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- """
- ===================================================================
- HermiteE Series, "Probabilists" (:mod:`numpy.polynomial.hermite_e`)
- ===================================================================
- This module provides a number of objects (mostly functions) useful for
- dealing with Hermite_e series, including a `HermiteE` class that
- encapsulates the usual arithmetic operations. (General information
- on how this module represents and works with such polynomials is in the
- docstring for its "parent" sub-package, `numpy.polynomial`).
- Classes
- -------
- .. autosummary::
- :toctree: generated/
- HermiteE
- Constants
- ---------
- .. autosummary::
- :toctree: generated/
- hermedomain
- hermezero
- hermeone
- hermex
- Arithmetic
- ----------
- .. autosummary::
- :toctree: generated/
- hermeadd
- hermesub
- hermemulx
- hermemul
- hermediv
- hermepow
- hermeval
- hermeval2d
- hermeval3d
- hermegrid2d
- hermegrid3d
- Calculus
- --------
- .. autosummary::
- :toctree: generated/
- hermeder
- hermeint
- Misc Functions
- --------------
- .. autosummary::
- :toctree: generated/
- hermefromroots
- hermeroots
- hermevander
- hermevander2d
- hermevander3d
- hermegauss
- hermeweight
- hermecompanion
- hermefit
- hermetrim
- hermeline
- herme2poly
- poly2herme
- See also
- --------
- `numpy.polynomial`
- """
- import numpy as np
- import numpy.linalg as la
- from numpy.core.multiarray import normalize_axis_index
- from . import polyutils as pu
- from ._polybase import ABCPolyBase
- __all__ = [
- 'hermezero', 'hermeone', 'hermex', 'hermedomain', 'hermeline',
- 'hermeadd', 'hermesub', 'hermemulx', 'hermemul', 'hermediv',
- 'hermepow', 'hermeval', 'hermeder', 'hermeint', 'herme2poly',
- 'poly2herme', 'hermefromroots', 'hermevander', 'hermefit', 'hermetrim',
- 'hermeroots', 'HermiteE', 'hermeval2d', 'hermeval3d', 'hermegrid2d',
- 'hermegrid3d', 'hermevander2d', 'hermevander3d', 'hermecompanion',
- 'hermegauss', 'hermeweight']
- hermetrim = pu.trimcoef
- def poly2herme(pol):
- """
- poly2herme(pol)
- Convert a polynomial to a Hermite series.
- Convert an array representing the coefficients of a polynomial (relative
- to the "standard" basis) ordered from lowest degree to highest, to an
- array of the coefficients of the equivalent Hermite series, ordered
- from lowest to highest degree.
- Parameters
- ----------
- pol : array_like
- 1-D array containing the polynomial coefficients
- Returns
- -------
- c : ndarray
- 1-D array containing the coefficients of the equivalent Hermite
- series.
- See Also
- --------
- herme2poly
- Notes
- -----
- The easy way to do conversions between polynomial basis sets
- is to use the convert method of a class instance.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import poly2herme
- >>> poly2herme(np.arange(4))
- array([ 2., 10., 2., 3.])
- """
- [pol] = pu.as_series([pol])
- deg = len(pol) - 1
- res = 0
- for i in range(deg, -1, -1):
- res = hermeadd(hermemulx(res), pol[i])
- return res
- def herme2poly(c):
- """
- Convert a Hermite series to a polynomial.
- Convert an array representing the coefficients of a Hermite series,
- ordered from lowest degree to highest, to an array of the coefficients
- of the equivalent polynomial (relative to the "standard" basis) ordered
- from lowest to highest degree.
- Parameters
- ----------
- c : array_like
- 1-D array containing the Hermite series coefficients, ordered
- from lowest order term to highest.
- Returns
- -------
- pol : ndarray
- 1-D array containing the coefficients of the equivalent polynomial
- (relative to the "standard" basis) ordered from lowest order term
- to highest.
- See Also
- --------
- poly2herme
- Notes
- -----
- The easy way to do conversions between polynomial basis sets
- is to use the convert method of a class instance.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import herme2poly
- >>> herme2poly([ 2., 10., 2., 3.])
- array([0., 1., 2., 3.])
- """
- from .polynomial import polyadd, polysub, polymulx
- [c] = pu.as_series([c])
- n = len(c)
- if n == 1:
- return c
- if n == 2:
- return c
- else:
- c0 = c[-2]
- c1 = c[-1]
- # i is the current degree of c1
- for i in range(n - 1, 1, -1):
- tmp = c0
- c0 = polysub(c[i - 2], c1*(i - 1))
- c1 = polyadd(tmp, polymulx(c1))
- return polyadd(c0, polymulx(c1))
- #
- # These are constant arrays are of integer type so as to be compatible
- # with the widest range of other types, such as Decimal.
- #
- # Hermite
- hermedomain = np.array([-1, 1])
- # Hermite coefficients representing zero.
- hermezero = np.array([0])
- # Hermite coefficients representing one.
- hermeone = np.array([1])
- # Hermite coefficients representing the identity x.
- hermex = np.array([0, 1])
- def hermeline(off, scl):
- """
- Hermite series whose graph is a straight line.
- Parameters
- ----------
- off, scl : scalars
- The specified line is given by ``off + scl*x``.
- Returns
- -------
- y : ndarray
- This module's representation of the Hermite series for
- ``off + scl*x``.
- See Also
- --------
- numpy.polynomial.polynomial.polyline
- numpy.polynomial.chebyshev.chebline
- numpy.polynomial.legendre.legline
- numpy.polynomial.laguerre.lagline
- numpy.polynomial.hermite.hermline
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeline
- >>> from numpy.polynomial.hermite_e import hermeline, hermeval
- >>> hermeval(0,hermeline(3, 2))
- 3.0
- >>> hermeval(1,hermeline(3, 2))
- 5.0
- """
- if scl != 0:
- return np.array([off, scl])
- else:
- return np.array([off])
- def hermefromroots(roots):
- """
- Generate a HermiteE series with given roots.
- The function returns the coefficients of the polynomial
- .. math:: p(x) = (x - r_0) * (x - r_1) * ... * (x - r_n),
- in HermiteE form, where the `r_n` are the roots specified in `roots`.
- If a zero has multiplicity n, then it must appear in `roots` n times.
- For instance, if 2 is a root of multiplicity three and 3 is a root of
- multiplicity 2, then `roots` looks something like [2, 2, 2, 3, 3]. The
- roots can appear in any order.
