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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 | |
parent | 8a5ed09610e56f9f60089ca017b7e4abd3ce9264 (diff) | |
download | numpy-96c4eea33d8d69655be9a847d35e2ff96b9d5ffd.tar.gz |
ENH: First commit of hermite and laguerre polynomials. The documentation and
tests still need fixes.
-rw-r--r-- | numpy/polynomial/hermite.py | 1141 | ||||
-rw-r--r-- | numpy/polynomial/hermite_e.py | 1138 | ||||
-rw-r--r-- | numpy/polynomial/laguerre.py | 1141 | ||||
-rw-r--r-- | numpy/polynomial/tests/test_hermite.py | 536 | ||||
-rw-r--r-- | numpy/polynomial/tests/test_hermite_e.py | 536 | ||||
-rw-r--r-- | numpy/polynomial/tests/test_laguerre.py | 530 |
6 files changed, 5022 insertions, 0 deletions
diff --git a/numpy/polynomial/hermite.py b/numpy/polynomial/hermite.py new file mode 100644 index 000000000..550e316de --- /dev/null +++ b/numpy/polynomial/hermite.py @@ -0,0 +1,1141 @@ +""" +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 +--------- +- `hermdomain` -- Hermite series default domain, [-1,1]. +- `hermzero` -- Hermite series that evaluates identically to 0. +- `hermone` -- Hermite series that evaluates identically to 1. +- `hermx` -- Hermite series for the identity map, ``f(x) = x``. + +Arithmetic +---------- +- `hermmulx` -- multiply a Hermite series in ``P_i(x)`` by ``x``. +- `hermadd` -- add two Hermite series. +- `hermsub` -- subtract one Hermite series from another. +- `hermmul` -- multiply two Hermite series. +- `hermdiv` -- divide one Hermite series by another. +- `hermval` -- evaluate a Hermite series at given points. + +Calculus +-------- +- `hermder` -- differentiate a Hermite series. +- `hermint` -- integrate a Hermite series. + +Misc Functions +-------------- +- `hermfromroots` -- create a Hermite series with specified roots. +- `hermroots` -- find the roots of a Hermite series. +- `hermvander` -- Vandermonde-like matrix for Hermite polynomials. +- `hermfit` -- least-squares fit returning a Hermite series. +- `hermtrim` -- trim leading coefficients from a Hermite series. +- `hermline` -- Hermite series of given straight line. +- `herm2poly` -- convert a Hermite series to a polynomial. +- `poly2herm` -- convert a polynomial to a Hermite series. + +Classes +------- +- `Hermite` -- A Hermite series class. + +See also +-------- +`numpy.polynomial` + +""" +from __future__ import division + +__all__ = ['hermzero', 'hermone', 'hermx', 'hermdomain', 'hermline', + 'hermadd', 'hermsub', 'hermmulx', 'hermmul', 'hermdiv', 'hermval', + 'hermder', 'hermint', 'herm2poly', 'poly2herm', 'hermfromroots', + 'hermvander', 'hermfit', 'hermtrim', 'hermroots', 'Hermite'] + +import numpy as np +import numpy.linalg as la +import polyutils as pu +import warnings +from polytemplate import polytemplate + +hermtrim = pu.trimcoef + +def poly2herm(pol) : + """ + poly2herm(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 + -------- + herm2poly + + 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.poly2herm(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 = hermadd(hermmulx(res), pol[i]) + return res + + +def herm2poly(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 + -------- + poly2herm + + 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.herm2poly(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: + cs[1] *= 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*(2*(i - 1))) + c1 = polyadd(tmp, polymulx(c1)*2) + return polyadd(c0, polymulx(c1)*2) + +# +# These are constant arrays are of integer type so as to be compatible +# with the widest range of other types, such as Decimal. +# + +# Hermite +hermdomain = np.array([-1,1]) + +# Hermite coefficients representing zero. +hermzero = np.array([0]) + +# Hermite coefficients representing one. +hermone = np.array([1]) + +# Hermite coefficients representing the identity x. +hermx = np.array([0, 1/2]) + + +def hermline(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.hermline(3,2) + array([3, 2]) + >>> L.hermval(-3, L.hermline(3,2)) # should be -3 + -3.0 + + """ + if scl != 0 : + return np.array([off,scl/2]) + else : + return np.array([off]) + + +def hermfromroots(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.hermfromroots((-1,0,1)) # x^3 - x relative to the standard basis + array([ 0. , -0.4, 0. , 0.4]) + >>> j = complex(0,1) + >>> L.hermfromroots((-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 = hermsub(hermmulx(prd), r*prd) + return prd + + +def hermadd(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 + -------- + hermsub, hermmul, hermdiv, hermpow + + 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.hermadd(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 hermsub(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 + -------- + hermadd, hermmul, hermdiv, hermpow + + 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.hermsub(c1,c2) + array([-2., 0., 2.]) + >>> L.hermsub(c2,c1) # -C.hermsub(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 hermmulx(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]/2 + prd[i - 1] += cs[i]*i + return prd + + +def hermmul(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 + -------- + hermadd, hermsub, hermdiv, hermpow + + 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.hermmul(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 = hermsub(cs[-i]*xs, c1*(2*(nd - 1))) + c1 = hermadd(tmp, hermmulx(c1)*2) + return hermadd(c0, hermmulx(c1)*2) + + +def hermdiv(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 + -------- + hermadd, hermsub, hermmul, hermpow + + 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.hermdiv(c1,c2) # quotient "intuitive," remainder not + (array([ 3.]), array([-8., -4.])) + >>> c2 = (0,1,2,3) + >>> L.hermdiv(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 = hermmul([0]*i + [1], c2) + q = rem[-1]/p[-1] + rem = rem[:-1] - q*p[:-1] + quo[i] = q + return quo, pu.trimseq(rem) + + +def hermpow(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 + -------- + hermadd, hermsub, hermmul, hermdiv + + 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 = hermmul(prd, cs) + return prd + + +def hermder(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 + -------- + hermint + + 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.hermder(cs) + array([ 6., 9., 20.]) + >>> L.hermder(cs,3) + array([ 60.]) + >>> L.hermder(cs,scl=-1) + array([ -6., -9., -20.]) + >>> L.hermder(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] = (2*j)*cs[j] + cs = der + return cs + + +def hermint(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 + -------- + hermder + + 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.hermint(cs) + array([ 0.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermint(cs,3) + array([ 1.66666667e-02, -1.78571429e-02, 4.76190476e-02, + -1.73472348e-18, 1.90476190e-02, 9.52380952e-03]) + >>> L.hermint(cs, k=3) + array([ 3.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermint(cs, lbnd=-2) + array([ 7.