peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/interpolate
/_bsplines.py
import operator | |
from math import prod | |
import numpy as np | |
from scipy._lib._util import normalize_axis_index | |
from scipy.linalg import (get_lapack_funcs, LinAlgError, | |
cholesky_banded, cho_solve_banded, | |
solve, solve_banded) | |
from scipy.optimize import minimize_scalar | |
from . import _bspl | |
from . import _fitpack_impl | |
from scipy.sparse import csr_array | |
from scipy.special import poch | |
from itertools import combinations | |
__all__ = ["BSpline", "make_interp_spline", "make_lsq_spline", | |
"make_smoothing_spline"] | |
def _get_dtype(dtype): | |
"""Return np.complex128 for complex dtypes, np.float64 otherwise.""" | |
if np.issubdtype(dtype, np.complexfloating): | |
return np.complex128 | |
else: | |
return np.float64 | |
def _as_float_array(x, check_finite=False): | |
"""Convert the input into a C contiguous float array. | |
NB: Upcasts half- and single-precision floats to double precision. | |
""" | |
x = np.ascontiguousarray(x) | |
dtyp = _get_dtype(x.dtype) | |
x = x.astype(dtyp, copy=False) | |
if check_finite and not np.isfinite(x).all(): | |
raise ValueError("Array must not contain infs or nans.") | |
return x | |
def _dual_poly(j, k, t, y): | |
""" | |
Dual polynomial of the B-spline B_{j,k,t} - | |
polynomial which is associated with B_{j,k,t}: | |
$p_{j,k}(y) = (y - t_{j+1})(y - t_{j+2})...(y - t_{j+k})$ | |
""" | |
if k == 0: | |
return 1 | |
return np.prod([(y - t[j + i]) for i in range(1, k + 1)]) | |
def _diff_dual_poly(j, k, y, d, t): | |
""" | |
d-th derivative of the dual polynomial $p_{j,k}(y)$ | |
""" | |
if d == 0: | |
return _dual_poly(j, k, t, y) | |
if d == k: | |
return poch(1, k) | |
comb = list(combinations(range(j + 1, j + k + 1), d)) | |
res = 0 | |
for i in range(len(comb) * len(comb[0])): | |
res += np.prod([(y - t[j + p]) for p in range(1, k + 1) | |
if (j + p) not in comb[i//d]]) | |
return res | |
class BSpline: | |
r"""Univariate spline in the B-spline basis. | |
.. math:: | |
S(x) = \sum_{j=0}^{n-1} c_j B_{j, k; t}(x) | |
where :math:`B_{j, k; t}` are B-spline basis functions of degree `k` | |
and knots `t`. | |
Parameters | |
---------- | |
t : ndarray, shape (n+k+1,) | |
knots | |
c : ndarray, shape (>=n, ...) | |
spline coefficients | |
k : int | |
B-spline degree | |
extrapolate : bool or 'periodic', optional | |
whether to extrapolate beyond the base interval, ``t[k] .. t[n]``, | |
or to return nans. | |
If True, extrapolates the first and last polynomial pieces of b-spline | |
functions active on the base interval. | |
If 'periodic', periodic extrapolation is used. | |
Default is True. | |
axis : int, optional | |
Interpolation axis. Default is zero. | |
Attributes | |
---------- | |
t : ndarray | |
knot vector | |
c : ndarray | |
spline coefficients | |
k : int | |
spline degree | |
extrapolate : bool | |
If True, extrapolates the first and last polynomial pieces of b-spline | |
functions active on the base interval. | |
axis : int | |
Interpolation axis. | |
tck : tuple | |
A read-only equivalent of ``(self.t, self.c, self.k)`` | |
Methods | |
------- | |
__call__ | |
basis_element | |
derivative | |
antiderivative | |
integrate | |
insert_knot | |
construct_fast | |
design_matrix | |
from_power_basis | |
Notes | |
----- | |
B-spline basis elements are defined via | |
.. math:: | |
B_{i, 0}(x) = 1, \textrm{if $t_i \le x < t_{i+1}$, otherwise $0$,} | |
B_{i, k}(x) = \frac{x - t_i}{t_{i+k} - t_i} B_{i, k-1}(x) | |
+ \frac{t_{i+k+1} - x}{t_{i+k+1} - t_{i+1}} B_{i+1, k-1}(x) | |
**Implementation details** | |
- At least ``k+1`` coefficients are required for a spline of degree `k`, | |
so that ``n >= k+1``. Additional coefficients, ``c[j]`` with | |
``j > n``, are ignored. | |
- B-spline basis elements of degree `k` form a partition of unity on the | |
*base interval*, ``t[k] <= x <= t[n]``. | |
Examples | |
-------- | |
Translating the recursive definition of B-splines into Python code, we have: | |
>>> def B(x, k, i, t): | |
... if k == 0: | |
... return 1.0 if t[i] <= x < t[i+1] else 0.0 | |
... if t[i+k] == t[i]: | |
... c1 = 0.0 | |
... else: | |
... c1 = (x - t[i])/(t[i+k] - t[i]) * B(x, k-1, i, t) | |
... if t[i+k+1] == t[i+1]: | |
... c2 = 0.0 | |
... else: | |
... c2 = (t[i+k+1] - x)/(t[i+k+1] - t[i+1]) * B(x, k-1, i+1, t) | |
... return c1 + c2 | |
>>> def bspline(x, t, c, k): | |
... n = len(t) - k - 1 | |
... assert (n >= k+1) and (len(c) >= n) | |
... return sum(c[i] * B(x, k, i, t) for i in range(n)) | |
Note that this is an inefficient (if straightforward) way to | |
evaluate B-splines --- this spline class does it in an equivalent, | |
but much more efficient way. | |
Here we construct a quadratic spline function on the base interval | |
``2 <= x <= 4`` and compare with the naive way of evaluating the spline: | |
>>> from scipy.interpolate import BSpline | |
>>> k = 2 | |
>>> t = [0, 1, 2, 3, 4, 5, 6] | |
>>> c = [-1, 2, 0, -1] | |
>>> spl = BSpline(t, c, k) | |
>>> spl(2.5) | |
array(1.375) | |
>>> bspline(2.5, t, c, k) | |
1.375 | |
Note that outside of the base interval results differ. This is because | |
`BSpline` extrapolates the first and last polynomial pieces of B-spline | |
functions active on the base interval. | |
>>> import matplotlib.pyplot as plt | |
>>> import numpy as np | |
>>> fig, ax = plt.subplots() | |
>>> xx = np.linspace(1.5, 4.5, 50) | |
>>> ax.plot(xx, [bspline(x, t, c ,k) for x in xx], 'r-', lw=3, label='naive') | |
>>> ax.plot(xx, spl(xx), 'b-', lw=4, alpha=0.7, label='BSpline') | |
>>> ax.grid(True) | |
>>> ax.legend(loc='best') | |
>>> plt.show() | |
References | |
---------- | |
.. [1] Tom Lyche and Knut Morken, Spline methods, | |
http://www.uio.no/studier/emner/matnat/ifi/INF-MAT5340/v05/undervisningsmateriale/ | |
.. [2] Carl de Boor, A practical guide to splines, Springer, 2001. | |
""" | |
def __init__(self, t, c, k, extrapolate=True, axis=0): | |
super().__init__() | |
self.k = operator.index(k) | |
self.c = np.asarray(c) | |
self.t = np.ascontiguousarray(t, dtype=np.float64) | |
if extrapolate == 'periodic': | |
self.extrapolate = extrapolate | |
else: | |
self.extrapolate = bool(extrapolate) | |
n = self.t.shape[0] - self.k - 1 | |
axis = normalize_axis_index(axis, self.c.ndim) | |
# Note that the normalized axis is stored in the object. | |
self.axis = axis | |
if axis != 0: | |
# roll the interpolation axis to be the first one in self.c | |
# More specifically, the target shape for self.c is (n, ...), | |
# and axis !=0 means that we have c.shape (..., n, ...) | |
# ^ | |
# axis | |
self.c = np.moveaxis(self.c, axis, 0) | |
if k < 0: | |
raise ValueError("Spline order cannot be negative.") | |
if self.t.ndim != 1: | |
raise ValueError("Knot vector must be one-dimensional.") | |
if n < self.k + 1: | |
raise ValueError("Need at least %d knots for degree %d" % | |
(2*k + 2, k)) | |
if (np.diff(self.t) < 0).any(): | |
raise ValueError("Knots must be in a non-decreasing order.") | |
if len(np.unique(self.t[k:n+1])) < 2: | |
raise ValueError("Need at least two internal knots.") | |
if not np.isfinite(self.t).all(): | |
raise ValueError("Knots should not have nans or infs.") | |
if self.c.ndim < 1: | |
raise ValueError("Coefficients must be at least 1-dimensional.") | |
if self.c.shape[0] < n: | |
raise ValueError("Knots, coefficients and degree are inconsistent.") | |
dt = _get_dtype(self.c.dtype) | |
self.c = np.ascontiguousarray(self.c, dtype=dt) | |
def construct_fast(cls, t, c, k, extrapolate=True, axis=0): | |
"""Construct a spline without making checks. | |
Accepts same parameters as the regular constructor. Input arrays | |
`t` and `c` must of correct shape and dtype. | |
""" | |
self = object.__new__(cls) | |
self.t, self.c, self.k = t, c, k | |
self.extrapolate = extrapolate | |
self.axis = axis | |
return self | |
def tck(self): | |
"""Equivalent to ``(self.t, self.c, self.k)`` (read-only). | |
""" | |
return self.t, self.c, self.k | |
def basis_element(cls, t, extrapolate=True): | |
"""Return a B-spline basis element ``B(x | t[0], ..., t[k+1])``. | |
Parameters | |
---------- | |
t : ndarray, shape (k+2,) | |
internal knots | |
extrapolate : bool or 'periodic', optional | |
whether to extrapolate beyond the base interval, ``t[0] .. t[k+1]``, | |
or to return nans. | |
If 'periodic', periodic extrapolation is used. | |
Default is True. | |
Returns | |
------- | |
basis_element : callable | |
A callable representing a B-spline basis element for the knot | |
