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- """
- Legendre Series (:mod: `numpy.polynomial.legendre`)
- ===================================================
- .. currentmodule:: numpy.polynomial.polynomial
- This module provides a number of objects (mostly functions) useful for
- dealing with Legendre series, including a `Legendre` 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`).
- Constants
- ---------
- .. autosummary::
- :toctree: generated/
- legdomain Legendre series default domain, [-1,1].
- legzero Legendre series that evaluates identically to 0.
- legone Legendre series that evaluates identically to 1.
- legx Legendre series for the identity map, ``f(x) = x``.
- Arithmetic
- ----------
- .. autosummary::
- :toctree: generated/
- legadd add two Legendre series.
- legsub subtract one Legendre series from another.
- legmulx multiply a Legendre series in ``P_i(x)`` by ``x``.
- legmul multiply two Legendre series.
- legdiv divide one Legendre series by another.
- legpow raise a Legendre series to a positive integer power.
- legval evaluate a Legendre series at given points.
- legval2d evaluate a 2D Legendre series at given points.
- legval3d evaluate a 3D Legendre series at given points.
- leggrid2d evaluate a 2D Legendre series on a Cartesian product.
- leggrid3d evaluate a 3D Legendre series on a Cartesian product.
- Calculus
- --------
- .. autosummary::
- :toctree: generated/
- legder differentiate a Legendre series.
- legint integrate a Legendre series.
- Misc Functions
- --------------
- .. autosummary::
- :toctree: generated/
- legfromroots create a Legendre series with specified roots.
- legroots find the roots of a Legendre series.
- legvander Vandermonde-like matrix for Legendre polynomials.
- legvander2d Vandermonde-like matrix for 2D power series.
- legvander3d Vandermonde-like matrix for 3D power series.
- leggauss Gauss-Legendre quadrature, points and weights.
- legweight Legendre weight function.
- legcompanion symmetrized companion matrix in Legendre form.
- legfit least-squares fit returning a Legendre series.
- legtrim trim leading coefficients from a Legendre series.
- legline Legendre series representing given straight line.
- leg2poly convert a Legendre series to a polynomial.
- poly2leg convert a polynomial to a Legendre series.
- Classes
- -------
- Legendre A Legendre series class.
- See also
- --------
- numpy.polynomial.polynomial
- numpy.polynomial.chebyshev
- numpy.polynomial.laguerre
- numpy.polynomial.hermite
- numpy.polynomial.hermite_e
- """
- from __future__ import division, absolute_import, print_function
- import warnings
- 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__ = [
- 'legzero', 'legone', 'legx', 'legdomain', 'legline', 'legadd',
- 'legsub', 'legmulx', 'legmul', 'legdiv', 'legpow', 'legval', 'legder',
- 'legint', 'leg2poly', 'poly2leg', 'legfromroots', 'legvander',
- 'legfit', 'legtrim', 'legroots', 'Legendre', 'legval2d', 'legval3d',
- 'leggrid2d', 'leggrid3d', 'legvander2d', 'legvander3d', 'legcompanion',
- 'leggauss', 'legweight']
- legtrim = pu.trimcoef
- def poly2leg(pol):
- """
- Convert a polynomial to a Legendre 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 Legendre 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 Legendre
- series.
- See Also
- --------
- leg2poly
- Notes
- -----
- The easy way to do conversions between polynomial basis sets
- is to use the convert method of a class instance.
- Examples
- --------
- >>> from numpy import polynomial as P
- >>> p = P.Polynomial(np.arange(4))
- >>> p
- Polynomial([ 0., 1., 2., 3.], domain=[-1, 1], window=[-1, 1])
- >>> c = P.Legendre(P.legendre.poly2leg(p.coef))
- >>> c
- Legendre([ 1. , 3.25, 1. , 0.75], domain=[-1, 1], window=[-1, 1])
- """
- [pol] = pu.as_series([pol])
- deg = len(pol) - 1
- res = 0
- for i in range(deg, -1, -1):
- res = legadd(legmulx(res), pol[i])
- return res
- def leg2poly(c):
- """
- Convert a Legendre series to a polynomial.
