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func.py
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func.py
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#!/usr/bin/env python
"""
To run these tests, execute "python func.py".
Define some data points, x-values and y-values:
>>> xs = (0., 0.25, 0.5, 0.75, 1.)
>>> ys = (3., 2., 4., 5., 6.)
Construct the spline representaiton:
>>> spl = SplineFunc(xs, ys)
Evaluate the spline at a few points:
>>> spl(0.)
3.0000000000000013
>>> spl(1.)
6.0
>>> spl(0.5)
4.0
>>> spl(0.333)
2.5898159280000002
"Calling" a Func is equivalent to invoking its value method |f|:
>>> spl.f(0.333)
2.5898159280000002
Evaluate derivative of a spline funciton at the same point:
>>> spl.fprime(0.333)
8.3266479999999987
A general function is constructed this way:
>>> p = Func(lambda x: x**2, lambda x: 2*x)
>>> p(2)
4
>>> q = Func(lambda x: x+1, lambda x: 1)
>>> q(2)
3
>>> pq = compose(p, q)
>>> pq.f(2), pq.fprime(2)
(9, array(6))
>>> qp = compose(q, p)
>>> qp.f(2), qp.fprime(2)
(5, array(4))
This is the integral of (x + 1) which is x^2/2 + x,
it also save the derivative of the integral:
>>> Q = Integral(q)
>>> Q(2.), Q.fprime(2.), q(2.)
(4.0, 3.0, 3.0)
This builds the inverse of Q and also is able to
compute the derivative of Q using that of P:
>>> P = Inverse(Q)
>>> P(Q(2.)), Q(P(4.))
(2.0, 4.0)
Derivatives of reciprocal functions are reciprocal:
>>> P.fprime(4.) * Q.fprime(P(4.))
1.0
>>> Q.fprime(2.) * P.fprime(Q(2.))
1.0
NumDiff() provides numerical differentiation for
the cases where implementation of |fprime| method
appears cumbersome:
>>> spl2 = NumDiff(spl)
>>> spl2(0.333) - spl(0.333)
0.0
>>> err = spl2.fprime(0.333) - spl.fprime(0.333)
>>> abs(err) / spl.fprime(0.333) < 1e-12
True
NumDiff() for multivariante functions, MB79 is a 2D PES:
>>> from pts.pes.mueller_brown import MuellerBrown
>>> mb1 = MuellerBrown()
>>> mb2 = NumDiff(mb1)
The point to differentiate at:
>>> p = array([0., 0.])
Analytical derivatives:
>>> mb1.fprime(p)
array([-120.44528524, -108.79148986])
Numerical derivatives:
>>> mb2.fprime(p)
array([-120.44528524, -108.79148986])
NumDiff() for multivariate vector functions, say the gradient of MB79:
>>> grad = NumDiff(mb1.fprime)
Hessian is the (numerical) derivative of the gradient:
>>> hess = grad.fprime
This is one of the minima on MB79 PES:
>>> b = array([ 0.62349942, 0.02803776])
The gradient is (almost) zero:
>>> grad(b)
array([ 8.57060655e-06, 6.74209871e-06])
The Hessian must be positively defined:
>>> hess(b)
array([[ 553.62608244, 154.92743643],
[ 154.92743643, 2995.60603248]])
For multivariate array-valued functions one needs to care about
indexing. This is a (2,2)-array valued function of (2,2)-array
argument:
>>> def f(x):
... a = x[0,0]
... b = x[0,1]
... c = x[1,0]
... d = x[1,1]
... return array([[a+d, b-c],
... [c-b, d-a]])
>>> f1 = NumDiff(f)
>>> from numpy import zeros
>>> x = zeros((2, 2))
>>> df = f1.fprime(x)
All of four linearly independent differentials, have the same shape as
the function result, only two shown here:
>>> f1.d(x, [[1, 0], [0, 0]])
array([[ 1., 0.],
[ 0., -1.]])
>>> f1.d(x, [[0.5, 0.5], [0.5, 0.5]])
array([[ 1., 0.],
[ 0., 0.]])
In most (all?) cases so far we decide to store the derivatives of
array-valued funcitons of array arguments consistenly with this
mnemonics:
df / dx is stored at array location [i, k]
i k
If any or both of |f| or |x| have more than one axis consider |i| and
|k| as composite indices. Here is an example:
Derivatives wrt |a| == x[0,0]:
>>> df[:,:,0,0]
array([[ 1., 0.],
[ 0., -1.]])
