| """Interpolation algorithms using piecewise cubic polynomials.""" |
|
|
| from typing import Literal |
|
|
| import numpy as np |
|
|
| from scipy.linalg import solve, solve_banded |
|
|
| from . import PPoly |
| from ._polyint import _isscalar |
|
|
| __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 moved to be the 0th |
| 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(f"The length of `y` along `axis`={axis} doesn't " |
| "match the length of `x`") |
|
|
| 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.moveaxis(y, axis, 0) |
| if dydx is not None: |
| dydx = np.moveaxis(dydx, axis, 0) |
|
|
| 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 : Akima 1D interpolator. |
| PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. |
| CubicSpline : Cubic spline data interpolator. |
| PPoly : Piecewise polynomial in terms of coefficients and breakpoints |
| |
| 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().__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, shape (npoints, ) |
| A 1-D array of monotonically increasing real values. ``x`` cannot |
| include duplicate values (otherwise f is overspecified) |
| y : ndarray, shape (..., npoints, ...) |
| A N-D array of real values. ``y``'s length along the interpolation |
| axis must be equal to the length of ``x``. Use the ``axis`` |
| parameter to select the interpolation axis. |
| axis : int, optional |
| Axis in the ``y`` array corresponding to the x-coordinate values. Defaults |
| to ``axis=0``. |
| 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 : Piecewise-cubic interpolator. |
| Akima1DInterpolator : Akima 1D interpolator. |
| CubicSpline : Cubic spline data interpolator. |
| PPoly : Piecewise polynomial in terms of coefficients and breakpoints. |
| |
| 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 J. Butland, |
| A method for constructing local |
| monotone piecewise cubic interpolants, |
| SIAM J. Sci. Comput., 5(2), 300-304 (1984). |
| :doi:`10.1137/0905021`. |
| .. [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) |
| if np.iscomplexobj(y): |
| msg = ("`PchipInterpolator` only works with real values for `y`. " |
| "If you are trying to use the real components of the passed array, " |
| "use `np.real` on the array before passing to `PchipInterpolator`.") |
| raise ValueError(msg) |
| xp = x.reshape((x.shape[0],) + (1,)*(y.ndim-1)) |
| dk = self._find_derivatives(xp, y) |
| super().__init__(x, y, dk, axis=0, extrapolate=extrapolate) |
| self.axis = axis |
|
|
| @staticmethod |
| def _edge_case(h0, h1, m0, m1): |
| |
| d = ((2*h0 + h1)*m0 - h0*m1) / (h0 + h1) |
|
|
| |
| 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): |
| |
| |
| |
| |
| |
| |
| |
| |
| |
| y_shape = y.shape |
| if y.ndim == 1: |
| |
| x = x[:, None] |
| y = y[:, None] |
|
|
| hk = x[1:] - x[:-1] |
| mk = (y[1:] - y[:-1]) / hk |
|
|
| if y.shape[0] == 2: |
| |
| 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] |
|
|
| |
| |
| with np.errstate(divide='ignore', invalid='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] |
|
|
| |
| |
| 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. |
| |
| .. deprecated:: 1.13.0 |
