hermite.py
50.3 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
"""
==============================================================
Hermite Series, "Physicists" (:mod:`numpy.polynomial.hermite`)
==============================================================
This module provides a number of objects (mostly functions) useful for
dealing with Hermite series, including a `Hermite` class that
encapsulates the usual arithmetic operations. (General information
on how this module represents and works with such polynomials is in the
docstring for its "parent" sub-package, `numpy.polynomial`).
Classes
-------
.. autosummary::
:toctree: generated/
Hermite
Constants
---------
.. autosummary::
:toctree: generated/
hermdomain
hermzero
hermone
hermx
Arithmetic
----------
.. autosummary::
:toctree: generated/
hermadd
hermsub
hermmulx
hermmul
hermdiv
hermpow
hermval
hermval2d
hermval3d
hermgrid2d
hermgrid3d
Calculus
--------
.. autosummary::
:toctree: generated/
hermder
hermint
Misc Functions
--------------
.. autosummary::
:toctree: generated/
hermfromroots
hermroots
hermvander
hermvander2d
hermvander3d
hermgauss
hermweight
hermcompanion
hermfit
hermtrim
hermline
herm2poly
poly2herm
See also
--------
`numpy.polynomial`
"""
import numpy as np
import numpy.linalg as la
from numpy.core.multiarray import normalize_axis_index
from . import polyutils as pu
from ._polybase import ABCPolyBase
__all__ = [
'hermzero', 'hermone', 'hermx', 'hermdomain', 'hermline', 'hermadd',
'hermsub', 'hermmulx', 'hermmul', 'hermdiv', 'hermpow', 'hermval',
'hermder', 'hermint', 'herm2poly', 'poly2herm', 'hermfromroots',
'hermvander', 'hermfit', 'hermtrim', 'hermroots', 'Hermite',
'hermval2d', 'hermval3d', 'hermgrid2d', 'hermgrid3d', 'hermvander2d',
'hermvander3d', 'hermcompanion', 'hermgauss', 'hermweight']
hermtrim = pu.trimcoef
def poly2herm(pol):
"""
poly2herm(pol)
Convert a polynomial to a Hermite series.
Convert an array representing the coefficients of a polynomial (relative
to the "standard" basis) ordered from lowest degree to highest, to an
array of the coefficients of the equivalent Hermite series, ordered
from lowest to highest degree.
Parameters
----------
pol : array_like
1-D array containing the polynomial coefficients
Returns
-------
c : ndarray
1-D array containing the coefficients of the equivalent Hermite
series.
See Also
--------
herm2poly
Notes
-----
The easy way to do conversions between polynomial basis sets
is to use the convert method of a class instance.
Examples
--------
>>> from numpy.polynomial.hermite import poly2herm
>>> poly2herm(np.arange(4))
array([1. , 2.75 , 0.5 , 0.375])
"""
[pol] = pu.as_series([pol])
deg = len(pol) - 1
res = 0
for i in range(deg, -1, -1):
res = hermadd(hermmulx(res), pol[i])
return res
def herm2poly(c):
"""
Convert a Hermite series to a polynomial.
Convert an array representing the coefficients of a Hermite series,
ordered from lowest degree to highest, to an array of the coefficients
of the equivalent polynomial (relative to the "standard" basis) ordered
from lowest to highest degree.
Parameters
----------
c : array_like
1-D array containing the Hermite series coefficients, ordered
from lowest order term to highest.
Returns
-------
pol : ndarray
1-D array containing the coefficients of the equivalent polynomial
(relative to the "standard" basis) ordered from lowest order term
to highest.
See Also
--------
poly2herm
Notes
-----
The easy way to do conversions between polynomial basis sets
is to use the convert method of a class instance.
Examples
--------
>>> from numpy.polynomial.hermite import herm2poly
>>> herm2poly([ 1. , 2.75 , 0.5 , 0.375])
array([0., 1., 2., 3.])
