"""
Objects for dealing with Hermite series.
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`).
Constants
---------
- `hermdomain` -- Hermite series default domain, [-1,1].
- `hermzero` -- Hermite series that evaluates identically to 0.
- `hermone` -- Hermite series that evaluates identically to 1.
- `hermx` -- Hermite series for the identity map, ``f(x) = x``.
Arithmetic
----------
- `hermmulx` -- multiply a Hermite series in ``P_i(x)`` by ``x``.
- `hermadd` -- add two Hermite series.
- `hermsub` -- subtract one Hermite series from another.
- `hermmul` -- multiply two Hermite series.
- `hermdiv` -- divide one Hermite series by another.
- `hermval` -- evaluate a Hermite series at given points.
- `hermval2d` -- evaluate a 2D Hermite series at given points.
- `hermval3d` -- evaluate a 3D Hermite series at given points.
- `hermgrid2d` -- evaluate a 2D Hermite series on a Cartesian product.
- `hermgrid3d` -- evaluate a 3D Hermite series on a Cartesian product.
Calculus
--------
- `hermder` -- differentiate a Hermite series.
- `hermint` -- integrate a Hermite series.
Misc Functions
--------------
- `hermfromroots` -- create a Hermite series with specified roots.
- `hermroots` -- find the roots of a Hermite series.
- `hermvander` -- Vandermonde-like matrix for Hermite polynomials.
- `hermvander2d` -- Vandermonde-like matrix for 2D power series.
- `hermvander3d` -- Vandermonde-like matrix for 3D power series.
- `hermgauss` -- Gauss-Hermite quadrature, points and weights.
- `hermweight` -- Hermite weight function.
- `hermcompanion` -- symmetrized companion matrix in Hermite form.
- `hermfit` -- least-squares fit returning a Hermite series.
- `hermtrim` -- trim leading coefficients from a Hermite series.
- `hermline` -- Hermite series of given straight line.
- `herm2poly` -- convert a Hermite series to a polynomial.
- `poly2herm` -- convert a polynomial to a Hermite series.
Classes
-------
- `Hermite` -- A Hermite series class.
See also
--------
`numpy.polynomial`
"""
from __future__ import division
import numpy as np
import numpy.linalg as la
import polyutils as pu
import warnings
from polytemplate import polytemplate
__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_e import poly2herme
>>> 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])
"""
if len(roots) == 0 :
return np.ones(1)
else :
[roots] = pu.as_series([roots], trim=False)
roots.sort()
p = [hermline(-r, 1) for r in roots]
n = len(p)
while n > 1:
m, r = divmod(n, 2)
tmp = [hermmul(p[i], p[i+m]) for i in range(m)]
if r:
tmp[0] = hermmul(tmp[0], p[-1])
p = tmp
n = m
return p[0]
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, 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.])
"""
# 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 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, 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.])
"""
# 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 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.
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, 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, 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.]))
"""
# 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 = hermmul([0]*i + [1], c2)
q = rem[-1]/p[-1]
rem = rem[:-1] - q*p[:-1]
quo[i] = q
return quo, pu.trimseq(rem)
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, hermmul, hermdiv
Examples
--------
>>> from numpy.polynomial.hermite import hermpow
>>> hermpow([1, 2, 3], 2)
array([ 81., 52., 82., 12., 9.])
"""
# c is a trimmed copy
[c] = pu.as_series([c])
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=c.dtype)
elif power == 1 :
return c
else :
# This can be made more efficient by using powers of two
# in the usual way.
prd = c
for i in range(2, power + 1) :
prd = hermmul(prd, c)
return prd
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=1)
if c.dtype.char in '?bBhHiIlLqQpP':
c = c.astype(np.double)
cnt, iaxis = [int(t) for t in [m, axis]]
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")
if iaxis != axis:
raise ValueError("The axis must be integer")
if not -c.ndim <= iaxis < c.ndim:
raise ValueError("The axis is out of range")
if iaxis < 0:
iaxis += c.ndim
if cnt == 0:
return c
c = np.rollaxis(c, iaxis)
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.rollaxis(c, 0, iaxis + 1)
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.isscalar(lbnd) == False``, or
``np.isscalar(scl) == False``.
