diff options
Diffstat (limited to 'numpy/polynomial/polyutils.py')
-rw-r--r-- | numpy/polynomial/polyutils.py | 393 |
1 files changed, 391 insertions, 2 deletions
diff --git a/numpy/polynomial/polyutils.py b/numpy/polynomial/polyutils.py index eff4a8ee1..5dcfa7a7a 100644 --- a/numpy/polynomial/polyutils.py +++ b/numpy/polynomial/polyutils.py @@ -45,6 +45,10 @@ Functions """ from __future__ import division, absolute_import, print_function +import operator +import functools +import warnings + import numpy as np __all__ = [ @@ -171,7 +175,7 @@ def as_series(alist, trim=True): [array([2.]), array([1.1, 0. ])] """ - arrays = [np.array(a, ndmin=1, copy=0) for a in alist] + arrays = [np.array(a, ndmin=1, copy=False) for a in alist] if min([a.size for a in arrays]) == 0: raise ValueError("Coefficient array is empty") if any([a.ndim != 1 for a in arrays]): @@ -193,7 +197,7 @@ def as_series(alist, trim=True): dtype = np.common_type(*arrays) except Exception: raise ValueError("Coefficient arrays have no common type") - ret = [np.array(a, copy=1, dtype=dtype) for a in arrays] + ret = [np.array(a, copy=True, dtype=dtype) for a in arrays] return ret @@ -410,3 +414,388 @@ def mapdomain(x, old, new): x = np.asanyarray(x) off, scl = mapparms(old, new) return off + scl*x + + +def _nth_slice(i, ndim): + sl = [np.newaxis] * ndim + sl[i] = slice(None) + return tuple(sl) + + +def _vander_nd(vander_fs, points, degrees): + r""" + A generalization of the Vandermonde matrix for N dimensions + + The result is built by combining the results of 1d Vandermonde matrices, + + .. math:: + W[i_0, \ldots, i_M, j_0, \ldots, j_N] = \prod_{k=0}^N{V_k(x_k)[i_0, \ldots, i_M, j_k]} + + where + + .. math:: + N &= \texttt{len(points)} = \texttt{len(degrees)} = \texttt{len(vander\_fs)} \\ + M &= \texttt{points[k].ndim} \\ + V_k &= \texttt{vander\_fs[k]} \\ + x_k &= \texttt{points[k]} \\ + 0 \le j_k &\le \texttt{degrees[k]} + + Expanding the one-dimensional :math:`V_k` functions gives: + + .. math:: + W[i_0, \ldots, i_M, j_0, \ldots, j_N] = \prod_{k=0}^N{B_{k, j_k}(x_k[i_0, \ldots, i_M])} + + where :math:`B_{k,m}` is the m'th basis of the polynomial construction used along + dimension :math:`k`. For a regular polynomial, :math:`B_{k, m}(x) = P_m(x) = x^m`. + + Parameters + ---------- + vander_fs : Sequence[function(array_like, int) -> ndarray] + The 1d vander function to use for each axis, such as ``polyvander`` + points : Sequence[array_like] + Arrays of point coordinates, all of the same shape. The dtypes + will be converted to either float64 or complex128 depending on + whether any of the elements are complex. Scalars are converted to + 1-D arrays. + This must be the same length as `vander_fs`. + degrees : Sequence[int] + The maximum degree (inclusive) to use for each axis. + This must be the same length as `vander_fs`. + + Returns + ------- + vander_nd : ndarray + An array of shape ``points[0].shape + tuple(d + 1 for d in degrees)``. + """ + n_dims = len(vander_fs) + if n_dims != len(points): + raise ValueError( + "Expected {} dimensions of sample points, got {}".format(n_dims, len(points))) + if n_dims != len(degrees): + raise ValueError( + "Expected {} dimensions of degrees, got {}".format(n_dims, len(degrees))) + if n_dims == 0: + raise ValueError("Unable to guess a dtype or shape when no points are given") + + # convert to the same shape and type + points = tuple(np.array(tuple(points), copy=False) + 0.0) + + # produce the vandermonde matrix for each dimension, placing the last + # axis of each in an independent trailing axis