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.hermint(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]/2 + for j in range(1, n): + tmp[j + 1] = cs[j]/(2*(j + 1)) + tmp[0] += k[i] - hermval(lbnd, tmp) + cs = tmp + return cs + + +def hermval(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 + -------- + hermfit + + 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) + + x2 = x*2 + 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*(2*(nd - 1)) + c1 = tmp + c1*x2 + return c0 + c1*x2 + + +def hermvander(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 : + x2 = x*2 + v[1] = x2 + for i in range(2, ideg + 1) : + v[i] = (v[i-1]*x2 - v[i-2]*(2*(i - 1))) + return np.rollaxis(v, 0, v.ndim) + + +def hermfit(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 + -------- + hermval : Evaluates a Hermite series. + hermvander : 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 = hermvander(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 hermroots(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.hermroots((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] = .5 + for i in range(1, n): + cmat[i - 1, i] = i + if i != n - 1: + cmat[i + 1, i] = .5 + else: + cmat[:, i] -= cs[:-1]*.5 + roots = la.eigvals(cmat) + roots.sort() + return roots + + +# +# Hermite series class +# + +exec polytemplate.substitute(name='Hermite', nick='herm', domain='[-1,1]') 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]') diff --git a/numpy/polynomial/laguerre.py b/numpy/polynomial/laguerre.py new file mode 100644 index 000000000..94c495deb --- /dev/null +++ b/numpy/polynomial/laguerre.py @@ -0,0 +1,1141 @@ +""" +Objects for dealing with Laguerre series. + +This module provides a number of objects (mostly functions) useful for +dealing with Laguerre series, including a `Laguerre` 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 +--------- +- `lagdomain` -- Laguerre series default domain, [-1,1]. +- `lagzero` -- Laguerre series that evaluates identically to 0. +- `lagone` -- Laguerre series that evaluates identically to 1. +- `lagx` -- Laguerre series for the identity map, ``f(x) = x``. + +Arithmetic +---------- +- `lagmulx` -- multiply a Laguerre series in ``P_i(x)`` by ``x``. +- `lagadd` -- add two Laguerre series. +- `lagsub` -- subtract one Laguerre series from another. +- `lagmul` -- multiply two Laguerre series. +- `lagdiv` -- divide one Laguerre series by another. +- `lagval` -- evaluate a Laguerre series at given points. + +Calculus +-------- +- `lagder` -- differentiate a Laguerre series. +- `lagint` -- integrate a Laguerre series. + +Misc Functions +-------------- +- `lagfromroots` -- create a Laguerre series with specified roots. +- `lagroots` -- find the roots of a Laguerre series. +- `lagvander` -- Vandermonde-like matrix for Laguerre polynomials. +- `lagfit` -- least-squares fit returning a Laguerre series. +- `lagtrim` -- trim leading coefficients from a Laguerre series. +- `lagline` -- Laguerre series of given straight line. +- `lag2poly` -- convert a Laguerre series to a polynomial. +- `poly2lag` -- convert a polynomial to a Laguerre series. + +Classes +------- +- `Laguerre` -- A Laguerre series class. + +See also +-------- +`numpy.polynomial` + +""" +from __future__ import division + +__all__ = ['lagzero', 'lagone', 'lagx', 'lagdomain', 'lagline', + 'lagadd', 'lagsub', 'lagmulx', 'lagmul', 'lagdiv', 'lagval', + 'lagder', 'lagint', 'lag2poly', 'poly2lag', 'lagfromroots', + 'lagvander', 'lagfit', 'lagtrim', 'lagroots', 'Laguerre'] + +import numpy as np +import numpy.linalg as la +import polyutils as pu +import warnings +from polytemplate import polytemplate + +lagtrim = pu.trimcoef + +def poly2lag(pol) : + """ + poly2lag(pol) + + Convert a polynomial to a Laguerre 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 Laguerre 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 Laguerre + series. + + See Also + -------- + lag2poly + + 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.Laguerre(P.poly2lag(p.coef)) + >>> c + Laguerre([ 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 = lagadd(lagmulx(res), pol[i]) + return res + + +def lag2poly(cs) : + """ + Convert a Laguerre series to a polynomial. + + Convert an array representing the coefficients of a Laguerre 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 Laguerre 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 + -------- + poly2lag + + Notes + ----- + The easy way to do conversions between polynomial basis sets + is to use the convert method of a class instance. + + Examples + -------- + >>> c = P.Laguerre(range(4)) + >>> c + Laguerre([ 0., 1., 2., 3.], [-1., 1.]) + >>> p = c.convert(kind=P.Polynomial) + >>> p + Polynomial([-1. , -3.5, 3. , 7.5], [-1., 1.]) + >>> P.lag2poly(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 + 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))/i) + c1 = polyadd(tmp, polysub((2*i - 1)*c1, polymulx(c1))/i) + return polyadd(c0, polysub(c1, 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. +# + +# Laguerre +lagdomain = np.array([0,1]) + +# Laguerre coefficients representing zero. +lagzero = np.array([0]) + +# Laguerre coefficients representing one. +lagone = np.array([1]) + +# Laguerre coefficients representing the identity x. +lagx = np.array([1, -1]) + + +def lagline(off, scl) : + """ + Laguerre 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 Laguerre series for + ``off + scl*x``. + + See Also + -------- + polyline, chebline + + Examples + -------- + >>> import numpy.polynomial.legendre as L + >>> L.lagline(3,2) + array([3, 2]) + >>> L.lagval(-3, L.lagline(3,2)) # should be -3 + -3.0 + + """ + if scl != 0 : + return np.array([off + scl, -scl]) + else : + return np.array([off]) + + +def lagfromroots(roots) : + """ + Generate a Laguerre 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 Laguerre 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 Laguerre + (basis) polynomial over the domain `[-1,1]`. Note that, unlike + `polyfromroots`, due to the nature of the Laguerre basis set, the + above identity *does not* imply :math:`c_n = 1` identically (see + Examples). + + Examples + -------- + >>> import numpy.polynomial.legendre as L + >>> L.lagfromroots((-1,0,1)) # x^3 - x relative to the standard basis + array([ 0. , -0.4, 0. , 0.4]) + >>> j = complex(0,1) + >>> L.lagfromroots((-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 = lagsub(lagmulx(prd), r*prd) + return prd + + +def lagadd(c1, c2): + """ + Add one Laguerre series to another. + + Returns the sum of two Laguerre 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 Laguerre series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Array representing the Laguerre series of their sum. + + See Also + -------- + lagsub, lagmul, lagdiv, lagpow + + Notes + ----- + Unlike multiplication, division, etc., the sum of two Laguerre series + is a Laguerre 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.lagadd(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 lagsub(c1, c2): + """ + Subtract one Laguerre series from another. + + Returns the difference of two Laguerre 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 Laguerre series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Of Laguerre series coefficients representing their difference. + + See Also + -------- + lagadd, lagmul, lagdiv, lagpow + + Notes + ----- + Unlike multiplication, division, etc., the difference of two Laguerre + series is a Laguerre 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.lagsub(c1,c2) + array([-2., 0., 2.]) + >>> L.lagsub(c2,c1) # -C.lagsub(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 lagmulx(cs): + """Multiply a Laguerre series by x. + + Multiply the Laguerre series `cs` by x, where x is the independent + variable. + + + Parameters + ---------- + cs : array_like + 1-d array of Laguerre 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 Laguerre + 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] + prd[1] = -cs[0] + for i in range(1, len(cs)): + prd[i + 1] = -cs[i]*(i + 1) + prd[i] += cs[i]*(2*i + 1) + prd[i - 1] -= cs[i]*i + return prd + + +def lagmul(c1, c2): + """ + Multiply one Laguerre series by another. + + Returns the product of two Laguerre 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 Laguerre series coefficients ordered from low to + high. + + Returns + ------- + out : ndarray + Of Laguerre series coefficients representing their product. + + See Also + -------- + lagadd, lagsub, lagdiv, lagpow + + Notes + ----- + In general, the (polynomial) product of two C-series results in terms + that are not in the Laguerre polynomial basis set. Thus, to express + the product as a Laguerre 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.lagmul(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 = lagsub(cs[-i]*xs, (c1*(nd - 1))/nd) + c1 = lagadd(tmp, lagsub((2*nd - 1)*c1, lagmulx(c1))/nd) + return lagadd(c0, lagsub(c1, lagmulx(c1))) + + +def lagdiv(c1, c2): + """ + Divide one Laguerre series by another. + + Returns the quotient-with-remainder of two Laguerre 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 Laguerre series coefficients