- If the returned coefficients are `c`, then
- .. math:: p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x)
- The coefficient of the last term is not generally 1 for monic
- polynomials in HermiteE form.
- Parameters
- ----------
- roots : array_like
- Sequence containing the roots.
- Returns
- -------
- out : ndarray
- 1-D array of coefficients. If all roots are real then `out` is a
- real array, if some of the roots are complex, then `out` is complex
- even if all the coefficients in the result are real (see Examples
- below).
- See Also
- --------
- numpy.polynomial.polynomial.polyfromroots
- numpy.polynomial.legendre.legfromroots
- numpy.polynomial.laguerre.lagfromroots
- numpy.polynomial.hermite.hermfromroots
- numpy.polynomial.chebyshev.chebfromroots
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermefromroots, hermeval
- >>> coef = hermefromroots((-1, 0, 1))
- >>> hermeval((-1, 0, 1), coef)
- array([0., 0., 0.])
- >>> coef = hermefromroots((-1j, 1j))
- >>> hermeval((-1j, 1j), coef)
- array([0.+0.j, 0.+0.j])
- """
- return pu._fromroots(hermeline, hermemul, roots)
- def hermeadd(c1, c2):
- """
- Add one Hermite series to another.
- Returns the sum of two Hermite series `c1` + `c2`. The arguments
- are sequences of coefficients ordered from lowest order term to
- highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
- Parameters
- ----------
- c1, c2 : array_like
- 1-D arrays of Hermite series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Array representing the Hermite series of their sum.
- See Also
- --------
- hermesub, hermemulx, hermemul, hermediv, hermepow
- Notes
- -----
- Unlike multiplication, division, etc., the sum of two Hermite series
- is a Hermite series (without having to "reproject" the result onto
- the basis set) so addition, just like that of "standard" polynomials,
- is simply "component-wise."
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeadd
- >>> hermeadd([1, 2, 3], [1, 2, 3, 4])
- array([2., 4., 6., 4.])
- """
- return pu._add(c1, c2)
- def hermesub(c1, c2):
- """
- Subtract one Hermite series from another.
- Returns the difference of two Hermite series `c1` - `c2`. The
- sequences of coefficients are from lowest order term to highest, i.e.,
- [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
- Parameters
- ----------
- c1, c2 : array_like
- 1-D arrays of Hermite series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Of Hermite series coefficients representing their difference.
- See Also
- --------
- hermeadd, hermemulx, hermemul, hermediv, hermepow
- Notes
- -----
- Unlike multiplication, division, etc., the difference of two Hermite
- series is a Hermite series (without having to "reproject" the result
- onto the basis set) so subtraction, just like that of "standard"
- polynomials, is simply "component-wise."
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermesub
- >>> hermesub([1, 2, 3, 4], [1, 2, 3])
- array([0., 0., 0., 4.])
- """
- return pu._sub(c1, c2)
- def hermemulx(c):
- """Multiply a Hermite series by x.
- Multiply the Hermite series `c` by x, where x is the independent
- variable.
- Parameters
- ----------
- c : array_like
- 1-D array of Hermite series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Array representing the result of the multiplication.
- Notes
- -----
- The multiplication uses the recursion relationship for Hermite
- polynomials in the form
- .. math::
- xP_i(x) = (P_{i + 1}(x) + iP_{i - 1}(x)))
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermemulx
- >>> hermemulx([1, 2, 3])
- array([2., 7., 2., 3.])
- """
- # c is a trimmed copy
- [c] = pu.as_series([c])
- # The zero series needs special treatment
- if len(c) == 1 and c[0] == 0:
- return c
- prd = np.empty(len(c) + 1, dtype=c.dtype)
- prd[0] = c[0]*0
- prd[1] = c[0]
- for i in range(1, len(c)):
- prd[i + 1] = c[i]
- prd[i - 1] += c[i]*i
- return prd
- def hermemul(c1, c2):
- """
- Multiply one Hermite series by another.
- Returns the product of two Hermite series `c1` * `c2`. The arguments
- are sequences of coefficients, from lowest order "term" to highest,
- e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
- Parameters
- ----------
- c1, c2 : array_like
- 1-D arrays of Hermite series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Of Hermite series coefficients representing their product.
- See Also
- --------
- hermeadd, hermesub, hermemulx, hermediv, hermepow
- Notes
- -----
- In general, the (polynomial) product of two C-series results in terms
- that are not in the Hermite polynomial basis set. Thus, to express
- the product as a Hermite series, it is necessary to "reproject" the
- product onto said basis set, which may produce "unintuitive" (but
- correct) results; see Examples section below.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermemul
- >>> hermemul([1, 2, 3], [0, 1, 2])
- array([14., 15., 28., 7., 6.])
- """
- # s1, s2 are trimmed copies
- [c1, c2] = pu.as_series([c1, c2])
- if len(c1) > len(c2):
- c = c2
- xs = c1
- else:
- c = c1
- xs = c2
- if len(c) == 1:
- c0 = c[0]*xs
- c1 = 0
- elif len(c) == 2:
- c0 = c[0]*xs
- c1 = c[1]*xs
- else:
- nd = len(c)
- c0 = c[-2]*xs
- c1 = c[-1]*xs
- for i in range(3, len(c) + 1):
- tmp = c0
- nd = nd - 1
- c0 = hermesub(c[-i]*xs, c1*(nd - 1))
- c1 = hermeadd(tmp, hermemulx(c1))
- return hermeadd(c0, hermemulx(c1))
- def hermediv(c1, c2):
- """
- Divide one Hermite series by another.
- Returns the quotient-with-remainder of two Hermite series
- `c1` / `c2`. The arguments are sequences of coefficients from lowest
- order "term" to highest, e.g., [1,2,3] represents the series
- ``P_0 + 2*P_1 + 3*P_2``.
- Parameters
- ----------
- c1, c2 : array_like
- 1-D arrays of Hermite series coefficients ordered from low to
- high.
- Returns
- -------
- [quo, rem] : ndarrays
- Of Hermite series coefficients representing the quotient and
- remainder.
