for computing the slopes.
|
|
'''
|
|
|
|
def __init__(self, x, y, yp=None, method='Catmull-Rom'):
|
|
if yp is None:
|
|
yp = slopes(x, y, method, monotone=False)
|
|
yyp = [z for z in zip(y, yp)]
|
|
bpoly = BPoly.from_derivatives(x, yyp, orders=3)
|
|
super(CubicHermiteSpline, self).__init__(bpoly.c, x)
|
|
# super(CubicHermiteSpline, self).__init__(x, yyp, orders=3)
|
|
|
|
|
|
class Pchip(BPoly):
|
|
|
|
"""PCHIP 1-d monotonic cubic interpolation
|
|
|
|
Description
|
|
-----------
|
|
x and y are arrays of values used to approximate some function f:
|
|
y = f(x)
|
|
This class factory function returns a callable class whose __call__ method
|
|
uses monotonic cubic, 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
|
|
A 1-D array of real values. y's length along the interpolation
|
|
axis must be equal to the length of x.
|
|
yp : array
|
|
slopes of the interpolating function at x.
|
|
Optional: only given if they are known, else the argument is not used.
|
|
method : string
|
|
method for computing the slope at the given points if the slope is not
|
|
known. With method="parabola" calculates the slopes from a parabola
|
|
through every three points.
|
|
|
|
Assumes x is sorted in monotonic order (e.g. x[1] > x[0])
|
|
|
|
Example
|
|
-------
|
|
>>> import wafo.interpolate as wi
|
|
|
|
# Create a step function (will demonstrate monotonicity)
|
|
>>> x = np.arange(7.0) - 3.0
|
|
>>> y = np.array([-1.0, -1,-1,0,1,1,1])
|
|
|
|
# Interpolate using monotonic piecewise Hermite cubic spline
|
|
>>> n = 20.
|
|
>>> xvec = np.arange(n)/10. - 1.0
|
|
>>> yvec = wi.Pchip(x, y)(xvec)
|
|
>>> np.allclose(yvec, [-1. , -0.981, -0.928, -0.847, -0.744, -0.625,
|
|
... -0.496, -0.363, -0.232, -0.109, 0. , 0.109, 0.232, 0.363,
|
|
... 0.496, 0.625, 0.744, 0.847, 0.928, 0.981])
|
|
True
|
|
|
|
# Call the Scipy cubic spline interpolator
|
|
>>> from scipy.interpolate import interpolate
|
|
>>> function = interpolate.interp1d(x, y, kind='cubic')
|
|
>>> yvec1 = function(xvec)
|
|
>>> np.allclose(yvec1, [-1.00000000e+00, -9.41911765e-01, -8.70588235e-01,
|
|
... -7.87500000e-01, -6.94117647e-01, -5.91911765e-01,
|
|
... -4.82352941e-01, -3.66911765e-01, -2.47058824e-01,
|
|
... -1.24264706e-01, 2.49800181e-16, 1.24264706e-01,
|
|
... 2.47058824e-01, 3.66911765e-01, 4.82352941e-01,
|
|
... 5.91911765e-01, 6.94117647e-01, 7.87500000e-01,
|
|
... 8.70588235e-01, 9.41911765e-01])