ordered from low to + high. + + Returns + ------- + [quo, rem] : ndarrays + Of Laguerre series coefficients representing the quotient and + remainder. + + See Also + -------- + lagadd, lagsub, lagmul, lagpow + + Notes + ----- + In general, the (polynomial) division of one Laguerre series by another + results in quotient and remainder terms that are not in the Laguerre + polynomial basis set. Thus, to express these results as a Laguerre + series, it is necessary to "re-project" the results onto the Laguerre + 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.lagdiv(c1,c2) # quotient "intuitive," remainder not + (array([ 3.]), array([-8., -4.])) + >>> c2 = (0,1,2,3) + >>> L.lagdiv(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 = lagmul([0]*i + [1], c2) + q = rem[-1]/p[-1] + rem = rem[:-1] - q*p[:-1] + quo[i] = q + return quo, pu.trimseq(rem) + + +def lagpow(cs, pow, maxpower=16) : + """Raise a Laguerre series to a power. + + Returns the Laguerre 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 Laguerre 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 + Laguerre series of power. + + See Also + -------- + lagadd, lagsub, lagmul, lagdiv + + 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 = lagmul(prd, cs) + return prd + + +def lagder(cs, m=1, scl=1) : + """ + Differentiate a Laguerre 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 Laguerre 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 + Laguerre series of the derivative. + + See Also + -------- + lagint + + Notes + ----- + In general, the result of differentiating a Laguerre 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.lagder(cs) + array([ 6., 9., 20.]) + >>> L.lagder(cs,3) + array([ 60.]) + >>> L.lagder(cs,scl=-1) + array([ -6., -9., -20.]) + >>> L.lagder(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] = -cs[j] + cs[j - 1] += cs[j] + cs = der + return cs + + +def lagint(cs, m=1, k=[], lbnd=0, scl=1): + """ + Integrate a Laguerre series. + + Returns a Laguerre series that is the Laguerre 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 Laguerre 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 Laguerre 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 + Laguerre series coefficients of the integral. + + Raises + ------ + ValueError + If ``m < 0``, ``len(k) > m``, ``np.isscalar(lbnd) == False``, or + ``np.isscalar(scl) == False``. + + See Also + -------- + lagder + + 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.lagint(cs) + array([ 0.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.lagint(cs,3) + array([ 1.66666667e-02, -1.78571429e-02, 4.76190476e-02, + -1.73472348e-18, 1.90476190e-02, 9.52380952e-03]) + >>> L.lagint(cs, k=3) + array([ 3.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.lagint(cs, lbnd=-2) + array([ 7.33333333, 0.4 , 0.66666667, 0.6 ]) + >>> L.lagint(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] + tmp[1] = -cs[0] + for j in range(1, n): + tmp[j] += cs[j] + tmp[j + 1] = -cs[j] + tmp[0] += k[i] - lagval(lbnd, tmp) + cs = tmp + return cs + + +def lagval(x, cs): + """Evaluate a Laguerre 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 Laguerre 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 + -------- + lagfit + + 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))/nd + c1 = tmp + (c1*((2*nd - 1) - x))/nd + return c0 + c1*(1 - x) + + +def lagvander(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 Laguerre 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 Laguerre 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] = 1 - x + for i in range(2, ideg + 1) : + v[i] = (v[i-1]*(2*i - 1 - x) - v[i-2]*(i - 1))/i + return np.rollaxis(v, 0, v.ndim) + + +def lagfit(x, y, deg, rcond=None, full=False, w=None): + """ + Least squares fit of Laguerre series to data. + + Fit a Laguerre 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) + Laguerre 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 + -------- + lagval : Evaluates a Laguerre series. + lagvander : Vandermonde matrix of Laguerre 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 Laguerre 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 Laguerre 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 = lagvander(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 lagroots(cs): + """ + Compute the roots of a Laguerre series. + + Return the roots (a.k.a "zeros") of the Laguerre 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 Laguerre 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 Laguerre 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.lagroots((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([1 + cs[0]/cs[1]]) + + n = len(cs) - 1 + cs /= cs[-1] + cmat = np.zeros((n,n), dtype=cs.dtype) + cmat[0, 0] = 1 + cmat[1, 0] = -1 + for i in range(1, n): + cmat[i - 1, i] = -i + cmat[i, i] = 2*i + 1 + if i != n - 1: + cmat[i + 1, i] = -(i + 1) + else: + cmat[:, i] += cs[:-1]*(i + 1) + roots = la.eigvals(cmat) + roots.sort() + return roots + + +# +# Laguerre series class +# + +exec polytemplate.substitute(name='Laguerre', nick='lag', domain='[-1,1]') diff --git a/numpy/polynomial/tests/test_hermite.py b/numpy/polynomial/tests/test_hermite.py new file mode 100644 index 000000000..7e361e804 --- /dev/null +++ b/numpy/polynomial/tests/test_hermite.py @@ -0,0 +1,536 @@ +"""Tests for hermendre module. + +""" +from __future__ import division + +import numpy as np +import numpy.polynomial.hermite as herm +import numpy.polynomial.polynomial as poly +from numpy.testing import * + +H0 = np.array([ 1]) +H1 = np.array([0, 2]) +H2 = np.array([ -2, 0, 4]) +H3 = np.array([0, -12, 0, 8]) +H4 = np.array([ 12, 0, -48, 0, 16]) +H5 = np.array([0, 120, 0, -160, 0, 32]) +H6 = np.array([-120, 0, 720, 0, -480, 0, 64]) +H7 = np.array([0, -1680, 0, 3360, 0, -1344, 0, 128]) +H8 = np.array([1680, 0, -13440, 0, 13440, 0, -3584, 0, 256]) +H9 = np.array([0, 30240, 0, -80640, 0, 48384, 0, -9216, 0, 512]) + +Hlist = [H0, H1, H2, H3, H4, H5, H6, H7, H8, H9] + +def trim(x) : + return herm.hermtrim(x, tol=1e-6) + + +class TestConstants(TestCase) : + + def test_hermdomain(self) : + assert_equal(herm.hermdomain, [-1, 1]) + + def test_hermzero(self) : + assert_equal(herm.hermzero, [0]) + + def test_hermone(self) : + assert_equal(herm.hermone, [1]) + + def test_hermx(self) : + assert_equal(herm.hermx, [0, .5]) + + +class TestArithmetic(TestCase) : + x = np.linspace(-3, 3, 100) + y0 = poly.polyval(x, H0) + y1 = poly.polyval(x, H1) + y2 = poly.polyval(x, H2) + y3 = poly.polyval(x, H3) + y4 = poly.polyval(x, H4) + y5 = poly.polyval(x, H5) + y6 = poly.polyval(x, H6) + y7 = poly.polyval(x, H7) + y8 = poly.polyval(x, H8) + y9 = poly.polyval(x, H9) + y = [y0, y1, y2, y3, y4, y5, y6, y7, y8, y9] + + def test_hermval(self) : + def f(x) : + return x*(x**2 - 1) + + #check empty input + assert_equal(herm.hermval([], [1]).size, 0) + + #check normal input) + for i in range(10) : + msg = "At i=%d" % i + ser = np.zeros + tgt = self.y[i] + res = herm.hermval(self.x, [0]*i + [1]) + assert_almost_equal(res, tgt, err_msg=msg) + + #check that shape is preserved + for i in range(3) : + dims = [2]*i + x = np.zeros(dims) + assert_equal(herm.hermval(x, [1]).shape, dims) + assert_equal(herm.hermval(x, [1,0]).shape, dims) + assert_equal(herm.hermval(x, [1,0,0]).shape, dims) + + def test_hermadd(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] += 1 + res = herm.hermadd([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_hermsub(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] -= 1 + res = herm.hermsub([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_hermmulx(self): + assert_equal(herm.hermmulx([0]), [0]) + assert_equal(herm.hermmulx([1]), [0,.5]) + for i in range(1, 5): + ser = [0]*i + [1] + tgt = [0]*(i - 1) + [i, 0, .5] + assert_equal(herm.hermmulx(ser), tgt) + + def test_hermmul(self) : + # check values of result + for i in range(5) : + pol1 = [0]*i + [1] + val1 = herm.hermval(self.x, pol1) + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + pol2 = [0]*j + [1] + val2 = herm.hermval(self.x, pol2) + pol3 = herm.hermmul(pol1, pol2) + val3 = herm.hermval(self.x, pol3) + assert_(len(pol3) == i + j + 1, msg) + assert_almost_equal(val3, val1*val2, err_msg=msg) + + def test_hermdiv(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + ci = [0]*i + [1] + cj = [0]*j + [1] + tgt = herm.hermadd(ci, cj) + quo, rem = herm.hermdiv(tgt, ci) + res = herm.hermadd(herm.hermmul(quo, ci), rem) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + +class TestCalculus(TestCase) : + + def test_hermint(self) : + # check exceptions + assert_raises(ValueError, herm.hermint, [0], .5) + assert_raises(ValueError, herm.hermint, [0], -1) + assert_raises(ValueError, herm.hermint, [0], 1, [0,0]) + + # test integration of zero polynomial + for i in range(2, 5): + k = [0]*(i - 2) + [1] + res = herm.hermint([0], m=i, k=k) + assert_almost_equal(res, [0, .5]) + + # check single integration with integration constant + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [1/scl] + hermpol = herm.poly2herm(pol) + hermint = herm.hermint(hermpol, m=1, k=[i]) + res = herm.herm2poly(hermint) + assert_almost_equal(trim(res), trim(tgt)) + + # check single integration with integration constant and lbnd + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + hermpol = herm.poly2herm(pol) + hermint = herm.hermint(hermpol, m=1, k=[i], lbnd=-1) + assert_almost_equal(herm.hermval(-1, hermint), i) + + # check single integration with integration constant and scaling + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [2/scl] + hermpol = herm.poly2herm(pol) + hermint = herm.hermint(hermpol, m=1, k=[i], scl=2) + res = herm.herm2poly(hermint) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with default k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herm.hermint(tgt, m=1) + res = herm.hermint(pol, m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with defined k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herm.hermint(tgt, m=1, k=[k]) + res = herm.hermint(pol, m=j, k=range(j)) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with lbnd + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herm.hermint(tgt, m=1, k=[k], lbnd=-1) + res = herm.hermint(pol, m=j, k=range(j), lbnd=-1) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with scaling + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herm.hermint(tgt, m=1, k=[k], scl=2) + res = herm.hermint(pol, m=j, k=range(j), scl=2) + assert_almost_equal(trim(res), trim(tgt)) + + def test_hermder(self) : + # check exceptions + assert_raises(ValueError, herm.hermder, [0], .5) + assert_raises(ValueError, herm.hermder, [0], -1) + + # check that zeroth deriviative does nothing + for i in range(5) : + tgt = [1] + [0]*i + res = herm.hermder(tgt, m=0) + assert_equal(trim(res), trim(tgt)) + + # check that derivation is the inverse of integration + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = herm.hermder(herm.hermint(tgt, m=j), m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check derivation with scaling + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = herm.hermder(herm.hermint(tgt, m=j, scl=2), m=j, scl=.5) + assert_almost_equal(trim(res), trim(tgt)) + + +class TestMisc(TestCase) : + + def test_hermfromroots(self) : + res = herm.hermfromroots([]) + assert_almost_equal(trim(res), [1]) + for i in range(1,5) : + roots = np.cos(np.linspace(-np.pi, 0, 2*i + 1)[1::2]) + pol = herm.hermfromroots(roots) + res = herm.hermval(roots, pol) + tgt = 0 + assert_(len(pol) == i + 1) + assert_almost_equal(herm.herm2poly(pol)[-1], 1) + assert_almost_equal(res, tgt) + + def test_hermroots(self) : + assert_almost_equal(herm.hermroots([1]), []) + assert_almost_equal(herm.hermroots([1, 1]), [-.5]) + for i in range(2,5) : + tgt = np.linspace(-1, 1, i) + res = herm.hermroots(herm.hermfromroots(tgt)) + assert_almost_equal(trim(res), trim(tgt)) + + def test_hermvander(self) : + # check for 1d x + x = np.arange(3) + v = herm.hermvander(x, 3) + assert_(v.shape == (3,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], herm.hermval(x, coef)) + + # check for 2d x + x = np.array([[1,2],[3,4],[5,6]]) + v = herm.hermvander(x, 3) + assert_(v.shape == (3,2,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], herm.hermval(x, coef)) + + def test_hermfit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + + # Test exceptions + assert_raises(ValueError, herm.hermfit, [1], [1], -1) + assert_raises(TypeError, herm.hermfit, [[1]], [1], 0) + assert_raises(TypeError, herm.hermfit, [], [1], 0) + assert_raises(TypeError, herm.hermfit, [1], [[[1]]], 0) + assert_raises(TypeError, herm.hermfit, [1, 2], [1], 0) + assert_raises(TypeError, herm.hermfit, [1], [1, 2], 0) + assert_raises(TypeError, herm.hermfit, [1], [1], 0, w=[[1]]) + assert_raises(TypeError, herm.hermfit, [1], [1], 0, w=[1,1]) + + # Test fit + x = np.linspace(0,2) + y = f(x) + # + coef3 = herm.hermfit(x, y, 3) + assert_equal(len(coef3), 4) + assert_almost_equal(herm.hermval(x, coef3), y) + # + coef4 = herm.hermfit(x, y, 4) + assert_equal(len(coef4), 5) + assert_almost_equal(herm.hermval(x, coef4), y) + # + coef2d = herm.hermfit(x, np.array([y,y]).T, 3) + assert_almost_equal(coef2d, np.array([coef3,coef3]).T) + # test weighting + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + y[0::2] = 0 + wcoef3 = herm.hermfit(x, yw, 3, w=w) + assert_almost_equal(wcoef3, coef3) + # + wcoef2d = herm.hermfit(x, np.array([yw,yw]).T, 3, w=w) + assert_almost_equal(wcoef2d, np.array([coef3,coef3]).T) + + def test_hermtrim(self) : + coef = [2, -1, 1, 0] + + # Test exceptions + assert_raises(ValueError, herm.hermtrim, coef, -1) + + # Test results + assert_equal(herm.hermtrim(coef), coef[:-1]) + assert_equal(herm.hermtrim(coef, 1), coef[:-3]) + assert_equal(herm.hermtrim(coef, 2), [0]) + + def test_hermline(self) : + assert_equal(herm.hermline(3,4), [3, 2]) + + def test_herm2poly(self) : + for i in range(10) : + assert_almost_equal(herm.herm2poly([0]*i + [1]), Hlist[i]) + + def test_poly2herm(self) : + for i in range(10) : + assert_almost_equal(herm.poly2herm(Hlist[i]), [0]*i + [1]) + + +def assert_poly_almost_equal(p1, p2): + assert_almost_equal(p1.coef, p2.coef) + assert_equal(p1.domain, p2.domain) + + +class TestHermiteClass(TestCase) : + + p1 = herm.Hermite([1,2,3]) + p2 = herm.Hermite([1,2,3], [0,1]) + p3 = herm.Hermite([1,2]) + p4 = herm.Hermite([2,2,3]) + p5 = herm.Hermite([3,2,3]) + + def test_equal(self) : + assert_(self.p1 == self.p1) + assert_(self.p2 == self.p2) + assert_(not self.p1 == self.p2) + assert_(not self.p1 == self.p3) + assert_(not self.p1 == [1,2,3]) + + def test_not_equal(self) : + assert_(not self.p1 != self.p1) + assert_(not self.p2 != self.p2) + assert_(self.p1 != self.p2) + assert_(self.p1 != self.p3) + assert_(self.p1 != [1,2,3]) + + def test_add(self) : + tgt = herm.Hermite([2,4,6]) + assert_(self.p1 + self.p1 == tgt) + assert_(self.p1 + [1,2,3] == tgt) + assert_([1,2,3] + self.p1 == tgt) + + def test_sub(self) : + tgt = herm.Hermite([1]) + assert_(self.p4 - self.p1 == tgt) + assert_(self.p4 - [1,2,3] == tgt) + assert_([2,2,3] - self.p1 == tgt) + + def test_mul(self) : + tgt = herm.Hermite([ 81., 52., 82., 12., 9.]) + assert_poly_almost_equal(self.p1 * self.p1, tgt) + assert_poly_almost_equal(self.p1 * [1,2,3], tgt) + assert_poly_almost_equal([1,2,3] * self.p1, tgt) + + def test_floordiv(self) : + tgt = herm.Hermite([1]) + assert_(self.p4 // self.p1 == tgt) + assert_(self.p4 // [1,2,3] == tgt) + assert_([2,2,3] // self.p1 == tgt) + + def test_mod(self) : + tgt = herm.Hermite([1]) + assert_((self.p4 % self.p1) == tgt) + assert_((self.p4 % [1,2,3]) == tgt) + assert_(([2,2,3] % self.p1) == tgt) + + def test_divmod(self) : + tquo = herm.Hermite([1]) + trem = herm.Hermite([2]) + quo, rem = divmod(self.p5, self.p1) + assert_(quo == tquo and rem == trem) + quo, rem = divmod(self.p5, [1,2,3]) + assert_(quo == tquo and rem == trem) + quo, rem = divmod([3,2,3], self.p1) + assert_(quo == tquo and rem == trem) + + def test_pow(self) : + tgt = herm.Hermite([1]) + for i in range(5) : + res = self.p1**i + assert_(res == tgt) + tgt = tgt*self.p1 + + def test_call(self) : + # domain = [-1, 1] + x = np.linspace(-1, 1) + tgt = 3*(4*x**2 - 2) + 2*(2*x) + 1 + assert_almost_equal(self.p1(x), tgt) + + # domain = [0, 1] + x = np.linspace(0, 1) + xx = 2*x - 1 + assert_almost_equal(self.p2(x), self.p1(xx)) + + def test_degree(self) : + assert_equal(self.p1.degree(), 2) + + def test_trimdeg(self) : + assert_raises(ValueError, self.p1.cutdeg, .5) + assert_raises(ValueError, self.p1.cutdeg, -1) + assert_equal(len(self.p1.cutdeg(3)), 3) + assert_equal(len(self.p1.cutdeg(2)), 3) + assert_equal(len(self.p1.cutdeg(1)), 2) + assert_equal(len(self.p1.cutdeg(0)), 1) + + def test_convert(self) : + x = np.linspace(-1,1) + p = self.p1.convert(domain=[0,1]) + assert_almost_equal(p(x), self.p1(x)) + + def test_mapparms(self) : + parms = self.p2.mapparms() + assert_almost_equal(parms, [-1, 2]) + + def test_trim(self) : + coef = [1, 1e-6, 1e-12, 0] + p = herm.Hermite(coef) + assert_equal(p.trim().coef, coef[:3]) + assert_equal(p.trim(1e-10).coef, coef[:2]) + assert_equal(p.trim(1e-5).coef, coef[:1]) + + def test_truncate(self) : + assert_raises(ValueError, self.p1.truncate, .5) + assert_raises(ValueError, self.p1.truncate, 0) + assert_equal(len(self.p1.truncate(4)), 3) + assert_equal(len(self.p1.truncate(3)), 3) + assert_equal(len(self.p1.truncate(2)), 2) + assert_equal(len(self.p1.truncate(1)), 1) + + def test_copy(self) : + p = self.p1.copy() + assert_(self.p1 == p) + + def test_integ(self) : + p = self.p2.integ() + assert_almost_equal(p.coef, herm.hermint([1,2,3], 1, 0, scl=.5)) + p = self.p2.integ(lbnd=0) + assert_almost_equal(p(0), 0) + p = self.p2.integ(1, 1) + assert_almost_equal(p.coef, herm.hermint([1,2,3], 1, 1, scl=.5)) + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.coef, herm.hermint([1,2,3], 2, [1,2], scl=.5)) + + def test_deriv(self) : + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.deriv(1).coef, self.p2.integ(1, [1]).coef) + assert_almost_equal(p.deriv(2).coef, self.p2.coef) + + def test_roots(self) : + p = herm.Hermite(herm.poly2herm([0, -1, 0, 1]), [0, 1]) + res = p.roots() + tgt = [0, .5, 1] + assert_almost_equal(res, tgt) + + def test_linspace(self): + xdes = np.linspace(0, 1, 20) + ydes = self.p2(xdes) + xres, yres = self.p2.linspace(20) + assert_almost_equal(xres, xdes) + assert_almost_equal(yres, ydes) + + def test_fromroots(self) : + roots = [0, .5, 1] + p = herm.Hermite.fromroots(roots, domain=[0, 1]) + res = p.coef + tgt = herm.poly2herm([0, -1, 0, 1]) + assert_almost_equal(res, tgt) + + def test_fit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + x = np.linspace(0,3) + y = f(x) + + # test default value of domain + p = herm.Hermite.fit(x, y, 3) + assert_almost_equal(p.domain, [0,3]) + + # test that fit works in given domains + p = herm.Hermite.fit(x, y, 3, None) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [0,3]) + p = herm.Hermite.fit(x, y, 3, []) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [-1, 1]) + # test that fit accepts weights. + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + yw[0::2] = 0 + p = herm.Hermite.fit(x, yw, 3, w=w) + assert_almost_equal(p(x), y) + + def test_identity(self) : + x = np.linspace(0,3) + p = herm.Hermite.identity() + assert_almost_equal(p(x), x) + p = herm.Hermite.identity([1,3]) + assert_almost_equal(p(x), x) +# + +if __name__ == "__main__": + run_module_suite() diff --git a/numpy/polynomial/tests/test_hermite_e.py b/numpy/polynomial/tests/test_hermite_e.py new file mode 100644 index 000000000..aa01baf8e --- /dev/null +++ b/numpy/polynomial/tests/test_hermite_e.py @@ -0,0 +1,536 @@ +"""Tests for hermeendre module. + +""" +from __future__ import division + +import numpy as np +import numpy.polynomial.hermite_e as herme +import numpy.polynomial.polynomial as poly +from numpy.testing import * + +He0 = np.array([ 1 ]) +He1 = np.array([ 0 , 1 ]) +He2 = np.array([ -1 ,0 , 1 ]) +He3 = np.array([ 0 , -3 ,0 , 1 ]) +He4 = np.array([ 3 ,0 , -6 ,0 , 1 ]) +He5 = np.array([ 0 , 15 ,0 , -10 ,0 , 1 ]) +He6 = np.array([ -15 ,0 , 45 ,0 , -15 ,0 , 1 ]) +He7 = np.array([ 0 , -105 ,0 , 105 ,0 , -21 ,0 , 1 ]) +He8 = np.array([ 105 ,0 , -420 ,0 , 210 ,0 , -28 ,0 , 1 ]) +He9 = np.array([ 0 , 945 ,0 , -1260 ,0 , 378 ,0 , -36 ,0 , 1 ]) + +Helist = [He0, He1, He2, He3, He4, He5, He6, He7, He8, He9] + +def trim(x) : + return herme.hermetrim(x, tol=1e-6) + + +class TestConstants(TestCase) : + + def test_hermedomain(self) : + assert_equal(herme.hermedomain, [-1, 1]) + + def test_hermezero(self) : + assert_equal(herme.hermezero, [0]) + + def test_hermeone(self) : + assert_equal(herme.hermeone, [1]) + + def test_hermex(self) : + assert_equal(herme.hermex, [0, 1]) + + +class TestArithmetic(TestCase) : + x = np.linspace(-3, 3, 100) + y0 = poly.polyval(x, He0) + y1 = poly.polyval(x, He1) + y2 = poly.polyval(x, He2) + y3 = poly.polyval(x, He3) + y4 = poly.polyval(x, He4) + y5 = poly.polyval(x, He5) + y6 = poly.polyval(x, He6) + y7 = poly.polyval(x, He7) + y8 = poly.polyval(x, He8) + y9 = poly.polyval(x, He9) + y = [y0, y1, y2, y3, y4, y5, y6, y7, y8, y9] + + def test_hermeval(self) : + def f(x) : + return x*(x**2 - 1) + + #check empty input + assert_equal(herme.hermeval([], [1]).size, 0) + + #check normal input) + for i in range(10) : + msg = "At i=%d" % i + ser = np.zeros + tgt = self.y[i] + res = herme.hermeval(self.x, [0]*i + [1]) + assert_almost_equal(res, tgt, err_msg=msg) + + #check that shape is preserved + for i in range(3) : + dims = [2]*i + x = np.zeros(dims) + assert_equal(herme.hermeval(x, [1]).shape, dims) + assert_equal(herme.hermeval(x, [1,0]).shape, dims) + assert_equal(herme.hermeval(x, [1,0,0]).shape, dims) + + def test_hermeadd(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] += 1 + res = herme.hermeadd([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_hermesub(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] -= 1 + res = herme.hermesub([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_hermemulx(self): + assert_equal(herme.hermemulx([0]), [0]) + assert_equal(herme.hermemulx([1]), [0,.5]) + for i in range(1, 5): + ser = [0]*i + [1] + tgt = [0]*(i - 1) + [i, 0, .5] + assert_equal(herme.hermemulx(ser), tgt) + + def test_hermemul(self) : + # check values of result + for i in range(5) : + pol1 = [0]*i + [1] + val1 = herme.hermeval(self.x, pol1) + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + pol2 = [0]*j + [1] + val2 = herme.hermeval(self.x, pol2) + pol3 = herme.hermemul(pol1, pol2) + val3 = herme.hermeval(self.x, pol3) + assert_(len(pol3) == i + j + 1, msg) + assert_almost_equal(val3, val1*val2, err_msg=msg) + + def test_hermediv(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + ci = [0]*i + [1] + cj = [0]*j + [1] + tgt = herme.hermeadd(ci, cj) + quo, rem = herme.hermediv(tgt, ci) + res = herme.hermeadd(herme.hermemul(quo, ci), rem) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + +class TestCalculus(TestCase) : + + def test_hermeint(self) : + # check exceptions + assert_raises(ValueError, herme.hermeint, [0], .5) + assert_raises(ValueError, herme.hermeint, [0], -1) + assert_raises(ValueError, herme.hermeint, [0], 1, [0,0]) + + # test integration of zero polynomial + for i in range(2, 5): + k = [0]*(i - 2) + [1] + res = herme.hermeint([0], m=i, k=k) + assert_almost_equal(res, [0, .5]) + + # check single integration with integration constant + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [1/scl] + hermepol = herme.poly2herme(pol) + hermeint = herme.hermeint(hermepol, m=1, k=[i]) + res = herme.herme2poly(hermeint) + assert_almost_equal(trim(res), trim(tgt)) + + # check single integration with integration constant and lbnd + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + hermepol = herme.poly2herme(pol) + hermeint = herme.hermeint(hermepol, m=1, k=[i], lbnd=-1) + assert_almost_equal(herme.hermeval(-1, hermeint), i) + + # check single integration with integration constant and scaling + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [2/scl] + hermepol = herme.poly2herme(pol) + hermeint = herme.hermeint(hermepol, m=1, k=[i], scl=2) + res = herme.herme2poly(hermeint) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with