""" 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. - hermval2d -- evaluate a 2D Hermite series at given points. - hermval3d -- evaluate a 3D Hermite series at given points. - hermgrid2d -- evaluate a 2D Hermite series on a Cartesian product. - hermgrid3d -- evaluate a 3D Hermite series on a Cartesian product. 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. - hermvander2d -- Vandermonde-like matrix for 2D power series. - hermvander3d -- Vandermonde-like matrix for 3D power series. - hermgauss -- Gauss-Hermite quadrature, points and weights. - hermweight -- Hermite weight function. - hermcompanion -- symmetrized companion matrix in Hermite form. - 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, absolute_import, print_function import warnings import numpy as np import numpy.linalg as la from . import polyutils as pu from ._polybase import ABCPolyBase __all__ = [ 'hermzero', 'hermone', 'hermx', 'hermdomain', 'hermline', 'hermadd', 'hermsub', 'hermmulx', 'hermmul', 'hermdiv', 'hermpow', 'hermval', 'hermder', 'hermint', 'herm2poly', 'poly2herm', 'hermfromroots', 'hermvander', 'hermfit', 'hermtrim', 'hermroots', 'Hermite', 'hermval2d', 'hermval3d', 'hermgrid2d', 'hermgrid3d', 'hermvander2d', 'hermvander3d', 'hermcompanion', 'hermgauss', 'hermweight'] 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 ------- c : 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.polynomial.hermite import poly2herm >>> poly2herm(np.arange(4)) array([ 1. , 2.75 , 0.5 , 0.375]) """ [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(c): """ 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 ---------- c : 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 -------- >>> from numpy.polynomial.hermite import herm2poly >>> herm2poly([ 1. , 2.75 , 0.5 , 0.375]) array([ 0., 1., 2., 3.]) """ from .polynomial import polyadd, polysub, polymulx [c] = pu.as_series([c]) n = len(c) if n == 1: return c if n == 2: c[1] *= 2 return c else: c0 = c[-2] c1 = c[-1] # i is the current degree of c1 for i in range(n - 1, 1, -1): tmp = c0 c0 = polysub(c[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 -------- >>> from numpy.polynomial.hermite import hermline, hermval >>> hermval(0,hermline(3, 2)) 3.0 >>> hermval(1,hermline(3, 2)) 5.0 """ if scl != 0: return np.array([off, scl/2]) else: return np.array([off]) def hermfromroots(roots): """ Generate a Hermite series with given roots. The function returns the coefficients of the polynomial .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n), in Hermite form, where the r_n are the roots specified in roots. If a zero has multiplicity n, then it must appear in roots n times. For instance, if 2 is a root of multiplicity three and 3 is a root of multiplicity 2, then roots looks something like [2, 2, 2, 3, 3]. The roots can appear in any order. If the returned coefficients are c, then .. math:: p(x) = c_0 + c_1 * H_1(x) + ... + c_n * H_n(x) The coefficient of the last term is not generally 1 for monic polynomials in Hermite form. Parameters ---------- roots : array_like Sequence containing the roots. Returns ------- out : ndarray 1-D array of coefficients. If all roots are real then out is a real array, if some of the roots are complex, then out is complex even if all the coefficients in the result are real (see Examples below). See Also -------- polyfromroots, legfromroots, lagfromroots, chebfromroots, hermefromroots. Examples -------- >>> from numpy.polynomial.hermite import hermfromroots, hermval >>> coef = hermfromroots((-1, 0, 1)) >>> hermval((-1, 0, 1), coef) array([ 0., 0., 0.]) >>> coef = hermfromroots((-1j, 1j)) >>> hermval((-1j, 1j), coef) array([ 0.+0.j, 0.