peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/interpolate
/tests
/test_polyint.py
import warnings | |
import io | |
import numpy as np | |
from numpy.testing import ( | |
assert_almost_equal, assert_array_equal, assert_array_almost_equal, | |
assert_allclose, assert_equal, assert_) | |
from pytest import raises as assert_raises | |
import pytest | |
from scipy.interpolate import ( | |
KroghInterpolator, krogh_interpolate, | |
BarycentricInterpolator, barycentric_interpolate, | |
approximate_taylor_polynomial, CubicHermiteSpline, pchip, | |
PchipInterpolator, pchip_interpolate, Akima1DInterpolator, CubicSpline, | |
make_interp_spline) | |
def check_shape(interpolator_cls, x_shape, y_shape, deriv_shape=None, axis=0, | |
extra_args={}): | |
np.random.seed(1234) | |
x = [-1, 0, 1, 2, 3, 4] | |
s = list(range(1, len(y_shape)+1)) | |
s.insert(axis % (len(y_shape)+1), 0) | |
y = np.random.rand(*((6,) + y_shape)).transpose(s) | |
xi = np.zeros(x_shape) | |
if interpolator_cls is CubicHermiteSpline: | |
dydx = np.random.rand(*((6,) + y_shape)).transpose(s) | |
yi = interpolator_cls(x, y, dydx, axis=axis, **extra_args)(xi) | |
else: | |
yi = interpolator_cls(x, y, axis=axis, **extra_args)(xi) | |
target_shape = ((deriv_shape or ()) + y.shape[:axis] | |
+ x_shape + y.shape[axis:][1:]) | |
assert_equal(yi.shape, target_shape) | |
# check it works also with lists | |
if x_shape and y.size > 0: | |
if interpolator_cls is CubicHermiteSpline: | |
interpolator_cls(list(x), list(y), list(dydx), axis=axis, | |
**extra_args)(list(xi)) | |
else: | |
interpolator_cls(list(x), list(y), axis=axis, | |
**extra_args)(list(xi)) | |
# check also values | |
if xi.size > 0 and deriv_shape is None: | |
bs_shape = y.shape[:axis] + (1,)*len(x_shape) + y.shape[axis:][1:] | |
yv = y[((slice(None,),)*(axis % y.ndim)) + (1,)] | |
yv = yv.reshape(bs_shape) | |
yi, y = np.broadcast_arrays(yi, yv) | |
assert_allclose(yi, y) | |
SHAPES = [(), (0,), (1,), (6, 2, 5)] | |
def test_shapes(): | |
def spl_interp(x, y, axis): | |
return make_interp_spline(x, y, axis=axis) | |
for ip in [KroghInterpolator, BarycentricInterpolator, CubicHermiteSpline, | |
pchip, Akima1DInterpolator, CubicSpline, spl_interp]: | |
for s1 in SHAPES: | |
for s2 in SHAPES: | |
for axis in range(-len(s2), len(s2)): | |
if ip != CubicSpline: | |
check_shape(ip, s1, s2, None, axis) | |
else: | |
for bc in ['natural', 'clamped']: | |
extra = {'bc_type': bc} | |
check_shape(ip, s1, s2, None, axis, extra) | |
def test_derivs_shapes(): | |
for ip in [KroghInterpolator, BarycentricInterpolator]: | |
def interpolator_derivs(x, y, axis=0): | |
return ip(x, y, axis).derivatives | |
for s1 in SHAPES: | |
for s2 in SHAPES: | |
for axis in range(-len(s2), len(s2)): | |
check_shape(interpolator_derivs, s1, s2, (6,), axis) | |
def test_deriv_shapes(): | |
def krogh_deriv(x, y, axis=0): | |
return KroghInterpolator(x, y, axis).derivative | |
def bary_deriv(x, y, axis=0): | |
return BarycentricInterpolator(x, y, axis).derivative | |
def pchip_deriv(x, y, axis=0): | |
return pchip(x, y, axis).derivative() | |
def pchip_deriv2(x, y, axis=0): | |
return pchip(x, y, axis).derivative(2) | |
def pchip_antideriv(x, y, axis=0): | |
return pchip(x, y, axis).antiderivative() | |
def pchip_antideriv2(x, y, axis=0): | |
return pchip(x, y, axis).antiderivative(2) | |
def pchip_deriv_inplace(x, y, axis=0): | |
class P(PchipInterpolator): | |
def __call__(self, x): | |
return PchipInterpolator.__call__(self, x, 1) | |
pass | |
return P(x, y, axis) | |
def akima_deriv(x, y, axis=0): | |
return Akima1DInterpolator(x, y, axis).derivative() | |
def akima_antideriv(x, y, axis=0): | |
return Akima1DInterpolator(x, y, axis).antiderivative() | |
def cspline_deriv(x, y, axis=0): | |
return CubicSpline(x, y, axis).derivative() | |
def cspline_antideriv(x, y, axis=0): | |
return CubicSpline(x, y, axis).antiderivative() | |
def bspl_deriv(x, y, axis=0): | |