- Convert an array representing the coefficients of a Legendre 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 Legendre 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
- --------
- poly2leg
- Notes
- -----
- The easy way to do conversions between polynomial basis sets
- is to use the convert method of a class instance.
- Examples
- --------
- >>> c = P.Legendre(range(4))
- >>> c
- Legendre([ 0., 1., 2., 3.], [-1., 1.])
- >>> p = c.convert(kind=P.Polynomial)
- >>> p
- Polynomial([-1. , -3.5, 3. , 7.5], [-1., 1.])
- >>> P.leg2poly(range(4))
- array([-1. , -3.5, 3. , 7.5])
- """
- from .polynomial import polyadd, polysub, polymulx
- [c] = pu.as_series([c])
- n = len(c)
- if n < 3:
- 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))/i)
- c1 = polyadd(tmp, (polymulx(c1)*(2*i - 1))/i)
- 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.
- #
- # Legendre
- legdomain = np.array([-1, 1])
- # Legendre coefficients representing zero.
- legzero = np.array([0])
- # Legendre coefficients representing one.
- legone = np.array([1])
- # Legendre coefficients representing the identity x.
- legx = np.array([0, 1])
- def legline(off, scl):
- """
- Legendre 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 Legendre series for
- ``off + scl*x``.
- See Also
- --------
- polyline, chebline
- Examples
- --------
- >>> import numpy.polynomial.legendre as L
- >>> L.legline(3,2)
- array([3, 2])
- >>> L.legval(-3, L.legline(3,2)) # should be -3
- -3.0
- """
- if scl != 0:
- return np.array([off, scl])
- else:
- return np.array([off])
- def legfromroots(roots):
- """
- Generate a Legendre 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 Legendre 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 * L_1(x) + ... + c_n * L_n(x)
- The coefficient of the last term is not generally 1 for monic
- polynomials in Legendre 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
- --------
- polyfromroots, chebfromroots, lagfromroots, hermfromroots,
- hermefromroots.
- Examples
- --------
- >>> import numpy.polynomial.legendre as L
- >>> L.legfromroots((-1,0,1)) # x^3 - x relative to the standard basis
- array([ 0. , -0.4, 0. , 0.4])
- >>> j = complex(0,1)
- >>> L.legfromroots((-j,j)) # x^2 + 1 relative to the standard basis
- array([ 1.33333333+0.j, 0.00000000+0.j, 0.66666667+0.j])
- """
- if len(roots) == 0:
- return np.ones(1)
- else:
- [roots] = pu.as_series([roots], trim=False)
- roots.sort()
- p = [legline(-r, 1) for r in roots]
- n = len(p)
- while n > 1:
- m, r = divmod(n, 2)
- tmp = [legmul(p[i], p[i+m]) for i in range(m)]
- if r:
- tmp[0] = legmul(tmp[0], p[-1])
- p = tmp
- n = m
- return p[0]
- def legadd(c1, c2):
- """
- Add one Legendre series to another.
- Returns the sum of two Legendre 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 Legendre series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Array representing the Legendre series of their sum.
- See Also
- --------
- legsub, legmulx, legmul, legdiv, legpow
- Notes
- -----
- Unlike multiplication, division, etc., the sum of two Legendre series
- is a Legendre 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 import legendre as L
- >>> c1 = (1,2,3)
- >>> c2 = (3,2,1)
- >>> L.legadd(c1,c2)
- array([ 4., 4., 4.])
- """
- # c1, c2 are trimmed copies
- [c1, c2] = pu.as_series([c1, c2])
- if len(c1) > len(c2):
- c1[:c2.size] += c2
- ret = c1
- else:
- c2[:c1.size] += c1
- ret = c2
- return pu.trimseq(ret)
- def legsub(c1, c2):
- """
- Subtract one Legendre series from another.
