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