"""
from .polynomial import polyadd, polysub, polymulx
[c] = pu.as_series([c])
n = len(c)
if n == 1:
return c
if n == 2:
c[1] *= 2
return c
else:
c0 = c[-2]
c1 = c[-1]
# i is the current degree of c1
for i in range(n - 1, 1, -1):
tmp = c0
c0 = polysub(c[i - 2], c1*(2*(i - 1)))
c1 = polyadd(tmp, polymulx(c1)*2)
return polyadd(c0, polymulx(c1)*2)
#
# These are constant arrays are of integer type so as to be compatible
# with the widest range of other types, such as Decimal.
#
# Hermite
hermdomain = np.array([-1, 1])
# Hermite coefficients representing zero.
hermzero = np.array([0])
# Hermite coefficients representing one.
hermone = np.array([1])
# Hermite coefficients representing the identity x.
hermx = np.array([0, 1/2])
def hermline(off, scl):
"""
Hermite series whose graph is a straight line.
Parameters
----------
off, scl : scalars
The specified line is given by ``off + scl*x``.
Returns
-------
y : ndarray
This module's representation of the Hermite series for
``off + scl*x``.
See Also
--------
polyline, chebline
Examples
--------
>>> from numpy.polynomial.hermite import hermline, hermval
>>> hermval(0,hermline(3, 2))
3.0
>>> hermval(1,hermline(3, 2))
5.0
"""
if scl != 0:
return np.array([off, scl/2])
else:
return np.array([off])
def hermfromroots(roots):
"""
Generate a Hermite 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 Hermite 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 * H_1(x) + ... + c_n * H_n(x)
The coefficient of the last term is not generally 1 for monic
polynomials in Hermite 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, legfromroots, lagfromroots, chebfromroots, hermefromroots
Examples
--------
>>> from numpy.polynomial.hermite import hermfromroots, hermval
>>> coef = hermfromroots((-1, 0, 1))
>>> hermval((-1, 0, 1), coef)
array([0., 0., 0.])
>>> coef = hermfromroots((-1j, 1j))
>>> hermval((-1j, 1j), coef)
array([0.+0.j, 0.+0.j])
"""
return pu._fromroots(hermline, hermmul, roots)
def hermadd(c1, c2):
"""
Add one Hermite series to another.
Returns the sum of two Hermite series `c1` + `c2`. The arguments
are sequences of coefficients ordered from lowest order term to
highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-D arrays of Hermite series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Array representing the Hermite series of their sum.
See Also
--------
hermsub, hermmulx, hermmul, hermdiv, hermpow
Notes
-----
Unlike multiplication, division, etc., the sum of two Hermite series
is a Hermite series (without having to "reproject" the result onto
the basis set) so addition, just like that of "standard" polynomials,
is simply "component-wise."
Examples
--------
>>> from numpy.polynomial.hermite import hermadd
>>> hermadd([1, 2, 3], [1, 2, 3, 4])
array([2., 4., 6., 4.])
"""
return pu._add(c1, c2)
def hermsub(c1, c2):
"""
Subtract one Hermite series from another.
Returns the difference of two Hermite series `c1` - `c2`. The
sequences of coefficients are from lowest order term to highest, i.e.,
[1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-D arrays of Hermite series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Of Hermite series coefficients representing their difference.
See Also
--------
hermadd, hermmulx, hermmul, hermdiv, hermpow
Notes
-----
Unlike multiplication, division, etc., the difference of two Hermite
series is a Hermite series (without having to "reproject" the result
onto the basis set) so subtraction, just like that of "standard"
polynomials, is simply "component-wise."
Examples
--------
>>> from numpy.polynomial.hermite import hermsub
>>> hermsub([1, 2, 3, 4], [1, 2, 3])
array([0., 0., 0., 4.])
"""
return pu._sub(c1, c2)
def hermmulx(c):
"""Multiply a Hermite series by x.
Multiply the Hermite series `c` by x, where x is the independent
variable.
Parameters
----------
c : array_like
1-D array of Hermite series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Array representing the result of the multiplication.
See Also
--------
hermadd, hermsub, hermmul, hermdiv, hermpow
Notes
-----
The multiplication uses the recursion relationship for Hermite
polynomials in the form
.. math::
xP_i(x) = (P_{i + 1}(x)/2 + i*P_{i - 1}(x))
Examples
--------
>>> from numpy.polynomial.hermite import hermmulx
>>> hermmulx([1, 2, 3])
array([2. , 6.5, 1. , 1.5])
"""
# 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]/2
for i in range(1, len(c)):
prd[i + 1] = c[i]/2
prd[i - 1] += c[i]*i
return prd
def hermmul(c1, c2):
"""
Multiply one Hermite series by another.
