peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/interpolate
/_cubic.py
"""Interpolation algorithms using piecewise cubic polynomials.""" | |
from __future__ import annotations | |
from typing import TYPE_CHECKING | |
import warnings | |
import numpy as np | |
from scipy.linalg import solve, solve_banded | |
from . import PPoly | |
from ._polyint import _isscalar | |
if TYPE_CHECKING: | |
from typing import Literal | |
__all__ = ["CubicHermiteSpline", "PchipInterpolator", "pchip_interpolate", | |
"Akima1DInterpolator", "CubicSpline"] | |
def prepare_input(x, y, axis, dydx=None): | |
"""Prepare input for cubic spline interpolators. | |
All data are converted to numpy arrays and checked for correctness. | |
Axes equal to `axis` of arrays `y` and `dydx` are moved to be the 0th | |
axis. The value of `axis` is converted to lie in | |
[0, number of dimensions of `y`). | |
""" | |
x, y = map(np.asarray, (x, y)) | |
if np.issubdtype(x.dtype, np.complexfloating): | |
raise ValueError("`x` must contain real values.") | |
x = x.astype(float) | |
if np.issubdtype(y.dtype, np.complexfloating): | |
dtype = complex | |
else: | |
dtype = float | |
if dydx is not None: | |
dydx = np.asarray(dydx) | |
if y.shape != dydx.shape: | |
raise ValueError("The shapes of `y` and `dydx` must be identical.") | |
if np.issubdtype(dydx.dtype, np.complexfloating): | |
dtype = complex | |
dydx = dydx.astype(dtype, copy=False) | |
y = y.astype(dtype, copy=False) | |
axis = axis % y.ndim | |
if x.ndim != 1: | |
raise ValueError("`x` must be 1-dimensional.") | |
if x.shape[0] < 2: | |
raise ValueError("`x` must contain at least 2 elements.") | |
if x.shape[0] != y.shape[axis]: | |
raise ValueError(f"The length of `y` along `axis`={axis} doesn't " | |
"match the length of `x`") | |
if not np.all(np.isfinite(x)): | |
raise ValueError("`x` must contain only finite values.") | |
if not np.all(np.isfinite(y)): | |
raise ValueError("`y` must contain only finite values.") | |
if dydx is not None and not np.all(np.isfinite(dydx)): | |
raise ValueError("`dydx` must contain only finite values.") | |
dx = np.diff(x) | |
if np.any(dx <= 0): | |
raise ValueError("`x` must be strictly increasing sequence.") | |
y = np.moveaxis(y, axis, 0) | |
if dydx is not None: | |
dydx = np.moveaxis(dydx, axis, 0) | |
return x, dx, y, axis, dydx | |
class CubicHermiteSpline(PPoly): | |
"""Piecewise-cubic interpolator matching values and first derivatives. | |
The result is represented as a `PPoly` instance. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
1-D array containing values of the independent variable. | |
Values must be real, finite and in strictly increasing order. | |
y : array_like | |
Array containing values of the dependent variable. It can have | |
arbitrary number of dimensions, but the length along ``axis`` | |
(see below) must match the length of ``x``. Values must be finite. | |
dydx : array_like | |
Array containing derivatives of the dependent variable. It can have | |
arbitrary number of dimensions, but the length along ``axis`` | |
(see below) must match the length of ``x``. Values must be finite. | |
axis : int, optional | |
Axis along which `y` is assumed to be varying. Meaning that for | |
``x[i]`` the corresponding values are ``np.take(y, i, axis=axis)``. | |
Default is 0. | |
extrapolate : {bool, 'periodic', None}, optional | |
If bool, determines whether to extrapolate to out-of-bounds points | |
based on first and last intervals, or to return NaNs. If 'periodic', | |
periodic extrapolation is used. If None (default), it is set to True. | |
Attributes | |
---------- | |
x : ndarray, shape (n,) | |
Breakpoints. The same ``x`` which was passed to the constructor. | |
c : ndarray, shape (4, n-1, ...) | |
Coefficients of the polynomials on each segment. The trailing | |
dimensions match the dimensions of `y`, excluding ``axis``. | |
For example, if `y` is 1-D, then ``c[k, i]`` is a coefficient for | |
``(x-x[i])**(3-k)`` on the segment between ``x[i]`` and ``x[i+1]``. | |
axis : int | |
Interpolation axis. The same axis which was passed to the | |
constructor. | |
Methods | |
------- | |
__call__ | |
derivative | |
antiderivative | |
integrate | |
roots | |
See Also | |