Derivatives wrt |b| == x[0,1]:
>>> df[:,:,0,1]
array([[ 0., 1.],
[-1., 0.]])
Derivatives wrt |c| == x[1,0]:
>>> df[:,:,1,0]
array([[ 0., -1.],
[ 1., 0.]])
Derivatives wrt |d| == x[1,1]:
>>> df[:,:,1,1]
array([[ 1., 0.],
[ 0., 1.]])
Sometimes it is convenient to view the derivatives
as rectangular matrix:
>>> df.reshape((4, 4))
array([[ 1., 0., 0., 1.],
[ 0., 1., -1., 0.],
[ 0., -1., 1., 0.],
[-1., 0., 0., 1.]])
The funciton |f1| is a shape(2, 2) -> shape(2, 2) function, we can chain
it for testing f2(x) = f1(f1(x)
>>> f2 = compose(f1, f1)
Although the point x = 0.0 is a fixpoint:
>>> from numpy import all
>>> all(x == f1(x)) and all(x == f2(x))
True
The derivative matrix is a "square" of |df|:
>>> f2.fprime(x).reshape((4, 4))
array([[ 0., 0., 0., 2.],
[ 0., 2., -2., 0.],
[ 0., -2., 2., 0.],
[-2., 0., 0., 0.]])
"""
__all__ = ["Func", "LinFunc", "QuadFunc", "SplineFunc", "CubicFunc"]
from numpy import array, dot, hstack, linalg, atleast_1d, abs, column_stack, ones
from numpy import empty, asarray, searchsorted
from numpy import shape
from npz import matmul
from scipy.interpolate import splrep, splev # interp1d
from scipy.integrate import quad
from scipy.optimize import newton
from ridders import dfridr
class Func(object):
def __init__(self, f=None, fprime=None, taylor=None, pinv=None):
if f is not None:
self.f = f
if fprime is not None:
self.fprime = fprime
if taylor is not None:
self.taylor = taylor
if pinv is not None:
self.pinv = pinv
# subclasses may choose to implement either (f, fprime) or just (taylor):
def f(self, *args, **kwargs):
return self.taylor(*args, **kwargs)[0]
def fprime(self, *args, **kwargs):
return self.taylor(*args, **kwargs)[1]
# alternatively, subclasses may choose to implement just one:
def taylor(self, *args, **kwargs):
return self.f(*args, **kwargs), self.fprime(*args, **kwargs)
# subclasses may choose to offer a more efficient implementation
# of the differential:
def d(self, x, dx):
assert shape(x) == shape(dx)
f, fp = self.taylor(x)
df = matmul(shape(f), (), shape(x), fp, dx)
return df
# make our Funcs callable:
def __call__(self, *args, **kwargs):
return self.f(*args, **kwargs)
#
# The next two methods implement the interface of the context
# manager for use as in
#
# with Func (lambda x: ...) as f:
# print f(x)
# ...
#
# This is a hack to allow for Func objects that need an explicit
# setup and finalization, like startin/stopping the server
# process. But if one needs this for some functions, one needs it
# for all of them.
#
def __enter__ (self):
return self
def __exit__ (self, typ, val, tb):
pass # return None which is false
# Minimal aritmetics:
def __add__ (self, other):
return add (self, other)
def elemental(f, map=map):
"""
A decorator for functions "f(x, ...)" that makes them elemental in
the first argument. Other arguments are passed as is. By using a
parallel map implementation one can achieve parallelizm.
>>> def f(x, a): return x * a
>>> f(2, 10)
20
>>> f = elemental(f)
>>> f([2, 3, 4], 10)
[20, 30, 40]
"""
def _f(xs, *args, **kwargs):
def __f(x):
return f(x, *args, **kwargs)
return map(__f, xs)
return _f
class Elemental(Func):
"""Make a Func elemental over the first argument by F = Elemental(f).
Other arguments are passed as is. Provide a parallel map
implementation if you want to parallelize independent evaluations.