- See Also
- --------
- hermeadd, hermesub, hermemulx, hermemul, hermepow
- Notes
- -----
- In general, the (polynomial) division of one Hermite series by another
- results in quotient and remainder terms that are not in the Hermite
- polynomial basis set. Thus, to express these results as a Hermite
- series, it is necessary to "reproject" the results onto the Hermite
- basis set, which may produce "unintuitive" (but correct) results; see
- Examples section below.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermediv
- >>> hermediv([ 14., 15., 28., 7., 6.], [0, 1, 2])
- (array([1., 2., 3.]), array([0.]))
- >>> hermediv([ 15., 17., 28., 7., 6.], [0, 1, 2])
- (array([1., 2., 3.]), array([1., 2.]))
- """
- return pu._div(hermemul, c1, c2)
- def hermepow(c, pow, maxpower=16):
- """Raise a Hermite series to a power.
- Returns the Hermite series `c` raised to the power `pow`. The
- argument `c` is a sequence of coefficients ordered from low to high.
- i.e., [1,2,3] is the series ``P_0 + 2*P_1 + 3*P_2.``
- Parameters
- ----------
- c : array_like
- 1-D array of Hermite series coefficients ordered from low to
- high.
- pow : integer
- Power to which the series will be raised
- maxpower : integer, optional
- Maximum power allowed. This is mainly to limit growth of the series
- to unmanageable size. Default is 16
- Returns
- -------
- coef : ndarray
- Hermite series of power.
- See Also
- --------
- hermeadd, hermesub, hermemulx, hermemul, hermediv
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermepow
- >>> hermepow([1, 2, 3], 2)
- array([23., 28., 46., 12., 9.])
- """
- return pu._pow(hermemul, c, pow, maxpower)
- def hermeder(c, m=1, scl=1, axis=0):
- """
- Differentiate a Hermite_e series.
- Returns the series coefficients `c` differentiated `m` times along
- `axis`. At each iteration the result is multiplied by `scl` (the
- scaling factor is for use in a linear change of variable). The argument
- `c` is an array of coefficients from low to high degree along each
- axis, e.g., [1,2,3] represents the series ``1*He_0 + 2*He_1 + 3*He_2``
- while [[1,2],[1,2]] represents ``1*He_0(x)*He_0(y) + 1*He_1(x)*He_0(y)
- + 2*He_0(x)*He_1(y) + 2*He_1(x)*He_1(y)`` if axis=0 is ``x`` and axis=1
- is ``y``.
- Parameters
- ----------
- c : array_like
- Array of Hermite_e series coefficients. If `c` is multidimensional
- the different axis correspond to different variables with the
- degree in each axis given by the corresponding index.
- m : int, optional
- Number of derivatives taken, must be non-negative. (Default: 1)
- scl : scalar, optional
- Each differentiation is multiplied by `scl`. The end result is
- multiplication by ``scl**m``. This is for use in a linear change of
- variable. (Default: 1)
- axis : int, optional
- Axis over which the derivative is taken. (Default: 0).
- .. versionadded:: 1.7.0
- Returns
- -------
- der : ndarray
- Hermite series of the derivative.
- See Also
- --------
- hermeint
- Notes
- -----
- In general, the result of differentiating a Hermite series does not
- resemble the same operation on a power series. Thus the result of this
- function may be "unintuitive," albeit correct; see Examples section
- below.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeder
- >>> hermeder([ 1., 1., 1., 1.])
- array([1., 2., 3.])
- >>> hermeder([-0.25, 1., 1./2., 1./3., 1./4 ], m=2)
- array([1., 2., 3.])
- """
- c = np.array(c, ndmin=1, copy=True)
- if c.dtype.char in '?bBhHiIlLqQpP':
- c = c.astype(np.double)
- cnt = pu._deprecate_as_int(m, "the order of derivation")
- iaxis = pu._deprecate_as_int(axis, "the axis")
- if cnt < 0:
- raise ValueError("The order of derivation must be non-negative")
- iaxis = normalize_axis_index(iaxis, c.ndim)
- if cnt == 0:
- return c
- c = np.moveaxis(c, iaxis, 0)
- n = len(c)
- if cnt >= n:
- return c[:1]*0
- else:
- for i in range(cnt):
- n = n - 1
- c *= scl
- der = np.empty((n,) + c.shape[1:], dtype=c.dtype)
- for j in range(n, 0, -1):
- der[j - 1] = j*c[j]
- c = der
- c = np.moveaxis(c, 0, iaxis)
- return c
- def hermeint(c, m=1, k=[], lbnd=0, scl=1, axis=0):
- """
- Integrate a Hermite_e series.
- Returns the Hermite_e series coefficients `c` integrated `m` times from
- `lbnd` along `axis`. At each iteration the resulting series is
- **multiplied** by `scl` and an integration constant, `k`, is added.
- The scaling factor is for use in a linear change of variable. ("Buyer
- beware": note that, depending on what one is doing, one may want `scl`
- to be the reciprocal of what one might expect; for more information,
- see the Notes section below.) The argument `c` is an array of
- coefficients from low to high degree along each axis, e.g., [1,2,3]
- represents the series ``H_0 + 2*H_1 + 3*H_2`` while [[1,2],[1,2]]
- represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) +
- 2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is ``y``.
- Parameters
- ----------
- c : array_like
- Array of Hermite_e series coefficients. If c is multidimensional
- the different axis correspond to different variables with the
- degree in each axis given by the corresponding index.
- m : int, optional
- Order of integration, must be positive. (Default: 1)
- k : {[], list, scalar}, optional
- Integration constant(s). The value of the first integral at
- ``lbnd`` is the first value in the list, the value of the second
- integral at ``lbnd`` is the second value, etc. If ``k == []`` (the
- default), all constants are set to zero. If ``m == 1``, a single
- scalar can be given instead of a list.
- lbnd : scalar, optional
- The lower bound of the integral. (Default: 0)
- scl : scalar, optional
- Following each integration the result is *multiplied* by `scl`
- before the integration constant is added. (Default: 1)
- axis : int, optional
- Axis over which the integral is taken. (Default: 0).
- .. versionadded:: 1.7.0
- Returns
- -------
- S : ndarray
- Hermite_e series coefficients of the integral.
- Raises
- ------
- ValueError
- If ``m < 0``, ``len(k) > m``, ``np.ndim(lbnd) != 0``, or
- ``np.ndim(scl) != 0``.
- See Also
- --------
- hermeder
- Notes
- -----
- Note that the result of each integration is *multiplied* by `scl`.
