"""Interpolation algorithms using piecewise cubic polynomials."""
from __future__ import division, print_function, absolute_import
import numpy as np
from scipy._lib.six import string_types
from . import BPoly, PPoly
from .polyint import _isscalar
from scipy._lib._util import _asarray_validated
from scipy.linalg import solve_banded, solve
__all__ = ["CubicHermiteSpline", "PchipInterpolator", "pchip_interpolate",
"Akima1DInterpolator", "CubicSpline"]
def prepare_input(x, y, axis, dydx=None):
"""Prepare input for cubic spline interpolators.
All data are converted to numpy arrays and checked for correctness.
Axes equal to `axis` of arrays `y` and `dydx` are rolled to be the 0-th
axis. The value of `axis` is converted to lie in
[0, number of dimensions of `y`).
"""
x, y = map(np.asarray, (x, y))
if np.issubdtype(x.dtype, np.complexfloating):
raise ValueError("`x` must contain real values.")
x = x.astype(float)
if np.issubdtype(y.dtype, np.complexfloating):
dtype = complex
else:
dtype = float
if dydx is not None:
dydx = np.asarray(dydx)
if y.shape != dydx.shape:
raise ValueError("The shapes of `y` and `dydx` must be identical.")
if np.issubdtype(dydx.dtype, np.complexfloating):
dtype = complex
dydx = dydx.astype(dtype, copy=False)
y = y.astype(dtype, copy=False)
axis = axis % y.ndim
if x.ndim != 1:
raise ValueError("`x` must be 1-dimensional.")
if x.shape[0] < 2:
raise ValueError("`x` must contain at least 2 elements.")
if x.shape[0] != y.shape[axis]:
raise ValueError("The length of `y` along `axis`={0} doesn't "
"match the length of `x`".format(axis))
if not np.all(np.isfinite(x)):
raise ValueError("`x` must contain only finite values.")
if not np.all(np.isfinite(y)):
raise ValueError("`y` must contain only finite values.")
if dydx is not None and not np.all(np.isfinite(dydx)):
raise ValueError("`dydx` must contain only finite values.")
dx = np.diff(x)
if np.any(dx <= 0):
raise ValueError("`x` must be strictly increasing sequence.")
y = np.rollaxis(y, axis)
if dydx is not None:
dydx = np.rollaxis(dydx, axis)
return x, dx, y, axis, dydx
class CubicHermiteSpline(PPoly):
"""Piecewise-cubic interpolator matching values and first derivatives.
The result is represented as a `PPoly` instance.
Parameters
----------
x : array_like, shape (n,)
1-d array containing values of the independent variable.
Values must be real, finite and in strictly increasing order.
y : array_like
Array containing values of the dependent variable. It can have
arbitrary number of dimensions, but the length along ``axis``
(see below) must match the length of ``x``. Values must be finite.
dydx : array_like
Array containing derivatives of the dependent variable. It can have
arbitrary number of dimensions, but the length along ``axis``
(see below) must match the length of ``x``. Values must be finite.
axis : int, optional
Axis along which `y` is assumed to be varying. Meaning that for
``x[i]`` the corresponding values are ``np.take(y, i, axis=axis)``.
Default is 0.
extrapolate : {bool, 'periodic', None}, optional
If bool, determines whether to extrapolate to out-of-bounds points
based on first and last intervals, or to return NaNs. If 'periodic',
periodic extrapolation is used. If None (default), it is set to True.
Attributes
----------
x : ndarray, shape (n,)
Breakpoints. The same ``x`` which was passed to the constructor.
c : ndarray, shape (4, n-1, ...)
Coefficients of the polynomials on each segment. The trailing
dimensions match the dimensions of `y`, excluding ``axis``.
For example, if `y` is 1-d, then ``c[k, i]`` is a coefficient for
``(x-x[i])**(3-k)`` on the segment between ``x[i]`` and ``x[i+1]``.
axis : int
Interpolation axis. The same axis which was passed to the
constructor.