Returns the product of two Hermite series `c1` * `c2`. The arguments
are sequences of coefficients, from lowest order "term" to highest,
e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-D arrays of Hermite series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Of Hermite series coefficients representing their product.
See Also
--------
hermadd, hermsub, hermmulx, hermdiv, hermpow
Notes
-----
In general, the (polynomial) product of two C-series results in terms
that are not in the Hermite polynomial basis set. Thus, to express
the product as a Hermite series, it is necessary to "reproject" the
product onto said basis set, which may produce "unintuitive" (but
correct) results; see Examples section below.
Examples
--------
>>> from numpy.polynomial.hermite import hermmul
>>> hermmul([1, 2, 3], [0, 1, 2])
array([52., 29., 52., 7., 6.])
"""
# s1, s2 are trimmed copies
[c1, c2] = pu.as_series([c1, c2])
if len(c1) > len(c2):
c = c2
xs = c1
else:
c = c1
xs = c2
if len(c) == 1:
c0 = c[0]*xs
c1 = 0
elif len(c) == 2:
c0 = c[0]*xs
c1 = c[1]*xs
else:
nd = len(c)
c0 = c[-2]*xs
c1 = c[-1]*xs
for i in range(3, len(c) + 1):
tmp = c0
nd = nd - 1
c0 = hermsub(c[-i]*xs, c1*(2*(nd - 1)))
c1 = hermadd(tmp, hermmulx(c1)*2)
return hermadd(c0, hermmulx(c1)*2)
def hermdiv(c1, c2):
"""
Divide one Hermite series by another.
Returns the quotient-with-remainder of two Hermite series
`c1` / `c2`. The arguments are sequences of coefficients from lowest
order "term" to highest, e.g., [1,2,3] represents the series
``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-D arrays of Hermite series coefficients ordered from low to
high.
Returns
-------
[quo, rem] : ndarrays
Of Hermite series coefficients representing the quotient and
remainder.
See Also
--------
hermadd, hermsub, hermmulx, hermmul, hermpow
Notes
-----
In general, the (polynomial) division of one Hermite series by another
results in quotient and remainder terms that are not in the Hermite
polynomial basis set. Thus, to express these results as a Hermite
series, it is necessary to "reproject" the results onto the Hermite
basis set, which may produce "unintuitive" (but correct) results; see
Examples section below.
Examples
--------
>>> from numpy.polynomial.hermite import hermdiv
>>> hermdiv([ 52., 29., 52., 7., 6.], [0, 1, 2])
(array([1., 2., 3.]), array([0.]))
>>> hermdiv([ 54., 31., 52., 7., 6.], [0, 1, 2])
(array([1., 2., 3.]), array([2., 2.]))
>>> hermdiv([ 53., 30., 52., 7., 6.], [0, 1, 2])
(array([1., 2., 3.]), array([1., 1.]))
"""
return pu._div(hermmul, c1, c2)
def hermpow(c, pow, maxpower=16):
"""Raise a Hermite series to a power.
Returns the Hermite series `c` raised to the power `pow`. The
argument `c` is a sequence of coefficients ordered from low to high.
i.e., [1,2,3] is the series ``P_0 + 2*P_1 + 3*P_2.``
Parameters
----------
c : array_like
1-D array of Hermite series coefficients ordered from low to
high.
pow : integer
Power to which the series will be raised
maxpower : integer, optional
Maximum power allowed. This is mainly to limit growth of the series
to unmanageable size. Default is 16
Returns
-------
coef : ndarray
Hermite series of power.
See Also
--------
hermadd, hermsub, hermmulx, hermmul, hermdiv
Examples
--------
>>> from numpy.polynomial.hermite import hermpow
>>> hermpow([1, 2, 3], 2)
array([81., 52., 82., 12., 9.])
"""
return pu._pow(hermmul, c, pow, maxpower)
def hermder(c, m=1, scl=1, axis=0):
"""
Differentiate a Hermite series.
Returns the Hermite 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*H_0 + 2*H_1 + 3*H_2``
while [[1,2],[1,2]] represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) +
2*H_0(x)*H_1(y) + 2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is
``y``.
