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Objects for dealing with Legendre series.
This module provides a number of objects (mostly functions) useful for
dealing with Legendre series, including a `Legendre` class that
encapsulates the usual arithmetic operations. (General information
on how this module represents and works with such polynomials is in the
docstring for its "parent" sub-package, `numpy.polynomial`).
Constants
---------
- `legdomain` -- Legendre series default domain, [-1,1].
- `legzero` -- Legendre series that evaluates identically to 0.
- `legone` -- Legendre series that evaluates identically to 1.
- `legx` -- Legendre series for the identity map, ``f(x) = x``.
Arithmetic
----------
- `legmulx` -- multiply a Legendre series in ``P_i(x)`` by ``x``.
- `legadd` -- add two Legendre series.
- `legsub` -- subtract one Legendre series from another.
- `legmul` -- multiply two Legendre series.
- `legdiv` -- divide one Legendre series by another.
- `legpow` -- raise a Legendre series to an positive integer power
- `legval` -- evaluate a Legendre series at given points.
Calculus
--------
- `legder` -- differentiate a Legendre series.
- `legint` -- integrate a Legendre series.
Misc Functions
--------------
- `legfromroots` -- create a Legendre series with specified roots.
- `legroots` -- find the roots of a Legendre series.
- `legvander` -- Vandermonde-like matrix for Legendre polynomials.
- `legfit` -- least-squares fit returning a Legendre series.
- `legtrim` -- trim leading coefficients from a Legendre series.
- `legline` -- Legendre series representing given straight line.
- `leg2poly` -- convert a Legendre series to a polynomial.
- `poly2leg` -- convert a polynomial to a Legendre series.
Classes
-------
- `Legendre` -- A Legendre series class.
See also
--------
`numpy.polynomial`
"""
from __future__ import division
__all__ = ['legzero', 'legone', 'legx', 'legdomain', 'legline',
'legadd', 'legsub', 'legmulx', 'legmul', 'legdiv', 'legpow',
'legval', 'legder', 'legint', 'leg2poly', 'poly2leg',
'legfromroots', 'legvander', 'legfit', 'legtrim', 'legroots',
'Legendre']
import numpy as np
import numpy.linalg as la
import polyutils as pu
import warnings
from polytemplate import polytemplate
legtrim = pu.trimcoef
def poly2leg(pol) :
"""
Convert a polynomial to a Legendre series.
Convert an array representing the coefficients of a polynomial (relative
to the "standard" basis) ordered from lowest degree to highest, to an
array of the coefficients of the equivalent Legendre series, ordered
from lowest to highest degree.
Parameters
----------
pol : array_like
1-d array containing the polynomial coefficients
Returns
-------
cs : ndarray
1-d array containing the coefficients of the equivalent Legendre
series.
See Also
--------
leg2poly
Notes
-----
The easy way to do conversions between polynomial basis sets
is to use the convert method of a class instance.
Examples
--------
>>> from numpy import polynomial as P
>>> p = P.Polynomial(np.arange(4))
>>> p
Polynomial([ 0., 1., 2., 3.], [-1., 1.])
>>> c = P.Legendre(P.poly2leg(p.coef))
>>> c
Legendre([ 1. , 3.25, 1. , 0.75], [-1., 1.])
"""
[pol] = pu.as_series([pol])
deg = len(pol) - 1
res = 0
for i in range(deg, -1, -1) :
res = legadd(legmulx(res), pol[i])
return res
def leg2poly(cs) :
"""
Convert a Legendre series to a polynomial.
Convert an array representing the coefficients of a Legendre series,
ordered from lowest degree to highest, to an array of the coefficients
of the equivalent polynomial (relative to the "standard" basis) ordered
from lowest to highest degree.
Parameters
----------
cs : array_like
1-d array containing the Legendre series coefficients, ordered
from lowest order term to highest.
Returns
-------
pol : ndarray
1-d array containing the coefficients of the equivalent polynomial
(relative to the "standard" basis) ordered from lowest order term
to highest.
See Also
--------
poly2leg
Notes
-----
The easy way to do conversions between polynomial basis sets
is to use the convert method of a class instance.
Examples
--------
>>> c = P.Legendre(range(4))
>>> c
Legendre([ 0., 1., 2., 3.], [-1., 1.])