- Why is this important to note? Say one is making a linear change of
- variable :math:`u = ax + b` in an integral relative to `x`. Then
- :math:`dx = du/a`, so one will need to set `scl` equal to
- :math:`1/a` - perhaps not what one would have first thought.
- Also note that, in general, the result of integrating a C-series needs
- to be "reprojected" onto the C-series basis set. Thus, typically,
- the result of this function is "unintuitive," albeit correct; see
- Examples section below.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeint
- >>> hermeint([1, 2, 3]) # integrate once, value 0 at 0.
- array([1., 1., 1., 1.])
- >>> hermeint([1, 2, 3], m=2) # integrate twice, value & deriv 0 at 0
- array([-0.25 , 1. , 0.5 , 0.33333333, 0.25 ]) # may vary
- >>> hermeint([1, 2, 3], k=1) # integrate once, value 1 at 0.
- array([2., 1., 1., 1.])
- >>> hermeint([1, 2, 3], lbnd=-1) # integrate once, value 0 at -1
- array([-1., 1., 1., 1.])
- >>> hermeint([1, 2, 3], m=2, k=[1, 2], lbnd=-1)
- array([ 1.83333333, 0. , 0.5 , 0.33333333, 0.25 ]) # may vary
- """
- c = np.array(c, ndmin=1, copy=True)
- if c.dtype.char in '?bBhHiIlLqQpP':
- c = c.astype(np.double)
- if not np.iterable(k):
- k = [k]
- cnt = pu._deprecate_as_int(m, "the order of integration")
- iaxis = pu._deprecate_as_int(axis, "the axis")
- if cnt < 0:
- raise ValueError("The order of integration must be non-negative")
- if len(k) > cnt:
- raise ValueError("Too many integration constants")
- if np.ndim(lbnd) != 0:
- raise ValueError("lbnd must be a scalar.")
- if np.ndim(scl) != 0:
- raise ValueError("scl must be a scalar.")
- iaxis = normalize_axis_index(iaxis, c.ndim)
- if cnt == 0:
- return c
- c = np.moveaxis(c, iaxis, 0)
- k = list(k) + [0]*(cnt - len(k))
- for i in range(cnt):
- n = len(c)
- c *= scl
- if n == 1 and np.all(c[0] == 0):
- c[0] += k[i]
- else:
- tmp = np.empty((n + 1,) + c.shape[1:], dtype=c.dtype)
- tmp[0] = c[0]*0
- tmp[1] = c[0]
- for j in range(1, n):
- tmp[j + 1] = c[j]/(j + 1)
- tmp[0] += k[i] - hermeval(lbnd, tmp)
- c = tmp
- c = np.moveaxis(c, 0, iaxis)
- return c
- def hermeval(x, c, tensor=True):
- """
- Evaluate an HermiteE series at points x.
- If `c` is of length `n + 1`, this function returns the value:
- .. math:: p(x) = c_0 * He_0(x) + c_1 * He_1(x) + ... + c_n * He_n(x)
- The parameter `x` is converted to an array only if it is a tuple or a
- list, otherwise it is treated as a scalar. In either case, either `x`
- or its elements must support multiplication and addition both with
- themselves and with the elements of `c`.
- If `c` is a 1-D array, then `p(x)` will have the same shape as `x`. If
- `c` is multidimensional, then the shape of the result depends on the
- value of `tensor`. If `tensor` is true the shape will be c.shape[1:] +
- x.shape. If `tensor` is false the shape will be c.shape[1:]. Note that
- scalars have shape (,).
- Trailing zeros in the coefficients will be used in the evaluation, so
- they should be avoided if efficiency is a concern.
- Parameters
- ----------
- x : array_like, compatible object
- If `x` is a list or tuple, it is converted to an ndarray, otherwise
- it is left unchanged and treated as a scalar. In either case, `x`
- or its elements must support addition and multiplication with
- with themselves and with the elements of `c`.
- c : array_like
- Array of coefficients ordered so that the coefficients for terms of
- degree n are contained in c[n]. If `c` is multidimensional the
- remaining indices enumerate multiple polynomials. In the two
- dimensional case the coefficients may be thought of as stored in
- the columns of `c`.
- tensor : boolean, optional
- If True, the shape of the coefficient array is extended with ones
- on the right, one for each dimension of `x`. Scalars have dimension 0
- for this action. The result is that every column of coefficients in
- `c` is evaluated for every element of `x`. If False, `x` is broadcast
- over the columns of `c` for the evaluation. This keyword is useful
- when `c` is multidimensional. The default value is True.
- .. versionadded:: 1.7.0
- Returns
- -------
- values : ndarray, algebra_like
- The shape of the return value is described above.
- See Also
- --------
- hermeval2d, hermegrid2d, hermeval3d, hermegrid3d
- Notes
- -----
- The evaluation uses Clenshaw recursion, aka synthetic division.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeval
- >>> coef = [1,2,3]
- >>> hermeval(1, coef)
- 3.0
- >>> hermeval([[1,2],[3,4]], coef)
- array([[ 3., 14.],
- [31., 54.]])
- """
- c = np.array(c, ndmin=1, copy=False)
- if c.dtype.char in '?bBhHiIlLqQpP':
- c = c.astype(np.double)
- if isinstance(x, (tuple, list)):
- x = np.asarray(x)
- if isinstance(x, np.ndarray) and tensor:
- c = c.reshape(c.shape + (1,)*x.ndim)
- if len(c) == 1:
- c0 = c[0]
- c1 = 0
- elif len(c) == 2:
- c0 = c[0]
- c1 = c[1]
- else:
- nd = len(c)
- c0 = c[-2]
- c1 = c[-1]
- for i in range(3, len(c) + 1):
- tmp = c0
- nd = nd - 1
- c0 = c[-i] - c1*(nd - 1)
- c1 = tmp + c1*x
- return c0 + c1*x
- def hermeval2d(x, y, c):
- """
- Evaluate a 2-D HermiteE series at points (x, y).
- This function returns the values:
- .. math:: p(x,y) = \\sum_{i,j} c_{i,j} * He_i(x) * He_j(y)
- The parameters `x` and `y` are converted to arrays only if they are
- tuples or a lists, otherwise they are treated as a scalars and they
- must have the same shape after conversion. In either case, either `x`
- and `y` or their elements must support multiplication and addition both
- with themselves and with the elements of `c`.
- If `c` is a 1-D array a one is implicitly appended to its shape to make
- it 2-D. The shape of the result will be c.shape[2:] + x.shape.