Parameters
----------
c : array_like
Array of Hermite series coefficients. If `c` is multidimensional the
different axis correspond to different variables with the degree in
each axis given by the corresponding index.
m : int, optional
Number of derivatives taken, must be non-negative. (Default: 1)
scl : scalar, optional
Each differentiation is multiplied by `scl`. The end result is
multiplication by ``scl**m``. This is for use in a linear change of
variable. (Default: 1)
axis : int, optional
Axis over which the derivative is taken. (Default: 0).
.. versionadded:: 1.7.0
Returns
-------
der : ndarray
Hermite series of the derivative.
See Also
--------
hermint
Notes
-----
In general, the result of differentiating a Hermite series does not
resemble the same operation on a power series. Thus the result of this
function may be "unintuitive," albeit correct; see Examples section
below.
Examples
--------
>>> from numpy.polynomial.hermite import hermder
>>> hermder([ 1. , 0.5, 0.5, 0.5])
array([1., 2., 3.])
>>> hermder([-0.5, 1./2., 1./8., 1./12., 1./16.], m=2)
array([1., 2., 3.])
"""
c = np.array(c, ndmin=1, copy=True)
if c.dtype.char in '?bBhHiIlLqQpP':
c = c.astype(np.double)
cnt = pu._deprecate_as_int(m, "the order of derivation")
iaxis = pu._deprecate_as_int(axis, "the axis")
if cnt < 0:
raise ValueError("The order of derivation must be non-negative")
iaxis = normalize_axis_index(iaxis, c.ndim)
if cnt == 0:
return c
c = np.moveaxis(c, iaxis, 0)
n = len(c)
if cnt >= n:
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, 0, -1):
der[j - 1] = (2*j)*c[j]
c = der
c = np.moveaxis(c, 0, iaxis)
return c
def hermint(c, m=1, k=[], lbnd=0, scl=1, axis=0):
"""
Integrate a Hermite series.
Returns the Hermite series coefficients `c` integrated `m` times from
`lbnd` along `axis`. At each iteration the resulting series is
**multiplied** by `scl` and an integration constant, `k`, is added.
The scaling factor is for use in a linear change of variable. ("Buyer
beware": note that, depending on what one is doing, one may want `scl`
to be the reciprocal of what one might expect; for more information,
see the Notes section below.) The argument `c` is an array of
coefficients from low to high degree along each axis, e.g., [1,2,3]
represents the series ``H_0 + 2*H_1 + 3*H_2`` while [[1,2],[1,2]]
represents ``1*H_0(x)*H_0(y) + 1*H_1(x)*H_0(y) + 2*H_0(x)*H_1(y) +
2*H_1(x)*H_1(y)`` if axis=0 is ``x`` and axis=1 is ``y``.
Parameters
----------
c : array_like
Array of Hermite series coefficients. If c is multidimensional the
different axis correspond to different variables with the degree in
each axis given by the corresponding index.
m : int, optional
Order of integration, must be positive. (Default: 1)
k : {[], list, scalar}, optional
Integration constant(s). The value of the first integral at
``lbnd`` is the first value in the list, the value of the second
integral at ``lbnd`` is the second value, etc. If ``k == []`` (the
default), all constants are set to zero. If ``m == 1``, a single
scalar can be given instead of a list.
lbnd : scalar, optional
The lower bound of the integral. (Default: 0)
scl : scalar, optional
Following each integration the result is *multiplied* by `scl`
before the integration constant is added. (Default: 1)
axis : int, optional
Axis over which the integral is taken. (Default: 0).
.. versionadded:: 1.7.0
Returns
-------
S : ndarray
Hermite series coefficients of the integral.
Raises
------
ValueError
If ``m < 0``, ``len(k) > m``, ``np.ndim(lbnd) != 0``, or
``np.ndim(scl) != 0``.
See Also
--------
hermder
Notes
-----
Note that the result of each integration is *multiplied* by `scl`.
Why is this important to note? Say one is making a linear change of
variable :math:`u = ax + b` in an integral relative to `x`. Then
:math:`dx = du/a`, so one will need to set `scl` equal to
:math:`1/a` - perhaps not what one would have first thought.