vector `t`. | |
Notes | |
----- | |
The degree of the B-spline, `k`, is inferred from the length of `t` as | |
``len(t)-2``. The knot vector is constructed by appending and prepending | |
``k+1`` elements to internal knots `t`. | |
Examples | |
-------- | |
Construct a cubic B-spline: | |
>>> import numpy as np | |
>>> from scipy.interpolate import BSpline | |
>>> b = BSpline.basis_element([0, 1, 2, 3, 4]) | |
>>> k = b.k | |
>>> b.t[k:-k] | |
array([ 0., 1., 2., 3., 4.]) | |
>>> k | |
3 | |
Construct a quadratic B-spline on ``[0, 1, 1, 2]``, and compare | |
to its explicit form: | |
>>> t = [0, 1, 1, 2] | |
>>> b = BSpline.basis_element(t) | |
>>> def f(x): | |
... return np.where(x < 1, x*x, (2. - x)**2) | |
>>> import matplotlib.pyplot as plt | |
>>> fig, ax = plt.subplots() | |
>>> x = np.linspace(0, 2, 51) | |
>>> ax.plot(x, b(x), 'g', lw=3) | |
>>> ax.plot(x, f(x), 'r', lw=8, alpha=0.4) | |
>>> ax.grid(True) | |
>>> plt.show() | |
""" | |
k = len(t) - 2 | |
t = _as_float_array(t) | |
t = np.r_[(t[0]-1,) * k, t, (t[-1]+1,) * k] | |
c = np.zeros_like(t) | |
c[k] = 1. | |
return cls.construct_fast(t, c, k, extrapolate) | |
def design_matrix(cls, x, t, k, extrapolate=False): | |
""" | |
Returns a design matrix as a CSR format sparse array. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
Points to evaluate the spline at. | |
t : array_like, shape (nt,) | |
Sorted 1D array of knots. | |
k : int | |
B-spline degree. | |
extrapolate : bool or 'periodic', optional | |
Whether to extrapolate based on the first and last intervals | |
or raise an error. If 'periodic', periodic extrapolation is used. | |
Default is False. | |
.. versionadded:: 1.10.0 | |
Returns | |
------- | |
design_matrix : `csr_array` object | |
Sparse matrix in CSR format where each row contains all the basis | |
elements of the input row (first row = basis elements of x[0], | |
..., last row = basis elements x[-1]). | |
Examples | |
-------- | |
Construct a design matrix for a B-spline | |
>>> from scipy.interpolate import make_interp_spline, BSpline | |
>>> import numpy as np | |
>>> x = np.linspace(0, np.pi * 2, 4) | |
>>> y = np.sin(x) | |
>>> k = 3 | |
>>> bspl = make_interp_spline(x, y, k=k) | |
>>> design_matrix = bspl.design_matrix(x, bspl.t, k) | |
>>> design_matrix.toarray() | |
[[1. , 0. , 0. , 0. ], | |
[0.2962963 , 0.44444444, 0.22222222, 0.03703704], | |
[0.03703704, 0.22222222, 0.44444444, 0.2962963 ], | |
[0. , 0. , 0. , 1. ]] | |
Construct a design matrix for some vector of knots | |
>>> k = 2 | |
>>> t = [-1, 0, 1, 2, 3, 4, 5, 6] | |
>>> x = [1, 2, 3, 4] | |
>>> design_matrix = BSpline.design_matrix(x, t, k).toarray() | |
>>> design_matrix | |
[[0.5, 0.5, 0. , 0. , 0. ], | |
[0. , 0.5, 0.5, 0. , 0. ], | |
[0. , 0. , 0.5, 0.5, 0. ], | |
[0. , 0. , 0. , 0.5, 0.5]] | |
This result is equivalent to the one created in the sparse format | |
>>> c = np.eye(len(t) - k - 1) | |
>>> design_matrix_gh = BSpline(t, c, k)(x) | |
>>> np.allclose(design_matrix, design_matrix_gh, atol=1e-14) | |
True | |
Notes | |
----- | |
.. versionadded:: 1.8.0 | |
In each row of the design matrix all the basis elements are evaluated | |
at the certain point (first row - x[0], ..., last row - x[-1]). | |
`nt` is a length of the vector of knots: as far as there are | |
`nt - k - 1` basis elements, `nt` should be not less than `2 * k + 2` | |
to have at least `k + 1` basis element. | |
Out of bounds `x` raises a ValueError. | |
""" | |
x = _as_float_array(x, True) | |
t = _as_float_array(t, True) | |
if extrapolate != 'periodic': | |
extrapolate = bool(extrapolate) | |
if k < 0: | |
raise ValueError("Spline order cannot be negative.") | |
if t.ndim != 1 or np.any(t[1:] < t[:-1]): | |
raise ValueError(f"Expect t to be a 1-D sorted array_like, but " | |
f"got t={t}.") | |
# There are `nt - k - 1` basis elements in a BSpline built on the | |
# vector of knots with length `nt`, so to have at least `k + 1` basis | |
# elements we need to have at least `2 * k + 2` elements in the vector | |
# of knots. | |
if len(t) < 2 * k + 2: | |
raise ValueError(f"Length t is not enough for k={k}.") | |
if extrapolate == 'periodic': | |
# With periodic extrapolation we map x to the segment | |
# [t[k], t[n]]. | |
n = t.size - k - 1 | |
x = t[k] + (x - t[k]) % (t[n] - t[k]) | |
extrapolate = False | |
elif not extrapolate and ( | |
(min(x) < t[k]) or (max(x) > t[t.shape[0] - k - 1]) | |
): | |
# Checks from `find_interval` function | |
raise ValueError(f'Out of bounds w/ x = {x}.') | |
# Compute number of non-zeros of final CSR array in order to determine | |
# the dtype of indices and indptr of the CSR array. | |
n = x.shape[0] | |
nnz = n * (k + 1) | |
if nnz < np.iinfo(np.int32).max: | |
int_dtype = np.int32 | |
else: | |
int_dtype = np.int64 | |
# Preallocate indptr and indices | |
indices = np.empty(n * (k + 1), dtype=int_dtype) | |
indptr = np.arange(0, (n + 1) * (k + 1), k + 1, dtype=int_dtype) | |
# indptr is not passed to Cython as it is already fully computed | |
data, indices = _bspl._make_design_matrix( | |
x, t, k, extrapolate, indices | |
) | |
return csr_array( | |
(data, indices, indptr), | |
shape=(x.shape[0], t.shape[0] - k - 1) | |
) | |
def __call__(self, x, nu=0, extrapolate=None): | |
""" | |
Evaluate a spline function. | |
Parameters | |
---------- | |
x : array_like | |
points to evaluate the spline at. | |
nu : int, optional | |
derivative to evaluate (default is 0). | |
extrapolate : bool or 'periodic', optional | |
whether to extrapolate based on the first and last intervals | |
or return nans. If 'periodic', periodic extrapolation is used. | |
Default is `self.extrapolate`. | |
Returns | |
------- | |
y : array_like | |
Shape is determined by replacing the interpolation axis | |
in the coefficient array with the shape of `x`. | |
""" | |
if extrapolate is None: | |
extrapolate = self.extrapolate | |
x = np.asarray(x) | |
x_shape, x_ndim = x.shape, x.ndim | |
x = np.ascontiguousarray(x.ravel(), dtype=np.float64) | |
# With periodic extrapolation we map x to the segment | |
# [self.t[k], self.t[n]]. | |
if extrapolate == 'periodic': | |
n = self.t.size - self.k - 1 | |
x = self.t[self.k] + (x - self.t[self.k]) % (self.t[n] - | |
self.t[self.k]) | |
extrapolate = False | |
out = np.empty((len(x), prod(self.c.shape[1:])), dtype=self.c.dtype) | |
self._ensure_c_contiguous() | |
self._evaluate(x, nu, extrapolate, out) | |
out = out.reshape(x_shape + self.c.shape[1:]) | |
if self.axis != 0: | |
# transpose to move the calculated values to the interpolation axis | |
l = list(range(out.ndim)) | |
l = l[x_ndim:x_ndim+self.axis] + l[:x_ndim] + l[x_ndim+self.axis:] | |
out = out.transpose(l) | |
return out | |
def _evaluate(self, xp, nu, extrapolate, out): | |
_bspl.evaluate_spline(self.t, self.c.reshape(self.c.shape[0], -1), | |
self.k, xp, nu, extrapolate, out) | |
def _ensure_c_contiguous(self): | |
""" | |
c and t may be modified by the user. The Cython code expects | |
that they are C contiguous. | |
""" | |
if not self.t.flags.c_contiguous: | |
self.t = self.t.copy() | |
if not self.c.flags.c_contiguous: | |
self.c = self.c.copy() | |
def derivative(self, nu=1): | |
"""Return a B-spline representing the derivative. | |
Parameters | |
---------- | |
nu : int, optional | |
Derivative order. | |
Default is 1. | |
Returns | |
------- | |
b : BSpline object | |
A new instance representing the derivative. | |
See Also | |
-------- | |
splder, splantider | |
""" | |
c = self.c | |
# pad the c array if needed | |
ct = len(self.t) - len(c) | |
if ct > 0: | |
c = np.r_[c, np.zeros((ct,) + c.shape[1:])] | |
tck = _fitpack_impl.splder((self.t, c, self.k), nu) | |
return self.construct_fast(*tck, extrapolate=self.extrapolate, | |
axis=self.axis) | |
def antiderivative(self, nu=1): | |
"""Return a B-spline representing the antiderivative. | |
Parameters | |
---------- | |
nu : int, optional | |
Antiderivative order. Default is 1. | |
Returns | |
------- | |
b : BSpline object | |
A new instance representing the antiderivative. | |
Notes | |
----- | |
If antiderivative is computed and ``self.extrapolate='periodic'``, | |
it will be set to False for the returned instance. This is done because | |
the antiderivative is no longer periodic and its correct evaluation | |
outside of the initially given x interval is difficult. | |
See Also | |
-------- | |
splder, splantider | |
""" | |
c = self.c | |
# pad the c array if needed | |
ct = len(self.t) - len(c) | |
if ct > 0: | |
c = np.r_[c, np.zeros((ct,) + c.shape[1:])] | |