of the output + vander_arrays = ( + vander_fs[i](points[i], degrees[i])[(...,) + _nth_slice(i, n_dims)] + for i in range(n_dims) + ) + + # we checked this wasn't empty already, so no `initial` needed + return functools.reduce(operator.mul, vander_arrays) + + +def _vander_nd_flat(vander_fs, points, degrees): + """ + Like `_vander_nd`, but flattens the last ``len(degrees)`` axes into a single axis + + Used to implement the public ``<type>vander<n>d`` functions. + """ + v = _vander_nd(vander_fs, points, degrees) + return v.reshape(v.shape[:-len(degrees)] + (-1,)) + + +def _fromroots(line_f, mul_f, roots): + """ + Helper function used to implement the ``<type>fromroots`` functions. + + Parameters + ---------- + line_f : function(float, float) -> ndarray + The ``<type>line`` function, such as ``polyline`` + mul_f : function(array_like, array_like) -> ndarray + The ``<type>mul`` function, such as ``polymul`` + roots : + See the ``<type>fromroots`` functions for more detail + """ + if len(roots) == 0: + return np.ones(1) + else: + [roots] = as_series([roots], trim=False) + roots.sort() + p = [line_f(-r, 1) for r in roots] + n = len(p) + while n > 1: + m, r = divmod(n, 2) + tmp = [mul_f(p[i], p[i+m]) for i in range(m)] + if r: + tmp[0] = mul_f(tmp[0], p[-1]) + p = tmp + n = m + return p[0] + + +def _valnd(val_f, c, *args): + """ + Helper function used to implement the ``<type>val<n>d`` functions. + + Parameters + ---------- + val_f : function(array_like, array_like, tensor: bool) -> array_like + The ``<type>val`` function, such as ``polyval`` + c, args : + See the ``<type>val<n>d`` functions for more detail + """ + try: + args = tuple(np.array(args, copy=False)) + except Exception: + # preserve the old error message + if len(args) == 2: + raise ValueError('x, y, z are incompatible') + elif len(args) == 3: + raise ValueError('x, y are incompatible') + else: + raise ValueError('ordinates are incompatible') + + it = iter(args) + x0 = next(it) + + # use tensor on only the first + c = val_f(x0, c) + for xi in it: + c = val_f(xi, c, tensor=False) + return c + + +def _gridnd(val_f, c, *args): + """ + Helper function used to implement the ``<type>grid<n>d`` functions. + + Parameters + ---------- + val_f : function(array_like, array_like, tensor: bool) -> array_like + The ``<type>val`` function, such as ``polyval`` + c, args : + See the ``<type>grid<n>d`` functions for more detail + """ + for xi in args: + c = val_f(xi, c) + return c + + +def _div(mul_f, c1, c2): + """ + Helper function used to implement the ``<type>div`` functions. + + Implementation uses repeated subtraction of c2 multiplied by the nth basis. + For some polynomial types, a more efficient approach may be possible. + + Parameters + ---------- + mul_f : function(array_like, array_like) -> array_like + The ``<type>mul`` function, such as ``polymul`` + c1, c2 : + See the ``<type>div`` functions for more detail + """ + # c1, c2 are trimmed copies + [c1, c2] = 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 = mul_f([0]*i + [1], c2) + q = rem[-1]/p[-1] + rem = rem[:-1] - q*p[:-1] + quo[i] = q + return quo, trimseq(rem) + + +def _add(c1, c2): + """ Helper function used to implement the ``<type>add`` functions. """ + # c1, c2 are trimmed copies + [c1, c2] = as_series([c1, c2]) + if len(c1) > len(c2): + c1[:c2.size] += c2 + ret = c1 + else: + c2[:c1.size] += c1 + ret = c2 + return trimseq(ret) + + +def _sub(c1, c2): + """ Helper function used to implement the ``<type>sub`` functions. """ + # c1, c2 are trimmed copies + [c1, c2] = 