peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/special
/_orthogonal.py
""" | |
A collection of functions to find the weights and abscissas for | |
Gaussian Quadrature. | |
These calculations are done by finding the eigenvalues of a | |
tridiagonal matrix whose entries are dependent on the coefficients | |
in the recursion formula for the orthogonal polynomials with the | |
corresponding weighting function over the interval. | |
Many recursion relations for orthogonal polynomials are given: | |
.. math:: | |
a1n f_{n+1} (x) = (a2n + a3n x ) f_n (x) - a4n f_{n-1} (x) | |
The recursion relation of interest is | |
.. math:: | |
P_{n+1} (x) = (x - A_n) P_n (x) - B_n P_{n-1} (x) | |
where :math:`P` has a different normalization than :math:`f`. | |
The coefficients can be found as: | |
.. math:: | |
A_n = -a2n / a3n | |
\\qquad | |
B_n = ( a4n / a3n \\sqrt{h_n-1 / h_n})^2 | |
where | |
.. math:: | |
h_n = \\int_a^b w(x) f_n(x)^2 | |
assume: | |
.. math:: | |
P_0 (x) = 1 | |
\\qquad | |
P_{-1} (x) == 0 | |
For the mathematical background, see [golub.welsch-1969-mathcomp]_ and | |
[abramowitz.stegun-1965]_. | |
References | |
---------- | |
.. [golub.welsch-1969-mathcomp] | |
Golub, Gene H, and John H Welsch. 1969. Calculation of Gauss | |
Quadrature Rules. *Mathematics of Computation* 23, 221-230+s1--s10. | |
.. [abramowitz.stegun-1965] | |
Abramowitz, Milton, and Irene A Stegun. (1965) *Handbook of | |
Mathematical Functions: with Formulas, Graphs, and Mathematical | |
Tables*. Gaithersburg, MD: National Bureau of Standards. | |
http://www.math.sfu.ca/~cbm/aands/ | |
.. [townsend.trogdon.olver-2014] | |
Townsend, A. and Trogdon, T. and Olver, S. (2014) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. :arXiv:`1410.5286`. | |
.. [townsend.trogdon.olver-2015] | |
Townsend, A. and Trogdon, T. and Olver, S. (2015) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. | |
IMA Journal of Numerical Analysis | |
:doi:`10.1093/imanum/drv002`. | |
""" | |
# | |
# Author: Travis Oliphant 2000 | |
# Updated Sep. 2003 (fixed bugs --- tested to be accurate) | |
# SciPy imports. | |
import numpy as np | |
from numpy import (exp, inf, pi, sqrt, floor, sin, cos, around, | |
hstack, arccos, arange) | |
from scipy import linalg | |
from scipy.special import airy | |
# Local imports. | |
# There is no .pyi file for _specfun | |
from . import _specfun # type: ignore | |
from . import _ufuncs | |
_gam = _ufuncs.gamma | |
_polyfuns = ['legendre', 'chebyt', 'chebyu', 'chebyc', 'chebys', | |
'jacobi', 'laguerre', 'genlaguerre', 'hermite', | |
'hermitenorm', 'gegenbauer', 'sh_legendre', 'sh_chebyt', | |
'sh_chebyu', 'sh_jacobi'] | |
# Correspondence between new and old names of root functions | |
_rootfuns_map = {'roots_legendre': 'p_roots', | |
'roots_chebyt': 't_roots', | |
'roots_chebyu': 'u_roots', | |
'roots_chebyc': 'c_roots', | |
'roots_chebys': 's_roots', | |
'roots_jacobi': 'j_roots', | |
'roots_laguerre': 'l_roots', | |
'roots_genlaguerre': 'la_roots', | |
'roots_hermite': 'h_roots', | |
'roots_hermitenorm': 'he_roots', | |
'roots_gegenbauer': 'cg_roots', | |
'roots_sh_legendre': 'ps_roots', | |
'roots_sh_chebyt': 'ts_roots', | |
'roots_sh_chebyu': 'us_roots', | |
'roots_sh_jacobi': 'js_roots'} | |
__all__ = _polyfuns + list(_rootfuns_map.keys()) | |
class orthopoly1d(np.poly1d): | |
def __init__(self, roots, weights=None, hn=1.0, kn=1.0, wfunc=None, | |
limits=None, monic=False, eval_func=None): | |
equiv_weights = [weights[k] / wfunc(roots[k]) for | |
k in range(len(roots))] | |
mu = sqrt(hn) | |
if monic: | |
evf = eval_func | |
if evf: | |
knn = kn | |
def eval_func(x): | |
return evf(x) / knn | |
mu = mu / abs(kn) | |
kn = 1.0 | |
# compute coefficients from roots, then scale | |
poly = np.poly1d(roots, r=True) | |
np.poly1d.__init__(self, poly.coeffs * float(kn)) | |
self.weights = np.array(list(zip(roots, weights, equiv_weights))) | |
self.weight_func = wfunc | |
self.limits = limits | |
self.normcoef = mu | |
# Note: eval_func will be discarded on arithmetic | |
self._eval_func = eval_func | |
def __call__(self, v): | |
if self._eval_func and not isinstance(v, np.poly1d): | |
return self._eval_func(v) | |
else: | |
return np.poly1d.__call__(self, v) | |
def _scale(self, p): | |
if p == 1.0: | |
return | |
self._coeffs *= p | |
evf = self._eval_func | |
if evf: | |
self._eval_func = lambda x: evf(x) * p | |
self.normcoef *= p | |
def _gen_roots_and_weights(n, mu0, an_func, bn_func, f, df, symmetrize, mu): | |
"""[x,w] = gen_roots_and_weights(n,an_func,sqrt_bn_func,mu) | |
Returns the roots (x) of an nth order orthogonal polynomial, | |
and weights (w) to use in appropriate Gaussian quadrature with that | |
orthogonal polynomial. | |
The polynomials have the recurrence relation | |
P_n+1(x) = (x - A_n) P_n(x) - B_n P_n-1(x) | |
an_func(n) should return A_n | |
sqrt_bn_func(n) should return sqrt(B_n) | |
mu ( = h_0 ) is the integral of the weight over the orthogonal | |
interval | |
""" | |
k = np.arange(n, dtype='d') | |
c = np.zeros((2, n)) | |
c[0,1:] = bn_func(k[1:]) | |
c[1,:] = an_func(k) | |
x = linalg.eigvals_banded(c, overwrite_a_band=True) | |
# improve roots by one application of Newton's method | |
y = f(n, x) | |
dy = df(n, x) | |
x -= y/dy | |
# fm and dy may contain very large/small values, so we | |
# log-normalize them to maintain precision in the product fm*dy | |
fm = f(n-1, x) | |
log_fm = np.log(np.abs(fm)) | |
log_dy = np.log(np.abs(dy)) | |
fm /= np.exp((log_fm.max() + log_fm.min()) / 2.) | |
dy /= np.exp((log_dy.max() + log_dy.min()) / 2.) | |
w = 1.0 / (fm * dy) | |
if symmetrize: | |
w = (w + w[::-1]) / 2 | |
x = (x - x[::-1]) / 2 | |
w *= mu0 / w.sum() | |
if mu: | |
return x, w, mu0 | |
else: | |
return x, w | |
# Jacobi Polynomials 1 P^(alpha,beta)_n(x) | |
def roots_jacobi(n, alpha, beta, mu=False): | |
r"""Gauss-Jacobi quadrature. | |
Compute the sample points and weights for Gauss-Jacobi | |
quadrature. The sample points are the roots of the nth degree | |
Jacobi polynomial, :math:`P^{\alpha, \beta}_n(x)`. These sample | |
points and weights correctly integrate polynomials of degree | |
:math:`2n - 1` or less over the interval :math:`[-1, 1]` with | |
weight function :math:`w(x) = (1 - x)^{\alpha} (1 + | |
x)^{\beta}`. See 22.2.1 in [AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
alpha : float | |
alpha must be > -1 | |
beta : float | |
beta must be > -1 | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
if alpha <= -1 or beta <= -1: | |
raise ValueError("alpha and beta must be greater than -1.") | |
if alpha == 0.0 and beta == 0.0: | |
return roots_legendre(m, mu) | |
if alpha == beta: | |
return roots_gegenbauer(m, alpha+0.5, mu) | |
if (alpha + beta) <= 1000: | |
mu0 = 2.0**(alpha+beta+1) * _ufuncs.beta(alpha+1, beta+1) | |
else: | |
# Avoid overflows in pow and beta for very large parameters | |
mu0 = np.exp((alpha + beta + 1) * np.log(2.0) | |
+ _ufuncs.betaln(alpha+1, beta+1)) | |
a = alpha | |
b = beta | |
if a + b == 0.0: | |
def an_func(k): | |
return np.where(k == 0, (b - a) / (2 + a + b), 0.0) | |
else: | |
def an_func(k): | |
return np.where( | |
k == 0, | |
(b - a) / (2 + a + b), | |
(b * b - a * a) / ((2.0 * k + a + b) * (2.0 * k + a + b + 2)) | |
) | |
def bn_func(k): | |
return ( | |
2.0 / (2.0 * k + a + b) | |
* np.sqrt((k + a) * (k + b) / (2 * k + a + b + 1)) | |