tck = _fitpack_impl.splantider((self.t, c, self.k), nu) | |
if self.extrapolate == 'periodic': | |
extrapolate = False | |
else: | |
extrapolate = self.extrapolate | |
return self.construct_fast(*tck, extrapolate=extrapolate, | |
axis=self.axis) | |
def integrate(self, a, b, extrapolate=None): | |
"""Compute a definite integral of the spline. | |
Parameters | |
---------- | |
a : float | |
Lower limit of integration. | |
b : float | |
Upper limit of integration. | |
extrapolate : bool or 'periodic', optional | |
whether to extrapolate beyond the base interval, | |
``t[k] .. t[-k-1]``, or take the spline to be zero outside of the | |
base interval. If 'periodic', periodic extrapolation is used. | |
If None (default), use `self.extrapolate`. | |
Returns | |
------- | |
I : array_like | |
Definite integral of the spline over the interval ``[a, b]``. | |
Examples | |
-------- | |
Construct the linear spline ``x if x < 1 else 2 - x`` on the base | |
interval :math:`[0, 2]`, and integrate it | |
>>> from scipy.interpolate import BSpline | |
>>> b = BSpline.basis_element([0, 1, 2]) | |
>>> b.integrate(0, 1) | |
array(0.5) | |
If the integration limits are outside of the base interval, the result | |
is controlled by the `extrapolate` parameter | |
>>> b.integrate(-1, 1) | |
array(0.0) | |
>>> b.integrate(-1, 1, extrapolate=False) | |
array(0.5) | |
>>> import matplotlib.pyplot as plt | |
>>> fig, ax = plt.subplots() | |
>>> ax.grid(True) | |
>>> ax.axvline(0, c='r', lw=5, alpha=0.5) # base interval | |
>>> ax.axvline(2, c='r', lw=5, alpha=0.5) | |
>>> xx = [-1, 1, 2] | |
>>> ax.plot(xx, b(xx)) | |
>>> plt.show() | |
""" | |
if extrapolate is None: | |
extrapolate = self.extrapolate | |
# Prepare self.t and self.c. | |
self._ensure_c_contiguous() | |
# Swap integration bounds if needed. | |
sign = 1 | |
if b < a: | |
a, b = b, a | |
sign = -1 | |
n = self.t.size - self.k - 1 | |
if extrapolate != "periodic" and not extrapolate: | |
# Shrink the integration interval, if needed. | |
a = max(a, self.t[self.k]) | |
b = min(b, self.t[n]) | |
if self.c.ndim == 1: | |
# Fast path: use FITPACK's routine | |
# (cf _fitpack_impl.splint). | |
integral = _fitpack_impl.splint(a, b, self.tck) | |
return integral * sign | |
out = np.empty((2, prod(self.c.shape[1:])), dtype=self.c.dtype) | |
# Compute the antiderivative. | |
c = self.c | |
ct = len(self.t) - len(c) | |
if ct > 0: | |
c = np.r_[c, np.zeros((ct,) + c.shape[1:])] | |
ta, ca, ka = _fitpack_impl.splantider((self.t, c, self.k), 1) | |
if extrapolate == 'periodic': | |
# Split the integral into the part over period (can be several | |
# of them) and the remaining part. | |
ts, te = self.t[self.k], self.t[n] | |
period = te - ts | |
interval = b - a | |
n_periods, left = divmod(interval, period) | |
if n_periods > 0: | |
# Evaluate the difference of antiderivatives. | |
x = np.asarray([ts, te], dtype=np.float64) | |
_bspl.evaluate_spline(ta, ca.reshape(ca.shape[0], -1), | |
ka, x, 0, False, out) | |
integral = out[1] - out[0] | |
integral *= n_periods | |
else: | |
integral = np.zeros((1, prod(self.c.shape[1:])), | |
dtype=self.c.dtype) | |
# Map a to [ts, te], b is always a + left. | |
a = ts + (a - ts) % period | |
b = a + left | |
# If b <= te then we need to integrate over [a, b], otherwise | |
# over [a, te] and from xs to what is remained. | |
if b <= te: | |
x = np.asarray([a, b], dtype=np.float64) | |
_bspl.evaluate_spline(ta, ca.reshape(ca.shape[0], -1), | |
ka, x, 0, False, out) | |
integral += out[1] - out[0] | |
else: | |
x = np.asarray([a, te], dtype=np.float64) | |
_bspl.evaluate_spline(ta, ca.reshape(ca.shape[0], -1), | |
ka, x, 0, False, out) | |
integral += out[1] - out[0] | |
x = np.asarray([ts, ts + b - te], dtype=np.float64) | |
_bspl.evaluate_spline(ta, ca.reshape(ca.shape[0], -1), | |
ka, x, 0, False, out) | |
integral += out[1] - out[0] | |
else: | |
# Evaluate the difference of antiderivatives. | |
x = np.asarray([a, b], dtype=np.float64) | |
_bspl.evaluate_spline(ta, ca.reshape(ca.shape[0], -1), | |
ka, x, 0, extrapolate, out) | |
integral = out[1] - out[0] | |
integral *= sign | |
return integral.reshape(ca.shape[1:]) | |
def from_power_basis(cls, pp, bc_type='not-a-knot'): | |
r""" | |
Construct a polynomial in the B-spline basis | |
from a piecewise polynomial in the power basis. | |
For now, accepts ``CubicSpline`` instances only. | |
Parameters | |
---------- | |
pp : CubicSpline | |
A piecewise polynomial in the power basis, as created | |
by ``CubicSpline`` | |
bc_type : string, optional | |
Boundary condition type as in ``CubicSpline``: one of the | |
``not-a-knot``, ``natural``, ``clamped``, or ``periodic``. | |
Necessary for construction an instance of ``BSpline`` class. | |
Default is ``not-a-knot``. | |
Returns | |
------- | |
b : BSpline object | |
A new instance representing the initial polynomial | |
in the B-spline basis. | |
Notes | |
----- | |
.. versionadded:: 1.8.0 | |
Accepts only ``CubicSpline`` instances for now. | |
The algorithm follows from differentiation | |
the Marsden's identity [1]: each of coefficients of spline | |
interpolation function in the B-spline basis is computed as follows: | |
.. math:: | |
c_j = \sum_{m=0}^{k} \frac{(k-m)!}{k!} | |
c_{m,i} (-1)^{k-m} D^m p_{j,k}(x_i) | |
:math:`c_{m, i}` - a coefficient of CubicSpline, | |
:math:`D^m p_{j, k}(x_i)` - an m-th defivative of a dual polynomial | |
in :math:`x_i`. | |
``k`` always equals 3 for now. | |
First ``n - 2`` coefficients are computed in :math:`x_i = x_j`, e.g. | |
.. math:: | |
c_1 = \sum_{m=0}^{k} \frac{(k-1)!}{k!} c_{m,1} D^m p_{j,3}(x_1) | |
Last ``nod + 2`` coefficients are computed in ``x[-2]``, | |
``nod`` - number of derivatives at the ends. | |
For example, consider :math:`x = [0, 1, 2, 3, 4]`, | |
:math:`y = [1, 1, 1, 1, 1]` and bc_type = ``natural`` | |
The coefficients of CubicSpline in the power basis: | |
:math:`[[0, 0, 0, 0, 0], [0, 0, 0, 0, 0], | |
[0, 0, 0, 0, 0], [1, 1, 1, 1, 1]]` | |
The knot vector: :math:`t = [0, 0, 0, 0, 1, 2, 3, 4, 4, 4, 4]` | |
In this case | |
.. math:: | |
c_j = \frac{0!}{k!} c_{3, i} k! = c_{3, i} = 1,~j = 0, ..., 6 | |
References | |
---------- | |
.. [1] Tom Lyche and Knut Morken, Spline Methods, 2005, Section 3.1.2 | |
""" | |
from ._cubic import CubicSpline | |
if not isinstance(pp, CubicSpline): | |
raise NotImplementedError("Only CubicSpline objects are accepted" | |
"for now. Got %s instead." % type(pp)) | |
x = pp.x | |
coef = pp.c | |
k = pp.c.shape[0] - 1 | |
n = x.shape[0] | |
if bc_type == 'not-a-knot': | |
t = _not_a_knot(x, k) | |
elif bc_type == 'natural' or bc_type == 'clamped': | |
t = _augknt(x, k) | |
elif bc_type == 'periodic': | |
t = _periodic_knots(x, k) | |
else: | |
raise TypeError('Unknown boundary condition: %s' % bc_type) | |
nod = t.shape[0] - (n + k + 1) # number of derivatives at the ends | |
c = np.zeros(n + nod, dtype=pp.c.dtype) | |
for m in range(k + 1): | |
for i in range(n - 2): | |
c[i] += poch(k + 1, -m) * coef[m, i]\ | |
* np.power(-1, k - m)\ | |
* _diff_dual_poly(i, k, x[i], m, t) | |
for j in range(n - 2, n + nod): | |
c[j] += poch(k + 1, -m) * coef[m, n - 2]\ | |
* np.power(-1, k - m)\ | |
* _diff_dual_poly(j, k, x[n - 2], m, t) | |
return cls.construct_fast(t, c, k, pp.extrapolate, pp.axis) | |
def insert_knot(self, x, m=1): | |
"""Insert a new knot at `x` of multiplicity `m`. | |
Given the knots and coefficients of a B-spline representation, create a | |
new B-spline with a knot inserted `m` times at point `x`. | |
Parameters | |
---------- | |
x : float | |
The position of the new knot | |
m : int, optional | |
The number of times to insert the given knot (its multiplicity). | |
Default is 1. | |
Returns | |
------- | |
spl : BSpline object | |
A new BSpline object with the new knot inserted. | |
Notes | |
----- | |
Based on algorithms from [1]_ and [2]_. | |
In case of a periodic spline (``self.extrapolate == "periodic"``) | |
there must be either at least k interior knots t(j) satisfying | |
``t(k+1)<t(j)<=x`` or at least k interior knots t(j) satisfying | |
``x<=t(j)<t(n-k)``. | |
This routine is functionally equivalent to `scipy.interpolate.insert`. | |
.. versionadded:: 1.13 | |
References | |
---------- | |
.. [1] W. Boehm, "Inserting new knots into b-spline curves.", | |
Computer Aided Design, 12, p.199-201, 1980. | |
:doi:`10.1016/0010-4485(80)90154-2`. | |
.. [2] P. Dierckx, "Curve and surface fitting with splines, Monographs on | |
Numerical Analysis", Oxford University Press, 1993. | |