>>> p = c.convert(kind=P.Polynomial)
>>> p
Polynomial([-1. , -3.5, 3. , 7.5], [-1., 1.])
>>> P.leg2poly(range(4))
array([-1. , -3.5, 3. , 7.5])
"""
from polynomial import polyadd, polysub, polymulx
[cs] = pu.as_series([cs])
n = len(cs)
if n < 3:
return cs
else:
c0 = cs[-2]
c1 = cs[-1]
# i is the current degree of c1
for i in range(n - 1, 1, -1) :
tmp = c0
c0 = polysub(cs[i - 2], (c1*(i - 1))/i)
c1 = polyadd(tmp, (polymulx(c1)*(2*i - 1))/i)
return polyadd(c0, polymulx(c1))
#
# These are constant arrays are of integer type so as to be compatible
# with the widest range of other types, such as Decimal.
#
# Legendre
legdomain = np.array([-1,1])
# Legendre coefficients representing zero.
legzero = np.array([0])
# Legendre coefficients representing one.
legone = np.array([1])
# Legendre coefficients representing the identity x.
legx = np.array([0,1])
def legline(off, scl) :
"""
Legendre series whose graph is a straight line.
Parameters
----------
off, scl : scalars
The specified line is given by ``off + scl*x``.
Returns
-------
y : ndarray
This module's representation of the Legendre series for
``off + scl*x``.
See Also
--------
polyline, chebline
Examples
--------
>>> import numpy.polynomial.legendre as L
>>> L.legline(3,2)
array([3, 2])
>>> L.legval(-3, L.legline(3,2)) # should be -3
-3.0
"""
if scl != 0 :
return np.array([off,scl])
else :
return np.array([off])
def legfromroots(roots) :
"""
Generate a Legendre series with the given roots.
Return the array of coefficients for the P-series whose roots (a.k.a.
"zeros") are given by *roots*. The returned array of coefficients is
ordered from lowest order "term" to highest, and zeros of multiplicity
greater than one must be included in *roots* a number of times equal
to their multiplicity (e.g., if `2` is a root of multiplicity three,
then [2,2,2] must be in *roots*).
Parameters
----------
roots : array_like
Sequence containing the roots.
Returns
-------
out : ndarray
1-d array of the Legendre series coefficients, ordered from low to
high. If all roots are real, ``out.dtype`` is a float type;
otherwise, ``out.dtype`` is a complex type, even if all the
coefficients in the result are real (see Examples below).
See Also
--------
polyfromroots, chebfromroots
Notes
-----
What is returned are the :math:`c_i` such that:
.. math::
\\sum_{i=0}^{n} c_i*P_i(x) = \\prod_{i=0}^{n} (x - roots[i])
where ``n == len(roots)`` and :math:`P_i(x)` is the `i`-th Legendre
(basis) polynomial over the domain `[-1,1]`. Note that, unlike
`polyfromroots`, due to the nature of the Legendre basis set, the
above identity *does not* imply :math:`c_n = 1` identically (see
Examples).
Examples
--------
>>> import numpy.polynomial.legendre as L
>>> L.legfromroots((-1,0,1)) # x^3 - x relative to the standard basis
array([ 0. , -0.4, 0. , 0.4])
>>> j = complex(0,1)
>>> L.legfromroots((-j,j)) # x^2 + 1 relative to the standard basis
array([ 1.33333333+0.j, 0.00000000+0.j, 0.66666667+0.j])
"""
if len(roots) == 0 :
return np.ones(1)
else :
[roots] = pu.as_series([roots], trim=False)
prd = np.array([1], dtype=roots.dtype)
for r in roots:
prd = legsub(legmulx(prd), r*prd)
return prd
def legadd(c1, c2):
"""
Add one Legendre series to another.
Returns the sum of two Legendre series `c1` + `c2`. The arguments
are sequences of coefficients ordered from lowest order term to
highest, i.e., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-d arrays of Legendre series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Array representing the Legendre series of their sum.
See Also
--------
legsub, legmul, legdiv, legpow
Notes
-----
Unlike multiplication, division, etc., the sum of two Legendre series
is a Legendre series (without having to "reproject" the result onto
the basis set) so addition, just like that of "standard" polynomials,
is simply "component-wise."