| Complex data is deprecated and will raise an error in |
| SciPy 1.15.0. If you are trying to use the real components of |
| the passed array, use ``np.real`` on `yi`. |
| |
| x : scalar or array_like |
| Of length M. |
| der : int or list, optional |
| Derivatives to extract. The 0th derivative can be included to |
| return the function value. |
| axis : int, optional |
| Axis in the yi array corresponding to the x-coordinate values. |
| |
| Returns |
| ------- |
| y : scalar or array_like |
| The result, of length R or length M or M by R. |
| |
| See Also |
| -------- |
| PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. |
| |
| Examples |
| -------- |
| We can interpolate 2D observed data using pchip interpolation: |
| |
| >>> import numpy as np |
| >>> import matplotlib.pyplot as plt |
| >>> from scipy.interpolate import pchip_interpolate |
| >>> x_observed = np.linspace(0.0, 10.0, 11) |
| >>> y_observed = np.sin(x_observed) |
| >>> x = np.linspace(min(x_observed), max(x_observed), num=100) |
| >>> y = pchip_interpolate(x_observed, y_observed, x) |
| >>> plt.plot(x_observed, y_observed, "o", label="observation") |
| >>> plt.plot(x, y, label="pchip interpolation") |
| >>> plt.legend() |
| >>> plt.show() |
| |
| """ |
| P = PchipInterpolator(xi, yi, axis=axis) |
|
|
| if der == 0: |
| return P(x) |
| elif _isscalar(der): |
| return P.derivative(der)(x) |
| else: |
| return [P.derivative(nu)(x) for nu in der] |
|
|
|
|
| class Akima1DInterpolator(CubicHermiteSpline): |
| r""" |
| Akima interpolator |
| |
| Fit piecewise cubic polynomials, given vectors x and y. The interpolation |
| method by Akima uses a continuously differentiable sub-spline built from |
| piecewise cubic polynomials. The resultant curve passes through the given |
| data points and will appear smooth and natural. |
| |
| Parameters |
| ---------- |
| x : ndarray, shape (npoints, ) |
| 1-D array of monotonically increasing real values. |
| y : ndarray, shape (..., npoints, ...) |
| N-D array of real values. The length of ``y`` along the interpolation axis |
| must be equal to the length of ``x``. Use the ``axis`` parameter to |
| select the interpolation axis. |
| axis : int, optional |
| Axis in the ``y`` array corresponding to the x-coordinate values. Defaults |
| to ``axis=0``. |
| method : {'akima', 'makima'}, optional |
| If ``"makima"``, use the modified Akima interpolation [2]_. |
| Defaults to ``"akima"``, use the Akima interpolation [1]_. |
| |
| .. versionadded:: 1.13.0 |
| |
| extrapolate : {bool, None}, optional |
| If bool, determines whether to extrapolate to out-of-bounds points |
| based on first and last intervals, or to return NaNs. If None, |
| ``extrapolate`` is set to False. |
| |
| Methods |
| ------- |
| __call__ |
| derivative |
| antiderivative |
| roots |
| |
| See Also |
| -------- |
| PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. |
| CubicSpline : Cubic spline data interpolator. |
| PPoly : Piecewise polynomial in terms of coefficients and breakpoints |
| |
| Notes |
| ----- |
| .. versionadded:: 0.14 |
| |
| Use only for precise data, as the fitted curve passes through the given |