|
|
True
|
|
|
|
|
|
# Non-montonic cubic Hermite spline interpolator using
|
|
# Catmul-Rom method for computing slopes...
|
|
>>> yvec2 = wi.CubicHermiteSpline(x,y)(xvec)
|
|
>>> yvec3 = wi.StinemanInterp(x, y)(xvec)
|
|
|
|
>>> np.allclose(yvec2, [-1., -0.9405, -0.864 , -0.7735, -0.672 , -0.5625,
|
|
... -0.448 , -0.3315, -0.216 , -0.1045, 0. , 0.1045, 0.216 ,
|
|
... 0.3315, 0.448 , 0.5625, 0.672 , 0.7735, 0.864 , 0.9405])
|
|
True
|
|
|
|
>>> np.allclose(yvec3, [-1. , -0.9, -0.8, -0.7, -0.6, -0.5, -0.4, -0.3,
|
|
... -0.2, -0.1, 0. , 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9])
|
|
True
|
|
|
|
# Plot the results
|
|
import matplotlib.pyplot as plt
|
|
h=plt.plot(x, y, 'ro')
|
|
h=plt.plot(xvec, yvec, 'b')
|
|
h=plt.plot(xvec, yvec1, 'k')
|
|
h=plt.plot(xvec, yvec2, 'g')
|
|
h=plt.plot(xvec, yvec3, 'm')
|
|
h=plt.title("pchip() step function test")
|
|
|
|
h=plt.xlabel("X")
|
|
h=plt.ylabel("Y")
|
|
txt = "Comparing pypchip() vs. Scipy interp1d() vs. non-monotonic CHS"
|
|
h=plt.title(txt)
|
|
legends = ["Data", "pypchip()", "interp1d","CHS", 'SI']
|
|
h=plt.legend(legends, loc="upper left")
|
|
plt.show()
|
|
|
|
"""
|
|
|
|
def __init__(self, x, y, yp=None, method='secant'):
|
|
if yp is None:
|
|
yp = slopes(x, y, method=method, monotone=True)
|
|
yyp = [z for z in zip(y, yp)]
|
|
bpoly = BPoly.from_derivatives(x, yyp, orders=3)
|
|
super(Pchip, self).__init__(bpoly.c, x)
|
|
# super(Pchip, self).__init__(x, yyp, orders=3)
|
|
|
|
|
|
def interp3(x, y, z, v, xi, yi, zi, method='cubic'):
|
|
"""Interpolation on 3-D. x, y, xi, yi should be 1-D
|
|
and z.shape == (len(x), len(y), len(z))"""
|
|
q = (x, y, z)
|
|
qi = (xi, yi, zi)
|
|
for j in range(3):
|
|
pp = interp1d(q[j], v, axis=j, kind=method)
|
|
v = pp(qi[j])
|
|
return v
|
|
|
|
|
|
def somefunc(x, y, z):
|
|
return x**2 + y**2 - z**2 + x*y*z
|
|
|
|
|
|
def test_interp3():
|
|
# some input data
|
|
x = np.linspace(0, 1, 5)
|
|
y = np.linspace(0, 2, 6)
|
|
z = np.linspace(0, 3, 7)
|
|
v = somefunc(x[:, None, None], y[None, :, None], z[None, None, :])
|
|
|
|
# interpolate
|
|
xi = np.linspace(0, 1, 45)
|
|
yi = np.linspace(0, 2, 46)
|
|
zi = np.linspace(0, 3, 47)
|
|
vi = interp3(x, y, z, v, xi, yi, zi)
|
|
|
|
import matplotlib.pyplot as plt
|
|
X, Y = np.meshgrid(xi, yi)
|
|
plt.figure(1)
|
|
plt.subplot(1, 2, 1)
|
|
plt.pcolor(X, Y, vi[:, :, 12].T)
|
|
plt.title('interpolated')
|
|
plt.subplot(1, 2, 2)
|
|
plt.pcolor(X, Y, somefunc(xi[:, None], yi[None, :], zi[12]).T)
|
|
plt.title('exact')
|
|
plt.show('hold')
|
|
|
|
|
|
def test_smoothing_spline():
|
|
x = linspace(0, 2 * pi + pi / 4, 20)
|
|
y = sin(x) # + np.random.randn(x.size)
|
|
pp = SmoothSpline(x, y, p=1)
|
|
x1 = linspace(-1, 2 * pi + pi / 4 + 1, 20)
|
|
y1 = pp(x1)
|
|
pp1 = pp.derivative()
|
|
pp0 = pp1.integrate()
|
|
dy1 = pp1(x1)
|
|
y01 = pp0(x1)
|
|
# dy = y-y1
|
|
import matplotlib.pyplot as plt
|
|
|
|
plt.plot(x, y, x1, y1, '.', x1, dy1, 'ro', x1, y01, 'r-')
|
|
plt.show('hold')
|
|
pass
|
|
# tck = interpolate.splrep(x, y, s=len(x))
|
|
|
|
|
|
def compare_methods():
|
|
#
|
|
# Sine wave test
|
|
#
|
|
fun = np.sin
|
|
# Create a example vector containing a sine wave.
|
|
x = np.arange(30.0) / 10.