* np.where(k == 1, 1.0, np.sqrt(k * (k + a + b) / (2.0 * k + a + b - 1))) | |
) | |
def f(n, x): | |
return _ufuncs.eval_jacobi(n, a, b, x) | |
def df(n, x): | |
return 0.5 * (n + a + b + 1) * _ufuncs.eval_jacobi(n - 1, a + 1, b + 1, x) | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu) | |
def jacobi(n, alpha, beta, monic=False): | |
r"""Jacobi polynomial. | |
Defined to be the solution of | |
.. math:: | |
(1 - x^2)\frac{d^2}{dx^2}P_n^{(\alpha, \beta)} | |
+ (\beta - \alpha - (\alpha + \beta + 2)x) | |
\frac{d}{dx}P_n^{(\alpha, \beta)} | |
+ n(n + \alpha + \beta + 1)P_n^{(\alpha, \beta)} = 0 | |
for :math:`\alpha, \beta > -1`; :math:`P_n^{(\alpha, \beta)}` is a | |
polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
alpha : float | |
Parameter, must be greater than -1. | |
beta : float | |
Parameter, must be greater than -1. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
P : orthopoly1d | |
Jacobi polynomial. | |
Notes | |
----- | |
For fixed :math:`\alpha, \beta`, the polynomials | |
:math:`P_n^{(\alpha, \beta)}` are orthogonal over :math:`[-1, 1]` | |
with weight function :math:`(1 - x)^\alpha(1 + x)^\beta`. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
Examples | |
-------- | |
The Jacobi polynomials satisfy the recurrence relation: | |
.. math:: | |
P_n^{(\alpha, \beta-1)}(x) - P_n^{(\alpha-1, \beta)}(x) | |
= P_{n-1}^{(\alpha, \beta)}(x) | |
This can be verified, for example, for :math:`\alpha = \beta = 2` | |
and :math:`n = 1` over the interval :math:`[-1, 1]`: | |
>>> import numpy as np | |
>>> from scipy.special import jacobi | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> np.allclose(jacobi(0, 2, 2)(x), | |
... jacobi(1, 2, 1)(x) - jacobi(1, 1, 2)(x)) | |
True | |
Plot of the Jacobi polynomial :math:`P_5^{(\alpha, -0.5)}` for | |
different values of :math:`\alpha`: | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-2.0, 2.0) | |
>>> ax.set_title(r'Jacobi polynomials $P_5^{(\alpha, -0.5)}$') | |
>>> for alpha in np.arange(0, 4, 1): | |
... ax.plot(x, jacobi(5, alpha, -0.5)(x), label=rf'$\alpha={alpha}$') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
def wfunc(x): | |
return (1 - x) ** alpha * (1 + x) ** beta | |
if n == 0: | |
return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic, | |
eval_func=np.ones_like) | |
x, w, mu = roots_jacobi(n, alpha, beta, mu=True) | |
ab1 = alpha + beta + 1.0 | |
hn = 2**ab1 / (2 * n + ab1) * _gam(n + alpha + 1) | |
hn *= _gam(n + beta + 1.0) / _gam(n + 1) / _gam(n + ab1) | |
kn = _gam(2 * n + ab1) / 2.0**n / _gam(n + 1) / _gam(n + ab1) | |
# here kn = coefficient on x^n term | |
p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic, | |
lambda x: _ufuncs.eval_jacobi(n, alpha, beta, x)) | |
return p | |
# Jacobi Polynomials shifted G_n(p,q,x) | |
def roots_sh_jacobi(n, p1, q1, mu=False): | |
"""Gauss-Jacobi (shifted) quadrature. | |
Compute the sample points and weights for Gauss-Jacobi (shifted) | |
quadrature. The sample points are the roots of the nth degree | |
shifted Jacobi polynomial, :math:`G^{p,q}_n(x)`. These sample | |
points and weights correctly integrate polynomials of degree | |
:math:`2n - 1` or less over the interval :math:`[0, 1]` with | |
weight function :math:`w(x) = (1 - x)^{p-q} x^{q-1}`. See 22.2.2 | |
in [AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
p1 : float | |
(p1 - q1) must be > -1 | |
q1 : float | |
q1 must be > 0 | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
if (p1-q1) <= -1 or q1 <= 0: | |
message = "(p - q) must be greater than -1, and q must be greater than 0." | |
raise ValueError(message) | |
x, w, m = roots_jacobi(n, p1-q1, q1-1, True) | |
x = (x + 1) / 2 | |
scale = 2.0**p1 | |
w /= scale | |
m /= scale | |
if mu: | |
return x, w, m | |
else: | |
return x, w | |
def sh_jacobi(n, p, q, monic=False): | |
r"""Shifted Jacobi polynomial. | |
Defined by | |
.. math:: | |
G_n^{(p, q)}(x) | |
= \binom{2n + p - 1}{n}^{-1}P_n^{(p - q, q - 1)}(2x - 1), | |
where :math:`P_n^{(\cdot, \cdot)}` is the nth Jacobi polynomial. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
p : float | |
Parameter, must have :math:`p > q - 1`. | |
q : float | |
Parameter, must be greater than 0. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
G : orthopoly1d | |
Shifted Jacobi polynomial. | |
Notes | |
----- | |
For fixed :math:`p, q`, the polynomials :math:`G_n^{(p, q)}` are | |
orthogonal over :math:`[0, 1]` with weight function :math:`(1 - | |
x)^{p - q}x^{q - 1}`. | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
def wfunc(x): | |
return (1.0 - x) ** (p - q) * x ** (q - 1.0) | |
if n == 0: | |
return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic, | |
eval_func=np.ones_like) | |
n1 = n | |
x, w = roots_sh_jacobi(n1, p, q) | |
hn = _gam(n + 1) * _gam(n + q) * _gam(n + p) * _gam(n + p - q + 1) | |
hn /= (2 * n + p) * (_gam(2 * n + p)**2) | |
# kn = 1.0 in standard form so monic is redundant. Kept for compatibility. | |
kn = 1.0 | |
pp = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(0, 1), monic=monic, | |
eval_func=lambda x: _ufuncs.eval_sh_jacobi(n, p, q, x)) | |
return pp | |
# Generalized Laguerre L^(alpha)_n(x) | |
def roots_genlaguerre(n, alpha, mu=False): | |
r"""Gauss-generalized Laguerre quadrature. | |
Compute the sample points and weights for Gauss-generalized | |
Laguerre quadrature. The sample points are the roots of the nth | |
degree generalized Laguerre polynomial, :math:`L^{\alpha}_n(x)`. | |
These sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[0, | |
\infty]` with weight function :math:`w(x) = x^{\alpha} | |
e^{-x}`. See 22.3.9 in [AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
alpha : float | |
alpha must be > -1 | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
if alpha < -1: | |
raise ValueError("alpha must be greater than -1.") | |
mu0 = _ufuncs.gamma(alpha + 1) | |
if m == 1: | |
x = np.array([alpha+1.0], 'd') | |
w = np.array([mu0], 'd') | |
if mu: | |
return x, w, mu0 | |
else: | |
return x, w | |
def an_func(k): | |
return 2 * k + alpha + 1 | |
def bn_func(k): | |
return -np.sqrt(k * (k + alpha)) | |
def f(n, x): | |
return _ufuncs.eval_genlaguerre(n, alpha, x) | |
def df(n, x): | |
return (n * _ufuncs.eval_genlaguerre(n, alpha, x) | |
- (n + alpha) * _ufuncs.eval_genlaguerre(n - 1, alpha, x)) / x | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu) | |
def genlaguerre(n, alpha, monic=False): | |
r"""Generalized (associated) Laguerre polynomial. | |
Defined to be the solution of | |
.. math:: | |
x\frac{d^2}{dx^2}L_n^{(\alpha)} | |
+ (\alpha + 1 - x)\frac{d}{dx}L_n^{(\alpha)} | |
+ nL_n^{(\alpha)} = 0, | |
where :math:`\alpha > -1`; :math:`L_n^{(\alpha)}` is a polynomial | |
of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
alpha : float | |
Parameter, must be greater than -1. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
L : orthopoly1d | |
Generalized Laguerre polynomial. | |
See Also | |
-------- | |
laguerre : Laguerre polynomial. | |
hyp1f1 : confluent hypergeometric function | |
Notes | |
----- | |
For fixed :math:`\alpha`, the polynomials :math:`L_n^{(\alpha)}` | |
are orthogonal over :math:`[0, \infty)` with weight function | |
:math:`e^{-x}x^\alpha`. | |
The Laguerre polynomials are the special case where :math:`\alpha | |
= 0`. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
Examples | |