See Also | |
-------- | |
scipy.interpolate.insert | |
Examples | |
-------- | |
You can insert knots into a B-spline: | |
>>> import numpy as np | |
>>> from scipy.interpolate import BSpline, make_interp_spline | |
>>> x = np.linspace(0, 10, 5) | |
>>> y = np.sin(x) | |
>>> spl = make_interp_spline(x, y, k=3) | |
>>> spl.t | |
array([ 0., 0., 0., 0., 5., 10., 10., 10., 10.]) | |
Insert a single knot | |
>>> spl_1 = spl.insert_knot(3) | |
>>> spl_1.t | |
array([ 0., 0., 0., 0., 3., 5., 10., 10., 10., 10.]) | |
Insert a multiple knot | |
>>> spl_2 = spl.insert_knot(8, m=3) | |
>>> spl_2.t | |
array([ 0., 0., 0., 0., 5., 8., 8., 8., 10., 10., 10., 10.]) | |
""" | |
if x < self.t[self.k] or x > self.t[-self.k-1]: | |
raise ValueError(f"Cannot insert a knot at {x}.") | |
if m <= 0: | |
raise ValueError(f"`m` must be positive, got {m = }.") | |
extradim = self.c.shape[1:] | |
num_extra = prod(extradim) | |
tt = self.t.copy() | |
cc = self.c.copy() | |
cc = cc.reshape(-1, num_extra) | |
for _ in range(m): | |
tt, cc = _bspl.insert(x, tt, cc, self.k, self.extrapolate == "periodic") | |
return self.construct_fast( | |
tt, cc.reshape((-1,) + extradim), self.k, self.extrapolate, self.axis | |
) | |
################################# | |
# Interpolating spline helpers # | |
################################# | |
def _not_a_knot(x, k): | |
"""Given data x, construct the knot vector w/ not-a-knot BC. | |
cf de Boor, XIII(12).""" | |
x = np.asarray(x) | |
if k % 2 != 1: | |
raise ValueError("Odd degree for now only. Got %s." % k) | |
m = (k - 1) // 2 | |
t = x[m+1:-m-1] | |
t = np.r_[(x[0],)*(k+1), t, (x[-1],)*(k+1)] | |
return t | |
def _augknt(x, k): | |
"""Construct a knot vector appropriate for the order-k interpolation.""" | |
return np.r_[(x[0],)*k, x, (x[-1],)*k] | |
def _convert_string_aliases(deriv, target_shape): | |
if isinstance(deriv, str): | |
if deriv == "clamped": | |
deriv = [(1, np.zeros(target_shape))] | |
elif deriv == "natural": | |
deriv = [(2, np.zeros(target_shape))] | |
else: | |
raise ValueError("Unknown boundary condition : %s" % deriv) | |
return deriv | |
def _process_deriv_spec(deriv): | |
if deriv is not None: | |
try: | |
ords, vals = zip(*deriv) | |
except TypeError as e: | |
msg = ("Derivatives, `bc_type`, should be specified as a pair of " | |
"iterables of pairs of (order, value).") | |
raise ValueError(msg) from e | |
else: | |
ords, vals = [], [] | |
return np.atleast_1d(ords, vals) | |
def _woodbury_algorithm(A, ur, ll, b, k): | |
''' | |
Solve a cyclic banded linear system with upper right | |
and lower blocks of size ``(k-1) / 2`` using | |
the Woodbury formula | |
Parameters | |
---------- | |
A : 2-D array, shape(k, n) | |
Matrix of diagonals of original matrix (see | |
``solve_banded`` documentation). | |
ur : 2-D array, shape(bs, bs) | |
Upper right block matrix. | |
ll : 2-D array, shape(bs, bs) | |
Lower left block matrix. | |
b : 1-D array, shape(n,) | |
Vector of constant terms of the system of linear equations. | |
k : int | |
B-spline degree. | |
Returns | |
------- | |
c : 1-D array, shape(n,) | |
Solution of the original system of linear equations. | |
Notes | |
----- | |
This algorithm works only for systems with banded matrix A plus | |
a correction term U @ V.T, where the matrix U @ V.T gives upper right | |
and lower left block of A | |
The system is solved with the following steps: | |
1. New systems of linear equations are constructed: | |
A @ z_i = u_i, | |
u_i - column vector of U, | |
i = 1, ..., k - 1 | |
2. Matrix Z is formed from vectors z_i: | |
Z = [ z_1 | z_2 | ... | z_{k - 1} ] | |
3. Matrix H = (1 + V.T @ Z)^{-1} | |
4. The system A' @ y = b is solved | |
5. x = y - Z @ (H @ V.T @ y) | |
Also, ``n`` should be greater than ``k``, otherwise corner block | |
elements will intersect with diagonals. | |
Examples | |
-------- | |
Consider the case of n = 8, k = 5 (size of blocks - 2 x 2). | |
The matrix of a system: U: V: | |
x x x * * a b a b 0 0 0 0 1 0 | |
x x x x * * c 0 c 0 0 0 0 0 1 | |
x x x x x * * 0 0 0 0 0 0 0 0 | |
* x x x x x * 0 0 0 0 0 0 0 0 | |
* * x x x x x 0 0 0 0 0 0 0 0 | |
d * * x x x x 0 0 d 0 1 0 0 0 | |
e f * * x x x 0 0 e f 0 1 0 0 | |
References | |
---------- | |
.. [1] William H. Press, Saul A. Teukolsky, William T. Vetterling | |
and Brian P. Flannery, Numerical Recipes, 2007, Section 2.7.3 | |
''' | |
k_mod = k - k % 2 | |
bs = int((k - 1) / 2) + (k + 1) % 2 | |
n = A.shape[1] + 1 | |
U = np.zeros((n - 1, k_mod)) | |
VT = np.zeros((k_mod, n - 1)) # V transpose | |
# upper right block | |
U[:bs, :bs] = ur | |
VT[np.arange(bs), np.arange(bs) - bs] = 1 | |
# lower left block | |
U[-bs:, -bs:] = ll | |
VT[np.arange(bs) - bs, np.arange(bs)] = 1 | |
Z = solve_banded((bs, bs), A, U) | |
H = solve(np.identity(k_mod) + VT @ Z, np.identity(k_mod)) | |
y = solve_banded((bs, bs), A, b) | |
c = y - Z @ (H @ (VT @ y)) | |
return c | |
def _periodic_knots(x, k): | |
''' | |
returns vector of nodes on circle | |
''' | |
xc = np.copy(x) | |
n = len(xc) | |
if k % 2 == 0: | |
dx = np.diff(xc) | |
xc[1: -1] -= dx[:-1] / 2 | |
dx = np.diff(xc) | |
t = np.zeros(n + 2 * k) | |
t[k: -k] = xc | |
for i in range(0, k): | |
# filling first `k` elements in descending order | |
t[k - i - 1] = t[k - i] - dx[-(i % (n - 1)) - 1] | |
# filling last `k` elements in ascending order | |
t[-k + i] = t[-k + i - 1] + dx[i % (n - 1)] | |
return t | |
def _make_interp_per_full_matr(x, y, t, k): | |
''' | |
Returns a solution of a system for B-spline interpolation with periodic | |
boundary conditions. First ``k - 1`` rows of matrix are conditions of | |
periodicity (continuity of ``k - 1`` derivatives at the boundary points). | |
Last ``n`` rows are interpolation conditions. | |
RHS is ``k - 1`` zeros and ``n`` ordinates in this case. | |
Parameters | |
---------- | |
x : 1-D array, shape (n,) | |
Values of x - coordinate of a given set of points. | |
y : 1-D array, shape (n,) | |
Values of y - coordinate of a given set of points. | |
t : 1-D array, shape(n+2*k,) | |
Vector of knots. | |
k : int | |
The maximum degree of spline | |
Returns | |
------- | |
c : 1-D array, shape (n+k-1,) | |
B-spline coefficients | |
Notes | |
----- | |
``t`` is supposed to be taken on circle. | |
''' | |
x, y, t = map(np.asarray, (x, y, t)) | |
n = x.size | |
# LHS: the collocation matrix + derivatives at edges | |
matr = np.zeros((n + k - 1, n + k - 1)) | |
# derivatives at x[0] and x[-1]: | |
for i in range(k - 1): | |
bb = _bspl.evaluate_all_bspl(t, k, x[0], k, nu=i + 1) | |
matr[i, : k + 1] += bb | |
bb = _bspl.evaluate_all_bspl(t, k, x[-1], n + k - 1, nu=i + 1)[:-1] | |
matr[i, -k:] -= bb | |
# collocation matrix | |
for i in range(n): | |
xval = x[i] | |
# find interval | |
if xval == t[k]: | |
left = k | |
else: | |
left = np.searchsorted(t, xval) - 1 | |
# fill a row | |
bb = _bspl.evaluate_all_bspl(t, k, xval, left) | |
matr[i + k - 1, left-k:left+1] = bb | |
# RHS | |
b = np.r_[[0] * (k - 1), y] | |
c = solve(matr, b) | |
return c | |
def _make_periodic_spline(x, y, t, k, axis): | |
''' | |
Compute the (coefficients of) interpolating B-spline with periodic | |
boundary conditions. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
Abscissas. | |
y : array_like, shape (n,) | |
Ordinates. | |
k : int | |
B-spline degree. | |
t : array_like, shape (n + 2 * k,). | |
Knots taken on a circle, ``k`` on the left and ``k`` on the right | |
of the vector ``x``. | |
Returns | |
------- | |
b : a BSpline object of the degree ``k`` and with knots ``t``. | |
Notes | |
----- | |
The original system is formed by ``n + k - 1`` equations where the first | |
``k - 1`` of them stand for the ``k - 1`` derivatives continuity on the | |
edges while the other equations correspond to an interpolating case | |
(matching all the input points). Due to a special form of knot vector, it | |
can be proved that in the original system the first and last ``k`` | |
coefficients of a spline function are the same, respectively. It follows | |
from the fact that all ``k - 1`` derivatives are equal term by term at ends | |
and that the matrix of the original system of linear equations is | |
non-degenerate. So, we can reduce the number of equations to ``n - 1`` | |
(first ``k - 1`` equations could be reduced). Another trick of this | |
implementation is cyclic shift of values of B-splines due to equality of | |
``k`` unknown coefficients. With this we can receive matrix of the system | |
with upper right and lower left blocks, and ``k`` diagonals. It allows | |