| points exactly. This routine is useful for plotting a pleasingly smooth |
| curve through a few given points for purposes of plotting. |
| |
| Let :math:`\delta_i = (y_{i+1} - y_i) / (x_{i+1} - x_i)` be the slopes of |
| the interval :math:`\left[x_i, x_{i+1}\right)`. Akima's derivative at |
| :math:`x_i` is defined as: |
| |
| .. math:: |
| |
| d_i = \frac{w_1}{w_1 + w_2}\delta_{i-1} + \frac{w_2}{w_1 + w_2}\delta_i |
| |
| In the Akima interpolation [1]_ (``method="akima"``), the weights are: |
| |
| .. math:: |
| |
| \begin{aligned} |
| w_1 &= |\delta_{i+1} - \delta_i| \\ |
| w_2 &= |\delta_{i-1} - \delta_{i-2}| |
| \end{aligned} |
| |
| In the modified Akima interpolation [2]_ (``method="makima"``), |
| to eliminate overshoot and avoid edge cases of both numerator and |
| denominator being equal to 0, the weights are modified as follows: |
| |
| .. math:: |
| |
| \begin{align*} |
| w_1 &= |\delta_{i+1} - \delta_i| + |\delta_{i+1} + \delta_i| / 2 \\ |
| w_2 &= |\delta_{i-1} - \delta_{i-2}| + |\delta_{i-1} + \delta_{i-2}| / 2 |
| \end{align*} |
| |
| Examples |
| -------- |
| Comparison of ``method="akima"`` and ``method="makima"``: |
| |
| >>> import numpy as np |
| >>> from scipy.interpolate import Akima1DInterpolator |
| >>> import matplotlib.pyplot as plt |
| >>> x = np.linspace(1, 7, 7) |
| >>> y = np.array([-1, -1, -1, 0, 1, 1, 1]) |
| >>> xs = np.linspace(min(x), max(x), num=100) |
| >>> y_akima = Akima1DInterpolator(x, y, method="akima")(xs) |
| >>> y_makima = Akima1DInterpolator(x, y, method="makima")(xs) |
| |
| >>> fig, ax = plt.subplots() |
| >>> ax.plot(x, y, "o", label="data") |
| >>> ax.plot(xs, y_akima, label="akima") |
| >>> ax.plot(xs, y_makima, label="makima") |
| >>> ax.legend() |
| >>> fig.show() |
| |
| The overshoot that occurred in ``"akima"`` has been avoided in ``"makima"``. |
| |
| References |
| ---------- |
| .. [1] A new method of interpolation and smooth curve fitting based |
| on local procedures. Hiroshi Akima, J. ACM, October 1970, 17(4), |
| 589-602. :doi:`10.1145/321607.321609` |
| .. [2] Makima Piecewise Cubic Interpolation. Cleve Moler and Cosmin Ionita, 2019. |
| https://blogs.mathworks.com/cleve/2019/04/29/makima-piecewise-cubic-interpolation/ |
| |
| """ |
|
|
| def __init__(self, x, y, axis=0, *, method: Literal["akima", "makima"]="akima", |
| extrapolate:bool | None = None): |
| if method not in {"akima", "makima"}: |
| raise NotImplementedError(f"`method`={method} is unsupported.") |
| |
| |
| x, dx, y, axis, _ = prepare_input(x, y, axis) |
|
|
| if np.iscomplexobj(y): |
| msg = ("`Akima1DInterpolator` only works with real values for `y`. " |
| "If you are trying to use the real components of the passed array, " |
| "use `np.real` on the array before passing to " |
| "`Akima1DInterpolator`.") |
| raise ValueError(msg) |
|
|
| |
| extrapolate = False if extrapolate is None else extrapolate |
|
|
| |
| m = np.empty((x.size + 3, ) + y.shape[1:]) |
| dx = dx[(slice(None), ) + (None, ) * (y.ndim - 1)] |
| m[2:-2] = np.diff(y, axis=0) / dx |
|
|
| |
| m[1] = 2. * m[2] - m[3] |
| m[0] = 2. * m[1] - m[2] |
| |
| m[-2] = 2. * m[-3] - m[-4] |
| m[-1] = 2. * m[-2] - m[-3] |
|
|
| |
| |
