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author | Charles Harris <charlesr.harris@gmail.com> | 2010-09-22 19:33:06 -0600 |
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committer | Charles Harris <charlesr.harris@gmail.com> | 2011-03-03 20:20:13 -0700 |
commit | 96c4eea33d8d69655be9a847d35e2ff96b9d5ffd (patch) | |
tree | 0d47eda8f66f00121c8481cf6fbf02ccaa1fbbd3 /numpy/polynomial/hermite_e.py | |
parent | 8a5ed09610e56f9f60089ca017b7e4abd3ce9264 (diff) | |
download | numpy-96c4eea33d8d69655be9a847d35e2ff96b9d5ffd.tar.gz |
ENH: First commit of hermite and laguerre polynomials. The documentation and
tests still need fixes.
Diffstat (limited to 'numpy/polynomial/hermite_e.py')
-rw-r--r-- | numpy/polynomial/hermite_e.py | 1138 |
1 files changed, 1138 insertions, 0 deletions
diff --git a/numpy/polynomial/hermite_e.py b/numpy/polynomial/hermite_e.py new file mode 100644 index 000000000..36e452074 --- /dev/null +++ b/numpy/polynomial/hermite_e.py @@ -0,0 +1,1138 @@ +""" +Objects for dealing with Hermite series. + +This module provides a number of objects (mostly functions) useful for +dealing with Hermite series, including a `Hermite` class that +encapsulates the usual arithmetic operations. (General information +on how this module represents and works with such polynomials is in the +docstring for its "parent" sub-package, `numpy.polynomial`). + +Constants +--------- +- `hermedomain` -- Hermite series default domain, [-1,1]. +- `hermezero` -- Hermite series that evaluates identically to 0. +- `hermeone` -- Hermite series that evaluates identically to 1. +- `hermex` -- Hermite series for the identity map, ``f(x) = x``. + +Arithmetic +---------- +- `hermemulx` -- multiply a Hermite series in ``P_i(x)`` by ``x``. +- `hermeadd` -- add two Hermite series. +- `hermesub` -- subtract one Hermite series from another. +- `hermemul` -- multiply two Hermite series. +- `hermediv` -- divide one Hermite series by another. +- `hermeval` -- evaluate a Hermite series at given points. + +Calculus +-------- +- `hermeder` -- differentiate a Hermite series. +- `hermeint` -- integrate a Hermite series. + +Misc Functions +-------------- +- `hermefromroots` -- create a Hermite series with specified roots. +- `hermeroots` -- find the roots of a Hermite series. +- `hermevander` -- Vandermonde-like matrix for Hermite polynomials. +- `hermefit` -- least-squares fit returning a Hermite series. +- `hermetrim` -- trim leading coefficients from a Hermite series. +- `hermeline` -- Hermite series of given straight line. +- `herme2poly` -- convert a Hermite series to a polynomial. +- `poly2herme` -- convert a polynomial to a Hermite series. + +Classes +------- +- `Hermite` -- A Hermite series class. + +See also +-------- +`numpy.polynomial` + +""" +from __future__ import division + +__all__ = ['hermezero', 'hermeone', 'hermex', 'hermedomain', 'hermeline', + 'hermeadd', 'hermesub', 'hermemulx', 'hermemul', 'hermediv', 'hermeval', + 'hermeder', 'hermeint', 'herme2poly', 'poly2herme', 'hermefromroots', + 'hermevander', 'hermefit', 'hermetrim', 'hermeroots', 'Hermite_e'] + +import numpy as np +import numpy.linalg as la +import polyutils as pu +import warnings +from polytemplate import polytemplate + +hermetrim = pu.trimcoef + +def poly2herme(pol) : + """ + poly2herme(pol) + + Convert a polynomial to a Hermite series. + + Convert an array representing the coefficients of a polynomial (relative + to the "standard" basis) ordered from lowest degree to highest, to an + array of the coefficients of the equivalent Hermite series, ordered + from lowest to highest degree. + + Parameters + ---------- + pol : array_like + 1-d array containing the polynomial coefficients + + Returns + ------- + cs : ndarray + 1-d array containing the coefficients of the equivalent Hermite + series. + + See Also + -------- + herme2poly + + Notes + ----- + The easy way to do conversions between polynomial