|
|
y = fun(x)
|
|
|
|
# Interpolate the data above to the grid defined by "xvec"
|
|
xvec = np.arange(250.) / 100.
|
|
|
|
# Initialize the interpolator slopes
|
|
# Create the pchip slopes
|
|
m = slopes(x, y, method='parabola', monotone=True)
|
|
m1 = slopes(x, y, method='parabola', monotone=False)
|
|
m2 = slopes(x, y, method='catmul', monotone=False)
|
|
m3 = pchip_slopes(x, y)
|
|
|
|
# Call the monotonic piece-wise Hermite cubic interpolator
|
|
yvec = Pchip(x, y, m)(xvec)
|
|
yvec1 = Pchip(x, y, m1)(xvec)
|
|
yvec2 = Pchip(x, y, m2)(xvec)
|
|
yvec3 = Pchip(x, y, m3)(xvec)
|
|
|
|
import matplotlib.pyplot as plt
|
|
|
|
plt.figure()
|
|
plt.plot(x, y, 'ro', xvec, fun(xvec), 'r')
|
|
plt.title("pchip() Sin test code")
|
|
|
|
# Plot the interpolated points
|
|
plt.plot(xvec, yvec, xvec, yvec1, xvec, yvec2, 'g.', xvec, yvec3)
|
|
plt.legend(
|
|
['true', 'true', 'parbola_monoton', 'parabola', 'catmul', 'pchip'],
|
|
frameon=False, loc=0)
|
|
plt.ioff()
|
|
plt.show()
|
|
|
|
|
|
def demo_monoticity():
|
|
# Step function test...
|
|
import matplotlib.pyplot as plt
|
|
plt.figure(2)
|
|
plt.title("pchip() step function test")
|
|
# Create a step function (will demonstrate monotonicity)
|
|
x = np.arange(7.0) - 3.0
|
|
y = np.array([-1.0, -1, -1, 0, 1, 1, 1])
|
|
|
|
# Interpolate using monotonic piecewise Hermite cubic spline
|
|
xvec = np.arange(599.) / 100. - 3.0
|
|
|
|
# Create the pchip slopes
|
|
m = slopes(x, y, monotone=True)
|
|
# m1 = slopes(x, y, monotone=False)
|
|
# m2 = slopes(x,y,method='catmul',monotone=False)
|
|
m3 = pchip_slopes(x, y)
|
|
# Interpolate...
|
|
yvec = Pchip(x, y, m)(xvec)
|
|
|
|
# Call the Scipy cubic spline interpolator
|
|
from scipy.interpolate import interpolate as ip
|
|
function = ip.interp1d(x, y, kind='cubic')
|
|
yvec2 = function(xvec)