- Parameters
- ----------
- x, y : array_like, compatible objects
- The two dimensional series is evaluated at the points `(x, y)`,
- where `x` and `y` must have the same shape. If `x` or `y` is a list
- or tuple, it is first converted to an ndarray, otherwise it is left
- unchanged and if it isn't an ndarray it is treated as a scalar.
- c : array_like
- Array of coefficients ordered so that the coefficient of the term
- of multi-degree i,j is contained in ``c[i,j]``. If `c` has
- dimension greater than two the remaining indices enumerate multiple
- sets of coefficients.
- Returns
- -------
- values : ndarray, compatible object
- The values of the two dimensional polynomial at points formed with
- pairs of corresponding values from `x` and `y`.
- See Also
- --------
- hermeval, hermegrid2d, hermeval3d, hermegrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._valnd(hermeval, c, x, y)
- def hermegrid2d(x, y, c):
- """
- Evaluate a 2-D HermiteE series on the Cartesian product of x and y.
- This function returns the values:
- .. math:: p(a,b) = \\sum_{i,j} c_{i,j} * H_i(a) * H_j(b)
- where the points `(a, b)` consist of all pairs formed by taking
- `a` from `x` and `b` from `y`. The resulting points form a grid with
- `x` in the first dimension and `y` in the second.
- The parameters `x` and `y` are converted to arrays only if they are
- tuples or a lists, otherwise they are treated as a scalars. In either
- case, either `x` and `y` or their elements must support multiplication
- and addition both with themselves and with the elements of `c`.
- If `c` has fewer than two dimensions, ones are implicitly appended to
- its shape to make it 2-D. The shape of the result will be c.shape[2:] +
- x.shape.
- Parameters
- ----------
- x, y : array_like, compatible objects
- The two dimensional series is evaluated at the points in the
- Cartesian product of `x` and `y`. If `x` or `y` is a list or
- tuple, it is first converted to an ndarray, otherwise it is left
- unchanged and, if it isn't an ndarray, it is treated as a scalar.
- c : array_like
- Array of coefficients ordered so that the coefficients for terms of
- degree i,j are contained in ``c[i,j]``. If `c` has dimension
- greater than two the remaining indices enumerate multiple sets of
- coefficients.
- Returns
- -------
- values : ndarray, compatible object
- The values of the two dimensional polynomial at points in the Cartesian
- product of `x` and `y`.
- See Also
- --------
- hermeval, hermeval2d, hermeval3d, hermegrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._gridnd(hermeval, c, x, y)
- def hermeval3d(x, y, z, c):
- """
- Evaluate a 3-D Hermite_e series at points (x, y, z).
- This function returns the values:
- .. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * He_i(x) * He_j(y) * He_k(z)
- The parameters `x`, `y`, and `z` are converted to arrays only if
- they are tuples or a lists, otherwise they are treated as a scalars and
- they must have the same shape after conversion. In either case, either
- `x`, `y`, and `z` or their elements must support multiplication and
- addition both with themselves and with the elements of `c`.
- If `c` has fewer than 3 dimensions, ones are implicitly appended to its
- shape to make it 3-D. The shape of the result will be c.shape[3:] +
- x.shape.
- Parameters
- ----------
- x, y, z : array_like, compatible object
- The three dimensional series is evaluated at the points
- `(x, y, z)`, where `x`, `y`, and `z` must have the same shape. If
- any of `x`, `y`, or `z` is a list or tuple, it is first converted
- to an ndarray, otherwise it is left unchanged and if it isn't an
- ndarray it is treated as a scalar.
- c : array_like
- Array of coefficients ordered so that the coefficient of the term of
- multi-degree i,j,k is contained in ``c[i,j,k]``. If `c` has dimension
- greater than 3 the remaining indices enumerate multiple sets of
- coefficients.
- Returns
- -------
- values : ndarray, compatible object
- The values of the multidimensional polynomial on points formed with
- triples of corresponding values from `x`, `y`, and `z`.
- See Also
- --------
- hermeval, hermeval2d, hermegrid2d, hermegrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._valnd(hermeval, c, x, y, z)
- def hermegrid3d(x, y, z, c):
- """
- Evaluate a 3-D HermiteE series on the Cartesian product of x, y, and z.
- This function returns the values:
- .. math:: p(a,b,c) = \\sum_{i,j,k} c_{i,j,k} * He_i(a) * He_j(b) * He_k(c)
- where the points `(a, b, c)` consist of all triples formed by taking
- `a` from `x`, `b` from `y`, and `c` from `z`. The resulting points form
- a grid with `x` in the first dimension, `y` in the second, and `z` in
- the third.
- The parameters `x`, `y`, and `z` are converted to arrays only if they
- are tuples or a lists, otherwise they are treated as a scalars. In
- either case, either `x`, `y`, and `z` or their elements must support
- multiplication and addition both with themselves and with the elements
- of `c`.
- If `c` has fewer than three dimensions, ones are implicitly appended to
- its shape to make it 3-D. The shape of the result will be c.shape[3:] +
- x.shape + y.shape + z.shape.
- Parameters
- ----------
- x, y, z : array_like, compatible objects
- The three dimensional series is evaluated at the points in the
- Cartesian product of `x`, `y`, and `z`. If `x`,`y`, or `z` is a
- list or tuple, it is first converted to an ndarray, otherwise it is
- left unchanged and, if it isn't an ndarray, it is treated as a
- scalar.
- c : array_like
- Array of coefficients ordered so that the coefficients for terms of
- degree i,j are contained in ``c[i,j]``. If `c` has dimension
- greater than two the remaining indices enumerate multiple sets of
- coefficients.
- Returns
- -------
- values : ndarray, compatible object
- The values of the two dimensional polynomial at points in the Cartesian
- product of `x` and `y`.
- See Also
- --------
- hermeval, hermeval2d, hermegrid2d, hermeval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._gridnd(hermeval, c, x, y, z)
- def hermevander(x, deg):
- """Pseudo-Vandermonde matrix of given degree.
- Returns the pseudo-Vandermonde matrix of degree `deg` and sample points
- `x`. The pseudo-Vandermonde matrix is defined by
- .. math:: V[..., i] = He_i(x),
- where `0 <= i <= deg`. The leading indices of `V` index the elements of
- `x` and the last index is the degree of the HermiteE polynomial.