Methods
-------
__call__
derivative
antiderivative
integrate
roots
See Also
--------
Akima1DInterpolator
PchipInterpolator
CubicSpline
PPoly
Notes
-----
If you want to create a higher-order spline matching higher-order
derivatives, use `BPoly.from_derivatives`.
References
----------
.. [1] `Cubic Hermite spline
<https://en.wikipedia.org/wiki/Cubic_Hermite_spline>`_
on Wikipedia.
"""
def __init__(self, x, y, dydx, axis=0, extrapolate=None):
if extrapolate is None:
extrapolate = True
x, dx, y, axis, dydx = prepare_input(x, y, axis, dydx)
dxr = dx.reshape([dx.shape[0]] + [1] * (y.ndim - 1))
slope = np.diff(y, axis=0) / dxr
t = (dydx[:-1] + dydx[1:] - 2 * slope) / dxr
c = np.empty((4, len(x) - 1) + y.shape[1:], dtype=t.dtype)
c[0] = t / dxr
c[1] = (slope - dydx[:-1]) / dxr - t
c[2] = dydx[:-1]
c[3] = y[:-1]
super(CubicHermiteSpline, self).__init__(c, x, extrapolate=extrapolate)
self.axis = axis
class PchipInterpolator(CubicHermiteSpline):
r"""PCHIP 1-d monotonic cubic interpolation.
``x`` and ``y`` are arrays of values used to approximate some function f,
with ``y = f(x)``. The interpolant uses monotonic cubic splines
to find the value of new points. (PCHIP stands for Piecewise Cubic
Hermite Interpolating Polynomial).
Parameters
----------
x : ndarray
A 1-D array of monotonically increasing real values. ``x`` cannot
include duplicate values (otherwise f is overspecified)
y : ndarray
A 1-D array of real values. ``y``'s length along the interpolation
axis must be equal to the length of ``x``. If N-D array, use ``axis``
parameter to select correct axis.
axis : int, optional
Axis in the y array corresponding to the x-coordinate values.
extrapolate : bool, optional
Whether to extrapolate to out-of-bounds points based on first
and last intervals, or to return NaNs.
Methods
-------
__call__
derivative
antiderivative
roots
See Also
--------
CubicHermiteSpline
Akima1DInterpolator
CubicSpline
PPoly
Notes
-----
The interpolator preserves monotonicity in the interpolation data and does
not overshoot if the data is not smooth.
The first derivatives are guaranteed to be continuous, but the second
derivatives may jump at :math:`x_k`.
Determines the derivatives at the points :math:`x_k`, :math:`f'_k`,
by using PCHIP algorithm [1]_.
Let :math:`h_k = x_{k+1} - x_k`, and :math:`d_k = (y_{k+1} - y_k) / h_k`
are the slopes at internal points :math:`x_k`.
If the signs of :math:`d_k` and :math:`d_{k-1}` are different or either of
them equals zero, then :math:`f'_k = 0`. Otherwise, it is given by the
weighted harmonic mean
.. math::
\frac{w_1 + w_2}{f'_k} = \frac{w_1}{d_{k-1}} + \frac{w_2}{d_k}
where :math:`w_1 = 2 h_k + h_{k-1}` and :math:`w_2 = h_k + 2 h_{k-1}`.
The end slopes are set using a one-sided scheme [2]_.
References
----------
.. [1] F. N. Fritsch and R. E. Carlson, Monotone Piecewise Cubic Interpolation,
SIAM J. Numer. Anal., 17(2), 238 (1980).
:doi:`10.1137/0717021`.
.. [2] see, e.g., C. Moler, Numerical Computing with Matlab, 2004.