+0.j]) """ if len(roots) == 0: return np.ones(1) else: [roots] = pu.as_series([roots], trim=False) roots.sort() p = [hermline(-r, 1) for r in roots] n = len(p) while n > 1: m, r = divmod(n, 2) tmp = [hermmul(p[i], p[i+m]) for i in range(m)] if r: tmp[0] = hermmul(tmp[0], p[-1]) p = tmp n = m return p[0] 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.hermite import hermadd >>> hermadd([1, 2, 3], [1, 2, 3, 4]) array([ 2., 4., 6., 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.hermite import hermsub >>> hermsub([1, 2, 3, 4], [1, 2, 3]) array([ 0., 0., 0., 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 = -c2 c2[:c1.size] += c1 ret = c2 return pu.trimseq(ret) def hermmulx(c): """Multiply a Hermite series by x. Multiply the Hermite series c by x, where x is the independent variable. Parameters ---------- c : 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) = (P_{i + 1}(x)/2 + i*P_{i - 1}(x)) Examples -------- >>> from numpy.polynomial.hermite import hermmulx >>> hermmulx([1, 2, 3]) array([ 2. , 6.5, 1. , 1.5]) """ # c is a trimmed copy [c] = pu.as_series([c]) # The zero series needs special treatment if len(c) == 1 and c[0] == 0: return c prd = np.empty(len(c) + 1, dtype=c.dtype) prd[0] = c[0]*0 prd[1] = c[0]/2 for i in range(1, len(c)): prd[i + 1] = c[i]/2 prd[i - 1] += c[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 "reproject" the product onto said basis set, which may produce "unintuitive" (but correct) results; see Examples section below. Examples -------- >>> from numpy.polynomial.hermite import hermmul >>> hermmul([1, 2, 3], [0, 1, 2]) array([ 52., 29., 52., 7., 6.]) """ # s1, s2 are trimmed copies [c1, c2] = pu.as_series([c1, c2]) if len(c1) > len(c2): c = c2 xs = c1 else: c = c1 xs = c2 if len(c) == 1: c0 = c[0]*xs c1 = 0 elif len(c) == 2: c0 = c[0]*xs c1 = c[1]*xs else: nd = len(c) c0 = c[-2]*xs c1 = c[-1]*xs for i in range(3, len(c) + 1): tmp = c0 nd = nd - 1 c0 = hermsub(c[-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 "reproject" the results onto the Hermite basis set, which may produce "unintuitive" (but correct) results; see Examples section below. Examples -------- >>> from numpy.polynomial.hermite import hermdiv >>> hermdiv([ 52., 29., 52., 7., 6.], [0, 1, 2]) (array([ 1., 2., 3.]), array([ 0.])) >>> hermdiv([ 54., 31., 52., 7., 6.], [0, 1, 2]) (array([ 1., 2., 3.]), array([ 2., 2.])) >>> hermdiv([ 53., 30., 52., 7., 6.], [0, 1, 2]) (array([ 1., 2., 3.]), array([ 1., 1.])) """ # 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(c, pow, maxpower=16): """Raise a Hermite series to a power. Returns the Hermite series c raised to the power pow. The argument c 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 ---------- c : array_like 1-D 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 unmanageable size. Default is 16 Returns ------- coef : ndarray Hermite series of power. See Also -------- hermadd, hermsub, hermmul, hermdiv Examples -------- >>> from numpy.polynomial.hermite import hermpow >>> hermpow([1, 2, 3], 2) array([ 81., 52., 82., 12., 9.]) """ # c is a trimmed copy [c] = pu.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 = hermmul(prd, c) return prd def hermder(c, m=1, scl=1, axis=0): """ Differentiate a Hermite series. Returns the Hermite series coefficients c differentiated m times along axis. At each iteration the result is multiplied by scl (the scaling factor is for use in a linear change of variable). The argument c is an array of coefficients from low to high degree along each axis, e.g., [1,2,3] represents the series 1*H_0 + 2*H_1 + 3*H_2 while [[1,2],[1,2]] represents 1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) + 2*H_1(x)*H_1(y) if axis=0 is x and axis=1 is y. Parameters ---------- c : array_like Array of Hermite series coefficients. If c is multidimensional the different axis correspond to different variables with the degree in each axis given by the corresponding index. 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) axis : int, optional Axis over which the derivative is taken. (Default: 0). .. versionadded:: 1.7.0 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 "unintuitive," albeit correct; see Examples section below. Examples -------- >>> from numpy.polynomial.hermite import hermder >>> hermder([ 1. , 0.5, 0.5, 0.5]) array([ 1., 2., 3.]) >>> hermder([-0.5, 1./2., 1./8., 1./12., 1./16.], m=2) array([ 1., 2., 3.]) """ c = np.array(c, ndmin=1, copy=1) if c.dtype.char in '?bBhHiIlLqQpP': c = c.astype(np.double) cnt, iaxis = [int(t) for t in [m, axis]] 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") if iaxis != axis: raise ValueError("The axis must be integer") if not -c.ndim <= iaxis < c.ndim: raise ValueError("The axis is out of range") if iaxis < 0: iaxis += c.ndim if cnt == 0: return c c = np.rollaxis(c, iaxis) n = len(c) if cnt >= n: c = c[:1]*0 else: for i in range(cnt): n = n - 1 c *= scl der = np.empty((n,) + c.shape[1:], dtype=c.dtype) for j in range(n, 0, -1): der[j - 1] = (2*j)*c[j] c = der c = np.rollaxis(c, 0, iaxis + 1) return c def hermint(c, m=1, k=[], lbnd=0, scl=1, axis=0): """ Integrate a Hermite series. Returns the Hermite series coefficients c integrated m times from lbnd along axis. 