EVOLUTION-MANAGER

Edit File: _bsplines.py

from __future__ import division, print_function, absolute_import import functools import operator import numpy as np from scipy._lib.six import string_types from scipy.linalg import (get_lapack_funcs, LinAlgError, cholesky_banded, cho_solve_banded) from . import _bspl from . import _fitpack_impl from . import _fitpack as _dierckx __all__ = ["BSpline", "make_interp_spline", "make_lsq_spline"] # copy-paste from interpolate.py def prod(x): """Product of a list of numbers; ~40x faster vs np.prod for Python tuples""" if len(x) == 0: return 1 return functools.reduce(operator.mul, x) 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 class BSpline(object): 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 order 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 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 >>> 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(BSpline, self).__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 if not (0 <= axis < self.c.ndim): raise ValueError("%s must be between 0 and %s" % (axis, c.ndim)) 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.rollaxis(self.c, axis) 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+1,) 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 order 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: >>> 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 second order b-spline on ``[0, 1, 1, 2]``, and compare to its explicit form: >>> t = [-1, 0, 1, 1, 2] >>> b = BSpline.basis_element(t[1:]) >>> 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) 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). t, c, k = self.tck integral, wrk = _dierckx._splint(t, c, k, a, b) 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:]) ################################# # 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, string_types): 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: msg = ("Derivatives, `bc_type`, should be specified as a pair of " "iterables of pairs of (order, value).") raise ValueError(msg) else: ords, vals = [], [] return np.atleast_1d(ords, vals) 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 datapoints 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 sets the boundary conditions at ``x[0]`` and the second element 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``. 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: >>> 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 >>> from scipy.interpolate import make_interp_spline >>> 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 >>> import matplotlib.pyplot as plt >>> plt.plot(x, y, 'o') >>> plt.plot(x_new, y_new, '-') >>> 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': deriv_l, deriv_r = None, None elif isinstance(bc_type, string_types): deriv_l, deriv_r = bc_type, bc_type else: try: deriv_l, deriv_r = bc_type except TypeError: raise ValueError("Unknown boundary condition: %s" % bc_type) y = np.asarray(y) if not -y.ndim <= axis < y.ndim: raise ValueError("axis {} is out of bounds".format(axis)) if axis < 0: axis += y.ndim # 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.") x = _as_float_array(x, check_finite) t = np.r_[x, x[-1]] c = np.asarray(y) c = np.rollaxis(c, axis) 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.") x = _as_float_array(x, check_finite) t = np.r_[x[0], x, x[-1]] c = np.asarray(y) c = np.rollaxis(c, axis) c = np.ascontiguousarray(c, dtype=_get_dtype(c.dtype)) return BSpline.construct_fast(t, c, k, axis=axis) x = _as_float_array(x, check_finite) y = _as_float_array(y, check_finite) k = operator.index(k) # come up with a sensible knot vector, if needed if t is None: if deriv_l is None and deriv_r is None: if 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) y = np.rollaxis(y, axis) # now internally interp axis is zero if x.ndim != 1 or np.any(x[1:] <= x[:-1]): raise ValueError("Expect x to be a 1-D sorted array_like.") 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 x.size != y.shape[0]: raise ValueError('x and y are incompatible.') 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) # 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)) # 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 matix 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 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 (n,), 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: >>> x = np.linspace(-3, 3, 50) >>> y = np.exp(-x**2) + 0.1 * np.random.randn(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: >>> import matplotlib.pyplot as plt >>> 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) if not -y.ndim <= axis < y.ndim: raise ValueError("axis {} is out of bounds".format(axis)) if axis < 0: axis += y.ndim y = np.rollaxis(y, axis) # 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('x & y are incompatible.') 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('Incompatible weights.') # 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)