- If `c` is a 1-D array of coefficients of length `n + 1` and `V` is the
- array ``V = hermevander(x, n)``, then ``np.dot(V, c)`` and
- ``hermeval(x, c)`` are the same up to roundoff. This equivalence is
- useful both for least squares fitting and for the evaluation of a large
- number of HermiteE series of the same degree and sample points.
- Parameters
- ----------
- x : array_like
- Array of points. The dtype is converted to float64 or complex128
- depending on whether any of the elements are complex. If `x` is
- scalar it is converted to a 1-D array.
- deg : int
- Degree of the resulting matrix.
- Returns
- -------
- vander : ndarray
- The pseudo-Vandermonde matrix. The shape of the returned matrix is
- ``x.shape + (deg + 1,)``, where The last index is the degree of the
- corresponding HermiteE polynomial. The dtype will be the same as
- the converted `x`.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermevander
- >>> x = np.array([-1, 0, 1])
- >>> hermevander(x, 3)
- array([[ 1., -1., 0., 2.],
- [ 1., 0., -1., -0.],
- [ 1., 1., 0., -2.]])
- """
- ideg = pu._deprecate_as_int(deg, "deg")
- if ideg < 0:
- raise ValueError("deg must be non-negative")
- x = np.array(x, copy=False, ndmin=1) + 0.0
- dims = (ideg + 1,) + x.shape
- dtyp = x.dtype
- v = np.empty(dims, dtype=dtyp)
- v[0] = x*0 + 1
- if ideg > 0:
- v[1] = x
- for i in range(2, ideg + 1):
- v[i] = (v[i-1]*x - v[i-2]*(i - 1))
- return np.moveaxis(v, 0, -1)
- def hermevander2d(x, y, deg):
- """Pseudo-Vandermonde matrix of given degrees.
- Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
- points `(x, y)`. The pseudo-Vandermonde matrix is defined by
- .. math:: V[..., (deg[1] + 1)*i + j] = He_i(x) * He_j(y),
- where `0 <= i <= deg[0]` and `0 <= j <= deg[1]`. The leading indices of
- `V` index the points `(x, y)` and the last index encodes the degrees of
- the HermiteE polynomials.
- If ``V = hermevander2d(x, y, [xdeg, ydeg])``, then the columns of `V`
- correspond to the elements of a 2-D coefficient array `c` of shape
- (xdeg + 1, ydeg + 1) in the order
- .. math:: c_{00}, c_{01}, c_{02} ... , c_{10}, c_{11}, c_{12} ...
- and ``np.dot(V, c.flat)`` and ``hermeval2d(x, y, c)`` will be the same
- up to roundoff. This equivalence is useful both for least squares
- fitting and for the evaluation of a large number of 2-D HermiteE
- series of the same degrees and sample points.
- Parameters
- ----------
- x, y : array_like
- Arrays of point coordinates, all of the same shape. The dtypes
- will be converted to either float64 or complex128 depending on
- whether any of the elements are complex. Scalars are converted to
- 1-D arrays.
- deg : list of ints
- List of maximum degrees of the form [x_deg, y_deg].
- Returns
- -------
- vander2d : ndarray
- The shape of the returned matrix is ``x.shape + (order,)``, where
- :math:`order = (deg[0]+1)*(deg[1]+1)`. The dtype will be the same
- as the converted `x` and `y`.
- See Also
- --------
- hermevander, hermevander3d, hermeval2d, hermeval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._vander_nd_flat((hermevander, hermevander), (x, y), deg)
- def hermevander3d(x, y, z, deg):
- """Pseudo-Vandermonde matrix of given degrees.
- Returns the pseudo-Vandermonde matrix of degrees `deg` and sample
- points `(x, y, z)`. If `l, m, n` are the given degrees in `x, y, z`,
- then Hehe pseudo-Vandermonde matrix is defined by
- .. math:: V[..., (m+1)(n+1)i + (n+1)j + k] = He_i(x)*He_j(y)*He_k(z),
- where `0 <= i <= l`, `0 <= j <= m`, and `0 <= j <= n`. The leading
- indices of `V` index the points `(x, y, z)` and the last index encodes
- the degrees of the HermiteE polynomials.
- If ``V = hermevander3d(x, y, z, [xdeg, ydeg, zdeg])``, then the columns
- of `V` correspond to the elements of a 3-D coefficient array `c` of
- shape (xdeg + 1, ydeg + 1, zdeg + 1) in the order
- .. math:: c_{000}, c_{001}, c_{002},... , c_{010}, c_{011}, c_{012},...
- and ``np.dot(V, c.flat)`` and ``hermeval3d(x, y, z, c)`` will be the
- same up to roundoff. This equivalence is useful both for least squares
- fitting and for the evaluation of a large number of 3-D HermiteE
- series of the same degrees and sample points.
- Parameters
- ----------
- x, y, z : array_like
- Arrays of point coordinates, all of the same shape. The dtypes will
- be converted to either float64 or complex128 depending on whether
- any of the elements are complex. Scalars are converted to 1-D
- arrays.
- deg : list of ints
- List of maximum degrees of the form [x_deg, y_deg, z_deg].
- Returns
- -------
- vander3d : ndarray
- The shape of the returned matrix is ``x.shape + (order,)``, where
- :math:`order = (deg[0]+1)*(deg[1]+1)*(deg[2]+1)`. The dtype will
- be the same as the converted `x`, `y`, and `z`.
- See Also
- --------
- hermevander, hermevander3d, hermeval2d, hermeval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- return pu._vander_nd_flat((hermevander, hermevander, hermevander), (x, y, z), deg)
- def hermefit(x, y, deg, rcond=None, full=False, w=None):
- """
- Least squares fit of Hermite series to data.
- Return the coefficients of a HermiteE series of degree `deg` that is
- the least squares fit to the data values `y` given at points `x`. If
- `y` is 1-D the returned coefficients will also be 1-D. If `y` is 2-D
- multiple fits are done, one for each column of `y`, and the resulting
- coefficients are stored in the corresponding columns of a 2-D return.
- The fitted polynomial(s) are in the form
- .. math:: p(x) = c_0 + c_1 * He_1(x) + ... + c_n * He_n(x),
- where `n` is `deg`.
- Parameters
- ----------
- x : array_like, shape (M,)
- x-coordinates of the M sample points ``(x[i], y[i])``.