basis sets + is to use the convert method of a class instance. + + Examples + -------- + >>> from numpy import polynomial as P + >>> p = P.Polynomial(np.arange(4)) + >>> p + Polynomial([ 0., 1., 2., 3.], [-1., 1.]) + >>> c = P.Hermite(P.poly2herme(p.coef)) + >>> c + Hermite([ 1. , 3.25, 1. , 0.75], [-1., 1.]) + + """ + [pol] = pu.as_series([pol]) + deg = len(pol) - 1 + res = 0 + for i in range(deg, -1, -1) : + res = hermeadd(hermemulx(res), pol[i]) + return res + + +def herme2poly(cs) : + """ + Convert a Hermite series to a polynomial. + + Convert an array representing the coefficients of a Hermite series, + ordered from lowest degree to highest, to an array of the coefficients + of the equivalent polynomial (relative to the "standard" basis) ordered + from lowest to highest degree. + + Parameters + ---------- + cs : array_like + 1-d array containing the Hermite series coefficients, ordered + from lowest order term to highest. + + Returns + ------- + pol : ndarray + 1-d array containing the coefficients of the equivalent polynomial + (relative to the "standard" basis) ordered from lowest order term + to highest. + + See Also + -------- + poly2herme + + Notes + ----- + The easy way to do conversions between polynomial basis sets + is to use the convert method of a class instance. + + Examples + -------- + >>> c = P.Hermite(range(4)) + >>> c + Hermite([ 0., 1., 2., 3.], [-1., 1.]) + >>> p = c.convert(kind=P.Polynomial) + >>> p + Polynomial([-1. , -3.5, 3. , 7.5], [-1., 1.]) + >>> P.herme2poly(range(4)) + array([-1. , -3.5, 3. , 7.5]) + + + """ + from polynomial import polyadd, polysub, polymulx + + [cs] = pu.as_series([cs]) + n = len(cs) + if n == 1: + return cs + if n == 2: + return cs + else: + c0 = cs[-2] + c1 = cs[-1] + # i is the current degree of c1 + for i in range(n - 1, 1, -1) : + tmp = c0 + c0 = polysub(cs[i - 2], c1*(i - 1)) + c1 = polyadd(tmp, polymulx(c1)) + return polyadd(c0, polymulx(c1)) + +# +# These are constant arrays are of integer type so as to be compatible +# with the widest range of other types, such as Decimal. +# + +# Hermite +hermedomain = np.array([-1,1]) + +# Hermite coefficients representing zero. +hermezero = np.array([0]) + +# Hermite coefficients representing one. +hermeone = np.array([1]) + +# Hermite coefficients representing the identity x. +hermex = np.array([0, 1]) + + +def hermeline(off, scl) : + """ + Hermite series whose graph is a straight line. + + + + Parameters + ---------- + off, scl : scalars + The specified line is given by ``off + scl*x``. + + Returns + ------- + y : ndarray + This module's representation of the Hermite series for + ``off + scl*x``. + + See Also + -------- + polyline, chebline + + Examples + -------- + >>> import numpy.polynomial.legendre as L + >>> L.hermeline(3,2) + array([3, 2]) + >>> L.hermeval(-3, L.hermeline(3,2)) # should be -3 + -3.0 + + """ + if scl != 0 : + return np.array([off,scl]) + else : + return np.array([off]) + + +def hermefromroots(roots) : + """ + Generate a Hermite series with the given roots. + + Return the array of coefficients for the P-series whose roots (a.k.a. + "zeros") are given by *roots*. The returned array of coefficients is + ordered from lowest order "term" to highest, and zeros of multiplicity + greater than one must be included in *roots* a number of times equal + to their multiplicity (e.g., if `2` is a root of multiplicity three, + then [2,2,2] must be in *roots*). + + Parameters + ---------- + roots : array_like + Sequence containing the roots. + + Returns + ------- + out : ndarray + 1-d array of the Hermite series coefficients, ordered from low to + high. If all roots are real, ``out.dtype`` is a float type; + otherwise, ``out.dtype`` is a complex type, even if all the + coefficients in the result are real (see Examples below). + + See Also + -------- + polyfromroots, chebfromroots + + Notes + ----- + What is returned are the :math:`c_i` such