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 trimseq(ret) + + +def _fit(vander_f, x, y, deg, rcond=None, full=False, w=None): + """ + Helper function used to implement the ``<type>fit`` functions. + + Parameters + ---------- + vander_f : function(array_like, int) -> ndarray + The 1d vander function, such as ``polyvander`` + c1, c2 : + See the ``<type>fit`` functions for more detail + """ + x = np.asarray(x) + 0.0 + y = np.asarray(y) + 0.0 + deg = np.asarray(deg) + + # check arguments. + if deg.ndim > 1 or deg.dtype.kind not in 'iu' or deg.size == 0: + raise TypeError("deg must be an int or non-empty 1-D array of int") + if deg.min() < 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") + + if deg.ndim == 0: + lmax = deg + order = lmax + 1 + van = vander_f(x, lmax) + else: + deg = np.sort(deg) + lmax = deg[-1] + order = len(deg) + van = vander_f(x, lmax)[:, deg] + + # set up the least squares matrices in transposed form + lhs = van.T + rhs = y.T + 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. Don't use inplace operations as they + # can cause problems with NA. + lhs = lhs * w + rhs = rhs * w + + # set rcond + if rcond is None: + rcond = len(x)*np.finfo(x.dtype).eps + + # Determine the norms of the design matrix columns. + if issubclass(lhs.dtype.type, np.complexfloating): + scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1)) + else: + scl = np.sqrt(np.square(lhs).sum(1)) + scl[scl == 0] = 1 + + # Solve the least squares problem. + c, resids, rank, s = np.linalg.lstsq(lhs.T/scl, rhs.T, rcond) + c = (c.T/scl).T + + # Expand c to include non-fitted coefficients which are set to zero + if deg.ndim > 0: + if c.ndim == 2: + cc = np.zeros((lmax+1, c.shape[1]), dtype=c.dtype) + else: + cc = np.zeros(lmax+1, dtype=c.dtype) + cc[deg] = c + c = cc + + # warn on rank reduction + if rank != order and not full: + msg = "The fit may be poorly conditioned" + warnings.warn(msg, RankWarning, stacklevel=2) + + if full: + return c, [resids, rank, s, rcond] + else: + return c + + +def _pow(mul_f, c, pow, maxpower): + """ + Helper function used to implement the ``<type>pow`` functions. + + Parameters + ---------- + vander_f : function(array_like, int) -> ndarray + The 1d vander function, such as ``polyvander`` + pow, maxpower : + See the ``<type>pow`` functions for more detail + mul_f : function(array_like, array_like) -> ndarray + The ``<type>mul`` function, such as ``polymul`` + """ + # c is a trimmed copy + [c] = as_series([c]) + 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=c.dtype) + elif power == 1: + return c + else: + # This can be made more efficient by using powers of two + # in the usual way. + prd = c + for i in range(2, power + 1): + prd = mul_f(prd, c) + return prd + + +def _deprecate_as_int(x, desc): + """ + Like `operator.index`, but emits a deprecation warning when passed a float + + Parameters + ---------- + x : int-like, or float with integral value + Value to interpret as an integer + desc : str + description to include in any error message + + Raises + ------ + TypeError : if x is a non-integral float or non-numeric + DeprecationWarning : if x is an integral float + """ + try: + return operator.index(x) + except TypeError: + # Numpy 1.17.0, 2019-03-11 + try: + ix = int(x) + except TypeError: + pass + else: + if ix == x: + warnings.warn( + "In future, this will raise TypeError, as {} will need to " + "be an integer not just an integral float." + .format(desc), + DeprecationWarning, + stacklevel=3 + ) + return ix + + raise TypeError("{} must be an integer".format(desc)) |