-------- | |
The generalized Laguerre polynomials are closely related to the confluent | |
hypergeometric function :math:`{}_1F_1`: | |
.. math:: | |
L_n^{(\alpha)} = \binom{n + \alpha}{n} {}_1F_1(-n, \alpha +1, x) | |
This can be verified, for example, for :math:`n = \alpha = 3` over the | |
interval :math:`[-1, 1]`: | |
>>> import numpy as np | |
>>> from scipy.special import binom | |
>>> from scipy.special import genlaguerre | |
>>> from scipy.special import hyp1f1 | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> np.allclose(genlaguerre(3, 3)(x), binom(6, 3) * hyp1f1(-3, 4, x)) | |
True | |
This is the plot of the generalized Laguerre polynomials | |
:math:`L_3^{(\alpha)}` for some values of :math:`\alpha`: | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.arange(-4.0, 12.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-5.0, 10.0) | |
>>> ax.set_title(r'Generalized Laguerre polynomials $L_3^{\alpha}$') | |
>>> for alpha in np.arange(0, 5): | |
... ax.plot(x, genlaguerre(3, alpha)(x), label=rf'$L_3^{(alpha)}$') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
if alpha <= -1: | |
raise ValueError("alpha must be > -1") | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_genlaguerre(n1, alpha) | |
def wfunc(x): | |
return exp(-x) * x ** alpha | |
if n == 0: | |
x, w = [], [] | |
hn = _gam(n + alpha + 1) / _gam(n + 1) | |
kn = (-1)**n / _gam(n + 1) | |
p = orthopoly1d(x, w, hn, kn, wfunc, (0, inf), monic, | |
lambda x: _ufuncs.eval_genlaguerre(n, alpha, x)) | |
return p | |
# Laguerre L_n(x) | |
def roots_laguerre(n, mu=False): | |
r"""Gauss-Laguerre quadrature. | |
Compute the sample points and weights for Gauss-Laguerre | |
quadrature. The sample points are the roots of the nth degree | |
Laguerre polynomial, :math:`L_n(x)`. These sample points and | |
weights correctly integrate polynomials of degree :math:`2n - 1` | |
or less over the interval :math:`[0, \infty]` with weight function | |
:math:`w(x) = e^{-x}`. See 22.2.13 in [AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
numpy.polynomial.laguerre.laggauss | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
return roots_genlaguerre(n, 0.0, mu=mu) | |
def laguerre(n, monic=False): | |
r"""Laguerre polynomial. | |
Defined to be the solution of | |
.. math:: | |
x\frac{d^2}{dx^2}L_n + (1 - x)\frac{d}{dx}L_n + nL_n = 0; | |
:math:`L_n` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
L : orthopoly1d | |
Laguerre Polynomial. | |
See Also | |
-------- | |
genlaguerre : Generalized (associated) Laguerre polynomial. | |
Notes | |
----- | |
The polynomials :math:`L_n` are orthogonal over :math:`[0, | |
\infty)` with weight function :math:`e^{-x}`. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
Examples | |
-------- | |
The Laguerre polynomials :math:`L_n` are the special case | |
:math:`\alpha = 0` of the generalized Laguerre polynomials | |
:math:`L_n^{(\alpha)}`. | |
Let's verify it on the interval :math:`[-1, 1]`: | |
>>> import numpy as np | |
>>> from scipy.special import genlaguerre | |
>>> from scipy.special import laguerre | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> np.allclose(genlaguerre(3, 0)(x), laguerre(3)(x)) | |
True | |
The polynomials :math:`L_n` also satisfy the recurrence relation: | |
.. math:: | |
(n + 1)L_{n+1}(x) = (2n +1 -x)L_n(x) - nL_{n-1}(x) | |
This can be easily checked on :math:`[0, 1]` for :math:`n = 3`: | |
>>> x = np.arange(0.0, 1.0, 0.01) | |
>>> np.allclose(4 * laguerre(4)(x), | |
... (7 - x) * laguerre(3)(x) - 3 * laguerre(2)(x)) | |
True | |
This is the plot of the first few Laguerre polynomials :math:`L_n`: | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.arange(-1.0, 5.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-5.0, 5.0) | |
>>> ax.set_title(r'Laguerre polynomials $L_n$') | |
>>> for n in np.arange(0, 5): | |
... ax.plot(x, laguerre(n)(x), label=rf'$L_{n}$') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_laguerre(n1) | |
if n == 0: | |
x, w = [], [] | |
hn = 1.0 | |
kn = (-1)**n / _gam(n + 1) | |
p = orthopoly1d(x, w, hn, kn, lambda x: exp(-x), (0, inf), monic, | |
lambda x: _ufuncs.eval_laguerre(n, x)) | |
return p | |
# Hermite 1 H_n(x) | |
def roots_hermite(n, mu=False): | |
r"""Gauss-Hermite (physicist's) quadrature. | |
Compute the sample points and weights for Gauss-Hermite | |
quadrature. The sample points are the roots of the nth degree | |
Hermite polynomial, :math:`H_n(x)`. These sample points and | |
weights correctly integrate polynomials of degree :math:`2n - 1` | |
or less over the interval :math:`[-\infty, \infty]` with weight | |
function :math:`w(x) = e^{-x^2}`. See 22.2.14 in [AS]_ for | |
details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
numpy.polynomial.hermite.hermgauss | |
roots_hermitenorm | |
Notes | |
----- | |
For small n up to 150 a modified version of the Golub-Welsch | |
algorithm is used. Nodes are computed from the eigenvalue | |
problem and improved by one step of a Newton iteration. | |
The weights are computed from the well-known analytical formula. | |
For n larger than 150 an optimal asymptotic algorithm is applied | |
which computes nodes and weights in a numerically stable manner. | |
The algorithm has linear runtime making computation for very | |
large n (several thousand or more) feasible. | |
References | |
---------- | |
.. [townsend.trogdon.olver-2014] | |
Townsend, A. and Trogdon, T. and Olver, S. (2014) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. :arXiv:`1410.5286`. | |
.. [townsend.trogdon.olver-2015] | |
Townsend, A. and Trogdon, T. and Olver, S. (2015) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. | |
IMA Journal of Numerical Analysis | |
:doi:`10.1093/imanum/drv002`. | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
mu0 = np.sqrt(np.pi) | |
if n <= 150: | |
def an_func(k): | |
return 0.0 * k | |
def bn_func(k): | |
return np.sqrt(k / 2.0) | |
f = _ufuncs.eval_hermite | |
def df(n, x): | |
return 2.0 * n * _ufuncs.eval_hermite(n - 1, x) | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu) | |
else: | |
nodes, weights = _roots_hermite_asy(m) | |
if mu: | |
return nodes, weights, mu0 | |
else: | |
return nodes, weights | |
def _compute_tauk(n, k, maxit=5): | |
"""Helper function for Tricomi initial guesses | |
For details, see formula 3.1 in lemma 3.1 in the | |
original paper. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
k : ndarray of type int | |
Index of roots :math:`\tau_k` to compute | |
maxit : int | |
Number of Newton maxit performed, the default | |
value of 5 is sufficient. | |
Returns | |
------- | |
tauk : ndarray | |
Roots of equation 3.1 | |
See Also | |
-------- | |
initial_nodes_a | |
roots_hermite_asy | |
""" | |
a = n % 2 - 0.5 | |
c = (4.0*floor(n/2.0) - 4.0*k + 3.0)*pi / (4.0*floor(n/2.0) + 2.0*a + 2.0) | |
def f(x): | |
return x - sin(x) - c | |
def df(x): | |
return 1.0 - cos(x) | |
xi = 0.5*pi | |
for i in range(maxit): | |
xi = xi - f(xi)/df(xi) | |
return xi | |
def _initial_nodes_a(n, k): | |
r"""Tricomi initial guesses | |
Computes an initial approximation to the square of the `k`-th | |
(positive) root :math:`x_k` of the Hermite polynomial :math:`H_n` | |
of order :math:`n`. The formula is the one from lemma 3.1 in the | |
original paper. The guesses are accurate except in the region | |
near :math:`\sqrt{2n + 1}`. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