that: + + .. math:: + + \\sum_{i=0}^{n} c_i*P_i(x) = \\prod_{i=0}^{n} (x - roots[i]) + + where ``n == len(roots)`` and :math:`P_i(x)` is the `i`-th Hermite + (basis) polynomial over the domain `[-1,1]`. Note that, unlike + `polyfromroots`, due to the nature of the Hermite basis set, the + above identity *does not* imply :math:`c_n = 1` identically (see + Examples). + + Examples + -------- + >>> import numpy.polynomial.legendre as L + >>> L.hermefromroots((-1,0,1)) # x^3 - x relative to the standard basis + array([ 0. , -0.4, 0. , 0.4]) + >>> j = complex(0,1) + >>> L.hermefromroots((-j,j)) # x^2 + 1 relative to the standard basis + array([ 1.33333333+0.j, 0.00000000+0.j, 0.66666667+0.j]) + + """ + if len(roots) == 0 : + return np.ones(1) + else : + [roots] = pu.as_series([roots], trim=False) + prd = np.array([1], dtype=roots.dtype) + for r in roots: + prd = hermesub(hermemulx(prd), r*prd) + return prd + + +def hermeadd(c1, c2): + """ + Add one Hermite series to another. + + Returns the sum of two Hermite series `c1` + `c2`. The arguments + are sequences of coefficients ordered from lowest order term to + highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``. + + Parameters + ---------- + c1, c2 : array_like + 1-d arrays of Hermite series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Array representing the Hermite series of their sum. + + See Also + -------- + hermesub, hermemul, hermediv, hermepow + + Notes + ----- + Unlike multiplication, division, etc., the sum of two Hermite series + is a Hermite series (without having to "reproject" the result onto + the basis set) so addition, just like that of "standard" polynomials, + is simply "component-wise." + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> c1 = (1,2,3) + >>> c2 = (3,2,1) + >>> L.hermeadd(c1,c2) + array([ 4., 4., 4.]) + + """ + # c1, c2 are trimmed copies + [c1, c2] = pu.as_series([c1, c2]) + if len(c1) > len(c2) : + c1[:c2.size] += c2 + ret = c1 + else : + c2[:c1.size] += c1 + ret = c2 + return pu.trimseq(ret) + + +def hermesub(c1, c2): + """ + Subtract one Hermite series from another. + + Returns the difference of two Hermite series `c1` - `c2`. The + sequences of coefficients are from lowest order term to highest, i.e., + [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``. + + Parameters + ---------- + c1, c2 : array_like + 1-d arrays of Hermite series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Of Hermite series coefficients representing their difference. + + See Also + -------- + hermeadd, hermemul, hermediv, hermepow + + Notes + ----- + Unlike multiplication, division, etc., the difference of two Hermite + series is a Hermite series (without having to "reproject" the result + onto the basis set) so subtraction, just like that of "standard" + polynomials, is simply "component-wise." + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> c1 = (1,2,3) + >>> c2 = (3,2,1) + >>> L.hermesub(c1,c2) + array([-2., 0., 2.]) + >>> L.hermesub(c2,c1) # -C.hermesub(c1,c2) + array([ 2., 0., -2.]) + + """ + # c1, c2 are trimmed copies + [c1, c2] = pu.as_series([c1, c2]) + if len(c1) > len(c2) : + c1[:c2.size] -= c2 + ret = c1 + else : + c2 = -c2 + c2[:c1.size] += c1 + ret = c2 + return pu.trimseq(ret) + + +def hermemulx(cs): + """Multiply a Hermite series by x. + + Multiply the Hermite series `cs` by x, where x is the independent + variable. + + + Parameters + ---------- + cs : array_like + 1-d array of Hermite series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Array representing the result of the multiplication. + + Notes + ----- + The multiplication uses the recursion relationship for Hermite + polynomials in the form + + .. math:: + + xP_i(x) = ((i + 1)*P_{i + 1}(x) + i*P_{i - 1}(x))/(2i + 1) + + """ + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + # The zero series needs special treatment + if len(cs) == 1 and cs[0] == 0: + return cs + + prd = np.empty(len(cs) + 1, dtype=cs.dtype) + prd[0] = cs[0]*0 + prd[1] = cs[0]/2 + for i in range(1, len(cs)): + prd[i + 1] = cs[i] + prd[i - 1] += cs[i]*i + return prd + + +def hermemul(c1, c2): + """ + Multiply one Hermite series by another. + + Returns the product of two Hermite series `c1` * `c2`. The arguments + are sequences of coefficients, from lowest order "term" to highest, + e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``. + + Parameters + ---------- + c1, c2 : array_like + 1-d arrays of Hermite series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Of Hermite series coefficients representing their product. + + See Also + -------- + hermeadd, hermesub, hermediv, hermepow + + Notes + ----- + In general, the (polynomial) product of two C-series results in terms + that are not in the Hermite polynomial basis set. Thus, to express + the product as a Hermite series, it is necessary to "re-project" the + product onto said basis set, which may produce "un-intuitive" (but + correct) results; see Examples section below. + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> c1 = (1,2,3) + >>> c2 = (3,2) + >>> P.hermemul(c1,c2) # multiplication requires "reprojection" + array([ 4.33333333, 10.4 , 11.66666667, 3.6 ]) + + """ + # s1, s2 are trimmed copies + [c1, c2] = pu.as_series([c1, c2]) + + if len(c1) > len(c2): + cs = c2 + xs = c1 + else: + cs = c1 + xs = c2 + + if len(cs) == 1: + c0 = cs[0]*xs + c1 = 0 + elif len(cs) == 2: + c0 = cs[0]*xs + c1 = cs[1]*xs + else : + nd = len(cs) + c0 = cs[-2]*xs + c1 = cs[-1]*xs + for i in range(3, len(cs) + 1) : + tmp = c0 + nd = nd - 1 + c0 = hermesub(cs[-i]*xs, c1*(nd - 1)) + c1 = hermeadd(tmp, hermemulx(c1)) + return hermeadd(c0, hermemulx(c1)) + + +def hermediv(c1, c2): + """ + Divide one Hermite series by another. + + Returns the quotient-with-remainder of two Hermite series + `c1` / `c2`. The arguments are sequences of coefficients from lowest + order "term" to highest, e.g., [1,2,3] represents the series + ``P_0 + 2*P_1 + 3*P_2``. + + Parameters + ---------- + c1, c2 : array_like + 1-d arrays of Hermite series coefficients ordered from low to + high. + + Returns + ------- + [quo, rem] : ndarrays + Of Hermite series coefficients representing the quotient and + remainder. + + See Also + -------- + hermeadd, hermesub, hermemul, hermepow + + Notes + ----- + In general, the (polynomial) division of one Hermite series by another + results in quotient and remainder terms that are not in the Hermite + polynomial basis set. Thus, to express these results as a Hermite + series, it is necessary to "re-project" the results onto the Hermite + basis set, which may produce "un-intuitive" (but correct) results; see + Examples section below. + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> c1 = (1,2,3) + >>> c2 = (3,2,1) + >>> L.hermediv(c1,c2) # quotient "intuitive," remainder not + (array([ 3.]), array([-8., -4.])) + >>> c2 = (0,1,2,3) + >>> L.hermediv(c2,c1) # neither "intuitive" + (array([-0.07407407, 1.66666667]), array([-1.03703704, -2.51851852])) + + """ + # c1, c2 are trimmed copies + [c1, c2] = pu.as_series([c1, c2]) + if c2[-1] == 0 : + raise ZeroDivisionError() + + lc1 = len(c1) + lc2 = len(c2) + if lc1 < lc2 : + return c1[:1]*0, c1 + elif lc2 == 1 : + return c1/c2[-1], c1[:1]*0 + else : + quo = np.empty(lc1 - lc2 + 1, dtype=c1.dtype) + rem = c1 + for i in range(lc1 - lc2, - 1, -1): + p = hermemul([0]*i + [1], c2) + q = rem[-1]/p[-1] + rem = rem[:-1] - q*p[:-1] + quo[i] = q + return quo, pu.trimseq(rem) + + +def hermepow(cs, pow, maxpower=16) : + """Raise a Hermite series to a power. + + Returns the Hermite series `cs` raised to the power `pow`. The + arguement `cs` is a sequence of coefficients ordered from low to high. + i.e., [1,2,3] is the series ``P_0 + 2*P_1 + 3*P_2.