Also note that, in general, the result of integrating a C-series needs
to be "reprojected" onto the C-series basis set. Thus, typically,
the result of this function is "unintuitive," albeit correct; see
Examples section below.
Examples
--------
>>> from numpy.polynomial.hermite import hermint
>>> hermint([1,2,3]) # integrate once, value 0 at 0.
array([1. , 0.5, 0.5, 0.5])
>>> hermint([1,2,3], m=2) # integrate twice, value & deriv 0 at 0
array([-0.5 , 0.5 , 0.125 , 0.08333333, 0.0625 ]) # may vary
>>> hermint([1,2,3], k=1) # integrate once, value 1 at 0.
array([2. , 0.5, 0.5, 0.5])
>>> hermint([1,2,3], lbnd=-1) # integrate once, value 0 at -1
array([-2. , 0.5, 0.5, 0.5])
>>> hermint([1,2,3], m=2, k=[1,2], lbnd=-1)
array([ 1.66666667, -0.5 , 0.125 , 0.08333333, 0.0625 ]) # may vary
"""
c = np.array(c, ndmin=1, copy=True)
if c.dtype.char in '?bBhHiIlLqQpP':
c = c.astype(np.double)
if not np.iterable(k):
k = [k]
cnt = pu._deprecate_as_int(m, "the order of integration")
iaxis = pu._deprecate_as_int(axis, "the axis")
if cnt < 0:
raise ValueError("The order of integration must be non-negative")
if len(k) > cnt:
raise ValueError("Too many integration constants")
if np.ndim(lbnd) != 0:
raise ValueError("lbnd must be a scalar.")
if np.ndim(scl) != 0:
raise ValueError("scl must be a scalar.")
iaxis = normalize_axis_index(iaxis, c.ndim)
if cnt == 0:
return c
c = np.moveaxis(c, iaxis, 0)
k = list(k) + [0]*(cnt - len(k))
for i in range(cnt):
n = len(c)
c *= scl
if n == 1 and np.all(c[0] == 0):
c[0] += k[i]
else:
tmp = np.empty((n + 1,) + c.shape[1:], dtype=c.dtype)
tmp[0] = c[0]*0
tmp[1] = c[0]/2
for j in range(1, n):
tmp[j + 1] = c[j]/(2*(j + 1))
tmp[0] += k[i] - hermval(lbnd, tmp)
c = tmp
c = np.moveaxis(c, 0, iaxis)
return c
def hermval(x, c, tensor=True):
"""
Evaluate an Hermite series at points x.
If `c` is of length `n + 1`, this function returns the value:
.. math:: p(x) = c_0 * H_0(x) + c_1 * H_1(x) + ... + c_n * H_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
--------
hermval2d, hermgrid2d, hermval3d, hermgrid3d
Notes
-----
The evaluation uses Clenshaw recursion, aka synthetic division.
Examples
--------
>>> from numpy.polynomial.hermite import hermval
>>> coef = [1,2,3]
>>> hermval(1, coef)
11.0
>>> hermval([[1,2],[3,4]], coef)
array([[ 11., 51.],
[115., 203.]])
"""
c = np.array(c, ndmin=1, copy=False)
if c.dtype.char in '?bBhHiIlLqQpP':
c = c.astype(np.double)
if isinstance(x, (tuple, list)):
x = np.asarray(x)
if isinstance(x, np.ndarray) and tensor:
c = c.reshape(c.shape + (1,)*x.ndim)
x2 = x*2
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*(2*(nd - 1))
c1 = tmp + c1*x2
return c0 + c1*x2
def hermval2d(x, y, c):
"""
Evaluate a 2-D Hermite series at points (x, y).
This function returns the values:
.. math:: p(x,y) = \\sum_{i,j} c_{i,j} * H_i(x) * H_j(y)
The parameters `x` and `y` are converted to arrays only if they are
tuples or a lists, otherwise they are treated as a scalars and they
must have the same shape after conversion. In either case, either `x`
and `y` or their elements must support multiplication and addition both
with themselves and with the elements of `c`.
If `c` is a 1-D array a one is implicitly appended to its shape to make
it 2-D. The shape of the result will be c.shape[2:] + x.shape.