- Returns the difference of two Legendre 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 Legendre series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Of Legendre series coefficients representing their difference.
- See Also
- --------
- legadd, legmulx, legmul, legdiv, legpow
- Notes
- -----
- Unlike multiplication, division, etc., the difference of two Legendre
- series is a Legendre 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 import legendre as L
- >>> c1 = (1,2,3)
- >>> c2 = (3,2,1)
- >>> L.legsub(c1,c2)
- array([-2., 0., 2.])
- >>> L.legsub(c2,c1) # -C.legsub(c1,c2)
- array([ 2., 0., -2.])
- """
- # c1, c2 are trimmed copies
- [c1, c2] = pu.as_series([c1, c2])
- if len(c1) > len(c2):
- c1[:c2.size] -= c2
- ret = c1
- else:
- c2 = -c2
- c2[:c1.size] += c1
- ret = c2
- return pu.trimseq(ret)
- def legmulx(c):
- """Multiply a Legendre series by x.
- Multiply the Legendre series `c` by x, where x is the independent
- variable.
- Parameters
- ----------
- c : array_like
- 1-D array of Legendre series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Array representing the result of the multiplication.
- See Also
- --------
- legadd, legmul, legmul, legdiv, legpow
- Notes
- -----
- The multiplication uses the recursion relationship for Legendre
- polynomials in the form
- .. math::
- xP_i(x) = ((i + 1)*P_{i + 1}(x) + i*P_{i - 1}(x))/(2i + 1)
- Examples
- --------
- >>> from numpy.polynomial import legendre as L
- >>> L.legmulx([1,2,3])
- array([ 0.66666667, 2.2, 1.33333333, 1.8])
- """
- # 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)):
- j = i + 1
- k = i - 1
- s = i + j
- prd[j] = (c[i]*j)/s
- prd[k] += (c[i]*i)/s
- return prd
- def legmul(c1, c2):
- """
- Multiply one Legendre series by another.
- Returns the product of two Legendre 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 Legendre series coefficients ordered from low to
- high.
- Returns
- -------
- out : ndarray
- Of Legendre series coefficients representing their product.
- See Also
- --------
- legadd, legsub, legmulx, legdiv, legpow
- Notes
- -----
- In general, the (polynomial) product of two C-series results in terms
- that are not in the Legendre polynomial basis set. Thus, to express
- the product as a Legendre 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 import legendre as L
- >>> c1 = (1,2,3)
- >>> c2 = (3,2)
- >>> P.legmul(c1,c2) # multiplication requires "reprojection"
- array([ 4.33333333, 10.4 , 11.66666667, 3.6 ])
- """
- # 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 = legsub(c[-i]*xs, (c1*(nd - 1))/nd)
- c1 = legadd(tmp, (legmulx(c1)*(2*nd - 1))/nd)
- return legadd(c0, legmulx(c1))
- def legdiv(c1, c2):
- """
- Divide one Legendre series by another.
- Returns the quotient-with-remainder of two Legendre 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 Legendre series coefficients ordered from low to
- high.
- Returns
- -------
- quo, rem : ndarrays
- Of Legendre series coefficients representing the quotient and
- remainder.
- See Also
- --------
- legadd, legsub, legmulx, legmul, legpow
- Notes
- -----
- In general, the (polynomial) division of one Legendre series by another
- results in quotient and remainder terms that are not in the Legendre
- polynomial basis set. Thus, to express these results as a Legendre
- series, it is necessary to "reproject" the results onto the Legendre
- basis set, which may produce "unintuitive" (but correct) results; see
- Examples section below.
- Examples
- --------
- >>> from numpy.polynomial import legendre as L
- >>> c1 = (1,2,3)
- >>> c2 = (3,2,1)
- >>> L.legdiv(c1,c2) # quotient "intuitive," remainder not
- (array([ 3.]), array([-8., -4.]))