`` + + Parameters + ---------- + cs : array_like + 1d array of Hermite series coefficients ordered from low to + high. + pow : integer + Power to which the series will be raised + maxpower : integer, optional + Maximum power allowed. This is mainly to limit growth of the series + to umanageable size. Default is 16 + + Returns + ------- + coef : ndarray + Hermite series of power. + + See Also + -------- + hermeadd, hermesub, hermemul, hermediv + + Examples + -------- + + """ + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + power = int(pow) + if power != pow or power < 0 : + raise ValueError("Power must be a non-negative integer.") + elif maxpower is not None and power > maxpower : + raise ValueError("Power is too large") + elif power == 0 : + return np.array([1], dtype=cs.dtype) + elif power == 1 : + return cs + else : + # This can be made more efficient by using powers of two + # in the usual way. + prd = cs + for i in range(2, power + 1) : + prd = hermemul(prd, cs) + return prd + + +def hermeder(cs, m=1, scl=1) : + """ + Differentiate a Hermite series. + + Returns the series `cs` differentiated `m` times. At each iteration the + result is multiplied by `scl` (the scaling factor is for use in a linear + change of variable). The argument `cs` is the sequence of coefficients + from lowest order "term" to highest, e.g., [1,2,3] represents the series + ``P_0 + 2*P_1 + 3*P_2``. + + Parameters + ---------- + cs: array_like + 1-d array of Hermite series coefficients ordered from low to high. + m : int, optional + Number of derivatives taken, must be non-negative. (Default: 1) + scl : scalar, optional + Each differentiation is multiplied by `scl`. The end result is + multiplication by ``scl**m``. This is for use in a linear change of + variable. (Default: 1) + + Returns + ------- + der : ndarray + Hermite series of the derivative. + + See Also + -------- + hermeint + + Notes + ----- + In general, the result of differentiating a Hermite series does not + resemble the same operation on a power series. Thus the result of this + function may be "un-intuitive," albeit correct; see Examples section + below. + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> cs = (1,2,3,4) + >>> L.hermeder(cs) + array([ 6., 9., 20.]) + >>> L.hermeder(cs,3) + array([ 60.]) + >>> L.hermeder(cs,scl=-1) + array([ -6., -9., -20.]) + >>> L.hermeder(cs,2,-1) + array([ 9., 60.]) + + """ + cnt = int(m) + + if cnt != m: + raise ValueError, "The order of derivation must be integer" + if cnt < 0 : + raise ValueError, "The order of derivation must be non-negative" + + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + if cnt == 0: + return cs + elif cnt >= len(cs): + return cs[:1]*0 + else : + for i in range(cnt): + n = len(cs) - 1 + cs *= scl + der = np.empty(n, dtype=cs.dtype) + for j in range(n, 0, -1): + der[j - 1] = j*cs[j] + cs = der + return cs + + +def hermeint(cs, m=1, k=[], lbnd=0, scl=1): + """ + Integrate a Hermite series. + + Returns a Hermite series that is the Hermite series `cs`, integrated + `m` times from `lbnd` to `x`. At each iteration the resulting series + is **multiplied** by `scl` and an integration constant, `k`, is added. + The scaling factor is for use in a linear change of variable. ("Buyer + beware": note that, depending on what one is doing, one may want `scl` + to be the reciprocal of what one might expect; for more information, + see the Notes section below.) The argument `cs` is a sequence of + coefficients, from lowest order Hermite series "term" to highest, + e.g., [1,2,3] represents the series :math:`P_0(x) + 2P_1(x) + 3P_2(x)`. + + Parameters + ---------- + cs : array_like + 1-d array of Hermite series coefficients, ordered from low to high. + m : int, optional + Order of integration, must be positive. (Default: 1) + k : {[], list, scalar}, optional + Integration constant(s). The value of the first integral at + ``lbnd`` is the first value in the list, the value of the second + integral at ``lbnd`` is the second value, etc. If ``k == []`` (the + default), all