:doi:`10.1137/1.9780898717952`
"""
def __init__(self, x, y, axis=0, extrapolate=None):
x, _, y, axis, _ = prepare_input(x, y, axis)
xp = x.reshape((x.shape[0],) + (1,)*(y.ndim-1))
dk = self._find_derivatives(xp, y)
super(PchipInterpolator, self).__init__(x, y, dk, axis=0,
extrapolate=extrapolate)
self.axis = axis
@staticmethod
def _edge_case(h0, h1, m0, m1):
# one-sided three-point estimate for the derivative
d = ((2*h0 + h1)*m0 - h0*m1) / (h0 + h1)
# try to preserve shape
mask = np.sign(d) != np.sign(m0)
mask2 = (np.sign(m0) != np.sign(m1)) & (np.abs(d) > 3.*np.abs(m0))
mmm = (~mask) & mask2
d[mask] = 0.
d[mmm] = 3.*m0[mmm]
return d
@staticmethod
def _find_derivatives(x, y):
# Determine the derivatives at the points y_k, d_k, by using
# PCHIP algorithm is:
# We choose the derivatives at the point x_k by
# Let m_k be the slope of the kth segment (between k and k+1)
# If m_k=0 or m_{k-1}=0 or sgn(m_k) != sgn(m_{k-1}) then d_k == 0
# else use weighted harmonic mean:
# w_1 = 2h_k + h_{k-1}, w_2 = h_k + 2h_{k-1}
# 1/d_k = 1/(w_1 + w_2)*(w_1 / m_k + w_2 / m_{k-1})
# where h_k is the spacing between x_k and x_{k+1}
y_shape = y.shape
if y.ndim == 1:
# So that _edge_case doesn't end up assigning to scalars
x = x[:, None]
y = y[:, None]
hk = x[1:] - x[:-1]
mk = (y[1:] - y[:-1]) / hk
if y.shape[0] == 2:
# edge case: only have two points, use linear interpolation
dk = np.zeros_like(y)
dk[0] = mk
dk[1] = mk
return dk.reshape(y_shape)
smk = np.sign(mk)
condition = (smk[1:] != smk[:-1]) | (mk[1:] == 0) | (mk[:-1] == 0)
w1 = 2*hk[1:] + hk[:-1]
w2 = hk[1:] + 2*hk[:-1]
# values where division by zero occurs will be excluded
# by 'condition' afterwards
with np.errstate(divide='ignore'):
whmean = (w1/mk[:-1] + w2/mk[1:]) / (w1 + w2)
dk = np.zeros_like(y)
dk[1:-1][condition] = 0.0
dk[1:-1][~condition] = 1.0 / whmean[~condition]
# special case endpoints, as suggested in
# Cleve Moler, Numerical Computing with MATLAB, Chap 3.4
dk[0] = PchipInterpolator._edge_case(hk[0], hk[1], mk[0], mk[1])
dk[-1] = PchipInterpolator._edge_case(hk[-1], hk[-2], mk[-1], mk[-2])
return dk.reshape(y_shape)
def pchip_interpolate(xi, yi, x, der=0, axis=0):
"""
Convenience function for pchip interpolation.
xi and yi are arrays of values used to approximate some function f,
with ``yi = f(xi)``. The interpolant uses monotonic cubic splines
to find the value of new points x and the derivatives there.
See `scipy.interpolate.PchipInterpolator` for details.
Parameters
----------
xi : array_like
A sorted list of x-coordinates, of length N.
yi : array_like
A 1-D array of real values. `yi`'s length along the interpolation
axis must be equal to the length of `xi`. If N-D array, use axis
parameter to select correct axis.
x : scalar or array_like
Of length M.
der : int or list, optional
Derivatives to extract. The 0-th derivative can be included to
return the function value.
axis : int, optional
Axis in the yi array corresponding to the x-coordinate values.
See Also
--------
PchipInterpolator
Returns
-------
y : scalar or array_like
The result, of length R or length M or M by R,
"""
P = PchipInterpolator(xi, yi, axis=axis)
if der == 0:
Loading ...