-------- | |
Akima1DInterpolator : Akima 1D interpolator. | |
PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. | |
CubicSpline : Cubic spline data interpolator. | |
PPoly : Piecewise polynomial in terms of coefficients and breakpoints | |
Notes | |
----- | |
If you want to create a higher-order spline matching higher-order | |
derivatives, use `BPoly.from_derivatives`. | |
References | |
---------- | |
.. [1] `Cubic Hermite spline | |
<https://en.wikipedia.org/wiki/Cubic_Hermite_spline>`_ | |
on Wikipedia. | |
""" | |
def __init__(self, x, y, dydx, axis=0, extrapolate=None): | |
if extrapolate is None: | |
extrapolate = True | |
x, dx, y, axis, dydx = prepare_input(x, y, axis, dydx) | |
dxr = dx.reshape([dx.shape[0]] + [1] * (y.ndim - 1)) | |
slope = np.diff(y, axis=0) / dxr | |
t = (dydx[:-1] + dydx[1:] - 2 * slope) / dxr | |
c = np.empty((4, len(x) - 1) + y.shape[1:], dtype=t.dtype) | |
c[0] = t / dxr | |
c[1] = (slope - dydx[:-1]) / dxr - t | |
c[2] = dydx[:-1] | |
c[3] = y[:-1] | |
super().__init__(c, x, extrapolate=extrapolate) | |
self.axis = axis | |
class PchipInterpolator(CubicHermiteSpline): | |
r"""PCHIP 1-D monotonic cubic interpolation. | |
``x`` and ``y`` are arrays of values used to approximate some function f, | |
with ``y = f(x)``. The interpolant uses monotonic cubic splines | |
to find the value of new points. (PCHIP stands for Piecewise Cubic | |
Hermite Interpolating Polynomial). | |
Parameters | |
---------- | |
x : ndarray, shape (npoints, ) | |
A 1-D array of monotonically increasing real values. ``x`` cannot | |
include duplicate values (otherwise f is overspecified) | |
y : ndarray, shape (..., npoints, ...) | |
A N-D array of real values. ``y``'s length along the interpolation | |
axis must be equal to the length of ``x``. Use the ``axis`` | |
parameter to select the interpolation axis. | |
.. deprecated:: 1.13.0 | |
Complex data is deprecated and will raise an error in SciPy 1.15.0. | |
If you are trying to use the real components of the passed array, | |
use ``np.real`` on ``y``. | |
axis : int, optional | |
Axis in the ``y`` array corresponding to the x-coordinate values. Defaults | |
to ``axis=0``. | |
extrapolate : bool, optional | |
Whether to extrapolate to out-of-bounds points based on first | |
and last intervals, or to return NaNs. | |
Methods | |
------- | |
__call__ | |
derivative | |
antiderivative | |
roots | |
See Also | |
-------- | |
CubicHermiteSpline : Piecewise-cubic interpolator. | |
Akima1DInterpolator : Akima 1D interpolator. | |
CubicSpline : Cubic spline data interpolator. | |
PPoly : Piecewise polynomial in terms of coefficients and breakpoints. | |
Notes | |
----- | |
The interpolator preserves monotonicity in the interpolation data and does | |
not overshoot if the data is not smooth. | |
The first derivatives are guaranteed to be continuous, but the second | |
derivatives may jump at :math:`x_k`. | |
Determines the derivatives at the points :math:`x_k`, :math:`f'_k`, | |
by using PCHIP algorithm [1]_. | |
Let :math:`h_k = x_{k+1} - x_k`, and :math:`d_k = (y_{k+1} - y_k) / h_k` | |
are the slopes at internal points :math:`x_k`. | |
If the signs of :math:`d_k` and :math:`d_{k-1}` are different or either of | |
them equals zero, then :math:`f'_k = 0`. Otherwise, it is given by the | |
weighted harmonic mean | |
.. math:: | |
\frac{w_1 + w_2}{f'_k} = \frac{w_1}{d_{k-1}} + \frac{w_2}{d_k} | |
where :math:`w_1 = 2 h_k + h_{k-1}` and :math:`w_2 = h_k + 2 h_{k-1}`. | |
The end slopes are set using a one-sided scheme [2]_. | |
References | |
---------- | |
.. [1] F. N. Fritsch and J. Butland, | |
A method for constructing local | |
monotone piecewise cubic interpolants, | |
SIAM J. Sci. Comput., 5(2), 300-304 (1984). | |
:doi:`10.1137/0905021`. | |
.. [2] see, e.g., C. Moler, Numerical Computing with Matlab, 2004. | |
:doi:`10.1137/1.9780898717952` | |
""" | |
def __init__(self, x, y, axis=0, extrapolate=None): | |
x, _, y, axis, _ = prepare_input(x, y, axis) | |
if np.iscomplexobj(y): | |
msg = ("`PchipInterpolator` only works with real values for `y`. " | |
"Passing an array with a complex dtype for `y` is deprecated " | |
"and will raise an error in SciPy 1.15.0. If you are trying to " | |