return make_interp_spline(x, y, axis=axis).derivative() | |
def bspl_antideriv(x, y, axis=0): | |
return make_interp_spline(x, y, axis=axis).antiderivative() | |
for ip in [krogh_deriv, bary_deriv, pchip_deriv, pchip_deriv2, pchip_deriv_inplace, | |
pchip_antideriv, pchip_antideriv2, akima_deriv, akima_antideriv, | |
cspline_deriv, cspline_antideriv, bspl_deriv, bspl_antideriv]: | |
for s1 in SHAPES: | |
for s2 in SHAPES: | |
for axis in range(-len(s2), len(s2)): | |
check_shape(ip, s1, s2, (), axis) | |
def test_complex(): | |
x = [1, 2, 3, 4] | |
y = [1, 2, 1j, 3] | |
for ip in [KroghInterpolator, BarycentricInterpolator, CubicSpline]: | |
p = ip(x, y) | |
assert_allclose(y, p(x)) | |
dydx = [0, -1j, 2, 3j] | |
p = CubicHermiteSpline(x, y, dydx) | |
assert_allclose(y, p(x)) | |
assert_allclose(dydx, p(x, 1)) | |
class TestKrogh: | |
def setup_method(self): | |
self.true_poly = np.polynomial.Polynomial([-4, 5, 1, 3, -2]) | |
self.test_xs = np.linspace(-1,1,100) | |
self.xs = np.linspace(-1,1,5) | |
self.ys = self.true_poly(self.xs) | |
def test_lagrange(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
assert_almost_equal(self.true_poly(self.test_xs),P(self.test_xs)) | |
def test_scalar(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
assert_almost_equal(self.true_poly(7),P(7)) | |
assert_almost_equal(self.true_poly(np.array(7)), P(np.array(7))) | |
def test_derivatives(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
D = P.derivatives(self.test_xs) | |
for i in range(D.shape[0]): | |
assert_almost_equal(self.true_poly.deriv(i)(self.test_xs), | |
D[i]) | |
def test_low_derivatives(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
D = P.derivatives(self.test_xs,len(self.xs)+2) | |
for i in range(D.shape[0]): | |
assert_almost_equal(self.true_poly.deriv(i)(self.test_xs), | |
D[i]) | |
def test_derivative(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
m = 10 | |
r = P.derivatives(self.test_xs,m) | |
for i in range(m): | |
assert_almost_equal(P.derivative(self.test_xs,i),r[i]) | |
def test_high_derivative(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
for i in range(len(self.xs), 2*len(self.xs)): | |
assert_almost_equal(P.derivative(self.test_xs,i), | |
np.zeros(len(self.test_xs))) | |
def test_ndim_derivatives(self): | |
poly1 = self.true_poly | |
poly2 = np.polynomial.Polynomial([-2, 5, 3, -1]) | |
poly3 = np.polynomial.Polynomial([12, -3, 4, -5, 6]) | |
ys = np.stack((poly1(self.xs), poly2(self.xs), poly3(self.xs)), axis=-1) | |
P = KroghInterpolator(self.xs, ys, axis=0) | |
D = P.derivatives(self.test_xs) | |
for i in range(D.shape[0]): | |
assert_allclose(D[i], | |
np.stack((poly1.deriv(i)(self.test_xs), | |
poly2.deriv(i)(self.test_xs), | |
poly3.deriv(i)(self.test_xs)), | |
axis=-1)) | |
def test_ndim_derivative(self): | |
poly1 = self.true_poly | |
poly2 = np.polynomial.Polynomial([-2, 5, 3, -1]) | |
poly3 = np.polynomial.Polynomial([12, -3, 4, -5, 6]) | |
ys = np.stack((poly1(self.xs), poly2(self.xs), poly3(self.xs)), axis=-1) | |
P = KroghInterpolator(self.xs, ys, axis=0) | |
for i in range(P.n): | |
assert_allclose(P.derivative(self.test_xs, i), | |
np.stack((poly1.deriv(i)(self.test_xs), | |
poly2.deriv(i)(self.test_xs), | |
poly3.deriv(i)(self.test_xs)), | |
axis=-1)) | |
def test_hermite(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
assert_almost_equal(self.true_poly(self.test_xs),P(self.test_xs)) | |
def test_vector(self): | |
xs = [0, 1, 2] | |
ys = np.array([[0,1],[1,0],[2,1]]) | |
P = KroghInterpolator(xs,ys) | |
Pi = [KroghInterpolator(xs,ys[:,i]) for i in range(ys.shape[1])] | |
test_xs = np.linspace(-1,3,100) | |
assert_almost_equal(P(test_xs), | |
np.asarray([p(test_xs) for p in Pi]).T) | |
assert_almost_equal(P.derivatives(test_xs), | |
np.transpose(np.asarray([p.derivatives(test_xs) for p in Pi]), | |
(1,2,0))) | |
def test_empty(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
