peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/interpolate
/_ndbspline.py
import itertools | |
import functools | |
import operator | |
import numpy as np | |
from math import prod | |
from . import _bspl # type: ignore | |
import scipy.sparse.linalg as ssl | |
from scipy.sparse import csr_array | |
from ._bsplines import _not_a_knot | |
__all__ = ["NdBSpline"] | |
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 | |
class NdBSpline: | |
"""Tensor product spline object. | |
The value at point ``xp = (x1, x2, ..., xN)`` is evaluated as a linear | |
combination of products of one-dimensional b-splines in each of the ``N`` | |
dimensions:: | |
c[i1, i2, ..., iN] * B(x1; i1, t1) * B(x2; i2, t2) * ... * B(xN; iN, tN) | |
Here ``B(x; i, t)`` is the ``i``-th b-spline defined by the knot vector | |
``t`` evaluated at ``x``. | |
Parameters | |
---------- | |
t : tuple of 1D ndarrays | |
knot vectors in directions 1, 2, ... N, | |
``len(t[i]) == n[i] + k + 1`` | |
c : ndarray, shape (n1, n2, ..., nN, ...) | |
b-spline coefficients | |
k : int or length-d tuple of integers | |
spline degrees. | |
A single integer is interpreted as having this degree for | |
all dimensions. | |
extrapolate : bool, optional | |
Whether to extrapolate out-of-bounds inputs, or return `nan`. | |
Default is to extrapolate. | |
Attributes | |
---------- | |
t : tuple of ndarrays | |
Knots vectors. | |
c : ndarray | |
Coefficients of the tensor-produce spline. | |
k : tuple of integers | |
Degrees for each dimension. | |
extrapolate : bool, optional | |
Whether to extrapolate or return nans for out-of-bounds inputs. | |
Defaults to true. | |
Methods | |
------- | |
__call__ | |
design_matrix | |
See Also | |
-------- | |
BSpline : a one-dimensional B-spline object | |
NdPPoly : an N-dimensional piecewise tensor product polynomial | |
""" | |
def __init__(self, t, c, k, *, extrapolate=None): | |
ndim = len(t) | |
try: | |
len(k) | |
except TypeError: | |
# make k a tuple | |
k = (k,)*ndim | |
if len(k) != ndim: | |
raise ValueError(f"{len(t) = } != {len(k) = }.") | |
self.k = tuple(operator.index(ki) for ki in k) | |
self.t = tuple(np.ascontiguousarray(ti, dtype=float) for ti in t) | |
self.c = np.asarray(c) | |
if extrapolate is None: | |
extrapolate = True | |
self.extrapolate = bool(extrapolate) | |
self.c = np.asarray(c) | |
for d in range(ndim): | |
td = self.t[d] | |
kd = self.k[d] | |
n = td.shape[0] - kd - 1 | |
if kd < 0: | |
raise ValueError(f"Spline degree in dimension {d} cannot be" | |
f" negative.") | |
if td.ndim != 1: | |
raise ValueError(f"Knot vector in dimension {d} must be" | |
f" one-dimensional.") | |
if n < kd + 1: | |
raise ValueError(f"Need at least {2*kd + 2} knots for degree" | |
f" {kd} in dimension {d}.") | |
if (np.diff(td) < 0).any(): | |
raise ValueError(f"Knots in dimension {d} must be in a" | |
f" non-decreasing order.") | |
if len(np.unique(td[kd:n + 1])) < 2: | |
raise ValueError(f"Need at least two internal knots in" | |
f" dimension {d}.") | |
if not np.isfinite(td).all(): | |
raise ValueError(f"Knots in dimension {d} should not have" | |
f" nans or infs.") | |
if self.c.ndim < ndim: | |
raise ValueError(f"Coefficients must be at least" | |
f" {d}-dimensional.") | |
if self.c.shape[d] != n: | |
raise ValueError(f"Knots, coefficients and degree in dimension" | |
f" {d} are inconsistent:" | |
f" got {self.c.shape[d]} coefficients for" | |
f" {len(td)} knots, need at least {n} for" | |
f" k={k}.") | |
dt = _get_dtype(self.c.dtype) | |
self.c = np.ascontiguousarray(self.c, dtype=dt) | |
def __call__(self, xi, *, nu=None, extrapolate=None): | |