Parameters
----------
x, y : array_like, compatible objects
The two dimensional series is evaluated at the points `(x, y)`,
where `x` and `y` must have the same shape. If `x` or `y` is a list
or tuple, it is first converted to an ndarray, otherwise it is left
unchanged and if it isn't an ndarray it is treated as a scalar.
c : array_like
Array of coefficients ordered so that the coefficient of the term
of multi-degree i,j is contained in ``c[i,j]``. If `c` has
dimension greater than two the remaining indices enumerate multiple
sets of coefficients.
Returns
-------
values : ndarray, compatible object
The values of the two dimensional polynomial at points formed with
pairs of corresponding values from `x` and `y`.
See Also
--------
hermval, hermgrid2d, hermval3d, hermgrid3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._valnd(hermval, c, x, y)
def hermgrid2d(x, y, c):
"""
Evaluate a 2-D Hermite series on the Cartesian product of x and y.
This function returns the values:
.. math:: p(a,b) = \\sum_{i,j} c_{i,j} * H_i(a) * H_j(b)
where the points `(a, b)` consist of all pairs formed by taking
`a` from `x` and `b` from `y`. The resulting points form a grid with
`x` in the first dimension and `y` in the second.
The parameters `x` and `y` are converted to arrays only if they are
tuples or a lists, otherwise they are treated as a scalars. In either
case, either `x` and `y` or their elements must support multiplication
and addition both with themselves and with the elements of `c`.
If `c` has fewer than two dimensions, ones are implicitly appended to
its shape to make it 2-D. The shape of the result will be c.shape[2:] +
x.shape.
Parameters
----------
x, y : array_like, compatible objects
The two dimensional series is evaluated at the points in the
Cartesian product of `x` and `y`. If `x` or `y` is a list or
tuple, it is first converted to an ndarray, otherwise it is left
unchanged and, if it isn't an ndarray, it is treated as a scalar.
c : array_like
Array of coefficients ordered so that the coefficients for terms of
degree i,j are contained in ``c[i,j]``. If `c` has dimension
greater than two the remaining indices enumerate multiple sets of
coefficients.
Returns
-------
values : ndarray, compatible object
The values of the two dimensional polynomial at points in the Cartesian
product of `x` and `y`.
See Also
--------
hermval, hermval2d, hermval3d, hermgrid3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._gridnd(hermval, c, x, y)
def hermval3d(x, y, z, c):
"""
Evaluate a 3-D Hermite series at points (x, y, z).
This function returns the values:
.. math:: p(x,y,z) = \\sum_{i,j,k} c_{i,j,k} * H_i(x) * H_j(y) * H_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
--------
hermval, hermval2d, hermgrid2d, hermgrid3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._valnd(hermval, c, x, y, z)
def hermgrid3d(x, y, z, c):
"""
Evaluate a 3-D Hermite 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} * H_i(a) * H_j(b) * H_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
--------
hermval, hermval2d, hermgrid2d, hermval3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._gridnd(hermval, c, x, y, z)
def hermvander(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] = H_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 Hermite polynomial.
If `c` is a 1-D array of coefficients of length `n + 1` and `V` is the
array ``V = hermvander(x, n)``, then ``np.dot(V, c)`` and
``hermval(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 Hermite 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 Hermite polynomial. The dtype will be the same as
the converted `x`.
Examples
--------
>>> from numpy.polynomial.hermite import hermvander
>>> x = np.array([-1, 0, 1])
>>> hermvander(x, 3)
array([[ 1., -2., 2., 4.],
[ 1., 0., -2., -0.],
[ 1., 2., 2., -4.]])
"""
ideg = pu._deprecate_as_int(deg, "deg")
if ideg < 0:
raise ValueError("deg must be non-negative")
x = np.array(x, copy=False, ndmin=1) + 0.0
dims = (ideg + 1,) + x.shape
dtyp = x.dtype
v = np.empty(dims, dtype=dtyp)
v[0] = x*0 + 1
if ideg > 0:
x2 = x*2
v[1] = x2
for i in range(2, ideg + 1):
v[i] = (v[i-1]*x2 - v[i-2]*(2*(i - 1)))
return np.moveaxis(v, 0, -1)
def hermvander2d(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] = H_i(x) * H_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 Hermite polynomials.