|
|
|
|
# Non-montonic cubic Hermite spline interpolator using
|
|
# Catmul-Rom method for computing slopes...
|
|
yvec3 = CubicHermiteSpline(x, y)(xvec)
|
|
yvec4 = StinemanInterp(x, y)(xvec)
|
|
yvec5 = Pchip(x, y, m3)(xvec) # @UnusedVariable
|
|
|
|
# Plot the results
|
|
plt.plot(x, y, 'ro', label='Data')
|
|
plt.plot(xvec, yvec, 'b', label='Pchip')
|
|
plt.plot(xvec, yvec2, 'k', label='interp1d')
|
|
plt.plot(xvec, yvec3, 'g', label='CHS')
|
|
plt.plot(xvec, yvec4, 'm', label='Stineman')
|
|
# plt.plot(xvec, yvec5, 'yo', label='Pchip2')
|
|
plt.xlabel("X")
|
|
plt.ylabel("Y")
|
|
plt.title("Comparing Pchip() vs. Scipy interp1d() vs. non-monotonic CHS")
|
|
# legends = ["Data", "Pchip()", "interp1d","CHS", 'Stineman']
|
|
plt.legend(loc="upper left", frameon=False)
|
|
plt.ioff()
|
|
plt.show()
|
|
|
|
|
|
def test_func():
|
|
from scipy import interpolate
|
|
import matplotlib.pyplot as plt
|
|
import matplotlib
|
|
matplotlib.interactive(False)
|
|
|
|
coef = np.array([[1, 1], [0, 1]]) # linear from 0 to 2
|
|
# coef = np.array([[1,1],[1,1],[0,2]]) # linear from 0 to 2
|
|
breaks = [0, 1, 2]
|
|
pp = PPform(coef, breaks, a=-100, b=100)
|
|
x = linspace(-1, 3, 20)
|
|
y = pp(x) # @UnusedVariable
|
|
|
|
x = linspace(0, 2 * pi + pi / 4, 20)
|
|
y = sin(x) + np.random.randn(x.size)
|
|
tck = interpolate.splrep(x, y, s=len(x)) # @UndefinedVariable
|
|
xnew = linspace(0, 2 * pi, 100)
|
|
ynew = interpolate.splev(xnew, tck, der=0) # @UndefinedVariable
|
|
tck0 = interpolate.splmake( # @UndefinedVariable
|
|
xnew, ynew, order=3, kind='smoothest', conds=None)
|
|
pp = interpolate.ppform.fromspline(*tck0) # @UndefinedVariable
|
|
|
|
plt.plot(x, y, "x", xnew, ynew, xnew, sin(xnew), x, y, "b", x, pp(x), 'g')
|
|
plt.legend(['Linear', 'Cubic Spline', 'True'])
|
|
plt.title('Cubic-spline interpolation')
|
|
plt.show()
|
|
|
|
t = np.arange(0, 1.1, .1)
|
|
x = np.sin(2 * np.pi * t)
|
|
y = np.cos(2 * np.pi * t)
|
|
_tck1, _u = interpolate.splprep([t, y], s=0) # @UndefinedVariable
|
|
tck2 = interpolate.splrep(t, y, s=len(t), task=0) # @UndefinedVariable
|
|
# interpolate.spl
|
|
tck = interpolate.splmake(t, y, order=3, kind='smoothest', conds=None)
|
|
self = interpolate.ppform.fromspline(*tck2) # @UndefinedVariable
|
|
plt.plot(t, self(t))
|
|
plt.show('hold')
|
|
pass
|
|
|
|
|
|
def test_pp():
|
|
coef = np.array([[1, 1], [0, 0]]) # linear from 0 to 2 @UnusedVariable
|
|
|
|
# quadratic from 0 to 1 and 1 to 2.
|
|
coef = np.array([[1, 1], [1, 1], [0, 2]])
|
|
dc = pl.polyder(coef, 1)
|
|
c2 = pl.polyint(dc, 1) # @UnusedVariable
|
|
breaks = [0, 1, 2]
|
|
pp = PPform(coef, breaks)
|
|
pp(0.5)
|
|
pp(1)
|
|
pp(1.5)
|
|
dpp = pp.derivative()
|
|
import matplotlib.pyplot as plt
|
|
x = np.linspace(-1, 3)
|
|
plt.plot(x, pp(x), x, dpp(x), '.')
|
|
plt.show()
|
|
|
|
|
|
def test_docstrings():
|
|
import doctest
|
|
print('Testing docstrings in %s' % __file__)
|
|
doctest.testmod(optionflags=doctest.NORMALIZE_WHITESPACE)
|
|
|
|
|
|
if __name__ == '__main__':
|
|
# test_func()
|
|
test_docstrings()
|
|
# test_smoothing_spline()
|
|
# compare_methods()
|
|
# demo_monoticity()
|
|
# test_interp3()
|