"""Evaluate the tensor product b-spline at ``xi``. | |
Parameters | |
---------- | |
xi : array_like, shape(..., ndim) | |
The coordinates to evaluate the interpolator at. | |
This can be a list or tuple of ndim-dimensional points | |
or an array with the shape (num_points, ndim). | |
nu : array_like, optional, shape (ndim,) | |
Orders of derivatives to evaluate. Each must be non-negative. | |
Defaults to the zeroth derivivative. | |
extrapolate : bool, optional | |
Whether to exrapolate based on first and last intervals in each | |
dimension, or return `nan`. Default is to ``self.extrapolate``. | |
Returns | |
------- | |
values : ndarray, shape ``xi.shape[:-1] + self.c.shape[ndim:]`` | |
Interpolated values at ``xi`` | |
""" | |
ndim = len(self.t) | |
if extrapolate is None: | |
extrapolate = self.extrapolate | |
extrapolate = bool(extrapolate) | |
if nu is None: | |
nu = np.zeros((ndim,), dtype=np.intc) | |
else: | |
nu = np.asarray(nu, dtype=np.intc) | |
if nu.ndim != 1 or nu.shape[0] != ndim: | |
raise ValueError( | |
f"invalid number of derivative orders {nu = } for " | |
f"ndim = {len(self.t)}.") | |
if any(nu < 0): | |
raise ValueError(f"derivatives must be positive, got {nu = }") | |
# prepare xi : shape (..., m1, ..., md) -> (1, m1, ..., md) | |
xi = np.asarray(xi, dtype=float) | |
xi_shape = xi.shape | |
xi = xi.reshape(-1, xi_shape[-1]) | |
xi = np.ascontiguousarray(xi) | |
if xi_shape[-1] != ndim: | |
raise ValueError(f"Shapes: xi.shape={xi_shape} and ndim={ndim}") | |
# prepare k & t | |
_k = np.asarray(self.k, dtype=np.dtype("long")) | |
# pack the knots into a single array | |
len_t = [len(ti) for ti in self.t] | |
_t = np.empty((ndim, max(len_t)), dtype=float) | |
_t.fill(np.nan) | |
for d in range(ndim): | |
_t[d, :len(self.t[d])] = self.t[d] | |
len_t = np.asarray(len_t, dtype=np.dtype("long")) | |
# tabulate the flat indices for iterating over the (k+1)**ndim subarray | |
shape = tuple(kd + 1 for kd in self.k) | |
indices = np.unravel_index(np.arange(prod(shape)), shape) | |
_indices_k1d = np.asarray(indices, dtype=np.intp).T | |
# prepare the coefficients: flatten the trailing dimensions | |
c1 = self.c.reshape(self.c.shape[:ndim] + (-1,)) | |
c1r = c1.ravel() | |
# replacement for np.ravel_multi_index for indexing of `c1`: | |
_strides_c1 = np.asarray([s // c1.dtype.itemsize | |
for s in c1.strides], dtype=np.intp) | |
num_c_tr = c1.shape[-1] # # of trailing coefficients | |
out = np.empty(xi.shape[:-1] + (num_c_tr,), dtype=c1.dtype) | |
_bspl.evaluate_ndbspline(xi, | |
_t, | |
len_t, | |
_k, | |
nu, | |
extrapolate, | |
c1r, | |
num_c_tr, | |
_strides_c1, | |
_indices_k1d, | |
out,) | |
return out.reshape(xi_shape[:-1] + self.c.shape[ndim:]) | |
def design_matrix(cls, xvals, t, k, extrapolate=True): | |
"""Construct the design matrix as a CSR format sparse array. | |
Parameters | |
---------- | |
xvals : ndarray, shape(npts, ndim) | |
Data points. ``xvals[j, :]`` gives the ``j``-th data point as an | |
``ndim``-dimensional array. | |
t : tuple of 1D ndarrays, length-ndim | |
Knot vectors in directions 1, 2, ... ndim, | |
k : int | |
B-spline degree. | |
extrapolate : bool, optional | |
Whether to extrapolate out-of-bounds values of raise a `ValueError` | |
Returns | |
------- | |
design_matrix : a CSR array | |
Each row of the design matrix corresponds to a value in `xvals` and | |
contains values of b-spline basis elements which are non-zero | |
at this value. | |
""" | |
xvals = np.asarray(xvals, dtype=float) | |
ndim = xvals.shape[-1] | |
if len(t) != ndim: | |
raise ValueError( | |
f"Data and knots are inconsistent: len(t) = {len(t)} for " | |