"use the real components of the passed array, use `np.real` on " | |
"the array before passing to `PchipInterpolator`.") | |
warnings.warn(msg, DeprecationWarning, stacklevel=2) | |
xp = x.reshape((x.shape[0],) + (1,)*(y.ndim-1)) | |
dk = self._find_derivatives(xp, y) | |
super().__init__(x, y, dk, axis=0, extrapolate=extrapolate) | |
self.axis = axis | |
def _edge_case(h0, h1, m0, m1): | |
# one-sided three-point estimate for the derivative | |
d = ((2*h0 + h1)*m0 - h0*m1) / (h0 + h1) | |
# try to preserve shape | |
mask = np.sign(d) != np.sign(m0) | |
mask2 = (np.sign(m0) != np.sign(m1)) & (np.abs(d) > 3.*np.abs(m0)) | |
mmm = (~mask) & mask2 | |
d[mask] = 0. | |
d[mmm] = 3.*m0[mmm] | |
return d | |
def _find_derivatives(x, y): | |
# Determine the derivatives at the points y_k, d_k, by using | |
# PCHIP algorithm is: | |
# We choose the derivatives at the point x_k by | |
# Let m_k be the slope of the kth segment (between k and k+1) | |
# If m_k=0 or m_{k-1}=0 or sgn(m_k) != sgn(m_{k-1}) then d_k == 0 | |
# else use weighted harmonic mean: | |
# w_1 = 2h_k + h_{k-1}, w_2 = h_k + 2h_{k-1} | |
# 1/d_k = 1/(w_1 + w_2)*(w_1 / m_k + w_2 / m_{k-1}) | |
# where h_k is the spacing between x_k and x_{k+1} | |
y_shape = y.shape | |
if y.ndim == 1: | |
# So that _edge_case doesn't end up assigning to scalars | |
x = x[:, None] | |
y = y[:, None] | |
hk = x[1:] - x[:-1] | |
mk = (y[1:] - y[:-1]) / hk | |
if y.shape[0] == 2: | |
# edge case: only have two points, use linear interpolation | |
dk = np.zeros_like(y) | |
dk[0] = mk | |
dk[1] = mk | |
return dk.reshape(y_shape) | |
smk = np.sign(mk) | |
condition = (smk[1:] != smk[:-1]) | (mk[1:] == 0) | (mk[:-1] == 0) | |
w1 = 2*hk[1:] + hk[:-1] | |
w2 = hk[1:] + 2*hk[:-1] | |
# values where division by zero occurs will be excluded | |
# by 'condition' afterwards | |
with np.errstate(divide='ignore', invalid='ignore'): | |
whmean = (w1/mk[:-1] + w2/mk[1:]) / (w1 + w2) | |
dk = np.zeros_like(y) | |
dk[1:-1][condition] = 0.0 | |
dk[1:-1][~condition] = 1.0 / whmean[~condition] | |
# special case endpoints, as suggested in | |
# Cleve Moler, Numerical Computing with MATLAB, Chap 3.6 (pchiptx.m) | |
dk[0] = PchipInterpolator._edge_case(hk[0], hk[1], mk[0], mk[1]) | |
dk[-1] = PchipInterpolator._edge_case(hk[-1], hk[-2], mk[-1], mk[-2]) | |
return dk.reshape(y_shape) | |
def pchip_interpolate(xi, yi, x, der=0, axis=0): | |
""" | |
Convenience function for pchip interpolation. | |
xi and yi are arrays of values used to approximate some function f, | |
with ``yi = f(xi)``. The interpolant uses monotonic cubic splines | |
to find the value of new points x and the derivatives there. | |
See `scipy.interpolate.PchipInterpolator` for details. | |
Parameters | |
---------- | |
xi : array_like | |
A sorted list of x-coordinates, of length N. | |
yi : array_like | |
A 1-D array of real values. `yi`'s length along the interpolation | |
axis must be equal to the length of `xi`. If N-D array, use axis | |
parameter to select correct axis. | |
.. deprecated:: 1.13.0 | |
Complex data is deprecated and will raise an error in | |
SciPy 1.15.0. If you are trying to use the real components of | |
the passed array, use ``np.real`` on `yi`. | |
x : scalar or array_like | |
Of length M. | |
der : int or list, optional | |
Derivatives to extract. The 0th derivative can be included to | |
return the function value. | |
axis : int, optional | |
Axis in the yi array corresponding to the x-coordinate values. | |
Returns | |
------- | |
y : scalar or array_like | |
The result, of length R or length M or M by R. | |
See Also | |
-------- | |
PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. | |
Examples | |
-------- | |
We can interpolate 2D observed data using pchip interpolation: | |
>>> import numpy as np | |
>>> import matplotlib.pyplot as plt | |
>>> from scipy.interpolate import pchip_interpolate | |
>>> x_observed = np.linspace(0.0, 10.0, 11) | |
>>> y_observed = np.sin(x_observed) | |
>>> x = np.linspace(min(x_observed), max(x_observed), num=100) | |
>>> y = pchip_interpolate(x_observed, y_observed, x) | |
>>> plt.plot(x_observed, y_observed, "o", label="observation") | |
>>> plt.plot(x, y, label="pchip interpolation") | |