k : ndarray of type int | |
Index of roots to compute | |
Returns | |
------- | |
xksq : ndarray | |
Square of the approximate roots | |
See Also | |
-------- | |
initial_nodes | |
roots_hermite_asy | |
""" | |
tauk = _compute_tauk(n, k) | |
sigk = cos(0.5*tauk)**2 | |
a = n % 2 - 0.5 | |
nu = 4.0*floor(n/2.0) + 2.0*a + 2.0 | |
# Initial approximation of Hermite roots (square) | |
xksq = nu*sigk - 1.0/(3.0*nu) * (5.0/(4.0*(1.0-sigk)**2) - 1.0/(1.0-sigk) - 0.25) | |
return xksq | |
def _initial_nodes_b(n, k): | |
r"""Gatteschi initial guesses | |
Computes an initial approximation to the square of the kth | |
(positive) root :math:`x_k` of the Hermite polynomial :math:`H_n` | |
of order :math:`n`. The formula is the one from lemma 3.2 in the | |
original paper. The guesses are accurate in the region just | |
below :math:`\sqrt{2n + 1}`. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
k : ndarray of type int | |
Index of roots to compute | |
Returns | |
------- | |
xksq : ndarray | |
Square of the approximate root | |
See Also | |
-------- | |
initial_nodes | |
roots_hermite_asy | |
""" | |
a = n % 2 - 0.5 | |
nu = 4.0*floor(n/2.0) + 2.0*a + 2.0 | |
# Airy roots by approximation | |
ak = _specfun.airyzo(k.max(), 1)[0][::-1] | |
# Initial approximation of Hermite roots (square) | |
xksq = (nu | |
+ 2.0**(2.0/3.0) * ak * nu**(1.0/3.0) | |
+ 1.0/5.0 * 2.0**(4.0/3.0) * ak**2 * nu**(-1.0/3.0) | |
+ (9.0/140.0 - 12.0/175.0 * ak**3) * nu**(-1.0) | |
+ (16.0/1575.0 * ak + 92.0/7875.0 * ak**4) * 2.0**(2.0/3.0) * nu**(-5.0/3.0) | |
- (15152.0/3031875.0 * ak**5 + 1088.0/121275.0 * ak**2) | |
* 2.0**(1.0/3.0) * nu**(-7.0/3.0)) | |
return xksq | |
def _initial_nodes(n): | |
"""Initial guesses for the Hermite roots | |
Computes an initial approximation to the non-negative | |
roots :math:`x_k` of the Hermite polynomial :math:`H_n` | |
of order :math:`n`. The Tricomi and Gatteschi initial | |
guesses are used in the region where they are accurate. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
Returns | |
------- | |
xk : ndarray | |
Approximate roots | |
See Also | |
-------- | |
roots_hermite_asy | |
""" | |
# Turnover point | |
# linear polynomial fit to error of 10, 25, 40, ..., 1000 point rules | |
fit = 0.49082003*n - 4.37859653 | |
turnover = around(fit).astype(int) | |
# Compute all approximations | |
ia = arange(1, int(floor(n*0.5)+1)) | |
ib = ia[::-1] | |
xasq = _initial_nodes_a(n, ia[:turnover+1]) | |
xbsq = _initial_nodes_b(n, ib[turnover+1:]) | |
# Combine | |
iv = sqrt(hstack([xasq, xbsq])) | |
# Central node is always zero | |
if n % 2 == 1: | |
iv = hstack([0.0, iv]) | |
return iv | |
def _pbcf(n, theta): | |
r"""Asymptotic series expansion of parabolic cylinder function | |
The implementation is based on sections 3.2 and 3.3 from the | |
original paper. Compared to the published version this code | |
adds one more term to the asymptotic series. The detailed | |
formulas can be found at [parabolic-asymptotics]_. The evaluation | |
is done in a transformed variable :math:`\theta := \arccos(t)` | |
where :math:`t := x / \mu` and :math:`\mu := \sqrt{2n + 1}`. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
theta : ndarray | |
Transformed position variable | |
Returns | |
------- | |
U : ndarray | |
Value of the parabolic cylinder function :math:`U(a, \theta)`. | |
Ud : ndarray | |
Value of the derivative :math:`U^{\prime}(a, \theta)` of | |
the parabolic cylinder function. | |
See Also | |
-------- | |
roots_hermite_asy | |
References | |
---------- | |
.. [parabolic-asymptotics] | |
https://dlmf.nist.gov/12.10#vii | |
""" | |
st = sin(theta) | |
ct = cos(theta) | |
# https://dlmf.nist.gov/12.10#vii | |
mu = 2.0*n + 1.0 | |
# https://dlmf.nist.gov/12.10#E23 | |
eta = 0.5*theta - 0.5*st*ct | |
# https://dlmf.nist.gov/12.10#E39 | |
zeta = -(3.0*eta/2.0) ** (2.0/3.0) | |
# https://dlmf.nist.gov/12.10#E40 | |
phi = (-zeta / st**2) ** (0.25) | |
# Coefficients | |
# https://dlmf.nist.gov/12.10#E43 | |
a0 = 1.0 | |
a1 = 0.10416666666666666667 | |
a2 = 0.08355034722222222222 | |
a3 = 0.12822657455632716049 | |
a4 = 0.29184902646414046425 | |
a5 = 0.88162726744375765242 | |
b0 = 1.0 | |
b1 = -0.14583333333333333333 | |
b2 = -0.09874131944444444444 | |
b3 = -0.14331205391589506173 | |
b4 = -0.31722720267841354810 | |
b5 = -0.94242914795712024914 | |
# Polynomials | |
# https://dlmf.nist.gov/12.10#E9 | |
# https://dlmf.nist.gov/12.10#E10 | |
ctp = ct ** arange(16).reshape((-1,1)) | |
u0 = 1.0 | |
u1 = (1.0*ctp[3,:] - 6.0*ct) / 24.0 | |
u2 = (-9.0*ctp[4,:] + 249.0*ctp[2,:] + 145.0) / 1152.0 | |
u3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 28287.0*ctp[5,:] | |
- 151995.0*ctp[3,:] - 259290.0*ct) / 414720.0 | |
u4 = (72756.0*ctp[10,:] - 321339.0*ctp[8,:] - 154982.0*ctp[6,:] | |
+ 50938215.0*ctp[4,:] + 122602962.0*ctp[2,:] + 12773113.0) / 39813120.0 | |
u5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 1994971575.0*ctp[11,:] | |
- 3630137104.0*ctp[9,:] + 4433574213.0*ctp[7,:] - 37370295816.0*ctp[5,:] | |
- 119582875013.0*ctp[3,:] - 34009066266.0*ct) / 6688604160.0 | |
v0 = 1.0 | |
v1 = (1.0*ctp[3,:] + 6.0*ct) / 24.0 | |
v2 = (15.0*ctp[4,:] - 327.0*ctp[2,:] - 143.0) / 1152.0 | |
v3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 36387.0*ctp[5,:] | |
+ 238425.0*ctp[3,:] + 259290.0*ct) / 414720.0 | |
v4 = (-121260.0*ctp[10,:] + 551733.0*ctp[8,:] - 151958.0*ctp[6,:] | |
- 57484425.0*ctp[4,:] - 132752238.0*ctp[2,:] - 12118727) / 39813120.0 | |
v5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 2025529095.0*ctp[11,:] | |
- 3750839308.0*ctp[9,:] + 3832454253.0*ctp[7,:] + 35213253348.0*ctp[5,:] | |
+ 130919230435.0*ctp[3,:] + 34009066266*ct) / 6688604160.0 | |
# Airy Evaluation (Bi and Bip unused) | |
Ai, Aip, Bi, Bip = airy(mu**(4.0/6.0) * zeta) | |
# Prefactor for U | |
P = 2.0*sqrt(pi) * mu**(1.0/6.0) * phi | |
# Terms for U | |
# https://dlmf.nist.gov/12.10#E42 | |
phip = phi ** arange(6, 31, 6).reshape((-1,1)) | |
A0 = b0*u0 | |
A1 = (b2*u0 + phip[0,:]*b1*u1 + phip[1,:]*b0*u2) / zeta**3 | |
A2 = (b4*u0 + phip[0,:]*b3*u1 + phip[1,:]*b2*u2 + phip[2,:]*b1*u3 | |
+ phip[3,:]*b0*u4) / zeta**6 | |
B0 = -(a1*u0 + phip[0,:]*a0*u1) / zeta**2 | |
B1 = -(a3*u0 + phip[0,:]*a2*u1 + phip[1,:]*a1*u2 + phip[2,:]*a0*u3) / zeta**5 | |
B2 = -(a5*u0 + phip[0,:]*a4*u1 + phip[1,:]*a3*u2 + phip[2,:]*a2*u3 | |
+ phip[3,:]*a1*u4 + phip[4,:]*a0*u5) / zeta**8 | |
# U | |
# https://dlmf.nist.gov/12.10#E35 | |
U = P * (Ai * (A0 + A1/mu**2.0 + A2/mu**4.0) + | |
Aip * (B0 + B1/mu**2.0 + B2/mu**4.0) / mu**(8.0/6.0)) | |
# Prefactor for derivative of U | |
Pd = sqrt(2.0*pi) * mu**(2.0/6.0) / phi | |
# Terms for derivative of U | |
# https://dlmf.nist.gov/12.10#E46 | |
C0 = -(b1*v0 + phip[0,:]*b0*v1) / zeta | |
C1 = -(b3*v0 + phip[0,:]*b2*v1 + phip[1,:]*b1*v2 + phip[2,:]*b0*v3) / zeta**4 | |
C2 = -(b5*v0 + phip[0,:]*b4*v1 + phip[1,:]*b3*v2 + phip[2,:]*b2*v3 | |
+ phip[3,:]*b1*v4 + phip[4,:]*b0*v5) / zeta**7 | |
D0 = a0*v0 | |
D1 = (a2*v0 + phip[0,:]*a1*v1 + phip[1,:]*a0*v2) / zeta**3 | |
D2 = (a4*v0 + phip[0,:]*a3*v1 + phip[1,:]*a2*v2 + phip[2,:]*a1*v3 | |
+ phip[3,:]*a0*v4) / zeta**6 | |
# Derivative of U | |
# https://dlmf.nist.gov/12.10#E36 | |
Ud = Pd * (Ai * (C0 + C1/mu**2.0 + C2/mu**4.0) / mu**(4.0/6.0) + | |
Aip * (D0 + D1/mu**2.0 + D2/mu**4.0)) | |
return U, Ud | |
def _newton(n, x_initial, maxit=5): | |