assert_array_equal(P([]), []) | |
def test_shapes_scalarvalue(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
assert_array_equal(np.shape(P(0)), ()) | |
assert_array_equal(np.shape(P(np.array(0))), ()) | |
assert_array_equal(np.shape(P([0])), (1,)) | |
assert_array_equal(np.shape(P([0,1])), (2,)) | |
def test_shapes_scalarvalue_derivative(self): | |
P = KroghInterpolator(self.xs,self.ys) | |
n = P.n | |
assert_array_equal(np.shape(P.derivatives(0)), (n,)) | |
assert_array_equal(np.shape(P.derivatives(np.array(0))), (n,)) | |
assert_array_equal(np.shape(P.derivatives([0])), (n,1)) | |
assert_array_equal(np.shape(P.derivatives([0,1])), (n,2)) | |
def test_shapes_vectorvalue(self): | |
P = KroghInterpolator(self.xs,np.outer(self.ys,np.arange(3))) | |
assert_array_equal(np.shape(P(0)), (3,)) | |
assert_array_equal(np.shape(P([0])), (1,3)) | |
assert_array_equal(np.shape(P([0,1])), (2,3)) | |
def test_shapes_1d_vectorvalue(self): | |
P = KroghInterpolator(self.xs,np.outer(self.ys,[1])) | |
assert_array_equal(np.shape(P(0)), (1,)) | |
assert_array_equal(np.shape(P([0])), (1,1)) | |
assert_array_equal(np.shape(P([0,1])), (2,1)) | |
def test_shapes_vectorvalue_derivative(self): | |
P = KroghInterpolator(self.xs,np.outer(self.ys,np.arange(3))) | |
n = P.n | |
assert_array_equal(np.shape(P.derivatives(0)), (n,3)) | |
assert_array_equal(np.shape(P.derivatives([0])), (n,1,3)) | |
assert_array_equal(np.shape(P.derivatives([0,1])), (n,2,3)) | |
def test_wrapper(self): | |
P = KroghInterpolator(self.xs, self.ys) | |
ki = krogh_interpolate | |
assert_almost_equal(P(self.test_xs), ki(self.xs, self.ys, self.test_xs)) | |
assert_almost_equal(P.derivative(self.test_xs, 2), | |
ki(self.xs, self.ys, self.test_xs, der=2)) | |
assert_almost_equal(P.derivatives(self.test_xs, 2), | |
ki(self.xs, self.ys, self.test_xs, der=[0, 1])) | |
def test_int_inputs(self): | |
# Check input args are cast correctly to floats, gh-3669 | |
x = [0, 234, 468, 702, 936, 1170, 1404, 2340, 3744, 6084, 8424, | |
13104, 60000] | |
offset_cdf = np.array([-0.95, -0.86114777, -0.8147762, -0.64072425, | |
-0.48002351, -0.34925329, -0.26503107, | |
-0.13148093, -0.12988833, -0.12979296, | |
-0.12973574, -0.08582937, 0.05]) | |
f = KroghInterpolator(x, offset_cdf) | |
assert_allclose(abs((f(x) - offset_cdf) / f.derivative(x, 1)), | |
0, atol=1e-10) | |
def test_derivatives_complex(self): | |
# regression test for gh-7381: krogh.derivatives(0) fails complex y | |
x, y = np.array([-1, -1, 0, 1, 1]), np.array([1, 1.0j, 0, -1, 1.0j]) | |
func = KroghInterpolator(x, y) | |
cmplx = func.derivatives(0) | |
cmplx2 = (KroghInterpolator(x, y.real).derivatives(0) + | |
1j*KroghInterpolator(x, y.imag).derivatives(0)) | |
assert_allclose(cmplx, cmplx2, atol=1e-15) | |
def test_high_degree_warning(self): | |
with pytest.warns(UserWarning, match="40 degrees provided,"): | |
KroghInterpolator(np.arange(40), np.ones(40)) | |
class TestTaylor: | |
def test_exponential(self): | |
degree = 5 | |
p = approximate_taylor_polynomial(np.exp, 0, degree, 1, 15) | |
for i in range(degree+1): | |
assert_almost_equal(p(0),1) | |
p = p.deriv() | |
assert_almost_equal(p(0),0) | |
class TestBarycentric: | |
def setup_method(self): | |
self.true_poly = np.polynomial.Polynomial([-4, 5, 1, 3, -2]) | |
self.test_xs = np.linspace(-1, 1, 100) | |
self.xs = np.linspace(-1, 1, 5) | |
self.ys = self.true_poly(self.xs) | |
def test_lagrange(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
assert_allclose(P(self.test_xs), self.true_poly(self.test_xs)) | |
def test_scalar(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
assert_allclose(P(7), self.true_poly(7)) | |
assert_allclose(P(np.array(7)), self.true_poly(np.array(7))) | |
def test_derivatives(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
D = P.derivatives(self.test_xs) | |
for i in range(D.shape[0]): | |
assert_allclose(self.true_poly.deriv(i)(self.test_xs), D[i]) | |