>>> plt.legend() | |
>>> plt.show() | |
""" | |
P = PchipInterpolator(xi, yi, axis=axis) | |
if der == 0: | |
return P(x) | |
elif _isscalar(der): | |
return P.derivative(der)(x) | |
else: | |
return [P.derivative(nu)(x) for nu in der] | |
class Akima1DInterpolator(CubicHermiteSpline): | |
r""" | |
Akima interpolator | |
Fit piecewise cubic polynomials, given vectors x and y. The interpolation | |
method by Akima uses a continuously differentiable sub-spline built from | |
piecewise cubic polynomials. The resultant curve passes through the given | |
data points and will appear smooth and natural. | |
Parameters | |
---------- | |
x : ndarray, shape (npoints, ) | |
1-D array of monotonically increasing real values. | |
y : ndarray, shape (..., npoints, ...) | |
N-D array of real values. The length of ``y`` along the interpolation axis | |
must be equal to the length of ``x``. Use the ``axis`` parameter to | |
select the interpolation axis. | |
.. deprecated:: 1.13.0 | |
Complex data is deprecated and will raise an error in SciPy 1.15.0. | |
If you are trying to use the real components of the passed array, | |
use ``np.real`` on ``y``. | |
axis : int, optional | |
Axis in the ``y`` array corresponding to the x-coordinate values. Defaults | |
to ``axis=0``. | |
method : {'akima', 'makima'}, optional | |
If ``"makima"``, use the modified Akima interpolation [2]_. | |
Defaults to ``"akima"``, use the Akima interpolation [1]_. | |
.. versionadded:: 1.13.0 | |
Methods | |
------- | |
__call__ | |
derivative | |
antiderivative | |
roots | |
See Also | |
-------- | |
PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. | |
CubicSpline : Cubic spline data interpolator. | |
PPoly : Piecewise polynomial in terms of coefficients and breakpoints | |
Notes | |
----- | |
.. versionadded:: 0.14 | |
Use only for precise data, as the fitted curve passes through the given | |
points exactly. This routine is useful for plotting a pleasingly smooth | |
curve through a few given points for purposes of plotting. | |
Let :math:`\delta_i = (y_{i+1} - y_i) / (x_{i+1} - x_i)` be the slopes of | |
the interval :math:`\left[x_i, x_{i+1}\right)`. Akima's derivative at | |
:math:`x_i` is defined as: | |
.. math:: | |
d_i = \frac{w_1}{w_1 + w_2}\delta_{i-1} + \frac{w_2}{w_1 + w_2}\delta_i | |
In the Akima interpolation [1]_ (``method="akima"``), the weights are: | |
.. math:: | |
\begin{aligned} | |
w_1 &= |\delta_{i+1} - \delta_i| \\ | |
w_2 &= |\delta_{i-1} - \delta_{i-2}| | |
\end{aligned} | |
In the modified Akima interpolation [2]_ (``method="makima"``), | |
to eliminate overshoot and avoid edge cases of both numerator and | |
denominator being equal to 0, the weights are modified as follows: | |
.. math:: | |
\begin{align*} | |
w_1 &= |\delta_{i+1} - \delta_i| + |\delta_{i+1} + \delta_i| / 2 \\ | |
w_2 &= |\delta_{i-1} - \delta_{i-2}| + |\delta_{i-1} + \delta_{i-2}| / 2 | |
\end{align*} | |
Examples | |
-------- | |
Comparison of ``method="akima"`` and ``method="makima"``: | |
>>> import numpy as np | |
>>> from scipy.interpolate import Akima1DInterpolator | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.linspace(1, 7, 7) | |
>>> y = np.array([-1, -1, -1, 0, 1, 1, 1]) | |
>>> xs = np.linspace(min(x), max(x), num=100) | |
>>> y_akima = Akima1DInterpolator(x, y, method="akima")(xs) | |
>>> y_makima = Akima1DInterpolator(x, y, method="makima")(xs) | |
>>> fig, ax = plt.subplots() | |
>>> ax.plot(x, y, "o", label="data") | |
>>> ax.plot(xs, y_akima, label="akima") | |
>>> ax.plot(xs, y_makima, label="makima") | |
>>> ax.legend() | |
>>> fig.show() | |
The overshoot that occured in ``"akima"`` has been avoided in ``"makima"``. | |
References | |
---------- | |
.. [1] A new method of interpolation and smooth curve fitting based | |
on local procedures. Hiroshi Akima, J. ACM, October 1970, 17(4), | |
589-602. :doi:`10.1145/321607.321609` | |
.. [2] Makima Piecewise Cubic Interpolation. Cleve Moler and Cosmin Ionita, 2019. | |
https://blogs.mathworks.com/cleve/2019/04/29/makima-piecewise-cubic-interpolation/ | |
""" | |
def __init__(self, x, y, axis=0, *, method: Literal["akima", "makima"]="akima"): | |
if method not in {"akima", "makima"}: | |