constants are set to zero. If ``m == 1``, a single + scalar can be given instead of a list. + lbnd : scalar, optional + The lower bound of the integral. (Default: 0) + scl : scalar, optional + Following each integration the result is *multiplied* by `scl` + before the integration constant is added. (Default: 1) + + Returns + ------- + S : ndarray + Hermite series coefficients of the integral. + + Raises + ------ + ValueError + If ``m < 0``, ``len(k) > m``, ``np.isscalar(lbnd) == False``, or + ``np.isscalar(scl) == False``. + + See Also + -------- + hermeder + + Notes + ----- + Note that the result of each integration is *multiplied* by `scl`. + Why is this important to note? Say one is making a linear change of + variable :math:`u = ax + b` in an integral relative to `x`. Then + :math:`dx = du/a`, so one will need to set `scl` equal to :math:`1/a` + - perhaps not what one would have first thought. + + Also note that, in general, the result of integrating a C-series needs + to be "re-projected" onto the C-series basis set. Thus, typically, + the result of this function is "un-intuitive," albeit correct; see + Examples section below. + + Examples + -------- + >>> from numpy.polynomial import legendre as L + >>> cs = (1,2,3) + >>> L.hermeint(cs) + array([ 0.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermeint(cs,3) + array([ 1.66666667e-02, -1.78571429e-02, 4.76190476e-02, + -1.73472348e-18, 1.90476190e-02, 9.52380952e-03]) + >>> L.hermeint(cs, k=3) + array([ 3.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermeint(cs, lbnd=-2) + array([ 7.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermeint(cs, scl=2) + array([ 0.66666667, 0.8 , 1.33333333, 1.2 ]) + + """ + cnt = int(m) + if np.isscalar(k) : + k = [k] + + if cnt != m: + raise ValueError, "The order of integration must be integer" + if cnt < 0 : + raise ValueError, "The order of integration must be non-negative" + if len(k) > cnt : + raise ValueError, "Too many integration constants" + + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + if cnt == 0: + return cs + + k = list(k) + [0]*(cnt - len(k)) + for i in range(cnt) : + n = len(cs) + cs *= scl + if n == 1 and cs[0] == 0: + cs[0] += k[i] + else: + tmp = np.empty(n + 1, dtype=cs.dtype) + tmp[0] = cs[0]*0 + tmp[1] = cs[0] + for j in range(1, n): + tmp[j + 1] = cs[j]/(j + 1) + tmp[0] += k[i] - hermeval(lbnd, tmp) + cs = tmp + return cs + + +def hermeval(x, cs): + """Evaluate a Hermite series. + + If `cs` is of length `n`, this function returns : + + ``p(x) = cs[0]*P_0(x) + cs[1]*P_1(x) + ... + cs[n-1]*P_{n-1}(x)`` + + If x is a sequence or array then p(x) will have the same shape as x. + If r is a ring_like object that supports multiplication and addition + by the values in `cs`, then an object of the same type is returned. + + Parameters + ---------- + x : array_like, ring_like + Array of numbers or objects that support multiplication and + addition with themselves and with the elements of `cs`. + cs : array_like + 1-d array of Hermite coefficients ordered from low to high. + + Returns + ------- + values : ndarray, ring_like + If the return is an ndarray then it has the same shape as `x`. + + See Also + -------- + hermefit + + Examples + -------- + + Notes + ----- + The evaluation uses Clenshaw recursion, aka synthetic division. + + Examples + -------- + + """ + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + if isinstance(x, tuple) or isinstance(x, list) : + x = np.asarray(x) + + if len(cs) == 1 : + c0 = cs[0] + c1 = 0 + elif len(cs) == 2 : + c0 = cs[0] + c1 = cs[1] + else : + nd = len(cs) + c0 = cs[-2] + c1 = cs[-1] + for i in range(3, len(cs) + 1) : + tmp = c0 + nd = nd - 1 + c0 = cs[-i] - c1*(nd - 1) + c1 = tmp + c1*x + return c0 + c1*x + + +def hermevander(x, deg) : + """Vandermonde matrix of given degree. + + Returns the Vandermonde matrix of degree `deg` and sample points `x`. + This isn't a true Vandermonde