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> c1 = (1,2,3)
>>> c2 = (3,2,1)
>>> L.legadd(c1,c2)
array([ 4., 4., 4.])
"""
# c1, c2 are trimmed copies
[c1, c2] = pu.as_series([c1, c2])
if len(c1) > len(c2) :
c1[:c2.size] += c2
ret = c1
else :
c2[:c1.size] += c1
ret = c2
return pu.trimseq(ret)
def legsub(c1, c2):
"""
Subtract one Legendre series from another.
Returns the difference of two Legendre series `c1` - `c2`. The
sequences of coefficients are from lowest order term to highest, i.e.,
[1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-d arrays of Legendre series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Of Legendre series coefficients representing their difference.
See Also
--------
legadd, legmul, legdiv, legpow
Notes
-----
Unlike multiplication, division, etc., the difference of two Legendre
series is a Legendre series (without having to "reproject" the result
onto the basis set) so subtraction, just like that of "standard"
polynomials, is simply "component-wise."
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> c1 = (1,2,3)
>>> c2 = (3,2,1)
>>> L.legsub(c1,c2)
array([-2., 0., 2.])
>>> L.legsub(c2,c1) # -C.legsub(c1,c2)
array([ 2., 0., -2.])
"""
# c1, c2 are trimmed copies
[c1, c2] = pu.as_series([c1, c2])
if len(c1) > len(c2) :
c1[:c2.size] -= c2
ret = c1
else :
c2 = -c2
c2[:c1.size] += c1
ret = c2
return pu.trimseq(ret)
def legmulx(cs):
"""Multiply a Legendre series by x.
Multiply the Legendre series `cs` by x, where x is the independent
variable.
Parameters
----------
cs : array_like
1-d array of Legendre series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Array representing the result of the multiplication.
Notes
-----
The multiplication uses the recursion relationship for Legendre
polynomials in the form
.. math::
xP_i(x) = ((i + 1)*P_{i + 1}(x) + i*P_{i - 1}(x))/(2i + 1)
"""
# cs is a trimmed copy
[cs] = pu.as_series([cs])
# The zero series needs special treatment
if len(cs) == 1 and cs[0] == 0:
return cs
prd = np.empty(len(cs) + 1, dtype=cs.dtype)
prd[0] = cs[0]*0
prd[1] = cs[0]
for i in range(1, len(cs)):
j = i + 1
k = i - 1
s = i + j
prd[j] = (cs[i]*j)/s
prd[k] += (cs[i]*i)/s
return prd
def legmul(c1, c2):
"""
Multiply one Legendre series by another.
Returns the product of two Legendre series `c1` * `c2`. The arguments
are sequences of coefficients, from lowest order "term" to highest,
e.g., [1,2,3] represents the series ``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-d arrays of Legendre series coefficients ordered from low to
high.
Returns
-------
out : ndarray
Of Legendre series coefficients representing their product.
See Also
--------
legadd, legsub, legdiv, legpow
Notes
-----
In general, the (polynomial) product of two C-series results in terms
that are not in the Legendre polynomial basis set. Thus, to express
the product as a Legendre series, it is necessary to "re-project" the
product onto said basis set, which may produce "un-intuitive" (but
correct) results; see Examples section below.
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> c1 = (1,2,3)
>>> c2 = (3,2)
>>> P.legmul(c1,c2) # multiplication requires "reprojection"
array([ 4.33333333, 10.4 , 11.66666667, 3.6 ])
"""
# s1, s2 are trimmed copies
[c1, c2] = pu.as_series([c1, c2])
if len(c1) > len(c2):
cs = c2
xs = c1
else:
cs = c1
xs = c2
if len(cs) == 1:
c0 = cs[0]*xs
c1 = 0
elif len(cs) == 2:
c0 = cs[0]*xs
c1 = cs[1]*xs
else :
nd = len(cs)
c0 = cs[-2]*xs
c1 = cs[-1]*xs
for i in range(3, len(cs) + 1) :
tmp = c0
nd = nd - 1
c0 = legsub(cs[-i]*xs, (c1*(nd - 1))/nd)
c1 = legadd(tmp, (legmulx(c1)*(2*nd - 1))/nd)
return legadd(c0, legmulx(c1))
def legdiv(c1, c2):
"""
Divide one Legendre series by another.