raise NotImplementedError(f"`method`={method} is unsupported.") | |
# Original implementation in MATLAB by N. Shamsundar (BSD licensed), see | |
# https://www.mathworks.com/matlabcentral/fileexchange/1814-akima-interpolation | |
x, dx, y, axis, _ = prepare_input(x, y, axis) | |
if np.iscomplexobj(y): | |
msg = ("`Akima1DInterpolator` only works with real values for `y`. " | |
"Passing an array with a complex dtype for `y` is deprecated " | |
"and will raise an error in SciPy 1.15.0. If you are trying to " | |
"use the real components of the passed array, use `np.real` on " | |
"the array before passing to `Akima1DInterpolator`.") | |
warnings.warn(msg, DeprecationWarning, stacklevel=2) | |
# determine slopes between breakpoints | |
m = np.empty((x.size + 3, ) + y.shape[1:]) | |
dx = dx[(slice(None), ) + (None, ) * (y.ndim - 1)] | |
m[2:-2] = np.diff(y, axis=0) / dx | |
# add two additional points on the left ... | |
m[1] = 2. * m[2] - m[3] | |
m[0] = 2. * m[1] - m[2] | |
# ... and on the right | |
m[-2] = 2. * m[-3] - m[-4] | |
m[-1] = 2. * m[-2] - m[-3] | |
# if m1 == m2 != m3 == m4, the slope at the breakpoint is not | |
# defined. This is the fill value: | |
t = .5 * (m[3:] + m[:-3]) | |
# get the denominator of the slope t | |
dm = np.abs(np.diff(m, axis=0)) | |
if method == "makima": | |
pm = np.abs(m[1:] + m[:-1]) | |
f1 = dm[2:] + 0.5 * pm[2:] | |
f2 = dm[:-2] + 0.5 * pm[:-2] | |
else: | |
f1 = dm[2:] | |
f2 = dm[:-2] | |
f12 = f1 + f2 | |
# These are the mask of where the slope at breakpoint is defined: | |
ind = np.nonzero(f12 > 1e-9 * np.max(f12, initial=-np.inf)) | |
x_ind, y_ind = ind[0], ind[1:] | |
# Set the slope at breakpoint | |
t[ind] = (f1[ind] * m[(x_ind + 1,) + y_ind] + | |
f2[ind] * m[(x_ind + 2,) + y_ind]) / f12[ind] | |
super().__init__(x, y, t, axis=0, extrapolate=False) | |
self.axis = axis | |
def extend(self, c, x, right=True): | |
raise NotImplementedError("Extending a 1-D Akima interpolator is not " | |
"yet implemented") | |
# These are inherited from PPoly, but they do not produce an Akima | |
# interpolator. Hence stub them out. | |
def from_spline(cls, tck, extrapolate=None): | |
raise NotImplementedError("This method does not make sense for " | |
"an Akima interpolator.") | |
def from_bernstein_basis(cls, bp, extrapolate=None): | |
raise NotImplementedError("This method does not make sense for " | |
"an Akima interpolator.") | |
class CubicSpline(CubicHermiteSpline): | |
"""Cubic spline data interpolator. | |
Interpolate data with a piecewise cubic polynomial which is twice | |
continuously differentiable [1]_. The result is represented as a `PPoly` | |
instance with breakpoints matching the given data. | |
Parameters | |
---------- | |
x : array_like, shape (n,) | |
1-D array containing values of the independent variable. | |
Values must be real, finite and in strictly increasing order. | |
y : array_like | |
Array containing values of the dependent variable. It can have | |
arbitrary number of dimensions, but the length along ``axis`` | |
(see below) must match the length of ``x``. Values must be finite. | |
axis : int, optional | |
Axis along which `y` is assumed to be varying. Meaning that for | |
``x[i]`` the corresponding values are ``np.take(y, i, axis=axis)``. | |
Default is 0. | |
bc_type : string or 2-tuple, optional | |
Boundary condition type. Two additional equations, given by the | |
boundary conditions, are required to determine all coefficients of | |
polynomials on each segment [2]_. | |
If `bc_type` is a string, then the specified condition will be applied | |
at both ends of a spline. Available conditions are: | |
* 'not-a-knot' (default): The first and second segment at a curve end | |
are the same polynomial. It is a good default when there is no | |
information on boundary conditions. | |
* 'periodic': The interpolated functions is assumed to be periodic | |
of period ``x[-1] - x[0]``. The first and last value of `y` must be | |
identical: ``y[0] == y[-1]``. This boundary condition will result in | |
``y'[0] == y'[-1]`` and ``y''[0] == y''[-1]``. | |
* 'clamped': The first derivative at curves ends are zero. Assuming | |
a 1D `y`, ``bc_type=((1, 0.0), (1, 0.0))`` is the same condition. | |