def test_low_derivatives(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
D = P.derivatives(self.test_xs, len(self.xs)+2) | |
for i in range(D.shape[0]): | |
assert_allclose(self.true_poly.deriv(i)(self.test_xs), | |
D[i], | |
atol=1e-12) | |
def test_derivative(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
m = 10 | |
r = P.derivatives(self.test_xs, m) | |
for i in range(m): | |
assert_allclose(P.derivative(self.test_xs, i), r[i]) | |
def test_high_derivative(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
for i in range(len(self.xs), 5*len(self.xs)): | |
assert_allclose(P.derivative(self.test_xs, i), | |
np.zeros(len(self.test_xs))) | |
def test_ndim_derivatives(self): | |
poly1 = self.true_poly | |
poly2 = np.polynomial.Polynomial([-2, 5, 3, -1]) | |
poly3 = np.polynomial.Polynomial([12, -3, 4, -5, 6]) | |
ys = np.stack((poly1(self.xs), poly2(self.xs), poly3(self.xs)), axis=-1) | |
P = BarycentricInterpolator(self.xs, ys, axis=0) | |
D = P.derivatives(self.test_xs) | |
for i in range(D.shape[0]): | |
assert_allclose(D[i], | |
np.stack((poly1.deriv(i)(self.test_xs), | |
poly2.deriv(i)(self.test_xs), | |
poly3.deriv(i)(self.test_xs)), | |
axis=-1), | |
atol=1e-12) | |
def test_ndim_derivative(self): | |
poly1 = self.true_poly | |
poly2 = np.polynomial.Polynomial([-2, 5, 3, -1]) | |
poly3 = np.polynomial.Polynomial([12, -3, 4, -5, 6]) | |
ys = np.stack((poly1(self.xs), poly2(self.xs), poly3(self.xs)), axis=-1) | |
P = BarycentricInterpolator(self.xs, ys, axis=0) | |
for i in range(P.n): | |
assert_allclose(P.derivative(self.test_xs, i), | |
np.stack((poly1.deriv(i)(self.test_xs), | |
poly2.deriv(i)(self.test_xs), | |
poly3.deriv(i)(self.test_xs)), | |
axis=-1), | |
atol=1e-12) | |
def test_delayed(self): | |
P = BarycentricInterpolator(self.xs) | |
P.set_yi(self.ys) | |
assert_almost_equal(self.true_poly(self.test_xs), P(self.test_xs)) | |
def test_append(self): | |
P = BarycentricInterpolator(self.xs[:3], self.ys[:3]) | |
P.add_xi(self.xs[3:], self.ys[3:]) | |
assert_almost_equal(self.true_poly(self.test_xs), P(self.test_xs)) | |
def test_vector(self): | |
xs = [0, 1, 2] | |
ys = np.array([[0, 1], [1, 0], [2, 1]]) | |
BI = BarycentricInterpolator | |
P = BI(xs, ys) | |
Pi = [BI(xs, ys[:, i]) for i in range(ys.shape[1])] | |
test_xs = np.linspace(-1, 3, 100) | |
assert_almost_equal(P(test_xs), | |
np.asarray([p(test_xs) for p in Pi]).T) | |
def test_shapes_scalarvalue(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
assert_array_equal(np.shape(P(0)), ()) | |
assert_array_equal(np.shape(P(np.array(0))), ()) | |
assert_array_equal(np.shape(P([0])), (1,)) | |
assert_array_equal(np.shape(P([0, 1])), (2,)) | |
def test_shapes_scalarvalue_derivative(self): | |
P = BarycentricInterpolator(self.xs,self.ys) | |
n = P.n | |
assert_array_equal(np.shape(P.derivatives(0)), (n,)) | |
assert_array_equal(np.shape(P.derivatives(np.array(0))), (n,)) | |
assert_array_equal(np.shape(P.derivatives([0])), (n,1)) | |
assert_array_equal(np.shape(P.derivatives([0,1])), (n,2)) | |
def test_shapes_vectorvalue(self): | |
P = BarycentricInterpolator(self.xs, np.outer(self.ys, np.arange(3))) | |
assert_array_equal(np.shape(P(0)), (3,)) | |
assert_array_equal(np.shape(P([0])), (1, 3)) | |
assert_array_equal(np.shape(P([0, 1])), (2, 3)) | |
def test_shapes_1d_vectorvalue(self): | |
P = BarycentricInterpolator(self.xs, np.outer(self.ys, [1])) | |
assert_array_equal(np.shape(P(0)), (1,)) | |
assert_array_equal(np.shape(P([0])), (1, 1)) | |
assert_array_equal(np.shape(P([0,1])), (2, 1)) | |
def test_shapes_vectorvalue_derivative(self): | |
P = BarycentricInterpolator(self.xs,np.outer(self.ys,np.arange(3))) | |
n = P.n | |
assert_array_equal(np.shape(P.derivatives(0)), (n,3)) | |
assert_array_equal(np.shape(P.derivatives([0])), (n,1,3)) | |
assert_array_equal(np.shape(P.derivatives([0,1])), (n,2,3)) | |
def test_wrapper(self): | |
P = BarycentricInterpolator(self.xs, self.ys) | |
