""" 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 import numpy as np import numpy.linalg as la import polyutils as pu import warnings from polytemplate import polytemplate __all__ = ['hermezero', 'hermeone', 'hermex', 'hermedomain', 'hermeline', 'hermeadd', 'hermesub', 'hermemulx', 'hermemul', 'hermediv', 'hermeval', 'hermeder', 'hermeint', 'herme2poly', 'poly2herme', 'hermefromroots', 'hermevander', 'hermefit', 'hermetrim', 'hermeroots', 'HermiteE'] 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.polynomial.hermite_e import poly2herme >>> poly2herme(np.arange(4)) array([ 2., 10., 2., 3.]) """ [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 -------- >>> from numpy.polynomial.hermite_e import herme2poly >>> herme2poly([ 2., 10., 2., 3.]) array([ 0., 1., 2., 3.]) """ 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 -------- >>> from numpy.polynomial.hermite_e import hermeline >>> from numpy.polynomial.hermite_e import hermeline, hermeval >>> hermeval(0,hermeline(3, 2)) 3.0 >>> hermeval(1,hermeline(3, 2)) 5.0 """ 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 -------- >>> from numpy.polynomial.hermite_e import hermefromroots, hermeval >>> coef = hermefromroots((-1, 0, 1)) >>> hermeval((-1, 0, 1), coef) array([ 0., 0., 0.]) >>> coef = hermefromroots((-1j, 1j)) >>> hermeval((-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 = [hermeline(-r, 1) for r in roots] n = len(p) while n > 1: m, r = divmod(n, 2) tmp = [hermemul(p[i], p[i+m]) for i in range(m)] if r: tmp[0] = hermemul(tmp[0], p[-1]) p = tmp n = m return p[0] 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.hermite_e import hermeadd >>> hermeadd([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 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.hermite_e import hermesub >>> hermesub([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 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) = (P_{i + 1}(x) + iP_{i - 1}(x))) Examples -------- >>> from numpy.polynomial.hermite_e import hermemulx >>> hermemulx([1, 2, 3]) array([ 2., 7., 2., 3.]) """ # 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] 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.hermite_e import hermemul >>> hermemul([1, 2, 3], [0, 1, 2]) array([ 14., 15., 28., 7., 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.hermite_e import hermediv >>> hermediv([ 14., 15., 28., 7., 6.], [0, 1, 2]) (array([ 1., 2., 3.]), array([ 0.])) >>> hermediv([ 15., 17., 28., 7., 6.], [0, 1, 2]) (array([ 1., 2., 3.]), array([ 1., 2.])) """ # 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 -------- >>> from numpy.polynomial.hermite_e import hermepow >>> hermepow([1, 2, 3], 2) array([ 23., 28., 46., 12., 9.]) """ # 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.hermite_e import hermeder >>> hermeder([ 1., 1., 1., 1.]) array([ 1., 2., 3.]) >>> hermeder([-0.25, 1., 1./2., 1./3., 1./4 ], m=2) array([ 1., 2., 3.]) """ 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.hermite_e import hermeint >>> hermeint([1, 2, 3]) # integrate once, value 0 at 0. array([ 1., 1., 1., 1.]) >>> hermeint([1, 2, 3], m=2) # integrate twice, value & deriv 0 at 0 array([-0.25 , 1. , 0.5 , 0.33333333, 0.25 ]) >>> hermeint([1, 2, 3], k=1) # integrate once, value 1 at 0. array([ 2., 1., 1., 1.]) >>> hermeint([1, 2, 3], lbnd=-1) # integrate once, value 0 at -1 array([-1., 1., 1., 1.]) >>> hermeint([1, 2, 3], m=2, k=[1,2], lbnd=-1) array([ 1.83333333, 0. , 0.5 , 0.33333333, 0.25 ]) """ 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 -------- >>> from numpy.polynomial.hermite_e import hermeval >>> coef = [1,2,3] >>> hermeval(1, coef) 3.0 >>> hermeval([[1,2],[3,4]], coef) array([[ 3., 14.], [ 31., 54.]]) """ # 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. Examples -------- >>> from numpy.polynomial.hermite_e import hermevander >>> x = np.array([-1, 0, 1]) >>> hermevander(x, 3) array([[ 1., -1., 0., 2.], [ 1., 0., -1., -0.], [ 1., 1., 0., -2.]]) """ 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. Return the coefficients of a HermiteE 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 * He_1(x) + ... + c_n * He_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] : 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 -------- chebfit, legfit, polyfit, hermfit, polyfit hermeval : Evaluates a Hermite series. hermevander : pseudo Vandermonde matrix of Hermite series. hermeweight : HermiteE 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 HermiteE 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 pseudo 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 HermiteE series are probably most useful when the data can be approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the HermiteE weight. In that case the wieght ``sqrt(w(x[i])`` should be used together with data values ``y[i]/sqrt(w(x[i])``. The weight function is available as `hermeweight`. References ---------- .. [1] Wikipedia, "Curve fitting", http://en.wikipedia.org/wiki/Curve_fitting Examples -------- >>> from numpy.polynomial.hermite_e import hermefik, hermeval >>> x = np.linspace(-10, 10) >>> err = np.random.randn(len(x))/10 >>> y = hermeval(x, [1, 2, 3]) + err >>> hermefit(x, y, 2) array([ 1.01690445, 1.99951418, 2.99948696]) """ 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 hermecompanion(cs): """Return the scaled companion matrix of cs. The basis polynomials are scaled so that the companion matrix is symmetric when `cs` represents a single HermiteE polynomial. This provides better eigenvalue estimates than the unscaled case and in the single polynomial case the eigenvalues are guaranteed to be real if `numpy.linalg.eigvalsh` is used to obtain them. Parameters ---------- cs : array_like 1-d array of Legendre series coefficients ordered from low to high degree. Returns ------- mat : ndarray Scaled companion matrix of dimensions (deg, deg). """ accprod = np.multiply.accumulate # cs is a trimmed copy [cs] = pu.as_series([cs]) if len(cs) < 2: raise ValueError('Series must have maximum degree of at least 1.') if len(cs) == 2: return np.array(-cs[0]/cs[1]) n = len(cs) - 1 mat = np.zeros((n, n), dtype=cs.dtype) scl = np.hstack((1., np.sqrt(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(np.arange(1,n)) bot[...] = top mat[:,-1] -= (cs[:-1]/cs[-1])*(scl/scl[-1]) return mat def hermeroots(cs): """ Compute the roots of a Hermite series. Return the roots (a.k.a "zeros") of the HermiteE 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 HermiteE 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 -------- >>> from numpy.polynomial.hermite_e import hermeroots, hermefromroots >>> coef = hermefromroots([-1, 0, 1]) >>> coef array([ 0., 2., 0., 1.]) >>> hermeroots(coef) array([-1., 0., 1.]) """ # 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([-cs[0]/cs[1]]) m = hermecompanion(cs) r = la.eigvals(m) r.sort() return r # # HermiteE series class # exec polytemplate.substitute(name='HermiteE', nick='herme', domain='[-1,1]')