If ``V = hermvander2d(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 ``hermval2d(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 Hermite
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
--------
hermvander, hermvander3d, hermval2d, hermval3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._vander_nd_flat((hermvander, hermvander), (x, y), deg)
def hermvander3d(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] = H_i(x)*H_j(y)*H_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 Hermite polynomials.
If ``V = hermvander3d(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 ``hermval3d(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 Hermite
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
--------
hermvander, hermvander3d, hermval2d, hermval3d
Notes
-----
.. versionadded:: 1.7.0
"""
return pu._vander_nd_flat((hermvander, hermvander, hermvander), (x, y, z), deg)
def hermfit(x, y, deg, rcond=None, full=False, w=None):
"""
Least squares fit of Hermite series to data.
Return the coefficients of a Hermite 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 * H_1(x) + ... + c_n * H_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.
Returns
-------
coef : ndarray, shape (M,) or (M, K)
Hermite coefficients ordered from low to high. If `y` was 2-D,
the coefficients for the data in column k of `y` are in column
`k`.
[residuals, rank, singular_values, rcond] : list
These values are only returned if `full` = True
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', np.RankWarning)
See Also
--------
chebfit, legfit, lagfit, polyfit, hermefit
hermval : Evaluates a Hermite series.
hermvander : Vandermonde matrix of Hermite series.
hermweight : Hermite weight function
linalg.lstsq : Computes a least-squares fit from the matrix.
scipy.interpolate.UnivariateSpline : Computes spline fits.
Notes
-----
The solution is the coefficients of the Hermite series `p` that
minimizes the sum of the weighted squared errors
.. math:: E = \\sum_j w_j^2 * |y_j - p(x_j)|^2,
where the :math:`w_j` are the weights. This problem is solved by
setting up the (typically) overdetermined matrix equation
.. math:: V(x) * c = w * y,
where `V` is the weighted pseudo Vandermonde matrix of `x`, `c` are the
coefficients to be solved for, `w` are the weights, `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 Hermite series are probably most useful when the data can be
approximated by ``sqrt(w(x)) * p(x)``, where `w(x)` is the Hermite
weight. In that case the weight ``sqrt(w(x[i]))`` should be used
together with data values ``y[i]/sqrt(w(x[i]))``. The weight function is
available as `hermweight`.
References
----------
.. [1] Wikipedia, "Curve fitting",
https://en.wikipedia.org/wiki/Curve_fitting
Examples
--------
>>> from numpy.polynomial.hermite import hermfit, hermval
>>> x = np.linspace(-10, 10)
>>> err = np.random.randn(len(x))/10
>>> y = hermval(x, [1, 2, 3]) + err
>>> hermfit(x, y, 2)
array([1.0218, 1.9986, 2.9999]) # may vary
"""
return pu._fit(hermvander, x, y, deg, rcond, full, w)
def hermcompanion(c):
"""Return the scaled companion matrix of c.
The basis polynomials are scaled so that the companion matrix is
symmetric when `c` is an Hermite 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 Hermite 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([[-.5*c[0]/c[1]]])
n = len(c) - 1
mat = np.zeros((n, n), dtype=c.dtype)
scl = np.hstack((1., 1./np.sqrt(2.*np.arange(n - 1, 0, -1))))
scl = np.multiply.accumulate(scl)[::-1]
top = mat.reshape(-1)[1::n+1]
bot = mat.reshape(-1)[n::n+1]
top[...] = np.sqrt(.5*np.arange(1, n))
bot[...] = top
mat[:, -1] -= scl*c[:-1]/(2.0*c[-1])
return mat
def hermroots(c):
"""
Compute the roots of a Hermite series.
Return the roots (a.k.a. "zeros") of the polynomial
.. math:: p(x) = \\sum_i c[i] * H_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, legroots, lagroots, chebroots, 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 Hermite series basis polynomials aren't powers of `x` so the
results of this function may seem unintuitive.