bi = barycentric_interpolate | |
assert_allclose(P(self.test_xs), bi(self.xs, self.ys, self.test_xs)) | |
assert_allclose(P.derivative(self.test_xs, 2), | |
bi(self.xs, self.ys, self.test_xs, der=2)) | |
assert_allclose(P.derivatives(self.test_xs, 2), | |
bi(self.xs, self.ys, self.test_xs, der=[0, 1])) | |
def test_int_input(self): | |
x = 1000 * np.arange(1, 11) # np.prod(x[-1] - x[:-1]) overflows | |
y = np.arange(1, 11) | |
value = barycentric_interpolate(x, y, 1000 * 9.5) | |
assert_almost_equal(value, 9.5) | |
def test_large_chebyshev(self): | |
# The weights for Chebyshev points of the second kind have analytically | |
# solvable weights. Naive calculation of barycentric weights will fail | |
# for large N because of numerical underflow and overflow. We test | |
# correctness for large N against analytical Chebyshev weights. | |
# Without capacity scaling or permutation, n=800 fails, | |
# With just capacity scaling, n=1097 fails | |
# With both capacity scaling and random permutation, n=30000 succeeds | |
n = 1100 | |
j = np.arange(n + 1).astype(np.float64) | |
x = np.cos(j * np.pi / n) | |
# See page 506 of Berrut and Trefethen 2004 for this formula | |
w = (-1) ** j | |
w[0] *= 0.5 | |
w[-1] *= 0.5 | |
P = BarycentricInterpolator(x) | |
# It's okay to have a constant scaling factor in the weights because it | |
# cancels out in the evaluation of the polynomial. | |
factor = P.wi[0] | |
assert_almost_equal(P.wi / (2 * factor), w) | |
def test_warning(self): | |
# Test if the divide-by-zero warning is properly ignored when computing | |
# interpolated values equals to interpolation points | |
P = BarycentricInterpolator([0, 1], [1, 2]) | |
with np.errstate(divide='raise'): | |
yi = P(P.xi) | |
# Check if the interpolated values match the input values | |
# at the nodes | |
assert_almost_equal(yi, P.yi.ravel()) | |
def test_repeated_node(self): | |
# check that a repeated node raises a ValueError | |
# (computing the weights requires division by xi[i] - xi[j]) | |
xis = np.array([0.1, 0.5, 0.9, 0.5]) | |
ys = np.array([1, 2, 3, 4]) | |
with pytest.raises(ValueError, | |
match="Interpolation points xi must be distinct."): | |
BarycentricInterpolator(xis, ys) | |
class TestPCHIP: | |
def _make_random(self, npts=20): | |
np.random.seed(1234) | |
xi = np.sort(np.random.random(npts)) | |
yi = np.random.random(npts) | |
return pchip(xi, yi), xi, yi | |
def test_overshoot(self): | |
# PCHIP should not overshoot | |
p, xi, yi = self._make_random() | |
for i in range(len(xi)-1): | |
x1, x2 = xi[i], xi[i+1] | |
y1, y2 = yi[i], yi[i+1] | |
if y1 > y2: | |
y1, y2 = y2, y1 | |
xp = np.linspace(x1, x2, 10) | |
yp = p(xp) | |
assert_(((y1 <= yp + 1e-15) & (yp <= y2 + 1e-15)).all()) | |
def test_monotone(self): | |
# PCHIP should preserve monotonicty | |
p, xi, yi = self._make_random() | |
for i in range(len(xi)-1): | |
x1, x2 = xi[i], xi[i+1] | |
y1, y2 = yi[i], yi[i+1] | |
xp = np.linspace(x1, x2, 10) | |
yp = p(xp) | |
assert_(((y2-y1) * (yp[1:] - yp[:1]) > 0).all()) | |
def test_cast(self): | |
# regression test for integer input data, see gh-3453 | |
data = np.array([[0, 4, 12, 27, 47, 60, 79, 87, 99, 100], | |
[-33, -33, -19, -2, 12, 26, 38, 45, 53, 55]]) | |
xx = np.arange(100) | |
curve = pchip(data[0], data[1])(xx) | |
data1 = data * 1.0 | |
curve1 = pchip(data1[0], data1[1])(xx) | |
assert_allclose(curve, curve1, atol=1e-14, rtol=1e-14) | |
def test_nag(self): | |
# Example from NAG C implementation, | |
# http://nag.com/numeric/cl/nagdoc_cl25/html/e01/e01bec.html | |
# suggested in gh-5326 as a smoke test for the way the derivatives | |
# are computed (see also gh-3453) | |
dataStr = ''' | |
7.99 0.00000E+0 | |
8.09 0.27643E-4 | |
8.19 0.43750E-1 | |
8.70 0.16918E+0 | |
9.20 0.46943E+0 | |
10.00 0.94374E+0 | |
12.00 0.99864E+0 | |
15.00 0.99992E+0 | |
20.00 0.99999E+0 | |
''' | |
data = np.loadtxt(io.StringIO(dataStr)) | |
pch = pchip(data[:,0], data[:,1]) | |