default k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herme.hermeint(tgt, m=1) + res = herme.hermeint(pol, m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with defined k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herme.hermeint(tgt, m=1, k=[k]) + res = herme.hermeint(pol, m=j, k=range(j)) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with lbnd + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herme.hermeint(tgt, m=1, k=[k], lbnd=-1) + res = herme.hermeint(pol, m=j, k=range(j), lbnd=-1) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with scaling + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = herme.hermeint(tgt, m=1, k=[k], scl=2) + res = herme.hermeint(pol, m=j, k=range(j), scl=2) + assert_almost_equal(trim(res), trim(tgt)) + + def test_hermeder(self) : + # check exceptions + assert_raises(ValueError, herme.hermeder, [0], .5) + assert_raises(ValueError, herme.hermeder, [0], -1) + + # check that zeroth deriviative does nothing + for i in range(5) : + tgt = [1] + [0]*i + res = herme.hermeder(tgt, m=0) + assert_equal(trim(res), trim(tgt)) + + # check that derivation is the inverse of integration + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = herme.hermeder(herme.hermeint(tgt, m=j), m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check derivation with scaling + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = herme.hermeder(herme.hermeint(tgt, m=j, scl=2), m=j, scl=.5) + assert_almost_equal(trim(res), trim(tgt)) + + +class TestMisc(TestCase) : + + def test_hermefromroots(self) : + res = herme.hermefromroots([]) + assert_almost_equal(trim(res), [1]) + for i in range(1,5) : + roots = np.cos(np.linspace(-np.pi, 0, 2*i + 1)[1::2]) + pol = herme.hermefromroots(roots) + res = herme.hermeval(roots, pol) + tgt = 0 + assert_(len(pol) == i + 1) + assert_almost_equal(herme.herme2poly(pol)[-1], 1) + assert_almost_equal(res, tgt) + + def test_hermeroots(self) : + assert_almost_equal(herme.hermeroots([1]), []) + assert_almost_equal(herme.hermeroots([1, 1]), [-.5]) + for i in range(2,5) : + tgt = np.linspace(-1, 1, i) + res = herme.hermeroots(herme.hermefromroots(tgt)) + assert_almost_equal(trim(res), trim(tgt)) + + def test_hermevander(self) : + # check for 1d x + x = np.arange(3) + v = herme.hermevander(x, 3) + assert_(v.shape == (3,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], herme.hermeval(x, coef)) + + # check for 2d x + x = np.array([[1,2],[3,4],[5,6]]) + v = herme.hermevander(x, 3) + assert_(v.shape == (3,2,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], herme.hermeval(x, coef)) + + def test_hermefit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + + # Test exceptions + assert_raises(ValueError, herme.hermefit, [1], [1], -1) + assert_raises(TypeError, herme.hermefit, [[1]], [1], 0) + assert_raises(TypeError, herme.hermefit, [], [1], 0) + assert_raises(TypeError, herme.hermefit, [1], [[[1]]], 0) + assert_raises(TypeError, herme.hermefit, [1, 2], [1], 0) + assert_raises(TypeError, herme.hermefit, [1], [1, 2], 0) + assert_raises(TypeError, herme.hermefit, [1], [1], 0, w=[[1]]) + assert_raises(TypeError, herme.hermefit, [1], [1], 0, w=[1,1]) + + # Test fit + x = np.linspace(0,2) + y = f(x) + # + coef3 = herme.hermefit(x, y, 3) + assert_equal(len(coef3), 4) + assert_almost_equal(herme.hermeval(x, coef3), y) + # + coef4 = herme.hermefit(x, y, 4) + assert_equal(len(coef4), 5) + assert_almost_equal(herme.hermeval(x, coef4), y) + # + coef2d = herme.hermefit(x, np.array([y,y]).T, 3) + assert_almost_equal(coef2d, np.array([coef3,coef3]).T) + # test weighting + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + y[0::2] = 0 + wcoef3 = herme.hermefit(x, yw, 3, w=w) + assert_almost_equal(wcoef3, coef3) + # + wcoef2d = herme.hermefit(x, np.array([yw,yw]).T, 3, w=w) + assert_almost_equal(wcoef2d, np.array([coef3,coef3]).T) + + def test_hermetrim(self) : + coef = [2, -1, 1, 0] + + # Test exceptions + assert_raises(ValueError, herme.hermetrim, coef, -1) + + # Test results + assert_equal(herme.hermetrim(coef), coef[:-1]) + assert_equal(herme.hermetrim(coef, 1), coef[:-3]) + assert_equal(herme.hermetrim(coef, 2), [0]) + + def test_hermeline(self) : + assert_equal(herme.hermeline(3,4), [3, 4]) + + def test_herme2poly(self) : + for i in range(10) : + assert_almost_equal(herme.herme2poly([0]*i + [1]), Hlist[i]) + + def test_poly2herme(self) : + for i in range(10) : + assert_almost_equal(herme.poly2herme(Hlist[i]), [0]*i + [1]) + + +def assert_poly_almost_equal(p1, p2): + assert_almost_equal(p1.coef, p2.coef) + assert_equal(p1.domain, p2.domain) + + +class TestHermite_eClass(TestCase) : + + p1 = herme.Hermite_e([1,2,3]) + p2 = herme.Hermite_e([1,2,3], [0,1]) + p3 = herme.Hermite_e([1,2]) + p4 = herme.Hermite_e([2,2,3]) + p5 = herme.Hermite_e([3,2,3]) + + def test_equal(self) : + assert_(self.p1 == self.p1) + assert_(self.p2 == self.p2) + assert_(not self.p1 == self.p2) + assert_(not self.p1 == self.p3) + assert_(not self.p1 == [1,2,3]) + + def test_not_equal(self) : + assert_(not self.p1 != self.p1) + assert_(not self.p2 != self.p2) + assert_(self.p1 != self.p2) + assert_(self.p1 != self.p3) + assert_(self.p1 != [1,2,3]) + + def test_add(self) : + tgt = herme.Hermite_e([2,4,6]) + assert_(self.p1 + self.p1 == tgt) + assert_(self.p1 + [1,2,3] == tgt) + assert_([1,2,3] + self.p1 == tgt) + + def test_sub(self) : + tgt = herme.Hermite_e([1]) + assert_(self.p4 - self.p1 == tgt) + assert_(self.p4 - [1,2,3] == tgt) + assert_([2,2,3] - self.p1 == tgt) + + def test_mul(self) : + tgt = herme.Hermite_e([ 81., 52., 82., 12., 9.]) + assert_poly_almost_equal(self.p1 * self.p1, tgt) + assert_poly_almost_equal(self.p1 * [1,2,3], tgt) + assert_poly_almost_equal([1,2,3] * self.p1, tgt) + + def test_floordiv(self) : + tgt = herme.Hermite_e([1]) + assert_(self.p4 // self.p1 == tgt) + assert_(self.p4 // [1,2,3] == tgt) + assert_([2,2,3] // self.p1 == tgt) + + def test_mod(self) : + tgt = herme.Hermite_e([1]) + assert_((self.p4 % self.p1) == tgt) + assert_((self.p4 % [1,2,3]) == tgt) + assert_(([2,2,3] % self.p1) == tgt) + + def test_divmod(self) : + tquo = herme.Hermite_e([1]) + trem = herme.Hermite_e([2]) + quo, rem = divmod(self.p5, self.p1) + assert_(quo == tquo and rem == trem) + quo, rem = divmod(self.p5, [1,2,3]) + assert_(quo == tquo and rem == trem) + quo, rem = divmod([3,2,3], self.p1) + assert_(quo == tquo and rem == trem) + + def test_pow(self) : + tgt = herme.Hermite_e([1]) + for i in range(5) : + res = self.p1**i + assert_(res == tgt) + tgt = tgt*self.p1 + + def test_call(self) : + # domain = [-1, 1] + x = np.linspace(-1, 1) + tgt = 3*(4*x**2 - 2) + 2*(2*x) + 1 + assert_almost_equal(self.p1(x), tgt) + + # domain = [0, 1] + x = np.linspace(0, 1) + xx = 2*x - 1 + assert_almost_equal(self.p2(x), self.p1(xx)) + + def test_degree(self) : + assert_equal(self.p1.degree(), 2) + + def test_trimdeg(self) : + assert_raises(ValueError, self.p1.cutdeg, .5) + assert_raises(ValueError, self.p1.cutdeg, -1) + assert_equal(len(self.p1.cutdeg(3)), 3) + assert_equal(len(self.p1.cutdeg(2)), 3) + assert_equal(len(self.p1.cutdeg(1)), 2) + assert_equal(len(self.p1.cutdeg(0)), 1) + + def test_convert(self) : + x = np.linspace(-1,1) + p = self.p1.convert(domain=[0,1]) + assert_almost_equal(p(x), self.p1(x)) + + def test_mapparms(self) : + parms = self.p2.mapparms() + assert_almost_equal(parms, [-1, 2]) + + def test_trim(self) : + coef = [1, 1e-6, 1e-12, 0] + p = herme.Hermite_e(coef) + assert_equal(p.trim().coef, coef[:3]) + assert_equal(p.trim(1e-10).coef, coef[:2]) + assert_equal(p.trim(1e-5).coef, coef[:1]) + + def test_truncate(self) : + assert_raises(ValueError, self.p1.truncate, .5) + assert_raises(ValueError, self.p1.truncate, 0) + assert_equal(len(self.p1.truncate(4)), 3) + assert_equal(len(self.p1.truncate(3)), 3) + assert_equal(len(self.p1.truncate(2)), 2) + assert_equal(len(self.p1.truncate(1)), 1) + + def test_copy(self) : + p = self.p1.copy() + assert_(self.p1 == p) + + def test_integ(self) : + p = self.p2.integ() + assert_almost_equal(p.coef, herme.hermeint([1,2,3], 