matrix because `x` can be an arbitrary + ndarray and the Hermite polynomials aren't powers. If ``V`` is the + returned matrix and `x` is a 2d array, then the elements of ``V`` are + ``V[i,j,k] = P_k(x[i,j])``, where ``P_k`` is the Hermite polynomial + of degree ``k``. + + Parameters + ---------- + x : array_like + Array of points. The values are converted to double or complex + doubles. If x is scalar it is converted to a 1D array. + deg : integer + Degree of the resulting matrix. + + Returns + ------- + vander : Vandermonde matrix. + The shape of the returned matrix is ``x.shape + (deg+1,)``. The last + index is the degree. + + """ + ideg = int(deg) + if ideg != deg: + raise ValueError("deg must be integer") + if ideg < 0: + raise ValueError("deg must be non-negative") + + x = np.array(x, copy=0, ndmin=1) + 0.0 + v = np.empty((ideg + 1,) + x.shape, dtype=x.dtype) + v[0] = x*0 + 1 + if ideg > 0 : + v[1] = x + for i in range(2, ideg + 1) : + v[i] = (v[i-1]*x - v[i-2]*(i - 1)) + return np.rollaxis(v, 0, v.ndim) + + +def hermefit(x, y, deg, rcond=None, full=False, w=None): + """ + Least squares fit of Hermite series to data. + + Fit a Hermite series ``p(x) = p[0] * P_{0}(x) + ... + p[deg] * + P_{deg}(x)`` of degree `deg` to points `(x, y)`. Returns a vector of + coefficients `p` that minimises the squared error. + + Parameters + ---------- + x : array_like, shape (M,) + x-coordinates of the M sample points ``(x[i], y[i])``. + y : array_like, shape (M,) or (M, K) + y-coordinates of the sample points. Several data sets of sample + points sharing the same x-coordinates can be fitted at once by + passing in a 2D-array that contains one dataset per column. + deg : int + Degree of the fitting polynomial + rcond : float, optional + Relative condition number of the fit. Singular values smaller than + this relative to the largest singular value will be ignored. The + default value is len(x)*eps, where eps is the relative precision of + the float type, about 2e-16 in most cases. + full : bool, optional + Switch determining nature of return value. When it is False (the + default) just the coefficients are returned, when True diagnostic + information from the singular value decomposition is also returned. + w : array_like, shape (`M`,), optional + Weights. If not None, the contribution of each point + ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the + weights are chosen so that the errors of the products ``w[i]*y[i]`` + all have the same variance. The default value is None. + + Returns + ------- + coef : ndarray, shape (M,) or (M, K) + Hermite coefficients ordered from low to high. If `y` was 2-D, + the coefficients for the data in column k of `y` are in column + `k`. + + [residuals, rank, singular_values, rcond] : present when `full` = True + Residuals of the least-squares fit, the effective rank of the + scaled Vandermonde matrix and its singular values, and the + specified value of `rcond`. For more details, see `linalg.lstsq`. + + Warns + ----- + RankWarning + The rank of the coefficient matrix in the least-squares fit is + deficient. The warning is only raised if `full` = False. The + warnings can be turned off by + + >>> import warnings + >>> warnings.simplefilter('ignore', RankWarning) + + See Also + -------- + hermeval : Evaluates a Hermite series. + hermevander : Vandermonde matrix of Hermite series. + polyfit : least squares fit using polynomials. + chebfit : least squares fit using Chebyshev series. + linalg.lstsq : Computes a least-squares fit from the matrix. + scipy.interpolate.UnivariateSpline : Computes spline fits. + + Notes + ----- + The solution are the coefficients ``c[i]`` of the Hermite series + ``P(x)`` that minimizes the squared error + + ``E = \\sum_j |y_j - P(x_j)|^2``. + + This problem is solved by setting up as the overdetermined matrix + equation + + ``V(x)*c = y``, + + where ``V`` is the Vandermonde matrix of `x`, the