- >>> c2 = (0,1,2,3)
- >>> L.legdiv(c2,c1) # neither "intuitive"
- (array([-0.07407407, 1.66666667]), array([-1.03703704, -2.51851852]))
- """
- # c1, c2 are trimmed copies
- [c1, c2] = pu.as_series([c1, c2])
- if c2[-1] == 0:
- raise ZeroDivisionError()
- lc1 = len(c1)
- lc2 = len(c2)
- if lc1 < lc2:
- return c1[:1]*0, c1
- elif lc2 == 1:
- return c1/c2[-1], c1[:1]*0
- else:
- quo = np.empty(lc1 - lc2 + 1, dtype=c1.dtype)
- rem = c1
- for i in range(lc1 - lc2, - 1, -1):
- p = legmul([0]*i + [1], c2)
- q = rem[-1]/p[-1]
- rem = rem[:-1] - q*p[:-1]
- quo[i] = q
- return quo, pu.trimseq(rem)
- def legpow(c, pow, maxpower=16):
- """Raise a Legendre series to a power.
- Returns the Legendre 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 Legendre 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
- Legendre series of power.
- See Also
- --------
- legadd, legsub, legmulx, legmul, legdiv
- Examples
- --------
- """
- # c is a trimmed copy
- [c] = pu.as_series([c])
- power = int(pow)
- if power != pow or power < 0:
- raise ValueError("Power must be a non-negative integer.")
- elif maxpower is not None and power > maxpower:
- raise ValueError("Power is too large")
- elif power == 0:
- return np.array([1], dtype=c.dtype)
- elif power == 1:
- return c
- else:
- # This can be made more efficient by using powers of two
- # in the usual way.
- prd = c
- for i in range(2, power + 1):
- prd = legmul(prd, c)
- return prd
- def legder(c, m=1, scl=1, axis=0):
- """
- Differentiate a Legendre series.
- Returns the Legendre 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*L_0 + 2*L_1 + 3*L_2``
- while [[1,2],[1,2]] represents ``1*L_0(x)*L_0(y) + 1*L_1(x)*L_0(y) +
- 2*L_0(x)*L_1(y) + 2*L_1(x)*L_1(y)`` if axis=0 is ``x`` and axis=1 is
- ``y``.
- Parameters
- ----------
- c : array_like
- Array of Legendre 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
- Legendre series of the derivative.
- See Also
- --------
- legint
- Notes
- -----
- In general, the result of differentiating a Legendre 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 import legendre as L
- >>> c = (1,2,3,4)
- >>> L.legder(c)
- array([ 6., 9., 20.])
- >>> L.legder(c, 3)
- array([ 60.])
- >>> L.legder(c, scl=-1)
- array([ -6., -9., -20.])
- >>> L.legder(c, 2,-1)
- array([ 9., 60.])
- """
- c = np.array(c, ndmin=1, copy=1)
- if c.dtype.char in '?bBhHiIlLqQpP':
- c = c.astype(np.double)
- cnt, iaxis = [int(t) for t in [m, axis]]
- if cnt != m:
- raise ValueError("The order of derivation must be integer")
- if cnt < 0:
- raise ValueError("The order of derivation must be non-negative")
- if iaxis != axis:
- raise ValueError("The axis must be integer")
- iaxis = normalize_axis_index(iaxis, c.ndim)
- if cnt == 0:
- return c
- c = np.moveaxis(c, iaxis, 0)
- n = len(c)
- if cnt >= n:
- c = 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, 2, -1):
- der[j - 1] = (2*j - 1)*c[j]
- c[j - 2] += c[j]
- if n > 1:
- der[1] = 3*c[2]
- der[0] = c[1]
- c = der
- c = np.moveaxis(c, 0, iaxis)
- return c
- def legint(c, m=1, k=[], lbnd=0, scl=1, axis=0):
- """
- Integrate a Legendre series.