1, 0, scl=.5)) + p = self.p2.integ(lbnd=0) + assert_almost_equal(p(0), 0) + p = self.p2.integ(1, 1) + assert_almost_equal(p.coef, herme.hermeint([1,2,3], 1, 1, scl=.5)) + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.coef, herme.hermeint([1,2,3], 2, [1,2], scl=.5)) + + def test_deriv(self) : + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.deriv(1).coef, self.p2.integ(1, [1]).coef) + assert_almost_equal(p.deriv(2).coef, self.p2.coef) + + def test_roots(self) : + p = herme.Hermite_e(herme.poly2herme([0, -1, 0, 1]), [0, 1]) + res = p.roots() + tgt = [0, .5, 1] + assert_almost_equal(res, tgt) + + def test_linspace(self): + xdes = np.linspace(0, 1, 20) + ydes = self.p2(xdes) + xres, yres = self.p2.linspace(20) + assert_almost_equal(xres, xdes) + assert_almost_equal(yres, ydes) + + def test_fromroots(self) : + roots = [0, .5, 1] + p = herme.Hermite_e.fromroots(roots, domain=[0, 1]) + res = p.coef + tgt = herme.poly2herme([0, -1, 0, 1]) + assert_almost_equal(res, tgt) + + def test_fit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + x = np.linspace(0,3) + y = f(x) + + # test default value of domain + p = herme.Hermite_e.fit(x, y, 3) + assert_almost_equal(p.domain, [0,3]) + + # test that fit works in given domains + p = herme.Hermite_e.fit(x, y, 3, None) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [0,3]) + p = herme.Hermite_e.fit(x, y, 3, []) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [-1, 1]) + # test that fit accepts weights. + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + yw[0::2] = 0 + p = herme.Hermite_e.fit(x, yw, 3, w=w) + assert_almost_equal(p(x), y) + + def test_identity(self) : + x = np.linspace(0,3) + p = herme.Hermite_e.identity() + assert_almost_equal(p(x), x) + p = herme.Hermite_e.identity([1,3]) + assert_almost_equal(p(x), x) + + +if __name__ == "__main__": + run_module_suite() diff --git a/numpy/polynomial/tests/test_laguerre.py b/numpy/polynomial/tests/test_laguerre.py new file mode 100644 index 000000000..4d1b80e4b --- /dev/null +++ b/numpy/polynomial/tests/test_laguerre.py @@ -0,0 +1,530 @@ +"""Tests for hermendre module. + +""" +from __future__ import division + +import numpy as np +import numpy.polynomial.laguerre as lag +import numpy.polynomial.polynomial as poly +from numpy.testing import * + +L0 = np.array([1 ])/1 +L1 = np.array([1 , -1 ])/1 +L2 = np.array([2 , -4 , 1 ])/2 +L3 = np.array([6 , -18 , 9 , -1 ])/6 +L4 = np.array([24 , -96 , 72 , -16 , 1 ])/24 +L5 = np.array([120 , -600 , 600 , -200 , 25 , -1 ])/120 +L6 = np.array([720 , -4320 , 5400 , -2400 , 450 , -36 , 1 ])/720 + +Llist = [L0, L1, L2, L3, L4, L5, L6] + +def trim(x) : + return lag.lagtrim(x, tol=1e-6) + + +class TestConstants(TestCase) : + + def test_lagdomain(self) : + assert_equal(lag.lagdomain, [0, 1]) + + def test_lagzero(self) : + assert_equal(lag.lagzero, [0]) + + def test_lagone(self) : + assert_equal(lag.lagone, [1]) + + def test_lagx(self) : + assert_equal(lag.lagx, [1, -1]) + + +class TestArithmetic(TestCase) : + x = np.linspace(-3, 3, 100) + y0 = poly.polyval(x, L0) + y1 = poly.polyval(x, L1) + y2 = poly.polyval(x, L2) + y3 = poly.polyval(x, L3) + y4 = poly.polyval(x, L4) + y5 = poly.polyval(x, L5) + y6 = poly.polyval(x, L6) + y = [y0, y1, y2, y3, y4, y5, y6] + + def test_lagval(self) : + def f(x) : + return x*(x**2 - 1) + + #check empty input + assert_equal(lag.lagval([], [1]).size, 0) + + #check normal input) + for i in range(7) : + msg = "At i=%d" % i + ser = np.zeros + tgt = self.y[i] + res = lag.lagval(self.x, [0]*i + [1]) + assert_almost_equal(res, tgt, err_msg=msg) + + #check that shape is preserved + for i in range(3) : + dims = [2]*i + x = np.zeros(dims) + assert_equal(lag.lagval(x, [1]).shape, dims) + assert_equal(lag.lagval(x, [1,0]).shape, dims) + assert_equal(lag.lagval(x, [1,0,0]).shape, dims) + + def test_lagadd(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] += 1 + res = lag.lagadd([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_lagsub(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + tgt = np.zeros(max(i,j) + 1) + tgt[i] += 1 + tgt[j] -= 1 + res = lag.lagsub([0]*i + [1], [0]*j + [1]) + assert_equal(trim(res), trim(tgt), err_msg=msg) + + def test_lagmulx(self): + assert_equal(lag.lagmulx([0]), [0]) + assert_equal(lag.lagmulx([1]), [1,-1]) + for i in range(1, 5): + ser = [0]*i + [1] + tgt = [0]*(i - 1) + [-i, 2*i + 1, -(i + 1)] + assert_almost_equal(lag.lagmulx(ser), tgt) + + def test_lagmul(self) : + # check values of result + for i in range(5) : + pol1 = [0]*i + [1] + val1 = lag.lagval(self.x, pol1) + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + pol2 = [0]*j + [1] + val2 = lag.lagval(self.x, pol2) + pol3 = lag.lagmul(pol1, pol2) + val3 = lag.lagval(self.x, pol3) + assert_(len(pol3) == i + j + 1, msg) + assert_almost_equal(val3, val1*val2, err_msg=msg) + + def test_lagdiv(self) : + for i in range(5) : + for j in range(5) : + msg = "At i=%d, j=%d" % (i,j) + ci = [0]*i + [1] + cj = [0]*j + [1] + tgt = lag.lagadd(ci, cj) + quo, rem = lag.lagdiv(tgt, ci) + res = lag.lagadd(lag.lagmul(quo, ci), rem) + assert_almost_equal(trim(res), trim(tgt), err_msg=msg) + + +class TestCalculus(TestCase) : + + def test_lagint(self) : + # check exceptions + assert_raises(ValueError, lag.lagint, [0], .5) + assert_raises(ValueError, lag.lagint, [0], -1) + assert_raises(ValueError, lag.lagint, [0], 1, [0,0]) + + # test integration of zero polynomial + for i in range(2, 5): + k = [0]*(i - 2) + [1] + res = lag.lagint([0], m=i, k=k) + assert_almost_equal(res, [1, -1]) + + # check single integration with integration constant + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [1/scl] + lagpol = lag.poly2lag(pol) + lagint = lag.lagint(lagpol, m=1, k=[i]) + res = lag.lag2poly(lagint) + assert_almost_equal(trim(res), trim(tgt)) + + # check single integration with integration constant and lbnd + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + lagpol = lag.poly2lag(pol) + lagint = lag.lagint(lagpol, m=1, k=[i], lbnd=-1) + assert_almost_equal(lag.lagval(-1, lagint), i) + + # check single integration with integration constant and scaling + for i in range(5) : + scl = i + 1 + pol = [0]*i + [1] + tgt = [i] + [0]*i + [2/scl] + lagpol = lag.poly2lag(pol) + lagint = lag.lagint(lagpol, m=1, k=[i], scl=2) + res = lag.lag2poly(lagint) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with default k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = lag.lagint(tgt, m=1) + res = lag.lagint(pol, m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with defined k + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = lag.lagint(tgt, m=1, k=[k]) + res = lag.lagint(pol, m=j, k=range(j)) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with lbnd + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = lag.lagint(tgt, m=1, k=[k], lbnd=-1) + res = lag.lagint(pol, m=j, k=range(j), lbnd=-1) + assert_almost_equal(trim(res), trim(tgt)) + + # check multiple integrations with scaling + for i in range(5) : + for j in range(2,5) : + pol = [0]*i + [1] + tgt = pol[:] + for k in range(j) : + tgt = lag.lagint(tgt, m=1, k=[k], scl=2) + res = lag.lagint(pol, m=j, k=range(j), scl=2) + assert_almost_equal(trim(res), trim(tgt)) + + def test_lagder(self) : + # check exceptions + assert_raises(ValueError, lag.lagder, [0], .5) + assert_raises(ValueError, lag.lagder, [0], -1) + + # check that zeroth deriviative does nothing + for i in range(5) : + tgt = [1] + [0]*i + res = lag.lagder(tgt, m=0) + assert_equal(trim(res), trim(tgt)) + + # check that derivation is the inverse of integration + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = lag.lagder(lag.lagint(tgt, m=j), m=j) + assert_almost_equal(trim(res), trim(tgt)) + + # check derivation with scaling + for i in range(5) : + for j in range(2,5) : + tgt = [1] + [0]*i + res = lag.lagder(lag.lagint(tgt, m=j, scl=2), m=j, scl=.5) + assert_almost_equal(trim(res), trim(tgt)) + + +class TestMisc(TestCase) : + + def test_lagfromroots(self) : + res = lag.lagfromroots([]) + assert_almost_equal(trim(res), [1]) + for i in