"""Newton iteration for polishing the asymptotic approximation | |
to the zeros of the Hermite polynomials. | |
Parameters | |
---------- | |
n : int | |
Quadrature order | |
x_initial : ndarray | |
Initial guesses for the roots | |
maxit : int | |
Maximal number of Newton iterations. | |
The default 5 is sufficient, usually | |
only one or two steps are needed. | |
Returns | |
------- | |
nodes : ndarray | |
Quadrature nodes | |
weights : ndarray | |
Quadrature weights | |
See Also | |
-------- | |
roots_hermite_asy | |
""" | |
# Variable transformation | |
mu = sqrt(2.0*n + 1.0) | |
t = x_initial / mu | |
theta = arccos(t) | |
# Newton iteration | |
for i in range(maxit): | |
u, ud = _pbcf(n, theta) | |
dtheta = u / (sqrt(2.0) * mu * sin(theta) * ud) | |
theta = theta + dtheta | |
if max(abs(dtheta)) < 1e-14: | |
break | |
# Undo variable transformation | |
x = mu * cos(theta) | |
# Central node is always zero | |
if n % 2 == 1: | |
x[0] = 0.0 | |
# Compute weights | |
w = exp(-x**2) / (2.0*ud**2) | |
return x, w | |
def _roots_hermite_asy(n): | |
r"""Gauss-Hermite (physicist's) quadrature for large n. | |
Computes the sample points and weights for Gauss-Hermite quadrature. | |
The sample points are the roots of the nth degree Hermite polynomial, | |
:math:`H_n(x)`. These sample points and weights correctly integrate | |
polynomials of degree :math:`2n - 1` or less over the interval | |
:math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2}`. | |
This method relies on asymptotic expansions which work best for n > 150. | |
The algorithm has linear runtime making computation for very large n | |
feasible. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
Returns | |
------- | |
nodes : ndarray | |
Quadrature nodes | |
weights : ndarray | |
Quadrature weights | |
See Also | |
-------- | |
roots_hermite | |
References | |
---------- | |
.. [townsend.trogdon.olver-2014] | |
Townsend, A. and Trogdon, T. and Olver, S. (2014) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. :arXiv:`1410.5286`. | |
.. [townsend.trogdon.olver-2015] | |
Townsend, A. and Trogdon, T. and Olver, S. (2015) | |
*Fast computation of Gauss quadrature nodes and | |
weights on the whole real line*. | |
IMA Journal of Numerical Analysis | |
:doi:`10.1093/imanum/drv002`. | |
""" | |
iv = _initial_nodes(n) | |
nodes, weights = _newton(n, iv) | |
# Combine with negative parts | |
if n % 2 == 0: | |
nodes = hstack([-nodes[::-1], nodes]) | |
weights = hstack([weights[::-1], weights]) | |
else: | |
nodes = hstack([-nodes[-1:0:-1], nodes]) | |
weights = hstack([weights[-1:0:-1], weights]) | |
# Scale weights | |
weights *= sqrt(pi) / sum(weights) | |
return nodes, weights | |
def hermite(n, monic=False): | |
r"""Physicist's Hermite polynomial. | |
Defined by | |
.. math:: | |
H_n(x) = (-1)^ne^{x^2}\frac{d^n}{dx^n}e^{-x^2}; | |
:math:`H_n` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
H : orthopoly1d | |
Hermite polynomial. | |
Notes | |
----- | |
The polynomials :math:`H_n` are orthogonal over :math:`(-\infty, | |
\infty)` with weight function :math:`e^{-x^2}`. | |
Examples | |
-------- | |
>>> from scipy import special | |
>>> import matplotlib.pyplot as plt | |
>>> import numpy as np | |
>>> p_monic = special.hermite(3, monic=True) | |
>>> p_monic | |
poly1d([ 1. , 0. , -1.5, 0. ]) | |
>>> p_monic(1) | |
-0.49999999999999983 | |
>>> x = np.linspace(-3, 3, 400) | |
>>> y = p_monic(x) | |
>>> plt.plot(x, y) | |
>>> plt.title("Monic Hermite polynomial of degree 3") | |
>>> plt.xlabel("x") | |
>>> plt.ylabel("H_3(x)") | |
>>> plt.show() | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_hermite(n1) | |
def wfunc(x): | |
return exp(-x * x) | |
if n == 0: | |
x, w = [], [] | |
hn = 2**n * _gam(n + 1) * sqrt(pi) | |
kn = 2**n | |
p = orthopoly1d(x, w, hn, kn, wfunc, (-inf, inf), monic, | |
lambda x: _ufuncs.eval_hermite(n, x)) | |
return p | |
# Hermite 2 He_n(x) | |
def roots_hermitenorm(n, mu=False): | |
r"""Gauss-Hermite (statistician's) quadrature. | |
Compute the sample points and weights for Gauss-Hermite | |
quadrature. The sample points are the roots of the nth degree | |
Hermite polynomial, :math:`He_n(x)`. These sample points and | |
weights correctly integrate polynomials of degree :math:`2n - 1` | |
or less over the interval :math:`[-\infty, \infty]` with weight | |
function :math:`w(x) = e^{-x^2/2}`. See 22.2.15 in [AS]_ for more | |
details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
numpy.polynomial.hermite_e.hermegauss | |
Notes | |
----- | |
For small n up to 150 a modified version of the Golub-Welsch | |
algorithm is used. Nodes are computed from the eigenvalue | |
problem and improved by one step of a Newton iteration. | |
The weights are computed from the well-known analytical formula. | |
For n larger than 150 an optimal asymptotic algorithm is used | |
which computes nodes and weights in a numerical stable manner. | |
The algorithm has linear runtime making computation for very | |
large n (several thousand or more) feasible. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
mu0 = np.sqrt(2.0*np.pi) | |
if n <= 150: | |
def an_func(k): | |
return 0.0 * k | |
def bn_func(k): | |
return np.sqrt(k) | |
f = _ufuncs.eval_hermitenorm | |
def df(n, x): | |
return n * _ufuncs.eval_hermitenorm(n - 1, x) | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu) | |
else: | |
nodes, weights = _roots_hermite_asy(m) | |
# Transform | |
nodes *= sqrt(2) | |
weights *= sqrt(2) | |
if mu: | |
return nodes, weights, mu0 | |
else: | |
return nodes, weights | |
def hermitenorm(n, monic=False): | |
r"""Normalized (probabilist's) Hermite polynomial. | |
Defined by | |
.. math:: | |
He_n(x) = (-1)^ne^{x^2/2}\frac{d^n}{dx^n}e^{-x^2/2}; | |
:math:`He_n` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
He : orthopoly1d | |
Hermite polynomial. | |
Notes | |
----- | |
The polynomials :math:`He_n` are orthogonal over :math:`(-\infty, | |
\infty)` with weight function :math:`e^{-x^2/2}`. | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_hermitenorm(n1) | |
def wfunc(x): | |
return exp(-x * x / 2.0) | |
if n == 0: | |
x, w = [], [] | |
hn = sqrt(2 * pi) * _gam(n + 1) | |
kn = 1.0 | |
p = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(-inf, inf), monic=monic, | |
eval_func=lambda x: _ufuncs.eval_hermitenorm(n, x)) | |
return p | |
# The remainder of the polynomials can be derived from the ones above. | |
# Ultraspherical (Gegenbauer) C^(alpha)_n(x) | |
def roots_gegenbauer(n, alpha, mu=False): | |
r"""Gauss-Gegenbauer quadrature. | |
Compute the sample points and weights for Gauss-Gegenbauer | |
quadrature. The sample points are the roots of the nth degree | |
Gegenbauer polynomial, :math:`C^{\alpha}_n(x)`. These sample | |
points and weights correctly integrate polynomials of degree | |
:math:`2n - 1` or less over the interval :math:`[-1, 1]` with | |
weight function :math:`w(x) = (1 - x^2)^{\alpha - 1/2}`. See | |
22.2.3 in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
alpha : float | |
alpha must be > -0.5 | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
if alpha < -0.5: | |
raise ValueError("alpha must be greater than -0.5.") | |
elif alpha == 0.0: | |
# C(n,0,x) == 0 uniformly, however, as alpha->0, C(n,alpha,x)->T(n,x) | |
# strictly, we should just error out here, since the roots are not | |
# really defined, but we used to return something useful, so let's | |
# keep doing so. | |
return roots_chebyt(n, mu) | |