- Returns the Legendre 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 ``L_0 + 2*L_1 + 3*L_2`` while [[1,2],[1,2]]
- represents ``1*L_0(x)*L_0(y) + 1*L_1(x)*L_0(y) + 2*L_0(x)*L_1(y) +
- 2*L_1(x)*L_1(y)`` if axis=0 is ``x`` and axis=1 is ``y``.
- Parameters
- ----------
- c : array_like
- Array of Legendre 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
- Legendre series coefficient array of the integral.
- Raises
- ------
- ValueError
- If ``m < 0``, ``len(k) > m``, ``np.ndim(lbnd) != 0``, or
- ``np.ndim(scl) != 0``.
- See Also
- --------
- legder
- 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 import legendre as L
- >>> c = (1,2,3)
- >>> L.legint(c)
- array([ 0.33333333, 0.4 , 0.66666667, 0.6 ])
- >>> L.legint(c, 3)
- array([ 1.66666667e-02, -1.78571429e-02, 4.76190476e-02,
- -1.73472348e-18, 1.90476190e-02, 9.52380952e-03])
- >>> L.legint(c, k=3)
- array([ 3.33333333, 0.4 , 0.66666667, 0.6 ])
- >>> L.legint(c, lbnd=-2)
- array([ 7.33333333, 0.4 , 0.66666667, 0.6 ])
- >>> L.legint(c, scl=2)
- array([ 0.66666667, 0.8 , 1.33333333, 1.2 ])
- """
- c = np.array(c, ndmin=1, copy=1)
- if c.dtype.char in '?bBhHiIlLqQpP':
- c = c.astype(np.double)
- if not np.iterable(k):
- k = [k]
- cnt, iaxis = [int(t) for t in [m, axis]]
- if cnt != m:
- raise ValueError("The order of integration must be integer")
- 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.")
- if iaxis != axis:
- raise ValueError("The axis must be integer")
- 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]
- if n > 1:
- tmp[2] = c[1]/3
- for j in range(2, n):
- t = c[j]/(2*j + 1)
- tmp[j + 1] = t
- tmp[j - 1] -= t
- tmp[0] += k[i] - legval(lbnd, tmp)
- c = tmp
- c = np.moveaxis(c, 0, iaxis)
- return c
- def legval(x, c, tensor=True):
- """
- Evaluate a Legendre series at points x.
- If `c` is of length `n + 1`, this function returns the value:
- .. math:: p(x) = c_0 * L_0(x) + c_1 * L_1(x) + ... + c_n * L_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
- --------
- legval2d, leggrid2d, legval3d, leggrid3d
- Notes
- -----
- The evaluation uses Clenshaw recursion, aka synthetic division.
- Examples
- --------
- """
- c = np.array(c, ndmin=1, copy=0)
- 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))/nd
- c1 = tmp + (c1*x*(2*nd - 1))/nd
- return c0 + c1*x
- def legval2d(x, y, c):
- """
- Evaluate a 2-D Legendre series at points (x, y).
- This function returns the values:
- .. math:: p(x,y) = \\sum_{i,j} c_{i,j} * L_i(x) * L_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 Legendre series at points formed
- from pairs of corresponding values from `x` and `y`.
- See Also
- --------
- legval, leggrid2d, legval3d, leggrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- try:
- x, y = np.array((x, y), copy=0)
- except Exception:
- raise ValueError('x, y are incompatible')
- c = legval(x, c)
- c = legval(y, c, tensor=False)
- return c
- def leggrid2d(x, y, c):
- """
- Evaluate a 2-D Legendre series on the Cartesian product of x and y.
- This function returns the values:
- .. math:: p(a,b) = \\sum_{i,j} c_{i,j} * L_i(a) * L_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 + y.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 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 Chebyshev series at points in the
- Cartesian product of `x` and `y`.
- See Also
- --------
- legval, legval2d, legval3d, leggrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- c = legval(x, c)
- c = legval(y, c)
- return c
- def legval3d(x, y, z, c):
- """
- Evaluate a 3-D Legendre series at points (x, y, z).