range(1,5) : + roots = np.cos(np.linspace(-np.pi, 0, 2*i + 1)[1::2]) + pol = lag.lagfromroots(roots) + res = lag.lagval(roots, pol) + tgt = 0 + assert_(len(pol) == i + 1) + assert_almost_equal(lag.lag2poly(pol)[-1], 1) + assert_almost_equal(res, tgt) + + def test_lagroots(self) : + assert_almost_equal(lag.lagroots([1]), []) + assert_almost_equal(lag.lagroots([0, 1]), [1]) + for i in range(2,5) : + tgt = np.linspace(0, 3, i) + res = lag.lagroots(lag.lagfromroots(tgt)) + assert_almost_equal(trim(res), trim(tgt)) + + def test_lagvander(self) : + # check for 1d x + x = np.arange(3) + v = lag.lagvander(x, 3) + assert_(v.shape == (3,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], lag.lagval(x, coef)) + + # check for 2d x + x = np.array([[1,2],[3,4],[5,6]]) + v = lag.lagvander(x, 3) + assert_(v.shape == (3,2,4)) + for i in range(4) : + coef = [0]*i + [1] + assert_almost_equal(v[...,i], lag.lagval(x, coef)) + + def test_lagfit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + + # Test exceptions + assert_raises(ValueError, lag.lagfit, [1], [1], -1) + assert_raises(TypeError, lag.lagfit, [[1]], [1], 0) + assert_raises(TypeError, lag.lagfit, [], [1], 0) + assert_raises(TypeError, lag.lagfit, [1], [[[1]]], 0) + assert_raises(TypeError, lag.lagfit, [1, 2], [1], 0) + assert_raises(TypeError, lag.lagfit, [1], [1, 2], 0) + assert_raises(TypeError, lag.lagfit, [1], [1], 0, w=[[1]]) + assert_raises(TypeError, lag.lagfit, [1], [1], 0, w=[1,1]) + + # Test fit + x = np.linspace(0,2) + y = f(x) + # + coef3 = lag.lagfit(x, y, 3) + assert_equal(len(coef3), 4) + assert_almost_equal(lag.lagval(x, coef3), y) + # + coef4 = lag.lagfit(x, y, 4) + assert_equal(len(coef4), 5) + assert_almost_equal(lag.lagval(x, coef4), y) + # + coef2d = lag.lagfit(x, np.array([y,y]).T, 3) + assert_almost_equal(coef2d, np.array([coef3,coef3]).T) + # test weighting + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + y[0::2] = 0 + wcoef3 = lag.lagfit(x, yw, 3, w=w) + assert_almost_equal(wcoef3, coef3) + # + wcoef2d = lag.lagfit(x, np.array([yw,yw]).T, 3, w=w) + assert_almost_equal(wcoef2d, np.array([coef3,coef3]).T) + + def test_lagtrim(self) : + coef = [2, -1, 1, 0] + + # Test exceptions + assert_raises(ValueError, lag.lagtrim, coef, -1) + + # Test results + assert_equal(lag.lagtrim(coef), coef[:-1]) + assert_equal(lag.lagtrim(coef, 1), coef[:-3]) + assert_equal(lag.lagtrim(coef, 2), [0]) + + def test_lagline(self) : + assert_equal(lag.lagline(3,4), [7, -4]) + + def test_lag2poly(self) : + for i in range(7) : + assert_almost_equal(lag.lag2poly([0]*i + [1]), Llist[i]) + + def test_poly2lag(self) : + for i in range(7) : + assert_almost_equal(lag.poly2lag(Llist[i]), [0]*i + [1]) + + +def assert_poly_almost_equal(p1, p2): + assert_almost_equal(p1.coef, p2.coef) + assert_equal(p1.domain, p2.domain) + + +class TestLaguerreClass(TestCase) : + + p1 = lag.Laguerre([1,2,3]) + p2 = lag.Laguerre([1,2,3], [0,1]) + p3 = lag.Laguerre([1,2]) + p4 = lag.Laguerre([2,2,3]) + p5 = lag.Laguerre([3,2,3]) + + def test_equal(self) : + assert_(self.p1 == self.p1) + assert_(self.p2 == self.p2) + assert_(not self.p1 == self.p2) + assert_(not self.p1 == self.p3) + assert_(not self.p1 == [1,2,3]) + + def test_not_equal(self) : + assert_(not self.p1 != self.p1) + assert_(not self.p2 != self.p2) + assert_(self.p1 != self.p2) + assert_(self.p1 != self.p3) + assert_(self.p1 != [1,2,3]) + + def test_add(self) : + tgt = lag.Laguerre([2,4,6]) + assert_(self.p1 + self.p1 == tgt) + assert_(self.p1 + [1,2,3] == tgt) + assert_([1,2,3] + self.p1 == tgt) + + def test_sub(self) : + tgt = lag.Laguerre([1]) + assert_(self.p4 - self.p1 == tgt) + assert_(self.p4 - [1,2,3] == tgt) + assert_([2,2,3] - self.p1 == tgt) + + def test_mul(self) : + tgt = lag.Laguerre([ 14., -16., 56., -72., 54.]) + assert_poly_almost_equal(self.p1 * self.p1, tgt) + assert_poly_almost_equal(self.p1 * [1,2,3], tgt) + assert_poly_almost_equal([1,2,3] * self.p1, tgt) + + def test_floordiv(self) : + tgt = lag.Laguerre([1]) + assert_(self.p4 // self.p1 == tgt) + assert_(self.p4 // [1,2,3] == tgt) + assert_([2,2,3] // self.p1 == tgt) + + def test_mod(self) : + tgt = lag.Laguerre([1]) + assert_((self.p4 % self.p1) == tgt) + assert_((self.p4 % [1,2,3]) == tgt) + assert_(([2,2,3] % self.p1) == tgt) + + def test_divmod(self) : + tquo = lag.Laguerre([1]) + trem = lag.Laguerre([2]) + quo, rem = divmod(self.p5, self.p1) + assert_(quo == tquo and rem == trem) + quo, rem = divmod(self.p5, [1,2,3]) + assert_(quo == tquo and rem == trem) + quo, rem = divmod([3,2,3], self.p1) + assert_(quo == tquo and rem == trem) + + def test_pow(self) : + tgt = lag.Laguerre([1]) + for i in range(5) : + res = self.p1**i + assert_(res == tgt) + tgt = tgt*self.p1 + + def test_call(self) : + # domain = [0, 1] + x = np.linspace(0, 1) + tgt = 3*(.5*x**2 - 2*x + 1) + 2*(-x + 1) + 1 + assert_almost_equal(self.p1(x), tgt) + + # domain = [0, 1] + x = np.linspace(.5, 1) + xx = 2*x - 1 + assert_almost_equal(self.p2(x), self.p1(xx)) + + def test_degree(self) : + assert_equal(self.p1.degree(), 2) + + def test_trimdeg(self) : + assert_raises(ValueError, self.p1.cutdeg, .5) + assert_raises(ValueError, self.p1.cutdeg, -1) + assert_equal(len(self.p1.cutdeg(3)), 3) + assert_equal(len(self.p1.cutdeg(2)), 3) + assert_equal(len(self.p1.cutdeg(1)), 2) + assert_equal(len(self.p1.cutdeg(0)), 1) + + def test_convert(self) : + x = np.linspace(-1,1) + p = self.p1.convert(domain=[0,1]) + assert_almost_equal(p(x), self.p1(x)) + + def test_mapparms(self) : + parms = self.p2.mapparms() + assert_almost_equal(parms, [-1, 2]) + + def test_trim(self) : + coef = [1, 1e-6, 1e-12, 0] + p = lag.Laguerre(coef) + assert_equal(p.trim().coef, coef[:3]) + assert_equal(p.trim(1e-10).coef, coef[:2]) + assert_equal(p.trim(1e-5).coef, coef[:1]) + + def test_truncate(self) : + assert_raises(ValueError, self.p1.truncate, .5) + assert_raises(ValueError, self.p1.truncate, 0) + assert_equal(len(self.p1.truncate(4)), 3) + assert_equal(len(self.p1.truncate(3)), 3) + assert_equal(len(self.p1.truncate(2)), 2) + assert_equal(len(self.p1.truncate(1)), 1) + + def test_copy(self) : + p = self.p1.copy() + assert_(self.p1 == p) + + def test_integ(self) : + p = self.p2.integ() + assert_almost_equal(p.coef, lag.lagint([1,2,3], 1, 0, scl=.5)) + p = self.p2.integ(lbnd=0) + assert_almost_equal(p(0), 0) + p = self.p2.integ(1, 1) + assert_almost_equal(p.coef, lag.lagint([1,2,3], 1, 1, scl=.5)) + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.coef, lag.lagint([1,2,3], 2, [1,2], scl=.5)) + + def test_deriv(self) : + p = self.p2.integ(2, [1, 2]) + assert_almost_equal(p.deriv(1).coef, self.p2.integ(1, [1]).coef) + assert_almost_equal(p.deriv(2).coef, self.p2.coef) + + def test_roots(self) : + p = lag.Laguerre(lag.poly2lag([0, -1, 0, 1]), [0, 1]) + res = p.roots() + tgt = [0, .5, 1] + assert_almost_equal(res, tgt) + + def test_linspace(self): + xdes = np.linspace(0, 1, 20) + ydes = self.p2(xdes) + xres, yres = self.p2.linspace(20) + assert_almost_equal(xres, xdes) + assert_almost_equal(yres, ydes) + + def test_fromroots(self) : + roots = [0, .5, 1] + p = lag.Laguerre.fromroots(roots, domain=[0, 1]) + res = p.coef + tgt = lag.poly2lag([0, -1, 0, 1]) + assert_almost_equal(res, tgt) + + def test_fit(self) : + def f(x) : + return x*(x - 1)*(x - 2) + x = np.linspace(0,3) + y = f(x) + + # test default value of domain + p = lag.Laguerre.fit(x, y, 3) + assert_almost_equal(p.domain, [0,3]) + + # test that fit works in given domains + p = lag.Laguerre.fit(x, y, 3, None) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [0,3]) + p = lag.Laguerre.fit(x, y, 3, []) + assert_almost_equal(p(x), y) + assert_almost_equal(p.domain, [-1, 1]) + # test that fit accepts weights. + w = np.zeros_like(x) + yw = y.copy() + w[1::2] = 1 + yw[0::2] = 0 + p = lag.Laguerre.fit(x, yw, 3, w=w) + assert_almost_equal(p(x), y) + + def test_identity(self) : + x = np.linspace(0,3) + p = lag.Laguerre.identity() + assert_almost_equal(p(x), x) + p = lag.Laguerre.identity([1,3]) + assert_almost_equal(p(x), x) +# + +if __name__ == "__main__": + run_module_suite() |