Returns the quotient-with-remainder of two Legendre series
`c1` / `c2`. The arguments are sequences of coefficients from lowest
order "term" to highest, e.g., [1,2,3] represents the series
``P_0 + 2*P_1 + 3*P_2``.
Parameters
----------
c1, c2 : array_like
1-D arrays of Legendre series coefficients ordered from low to
high.
Returns
-------
quo, rem : ndarrays
Of Legendre series coefficients representing the quotient and
remainder.
See Also
--------
legadd, legsub, legmul, legpow
Notes
-----
In general, the (polynomial) division of one Legendre series by another
results in quotient and remainder terms that are not in the Legendre
polynomial basis set. Thus, to express these results as a Legendre
series, it is necessary to "re-project" the results onto the Legendre
basis set, which may produce "un-intuitive" (but correct) results; see
Examples section below.
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> c1 = (1,2,3)
>>> c2 = (3,2,1)
>>> L.legdiv(c1,c2) # quotient "intuitive," remainder not
(array([ 3.]), array([-8., -4.]))
>>> c2 = (0,1,2,3)
>>> L.legdiv(c2,c1) # neither "intuitive"
(array([-0.07407407, 1.66666667]), array([-1.03703704, -2.51851852]))
"""
# c1, c2 are trimmed copies
[c1, c2] = pu.as_series([c1, c2])
if c2[-1] == 0 :
raise ZeroDivisionError()
lc1 = len(c1)
lc2 = len(c2)
if lc1 < lc2 :
return c1[:1]*0, c1
elif lc2 == 1 :
return c1/c2[-1], c1[:1]*0
else :
quo = np.empty(lc1 - lc2 + 1, dtype=c1.dtype)
rem = c1
for i in range(lc1 - lc2, - 1, -1):
p = legmul([0]*i + [1], c2)
q = rem[-1]/p[-1]
rem = rem[:-1] - q*p[:-1]
quo[i] = q
return quo, pu.trimseq(rem)
def legpow(cs, pow, maxpower=16) :
"""Raise a Legendre series to a power.
Returns the Legendre series `cs` raised to the power `pow`. The
arguement `cs` 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
----------
cs : array_like
1d array of Legendre series coefficients ordered from low to
high.
pow : integer
Power to which the series will be raised
maxpower : integer, optional
Maximum power allowed. This is mainly to limit growth of the series
to umanageable size. Default is 16
Returns
-------
coef : ndarray
Legendre series of power.
See Also
--------
legadd, legsub, legmul, legdiv
Examples
--------
"""
# cs is a trimmed copy
[cs] = pu.as_series([cs])
power = int(pow)
if power != pow or power < 0 :
raise ValueError("Power must be a non-negative integer.")
elif maxpower is not None and power > maxpower :
raise ValueError("Power is too large")
elif power == 0 :
return np.array([1], dtype=cs.dtype)
elif power == 1 :
return cs
else :
# This can be made more efficient by using powers of two
# in the usual way.
prd = cs
for i in range(2, power + 1) :
prd = legmul(prd, cs)
return prd
def legder(cs, m=1, scl=1) :
"""
Differentiate a Legendre series.
Returns the series `cs` differentiated `m` times. At each iteration the
result is multiplied by `scl` (the scaling factor is for use in a linear
change of variable). The argument `cs` is the sequence 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
----------
cs : array_like
1-D array of Legendre series coefficients ordered from low to high.
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)
Returns
-------
der : ndarray
Legendre series of the derivative.
See Also
--------
legint
Notes
-----
In general, the result of differentiating a Legendre series does not
resemble the same operation on a power series. Thus the result of this
function may be "un-intuitive," albeit correct; see Examples section
below.
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> cs = (1,2,3,4)
>>> L.legder(cs)
array([ 6., 9., 20.])
>>> L.legder(cs,3)
array([ 60.])
>>> L.legder(cs,scl=-1)
array([ -6., -9., -20.])
>>> L.legder(cs,2,-1)
array([ 9., 60.])