- y : array_like, shape (M,) or (M, K)
- y-coordinates of the sample points. Several data sets of sample
- points sharing the same x-coordinates can be fitted at once by
- passing in a 2D-array that contains one dataset per column.
- deg : int or 1-D array_like
- Degree(s) of the fitting polynomials. If `deg` is a single integer
- all terms up to and including the `deg`'th term are included in the
- fit. For NumPy versions >= 1.11.0 a list of integers specifying the
- degrees of the terms to include may be used instead.
- rcond : float, optional
- Relative condition number of the fit. Singular values smaller than
- this relative to the largest singular value will be ignored. The
- default value is len(x)*eps, where eps is the relative precision of
- the float type, about 2e-16 in most cases.
- full : bool, optional
- Switch determining nature of return value. When it is False (the
- default) just the coefficients are returned, when True diagnostic
- information from the singular value decomposition is also returned.
- w : array_like, shape (`M`,), optional
- Weights. If not None, the weight ``w[i]`` applies to the unsquared
- residual ``y[i] - y_hat[i]`` at ``x[i]``. Ideally the weights are
- chosen so that the errors of the products ``w[i]*y[i]`` all have the
- same variance. When using inverse-variance weighting, use
- ``w[i] = 1/sigma(y[i])``. The default value is None.
- Returns
- -------
- coef : ndarray, shape (M,) or (M, K)
- Hermite coefficients ordered from low to high. If `y` was 2-D,
- the coefficients for the data in column k of `y` are in column
- `k`.
- [residuals, rank, singular_values, rcond] : list
- These values are only returned if ``full == True``
- - residuals -- sum of squared residuals of the least squares fit
- - rank -- the numerical rank of the scaled Vandermonde matrix
- - singular_values -- singular values of the scaled Vandermonde matrix
- - rcond -- value of `rcond`.
- For more details, see `numpy.linalg.lstsq`.
- Warns
- -----
- RankWarning
- The rank of the coefficient matrix in the least-squares fit is
- deficient. The warning is only raised if ``full = False``. The
- warnings can be turned off by
- >>> import warnings
- >>> warnings.simplefilter('ignore', np.RankWarning)
- See Also
- --------
- numpy.polynomial.chebyshev.chebfit
- numpy.polynomial.legendre.legfit
- numpy.polynomial.polynomial.polyfit
- numpy.polynomial.hermite.hermfit
- numpy.polynomial.laguerre.lagfit
- hermeval : Evaluates a Hermite series.
- hermevander : pseudo Vandermonde matrix of Hermite series.
- hermeweight : HermiteE weight function.
- numpy.linalg.lstsq : Computes a least-squares fit from the matrix.
- scipy.interpolate.UnivariateSpline : Computes spline fits.
- Notes
- -----
- The solution is the coefficients of the HermiteE series `p` that
- minimizes the sum of the weighted squared errors
- .. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2,
- where the :math:`w_j` are the weights. This problem is solved by
- setting up the (typically) overdetermined matrix equation
- .. math:: V(x) * c = w * y,
- where `V` is the pseudo Vandermonde matrix of `x`, the elements of `c`
- are the coefficients to be solved for, and the elements of `y` are the
- observed values. This equation is then solved using the singular value
- decomposition of `V`.
- If some of the singular values of `V` are so small that they are
- neglected, then a `RankWarning` will be issued. This means that the
- coefficient values may be poorly determined. Using a lower order fit
- will usually get rid of the warning. The `rcond` parameter can also be
- set to a value smaller than its default, but the resulting fit may be
- spurious and have large contributions from roundoff error.
- Fits using HermiteE series are probably most useful when the data can
- be approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the HermiteE
- weight. In that case the weight ``sqrt(w(x[i]))`` should be used
- together with data values ``y[i]/sqrt(w(x[i]))``. The weight function is
- available as `hermeweight`.
- References
- ----------
- .. [1] Wikipedia, "Curve fitting",
- https://en.wikipedia.org/wiki/Curve_fitting
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermefit, hermeval
- >>> x = np.linspace(-10, 10)
- >>> np.random.seed(123)
- >>> err = np.random.randn(len(x))/10
- >>> y = hermeval(x, [1, 2, 3]) + err
- >>> hermefit(x, y, 2)
- array([ 1.01690445, 1.99951418, 2.99948696]) # may vary
- """
- return pu._fit(hermevander, x, y, deg, rcond, full, w)
- def hermecompanion(c):
- """
- Return the scaled companion matrix of c.
- The basis polynomials are scaled so that the companion matrix is
- symmetric when `c` is an HermiteE basis polynomial. This provides
- better eigenvalue estimates than the unscaled case and for basis
- polynomials the eigenvalues are guaranteed to be real if
- `numpy.linalg.eigvalsh` is used to obtain them.
- Parameters
- ----------
- c : array_like
- 1-D array of HermiteE series coefficients ordered from low to high
- degree.
- Returns
- -------
- mat : ndarray
- Scaled companion matrix of dimensions (deg, deg).
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- # c is a trimmed copy
- [c] = pu.as_series([c])
- if len(c) < 2:
- raise ValueError('Series must have maximum degree of at least 1.')
- if len(c) == 2:
- return np.array([[-c[0]/c[1]]])
- n = len(c) - 1
- mat = np.zeros((n, n), dtype=c.dtype)
- scl = np.hstack((1., 1./np.sqrt(np.arange(n - 1, 0, -1))))
- scl = np.multiply.accumulate(scl)[::-1]
- top = mat.reshape(-1)[1::n+1]
- bot = mat.reshape(-1)[n::n+1]
- top[...] = np.sqrt(np.arange(1, n))
- bot[...] = top
- mat[:, -1] -= scl*c[:-1]/c[-1]
- return mat
- def hermeroots(c):
- """
- Compute the roots of a HermiteE series.
- Return the roots (a.k.a. "zeros") of the polynomial
- .. math:: p(x) = \\sum_i c[i] * He_i(x).
- Parameters
- ----------
- c : 1-D array_like
- 1-D array of coefficients.
- Returns
- -------
- out : ndarray
- Array of the roots of the series. If all the roots are real,
- then `out` is also real, otherwise it is complex.