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 c is an array of coefficients from low to high degree along each axis, e.g., [1,2,3] represents the series H_0 + 2*H_1 + 3*H_2 while [[1,2],[1,2]] represents 1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) + 2*H_1(x)*H_1(y) if axis=0 is x and axis=1 is y. Parameters ---------- c : array_like Array of Hermite series coefficients. If c is multidimensional the different axis correspond to different variables with the degree in each axis given by the corresponding index. 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) axis : int, optional Axis over which the integral is taken. (Default: 0). .. versionadded:: 1.7.0 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 "reprojected" onto the C-series basis set. Thus, typically, the result of this function is "unintuitive," albeit correct; see Examples section below. Examples -------- >>> from numpy.polynomial.hermite import hermint >>> hermint([1,2,3]) # integrate once, value 0 at 0. array([ 1. , 0.5, 0.5, 0.5]) >>> hermint([1,2,3], m=2) # integrate twice, value & deriv 0 at 0 array([-0.5 , 0.5 , 0.125 , 0.08333333, 0.0625 ]) >>> hermint([1,2,3], k=1) # integrate once, value 1 at 0. array([ 2. , 0.5, 0.5, 0.5]) >>> hermint([1,2,3], lbnd=-1) # integrate once, value 0 at -1 array([-2. , 0.5, 0.5, 0.5]) >>> hermint([1,2,3], m=2, k=[1,2], lbnd=-1) array([ 1.66666667, -0.5 , 0.125 , 0.08333333, 0.0625 ]) """ c = np.array(c, ndmin=1, copy=1) if c.dtype.char in '?bBhHiIlLqQpP': c = c.astype(np.double) if not np.iterable(k): k = [k] cnt, iaxis = [int(t) for t in [m, axis]] 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") if iaxis != axis: raise ValueError("The axis must be integer") if not -c.ndim <= iaxis < c.ndim: raise ValueError("The axis is out of range") if iaxis < 0: iaxis += c.ndim if cnt == 0: return c c = np.rollaxis(c, iaxis) k = list(k) + [0]*(cnt - len(k)) for i in range(cnt): n = len(c) c *= scl if n == 1 and np.all(c[0] == 0): c[0] += k[i] else: tmp = np.empty((n + 1,) + c.shape[1:], dtype=c.dtype) tmp[0] = c[0]*0 tmp[1] = c[0]/2 for j in range(1, n): tmp[j + 1] = c[j]/(2*(j + 1)) tmp[0] += k[i] - hermval(lbnd, tmp) c = tmp c = np.rollaxis(c, 0, iaxis + 1) return c def hermval(x, c, tensor=True): """ Evaluate an Hermite series at points x. If c is of length n + 1, this function returns the value: .. math:: p(x) = c_0 * H_0(x) + c_1 * H_1(x) + ... + c_n * H_n(x) The parameter x is converted to an array only if it is a tuple or a list, otherwise it is treated as a scalar. In either case, either x or its elements must support multiplication and addition both with themselves and with the elements of c. If c is a 1-D array, then p(x) will have the same shape as x. If c is multidimensional, then the shape of the result depends on the value of tensor. If tensor is true the shape will be c.shape[1:] + x.shape. If tensor is false the shape will be c.shape[1:]. Note that scalars have shape (,). Trailing zeros in the coefficients will be used in the evaluation, so they should be avoided if efficiency is a concern. Parameters ---------- x : array_like, compatible object If x is a list or tuple, it is converted to an ndarray, otherwise it is left unchanged and treated as a scalar. In either case, x or its elements must support addition and multiplication with with themselves and with the elements of c. c : array_like Array of coefficients ordered so that the coefficients for terms of degree n are contained in c[n]. If c is multidimensional the remaining indices enumerate multiple polynomials. In the two dimensional case the coefficients may be thought of as stored in the columns of c. tensor : boolean, optional If True, the shape of the coefficient array is extended with ones on the right, one for each dimension of x. Scalars have dimension 0 for this