to use Woodbury formula to optimize the computations. | |
''' | |
n = y.shape[0] | |
extradim = prod(y.shape[1:]) | |
y_new = y.reshape(n, extradim) | |
c = np.zeros((n + k - 1, extradim)) | |
# n <= k case is solved with full matrix | |
if n <= k: | |
for i in range(extradim): | |
c[:, i] = _make_interp_per_full_matr(x, y_new[:, i], t, k) | |
c = np.ascontiguousarray(c.reshape((n + k - 1,) + y.shape[1:])) | |
return BSpline.construct_fast(t, c, k, extrapolate='periodic', axis=axis) | |
nt = len(t) - k - 1 | |
# size of block elements | |
kul = int(k / 2) | |
# kl = ku = k | |
ab = np.zeros((3 * k + 1, nt), dtype=np.float64, order='F') | |
# upper right and lower left blocks | |
ur = np.zeros((kul, kul)) | |
ll = np.zeros_like(ur) | |
# `offset` is made to shift all the non-zero elements to the end of the | |
# matrix | |
_bspl._colloc(x, t, k, ab, offset=k) | |
# remove zeros before the matrix | |
ab = ab[-k - (k + 1) % 2:, :] | |
# The least elements in rows (except repetitions) are diagonals | |
# of block matrices. Upper right matrix is an upper triangular | |
# matrix while lower left is a lower triangular one. | |
for i in range(kul): | |
ur += np.diag(ab[-i - 1, i: kul], k=i) | |
ll += np.diag(ab[i, -kul - (k % 2): n - 1 + 2 * kul - i], k=-i) | |
# remove elements that occur in the last point | |
# (first and last points are equivalent) | |
A = ab[:, kul: -k + kul] | |
for i in range(extradim): | |
cc = _woodbury_algorithm(A, ur, ll, y_new[:, i][:-1], k) | |
c[:, i] = np.concatenate((cc[-kul:], cc, cc[:kul + k % 2])) | |
c = np.ascontiguousarray(c.reshape((n + k - 1,) + y.shape[1:])) | |
return BSpline.construct_fast(t, c, k, extrapolate='periodic', axis=axis) | |
def make_interp_spline(x, y, k=3, t=None, bc_type=None, axis=0, | |
check_finite=True): | |
"""Compute the (coefficients of) interpolating B-spline. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
Abscissas. | |
y : array_like, shape (n, ...) | |
Ordinates. | |
k : int, optional | |
B-spline degree. Default is cubic, ``k = 3``. | |
t : array_like, shape (nt + k + 1,), optional. | |
Knots. | |
The number of knots needs to agree with the number of data points and | |
the number of derivatives at the edges. Specifically, ``nt - n`` must | |
equal ``len(deriv_l) + len(deriv_r)``. | |
bc_type : 2-tuple or None | |
Boundary conditions. | |
Default is None, which means choosing the boundary conditions | |
automatically. Otherwise, it must be a length-two tuple where the first | |
element (``deriv_l``) sets the boundary conditions at ``x[0]`` and | |
the second element (``deriv_r``) sets the boundary conditions at | |
``x[-1]``. Each of these must be an iterable of pairs | |
``(order, value)`` which gives the values of derivatives of specified | |
orders at the given edge of the interpolation interval. | |
Alternatively, the following string aliases are recognized: | |
* ``"clamped"``: The first derivatives at the ends are zero. This is | |
equivalent to ``bc_type=([(1, 0.0)], [(1, 0.0)])``. | |
* ``"natural"``: The second derivatives at ends are zero. This is | |
equivalent to ``bc_type=([(2, 0.0)], [(2, 0.0)])``. | |
* ``"not-a-knot"`` (default): The first and second segments are the | |
same polynomial. This is equivalent to having ``bc_type=None``. | |
* ``"periodic"``: The values and the first ``k-1`` derivatives at the | |
ends are equivalent. | |
axis : int, optional | |
Interpolation axis. Default is 0. | |
check_finite : bool, optional | |
Whether to check that the input arrays contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Default is True. | |
Returns | |
------- | |
b : a BSpline object of the degree ``k`` and with knots ``t``. | |
See Also | |
-------- | |
BSpline : base class representing the B-spline objects | |
CubicSpline : a cubic spline in the polynomial basis | |
make_lsq_spline : a similar factory function for spline fitting | |
UnivariateSpline : a wrapper over FITPACK spline fitting routines | |
splrep : a wrapper over FITPACK spline fitting routines | |
Examples | |
-------- | |
Use cubic interpolation on Chebyshev nodes: | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> def cheb_nodes(N): | |
... jj = 2.*np.arange(N) + 1 | |
... x = np.cos(np.pi * jj / 2 / N)[::-1] | |
... return x | |
>>> x = cheb_nodes(20) | |
>>> y = np.sqrt(1 - x**2) | |
>>> from scipy.interpolate import BSpline, make_interp_spline | |
>>> b = make_interp_spline(x, y) | |
>>> np.allclose(b(x), y) | |
True | |
Note that the default is a cubic spline with a not-a-knot boundary condition | |
>>> b.k | |
3 | |
Here we use a 'natural' spline, with zero 2nd derivatives at edges: | |
>>> l, r = [(2, 0.0)], [(2, 0.0)] | |
>>> b_n = make_interp_spline(x, y, bc_type=(l, r)) # or, bc_type="natural" | |
>>> np.allclose(b_n(x), y) | |
True | |
>>> x0, x1 = x[0], x[-1] | |
>>> np.allclose([b_n(x0, 2), b_n(x1, 2)], [0, 0]) | |
True | |
Interpolation of parametric curves is also supported. As an example, we | |
compute a discretization of a snail curve in polar coordinates | |
>>> phi = np.linspace(0, 2.*np.pi, 40) | |
>>> r = 0.3 + np.cos(phi) | |
>>> x, y = r*np.cos(phi), r*np.sin(phi) # convert to Cartesian coordinates | |
Build an interpolating curve, parameterizing it by the angle | |
>>> spl = make_interp_spline(phi, np.c_[x, y]) | |
Evaluate the interpolant on a finer grid (note that we transpose the result | |
to unpack it into a pair of x- and y-arrays) | |
>>> phi_new = np.linspace(0, 2.*np.pi, 100) | |
>>> x_new, y_new = spl(phi_new).T | |
Plot the result | |
>>> plt.plot(x, y, 'o') | |
>>> plt.plot(x_new, y_new, '-') | |
>>> plt.show() | |
Build a B-spline curve with 2 dimensional y | |
>>> x = np.linspace(0, 2*np.pi, 10) | |
>>> y = np.array([np.sin(x), np.cos(x)]) | |
Periodic condition is satisfied because y coordinates of points on the ends | |
are equivalent | |
>>> ax = plt.axes(projection='3d') | |
>>> xx = np.linspace(0, 2*np.pi, 100) | |
>>> bspl = make_interp_spline(x, y, k=5, bc_type='periodic', axis=1) | |
>>> ax.plot3D(xx, *bspl(xx)) | |
>>> ax.scatter3D(x, *y, color='red') | |
>>> plt.show() | |
""" | |
# convert string aliases for the boundary conditions | |
if bc_type is None or bc_type == 'not-a-knot' or bc_type == 'periodic': | |
deriv_l, deriv_r = None, None | |
elif isinstance(bc_type, str): | |
deriv_l, deriv_r = bc_type, bc_type | |
else: | |
try: | |
deriv_l, deriv_r = bc_type | |
except TypeError as e: | |
raise ValueError("Unknown boundary condition: %s" % bc_type) from e | |
y = np.asarray(y) | |
axis = normalize_axis_index(axis, y.ndim) | |
x = _as_float_array(x, check_finite) | |
y = _as_float_array(y, check_finite) | |
y = np.moveaxis(y, axis, 0) # now internally interp axis is zero | |
# sanity check the input | |
if bc_type == 'periodic' and not np.allclose(y[0], y[-1], atol=1e-15): | |
raise ValueError("First and last points does not match while " | |
"periodic case expected") | |
if x.size != y.shape[0]: | |
raise ValueError(f'Shapes of x {x.shape} and y {y.shape} are incompatible') | |
if np.any(x[1:] == x[:-1]): | |
raise ValueError("Expect x to not have duplicates") | |
if x.ndim != 1 or np.any(x[1:] < x[:-1]): | |
raise ValueError("Expect x to be a 1D strictly increasing sequence.") | |
# special-case k=0 right away | |
if k == 0: | |
if any(_ is not None for _ in (t, deriv_l, deriv_r)): | |
raise ValueError("Too much info for k=0: t and bc_type can only " | |
"be None.") | |
t = np.r_[x, x[-1]] | |
c = np.asarray(y) | |
c = np.ascontiguousarray(c, dtype=_get_dtype(c.dtype)) | |
return BSpline.construct_fast(t, c, k, axis=axis) | |
# special-case k=1 (e.g., Lyche and Morken, Eq.(2.16)) | |
if k == 1 and t is None: | |
if not (deriv_l is None and deriv_r is None): | |
raise ValueError("Too much info for k=1: bc_type can only be None.") | |
t = np.r_[x[0], x, x[-1]] | |
c = np.asarray(y) | |
c = np.ascontiguousarray(c, dtype=_get_dtype(c.dtype)) | |
return BSpline.construct_fast(t, c, k, axis=axis) | |
k = operator.index(k) | |
if bc_type == 'periodic' and t is not None: | |
raise NotImplementedError("For periodic case t is constructed " | |
"automatically and can not be passed " | |
"manually") | |
# come up with a sensible knot vector, if needed | |
if t is None: | |
if deriv_l is None and deriv_r is None: | |
if bc_type == 'periodic': | |
t = _periodic_knots(x, k) | |
elif k == 2: | |
# OK, it's a bit ad hoc: Greville sites + omit | |
# 2nd and 2nd-to-last points, a la not-a-knot | |
t = (x[1:] + x[:-1]) / 2. | |
t = np.r_[(x[0],)*(k+1), | |
t[1:-1], | |