- This function returns the values:
- .. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * L_i(x) * L_j(y) * L_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
- --------
- legval, legval2d, leggrid2d, leggrid3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- try:
- x, y, z = np.array((x, y, z), copy=0)
- except Exception:
- raise ValueError('x, y, z are incompatible')
- c = legval(x, c)
- c = legval(y, c, tensor=False)
- c = legval(z, c, tensor=False)
- return c
- def leggrid3d(x, y, z, c):
- """
- Evaluate a 3-D Legendre 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} * L_i(a) * L_j(b) * L_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
- --------
- legval, legval2d, leggrid2d, legval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- c = legval(x, c)
- c = legval(y, c)
- c = legval(z, c)
- return c
- def legvander(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] = L_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 Legendre polynomial.
- If `c` is a 1-D array of coefficients of length `n + 1` and `V` is the
- array ``V = legvander(x, n)``, then ``np.dot(V, c)`` and
- ``legval(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 Legendre 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 Legendre polynomial. The dtype will be the same as
- the converted `x`.
- """
- ideg = int(deg)
- if ideg != deg:
- raise ValueError("deg must be integer")
- if ideg < 0:
- raise ValueError("deg must be non-negative")
- x = np.array(x, copy=0, ndmin=1) + 0.0
- dims = (ideg + 1,) + x.shape
- dtyp = x.dtype
- v = np.empty(dims, dtype=dtyp)
- # Use forward recursion to generate the entries. This is not as accurate
- # as reverse recursion in this application but it is more efficient.
- v[0] = x*0 + 1
- if ideg > 0:
- v[1] = x
- for i in range(2, ideg + 1):
- v[i] = (v[i-1]*x*(2*i - 1) - v[i-2]*(i - 1))/i
- return np.moveaxis(v, 0, -1)
- def legvander2d(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] = L_i(x) * L_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 Legendre polynomials.
- If ``V = legvander2d(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 ``legval2d(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 Legendre
- 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
- --------
- legvander, legvander3d. legval2d, legval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- ideg = [int(d) for d in deg]
- is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
- if is_valid != [1, 1]:
- raise ValueError("degrees must be non-negative integers")
- degx, degy = ideg
- x, y = np.array((x, y), copy=0) + 0.0
- vx = legvander(x, degx)
- vy = legvander(y, degy)
- v = vx[..., None]*vy[..., None,:]
- return v.reshape(v.shape[:-2] + (-1,))
- def legvander3d(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 The pseudo-Vandermonde matrix is defined by
- .. math:: V[..., (m+1)(n+1)i + (n+1)j + k] = L_i(x)*L_j(y)*L_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 Legendre polynomials.
- If ``V = legvander3d(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 ``legval3d(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 Legendre
- 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
- --------
- legvander, legvander3d. legval2d, legval3d
- Notes
- -----
- .. versionadded:: 1.7.0
- """
- ideg = [int(d) for d in deg]
- is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
- if is_valid != [1, 1, 1]:
- raise ValueError("degrees must be non-negative integers")
- degx, degy, degz = ideg
- x, y, z = np.array((x, y, z), copy=0) + 0.0
- vx = legvander(x, degx)
- vy = legvander(y, degy)
- vz = legvander(z, degz)
- v = vx[..., None, None]*vy[..., None,:, None]*vz[..., None, None,:]
- return v.reshape(v.shape[:-3] + (-1,))
- def legfit(x, y, deg, rcond=None, full=False, w=None):
- """
- Least squares fit of Legendre series to data.
- Return the coefficients of a Legendre 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 * L_1(x) + ... + c_n * L_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 contribution of each point
- ``(x[i],y[i])`` to the fit is weighted by `w[i]`. Ideally the
- weights are chosen so that the errors of the products ``w[i]*y[i]``
- all have the same variance. The default value is None.
- .. versionadded:: 1.5.0
- Returns
- -------
- coef : ndarray, shape (M,) or (M, K)
- Legendre 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`. If `deg` is specified as a list, coefficients for
- terms not included in the fit are set equal to zero in the
- returned `coef`.