action. The result is that every column of coefficients in c is evaluated for every element of x. If False, x is broadcast over the columns of c for the evaluation. This keyword is useful when c is multidimensional. The default value is True. .. versionadded:: 1.7.0 Returns ------- values : ndarray, algebra_like The shape of the return value is described above. See Also -------- hermval2d, hermgrid2d, hermval3d, hermgrid3d Notes ----- The evaluation uses Clenshaw recursion, aka synthetic division. Examples -------- >>> from numpy.polynomial.hermite import hermval >>> coef = [1,2,3] >>> hermval(1, coef) 11.0 >>> hermval([[1,2],[3,4]], coef) array([[ 11., 51.], [ 115., 203.]]) """ c = np.array(c, ndmin=1, copy=0) if c.dtype.char in '?bBhHiIlLqQpP': c = c.astype(np.double) if isinstance(x, (tuple, list)): x = np.asarray(x) if isinstance(x, np.ndarray) and tensor: c = c.reshape(c.shape + (1,)*x.ndim) x2 = x*2 if len(c) == 1: c0 = c[0] c1 = 0 elif len(c) == 2: c0 = c[0] c1 = c[1] else: nd = len(c) c0 = c[-2] c1 = c[-1] for i in range(3, len(c) + 1): tmp = c0 nd = nd - 1 c0 = c[-i] - c1*(2*(nd - 1)) c1 = tmp + c1*x2 return c0 + c1*x2 def hermval2d(x, y, c): """ Evaluate a 2-D Hermite series at points (x, y). This function returns the values: .. math:: p(x,y) = \\sum_{i,j} c_{i,j} * H_i(x) * H_j(y) The parameters x and y are converted to arrays only if they are tuples or a lists, otherwise they are treated as a scalars and they must have the same shape after conversion. In either case, either x and y or their elements must support multiplication and addition both with themselves and with the elements of c. If c is a 1-D array a one is implicitly appended to its shape to make it 2-D. The shape of the result will be c.shape[2:] + x.shape. Parameters ---------- x, y : array_like, compatible objects The two dimensional series is evaluated at the points (x, y), where x and y must have the same shape. If x or y is a list or tuple, it is first converted to an ndarray, otherwise it is left unchanged and if it isn't an ndarray it is treated as a scalar. c : array_like Array of coefficients ordered so that the coefficient of the term of multi-degree i,j is contained in c[i,j]. If c has dimension greater than two the remaining indices enumerate multiple sets of coefficients. Returns ------- values : ndarray, compatible object The values of the two dimensional polynomial at points formed with pairs of corresponding values from x and y. See Also -------- hermval, hermgrid2d, hermval3d, hermgrid3d Notes ----- .. versionadded::1.7.0 """ try: x, y = np.array((x, y), copy=0) except: raise ValueError('x, y are incompatible') c = hermval(x, c) c = hermval(y, c, tensor=False) return c def hermgrid2d(x, y, c): """ Evaluate a 2-D Hermite series on the Cartesian product of x and y. This function returns the values: .. math:: p(a,b) = \sum_{i,j} c_{i,j} * H_i(a) * H_j(b) where the points (a, b) consist of all pairs formed by taking a from x and b from y. The resulting points form a grid with x in the first dimension and y in the second. The parameters x and y are converted to arrays only if they are tuples or a lists, otherwise they are treated as a scalars. In either case, either x and y or their elements must support multiplication and addition both with themselves and with the elements of c. If c has fewer than two dimensions, ones are implicitly appended to its shape to make it 2-D. The shape of the result will be c.shape[2:] + x.shape. Parameters ---------- x, y : array_like, compatible objects The two dimensional series is evaluated at the points in the Cartesian product of x and y. If x or y is a list or tuple, it is first converted to an ndarray, otherwise it is left unchanged and, if it isn't an ndarray, it is treated as a scalar. c : array_like Array of coefficients ordered so that the coefficients for terms of degree i,j are contained in c[i,j]. If c has dimension greater than two the remaining indices enumerate multiple sets of coefficients. Returns ------- values : ndarray, compatible object The values of the two dimensional polynomial at points in the Cartesian product of x and y. See Also -------- hermval, hermval2d, hermval3d, hermgrid3d Notes ----- .. versionadded::1.7.0 """ c = hermval(x, c) c = hermval(y, c) return c def hermval3d(x, y, z, c): """ Evaluate a 3-D Hermite series at points (x, y, z). This function returns the values: .. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * H_i(x) * H_j(y) * H_k(z) The parameters x, y, and z are converted to arrays only if they are tuples or a lists, otherwise they are treated as a scalars and they must have the same shape after conversion. In either case, either x, y, and z or their elements must support multiplication and addition both with themselves and with the elements of c. If c has fewer than 3 dimensions, ones are implicitly appended to its shape to make it 3-D. The shape of the result will be c.shape[3:] + x.shape. Parameters ---------- x, y, z : array_like, compatible object The three dimensional series is evaluated at the points (x, y, z), where x, y, and z must have the same shape. If any of x, y, or z is a list or tuple, it is first converted to an ndarray, otherwise it is left unchanged and if it isn't an ndarray it is treated as a scalar. c : array_like Array of coefficients ordered so that the coefficient of the term of multi-degree i,j,k is contained in c[i,j,k]. If c has dimension greater than 3 the remaining indices enumerate multiple sets of coefficients. Returns ------- values : ndarray, compatible object The values of the multidimensional polynomial on points formed with triples of corresponding values from x, y, and z. See Also -------- hermval, hermval2d, hermgrid2d, hermgrid3d Notes ----- .. versionadded::1.7.0 """ try: x, y, z = np.array((x, y, z), copy=0) except: raise ValueError('x, y, z are incompatible') c = hermval(x, c) c = hermval(y, c, tensor=False) c = hermval(z, c, tensor=False) return c def hermgrid3d(x, y, z, c): """ Evaluate a 3-D Hermite series on the Cartesian product of x, y, and z. This function returns the values: .. math:: p(a,b,c) = \\sum_{i,j,k} c_{i,j,k} * H_i(a) * H_j(b) * H_k(c) where the points (a, b, c) consist of all triples formed by taking a from x, b from y, and c from z. The resulting points form a grid with x in the first dimension, y in the second, and z in the third. The parameters x, y, and z are converted to arrays only if they are tuples or a lists, otherwise they are treated as a scalars. In either case, either x, y, and z or their elements must support multiplication and addition both with themselves and with the elements of c. If c has fewer than three dimensions, ones are implicitly appended to its shape to make it 3-D. The shape of the result will be c.shape[3:] + x.shape + y.shape + z.shape. Parameters ---------- x, y, z : array_like, compatible objects The three dimensional series is evaluated at the points in the Cartesian product of x, y, and z. If x,y, or z is a list or tuple, it is first converted to an ndarray, otherwise it is left unchanged and, if it isn't an ndarray, it is treated as a scalar. c : array_like Array of coefficients ordered so that the coefficients for terms of degree i,j are contained in c[i,j]. If c has dimension greater than two the remaining indices enumerate multiple sets of coefficients. Returns ------- values : ndarray, compatible object The values of the two dimensional polynomial at points in the Cartesian product of x and y. See Also -------- hermval, hermval2d, hermgrid2d, hermval3d Notes ----- .. versionadded::1.7.0 """ c = hermval(x, c) c = hermval(y, c) c = hermval(z, c) return c def hermvander(x, deg): """Pseudo-Vandermonde matrix of given degree. Returns the pseudo-Vandermonde matrix of degree deg and sample points x. The pseudo-Vandermonde matrix is defined by .. math:: V[..., i] = H_i(x), where 0 <= i <= deg. The leading indices of V index the elements of x and the last index is the degree of the Hermite polynomial. If c is a 1-D array of coefficients of length n + 1 and V is the array V = hermvander(x, n), then np.dot(V, c) and hermval(x, c) are the same up to roundoff. This equivalence is useful both for least squares fitting and for the evaluation of a large number of Hermite series of the same degree and sample points. Parameters ---------- x : array_like Array of points. The dtype is converted to float64 or complex128 depending on whether any of the elements are complex. If