(x[-1],)*(k+1)] | |
else: | |
t = _not_a_knot(x, k) | |
else: | |
t = _augknt(x, k) | |
t = _as_float_array(t, check_finite) | |
if k < 0: | |
raise ValueError("Expect non-negative k.") | |
if t.ndim != 1 or np.any(t[1:] < t[:-1]): | |
raise ValueError("Expect t to be a 1-D sorted array_like.") | |
if t.size < x.size + k + 1: | |
raise ValueError('Got %d knots, need at least %d.' % | |
(t.size, x.size + k + 1)) | |
if (x[0] < t[k]) or (x[-1] > t[-k]): | |
raise ValueError('Out of bounds w/ x = %s.' % x) | |
if bc_type == 'periodic': | |
return _make_periodic_spline(x, y, t, k, axis) | |
# Here : deriv_l, r = [(nu, value), ...] | |
deriv_l = _convert_string_aliases(deriv_l, y.shape[1:]) | |
deriv_l_ords, deriv_l_vals = _process_deriv_spec(deriv_l) | |
nleft = deriv_l_ords.shape[0] | |
deriv_r = _convert_string_aliases(deriv_r, y.shape[1:]) | |
deriv_r_ords, deriv_r_vals = _process_deriv_spec(deriv_r) | |
nright = deriv_r_ords.shape[0] | |
# have `n` conditions for `nt` coefficients; need nt-n derivatives | |
n = x.size | |
nt = t.size - k - 1 | |
if nt - n != nleft + nright: | |
raise ValueError("The number of derivatives at boundaries does not " | |
f"match: expected {nt-n}, got {nleft}+{nright}") | |
# bail out if the `y` array is zero-sized | |
if y.size == 0: | |
c = np.zeros((nt,) + y.shape[1:], dtype=float) | |
return BSpline.construct_fast(t, c, k, axis=axis) | |
# set up the LHS: the collocation matrix + derivatives at boundaries | |
kl = ku = k | |
ab = np.zeros((2*kl + ku + 1, nt), dtype=np.float64, order='F') | |
_bspl._colloc(x, t, k, ab, offset=nleft) | |
if nleft > 0: | |
_bspl._handle_lhs_derivatives(t, k, x[0], ab, kl, ku, | |
deriv_l_ords.astype(np.dtype("long"))) | |
if nright > 0: | |
_bspl._handle_lhs_derivatives(t, k, x[-1], ab, kl, ku, | |
deriv_r_ords.astype(np.dtype("long")), | |
offset=nt-nright) | |
# set up the RHS: values to interpolate (+ derivative values, if any) | |
extradim = prod(y.shape[1:]) | |
rhs = np.empty((nt, extradim), dtype=y.dtype) | |
if nleft > 0: | |
rhs[:nleft] = deriv_l_vals.reshape(-1, extradim) | |
rhs[nleft:nt - nright] = y.reshape(-1, extradim) | |
if nright > 0: | |
rhs[nt - nright:] = deriv_r_vals.reshape(-1, extradim) | |
# solve Ab @ x = rhs; this is the relevant part of linalg.solve_banded | |
if check_finite: | |
ab, rhs = map(np.asarray_chkfinite, (ab, rhs)) | |
gbsv, = get_lapack_funcs(('gbsv',), (ab, rhs)) | |
lu, piv, c, info = gbsv(kl, ku, ab, rhs, | |
overwrite_ab=True, overwrite_b=True) | |
if info > 0: | |
raise LinAlgError("Collocation matrix is singular.") | |
elif info < 0: | |
raise ValueError('illegal value in %d-th argument of internal gbsv' % -info) | |
c = np.ascontiguousarray(c.reshape((nt,) + y.shape[1:])) | |
return BSpline.construct_fast(t, c, k, axis=axis) | |
def make_lsq_spline(x, y, t, k=3, w=None, axis=0, check_finite=True): | |
r"""Compute the (coefficients of) an LSQ (Least SQuared) based | |
fitting B-spline. | |
The result is a linear combination | |
.. math:: | |
S(x) = \sum_j c_j B_j(x; t) | |
of the B-spline basis elements, :math:`B_j(x; t)`, which minimizes | |
.. math:: | |
\sum_{j} \left( w_j \times (S(x_j) - y_j) \right)^2 | |
Parameters | |
---------- | |
x : array_like, shape (m,) | |
Abscissas. | |
y : array_like, shape (m, ...) | |
Ordinates. | |
t : array_like, shape (n + k + 1,). | |
Knots. | |
Knots and data points must satisfy Schoenberg-Whitney conditions. | |
k : int, optional | |
B-spline degree. Default is cubic, ``k = 3``. | |
w : array_like, shape (m,), optional | |
Weights for spline fitting. Must be positive. If ``None``, | |
then weights are all equal. | |
Default is ``None``. | |
axis : int, optional | |
Interpolation axis. Default is zero. | |
check_finite : bool, optional | |
Whether to check that the input arrays contain only finite numbers. | |
Disabling may give a performance gain, but may result in problems | |
(crashes, non-termination) if the inputs do contain infinities or NaNs. | |
Default is True. | |
Returns | |
------- | |
b : a BSpline object of the degree ``k`` with knots ``t``. | |
See Also | |
-------- | |
BSpline : base class representing the B-spline objects | |
make_interp_spline : a similar factory function for interpolating splines | |
LSQUnivariateSpline : a FITPACK-based spline fitting routine | |
splrep : a FITPACK-based fitting routine | |
Notes | |
----- | |
The number of data points must be larger than the spline degree ``k``. | |
Knots ``t`` must satisfy the Schoenberg-Whitney conditions, | |
i.e., there must be a subset of data points ``x[j]`` such that | |
``t[j] < x[j] < t[j+k+1]``, for ``j=0, 1,...,n-k-2``. | |
Examples | |
-------- | |
Generate some noisy data: | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> rng = np.random.default_rng() | |
>>> x = np.linspace(-3, 3, 50) | |
>>> y = np.exp(-x**2) + 0.1 * rng.standard_normal(50) | |
Now fit a smoothing cubic spline with a pre-defined internal knots. | |
Here we make the knot vector (k+1)-regular by adding boundary knots: | |
>>> from scipy.interpolate import make_lsq_spline, BSpline | |
>>> t = [-1, 0, 1] | |
>>> k = 3 | |
>>> t = np.r_[(x[0],)*(k+1), | |
... t, | |
... (x[-1],)*(k+1)] | |
>>> spl = make_lsq_spline(x, y, t, k) | |
For comparison, we also construct an interpolating spline for the same | |
set of data: | |
>>> from scipy.interpolate import make_interp_spline | |
>>> spl_i = make_interp_spline(x, y) | |
Plot both: | |
>>> xs = np.linspace(-3, 3, 100) | |
>>> plt.plot(x, y, 'ro', ms=5) | |
>>> plt.plot(xs, spl(xs), 'g-', lw=3, label='LSQ spline') | |
>>> plt.plot(xs, spl_i(xs), 'b-', lw=3, alpha=0.7, label='interp spline') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
**NaN handling**: If the input arrays contain ``nan`` values, the result is | |
not useful since the underlying spline fitting routines cannot deal with | |
``nan``. A workaround is to use zero weights for not-a-number data points: | |
>>> y[8] = np.nan | |
>>> w = np.isnan(y) | |
>>> y[w] = 0. | |
>>> tck = make_lsq_spline(x, y, t, w=~w) | |
Notice the need to replace a ``nan`` by a numerical value (precise value | |
does not matter as long as the corresponding weight is zero.) | |
""" | |
x = _as_float_array(x, check_finite) | |
y = _as_float_array(y, check_finite) | |
t = _as_float_array(t, check_finite) | |
if w is not None: | |
w = _as_float_array(w, check_finite) | |
else: | |
w = np.ones_like(x) | |
k = operator.index(k) | |
axis = normalize_axis_index(axis, y.ndim) | |
y = np.moveaxis(y, axis, 0) # now internally interp axis is zero | |
if x.ndim != 1 or np.any(x[1:] - x[:-1] <= 0): | |
raise ValueError("Expect x to be a 1-D sorted array_like.") | |
if x.shape[0] < k+1: | |
raise ValueError("Need more x points.") | |
if k < 0: | |
raise ValueError("Expect non-negative k.") | |
if t.ndim != 1 or np.any(t[1:] - t[:-1] < 0): | |
raise ValueError("Expect t to be a 1-D sorted array_like.") | |
if x.size != y.shape[0]: | |
raise ValueError(f'Shapes of x {x.shape} and y {y.shape} are incompatible') | |
if k > 0 and np.any((x < t[k]) | (x > t[-k])): | |
raise ValueError('Out of bounds w/ x = %s.' % x) | |
if x.size != w.size: | |
raise ValueError(f'Shapes of x {x.shape} and w {w.shape} are incompatible') | |
# number of coefficients | |
n = t.size - k - 1 | |
# construct A.T @ A and rhs with A the collocation matrix, and | |
# rhs = A.T @ y for solving the LSQ problem ``A.T @ A @ c = A.T @ y`` | |
lower = True | |
extradim = prod(y.shape[1:]) | |
ab = np.zeros((k+1, n), dtype=np.float64, order='F') | |
rhs = np.zeros((n, extradim), dtype=y.dtype, order='F') | |
_bspl._norm_eq_lsq(x, t, k, | |
y.reshape(-1, extradim), | |
w, | |
ab, rhs) | |
rhs = rhs.reshape((n,) + y.shape[1:]) | |
# have observation matrix & rhs, can solve the LSQ problem | |
cho_decomp = cholesky_banded(ab, overwrite_ab=True, lower=lower, | |
check_finite=check_finite) | |
c = cho_solve_banded((cho_decomp, lower), rhs, overwrite_b=True, | |
check_finite=check_finite) | |
c = np.ascontiguousarray(c) | |
return BSpline.construct_fast(t, c, k, axis=axis) | |
############################# | |
# Smoothing spline helpers # | |
############################# | |
def _compute_optimal_gcv_parameter(X, wE, y, w): | |
""" | |
Returns an optimal regularization parameter from the GCV criteria [1]. | |
Parameters | |
---------- | |
X : array, shape (5, n) | |
5 bands of the design matrix ``X`` stored in LAPACK banded storage. | |
wE : array, shape (5, n) | |
5 bands of the penalty matrix :math:`W^{-1} E` stored in LAPACK banded | |