- [residuals, rank, singular_values, rcond] : list
- These values are only returned if `full` = True
- resid -- sum of squared residuals of the least squares fit
- rank -- the numerical rank of the scaled Vandermonde matrix
- sv -- singular values of the scaled Vandermonde matrix
- rcond -- value of `rcond`.
- For more details, see `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', RankWarning)
- See Also
- --------
- chebfit, polyfit, lagfit, hermfit, hermefit
- legval : Evaluates a Legendre series.
- legvander : Vandermonde matrix of Legendre series.
- legweight : Legendre weight function (= 1).
- linalg.lstsq : Computes a least-squares fit from the matrix.
- scipy.interpolate.UnivariateSpline : Computes spline fits.
- Notes
- -----
- The solution is the coefficients of the Legendre 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 :math:`w_j` are the weights. This problem is solved by setting up
- as the (typically) overdetermined matrix equation
- .. math:: V(x) * c = w * y,
- where `V` is the weighted pseudo Vandermonde matrix of `x`, `c` are the
- coefficients to be solved for, `w` are the weights, and `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 Legendre series are usually better conditioned than fits
- using power series, but much can depend on the distribution of the
- sample points and the smoothness of the data. If the quality of the fit
- is inadequate splines may be a good alternative.
- References
- ----------
- .. [1] Wikipedia, "Curve fitting",
- https://en.wikipedia.org/wiki/Curve_fitting
- Examples
- --------
- """
- x = np.asarray(x) + 0.0
- y = np.asarray(y) + 0.0
- deg = np.asarray(deg)
- # check arguments.
- if deg.ndim > 1 or deg.dtype.kind not in 'iu' or deg.size == 0:
- raise TypeError("deg must be an int or non-empty 1-D array of int")
- if deg.min() < 0:
- raise ValueError("expected deg >= 0")
- if x.ndim != 1:
- raise TypeError("expected 1D vector for x")
- if x.size == 0:
- raise TypeError("expected non-empty vector for x")
- if y.ndim < 1 or y.ndim > 2:
- raise TypeError("expected 1D or 2D array for y")
- if len(x) != len(y):
- raise TypeError("expected x and y to have same length")
- if deg.ndim == 0:
- lmax = deg
- order = lmax + 1
- van = legvander(x, lmax)
- else:
- deg = np.sort(deg)
- lmax = deg[-1]
- order = len(deg)
- van = legvander(x, lmax)[:, deg]
- # set up the least squares matrices in transposed form
- lhs = van.T
- rhs = y.T
- if w is not None:
- w = np.asarray(w) + 0.0
- if w.ndim != 1:
- raise TypeError("expected 1D vector for w")
- if len(x) != len(w):
- raise TypeError("expected x and w to have same length")
- # apply weights. Don't use inplace operations as they
- # can cause problems with NA.
- lhs = lhs * w
- rhs = rhs * w
- # set rcond
- if rcond is None:
- rcond = len(x)*np.finfo(x.dtype).eps
- # Determine the norms of the design matrix columns.
- if issubclass(lhs.dtype.type, np.complexfloating):
- scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1))
- else:
- scl = np.sqrt(np.square(lhs).sum(1))
- scl[scl == 0] = 1
- # Solve the least squares problem.
- c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, rcond)
- c = (c.T/scl).T
- # Expand c to include non-fitted coefficients which are set to zero
- if deg.ndim > 0:
- if c.ndim == 2:
- cc = np.zeros((lmax+1, c.shape[1]), dtype=c.dtype)
- else:
- cc = np.zeros(lmax+1, dtype=c.dtype)
- cc[deg] = c
- c = cc
- # warn on rank reduction
- if rank != order and not full:
- msg = "The fit may be poorly conditioned"
- warnings.warn(msg, pu.RankWarning, stacklevel=2)
- if full:
- return c, [resids, rank, s, rcond]
- else:
- return c
- def legcompanion(c):
- """Return the scaled companion matrix of c.