* 'natural': The second derivative at curve ends are zero. Assuming | |
a 1D `y`, ``bc_type=((2, 0.0), (2, 0.0))`` is the same condition. | |
If `bc_type` is a 2-tuple, the first and the second value will be | |
applied at the curve start and end respectively. The tuple values can | |
be one of the previously mentioned strings (except 'periodic') or a | |
tuple `(order, deriv_values)` allowing to specify arbitrary | |
derivatives at curve ends: | |
* `order`: the derivative order, 1 or 2. | |
* `deriv_value`: array_like containing derivative values, shape must | |
be the same as `y`, excluding ``axis`` dimension. For example, if | |
`y` is 1-D, then `deriv_value` must be a scalar. If `y` is 3-D with | |
the shape (n0, n1, n2) and axis=2, then `deriv_value` must be 2-D | |
and have the shape (n0, n1). | |
extrapolate : {bool, 'periodic', None}, optional | |
If bool, determines whether to extrapolate to out-of-bounds points | |
based on first and last intervals, or to return NaNs. If 'periodic', | |
periodic extrapolation is used. If None (default), ``extrapolate`` is | |
set to 'periodic' for ``bc_type='periodic'`` and to True otherwise. | |
Attributes | |
---------- | |
x : ndarray, shape (n,) | |
Breakpoints. The same ``x`` which was passed to the constructor. | |
c : ndarray, shape (4, n-1, ...) | |
Coefficients of the polynomials on each segment. The trailing | |
dimensions match the dimensions of `y`, excluding ``axis``. | |
For example, if `y` is 1-d, then ``c[k, i]`` is a coefficient for | |
``(x-x[i])**(3-k)`` on the segment between ``x[i]`` and ``x[i+1]``. | |
axis : int | |
Interpolation axis. The same axis which was passed to the | |
constructor. | |
Methods | |
------- | |
__call__ | |
derivative | |
antiderivative | |
integrate | |
roots | |
See Also | |
-------- | |
Akima1DInterpolator : Akima 1D interpolator. | |
PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. | |
PPoly : Piecewise polynomial in terms of coefficients and breakpoints. | |
Notes | |
----- | |
Parameters `bc_type` and ``extrapolate`` work independently, i.e. the | |
former controls only construction of a spline, and the latter only | |
evaluation. | |
When a boundary condition is 'not-a-knot' and n = 2, it is replaced by | |
a condition that the first derivative is equal to the linear interpolant | |
slope. When both boundary conditions are 'not-a-knot' and n = 3, the | |
solution is sought as a parabola passing through given points. | |
When 'not-a-knot' boundary conditions is applied to both ends, the | |
resulting spline will be the same as returned by `splrep` (with ``s=0``) | |
and `InterpolatedUnivariateSpline`, but these two methods use a | |
representation in B-spline basis. | |
.. versionadded:: 0.18.0 | |
Examples | |
-------- | |
In this example the cubic spline is used to interpolate a sampled sinusoid. | |
You can see that the spline continuity property holds for the first and | |
second derivatives and violates only for the third derivative. | |
>>> import numpy as np | |
>>> from scipy.interpolate import CubicSpline | |
>>> import matplotlib.pyplot as plt | |
>>> x = np.arange(10) | |
>>> y = np.sin(x) | |
>>> cs = CubicSpline(x, y) | |
>>> xs = np.arange(-0.5, 9.6, 0.1) | |
>>> fig, ax = plt.subplots(figsize=(6.5, 4)) | |
>>> ax.plot(x, y, 'o', label='data') | |
>>> ax.plot(xs, np.sin(xs), label='true') | |
>>> ax.plot(xs, cs(xs), label="S") | |
>>> ax.plot(xs, cs(xs, 1), label="S'") | |
>>> ax.plot(xs, cs(xs, 2), label="S''") | |
>>> ax.plot(xs, cs(xs, 3), label="S'''") | |
>>> ax.set_xlim(-0.5, 9.5) | |
>>> ax.legend(loc='lower left', ncol=2) | |
>>> plt.show() | |
In the second example, the unit circle is interpolated with a spline. A | |
periodic boundary condition is used. You can see that the first derivative | |
values, ds/dx=0, ds/dy=1 at the periodic point (1, 0) are correctly | |
computed. Note that a circle cannot be exactly represented by a cubic | |
spline. To increase precision, more breakpoints would be required. | |
>>> theta = 2 * np.pi * np.linspace(0, 1, 5) | |
>>> y = np.c_[np.cos(theta), np.sin(theta)] | |
>>> cs = CubicSpline(theta, y, bc_type='periodic') | |
>>> print("ds/dx={:.1f} ds/dy={:.1f}".format(cs(0, 1)[0], cs(0, 1)[1])) | |