| t = .5 * (m[3:] + m[:-3]) |
| |
| dm = np.abs(np.diff(m, axis=0)) |
| if method == "makima": |
| pm = np.abs(m[1:] + m[:-1]) |
| f1 = dm[2:] + 0.5 * pm[2:] |
| f2 = dm[:-2] + 0.5 * pm[:-2] |
| else: |
| f1 = dm[2:] |
| f2 = dm[:-2] |
| f12 = f1 + f2 |
| |
| ind = np.nonzero(f12 > 1e-9 * np.max(f12, initial=-np.inf)) |
| x_ind, y_ind = ind[0], ind[1:] |
| |
| t[ind] = (f1[ind] * m[(x_ind + 1,) + y_ind] + |
| f2[ind] * m[(x_ind + 2,) + y_ind]) / f12[ind] |
|
|
| super().__init__(x, y, t, axis=0, extrapolate=extrapolate) |
| self.axis = axis |
|
|
| def extend(self, c, x, right=True): |
| raise NotImplementedError("Extending a 1-D Akima interpolator is not " |
| "yet implemented") |
|
|
| |
| |
| @classmethod |
| def from_spline(cls, tck, extrapolate=None): |
| raise NotImplementedError("This method does not make sense for " |
| "an Akima interpolator.") |
|
|
| @classmethod |
| def from_bernstein_basis(cls, bp, extrapolate=None): |
| raise NotImplementedError("This method does not make sense for " |
| "an Akima interpolator.") |
|
|
|
|
| class CubicSpline(CubicHermiteSpline): |
| """Cubic spline data interpolator. |
| |
| Interpolate data with a piecewise cubic polynomial which is twice |
| continuously differentiable [1]_. The result is represented as a `PPoly` |
| instance with breakpoints matching the given data. |
| |
| 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. |
| 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. |
| bc_type : string or 2-tuple, optional |
| Boundary condition type. Two additional equations, given by the |
| boundary conditions, are required to determine all coefficients of |
| polynomials on each segment [2]_. |
| |
| If `bc_type` is a string, then the specified condition will be applied |
| at both ends of a spline. Available conditions are: |
| |
| * 'not-a-knot' (default): The first and second segment at a curve end |
| are the same polynomial. It is a good default when there is no |
| information on boundary conditions. |
| * 'periodic': The interpolated functions is assumed to be periodic |
| of period ``x[-1] - x[0]``. The first and last value of `y` must be |
| identical: ``y[0] == y[-1]``. This boundary condition will result in |
| ``y'[0] == y'[-1]`` and ``y''[0] == y''[-1]``. |
| * 'clamped': The first derivative at curves ends are zero. Assuming |
| a 1D `y`, ``bc_type=((1, 0.0), (1, 0.0))`` is the same condition. |
| * 'natural': The second derivative at curve ends are zero. Assuming |
| a 1D `y`, ``bc_type=((2, 0.0), (2, 0.0))`` is the same condition. |
| |
| If `bc_type` is a 2-tuple, the first and the second value will be |
| applied at the curve start and end respectively. The tuple values can |
| be one of the previously mentioned strings (except 'periodic') or a |
| tuple ``(order, deriv_values)`` allowing to specify arbitrary |
| derivatives at curve ends: |
| |
| * `order`: the derivative order, 1 or 2. |
| * `deriv_value`: array_like containing derivative values, shape must |
| be the same as `y`, excluding ``axis`` dimension. For example, if |
| `y` is 1-D, then `deriv_value` must be a scalar. If `y` is 3-D with |