elements of ``c`` are + the coefficients to be solved for, and the elements of `y` are the + observed values. This equation is then solved using the singular value + decomposition of ``V``. + + If some of the singular values of ``V`` are so small that they are + neglected, then a `RankWarning` will be issued. This means that the + coeficient values may be poorly determined. Using a lower order fit + will usually get rid of the warning. The `rcond` parameter can also be + set to a value smaller than its default, but the resulting fit may be + spurious and have large contributions from roundoff error. + + Fits using Hermite series are usually better conditioned than fits + using power series, but much can depend on the distribution of the + sample points and the smoothness of the data. If the quality of the fit + is inadequate splines may be a good alternative. + + References + ---------- + .. [1] Wikipedia, "Curve fitting", + http://en.wikipedia.org/wiki/Curve_fitting + + Examples + -------- + + """ + order = int(deg) + 1 + x = np.asarray(x) + 0.0 + y = np.asarray(y) + 0.0 + + # check arguments. + if deg < 0 : + raise ValueError, "expected deg >= 0" + if x.ndim != 1: + raise TypeError, "expected 1D vector for x" + if x.size == 0: + raise TypeError, "expected non-empty vector for x" + if y.ndim < 1 or y.ndim > 2 : + raise TypeError, "expected 1D or 2D array for y" + if len(x) != len(y): + raise TypeError, "expected x and y to have same length" + + # set up the least squares matrices + lhs = hermevander(x, deg) + rhs = y + if w is not None: + w = np.asarray(w) + 0.0 + if w.ndim != 1: + raise TypeError, "expected 1D vector for w" + if len(x) != len(w): + raise TypeError, "expected x and w to have same length" + # apply weights + if rhs.ndim == 2: + lhs *= w[:, np.newaxis] + rhs *= w[:, np.newaxis] + else: + lhs *= w[:, np.newaxis] + rhs *= w + + # set rcond + if rcond is None : + rcond = len(x)*np.finfo(x.dtype).eps + + # scale the design matrix and solve the least squares equation + scl = np.sqrt((lhs*lhs).sum(0)) + c, resids, rank, s = la.lstsq(lhs/scl, rhs, rcond) + c = (c.T/scl).T + + # warn on rank reduction + 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 + + +def hermeroots(cs): + """ + Compute the roots of a Hermite series. + + Return the roots (a.k.a "zeros") of the Hermite series represented by + `cs`, which is the sequence of coefficients from lowest order "term" + to highest, e.g., [1,2,3] is the series ``L_0 + 2*L_1 + 3*L_2``. + + Parameters + ---------- + cs : array_like + 1-d array of Hermite series coefficients ordered from low to high. + + Returns + ------- + out : ndarray + Array of the roots. If all the roots are real, then so is the + dtype of ``out``; otherwise, ``out``'s dtype is complex. + + See Also + -------- + polyroots + chebroots + + Notes + ----- + Algorithm(s) used: + + Remember: because the Hermite series basis set is different from the + "standard" basis set, the results of this function *may* not be what + one is expecting. + + Examples + -------- + >>> import numpy.polynomial as P + >>> P.polyroots((1, 2, 3, 4)) # 4x^3 + 3x^2 + 2x + 1 has two complex roots + array([-0.60582959+0.j , -0.07208521-0.63832674j, + -0.07208521+0.63832674j]) + >>> P.hermeroots((1, 2, 3, 4)) # 4L_3 + 3L_2 + 2L_1 + 1L_0 has only real roots + array([-0.85099543, -0.11407192, 0.51506735]) + + """ + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + if len(cs) <= 1 : + return np.array([], dtype=cs.dtype) + if len(cs) == 2 : + return np.array([-.5*cs[0]/cs[1]]) + + n = len(cs) - 1 + cs /= cs[-1] + cmat = np.zeros((n,n), dtype=cs.dtype) + cmat[1, 0] = 1 + for i in range(1, n): + cmat[i - 1, i] = i + if i != n - 1: + cmat[i + 1, i] = 1 + else: + cmat[:, i] -= cs[:-1] + roots = la.eigvals(cmat) + roots.sort() + return roots + + +# +# Hermite_e series class +# + +exec polytemplate.substitute(name='Hermite_e', nick='herme', domain='[-1,1]') |