ds/dx=0.0 ds/dy=1.0 | |
>>> xs = 2 * np.pi * np.linspace(0, 1, 100) | |
>>> fig, ax = plt.subplots(figsize=(6.5, 4)) | |
>>> ax.plot(y[:, 0], y[:, 1], 'o', label='data') | |
>>> ax.plot(np.cos(xs), np.sin(xs), label='true') | |
>>> ax.plot(cs(xs)[:, 0], cs(xs)[:, 1], label='spline') | |
>>> ax.axes.set_aspect('equal') | |
>>> ax.legend(loc='center') | |
>>> plt.show() | |
The third example is the interpolation of a polynomial y = x**3 on the | |
interval 0 <= x<= 1. A cubic spline can represent this function exactly. | |
To achieve that we need to specify values and first derivatives at | |
endpoints of the interval. Note that y' = 3 * x**2 and thus y'(0) = 0 and | |
y'(1) = 3. | |
>>> cs = CubicSpline([0, 1], [0, 1], bc_type=((1, 0), (1, 3))) | |
>>> x = np.linspace(0, 1) | |
>>> np.allclose(x**3, cs(x)) | |
True | |
References | |
---------- | |
.. [1] `Cubic Spline Interpolation | |
<https://en.wikiversity.org/wiki/Cubic_Spline_Interpolation>`_ | |
on Wikiversity. | |
.. [2] Carl de Boor, "A Practical Guide to Splines", Springer-Verlag, 1978. | |
""" | |
def __init__(self, x, y, axis=0, bc_type='not-a-knot', extrapolate=None): | |
x, dx, y, axis, _ = prepare_input(x, y, axis) | |
n = len(x) | |
bc, y = self._validate_bc(bc_type, y, y.shape[1:], axis) | |
if extrapolate is None: | |
if bc[0] == 'periodic': | |
extrapolate = 'periodic' | |
else: | |
extrapolate = True | |
if y.size == 0: | |
# bail out early for zero-sized arrays | |
s = np.zeros_like(y) | |
else: | |
dxr = dx.reshape([dx.shape[0]] + [1] * (y.ndim - 1)) | |
slope = np.diff(y, axis=0) / dxr | |
# If bc is 'not-a-knot' this change is just a convention. | |
# If bc is 'periodic' then we already checked that y[0] == y[-1], | |
# and the spline is just a constant, we handle this case in the | |
# same way by setting the first derivatives to slope, which is 0. | |
if n == 2: | |
if bc[0] in ['not-a-knot', 'periodic']: | |
bc[0] = (1, slope[0]) | |
if bc[1] in ['not-a-knot', 'periodic']: | |
bc[1] = (1, slope[0]) | |
# This is a special case, when both conditions are 'not-a-knot' | |
# and n == 3. In this case 'not-a-knot' can't be handled regularly | |
# as the both conditions are identical. We handle this case by | |
# constructing a parabola passing through given points. | |
if n == 3 and bc[0] == 'not-a-knot' and bc[1] == 'not-a-knot': | |
A = np.zeros((3, 3)) # This is a standard matrix. | |
b = np.empty((3,) + y.shape[1:], dtype=y.dtype) | |
A[0, 0] = 1 | |
A[0, 1] = 1 | |
A[1, 0] = dx[1] | |
A[1, 1] = 2 * (dx[0] + dx[1]) | |
A[1, 2] = dx[0] | |
A[2, 1] = 1 | |
A[2, 2] = 1 | |
b[0] = 2 * slope[0] | |
b[1] = 3 * (dxr[0] * slope[1] + dxr[1] * slope[0]) | |
b[2] = 2 * slope[1] | |
s = solve(A, b, overwrite_a=True, overwrite_b=True, | |
check_finite=False) | |
elif n == 3 and bc[0] == 'periodic': | |
# In case when number of points is 3 we compute the derivatives | |
# manually | |
t = (slope / dxr).sum(0) / (1. / dxr).sum(0) | |
s = np.broadcast_to(t, (n,) + y.shape[1:]) | |
else: | |
# Find derivative values at each x[i] by solving a tridiagonal | |
# system. | |
A = np.zeros((3, n)) # This is a banded matrix representation. | |
b = np.empty((n,) + y.shape[1:], dtype=y.dtype) | |
# Filling the system for i=1..n-2 | |
# (x[i-1] - x[i]) * s[i-1] +\ | |
# 2 * ((x[i] - x[i-1]) + (x[i+1] - x[i])) * s[i] +\ | |
# (x[i] - x[i-1]) * s[i+1] =\ | |
# 3 * ((x[i+1] - x[i])*(y[i] - y[i-1])/(x[i] - x[i-1]) +\ | |
# (x[i] - x[i-1])*(y[i+1] - y[i])/(x[i+1] - x[i])) | |
A[1, 1:-1] = 2 * (dx[:-1] + dx[1:]) # The diagonal | |
A[0, 2:] = dx[:-1] # The upper diagonal | |
A[-1, :-2] = dx[1:] # The lower diagonal | |
b[1:-1] = 3 * (dxr[1:] * slope[:-1] + dxr[:-1] * slope[1:]) | |
bc_start, bc_end = bc | |
if bc_start == 'periodic': | |
# Due to the periodicity, and because y[-1] = y[0], the | |
# linear system has (n-1) unknowns/equations instead of n: | |
A = A[:, 0:-1] | |
A[1, 0] = 2 * (dx[-1] + dx[0]) | |
A[0, 1] = dx[-1] | |
b = b[:-1] | |