| the shape (n0, n1, n2) and axis=2, then `deriv_value` must be 2-D |
| and have the shape (n0, n1). |
| 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), ``extrapolate`` is |
| set to 'periodic' for ``bc_type='periodic'`` and to True otherwise. |
| |
| 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 : Akima 1D interpolator. |
| PchipInterpolator : PCHIP 1-D monotonic cubic interpolator. |
| PPoly : Piecewise polynomial in terms of coefficients and breakpoints. |
| |
| Notes |
| ----- |
| Parameters `bc_type` and ``extrapolate`` work independently, i.e. the |
| former controls only construction of a spline, and the latter only |
| evaluation. |
| |
| When a boundary condition is 'not-a-knot' and n = 2, it is replaced by |
| a condition that the first derivative is equal to the linear interpolant |
| slope. When both boundary conditions are 'not-a-knot' and n = 3, the |
| solution is sought as a parabola passing through given points. |
| |
| When 'not-a-knot' boundary conditions is applied to both ends, the |
| resulting spline will be the same as returned by `splrep` (with ``s=0``) |
| and `InterpolatedUnivariateSpline`, but these two methods use a |
| representation in B-spline basis. |
| |
| .. versionadded:: 0.18.0 |
| |
| Examples |
| -------- |
| In this example the cubic spline is used to interpolate a sampled sinusoid. |
| You can see that the spline continuity property holds for the first and |
| second derivatives and violates only for the third derivative. |
| |
| >>> import numpy as np |
| >>> from scipy.interpolate import CubicSpline |
| >>> import matplotlib.pyplot as plt |
| >>> x = np.arange(10) |
| >>> y = np.sin(x) |
| >>> cs = CubicSpline(x, y) |
| >>> xs = np.arange(-0.5, 9.6, 0.1) |
| >>> fig, ax = plt.subplots(figsize=(6.5, 4)) |
| >>> ax.plot(x, y, 'o', label='data') |
| >>> ax.plot(xs, np.sin(xs), label='true') |
| >>> ax.plot(xs, cs(xs), label="S") |
| >>> ax.plot(xs, cs(xs, 1), label="S'") |
| >>> ax.plot(xs, cs(xs, 2), label="S''") |
| >>> ax.plot(xs, cs(xs, 3), label="S'''") |
| >>> ax.set_xlim(-0.5, 9.5) |
| >>> ax.legend(loc='lower left', ncol=2) |
| >>> plt.show() |
| |
| In the second example, the unit circle is interpolated with a spline. A |
| periodic boundary condition is used. You can see that the first derivative |
| values, ds/dx=0, ds/dy=1 at the periodic point (1, 0) are correctly |
| computed. Note that a circle cannot be exactly represented by a cubic |
| spline. To increase precision, more breakpoints would be required. |
| |
| >>> theta = 2 * np.pi * np.linspace(0, 1, 5) |
| >>> y = np.c_[np.cos(theta), np.sin(theta)] |
| >>> cs = CubicSpline(theta, y, bc_type='periodic') |
| >>> print("ds/dx={:.1f} ds/dy={:.1f}".format(cs(0, 1)[0], cs(0, 1)[1])) |
| ds/dx=0.0 ds/dy=1.0 |
| >>> xs = 2 * np.pi * np.linspace(0, 1, 100) |
| >>> fig, ax = plt.subplots(figsize=(6.5, 4)) |
| >>> ax.plot(y[:, 0], y[:, 1], 'o', label='data') |
| >>> ax.plot(np.cos(xs), np.sin(xs), label='true') |
| >>> ax.plot(cs(xs)[:, 0], cs(xs)[:, 1], label='spline') |
| >>> ax.axes.set_aspect('equal') |
| >>> ax.legend(loc='center') |
| >>> plt.show() |
| |
| The third example is the interpolation of a polynomial y = x**3 on the |