if alpha <= 170: | |
mu0 = (np.sqrt(np.pi) * _ufuncs.gamma(alpha + 0.5)) \ | |
/ _ufuncs.gamma(alpha + 1) | |
else: | |
# For large alpha we use a Taylor series expansion around inf, | |
# expressed as a 6th order polynomial of a^-1 and using Horner's | |
# method to minimize computation and maximize precision | |
inv_alpha = 1. / alpha | |
coeffs = np.array([0.000207186, -0.00152206, -0.000640869, | |
0.00488281, 0.0078125, -0.125, 1.]) | |
mu0 = coeffs[0] | |
for term in range(1, len(coeffs)): | |
mu0 = mu0 * inv_alpha + coeffs[term] | |
mu0 = mu0 * np.sqrt(np.pi / alpha) | |
def an_func(k): | |
return 0.0 * k | |
def bn_func(k): | |
return np.sqrt(k * (k + 2 * alpha - 1) / (4 * (k + alpha) * (k + alpha - 1))) | |
def f(n, x): | |
return _ufuncs.eval_gegenbauer(n, alpha, x) | |
def df(n, x): | |
return ( | |
-n * x * _ufuncs.eval_gegenbauer(n, alpha, x) | |
+ (n + 2 * alpha - 1) * _ufuncs.eval_gegenbauer(n - 1, alpha, x) | |
) / (1 - x ** 2) | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu) | |
def gegenbauer(n, alpha, monic=False): | |
r"""Gegenbauer (ultraspherical) polynomial. | |
Defined to be the solution of | |
.. math:: | |
(1 - x^2)\frac{d^2}{dx^2}C_n^{(\alpha)} | |
- (2\alpha + 1)x\frac{d}{dx}C_n^{(\alpha)} | |
+ n(n + 2\alpha)C_n^{(\alpha)} = 0 | |
for :math:`\alpha > -1/2`; :math:`C_n^{(\alpha)}` is a polynomial | |
of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
alpha : float | |
Parameter, must be greater than -0.5. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
C : orthopoly1d | |
Gegenbauer polynomial. | |
Notes | |
----- | |
The polynomials :math:`C_n^{(\alpha)}` are orthogonal over | |
:math:`[-1,1]` with weight function :math:`(1 - x^2)^{(\alpha - | |
1/2)}`. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import special | |
>>> import matplotlib.pyplot as plt | |
We can initialize a variable ``p`` as a Gegenbauer polynomial using the | |
`gegenbauer` function and evaluate at a point ``x = 1``. | |
>>> p = special.gegenbauer(3, 0.5, monic=False) | |
>>> p | |
poly1d([ 2.5, 0. , -1.5, 0. ]) | |
>>> p(1) | |
1.0 | |
To evaluate ``p`` at various points ``x`` in the interval ``(-3, 3)``, | |
simply pass an array ``x`` to ``p`` as follows: | |
>>> x = np.linspace(-3, 3, 400) | |
>>> y = p(x) | |
We can then visualize ``x, y`` using `matplotlib.pyplot`. | |
>>> fig, ax = plt.subplots() | |
>>> ax.plot(x, y) | |
>>> ax.set_title("Gegenbauer (ultraspherical) polynomial of degree 3") | |
>>> ax.set_xlabel("x") | |
>>> ax.set_ylabel("G_3(x)") | |
>>> plt.show() | |
""" | |
base = jacobi(n, alpha - 0.5, alpha - 0.5, monic=monic) | |
if monic: | |
return base | |
# Abrahmowitz and Stegan 22.5.20 | |
factor = (_gam(2*alpha + n) * _gam(alpha + 0.5) / | |
_gam(2*alpha) / _gam(alpha + 0.5 + n)) | |
base._scale(factor) | |
base.__dict__['_eval_func'] = lambda x: _ufuncs.eval_gegenbauer(float(n), | |
alpha, x) | |
return base | |
# Chebyshev of the first kind: T_n(x) = | |
# n! sqrt(pi) / _gam(n+1./2)* P^(-1/2,-1/2)_n(x) | |
# Computed anew. | |
def roots_chebyt(n, mu=False): | |
r"""Gauss-Chebyshev (first kind) quadrature. | |
Computes the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
Chebyshev polynomial of the first kind, :math:`T_n(x)`. These | |
sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[-1, 1]` | |
with weight function :math:`w(x) = 1/\sqrt{1 - x^2}`. See 22.2.4 | |
in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
numpy.polynomial.chebyshev.chebgauss | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError('n must be a positive integer.') | |
x = _ufuncs._sinpi(np.arange(-m + 1, m, 2) / (2*m)) | |
w = np.full_like(x, pi/m) | |
if mu: | |
return x, w, pi | |
else: | |
return x, w | |
def chebyt(n, monic=False): | |
r"""Chebyshev polynomial of the first kind. | |
Defined to be the solution of | |
.. math:: | |
(1 - x^2)\frac{d^2}{dx^2}T_n - x\frac{d}{dx}T_n + n^2T_n = 0; | |
:math:`T_n` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
T : orthopoly1d | |
Chebyshev polynomial of the first kind. | |
See Also | |
-------- | |
chebyu : Chebyshev polynomial of the second kind. | |
Notes | |
----- | |
The polynomials :math:`T_n` are orthogonal over :math:`[-1, 1]` | |
with weight function :math:`(1 - x^2)^{-1/2}`. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
Examples | |
-------- | |
Chebyshev polynomials of the first kind of order :math:`n` can | |
be obtained as the determinant of specific :math:`n \times n` | |
matrices. As an example we can check how the points obtained from | |
the determinant of the following :math:`3 \times 3` matrix | |
lay exactly on :math:`T_3`: | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy.linalg import det | |
>>> from scipy.special import chebyt | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-2.0, 2.0) | |
>>> ax.set_title(r'Chebyshev polynomial $T_3$') | |
>>> ax.plot(x, chebyt(3)(x), label=rf'$T_3$') | |
>>> for p in np.arange(-1.0, 1.0, 0.1): | |
... ax.plot(p, | |
... det(np.array([[p, 1, 0], [1, 2*p, 1], [0, 1, 2*p]])), | |
... 'rx') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
They are also related to the Jacobi Polynomials | |
:math:`P_n^{(-0.5, -0.5)}` through the relation: | |
.. math:: | |
P_n^{(-0.5, -0.5)}(x) = \frac{1}{4^n} \binom{2n}{n} T_n(x) | |
Let's verify it for :math:`n = 3`: | |
>>> from scipy.special import binom | |
>>> from scipy.special import jacobi | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> np.allclose(jacobi(3, -0.5, -0.5)(x), | |
... 1/64 * binom(6, 3) * chebyt(3)(x)) | |
True | |
We can plot the Chebyshev polynomials :math:`T_n` for some values | |
of :math:`n`: | |
>>> x = np.arange(-1.5, 1.5, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-4.0, 4.0) | |
>>> ax.set_title(r'Chebyshev polynomials $T_n$') | |
>>> for n in np.arange(2,5): | |
... ax.plot(x, chebyt(n)(x), label=rf'$T_n={n}$') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
def wfunc(x): | |
return 1.0 / sqrt(1 - x * x) | |
if n == 0: | |
return orthopoly1d([], [], pi, 1.0, wfunc, (-1, 1), monic, | |
lambda x: _ufuncs.eval_chebyt(n, x)) | |
n1 = n | |
x, w, mu = roots_chebyt(n1, mu=True) | |
hn = pi / 2 | |
kn = 2**(n - 1) | |
p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic, | |
lambda x: _ufuncs.eval_chebyt(n, x)) | |
return p | |
# Chebyshev of the second kind | |
# U_n(x) = (n+1)! sqrt(pi) / (2*_gam(n+3./2)) * P^(1/2,1/2)_n(x) | |
def roots_chebyu(n, mu=False): | |
r"""Gauss-Chebyshev (second kind) quadrature. | |
Computes the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
Chebyshev polynomial of the second kind, :math:`U_n(x)`. These | |
sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[-1, 1]` | |
with weight function :math:`w(x) = \sqrt{1 - x^2}`. See 22.2.5 in | |
[AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError('n must be a positive integer.') | |
t = np.arange(m, 0, -1) * pi / (m + 1) | |
x = np.cos(t) | |
w = pi * np.sin(t)**2 / (m + 1) | |
if mu: | |
return x, w, pi / 2 | |
else: | |
return x, w | |
def chebyu(n, monic=False): | |
r"""Chebyshev polynomial of the second kind. | |
Defined to be the solution of | |
.. math:: | |
(1 - x^2)\frac{d^2}{dx^2}U_n - 3x\frac{d}{dx}U_n | |
+ n(n + 2)U_n = 0; | |