storage. | |
y : array, shape (n,) | |
Ordinates. | |
w : array, shape (n,) | |
Vector of weights. | |
Returns | |
------- | |
lam : float | |
An optimal from the GCV criteria point of view regularization | |
parameter. | |
Notes | |
----- | |
No checks are performed. | |
References | |
---------- | |
.. [1] G. Wahba, "Estimating the smoothing parameter" in Spline models | |
for observational data, Philadelphia, Pennsylvania: Society for | |
Industrial and Applied Mathematics, 1990, pp. 45-65. | |
:doi:`10.1137/1.9781611970128` | |
""" | |
def compute_banded_symmetric_XT_W_Y(X, w, Y): | |
""" | |
Assuming that the product :math:`X^T W Y` is symmetric and both ``X`` | |
and ``Y`` are 5-banded, compute the unique bands of the product. | |
Parameters | |
---------- | |
X : array, shape (5, n) | |
5 bands of the matrix ``X`` stored in LAPACK banded storage. | |
w : array, shape (n,) | |
Array of weights | |
Y : array, shape (5, n) | |
5 bands of the matrix ``Y`` stored in LAPACK banded storage. | |
Returns | |
------- | |
res : array, shape (4, n) | |
The result of the product :math:`X^T Y` stored in the banded way. | |
Notes | |
----- | |
As far as the matrices ``X`` and ``Y`` are 5-banded, their product | |
:math:`X^T W Y` is 7-banded. It is also symmetric, so we can store only | |
unique diagonals. | |
""" | |
# compute W Y | |
W_Y = np.copy(Y) | |
W_Y[2] *= w | |
for i in range(2): | |
W_Y[i, 2 - i:] *= w[:-2 + i] | |
W_Y[3 + i, :-1 - i] *= w[1 + i:] | |
n = X.shape[1] | |
res = np.zeros((4, n)) | |
for i in range(n): | |
for j in range(min(n-i, 4)): | |
res[-j-1, i + j] = sum(X[j:, i] * W_Y[:5-j, i + j]) | |
return res | |
def compute_b_inv(A): | |
""" | |
Inverse 3 central bands of matrix :math:`A=U^T D^{-1} U` assuming that | |
``U`` is a unit upper triangular banded matrix using an algorithm | |
proposed in [1]. | |
Parameters | |
---------- | |
A : array, shape (4, n) | |
Matrix to inverse, stored in LAPACK banded storage. | |
Returns | |
------- | |
B : array, shape (4, n) | |
3 unique bands of the symmetric matrix that is an inverse to ``A``. | |
The first row is filled with zeros. | |
Notes | |
----- | |
The algorithm is based on the cholesky decomposition and, therefore, | |
in case matrix ``A`` is close to not positive defined, the function | |
raises LinalgError. | |
Both matrices ``A`` and ``B`` are stored in LAPACK banded storage. | |
References | |
---------- | |
.. [1] M. F. Hutchinson and F. R. de Hoog, "Smoothing noisy data with | |
spline functions," Numerische Mathematik, vol. 47, no. 1, | |
pp. 99-106, 1985. | |
:doi:`10.1007/BF01389878` | |
""" | |
def find_b_inv_elem(i, j, U, D, B): | |
rng = min(3, n - i - 1) | |
rng_sum = 0. | |
if j == 0: | |
# use 2-nd formula from [1] | |
for k in range(1, rng + 1): | |
rng_sum -= U[-k - 1, i + k] * B[-k - 1, i + k] | |
rng_sum += D[i] | |
B[-1, i] = rng_sum | |
else: | |
# use 1-st formula from [1] | |
for k in range(1, rng + 1): | |
diag = abs(k - j) | |
ind = i + min(k, j) | |
rng_sum -= U[-k - 1, i + k] * B[-diag - 1, ind + diag] | |
B[-j - 1, i + j] = rng_sum | |
U = cholesky_banded(A) | |
for i in range(2, 5): | |
U[-i, i-1:] /= U[-1, :-i+1] | |
D = 1. / (U[-1])**2 | |
U[-1] /= U[-1] | |
n = U.shape[1] | |
B = np.zeros(shape=(4, n)) | |
for i in range(n - 1, -1, -1): | |
for j in range(min(3, n - i - 1), -1, -1): | |
find_b_inv_elem(i, j, U, D, B) | |
# the first row contains garbage and should be removed | |
B[0] = [0.] * n | |
return B | |
def _gcv(lam, X, XtWX, wE, XtE): | |
r""" | |
Computes the generalized cross-validation criteria [1]. | |
Parameters | |
---------- | |
lam : float, (:math:`\lambda \geq 0`) | |
Regularization parameter. | |
X : array, shape (5, n) | |
Matrix is stored in LAPACK banded storage. | |
XtWX : array, shape (4, n) | |
Product :math:`X^T W X` stored in LAPACK banded storage. | |
wE : array, shape (5, n) | |
Matrix :math:`W^{-1} E` stored in LAPACK banded storage. | |
XtE : array, shape (4, n) | |
Product :math:`X^T E` stored in LAPACK banded storage. | |
Returns | |
------- | |
res : float | |
Value of the GCV criteria with the regularization parameter | |
:math:`\lambda`. | |
Notes | |
----- | |
Criteria is computed from the formula (1.3.2) [3]: | |
.. math: | |
GCV(\lambda) = \dfrac{1}{n} \sum\limits_{k = 1}^{n} \dfrac{ \left( | |
y_k - f_{\lambda}(x_k) \right)^2}{\left( 1 - \Tr{A}/n\right)^2}$. | |
The criteria is discussed in section 1.3 [3]. | |
The numerator is computed using (2.2.4) [3] and the denominator is | |
computed using an algorithm from [2] (see in the ``compute_b_inv`` | |
function). | |
References | |
---------- | |
.. [1] G. Wahba, "Estimating the smoothing parameter" in Spline models | |
for observational data, Philadelphia, Pennsylvania: Society for | |
Industrial and Applied Mathematics, 1990, pp. 45-65. | |
:doi:`10.1137/1.9781611970128` | |
.. [2] M. F. Hutchinson and F. R. de Hoog, "Smoothing noisy data with | |
spline functions," Numerische Mathematik, vol. 47, no. 1, | |
pp. 99-106, 1985. | |
:doi:`10.1007/BF01389878` | |
.. [3] E. Zemlyanoy, "Generalized cross-validation smoothing splines", | |
BSc thesis, 2022. Might be available (in Russian) | |
`here <https://www.hse.ru/ba/am/students/diplomas/620910604>`_ | |
""" | |
# Compute the numerator from (2.2.4) [3] | |
n = X.shape[1] | |
c = solve_banded((2, 2), X + lam * wE, y) | |
res = np.zeros(n) | |
# compute ``W^{-1} E c`` with respect to banded-storage of ``E`` | |
tmp = wE * c | |
for i in range(n): | |
for j in range(max(0, i - n + 3), min(5, i + 3)): | |
res[i] += tmp[j, i + 2 - j] | |
numer = np.linalg.norm(lam * res)**2 / n | |
# compute the denominator | |
lhs = XtWX + lam * XtE | |
try: | |
b_banded = compute_b_inv(lhs) | |
# compute the trace of the product b_banded @ XtX | |
tr = b_banded * XtWX | |
tr[:-1] *= 2 | |
# find the denominator | |
denom = (1 - sum(sum(tr)) / n)**2 | |
except LinAlgError: | |
# cholesky decomposition cannot be performed | |
raise ValueError('Seems like the problem is ill-posed') | |
res = numer / denom | |
return res | |
n = X.shape[1] | |
XtWX = compute_banded_symmetric_XT_W_Y(X, w, X) | |
XtE = compute_banded_symmetric_XT_W_Y(X, w, wE) | |
def fun(lam): | |
return _gcv(lam, X, XtWX, wE, XtE) | |
gcv_est = minimize_scalar(fun, bounds=(0, n), method='Bounded') | |
if gcv_est.success: | |
return gcv_est.x | |
raise ValueError(f"Unable to find minimum of the GCV " | |
f"function: {gcv_est.message}") | |
def _coeff_of_divided_diff(x): | |
""" | |
Returns the coefficients of the divided difference. | |
Parameters | |
---------- | |
x : array, shape (n,) | |
Array which is used for the computation of divided difference. | |
Returns | |
------- | |
res : array_like, shape (n,) | |
Coefficients of the divided difference. | |
Notes | |
----- | |
Vector ``x`` should have unique elements, otherwise an error division by | |
zero might be raised. | |
No checks are performed. | |
""" | |
n = x.shape[0] | |
res = np.zeros(n) | |
for i in range(n): | |
pp = 1. | |
for k in range(n): | |
if k != i: | |
pp *= (x[i] - x[k]) | |
res[i] = 1. / pp | |
return res | |
def make_smoothing_spline(x, y, w=None, lam=None): | |
r""" | |
Compute the (coefficients of) smoothing cubic spline function using | |
``lam`` to control the tradeoff between the amount of smoothness of the | |
curve and its proximity to the data. In case ``lam`` is None, using the | |
GCV criteria [1] to find it. | |
A smoothing spline is found as a solution to the regularized weighted | |
linear regression problem: | |
.. math:: | |
\sum\limits_{i=1}^n w_i\lvert y_i - f(x_i) \rvert^2 + | |
\lambda\int\limits_{x_1}^{x_n} (f^{(2)}(u))^2 d u | |
where :math:`f` is a spline function, :math:`w` is a vector of weights and | |
:math:`\lambda` is a regularization parameter. | |
If ``lam`` is None, we use the GCV criteria to find an optimal | |
regularization parameter, otherwise we solve the regularized weighted | |
linear regression problem with given parameter. The parameter controls | |
the tradeoff in the following way: the larger the parameter becomes, the | |
smoother the function gets. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
Abscissas. `n` must be at least 5. | |
y : array_like, shape (n,) | |
Ordinates. `n` must be at least 5. | |
w : array_like, shape (n,), optional | |
Vector of weights. Default is ``np.ones_like(x)``. | |
lam : float, (:math:`\lambda \geq 0`), optional | |
Regularization parameter. If ``lam`` is None, then it is found from | |
the GCV criteria. Default is None. | |