resultStr = ''' | |
7.9900 0.0000 | |
9.1910 0.4640 | |
10.3920 0.9645 | |
11.5930 0.9965 | |
12.7940 0.9992 | |
13.9950 0.9998 | |
15.1960 0.9999 | |
16.3970 1.0000 | |
17.5980 1.0000 | |
18.7990 1.0000 | |
20.0000 1.0000 | |
''' | |
result = np.loadtxt(io.StringIO(resultStr)) | |
assert_allclose(result[:,1], pch(result[:,0]), rtol=0., atol=5e-5) | |
def test_endslopes(self): | |
# this is a smoke test for gh-3453: PCHIP interpolator should not | |
# set edge slopes to zero if the data do not suggest zero edge derivatives | |
x = np.array([0.0, 0.1, 0.25, 0.35]) | |
y1 = np.array([279.35, 0.5e3, 1.0e3, 2.5e3]) | |
y2 = np.array([279.35, 2.5e3, 1.50e3, 1.0e3]) | |
for pp in (pchip(x, y1), pchip(x, y2)): | |
for t in (x[0], x[-1]): | |
assert_(pp(t, 1) != 0) | |
def test_all_zeros(self): | |
x = np.arange(10) | |
y = np.zeros_like(x) | |
# this should work and not generate any warnings | |
with warnings.catch_warnings(): | |
warnings.filterwarnings('error') | |
pch = pchip(x, y) | |
xx = np.linspace(0, 9, 101) | |
assert_equal(pch(xx), 0.) | |
def test_two_points(self): | |
# regression test for gh-6222: pchip([0, 1], [0, 1]) fails because | |
# it tries to use a three-point scheme to estimate edge derivatives, | |
# while there are only two points available. | |
# Instead, it should construct a linear interpolator. | |
x = np.linspace(0, 1, 11) | |
p = pchip([0, 1], [0, 2]) | |
assert_allclose(p(x), 2*x, atol=1e-15) | |
def test_pchip_interpolate(self): | |
assert_array_almost_equal( | |
pchip_interpolate([1,2,3], [4,5,6], [0.5], der=1), | |
[1.]) | |
assert_array_almost_equal( | |
pchip_interpolate([1,2,3], [4,5,6], [0.5], der=0), | |
[3.5]) | |
assert_array_almost_equal( | |
pchip_interpolate([1,2,3], [4,5,6], [0.5], der=[0, 1]), | |
[[3.5], [1]]) | |
def test_roots(self): | |
# regression test for gh-6357: .roots method should work | |
p = pchip([0, 1], [-1, 1]) | |
r = p.roots() | |
assert_allclose(r, 0.5) | |
class TestCubicSpline: | |
def check_correctness(S, bc_start='not-a-knot', bc_end='not-a-knot', | |
tol=1e-14): | |
"""Check that spline coefficients satisfy the continuity and boundary | |
conditions.""" | |
x = S.x | |
c = S.c | |
dx = np.diff(x) | |
dx = dx.reshape([dx.shape[0]] + [1] * (c.ndim - 2)) | |
dxi = dx[:-1] | |
# Check C2 continuity. | |
assert_allclose(c[3, 1:], c[0, :-1] * dxi**3 + c[1, :-1] * dxi**2 + | |
c[2, :-1] * dxi + c[3, :-1], rtol=tol, atol=tol) | |
assert_allclose(c[2, 1:], 3 * c[0, :-1] * dxi**2 + | |
2 * c[1, :-1] * dxi + c[2, :-1], rtol=tol, atol=tol) | |
assert_allclose(c[1, 1:], 3 * c[0, :-1] * dxi + c[1, :-1], | |
rtol=tol, atol=tol) | |
# Check that we found a parabola, the third derivative is 0. | |
if x.size == 3 and bc_start == 'not-a-knot' and bc_end == 'not-a-knot': | |
assert_allclose(c[0], 0, rtol=tol, atol=tol) | |
return | |
# Check periodic boundary conditions. | |
if bc_start == 'periodic': | |
assert_allclose(S(x[0], 0), S(x[-1], 0), rtol=tol, atol=tol) | |
assert_allclose(S(x[0], 1), S(x[-1], 1), rtol=tol, atol=tol) | |
assert_allclose(S(x[0], 2), S(x[-1], 2), rtol=tol, atol=tol) | |
return | |
# Check other boundary conditions. | |
if bc_start == 'not-a-knot': | |
if x.size == 2: | |
slope = (S(x[1]) - S(x[0])) / dx[0] | |
assert_allclose(S(x[0], 1), slope, rtol=tol, atol=tol) | |
else: | |
assert_allclose(c[0, 0], c[0, 1], rtol=tol, atol=tol) | |
elif bc_start == 'clamped': | |
assert_allclose(S(x[0], 1), 0, rtol=tol, atol=tol) | |
elif bc_start == 'natural': | |
assert_allclose(S(x[0], 2), 0, rtol=tol, atol=tol) | |
else: | |
order, value = bc_start | |
assert_allclose(S(x[0], order), value, rtol=tol, atol=tol) | |
if bc_end == 'not-a-knot': | |
if x.size == 2: | |
slope = (S(x[1]) - S(x[0])) / dx[0] | |
assert_allclose(S(x[1], 1), slope, rtol=tol, atol=tol) | |
else: | |
assert_allclose(c[0, -1], c[0, -2], rtol=tol, atol=tol) | |
elif bc_end == 'clamped': | |
assert_allclose(S(x[-1], 1), 0, rtol=tol, atol=tol) | |