- The basis polynomials are scaled so that the companion matrix is
- symmetric when `c` is an Legendre 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 Legendre 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 = 1./np.sqrt(2*np.arange(n) + 1)
- top = mat.reshape(-1)[1::n+1]
- bot = mat.reshape(-1)[n::n+1]
- top[...] = np.arange(1, n)*scl[:n-1]*scl[1:n]
- bot[...] = top
- mat[:, -1] -= (c[:-1]/c[-1])*(scl/scl[-1])*(n/(2*n - 1))
- return mat
- def legroots(c):
- """
- Compute the roots of a Legendre series.
- Return the roots (a.k.a. "zeros") of the polynomial
- .. math:: p(x) = \\sum_i c[i] * L_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
- --------
- polyroots, chebroots, lagroots, hermroots, hermeroots
- 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 Legendre series basis polynomials aren't powers of ``x`` so the
- results of this function may seem unintuitive.
- Examples
- --------
- >>> import numpy.polynomial.legendre as leg
- >>> leg.legroots((1, 2, 3, 4)) # 4L_3 + 3L_2 + 2L_1 + 1L_0, all real roots
- array([-0.85099543, -0.11407192, 0.51506735])
- """
- # c is a trimmed copy
- [c] = pu.as_series([c])
- if len(c) < 2:
- return np.array([], dtype=c.dtype)
- if len(c) == 2:
- return np.array([-c[0]/c[1]])
- m = legcompanion(c)
- r = la.eigvals(m)
- r.sort()
- return r
- def leggauss(deg):
- """
- Gauss-Legendre quadrature.
- Computes the sample points and weights for Gauss-Legendre quadrature.
- These sample points and weights will correctly integrate polynomials of
- degree :math:`2*deg - 1` or less over the interval :math:`[-1, 1]` with
- the weight function :math:`f(x) = 1`.
- 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 / (L'_n(x_k) * L_{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:`L_n`, and then scaling the results to get
- the right value when integrating 1.
- """
- ideg = int(deg)
- if ideg != deg or ideg < 1:
- raise ValueError("deg must be a non-negative 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 = legcompanion(c)
- x = la.eigvalsh(m)
- # improve roots by one application of Newton
- dy = legval(x, c)
- df = legval(x, legder(c))
- x -= dy/df
- # compute the weights. We scale the factor to avoid possible numerical
- # overflow.
- fm = legval(x, c[1:])
- fm /= np.abs(fm).max()
- df /= np.abs(df).max()
- w = 1/(fm * df)
- # for Legendre we can also symmetrize
- w = (w + w[::-1])/2
- x = (x - x[::-1])/2
- # scale w to get the right value
- w *= 2. / w.sum()
- return x, w
- def legweight(x):
- """
- Weight function of the Legendre polynomials.
- The weight function is :math:`1` and the interval of integration is
- :math:`[-1, 1]`. The Legendre 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 = x*0.0 + 1.0
- return w
- #
- # Legendre series class
- #
- class Legendre(ABCPolyBase):
- """A Legendre series class.
- The Legendre 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
- Legendre coefficients in order of increasing degree, i.e.,
- ``(1, 2, 3)`` gives ``1*P_0(x) + 2*P_1(x) + 3*P_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(legadd)
- _sub = staticmethod(legsub)
- _mul = staticmethod(legmul)
- _div = staticmethod(legdiv)
- _pow = staticmethod(legpow)
- _val = staticmethod(legval)
- _int = staticmethod(legint)
- _der = staticmethod(legder)
- _fit = staticmethod(legfit)
- _line = staticmethod(legline)
- _roots = staticmethod(legroots)
- _fromroots = staticmethod(legfromroots)
- # Virtual properties
- nickname = 'leg'
- domain = np.array(legdomain)
- window = np.array(legdomain)
- basis_name = 'P'
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