Returns | |
------- | |
func : a BSpline object. | |
A callable representing a spline in the B-spline basis | |
as a solution of the problem of smoothing splines using | |
the GCV criteria [1] in case ``lam`` is None, otherwise using the | |
given parameter ``lam``. | |
Notes | |
----- | |
This algorithm is a clean room reimplementation of the algorithm | |
introduced by Woltring in FORTRAN [2]. The original version cannot be used | |
in SciPy source code because of the license issues. The details of the | |
reimplementation are discussed here (available only in Russian) [4]. | |
If the vector of weights ``w`` is None, we assume that all the points are | |
equal in terms of weights, and vector of weights is vector of ones. | |
Note that in weighted residual sum of squares, weights are not squared: | |
:math:`\sum\limits_{i=1}^n w_i\lvert y_i - f(x_i) \rvert^2` while in | |
``splrep`` the sum is built from the squared weights. | |
In cases when the initial problem is ill-posed (for example, the product | |
:math:`X^T W X` where :math:`X` is a design matrix is not a positive | |
defined matrix) a ValueError is raised. | |
References | |
---------- | |
.. [1] G. Wahba, "Estimating the smoothing parameter" in Spline models for | |
observational data, Philadelphia, Pennsylvania: Society for Industrial | |
and Applied Mathematics, 1990, pp. 45-65. | |
:doi:`10.1137/1.9781611970128` | |
.. [2] H. J. Woltring, A Fortran package for generalized, cross-validatory | |
spline smoothing and differentiation, Advances in Engineering | |
Software, vol. 8, no. 2, pp. 104-113, 1986. | |
:doi:`10.1016/0141-1195(86)90098-7` | |
.. [3] T. Hastie, J. Friedman, and R. Tisbshirani, "Smoothing Splines" in | |
The elements of Statistical Learning: Data Mining, Inference, and | |
prediction, New York: Springer, 2017, pp. 241-249. | |
:doi:`10.1007/978-0-387-84858-7` | |
.. [4] E. Zemlyanoy, "Generalized cross-validation smoothing splines", | |
BSc thesis, 2022. | |
`<https://www.hse.ru/ba/am/students/diplomas/620910604>`_ (in | |
Russian) | |
Examples | |
-------- | |
Generate some noisy data | |
>>> import numpy as np | |
>>> np.random.seed(1234) | |
>>> n = 200 | |
>>> def func(x): | |
... return x**3 + x**2 * np.sin(4 * x) | |
>>> x = np.sort(np.random.random_sample(n) * 4 - 2) | |
>>> y = func(x) + np.random.normal(scale=1.5, size=n) | |
Make a smoothing spline function | |
>>> from scipy.interpolate import make_smoothing_spline | |
>>> spl = make_smoothing_spline(x, y) | |
Plot both | |
>>> import matplotlib.pyplot as plt | |
>>> grid = np.linspace(x[0], x[-1], 400) | |
>>> plt.plot(grid, spl(grid), label='Spline') | |
>>> plt.plot(grid, func(grid), label='Original function') | |
>>> plt.scatter(x, y, marker='.') | |
>>> plt.legend(loc='best') | |
>>> plt.show() | |
""" | |
x = np.ascontiguousarray(x, dtype=float) | |
y = np.ascontiguousarray(y, dtype=float) | |
if any(x[1:] - x[:-1] <= 0): | |
raise ValueError('``x`` should be an ascending array') | |
if x.ndim != 1 or y.ndim != 1 or x.shape[0] != y.shape[0]: | |
raise ValueError('``x`` and ``y`` should be one dimensional and the' | |
' same size') | |
if w is None: | |
w = np.ones(len(x)) | |
else: | |
w = np.ascontiguousarray(w) | |
if any(w <= 0): | |
raise ValueError('Invalid vector of weights') | |
t = np.r_[[x[0]] * 3, x, [x[-1]] * 3] | |
n = x.shape[0] | |
if n <= 4: | |
raise ValueError('``x`` and ``y`` length must be at least 5') | |
# It is known that the solution to the stated minimization problem exists | |
# and is a natural cubic spline with vector of knots equal to the unique | |
# elements of ``x`` [3], so we will solve the problem in the basis of | |
# natural splines. | |
# create design matrix in the B-spline basis | |
X_bspl = BSpline.design_matrix(x, t, 3) | |
# move from B-spline basis to the basis of natural splines using equations | |
# (2.1.7) [4] | |
# central elements | |
X = np.zeros((5, n)) | |
for i in range(1, 4): | |
X[i, 2: -2] = X_bspl[i: i - 4, 3: -3][np.diag_indices(n - 4)] | |
# first elements | |
X[1, 1] = X_bspl[0, 0] | |
X[2, :2] = ((x[2] + x[1] - 2 * x[0]) * X_bspl[0, 0], | |
X_bspl[1, 1] + X_bspl[1, 2]) | |
X[3, :2] = ((x[2] - x[0]) * X_bspl[1, 1], X_bspl[2, 2]) | |
# last elements | |
X[1, -2:] = (X_bspl[-3, -3], (x[-1] - x[-3]) * X_bspl[-2, -2]) | |
X[2, -2:] = (X_bspl[-2, -3] + X_bspl[-2, -2], | |
(2 * x[-1] - x[-2] - x[-3]) * X_bspl[-1, -1]) | |
X[3, -2] = X_bspl[-1, -1] | |
# create penalty matrix and divide it by vector of weights: W^{-1} E | |
wE = np.zeros((5, n)) | |
wE[2:, 0] = _coeff_of_divided_diff(x[:3]) / w[:3] | |
wE[1:, 1] = _coeff_of_divided_diff(x[:4]) / w[:4] | |
for j in range(2, n - 2): | |
wE[:, j] = (x[j+2] - x[j-2]) * _coeff_of_divided_diff(x[j-2:j+3])\ | |
/ w[j-2: j+3] | |
wE[:-1, -2] = -_coeff_of_divided_diff(x[-4:]) / w[-4:] | |
wE[:-2, -1] = _coeff_of_divided_diff(x[-3:]) / w[-3:] | |
wE *= 6 | |
if lam is None: | |
lam = _compute_optimal_gcv_parameter(X, wE, y, w) | |
elif lam < 0.: | |
raise ValueError('Regularization parameter should be non-negative') | |
# solve the initial problem in the basis of natural splines | |
c = solve_banded((2, 2), X + lam * wE, y) | |
# move back to B-spline basis using equations (2.2.10) [4] | |
c_ = np.r_[c[0] * (t[5] + t[4] - 2 * t[3]) + c[1], | |
c[0] * (t[5] - t[3]) + c[1], | |
c[1: -1], | |
c[-1] * (t[-4] - t[-6]) + c[-2], | |
c[-1] * (2 * t[-4] - t[-5] - t[-6]) + c[-2]] | |
return BSpline.construct_fast(t, c_, 3) | |
######################## | |
# FITPACK look-alikes # | |
######################## | |
def fpcheck(x, t, k): | |
""" Check consistency of the data vector `x` and the knot vector `t`. | |
Return None if inputs are consistent, raises a ValueError otherwise. | |
""" | |
# This routine is a clone of the `fpchec` Fortran routine, | |
# https://github.com/scipy/scipy/blob/main/scipy/interpolate/fitpack/fpchec.f | |
# which carries the following comment: | |
# | |
# subroutine fpchec verifies the number and the position of the knots | |
# t(j),j=1,2,...,n of a spline of degree k, in relation to the number | |
# and the position of the data points x(i),i=1,2,...,m. if all of the | |
# following conditions are fulfilled, the error parameter ier is set | |
# to zero. if one of the conditions is violated ier is set to ten. | |
# 1) k+1 <= n-k-1 <= m | |
# 2) t(1) <= t(2) <= ... <= t(k+1) | |
# t(n-k) <= t(n-k+1) <= ... <= t(n) | |
# 3) t(k+1) < t(k+2) < ... < t(n-k) | |
# 4) t(k+1) <= x(i) <= t(n-k) | |
# 5) the conditions specified by schoenberg and whitney must hold | |
# for at least one subset of data points, i.e. there must be a | |
# subset of data points y(j) such that | |
# t(j) < y(j) < t(j+k+1), j=1,2,...,n-k-1 | |
x = np.asarray(x) | |
t = np.asarray(t) | |
if x.ndim != 1 or t.ndim != 1: | |
raise ValueError(f"Expect `x` and `t` be 1D sequences. Got {x = } and {t = }") | |
m = x.shape[0] | |
n = t.shape[0] | |
nk1 = n - k - 1 | |
# check condition no 1 | |
# c 1) k+1 <= n-k-1 <= m | |
if not (k + 1 <= nk1 <= m): | |
raise ValueError(f"Need k+1 <= n-k-1 <= m. Got {m = }, {n = } and {k = }.") | |
# check condition no 2 | |
# c 2) t(1) <= t(2) <= ... <= t(k+1) | |
# c t(n-k) <= t(n-k+1) <= ... <= t(n) | |
if (t[:k+1] > t[1:k+2]).any(): | |
raise ValueError(f"First k knots must be ordered; got {t = }.") | |
if (t[nk1:] < t[nk1-1:-1]).any(): | |
raise ValueError(f"Last k knots must be ordered; got {t = }.") | |
# c check condition no 3 | |
# c 3) t(k+1) < t(k+2) < ... < t(n-k) | |
if (t[k+1:n-k] <= t[k:n-k-1]).any(): | |
raise ValueError(f"Internal knots must be distinct. Got {t = }.") | |
# c check condition no 4 | |
# c 4) t(k+1) <= x(i) <= t(n-k) | |
# NB: FITPACK's fpchec only checks x[0] & x[-1], so we follow. | |
if (x[0] < t[k]) or (x[-1] > t[n-k-1]): | |
raise ValueError(f"Out of bounds: {x = } and {t = }.") | |
# c check condition no 5 | |
# c 5) the conditions specified by schoenberg and whitney must hold | |
# c for at least one subset of data points, i.e. there must be a | |
# c subset of data points y(j) such that | |
# c t(j) < y(j) < t(j+k+1), j=1,2,...,n-k-1 | |
mesg = f"Schoenberg-Whitney condition is violated with {t = } and {x =}." | |
if (x[0] >= t[k+1]) or (x[-1] <= t[n-k-2]): | |
raise ValueError(mesg) | |
m = x.shape[0] | |
l = k+1 | |
nk3 = n - k - 3 | |
if nk3 < 2: | |
return | |
for j in range(1, nk3+1): | |
tj = t[j] | |
l += 1 | |
tl = t[l] | |
i = np.argmax(x > tj) | |
if i >= m-1: | |
raise ValueError(mesg) | |
if x[i] >= tl: | |
raise ValueError(mesg) | |
return | |