"""
cnt = int(m)
if cnt != m:
raise ValueError, "The order of derivation must be integer"
if cnt < 0 :
raise ValueError, "The order of derivation must be non-negative"
# cs is a trimmed copy
[cs] = pu.as_series([cs])
if cnt == 0:
return cs
elif cnt >= len(cs):
return cs[:1]*0
else :
for i in range(cnt):
n = len(cs) - 1
cs *= scl
der = np.empty(n, dtype=cs.dtype)
for j in range(n, 0, -1):
der[j - 1] = (2*j - 1)*cs[j]
cs[j - 2] += cs[j]
cs = der
return cs
def legint(cs, m=1, k=[], lbnd=0, scl=1):
"""
Integrate a Legendre series.
Returns a Legendre series that is the Legendre series `cs`, integrated
`m` times from `lbnd` to `x`. 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 `cs` is a sequence of
coefficients, from lowest order Legendre series "term" to highest,
e.g., [1,2,3] represents the series :math:`P_0(x) + 2P_1(x) + 3P_2(x)`.
Parameters
----------
cs : array_like
1-d array of Legendre series coefficients, ordered from low to high.
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)
Returns
-------
S : ndarray
Legendre series coefficients of the integral.
Raises
------
ValueError
If ``m < 0``, ``len(k) > m``, ``np.isscalar(lbnd) == False``, or
``np.isscalar(scl) == False``.
See Also
--------
legder
Notes
-----
Note that the result of each integration is *multiplied* by `scl`.
Why is this important to note? Say one is making a linear change of
variable :math:`u = ax + b` in an integral relative to `x`. Then
:math:`dx = du/a`, so one will need to set `scl` equal to :math:`1/a`
- perhaps not what one would have first thought.
Also note that, in general, the result of integrating a C-series needs
to be "re-projected" onto the C-series basis set. Thus, typically,
the result of this function is "un-intuitive," albeit correct; see
Examples section below.
Examples
--------
>>> from numpy.polynomial import legendre as L
>>> cs = (1,2,3)
>>> L.legint(cs)
array([ 0.33333333, 0.4 , 0.66666667, 0.6 ])
>>> L.legint(cs,3)
array([ 1.66666667e-02, -1.78571429e-02, 4.76190476e-02,
-1.73472348e-18, 1.90476190e-02, 9.52380952e-03])
>>> L.legint(cs, k=3)
array([ 3.33333333, 0.4 , 0.66666667, 0.6 ])
>>> L.legint(cs, lbnd=-2)
array([ 7.33333333, 0.4 , 0.66666667, 0.6 ])
>>> L.legint(cs, scl=2)
array([ 0.66666667, 0.8 , 1.33333333, 1.2 ])
"""
cnt = int(m)
if np.isscalar(k) :
k = [k]
if cnt != m:
raise ValueError, "The order of integration must be integer"
if cnt < 0 :
raise ValueError, "The order of integration must be non-negative"
if len(k) > cnt :
raise ValueError, "Too many integration constants"
# cs is a trimmed copy
[cs] = pu.as_series([cs])
if cnt == 0:
return cs
k = list(k) + [0]*(cnt - len(k))
for i in range(cnt) :
n = len(cs)
cs *= scl
if n == 1 and cs[0] == 0:
cs[0] += k[i]
else:
tmp = np.empty(n + 1, dtype=cs.dtype)
tmp[0] = cs[0]*0
tmp[1] = cs[0]
for j in range(1, n):
t = cs[j]/(2*j + 1)
tmp[j + 1] = t
tmp[j - 1] -= t
tmp[0] += k[i] - legval(lbnd, tmp)
cs = tmp
return cs
def legval(x, cs):
"""Evaluate a Legendre series.
If `cs` is of length `n`, this function returns :
``p(x) = cs[0]*P_0(x) + cs[1]*P_1(x) + ... + cs[n-1]*P_{n-1}(x)``
If x is a sequence or array then p(x) will have the same shape as x.
If r is a ring_like object that supports multiplication and addition
by the values in `cs`, then an object of the same type is returned.
Parameters
----------
x : array_like, ring_like
Array of numbers or objects that support multiplication and
addition with themselves and with the elements of `cs`.
cs : array_like
1-d array of Legendre coefficients ordered from low to high.