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 ])
>>> 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 ])
"""
c = np.array(c, ndmin=1, copy=1)
if c.dtype.char in '?bBhHiIlLqQpP':
c = c.astype(np.double)
if not np.iterable(k):
k = [k]
cnt, iaxis = [int(t) for t in [m, axis]]
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")
if iaxis != axis:
raise ValueError("The axis must be integer")
if not -c.ndim <= iaxis < c.ndim:
raise ValueError("The axis is out of range")
if iaxis < 0:
iaxis += c.ndim
if cnt == 0:
return c
c = np.rollaxis(c, iaxis)
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.rollaxis(c, 0, iaxis + 1)
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=0)
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
"""
try:
x, y = np.array((x, y), copy=0)
except:
raise ValueError('x, y are incompatible')
c = hermval(x, c)
c = hermval(y, c, tensor=False)
return c
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
"""
c = hermval(x, c)
c = hermval(y, c)
return c
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
"""
try:
x, y, z = np.array((x, y, z), copy=0)
except:
raise ValueError('x, y, z are incompatible')
c = hermval(x, c)
c = hermval(y, c, tensor=False)
c = hermval(z, c, tensor=False)
return c
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
"""
c = hermval(x, c)
c = hermval(y, c)
c = hermval(z, c)
return c
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 = 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
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.rollaxis(v, 0, v.ndim)
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]*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
"""
ideg = [int(d) for d in deg]
is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
if is_valid != [1, 1]:
raise ValueError("degrees must be non-negative integers")
degx, degy = ideg
x, y = np.array((x, y), copy=0) + 0.0
vx = hermvander(x, degx)
vy = hermvander(y, degy)
v = vx[..., None]*vy[..., None, :]
return v.reshape(v.shape[:-2] + (-1,))
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
"""
ideg = [int(d) for d in deg]
is_valid = [id == d and id >= 0 for id, d in zip(ideg, deg)]
if is_valid != [1, 1, 1]:
raise ValueError("degrees must be non-negative integers")
degx, degy, degz = ideg
x, y, z = np.array((x, y, z), copy=0) + 0.0
vx = hermvander(x, degx)
vy = hermvander(y, degy)
vz = hermvander(z, degz)
v = vx[..., None, None]*vy[..., None, :, None]*vz[..., None, None, :]
return v.reshape(v.shape[:-3] + (-1,))
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`.
Since numpy version 1.7.0, hermfit also supports NA. If any of the
elements of `x`, `y`, or `w` are NA, then the corresponding rows of the
linear least squares problem (see Notes) are set to 0. If `y` is 2-D,
then an NA in any row of `y` invalidates that whole row.
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)
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] : 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
--------
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",
http://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([ 0.97902637, 1.99849131, 3.00006 ])
"""
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 in transposed form
lhs = hermvander(x, deg).T
rhs = y.T
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. Don't use inplace operations as they
# can cause problems with NA.
lhs = lhs * w
rhs = rhs * w
# set rcond
if rcond is None :
rcond = len(x)*np.finfo(x.dtype).eps
# Determine the norms of the design matrix columns.
if issubclass(lhs.dtype.type, np.complexfloating):
scl = np.sqrt((np.square(lhs.real) + np.square(lhs.imag)).sum(1))
else:
scl = np.sqrt(np.square(lhs).sum(1))
scl[scl == 0] = 1
# Solve the least squares problem.
c, resids, rank, s = la.lstsq(lhs.T/scl, rhs.T, 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 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
"""
accprod = np.multiply.accumulate
# 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., np.sqrt(2.*np.arange(1,n))))
scl = np.multiply.accumulate(scl)
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] -= (c[:-1]/c[-1])*(scl/scl[-1])*.5
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]])
m = hermcompanion(c)
r = la.eigvals(m)
r.sort()
return r
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 = int(deg)
if ideg != deg or ideg < 1:
raise ValueError("deg must be a non-negative 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])
m = hermcompanion(c)
x = la.eigvals(m)
x.sort()
# improve roots by one application of Newton
dy = hermval(x, c)
df = hermval(x, hermder(c))
x -= dy/df
# compute the weights. We scale the factor to avoid possible numerical
# overflow.
fm = hermval(x, c[1:])
fm /= np.abs(fm).max()
df /= np.abs(df).max()
w = 1/(fm * df)
# 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
#
exec polytemplate.substitute(name='Hermite', nick='herm', domain='[-1,1]')