x is scalar it is converted to a 1-D array. deg : int Degree of the resulting matrix. Returns ------- vander : ndarray The pseudo-Vandermonde matrix. The shape of the returned matrix is x.shape + (deg + 1,), where The last index is the degree of the corresponding Hermite polynomial. The dtype will be the same as the converted x. Examples -------- >>> from numpy.polynomial.hermite import hermvander >>> x = np.array([-1, 0, 1]) >>> hermvander(x, 3) array([[ 1., -2., 2., 4.], [ 1., 0., -2., -0.], [ 1., 2., 2., -4.]]) """ 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 dims = (ideg + 1,) + x.shape dtyp = x.dtype v = np.empty(dims, dtype=dtyp) 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 hermvander2d(x, y, deg): """Pseudo-Vandermonde matrix of given degrees. Returns the pseudo-Vandermonde matrix of degrees deg and sample points (x, y). The pseudo-Vandermonde matrix is defined by .. math:: V[..., deg[1]*i + j] = H_i(x) * H_j(y), where 0 <= i <= deg[0] and 0 <= j <= deg[1]. The leading indices of V index the points (x, y) and the last index encodes the degrees of the Hermite polynomials. If V = hermvander2d(x, y, [xdeg, ydeg]), then the columns of V correspond to the elements of a 2-D coefficient array c of shape (xdeg + 1, ydeg + 1) in the order .. math:: c_{00}, c_{01}, c_{02} ... , c_{10}, c_{11}, c_{12} ... and np.dot(V, c.flat) and hermval2d(x, y, c) will be the same up to roundoff. This equivalence is useful both for least squares fitting and for the evaluation of a large number of 2-D Hermite series of the same degrees and sample points. Parameters ---------- x, y : 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. deg : list of ints List of maximum degrees of the form [x_deg, y_deg]. Returns ------- vander2d : ndarray The shape of the returned matrix is x.shape + (order,), where :math:order = (deg[0]+1)*(deg([1]+1). The dtype will be the same as the converted x and y. See Also -------- hermvander, hermvander3d. hermval2d, hermval3d Notes ----- .. versionadded::1.7.0 """ ideg = [int(d) for d in deg] is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)] if is_valid != [1, 1]: raise ValueError("degrees must be non-negative integers") degx, degy = ideg x, y = np.array((x, y), copy=0) + 0.0 vx = hermvander(x, degx) vy = hermvander(y, degy) v = vx[..., None]*vy[..., None,:] return v.reshape(v.shape[:-2] + (-1,)) def hermvander3d(x, y, z, deg): """Pseudo-Vandermonde matrix of given degrees. Returns the pseudo-Vandermonde matrix of degrees deg and sample points (x, y, z). If l, m, n are the given degrees in x, y, z, then The pseudo-Vandermonde matrix is defined by .. math:: V[..., (m+1)(n+1)i + (n+1)j + k] = H_i(x)*H_j(y)*H_k(z), where 0 <= i <= l, 0 <= j <= m, and 0 <= j <= n. The leading indices of V index the points (x, y, z) and the last index encodes the degrees of the Hermite polynomials. If V = hermvander3d(x, y, z, [xdeg, ydeg, zdeg]), then the columns of V correspond to the elements of a 3-D coefficient array c of shape (xdeg + 1, ydeg + 1, zdeg + 1) in the order .. math:: c_{000}, c_{001}, c_{002},... , c_{010}, c_{011}, c_{012},... and np.dot(V, c.flat) and hermval3d(x, y, z, c) will be the same up to roundoff. This equivalence is useful both for least squares fitting and for the evaluation of a large number of 3-D Hermite series of the same degrees and sample points. Parameters ---------- x, y, z : 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. deg : list of ints List of maximum degrees of the form [x_deg, y_deg, z_deg]. Returns ------- vander3d : ndarray The shape of the returned matrix is x.shape + (order,), where :math:order = (deg[0]+1)*(deg([1]+1)*(deg[2]+1). The dtype will be the same as the converted x, y, and z. See Also -------- hermvander, hermvander3d. hermval2d, hermval3d Notes ----- .. versionadded::1.7.0 """ ideg = [int(d) for d in deg] is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)] if is_valid != [1, 1, 1]: raise ValueError("degrees must be non-negative integers") degx, degy, degz = ideg x, y, z = np.array((x, y, z), copy=0) + 0.0 vx = hermvander(x, degx) vy = hermvander(y, degy) vz = hermvander(z, degz) v = vx[..., None, None]*vy[..., None,:, None]*vz[..., None, None,:] return v.reshape(v.shape[:-3] + (-1,)) def hermfit(x, y, deg, rcond=None, full=False, w=None): """ Least squares fit of Hermite series to data. Return the coefficients of a Hermite series of degree deg that is the least squares fit to the data values y given at points x. If y is 1-D the returned coefficients will also be 1-D. If y is 2-D multiple fits are done, one for each column of y, and the resulting coefficients are stored in the corresponding columns of a 2-D return. The fitted polynomial(s) are in the form .. math:: p(x) = c_0 + c_1 * H_1(x) + ... + c_n * H_n(x), where n is deg. 