Returns
-------
values : ndarray, ring_like
If the return is an ndarray then it has the same shape as `x`.
See Also
--------
legfit
Notes
-----
The evaluation uses Clenshaw recursion, aka synthetic division.
Examples
--------
"""
# cs is a trimmed copy
[cs] = pu.as_series([cs])
if isinstance(x, tuple) or isinstance(x, list) :
x = np.asarray(x)
if len(cs) == 1 :
c0 = cs[0]
c1 = 0
elif len(cs) == 2 :
c0 = cs[0]
c1 = cs[1]
else :
nd = len(cs)
c0 = cs[-2]
c1 = cs[-1]
for i in range(3, len(cs) + 1) :
tmp = c0
nd = nd - 1
c0 = cs[-i] - (c1*(nd - 1))/nd
c1 = tmp + (c1*x*(2*nd - 1))/nd
return c0 + c1*x
def legvander(x, deg) :
"""Vandermonde matrix of given degree.
Returns the Vandermonde matrix of degree `deg` and sample points `x`.
This isn't a true Vandermonde matrix because `x` can be an arbitrary
ndarray and the Legendre polynomials aren't powers. If ``V`` is the
returned matrix and `x` is a 2d array, then the elements of ``V`` are
``V[i,j,k] = P_k(x[i,j])``, where ``P_k`` is the Legendre polynomial
of degree ``k``.
Parameters
----------
x : array_like
Array of points. The values are converted to double or complex
doubles. If x is scalar it is converted to a 1D array.
deg : integer
Degree of the resulting matrix.
Returns
-------
vander : Vandermonde matrix.
The shape of the returned matrix is ``x.shape + (deg+1,)``. The last
index is the degree.
"""
ideg = int(deg)
if ideg != deg:
raise ValueError("deg must be integer")
if ideg < 0:
raise ValueError("deg must be non-negative")
x = np.array(x, copy=0, ndmin=1) + 0.0
v = np.empty((ideg + 1,) + x.shape, dtype=x.dtype)
# Use forward recursion to generate the entries. This is not as accurate
# as reverse recursion in this application but it is more efficient.
v[0] = x*0 + 1
if ideg > 0 :
v[1] = x
for i in range(2, ideg + 1) :
v[i] = (v[i-1]*x*(2*i - 1) - v[i-2]*(i - 1))/i
return np.rollaxis(v, 0, v.ndim)
def legfit(x, y, deg, rcond=None, full=False, w=None):
"""
Least squares fit of Legendre series to data.
Fit a Legendre series ``p(x) = p[0] * P_{0}(x) + ... + p[deg] *
P_{deg}(x)`` of degree `deg` to points `(x, y)`. Returns a vector of
coefficients `p` that minimises the squared error.
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
Degree of the fitting polynomial
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)
Legendre coefficients ordered from low to high. If `y` was 2-D,
the coefficients for the data in column k of `y` are in column
`k`.
[residuals, rank, singular_values, rcond] : present when `full` = True
Residuals of the least-squares fit, the effective rank of the
scaled Vandermonde matrix and its singular values, and the
specified value of `rcond`. For more details, see `linalg.lstsq`.
Warns
-----
RankWarning
The rank of the coefficient matrix in the least-squares fit is
deficient. The warning is only raised if `full` = False. The
warnings can be turned off by
>>> import warnings
>>> warnings.simplefilter('ignore', RankWarning)
See Also
--------
legval : Evaluates a Legendre series.
legvander : Vandermonde matrix of Legendre series.
polyfit : least squares fit using polynomials.
chebfit : least squares fit using Chebyshev series.
linalg.lstsq : Computes a least-squares fit from the matrix.
scipy.interpolate.UnivariateSpline : Computes spline fits.
Notes
-----
The solution are the coefficients ``c[i]`` of the Legendre series
``P(x)`` that minimizes the squared error
``E = \\sum_j |y_j - P(x_j)|^2``.