- See Also
- --------
- numpy.polynomial.polynomial.polyroots
- numpy.polynomial.legendre.legroots
- numpy.polynomial.laguerre.lagroots
- numpy.polynomial.hermite.hermroots
- numpy.polynomial.chebyshev.chebroots
- Notes
- -----
- The root estimates are obtained as the eigenvalues of the companion
- matrix, Roots far from the origin of the complex plane may have large
- errors due to the numerical instability of the series for such
- values. Roots with multiplicity greater than 1 will also show larger
- errors as the value of the series near such points is relatively
- insensitive to errors in the roots. Isolated roots near the origin can
- be improved by a few iterations of Newton's method.
- The HermiteE series basis polynomials aren't powers of `x` so the
- results of this function may seem unintuitive.
- Examples
- --------
- >>> from numpy.polynomial.hermite_e import hermeroots, hermefromroots
- >>> coef = hermefromroots([-1, 0, 1])
- >>> coef
- array([0., 2., 0., 1.])
- >>> hermeroots(coef)
- array([-1., 0., 1.]) # may vary
- """
- # c is a trimmed copy
- [c] = pu.as_series([c])
- if len(c) <= 1:
- return np.array([], dtype=c.dtype)
- if len(c) == 2:
- return np.array([-c[0]/c[1]])
- # rotated companion matrix reduces error
- m = hermecompanion(c)[::-1,::-1]
- r = la.eigvals(m)
- r.sort()
- return r
- def _normed_hermite_e_n(x, n):
- """
- Evaluate a normalized HermiteE polynomial.
- Compute the value of the normalized HermiteE polynomial of degree ``n``
- at the points ``x``.
- Parameters
- ----------
- x : ndarray of double.
- Points at which to evaluate the function
- n : int
- Degree of the normalized HermiteE function to be evaluated.
- Returns
- -------
- values : ndarray
- The shape of the return value is described above.
- Notes
- -----
- .. versionadded:: 1.10.0
- This function is needed for finding the Gauss points and integration
- weights for high degrees. The values of the standard HermiteE functions
- overflow when n >= 207.
- """
- if n == 0:
- return np.full(x.shape, 1/np.sqrt(np.sqrt(2*np.pi)))
- c0 = 0.
- c1 = 1./np.sqrt(np.sqrt(2*np.pi))
- nd = float(n)
- for i in range(n - 1):
- tmp = c0
- c0 = -c1*np.sqrt((nd - 1.)/nd)
- c1 = tmp + c1*x*np.sqrt(1./nd)
- nd = nd - 1.0
- return c0 + c1*x
- def hermegauss(deg):
- """
- Gauss-HermiteE quadrature.
- Computes the sample points and weights for Gauss-HermiteE quadrature.
- These sample points and weights will correctly integrate polynomials of
- degree :math:`2*deg - 1` or less over the interval :math:`[-\\inf, \\inf]`
- with the weight function :math:`f(x) = \\exp(-x^2/2)`.
- Parameters
- ----------
- deg : int
- Number of sample points and weights. It must be >= 1.
- Returns
- -------
- x : ndarray
- 1-D ndarray containing the sample points.
- y : ndarray
- 1-D ndarray containing the weights.
- Notes
- -----
- .. versionadded:: 1.7.0
- The results have only been tested up to degree 100, higher degrees may
- be problematic. The weights are determined by using the fact that
- .. math:: w_k = c / (He'_n(x_k) * He_{n-1}(x_k))
- where :math:`c` is a constant independent of :math:`k` and :math:`x_k`
- is the k'th root of :math:`He_n`, and then scaling the results to get
- the right value when integrating 1.
- """
- ideg = pu._deprecate_as_int(deg, "deg")
- if ideg <= 0:
- raise ValueError("deg must be a positive integer")
- # first approximation of roots. We use the fact that the companion
- # matrix is symmetric in this case in order to obtain better zeros.
- c = np.array([0]*deg + [1])
- m = hermecompanion(c)
- x = la.eigvalsh(m)
- # improve roots by one application of Newton
- dy = _normed_hermite_e_n(x, ideg)
- df = _normed_hermite_e_n(x, ideg - 1) * np.sqrt(ideg)
- x -= dy/df
- # compute the weights. We scale the factor to avoid possible numerical
- # overflow.
- fm = _normed_hermite_e_n(x, ideg - 1)
- fm /= np.abs(fm).max()
- w = 1/(fm * fm)
- # for Hermite_e we can also symmetrize
- w = (w + w[::-1])/2
- x = (x - x[::-1])/2
- # scale w to get the right value
- w *= np.sqrt(2*np.pi) / w.sum()
- return x, w
- def hermeweight(x):
- """Weight function of the Hermite_e polynomials.
- The weight function is :math:`\\exp(-x^2/2)` and the interval of
- integration is :math:`[-\\inf, \\inf]`. the HermiteE polynomials are
- orthogonal, but not normalized, with respect to this weight function.
- Parameters
- ----------
- x : array_like
- Values at which the weight function will be computed.
- Returns
- -------
- w : ndarray
- The weight function at `x`.
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- w = np.exp(-.5*x**2)
- return w
- #
- # HermiteE series class
- #
- class HermiteE(ABCPolyBase):
- """An HermiteE series class.
- The HermiteE class provides the standard Python numerical methods
- '+', '-', '*', '//', '%', 'divmod', '**', and '()' as well as the
- attributes and methods listed in the `ABCPolyBase` documentation.
- Parameters
- ----------
- coef : array_like
- HermiteE coefficients in order of increasing degree, i.e,
- ``(1, 2, 3)`` gives ``1*He_0(x) + 2*He_1(X) + 3*He_2(x)``.
- domain : (2,) array_like, optional
- Domain to use. The interval ``[domain[0], domain[1]]`` is mapped
- to the interval ``[window[0], window[1]]`` by shifting and scaling.
- The default value is [-1, 1].
- window : (2,) array_like, optional
- Window, see `domain` for its use. The default value is [-1, 1].
- .. versionadded:: 1.6.0
- """
- # Virtual Functions
- _add = staticmethod(hermeadd)
- _sub = staticmethod(hermesub)
- _mul = staticmethod(hermemul)
- _div = staticmethod(hermediv)
- _pow = staticmethod(hermepow)
- _val = staticmethod(hermeval)
- _int = staticmethod(hermeint)
- _der = staticmethod(hermeder)
- _fit = staticmethod(hermefit)
- _line = staticmethod(hermeline)
- _roots = staticmethod(hermeroots)
- _fromroots = staticmethod(hermefromroots)
- # Virtual properties
- domain = np.array(hermedomain)
- window = np.array(hermedomain)
- basis_name = 'He'
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