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] : list These values are only returned if full = True resid -- sum of squared residuals of the least squares fit rank -- the numerical rank of the scaled Vandermonde matrix sv -- singular values of the scaled Vandermonde matrix rcond -- 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 -------- chebfit, legfit, lagfit, polyfit, hermefit hermval : Evaluates a Hermite series. hermvander : Vandermonde matrix of Hermite series. hermweight : Hermite weight function linalg.lstsq : Computes a least-squares fit from the matrix. scipy.interpolate.UnivariateSpline : Computes spline fits. Notes ----- The solution is the coefficients of the Hermite series p that minimizes the sum of the weighted squared errors .. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2, where the :math:w_j are the weights. This problem is solved by setting up the (typically) overdetermined matrix equation .. math:: V(x) * c = w * y, where V is the weighted pseudo Vandermonde matrix of x, c are the coefficients to be solved for, w are the weights, 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 coefficient 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 probably most useful when the data can be approximated by sqrt(w(x)) * p(x), where w(x) is the Hermite weight. In that case the weight sqrt(w(x[i]) should be used together with data values y[i]/sqrt(w(x[i]). The weight function is available as hermweight. References ---------- .. [1] Wikipedia, "Curve fitting", http://en.wikipedia.org/wiki/Curve_fitting Examples -------- >>> from numpy.polynomial.hermite import hermfit, hermval >>> x = np.linspace(-10, 10) >>> err = np.random.randn(len(x))/10 >>> y = hermval(x, [1, 2, 3]) + err >>> hermfit(x, y, 2) array([ 0.97902637, 1.99849131, 3.00006 ]) """ 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 in transposed form lhs = hermvander(x, deg).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 = la.lstsq(lhs.T/scl, rhs.T, 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 hermcompanion(c): """Return the scaled companion matrix of c. The basis polynomials are scaled so that the companion matrix is symmetric when c is an Hermite basis polynomial. This provides better eigenvalue estimates than the unscaled case and for basis polynomials the eigenvalues are guaranteed to be real if numpy.linalg.eigvalsh is used to obtain them. Parameters ---------- c : array_like 1-D array of Hermite series coefficients ordered from low to high degree. Returns ------- mat : ndarray Scaled companion matrix of dimensions (deg, deg). Notes ----- .. versionadded::1.7.0 """ # c is a trimmed copy [c] = pu.as_series([c]) if len(c) < 2: raise ValueError('Series must have maximum degree of at least 1.') if len(c) == 2: return np.array([[-.5*c[0]/c[1]]]) n = len(c) - 1 mat = np.zeros((n, n), dtype=c.dtype) scl = np.hstack((1., np.sqrt(2.*np.arange(1, n)))) scl = np.multiply.accumulate(scl) top = mat.reshape(-1)[1::n+1] bot = mat.reshape(-1)[n::n+1] top[...] = np.sqrt(.5*np.arange(1, n)) bot[...] = top mat[:, -1] -= (c[:-1]/c[-1])*(scl/scl[-1])*.5 return mat def hermroots(c): """ Compute the roots of a Hermite series. Return the roots (a.k.a. "zeros") of the polynomial .. math:: p(x) = \\sum_i c[i] * H_i(x). Parameters ---------- c : 1-D array_like 1-D array of coefficients. Returns ------- out : ndarray Array of the roots of the series. If all the roots are real, then out is also real, otherwise it is complex. See Also -------- polyroots, legroots, lagroots, chebroots, hermeroots Notes ----- The root estimates are obtained as the eigenvalues of the companion matrix, Roots far from the origin of the