This problem is solved by setting up as the overdetermined matrix
equation
``V(x)*c = y``,
where ``V`` is the Vandermonde matrix of `x`, the elements of ``c`` are
the coefficients to be solved for, and the elements of `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
coeficient values may be poorly determined. Using a lower order fit
will usually get rid of the warning. The `rcond` parameter can also be
set to a value smaller than its default, but the resulting fit may be
spurious and have large contributions from roundoff error.
Fits using Legendre series are usually better conditioned than fits
using power series, but much can depend on the distribution of the
sample points and the smoothness of the data. If the quality of the fit
is inadequate splines may be a good alternative.
References
----------
.. [1] Wikipedia, "Curve fitting",
http://en.wikipedia.org/wiki/Curve_fitting
Examples
--------
"""
order = int(deg) + 1
x = np.asarray(x) + 0.0
y = np.asarray(y) + 0.0
# check arguments.
if deg < 0 :
raise ValueError, "expected deg >= 0"
if x.ndim != 1:
raise TypeError, "expected 1D vector for x"
if x.size == 0:
raise TypeError, "expected non-empty vector for x"
if y.ndim < 1 or y.ndim > 2 :
raise TypeError, "expected 1D or 2D array for y"
if len(x) != len(y):
raise TypeError, "expected x and y to have same length"
# set up the least squares matrices
lhs = legvander(x, deg)
rhs = y
if w is not None:
w = np.asarray(w) + 0.0
if w.ndim != 1:
raise TypeError, "expected 1D vector for w"
if len(x) != len(w):
raise TypeError, "expected x and w to have same length"
# apply weights
if rhs.ndim == 2:
lhs *= w[:, np.newaxis]
rhs *= w[:, np.newaxis]
else:
lhs *= w[:, np.newaxis]
rhs *= w
# set rcond
if rcond is None :
rcond = len(x)*np.finfo(x.dtype).eps
# scale the design matrix and solve the least squares equation
scl = np.sqrt((lhs*lhs).sum(0))
c, resids, rank, s = la.lstsq(lhs/scl, rhs, rcond)
c = (c.T/scl).T
# warn on rank reduction
if rank != order and not full:
msg = "The fit may be poorly conditioned"
warnings.warn(msg, pu.RankWarning)
if full :
return c, [resids, rank, s, rcond]
else :
return c
def legroots(cs):
"""
Compute the roots of a Legendre series.
Return the roots (a.k.a "zeros") of the Legendre series represented by
`cs`, which is the sequence of coefficients from lowest order "term"
to highest, e.g., [1,2,3] is the series ``L_0 + 2*L_1 + 3*L_2``.
Parameters
----------
cs : array_like
1-d array of Legendre series coefficients ordered from low to high.
Returns
-------
out : ndarray
Array of the roots. If all the roots are real, then so is the
dtype of ``out``; otherwise, ``out``'s dtype is complex.
See Also
--------
polyroots
chebroots
Notes
-----
Algorithm(s) used:
Remember: because the Legendre series basis set is different from the
"standard" basis set, the results of this function *may* not be what
one is expecting.
Examples
--------
>>> import numpy.polynomial as P
>>> P.polyroots((1, 2, 3, 4)) # 4x^3 + 3x^2 + 2x + 1 has two complex roots
array([-0.60582959+0.j , -0.07208521-0.63832674j,
-0.07208521+0.63832674j])
>>> P.legroots((1, 2, 3, 4)) # 4L_3 + 3L_2 + 2L_1 + 1L_0 has only real roots
array([-0.85099543, -0.11407192, 0.51506735])
"""
# cs is a trimmed copy
[cs] = pu.as_series([cs])
if len(cs) <= 1 :
return np.array([], dtype=cs.dtype)
if len(cs) == 2 :
return np.array([-cs[0]/cs[1]])
n = len(cs) - 1
cs /= cs[-1]
cmat = np.zeros((n,n), dtype=cs.dtype)
cmat[1, 0] = 1
for i in range(1, n):
tmp = 2*i + 1
cmat[i - 1, i] = i/tmp
if i != n - 1:
cmat[i + 1, i] = (i + 1)/tmp
else:
cmat[:, i] -= cs[:-1]*(i + 1)/tmp
roots = la.eigvals(cmat)
roots.sort()
return roots
#
# Legendre series class
#
exec polytemplate.substitute(name='Legendre', nick='leg', domain='[-1,1]')
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