diff options
Diffstat (limited to 'numpy/polynomial/chebyshev.py')
-rw-r--r-- | numpy/polynomial/chebyshev.py | 68 |
1 files changed, 48 insertions, 20 deletions
diff --git a/numpy/polynomial/chebyshev.py b/numpy/polynomial/chebyshev.py index bbf437525..c80123bd3 100644 --- a/numpy/polynomial/chebyshev.py +++ b/numpy/polynomial/chebyshev.py @@ -1632,6 +1632,46 @@ def chebfit(x, y, deg, rcond=None, full=False, w=None): return c +def chebcompanion(cs): + """Return the scaled companion matrix of cs. + + The basis polynomials are scaled so that the companion matrix is + symmetric when `cs` represents a single Chebyshev polynomial. This + provides better eigenvalue estimates than the unscaled case and in the + single polynomial case the eigenvalues are guaranteed to be real if + np.eigvalsh is used to obtain them. + + Parameters + ---------- + cs : array_like + 1-d array of Legendre series coefficients ordered from low to high + degree. + + Returns + ------- + mat : ndarray + Scaled companion matrix of dimensions (deg, deg). + + """ + # cs is a trimmed copy + [cs] = pu.as_series([cs]) + if len(cs) < 2: + raise ValueError('Series must have maximum degree of at least 1.') + if len(cs) == 2: + return np.array(-cs[0]/cs[1]) + + n = len(cs) - 1 + mat = np.zeros((n, n), dtype=cs.dtype) + scl = np.array([1.] + [np.sqrt(.5)]*(n-1)) + top = mat.reshape(-1)[1::n+1] + bot = mat.reshape(-1)[n::n+1] + top[0] = np.sqrt(.5) + top[1:] = 1/2 + bot[...] = top + mat[:,-1] -= (cs[:-1]/cs[-1])*(scl/scl[-1])*.5 + return mat + + def chebroots(cs): """ Compute the roots of a Chebyshev series. @@ -1666,34 +1706,22 @@ def chebroots(cs): Examples -------- - >>> import numpy.polynomial as P - >>> import numpy.polynomial.chebyshev as C - >>> P.polyroots((-1,1,-1,1)) # x^3 - x^2 + x - 1 has two complex roots - array([ -4.99600361e-16-1.j, -4.99600361e-16+1.j, 1.00000e+00+0.j]) - >>> C.chebroots((-1,1,-1,1)) # T3 - T2 + T1 - T0 has only real roots + >>> import numpy.polynomial.chebyshev as cheb + >>> cheb.chebroots((-1, 1,-1, 1)) # T3 - T2 + T1 - T0 has real roots array([ -5.00000000e-01, 2.60860684e-17, 1.00000000e+00]) """ # cs is a trimmed copy [cs] = pu.as_series([cs]) - if len(cs) <= 1 : + if len(cs) < 2: return np.array([], dtype=cs.dtype) - if len(cs) == 2 : + if len(cs) == 2: return np.array([-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] = .5 - if i != n - 1: - cmat[i + 1, i] = .5 - else: - cmat[:, i] -= cs[:-1]*.5 - roots = la.eigvals(cmat) - roots.sort() - return roots + m = chebcompanion(cs) + r = la.eigvals(m) + r.sort() + return r def chebpts1(npts): |