complex plane may have large errors due to the numerical instability of the series for such values. Roots with multiplicity greater than 1 will also show larger errors as the value of the series near such points is relatively insensitive to errors in the roots. Isolated roots near the origin can be improved by a few iterations of Newton's method. The Hermite series basis polynomials aren't powers of x so the results of this function may seem unintuitive. Examples -------- >>> from numpy.polynomial.hermite import hermroots, hermfromroots >>> coef = hermfromroots([-1, 0, 1]) >>> coef array([ 0. , 0.25 , 0. , 0.125]) >>> hermroots(coef) array([ -1.00000000e+00, -1.38777878e-17, 1.00000000e+00]) """ # c is a trimmed copy [c] = pu.as_series([c]) if len(c) <= 1: return np.array([], dtype=c.dtype) if len(c) == 2: return np.array([-.5*c[0]/c[1]]) m = hermcompanion(c) r = la.eigvals(m) r.sort() return r def hermgauss(deg): """ Gauss-Hermite quadrature. Computes the sample points and weights for Gauss-Hermite quadrature. These sample points and weights will correctly integrate polynomials of degree :math:2*deg - 1 or less over the interval :math:[-\inf, \inf] with the weight function :math:f(x) = \exp(-x^2). Parameters ---------- deg : int Number of sample points and weights. It must be >= 1. Returns ------- x : ndarray 1-D ndarray containing the sample points. y : ndarray 1-D ndarray containing the weights. Notes ----- .. versionadded::1.7.0 The results have only been tested up to degree 100, higher degrees may be problematic. The weights are determined by using the fact that .. math:: w_k = c / (H'_n(x_k) * H_{n-1}(x_k)) where :math:c is a constant independent of :math:k and :math:x_k is the k'th root of :math:H_n, and then scaling the results to get the right value when integrating 1. """ ideg = int(deg) if ideg != deg or ideg < 1: raise ValueError("deg must be a non-negative integer") # first approximation of roots. We use the fact that the companion # matrix is symmetric in this case in order to obtain better zeros. c = np.array([0]*deg + [1]) m = hermcompanion(c) x = la.eigvals(m) x.sort() # improve roots by one application of Newton dy = hermval(x, c) df = hermval(x, hermder(c)) x -= dy/df # compute the weights. We scale the factor to avoid possible numerical # overflow. fm = hermval(x, c[1:]) fm /= np.abs(fm).max() df /= np.abs(df).max() w = 1/(fm * df) # for Hermite we can also symmetrize w = (w + w[::-1])/2 x = (x - x[::-1])/2 # scale w to get the right value w *= np.sqrt(np.pi) / w.sum() return x, w def hermweight(x): """ Weight function of the Hermite polynomials. The weight function is :math:\exp(-x^2) and the interval of integration is :math:[-\inf, \inf]. the Hermite polynomials are orthogonal, but not normalized, with respect to this weight function. Parameters ---------- x : array_like Values at which the weight function will be computed. Returns ------- w : ndarray The weight function at x. Notes ----- .. versionadded::1.7.0 """ w = np.exp(-x**2) return w # # Hermite series class # class Hermite(ABCPolyBase): """An Hermite series class. The Hermite class provides the standard Python numerical methods '+', '-', '*', '//', '%', 'divmod', '**', and '()' as well as the attributes and methods listed in the ABCPolyBase documentation. Parameters ---------- coef : array_like Laguerre coefficients in order of increasing degree, i.e, (1, 2, 3) gives 1*H_0(x) + 2*H_1(X) + 3*H_2(x). domain : (2,) array_like, optional Domain to use. The interval [domain[0], domain[1]] is mapped to the interval [window[0], window[1]] by shifting and scaling. The default value is [-1, 1]. window : (2,) array_like, optional Window, see domain for its use. The default value is [-1, 1]. .. versionadded:: 1.6.0 """ # Virtual Functions _add = staticmethod(hermadd) _sub = staticmethod(hermsub) _mul = staticmethod(hermmul) _div = staticmethod(hermdiv) _pow = staticmethod(hermpow) _val = staticmethod(hermval) _int = staticmethod(hermint) _der = staticmethod(hermder) _fit = staticmethod(hermfit) _line = staticmethod(hermline) _roots = staticmethod(hermroots) _fromroots = staticmethod(hermfromroots) # Virtual properties nickname = 'herm' domain = np.array(hermdomain) window = np.array(hermdomain)