:math:`U_n` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
U : orthopoly1d | |
Chebyshev polynomial of the second kind. | |
See Also | |
-------- | |
chebyt : Chebyshev polynomial of the first kind. | |
Notes | |
----- | |
The polynomials :math:`U_n` are orthogonal over :math:`[-1, 1]` | |
with weight function :math:`(1 - x^2)^{1/2}`. | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
Examples | |
-------- | |
Chebyshev polynomials of the second kind of order :math:`n` can | |
be obtained as the determinant of specific :math:`n \times n` | |
matrices. As an example we can check how the points obtained from | |
the determinant of the following :math:`3 \times 3` matrix | |
lay exactly on :math:`U_3`: | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy.linalg import det | |
>>> from scipy.special import chebyu | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-2.0, 2.0) | |
>>> ax.set_title(r'Chebyshev polynomial $U_3$') | |
>>> ax.plot(x, chebyu(3)(x), label=rf'$U_3$') | |
>>> for p in np.arange(-1.0, 1.0, 0.1): | |
... ax.plot(p, | |
... det(np.array([[2*p, 1, 0], [1, 2*p, 1], [0, 1, 2*p]])), | |
... 'rx') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
They satisfy the recurrence relation: | |
.. math:: | |
U_{2n-1}(x) = 2 T_n(x)U_{n-1}(x) | |
where the :math:`T_n` are the Chebyshev polynomial of the first kind. | |
Let's verify it for :math:`n = 2`: | |
>>> from scipy.special import chebyt | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> np.allclose(chebyu(3)(x), 2 * chebyt(2)(x) * chebyu(1)(x)) | |
True | |
We can plot the Chebyshev polynomials :math:`U_n` for some values | |
of :math:`n`: | |
>>> x = np.arange(-1.0, 1.0, 0.01) | |
>>> fig, ax = plt.subplots() | |
>>> ax.set_ylim(-1.5, 1.5) | |
>>> ax.set_title(r'Chebyshev polynomials $U_n$') | |
>>> for n in np.arange(1,5): | |
... ax.plot(x, chebyu(n)(x), label=rf'$U_n={n}$') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
base = jacobi(n, 0.5, 0.5, monic=monic) | |
if monic: | |
return base | |
factor = sqrt(pi) / 2.0 * _gam(n + 2) / _gam(n + 1.5) | |
base._scale(factor) | |
return base | |
# Chebyshev of the first kind C_n(x) | |
def roots_chebyc(n, mu=False): | |
r"""Gauss-Chebyshev (first kind) quadrature. | |
Compute the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
Chebyshev polynomial of the first kind, :math:`C_n(x)`. These | |
sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[-2, 2]` | |
with weight function :math:`w(x) = 1 / \sqrt{1 - (x/2)^2}`. See | |
22.2.6 in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
x, w, m = roots_chebyt(n, True) | |
x *= 2 | |
w *= 2 | |
m *= 2 | |
if mu: | |
return x, w, m | |
else: | |
return x, w | |
def chebyc(n, monic=False): | |
r"""Chebyshev polynomial of the first kind on :math:`[-2, 2]`. | |
Defined as :math:`C_n(x) = 2T_n(x/2)`, where :math:`T_n` is the | |
nth Chebychev polynomial of the first kind. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
C : orthopoly1d | |
Chebyshev polynomial of the first kind on :math:`[-2, 2]`. | |
See Also | |
-------- | |
chebyt : Chebyshev polynomial of the first kind. | |
Notes | |
----- | |
The polynomials :math:`C_n(x)` are orthogonal over :math:`[-2, 2]` | |
with weight function :math:`1/\sqrt{1 - (x/2)^2}`. | |
References | |
---------- | |
.. [1] Abramowitz and Stegun, "Handbook of Mathematical Functions" | |
Section 22. National Bureau of Standards, 1972. | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_chebyc(n1) | |
if n == 0: | |
x, w = [], [] | |
hn = 4 * pi * ((n == 0) + 1) | |
kn = 1.0 | |
p = orthopoly1d(x, w, hn, kn, | |
wfunc=lambda x: 1.0 / sqrt(1 - x * x / 4.0), | |
limits=(-2, 2), monic=monic) | |
if not monic: | |
p._scale(2.0 / p(2)) | |
p.__dict__['_eval_func'] = lambda x: _ufuncs.eval_chebyc(n, x) | |
return p | |
# Chebyshev of the second kind S_n(x) | |
def roots_chebys(n, mu=False): | |
r"""Gauss-Chebyshev (second kind) quadrature. | |
Compute the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
Chebyshev polynomial of the second kind, :math:`S_n(x)`. These | |
sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[-2, 2]` | |
with weight function :math:`w(x) = \sqrt{1 - (x/2)^2}`. See 22.2.7 | |
in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
x, w, m = roots_chebyu(n, True) | |
x *= 2 | |
w *= 2 | |
m *= 2 | |
if mu: | |
return x, w, m | |
else: | |
return x, w | |
def chebys(n, monic=False): | |
r"""Chebyshev polynomial of the second kind on :math:`[-2, 2]`. | |
Defined as :math:`S_n(x) = U_n(x/2)` where :math:`U_n` is the | |
nth Chebychev polynomial of the second kind. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
S : orthopoly1d | |
Chebyshev polynomial of the second kind on :math:`[-2, 2]`. | |
See Also | |
-------- | |
chebyu : Chebyshev polynomial of the second kind | |
Notes | |
----- | |
The polynomials :math:`S_n(x)` are orthogonal over :math:`[-2, 2]` | |
with weight function :math:`\sqrt{1 - (x/2)}^2`. | |
References | |
---------- | |
.. [1] Abramowitz and Stegun, "Handbook of Mathematical Functions" | |
Section 22. National Bureau of Standards, 1972. | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_chebys(n1) | |
if n == 0: | |
x, w = [], [] | |
hn = pi | |
kn = 1.0 | |
p = orthopoly1d(x, w, hn, kn, | |
wfunc=lambda x: sqrt(1 - x * x / 4.0), | |
limits=(-2, 2), monic=monic) | |
if not monic: | |
factor = (n + 1.0) / p(2) | |
p._scale(factor) | |
p.__dict__['_eval_func'] = lambda x: _ufuncs.eval_chebys(n, x) | |
return p | |
# Shifted Chebyshev of the first kind T^*_n(x) | |
def roots_sh_chebyt(n, mu=False): | |
r"""Gauss-Chebyshev (first kind, shifted) quadrature. | |
Compute the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
shifted Chebyshev polynomial of the first kind, :math:`T_n(x)`. | |
These sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[0, 1]` | |
with weight function :math:`w(x) = 1/\sqrt{x - x^2}`. See 22.2.8 | |
in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
xw = roots_chebyt(n, mu) | |
return ((xw[0] + 1) / 2,) + xw[1:] | |
def sh_chebyt(n, monic=False): | |
r"""Shifted Chebyshev polynomial of the first kind. | |
Defined as :math:`T^*_n(x) = T_n(2x - 1)` for :math:`T_n` the nth | |
Chebyshev polynomial of the first kind. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
T : orthopoly1d | |
Shifted Chebyshev polynomial of the first kind. | |
Notes | |
----- | |
The polynomials :math:`T^*_n` are orthogonal over :math:`[0, 1]` | |
with weight function :math:`(x - x^2)^{-1/2}`. | |
""" | |
base = sh_jacobi(n, 0.0, 0.5, monic=monic) | |
if monic: | |
return base | |
if n > 0: | |
factor = 4**n / 2.0 | |
else: | |
factor = 1.0 | |
base._scale(factor) | |
return base | |
# Shifted Chebyshev of the second kind U^*_n(x) | |
def roots_sh_chebyu(n, mu=False): | |
r"""Gauss-Chebyshev (second kind, shifted) quadrature. | |
Computes the sample points and weights for Gauss-Chebyshev | |
quadrature. The sample points are the roots of the nth degree | |
shifted Chebyshev polynomial of the second kind, :math:`U_n(x)`. | |
These sample points and weights correctly integrate polynomials of | |
degree :math:`2n - 1` or less over the interval :math:`[0, 1]` | |
with weight function :math:`w(x) = \sqrt{x - x^2}`. See 22.2.9 in | |
[AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
x, w, m = roots_chebyu(n, True) | |
x = (x + 1) / 2 | |
m_us = _ufuncs.beta(1.5, 1.5) | |
