pseudo_diffs.py
13.9 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
"""
Differential and pseudo-differential operators.
"""
# Created by Pearu Peterson, September 2002
__all__ = ['diff',
'tilbert','itilbert','hilbert','ihilbert',
'cs_diff','cc_diff','sc_diff','ss_diff',
'shift']
from numpy import pi, asarray, sin, cos, sinh, cosh, tanh, iscomplexobj
from . import convolve
from scipy.fft._pocketfft.helper import _datacopied
_cache = {}
def diff(x,order=1,period=None, _cache=_cache):
"""
Return kth derivative (or integral) of a periodic sequence x.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = pow(sqrt(-1)*j*2*pi/period, order) * x_j
y_0 = 0 if order is not 0.
Parameters
----------
x : array_like
Input array.
order : int, optional
The order of differentiation. Default order is 1. If order is
negative, then integration is carried out under the assumption
that ``x_0 == 0``.
period : float, optional
The assumed period of the sequence. Default is ``2*pi``.
Notes
-----
If ``sum(x, axis=0) = 0`` then ``diff(diff(x, k), -k) == x`` (within
numerical accuracy).
For odd order and even ``len(x)``, the Nyquist mode is taken zero.
"""
tmp = asarray(x)
if order == 0:
return tmp
if iscomplexobj(tmp):
return diff(tmp.real,order,period)+1j*diff(tmp.imag,order,period)
if period is not None:
c = 2*pi/period
else:
c = 1.0
n = len(x)
omega = _cache.get((n,order,c))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,order=order,c=c):
if k:
return pow(c*k,order)
return 0
omega = convolve.init_convolution_kernel(n,kernel,d=order,
zero_nyquist=1)
_cache[(n,order,c)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=order % 2,
overwrite_x=overwrite_x)
del _cache
_cache = {}
def tilbert(x, h, period=None, _cache=_cache):
"""
Return h-Tilbert transform of a periodic sequence x.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = sqrt(-1)*coth(j*h*2*pi/period) * x_j
y_0 = 0
Parameters
----------
x : array_like
The input array to transform.
h : float
Defines the parameter of the Tilbert transform.
period : float, optional
The assumed period of the sequence. Default period is ``2*pi``.
Returns
-------
tilbert : ndarray
The result of the transform.
Notes
-----
If ``sum(x, axis=0) == 0`` and ``n = len(x)`` is odd, then
``tilbert(itilbert(x)) == x``.
If ``2 * pi * h / period`` is approximately 10 or larger, then
numerically ``tilbert == hilbert``
(theoretically oo-Tilbert == Hilbert).
For even ``len(x)``, the Nyquist mode of ``x`` is taken zero.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return tilbert(tmp.real, h, period) + \
1j * tilbert(tmp.imag, h, period)
if period is not None:
h = h * 2 * pi / period
n = len(x)
omega = _cache.get((n, h))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k, h=h):
if k:
return 1.0/tanh(h*k)
return 0
omega = convolve.init_convolution_kernel(n, kernel, d=1)
_cache[(n,h)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
del _cache
_cache = {}
def itilbert(x,h,period=None, _cache=_cache):
"""
Return inverse h-Tilbert transform of a periodic sequence x.
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = -sqrt(-1)*tanh(j*h*2*pi/period) * x_j
y_0 = 0
For more details, see `tilbert`.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return itilbert(tmp.real,h,period) + \
1j*itilbert(tmp.imag,h,period)
if period is not None:
h = h*2*pi/period
n = len(x)
omega = _cache.get((n,h))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,h=h):
if k:
return -tanh(h*k)
return 0
omega = convolve.init_convolution_kernel(n,kernel,d=1)
_cache[(n,h)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
del _cache
_cache = {}
def hilbert(x, _cache=_cache):
"""
Return Hilbert transform of a periodic sequence x.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = sqrt(-1)*sign(j) * x_j
y_0 = 0
Parameters
----------
x : array_like
The input array, should be periodic.
_cache : dict, optional
Dictionary that contains the kernel used to do a convolution with.
Returns
-------
y : ndarray
The transformed input.
See Also
--------
scipy.signal.hilbert : Compute the analytic signal, using the Hilbert
transform.
Notes
-----
If ``sum(x, axis=0) == 0`` then ``hilbert(ihilbert(x)) == x``.
For even len(x), the Nyquist mode of x is taken zero.
The sign of the returned transform does not have a factor -1 that is more
often than not found in the definition of the Hilbert transform. Note also
that `scipy.signal.hilbert` does have an extra -1 factor compared to this
function.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return hilbert(tmp.real)+1j*hilbert(tmp.imag)
n = len(x)
omega = _cache.get(n)
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k):
if k > 0:
return 1.0
elif k < 0:
return -1.0
return 0.0
omega = convolve.init_convolution_kernel(n,kernel,d=1)
_cache[n] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
del _cache
def ihilbert(x):
"""
Return inverse Hilbert transform of a periodic sequence x.
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = -sqrt(-1)*sign(j) * x_j
y_0 = 0
"""
return -hilbert(x)
_cache = {}
def cs_diff(x, a, b, period=None, _cache=_cache):
"""
Return (a,b)-cosh/sinh pseudo-derivative of a periodic sequence.
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = -sqrt(-1)*cosh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j
y_0 = 0
Parameters
----------
x : array_like
The array to take the pseudo-derivative from.
a, b : float
Defines the parameters of the cosh/sinh pseudo-differential
operator.
period : float, optional
The period of the sequence. Default period is ``2*pi``.