| interval 0 <= x<= 1. A cubic spline can represent this function exactly. |
| To achieve that we need to specify values and first derivatives at |
| endpoints of the interval. Note that y' = 3 * x**2 and thus y'(0) = 0 and |
| y'(1) = 3. |
| |
| >>> cs = CubicSpline([0, 1], [0, 1], bc_type=((1, 0), (1, 3))) |
| >>> x = np.linspace(0, 1) |
| >>> np.allclose(x**3, cs(x)) |
| True |
| |
| References |
| ---------- |
| .. [1] `Cubic Spline Interpolation |
| <https://en.wikiversity.org/wiki/Cubic_Spline_Interpolation>`_ |
| on Wikiversity. |
| .. [2] Carl de Boor, "A Practical Guide to Splines", Springer-Verlag, 1978. |
| """ |
|
|
| def __init__(self, x, y, axis=0, bc_type='not-a-knot', extrapolate=None): |
| x, dx, y, axis, _ = prepare_input(x, y, axis) |
| n = len(x) |
|
|
| bc, y = self._validate_bc(bc_type, y, y.shape[1:], axis) |
|
|
| if extrapolate is None: |
| if bc[0] == 'periodic': |
| extrapolate = 'periodic' |
| else: |
| extrapolate = True |
|
|
| if y.size == 0: |
| |
| s = np.zeros_like(y) |
| else: |
| dxr = dx.reshape([dx.shape[0]] + [1] * (y.ndim - 1)) |
| slope = np.diff(y, axis=0) / dxr |
|
|
| |
| |
| |
| |
| if n == 2: |
| if bc[0] in ['not-a-knot', 'periodic']: |
| bc[0] = (1, slope[0]) |
| if bc[1] in ['not-a-knot', 'periodic']: |
| bc[1] = (1, slope[0]) |
|
|
| |
| |
| |
| |
| if n == 3 and bc[0] == 'not-a-knot' and bc[1] == 'not-a-knot': |
| A = np.zeros((3, 3)) |
| b = np.empty((3,) + y.shape[1:], dtype=y.dtype) |
|
|
| A[0, 0] = 1 |
| A[0, 1] = 1 |
| A[1, 0] = dx[1] |
| A[1, 1] = 2 * (dx[0] + dx[1]) |
| A[1, 2] = dx[0] |
| A[2, 1] = 1 |
| A[2, 2] = 1 |
|
|
| b[0] = 2 * slope[0] |
| b[1] = 3 * (dxr[0] * slope[1] + dxr[1] * slope[0]) |
| b[2] = 2 * slope[1] |
|
|
| s = solve(A, b, overwrite_a=True, overwrite_b=True, |
| check_finite=False) |
| elif n == 3 and bc[0] == 'periodic': |
| |
| |
| t = (slope / dxr).sum(0) / (1. / dxr).sum(0) |
| s = np.broadcast_to(t, (n,) + y.shape[1:]) |
| else: |
| |
| |
| A = np.zeros((3, n)) |
| b = np.empty((n,) + y.shape[1:], dtype=y.dtype) |
|
|
| |
| |
| |
| |
| |
| |
|
|
| A[1, 1:-1] = 2 * (dx[:-1] + dx[1:]) |
| A[0, 2:] = dx[:-1] |
| A[-1, :-2] = dx[1:] |
|
|
| b[1:-1] = 3 * (dxr[1:] * slope[:-1] + dxr[:-1] * slope[1:]) |
|
|
| bc_start, bc_end = bc |
|
|
| if bc_start == 'periodic': |
| |
| |
| A = A[:, 0:-1] |
| A[1, 0] = 2 * (dx[-1] + dx[0]) |
| A[0, 1] = dx[-1] |
|
|
| b = b[:-1] |
|
|
| |
| |
| |
| |
| |
| |
| |
| |
| a_m1_0 = dx[-2] |
| a_m1_m2 = dx[-1] |
| a_m1_m1 = 2 * (dx[-1] + dx[-2]) |
| a_m2_m1 = dx[-3] |
| a_0_m1 = dx[0] |
|
|
| b[0] = 3 * (dxr[0] * slope[-1] + dxr[-1] * slope[0]) |
| b[-1] = 3 * (dxr[-1] * slope[-2] + dxr[-2] * slope[-1]) |
|
|
| Ac = A[:, :-1] |
| b1 = b[:-1] |
| b2 = np.zeros_like(b1) |
| b2[0] = -a_0_m1 |
| b2[-1] = -a_m2_m1 |
|
|
| |
| s1 = solve_banded((1, 1), Ac, b1, overwrite_ab=False, |
| overwrite_b=False, check_finite=False) |
|
|
| s2 = solve_banded((1, 1), Ac, b2, overwrite_ab=False, |
| overwrite_b=False, check_finite=False) |
|
|
| |
| s_m1 = ((b[-1] - a_m1_0 * s1[0] - a_m1_m2 * s1[-1]) / |
| (a_m1_m1 + a_m1_0 * s2[0] + a_m1_m2 * s2[-1])) |
|
|
| |
| s = np.empty((n,) + y.shape[1:], dtype=y.dtype) |