elif bc_end == 'natural': | |
assert_allclose(S(x[-1], 2), 0, rtol=2*tol, atol=2*tol) | |
else: | |
order, value = bc_end | |
assert_allclose(S(x[-1], order), value, rtol=tol, atol=tol) | |
def check_all_bc(self, x, y, axis): | |
deriv_shape = list(y.shape) | |
del deriv_shape[axis] | |
first_deriv = np.empty(deriv_shape) | |
first_deriv.fill(2) | |
second_deriv = np.empty(deriv_shape) | |
second_deriv.fill(-1) | |
bc_all = [ | |
'not-a-knot', | |
'natural', | |
'clamped', | |
(1, first_deriv), | |
(2, second_deriv) | |
] | |
for bc in bc_all[:3]: | |
S = CubicSpline(x, y, axis=axis, bc_type=bc) | |
self.check_correctness(S, bc, bc) | |
for bc_start in bc_all: | |
for bc_end in bc_all: | |
S = CubicSpline(x, y, axis=axis, bc_type=(bc_start, bc_end)) | |
self.check_correctness(S, bc_start, bc_end, tol=2e-14) | |
def test_general(self): | |
x = np.array([-1, 0, 0.5, 2, 4, 4.5, 5.5, 9]) | |
y = np.array([0, -0.5, 2, 3, 2.5, 1, 1, 0.5]) | |
for n in [2, 3, x.size]: | |
self.check_all_bc(x[:n], y[:n], 0) | |
Y = np.empty((2, n, 2)) | |
Y[0, :, 0] = y[:n] | |
Y[0, :, 1] = y[:n] - 1 | |
Y[1, :, 0] = y[:n] + 2 | |
Y[1, :, 1] = y[:n] + 3 | |
self.check_all_bc(x[:n], Y, 1) | |
def test_periodic(self): | |
for n in [2, 3, 5]: | |
x = np.linspace(0, 2 * np.pi, n) | |
y = np.cos(x) | |
S = CubicSpline(x, y, bc_type='periodic') | |
self.check_correctness(S, 'periodic', 'periodic') | |
Y = np.empty((2, n, 2)) | |
Y[0, :, 0] = y | |
Y[0, :, 1] = y + 2 | |
Y[1, :, 0] = y - 1 | |
Y[1, :, 1] = y + 5 | |
S = CubicSpline(x, Y, axis=1, bc_type='periodic') | |
self.check_correctness(S, 'periodic', 'periodic') | |
def test_periodic_eval(self): | |
x = np.linspace(0, 2 * np.pi, 10) | |
y = np.cos(x) | |
S = CubicSpline(x, y, bc_type='periodic') | |
assert_almost_equal(S(1), S(1 + 2 * np.pi), decimal=15) | |
def test_second_derivative_continuity_gh_11758(self): | |
# gh-11758: C2 continuity fail | |
x = np.array([0.9, 1.3, 1.9, 2.1, 2.6, 3.0, 3.9, 4.4, 4.7, 5.0, 6.0, | |
7.0, 8.0, 9.2, 10.5, 11.3, 11.6, 12.0, 12.6, 13.0, 13.3]) | |
y = np.array([1.3, 1.5, 1.85, 2.1, 2.6, 2.7, 2.4, 2.15, 2.05, 2.1, | |
2.25, 2.3, 2.25, 1.95, 1.4, 0.9, 0.7, 0.6, 0.5, 0.4, 1.3]) | |
S = CubicSpline(x, y, bc_type='periodic', extrapolate='periodic') | |
self.check_correctness(S, 'periodic', 'periodic') | |
def test_three_points(self): | |
# gh-11758: Fails computing a_m2_m1 | |
# In this case, s (first derivatives) could be found manually by solving | |
# system of 2 linear equations. Due to solution of this system, | |
# s[i] = (h1m2 + h2m1) / (h1 + h2), where h1 = x[1] - x[0], h2 = x[2] - x[1], | |
# m1 = (y[1] - y[0]) / h1, m2 = (y[2] - y[1]) / h2 | |
x = np.array([1.0, 2.75, 3.0]) | |
y = np.array([1.0, 15.0, 1.0]) | |
S = CubicSpline(x, y, bc_type='periodic') | |
self.check_correctness(S, 'periodic', 'periodic') | |
assert_allclose(S.derivative(1)(x), np.array([-48.0, -48.0, -48.0])) | |
def test_periodic_three_points_multidim(self): | |
# make sure one multidimensional interpolator does the same as multiple | |
# one-dimensional interpolators | |
x = np.array([0.0, 1.0, 3.0]) | |
y = np.array([[0.0, 1.0], [1.0, 0.0], [0.0, 1.0]]) | |
S = CubicSpline(x, y, bc_type="periodic") | |
self.check_correctness(S, 'periodic', 'periodic') | |
S0 = CubicSpline(x, y[:, 0], bc_type="periodic") | |
S1 = CubicSpline(x, y[:, 1], bc_type="periodic") | |
q = np.linspace(0, 2, 5) | |
assert_allclose(S(q)[:, 0], S0(q)) | |
assert_allclose(S(q)[:, 1], S1(q)) | |
def test_dtypes(self): | |
x = np.array([0, 1, 2, 3], dtype=int) | |
y = np.array([-5, 2, 3, 1], dtype=int) | |
S = CubicSpline(x, y) | |
self.check_correctness(S) | |
y = np.array([-1+1j, 0.0, 1-1j, 0.5-1.5j]) | |
S = CubicSpline(x, y) | |
self.check_correctness(S) | |
S = CubicSpline(x, x ** 3, bc_type=("natural", (1, 2j))) | |
self.check_correctness(S, "natural", (1, 2j)) | |
y = np.array([-5, 2, 3, 1]) | |