f" {ndim = }." | |
) | |
try: | |
len(k) | |
except TypeError: | |
# make k a tuple | |
k = (k,)*ndim | |
kk = np.asarray(k, dtype=np.int32) | |
data, indices, indptr = _bspl._colloc_nd(xvals, t, kk) | |
return csr_array((data, indices, indptr)) | |
def _iter_solve(a, b, solver=ssl.gcrotmk, **solver_args): | |
# work around iterative solvers not accepting multiple r.h.s. | |
# also work around a.dtype == float64 and b.dtype == complex128 | |
# cf https://github.com/scipy/scipy/issues/19644 | |
if np.issubdtype(b.dtype, np.complexfloating): | |
real = _iter_solve(a, b.real, solver, **solver_args) | |
imag = _iter_solve(a, b.imag, solver, **solver_args) | |
return real + 1j*imag | |
if b.ndim == 2 and b.shape[1] !=1: | |
res = np.empty_like(b) | |
for j in range(b.shape[1]): | |
res[:, j], info = solver(a, b[:, j], **solver_args) | |
if info != 0: | |
raise ValueError(f"{solver = } returns {info =} for column {j}.") | |
return res | |
else: | |
res, info = solver(a, b, **solver_args) | |
if info != 0: | |
raise ValueError(f"{solver = } returns {info = }.") | |
return res | |
def make_ndbspl(points, values, k=3, *, solver=ssl.gcrotmk, **solver_args): | |
"""Construct an interpolating NdBspline. | |
Parameters | |
---------- | |
points : tuple of ndarrays of float, with shapes (m1,), ... (mN,) | |
The points defining the regular grid in N dimensions. The points in | |
each dimension (i.e. every element of the `points` tuple) must be | |
strictly ascending or descending. | |
values : ndarray of float, shape (m1, ..., mN, ...) | |
The data on the regular grid in n dimensions. | |
k : int, optional | |
The spline degree. Must be odd. Default is cubic, k=3 | |
solver : a `scipy.sparse.linalg` solver (iterative or direct), optional. | |
An iterative solver from `scipy.sparse.linalg` or a direct one, | |
`sparse.sparse.linalg.spsolve`. | |
Used to solve the sparse linear system | |
``design_matrix @ coefficients = rhs`` for the coefficients. | |
Default is `scipy.sparse.linalg.gcrotmk` | |
solver_args : dict, optional | |
Additional arguments for the solver. The call signature is | |
``solver(csr_array, rhs_vector, **solver_args)`` | |
Returns | |
------- | |
spl : NdBSpline object | |
Notes | |
----- | |
Boundary conditions are not-a-knot in all dimensions. | |
""" | |
ndim = len(points) | |
xi_shape = tuple(len(x) for x in points) | |
try: | |
len(k) | |
except TypeError: | |
# make k a tuple | |
k = (k,)*ndim | |
for d, point in enumerate(points): | |
numpts = len(np.atleast_1d(point)) | |
if numpts <= k[d]: | |
raise ValueError(f"There are {numpts} points in dimension {d}," | |
f" but order {k[d]} requires at least " | |
f" {k[d]+1} points per dimension.") | |
t = tuple(_not_a_knot(np.asarray(points[d], dtype=float), k[d]) | |
for d in range(ndim)) | |
xvals = np.asarray([xv for xv in itertools.product(*points)], dtype=float) | |
# construct the colocation matrix | |
matr = NdBSpline.design_matrix(xvals, t, k) | |
# Solve for the coefficients given `values`. | |
# Trailing dimensions: first ndim dimensions are data, the rest are batch | |
# dimensions, so stack `values` into a 2D array for `spsolve` to undestand. | |
v_shape = values.shape | |
vals_shape = (prod(v_shape[:ndim]), prod(v_shape[ndim:])) | |
vals = values.reshape(vals_shape) | |
if solver != ssl.spsolve: | |
solver = functools.partial(_iter_solve, solver=solver) | |
if "atol" not in solver_args: | |
# avoid a DeprecationWarning, grumble grumble | |
solver_args["atol"] = 1e-6 | |
coef = solver(matr, vals, **solver_args) | |
coef = coef.reshape(xi_shape + v_shape[ndim:]) | |
return NdBSpline(t, coef, k) | |