w *= m_us / m | |
if mu: | |
return x, w, m_us | |
else: | |
return x, w | |
def sh_chebyu(n, monic=False): | |
r"""Shifted Chebyshev polynomial of the second kind. | |
Defined as :math:`U^*_n(x) = U_n(2x - 1)` for :math:`U_n` the nth | |
Chebyshev polynomial of the second kind. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
U : orthopoly1d | |
Shifted Chebyshev polynomial of the second kind. | |
Notes | |
----- | |
The polynomials :math:`U^*_n` are orthogonal over :math:`[0, 1]` | |
with weight function :math:`(x - x^2)^{1/2}`. | |
""" | |
base = sh_jacobi(n, 2.0, 1.5, monic=monic) | |
if monic: | |
return base | |
factor = 4**n | |
base._scale(factor) | |
return base | |
# Legendre | |
def roots_legendre(n, mu=False): | |
r"""Gauss-Legendre quadrature. | |
Compute the sample points and weights for Gauss-Legendre | |
quadrature [GL]_. The sample points are the roots of the nth degree | |
Legendre polynomial :math:`P_n(x)`. These sample points and | |
weights correctly integrate polynomials of degree :math:`2n - 1` | |
or less over the interval :math:`[-1, 1]` with weight function | |
:math:`w(x) = 1`. See 2.2.10 in [AS]_ for more details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
numpy.polynomial.legendre.leggauss | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
.. [GL] Gauss-Legendre quadrature, Wikipedia, | |
https://en.wikipedia.org/wiki/Gauss%E2%80%93Legendre_quadrature | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy.special import roots_legendre, eval_legendre | |
>>> roots, weights = roots_legendre(9) | |
``roots`` holds the roots, and ``weights`` holds the weights for | |
Gauss-Legendre quadrature. | |
>>> roots | |
array([-0.96816024, -0.83603111, -0.61337143, -0.32425342, 0. , | |
0.32425342, 0.61337143, 0.83603111, 0.96816024]) | |
>>> weights | |
array([0.08127439, 0.18064816, 0.2606107 , 0.31234708, 0.33023936, | |
0.31234708, 0.2606107 , 0.18064816, 0.08127439]) | |
Verify that we have the roots by evaluating the degree 9 Legendre | |
polynomial at ``roots``. All the values are approximately zero: | |
>>> eval_legendre(9, roots) | |
array([-8.88178420e-16, -2.22044605e-16, 1.11022302e-16, 1.11022302e-16, | |
0.00000000e+00, -5.55111512e-17, -1.94289029e-16, 1.38777878e-16, | |
-8.32667268e-17]) | |
Here we'll show how the above values can be used to estimate the | |
integral from 1 to 2 of f(t) = t + 1/t with Gauss-Legendre | |
quadrature [GL]_. First define the function and the integration | |
limits. | |
>>> def f(t): | |
... return t + 1/t | |
... | |
>>> a = 1 | |
>>> b = 2 | |
We'll use ``integral(f(t), t=a, t=b)`` to denote the definite integral | |
of f from t=a to t=b. The sample points in ``roots`` are from the | |
interval [-1, 1], so we'll rewrite the integral with the simple change | |
of variable:: | |
x = 2/(b - a) * t - (a + b)/(b - a) | |
with inverse:: | |
t = (b - a)/2 * x + (a + 2)/2 | |
Then:: | |
integral(f(t), a, b) = | |
(b - a)/2 * integral(f((b-a)/2*x + (a+b)/2), x=-1, x=1) | |
We can approximate the latter integral with the values returned | |
by `roots_legendre`. | |
Map the roots computed above from [-1, 1] to [a, b]. | |
>>> t = (b - a)/2 * roots + (a + b)/2 | |
Approximate the integral as the weighted sum of the function values. | |
>>> (b - a)/2 * f(t).dot(weights) | |
2.1931471805599276 | |
Compare that to the exact result, which is 3/2 + log(2): | |
>>> 1.5 + np.log(2) | |
2.1931471805599454 | |
""" | |
m = int(n) | |
if n < 1 or n != m: | |
raise ValueError("n must be a positive integer.") | |
mu0 = 2.0 | |
def an_func(k): | |
return 0.0 * k | |
def bn_func(k): | |
return k * np.sqrt(1.0 / (4 * k * k - 1)) | |
f = _ufuncs.eval_legendre | |
def df(n, x): | |
return (-n * x * _ufuncs.eval_legendre(n, x) | |
+ n * _ufuncs.eval_legendre(n - 1, x)) / (1 - x ** 2) | |
return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu) | |
def legendre(n, monic=False): | |
r"""Legendre polynomial. | |
Defined to be the solution of | |
.. math:: | |
\frac{d}{dx}\left[(1 - x^2)\frac{d}{dx}P_n(x)\right] | |
+ n(n + 1)P_n(x) = 0; | |
:math:`P_n(x)` is a polynomial of degree :math:`n`. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
P : orthopoly1d | |
Legendre polynomial. | |
Notes | |
----- | |
The polynomials :math:`P_n` are orthogonal over :math:`[-1, 1]` | |
with weight function 1. | |
Examples | |
-------- | |
Generate the 3rd-order Legendre polynomial 1/2*(5x^3 + 0x^2 - 3x + 0): | |
>>> from scipy.special import legendre | |
>>> legendre(3) | |
poly1d([ 2.5, 0. , -1.5, 0. ]) | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
if n == 0: | |
n1 = n + 1 | |
else: | |
n1 = n | |
x, w = roots_legendre(n1) | |
if n == 0: | |
x, w = [], [] | |
hn = 2.0 / (2 * n + 1) | |
kn = _gam(2 * n + 1) / _gam(n + 1)**2 / 2.0**n | |
p = orthopoly1d(x, w, hn, kn, wfunc=lambda x: 1.0, limits=(-1, 1), | |
monic=monic, | |
eval_func=lambda x: _ufuncs.eval_legendre(n, x)) | |
return p | |
# Shifted Legendre P^*_n(x) | |
def roots_sh_legendre(n, mu=False): | |
r"""Gauss-Legendre (shifted) quadrature. | |
Compute the sample points and weights for Gauss-Legendre | |
quadrature. The sample points are the roots of the nth degree | |
shifted Legendre polynomial :math:`P^*_n(x)`. These sample points | |
and weights correctly integrate polynomials of degree :math:`2n - | |
1` or less over the interval :math:`[0, 1]` with weight function | |
:math:`w(x) = 1.0`. See 2.2.11 in [AS]_ for details. | |
Parameters | |
---------- | |
n : int | |
quadrature order | |
mu : bool, optional | |
If True, return the sum of the weights, optional. | |
Returns | |
------- | |
x : ndarray | |
Sample points | |
w : ndarray | |
Weights | |
mu : float | |
Sum of the weights | |
See Also | |
-------- | |
scipy.integrate.quadrature | |
scipy.integrate.fixed_quad | |
References | |
---------- | |
.. [AS] Milton Abramowitz and Irene A. Stegun, eds. | |
Handbook of Mathematical Functions with Formulas, | |
Graphs, and Mathematical Tables. New York: Dover, 1972. | |
""" | |
x, w = roots_legendre(n) | |
x = (x + 1) / 2 | |
w /= 2 | |
if mu: | |
return x, w, 1.0 | |
else: | |
return x, w | |
def sh_legendre(n, monic=False): | |
r"""Shifted Legendre polynomial. | |
Defined as :math:`P^*_n(x) = P_n(2x - 1)` for :math:`P_n` the nth | |
Legendre polynomial. | |
Parameters | |
---------- | |
n : int | |
Degree of the polynomial. | |
monic : bool, optional | |
If `True`, scale the leading coefficient to be 1. Default is | |
`False`. | |
Returns | |
------- | |
P : orthopoly1d | |
Shifted Legendre polynomial. | |
Notes | |
----- | |
The polynomials :math:`P^*_n` are orthogonal over :math:`[0, 1]` | |
with weight function 1. | |
""" | |
if n < 0: | |
raise ValueError("n must be nonnegative.") | |
def wfunc(x): | |
return 0.0 * x + 1.0 | |
if n == 0: | |
return orthopoly1d([], [], 1.0, 1.0, wfunc, (0, 1), monic, | |
lambda x: _ufuncs.eval_sh_legendre(n, x)) | |
x, w = roots_sh_legendre(n) | |
hn = 1.0 / (2 * n + 1.0) | |
kn = _gam(2 * n + 1) / _gam(n + 1)**2 | |
p = orthopoly1d(x, w, hn, kn, wfunc, limits=(0, 1), monic=monic, | |
eval_func=lambda x: _ufuncs.eval_sh_legendre(n, x)) | |
return p | |
# Make the old root function names an alias for the new ones | |
_modattrs = globals() | |
for newfun, oldfun in _rootfuns_map.items(): | |
_modattrs[oldfun] = _modattrs[newfun] | |
__all__.append(oldfun) | |