S = CubicSpline(x, y, bc_type=[(1, 2 + 0.5j), (2, 0.5 - 1j)]) | |
self.check_correctness(S, (1, 2 + 0.5j), (2, 0.5 - 1j)) | |
def test_small_dx(self): | |
rng = np.random.RandomState(0) | |
x = np.sort(rng.uniform(size=100)) | |
y = 1e4 + rng.uniform(size=100) | |
S = CubicSpline(x, y) | |
self.check_correctness(S, tol=1e-13) | |
def test_incorrect_inputs(self): | |
x = np.array([1, 2, 3, 4]) | |
y = np.array([1, 2, 3, 4]) | |
xc = np.array([1 + 1j, 2, 3, 4]) | |
xn = np.array([np.nan, 2, 3, 4]) | |
xo = np.array([2, 1, 3, 4]) | |
yn = np.array([np.nan, 2, 3, 4]) | |
y3 = [1, 2, 3] | |
x1 = [1] | |
y1 = [1] | |
assert_raises(ValueError, CubicSpline, xc, y) | |
assert_raises(ValueError, CubicSpline, xn, y) | |
assert_raises(ValueError, CubicSpline, x, yn) | |
assert_raises(ValueError, CubicSpline, xo, y) | |
assert_raises(ValueError, CubicSpline, x, y3) | |
assert_raises(ValueError, CubicSpline, x[:, np.newaxis], y) | |
assert_raises(ValueError, CubicSpline, x1, y1) | |
wrong_bc = [('periodic', 'clamped'), | |
((2, 0), (3, 10)), | |
((1, 0), ), | |
(0., 0.), | |
'not-a-typo'] | |
for bc_type in wrong_bc: | |
assert_raises(ValueError, CubicSpline, x, y, 0, bc_type, True) | |
# Shapes mismatch when giving arbitrary derivative values: | |
Y = np.c_[y, y] | |
bc1 = ('clamped', (1, 0)) | |
bc2 = ('clamped', (1, [0, 0, 0])) | |
bc3 = ('clamped', (1, [[0, 0]])) | |
assert_raises(ValueError, CubicSpline, x, Y, 0, bc1, True) | |
assert_raises(ValueError, CubicSpline, x, Y, 0, bc2, True) | |
assert_raises(ValueError, CubicSpline, x, Y, 0, bc3, True) | |
# periodic condition, y[-1] must be equal to y[0]: | |
assert_raises(ValueError, CubicSpline, x, y, 0, 'periodic', True) | |
def test_CubicHermiteSpline_correctness(): | |
x = [0, 2, 7] | |
y = [-1, 2, 3] | |
dydx = [0, 3, 7] | |
s = CubicHermiteSpline(x, y, dydx) | |
assert_allclose(s(x), y, rtol=1e-15) | |
assert_allclose(s(x, 1), dydx, rtol=1e-15) | |
def test_CubicHermiteSpline_error_handling(): | |
x = [1, 2, 3] | |
y = [0, 3, 5] | |
dydx = [1, -1, 2, 3] | |
assert_raises(ValueError, CubicHermiteSpline, x, y, dydx) | |
dydx_with_nan = [1, 0, np.nan] | |
assert_raises(ValueError, CubicHermiteSpline, x, y, dydx_with_nan) | |
def test_roots_extrapolate_gh_11185(): | |
x = np.array([0.001, 0.002]) | |
y = np.array([1.66066935e-06, 1.10410807e-06]) | |
dy = np.array([-1.60061854, -1.600619]) | |
p = CubicHermiteSpline(x, y, dy) | |
# roots(extrapolate=True) for a polynomial with a single interval | |
# should return all three real roots | |
r = p.roots(extrapolate=True) | |
assert_equal(p.c.shape[1], 1) | |
assert_equal(r.size, 3) | |
class TestZeroSizeArrays: | |
# regression tests for gh-17241 : CubicSpline et al must not segfault | |
# when y.size == 0 | |
# The two methods below are _almost_ the same, but not quite: | |
# one is for objects which have the `bc_type` argument (CubicSpline) | |
# and the other one is for those which do not (Pchip, Akima1D) | |
def test_zero_size(self, cls, y, bc_type, axis): | |
x = np.arange(10) | |
xval = np.arange(3) | |
obj = cls(x, y, bc_type=bc_type) | |
assert obj(xval).size == 0 | |
assert obj(xval).shape == xval.shape + y.shape[1:] | |
# Also check with an explicit non-default axis | |
yt = np.moveaxis(y, 0, axis) # (10, 0, 5) --> (0, 10, 5) if axis=1 etc | |
obj = cls(x, yt, bc_type=bc_type, axis=axis) | |
sh = yt.shape[:axis] + (xval.size, ) + yt.shape[axis+1:] | |
assert obj(xval).size == 0 | |
assert obj(xval).shape == sh | |
def test_zero_size_2(self, cls, y, axis): | |
x = np.arange(10) | |
xval = np.arange(3) | |
obj = cls(x, y) | |
assert obj(xval).size == 0 | |
assert obj(xval).shape == xval.shape + y.shape[1:] | |
# Also check with an explicit non-default axis | |
yt = np.moveaxis(y, 0, axis) # (10, 0, 5) --> (0, 10, 5) if axis=1 etc | |
obj = cls(x, yt, axis=axis) | |
sh = yt.shape[:axis] + (xval.size, ) + yt.shape[axis+1:] | |
assert obj(xval).size == 0 | |
assert obj(xval).shape == sh | |