Examples
--------
>>> from numpy.polynomial.hermite import hermroots, hermfromroots
>>> coef = hermfromroots([-1, 0, 1])
>>> coef
array([0. , 0.25 , 0. , 0.125])
>>> hermroots(coef)
array([-1.00000000e+00, -1.38777878e-17, 1.00000000e+00])
"""
# c is a trimmed copy
[c] = pu.as_series([c])
if len(c) <= 1:
return np.array([], dtype=c.dtype)
if len(c) == 2:
return np.array([-.5*c[0]/c[1]])
# rotated companion matrix reduces error
m = hermcompanion(c)[::-1,::-1]
r = la.eigvals(m)
r.sort()
return r
def _normed_hermite_n(x, n):
"""
Evaluate a normalized Hermite polynomial.
Compute the value of the normalized Hermite polynomial of degree ``n``
at the points ``x``.
Parameters
----------
x : ndarray of double.
Points at which to evaluate the function
n : int
Degree of the normalized Hermite function to be evaluated.
Returns
-------
values : ndarray
The shape of the return value is described above.
Notes
-----
.. versionadded:: 1.10.0
This function is needed for finding the Gauss points and integration
weights for high degrees. The values of the standard Hermite functions
overflow when n >= 207.
"""
if n == 0:
return np.full(x.shape, 1/np.sqrt(np.sqrt(np.pi)))
c0 = 0.
c1 = 1./np.sqrt(np.sqrt(np.pi))
nd = float(n)
for i in range(n - 1):
tmp = c0
c0 = -c1*np.sqrt((nd - 1.)/nd)
c1 = tmp + c1*x*np.sqrt(2./nd)
nd = nd - 1.0
return c0 + c1*x*np.sqrt(2)
def hermgauss(deg):
"""
Gauss-Hermite quadrature.
Computes the sample points and weights for Gauss-Hermite quadrature.
These sample points and weights will correctly integrate polynomials of
degree :math:`2*deg - 1` or less over the interval :math:`[-\\inf, \\inf]`
with the weight function :math:`f(x) = \\exp(-x^2)`.
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 / (H'_n(x_k) * H_{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:`H_n`, and then scaling the results to get
the right value when integrating 1.
"""
ideg = pu._deprecate_as_int(deg, "deg")
if ideg <= 0:
raise ValueError("deg must be a positive integer")
# first approximation of roots. We use the fact that the companion
# matrix is symmetric in this case in order to obtain better zeros.
c = np.array([0]*deg + [1], dtype=np.float64)
m = hermcompanion(c)
x = la.eigvalsh(m)
# improve roots by one application of Newton
dy = _normed_hermite_n(x, ideg)
df = _normed_hermite_n(x, ideg - 1) * np.sqrt(2*ideg)
x -= dy/df
# compute the weights. We scale the factor to avoid possible numerical
# overflow.
fm = _normed_hermite_n(x, ideg - 1)
fm /= np.abs(fm).max()
w = 1/(fm * fm)
# for Hermite we can also symmetrize
w = (w + w[::-1])/2
x = (x - x[::-1])/2
# scale w to get the right value
w *= np.sqrt(np.pi) / w.sum()
return x, w
def hermweight(x):
"""
Weight function of the Hermite polynomials.
The weight function is :math:`\\exp(-x^2)` and the interval of
integration is :math:`[-\\inf, \\inf]`. the Hermite polynomials are
orthogonal, but not normalized, with respect to this weight function.
Parameters
----------
x : array_like
Values at which the weight function will be computed.
Returns
-------
w : ndarray
The weight function at `x`.
Notes
-----
.. versionadded:: 1.7.0
"""
w = np.exp(-x**2)
return w
#
# Hermite series class
#
class Hermite(ABCPolyBase):
"""An Hermite series class.
The Hermite 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
Hermite coefficients in order of increasing degree, i.e,
``(1, 2, 3)`` gives ``1*H_0(x) + 2*H_1(X) + 3*H_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(hermadd)
_sub = staticmethod(hermsub)
_mul = staticmethod(hermmul)
_div = staticmethod(hermdiv)
_pow = staticmethod(hermpow)
_val = staticmethod(hermval)
_int = staticmethod(hermint)
_der = staticmethod(hermder)
_fit = staticmethod(hermfit)
_line = staticmethod(hermline)
_roots = staticmethod(hermroots)
_fromroots = staticmethod(hermfromroots)
# Virtual properties
nickname = 'herm'
domain = np.array(hermdomain)
window = np.array(hermdomain)
basis_name = 'H'