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authorCharles Harris <charlesr.harris@gmail.com>2010-09-22 19:33:06 -0600
committerCharles Harris <charlesr.harris@gmail.com>2011-03-03 20:20:13 -0700
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tree0d47eda8f66f00121c8481cf6fbf02ccaa1fbbd3 /numpy/polynomial/hermite_e.py
parent8a5ed09610e56f9f60089ca017b7e4abd3ce9264 (diff)
downloadnumpy-96c4eea33d8d69655be9a847d35e2ff96b9d5ffd.tar.gz
ENH: First commit of hermite and laguerre polynomials. The documentation and
tests still need fixes.
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+"""
+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]')