| s[:-2] = s1 + s_m1 * s2 |
| s[-2] = s_m1 |
| s[-1] = s[0] |
| else: |
| if bc_start == 'not-a-knot': |
| A[1, 0] = dx[1] |
| A[0, 1] = x[2] - x[0] |
| d = x[2] - x[0] |
| b[0] = ((dxr[0] + 2*d) * dxr[1] * slope[0] + |
| dxr[0]**2 * slope[1]) / d |
| elif bc_start[0] == 1: |
| A[1, 0] = 1 |
| A[0, 1] = 0 |
| b[0] = bc_start[1] |
| elif bc_start[0] == 2: |
| A[1, 0] = 2 * dx[0] |
| A[0, 1] = dx[0] |
| b[0] = -0.5 * bc_start[1] * dx[0]**2 + 3 * (y[1] - y[0]) |
|
|
| if bc_end == 'not-a-knot': |
| A[1, -1] = dx[-2] |
| A[-1, -2] = x[-1] - x[-3] |
| d = x[-1] - x[-3] |
| b[-1] = ((dxr[-1]**2*slope[-2] + |
| (2*d + dxr[-1])*dxr[-2]*slope[-1]) / d) |
| elif bc_end[0] == 1: |
| A[1, -1] = 1 |
| A[-1, -2] = 0 |
| b[-1] = bc_end[1] |
| elif bc_end[0] == 2: |
| A[1, -1] = 2 * dx[-1] |
| A[-1, -2] = dx[-1] |
| b[-1] = 0.5 * bc_end[1] * dx[-1]**2 + 3 * (y[-1] - y[-2]) |
|
|
| s = solve_banded((1, 1), A, b, overwrite_ab=True, |
| overwrite_b=True, check_finite=False) |
|
|
| super().__init__(x, y, s, axis=0, extrapolate=extrapolate) |
| self.axis = axis |
|
|
| @staticmethod |
| def _validate_bc(bc_type, y, expected_deriv_shape, axis): |
| """Validate and prepare boundary conditions. |
| |
| Returns |
| ------- |
| validated_bc : 2-tuple |
| Boundary conditions for a curve start and end. |
| y : ndarray |
| y casted to complex dtype if one of the boundary conditions has |
| complex dtype. |
| """ |
| if isinstance(bc_type, str): |
| if bc_type == 'periodic': |
| if not np.allclose(y[0], y[-1], rtol=1e-15, atol=1e-15): |
| raise ValueError( |
| f"The first and last `y` point along axis {axis} must " |
| "be identical (within machine precision) when " |
| "bc_type='periodic'.") |
|
|
| bc_type = (bc_type, bc_type) |
|
|
| else: |
| if len(bc_type) != 2: |
| raise ValueError("`bc_type` must contain 2 elements to " |
| "specify start and end conditions.") |
|
|
| if 'periodic' in bc_type: |
| raise ValueError("'periodic' `bc_type` is defined for both " |
| "curve ends and cannot be used with other " |
| "boundary conditions.") |
|
|
| validated_bc = [] |
| for bc in bc_type: |
| if isinstance(bc, str): |
| if bc == 'clamped': |
| validated_bc.append((1, np.zeros(expected_deriv_shape))) |
| elif bc == 'natural': |
| validated_bc.append((2, np.zeros(expected_deriv_shape))) |
| elif bc in ['not-a-knot', 'periodic']: |
| validated_bc.append(bc) |
| else: |
| raise ValueError(f"bc_type={bc} is not allowed.") |
| else: |
| try: |
| deriv_order, deriv_value = bc |
| except Exception as e: |
| raise ValueError( |
| "A specified derivative value must be " |
| "given in the form (order, value)." |
| ) from e |
|
|
| if deriv_order not in [1, 2]: |
| raise ValueError("The specified derivative order must " |
| "be 1 or 2.") |
|
|
| deriv_value = np.asarray(deriv_value) |
| if deriv_value.shape != expected_deriv_shape: |
| raise ValueError( |
| f"`deriv_value` shape {deriv_value.shape} is not " |
| f"the expected one {expected_deriv_shape}." |
| ) |
|
|
| if np.issubdtype(deriv_value.dtype, np.complexfloating): |
| y = y.astype(complex, copy=False) |
|
|
| validated_bc.append((deriv_order, deriv_value)) |
|
|
| return validated_bc, y |
|
|