Returns
-------
cs_diff : ndarray
Pseudo-derivative of periodic sequence `x`.
Notes
-----
For even len(`x`), the Nyquist mode of `x` is taken as zero.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return cs_diff(tmp.real,a,b,period) + \
1j*cs_diff(tmp.imag,a,b,period)
if period is not None:
a = a*2*pi/period
b = b*2*pi/period
n = len(x)
omega = _cache.get((n,a,b))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,a=a,b=b):
if k:
return -cosh(a*k)/sinh(b*k)
return 0
omega = convolve.init_convolution_kernel(n,kernel,d=1)
_cache[(n,a,b)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
del _cache
_cache = {}
def sc_diff(x, a, b, period=None, _cache=_cache):
"""
Return (a,b)-sinh/cosh pseudo-derivative of a periodic sequence x.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = sqrt(-1)*sinh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j
y_0 = 0
Parameters
----------
x : array_like
Input array.
a,b : float
Defines the parameters of the sinh/cosh pseudo-differential
operator.
period : float, optional
The period of the sequence x. Default is 2*pi.
Notes
-----
``sc_diff(cs_diff(x,a,b),b,a) == x``
For even ``len(x)``, the Nyquist mode of x is taken as zero.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return sc_diff(tmp.real,a,b,period) + \
1j*sc_diff(tmp.imag,a,b,period)
if period is not None:
a = a*2*pi/period
b = b*2*pi/period
n = len(x)
omega = _cache.get((n,a,b))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,a=a,b=b):
if k:
return sinh(a*k)/cosh(b*k)
return 0
omega = convolve.init_convolution_kernel(n,kernel,d=1)
_cache[(n,a,b)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
del _cache
_cache = {}
def ss_diff(x, a, b, period=None, _cache=_cache):
"""
Return (a,b)-sinh/sinh pseudo-derivative of a periodic sequence x.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = sinh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j
y_0 = a/b * x_0
Parameters
----------
x : array_like
The array to take the pseudo-derivative from.
a,b
Defines the parameters of the sinh/sinh pseudo-differential
operator.
period : float, optional
The period of the sequence x. Default is ``2*pi``.
Notes
-----
``ss_diff(ss_diff(x,a,b),b,a) == x``
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return ss_diff(tmp.real,a,b,period) + \
1j*ss_diff(tmp.imag,a,b,period)
if period is not None:
a = a*2*pi/period
b = b*2*pi/period
n = len(x)
omega = _cache.get((n,a,b))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,a=a,b=b):
if k:
return sinh(a*k)/sinh(b*k)
return float(a)/b
omega = convolve.init_convolution_kernel(n,kernel)
_cache[(n,a,b)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,overwrite_x=overwrite_x)
del _cache
_cache = {}
def cc_diff(x, a, b, period=None, _cache=_cache):
"""
Return (a,b)-cosh/cosh pseudo-derivative of a periodic sequence.
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = cosh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j
Parameters
----------
x : array_like
The array to take the pseudo-derivative from.
a,b : float
Defines the parameters of the sinh/sinh pseudo-differential
operator.
period : float, optional
The period of the sequence x. Default is ``2*pi``.
Returns
-------
cc_diff : ndarray
Pseudo-derivative of periodic sequence `x`.
Notes
-----
``cc_diff(cc_diff(x,a,b),b,a) == x``
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return cc_diff(tmp.real,a,b,period) + \
1j*cc_diff(tmp.imag,a,b,period)
if period is not None:
a = a*2*pi/period
b = b*2*pi/period
n = len(x)
omega = _cache.get((n,a,b))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel(k,a=a,b=b):
return cosh(a*k)/cosh(b*k)
omega = convolve.init_convolution_kernel(n,kernel)
_cache[(n,a,b)] = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve(tmp,omega,overwrite_x=overwrite_x)
del _cache
_cache = {}
def shift(x, a, period=None, _cache=_cache):
"""
Shift periodic sequence x by a: y(u) = x(u+a).
If x_j and y_j are Fourier coefficients of periodic functions x
and y, respectively, then::
y_j = exp(j*a*2*pi/period*sqrt(-1)) * x_f
Parameters
----------
x : array_like
The array to take the pseudo-derivative from.
a : float
Defines the parameters of the sinh/sinh pseudo-differential
period : float, optional
The period of the sequences x and y. Default period is ``2*pi``.
"""
tmp = asarray(x)
if iscomplexobj(tmp):
return shift(tmp.real,a,period)+1j*shift(tmp.imag,a,period)
if period is not None:
a = a*2*pi/period
n = len(x)
omega = _cache.get((n,a))
if omega is None:
if len(_cache) > 20:
while _cache:
_cache.popitem()
def kernel_real(k,a=a):
return cos(a*k)
def kernel_imag(k,a=a):
return sin(a*k)
omega_real = convolve.init_convolution_kernel(n,kernel_real,d=0,
zero_nyquist=0)
omega_imag = convolve.init_convolution_kernel(n,kernel_imag,d=1,
zero_nyquist=0)
_cache[(n,a)] = omega_real,omega_imag
else:
omega_real,omega_imag = omega
overwrite_x = _datacopied(tmp, x)
return convolve.convolve_z(tmp,omega_real,omega_imag,
overwrite_x=overwrite_x)
del _cache