# Also, due to the periodicity, the system is not tri-diagonal. | |
# We need to compute a "condensed" matrix of shape (n-2, n-2). | |
# See https://web.archive.org/web/20151220180652/http://www.cfm.brown.edu/people/gk/chap6/node14.html | |
# for more explanations. | |
# The condensed matrix is obtained by removing the last column | |
# and last row of the (n-1, n-1) system matrix. The removed | |
# values are saved in scalar variables with the (n-1, n-1) | |
# system matrix indices forming their names: | |
a_m1_0 = dx[-2] # lower left corner value: A[-1, 0] | |
a_m1_m2 = dx[-1] | |
a_m1_m1 = 2 * (dx[-1] + dx[-2]) | |
a_m2_m1 = dx[-3] | |
a_0_m1 = dx[0] | |
b[0] = 3 * (dxr[0] * slope[-1] + dxr[-1] * slope[0]) | |
b[-1] = 3 * (dxr[-1] * slope[-2] + dxr[-2] * slope[-1]) | |
Ac = A[:, :-1] | |
b1 = b[:-1] | |
b2 = np.zeros_like(b1) | |
b2[0] = -a_0_m1 | |
b2[-1] = -a_m2_m1 | |
# s1 and s2 are the solutions of (n-2, n-2) system | |
s1 = solve_banded((1, 1), Ac, b1, overwrite_ab=False, | |
overwrite_b=False, check_finite=False) | |
s2 = solve_banded((1, 1), Ac, b2, overwrite_ab=False, | |
overwrite_b=False, check_finite=False) | |
# computing the s[n-2] solution: | |
s_m1 = ((b[-1] - a_m1_0 * s1[0] - a_m1_m2 * s1[-1]) / | |
(a_m1_m1 + a_m1_0 * s2[0] + a_m1_m2 * s2[-1])) | |
# s is the solution of the (n, n) system: | |
s = np.empty((n,) + y.shape[1:], dtype=y.dtype) | |
s[:-2] = s1 + s_m1 * s2 | |
s[-2] = s_m1 | |
s[-1] = s[0] | |
else: | |
if bc_start == 'not-a-knot': | |
A[1, 0] = dx[1] | |
A[0, 1] = x[2] - x[0] | |
d = x[2] - x[0] | |
b[0] = ((dxr[0] + 2*d) * dxr[1] * slope[0] + | |
dxr[0]**2 * slope[1]) / d | |
elif bc_start[0] == 1: | |
A[1, 0] = 1 | |
A[0, 1] = 0 | |
b[0] = bc_start[1] | |
elif bc_start[0] == 2: | |
A[1, 0] = 2 * dx[0] | |
A[0, 1] = dx[0] | |
b[0] = -0.5 * bc_start[1] * dx[0]**2 + 3 * (y[1] - y[0]) | |
if bc_end == 'not-a-knot': | |
A[1, -1] = dx[-2] | |
A[-1, -2] = x[-1] - x[-3] | |
d = x[-1] - x[-3] | |
b[-1] = ((dxr[-1]**2*slope[-2] + | |
(2*d + dxr[-1])*dxr[-2]*slope[-1]) / d) | |
elif bc_end[0] == 1: | |
A[1, -1] = 1 | |
A[-1, -2] = 0 | |
b[-1] = bc_end[1] | |
elif bc_end[0] == 2: | |
A[1, -1] = 2 * dx[-1] | |
A[-1, -2] = dx[-1] | |
b[-1] = 0.5 * bc_end[1] * dx[-1]**2 + 3 * (y[-1] - y[-2]) | |
s = solve_banded((1, 1), A, b, overwrite_ab=True, | |
overwrite_b=True, check_finite=False) | |
super().__init__(x, y, s, axis=0, extrapolate=extrapolate) | |
self.axis = axis | |
def _validate_bc(bc_type, y, expected_deriv_shape, axis): | |
"""Validate and prepare boundary conditions. | |
Returns | |
------- | |
validated_bc : 2-tuple | |
Boundary conditions for a curve start and end. | |
y : ndarray | |
y casted to complex dtype if one of the boundary conditions has | |
complex dtype. | |
""" | |
if isinstance(bc_type, str): | |
if bc_type == 'periodic': | |
if not np.allclose(y[0], y[-1], rtol=1e-15, atol=1e-15): | |
raise ValueError( | |
f"The first and last `y` point along axis {axis} must " | |
"be identical (within machine precision) when " | |
"bc_type='periodic'.") | |
bc_type = (bc_type, bc_type) | |
else: | |
if len(bc_type) != 2: | |
raise ValueError("`bc_type` must contain 2 elements to " | |
"specify start and end conditions.") | |
if 'periodic' in bc_type: | |
raise ValueError("'periodic' `bc_type` is defined for both " | |
"curve ends and cannot be used with other " | |
"boundary conditions.") | |
validated_bc = [] | |
for bc in bc_type: | |
if isinstance(bc, str): | |
if bc == 'clamped': | |
validated_bc.append((1, np.zeros(expected_deriv_shape))) | |
elif bc == 'natural': | |
validated_bc.append((2, np.zeros(expected_deriv_shape))) | |
elif bc in ['not-a-knot', 'periodic']: | |
validated_bc.append(bc) | |
else: | |
raise ValueError(f"bc_type={bc} is not allowed.") | |
else: | |
try: | |
deriv_order, deriv_value = bc | |
except Exception as e: | |
raise ValueError( | |
"A specified derivative value must be " | |
"given in the form (order, value)." | |
) from e | |
if deriv_order not in [1, 2]: | |
raise ValueError("The specified derivative order must " | |
"be 1 or 2.") | |
deriv_value = np.asarray(deriv_value) | |
if deriv_value.shape != expected_deriv_shape: | |
raise ValueError( | |
"`deriv_value` shape {} is not the expected one {}." | |
.format(deriv_value.shape, expected_deriv_shape)) | |
if np.issubdtype(deriv_value.dtype, np.complexfloating): | |
y = y.astype(complex, copy=False) | |
validated_bc.append((deriv_order, deriv_value)) | |
return validated_bc, y | |