Example:
>>> f = Func(lambda x: x**2, lambda x: 2 * x)
>>> f(3), f.fprime(3)
(9, 6)
Make it elmental
>>> F = Elemental(f)
so that it can be now called with array-valued arguments:
>>> xs = [3, 4, 5]
>>> F(xs)
[9, 16, 25]
>>> F.fprime(xs)
[6, 8, 10]
>>> (F(xs), F.fprime(xs)) == F.taylor(xs)
True
"""
def __init__(self, f, map=map):
self._args = f, map
def f(self, xs, *args, **kwargs):
F, map = self._args
return map(lambda x: F(x, *args, **kwargs), xs)
def fprime(self, xs, *args, **kwargs):
F, map = self._args
return map(lambda x: F.fprime(x, *args, **kwargs), xs)
def taylor(self, xs, *args, **kwargs):
F, map = self._args
fgs = map(lambda x: F.taylor(x, *args, **kwargs), xs)
fs = [f for f, g in fgs]
gs = [g for f, g in fgs]
return fs, gs
class RhoInterval(Func):
"""Supports generation of bead density functions for placement of beads
at specific positions.
"""
def __init__(self, intervals):
if intervals[0] != 0:
intervals = [0] + intervals.tolist()
self.intervals = array(intervals)
self.N = len(intervals)
# Func.__init__(f=self.f)
def f(self, x):
msg = 'Class RhoInterval only defined for x <- (%f,%f]' % (self.intervals[0], self.intervals[-1])
if x < 0:
raise ValueError(msg)
for i in range(self.N)[1:]:
if x <= self.intervals[i]:
return 1.0 / (self.intervals[i] - self.intervals[i-1])
msg += ' Supplied value was %f' % x
raise ValueError(msg)
def add (P, Q):
"Add P and Q"
def f (x):
return P (x) + Q (x)
def fprime (x):
return P.fprime (x) + Q.fprime (x)
def taylor (x):
q, qx = Q.taylor (x)
p, px = P.taylor (x)
return p + q, px + qx
return Func (f, fprime, taylor)
def compose(P, Q):
"Compose P*Q, make P(x) = P(Q(x))"
def f(x):
return P(Q(x))
# note that calling (P*Q).f and (P*Q).fprime
# will compute Q.f(x) twice. If operating
# with expensive functions without any caching
# you may want to want to use the "taylor" interface instead.
def fprime(x):
q, qx = Q.taylor(x)
p, pq = P.taylor(q)
px = matmul(shape(p), shape(x), shape(q), pq, qx)
return px
def taylor(x):
q, qx = Q.taylor(x)
p, pq = P.taylor(q)
px = matmul(shape(p), shape(x), shape(q), pq, qx)
return p, px
# Note that many Funcs do not define pseudo-inverse. But if they
# do, this holds:
def pinv (y):
return Q.pinv (P.pinv (y))
return Func(f, fprime, taylor, pinv)
class LinFunc(Func):
"""
Linear Funciton
>>> f = LinFunc([1., 2.], [-10., -100.])
>>> f(3.0)
-190.0
>>> f.fprime(3.0)
-90.0
"""
def __init__(self, xs, ys):
# This one throws error on attempts to extrapolate, even with
# bounds_error=False it will return a "fill value".
# self.fs = interp1d(xs, ys)
self.point = ys[0], xs[0]
self.slope = (ys[1] - ys[0]) / (xs[1] - xs[0])
def f(self, x):
y0, x0 = self.point
return y0 + (x - x0) * self.slope
def fprime(self, x):
# FIXME: copy here, arrays would be mutable, though numbers
# are not:
return self.slope + 0.0
class QuadFunc(Func):
def __init__(self, xs, ys):
self.coeffs = self.calc_coeffs(xs,ys)
def calc_coeffs(self, xs, ys):
assert len(xs) == len(ys) == 3
xs_x_pow_2 = xs**2
xs_x_pow_1 = xs
A = column_stack((xs_x_pow_2, xs_x_pow_1, ones(3)))
quadratic_coeffs = linalg.solve(A,ys)
return quadratic_coeffs
def f(self, x):
x = atleast_1d(x).item()
tmp = dot(array((x**2, x, 1)), self.coeffs)
return tmp
def fprime(self, x):
x = atleast_1d(x).item()
return 2 * self.coeffs[0] * x + self.coeffs[1]
def stat_points(self):
"""Returns the locations of the stationary points."""
lin_coeffs = array((2, 1.)) * self.coeffs[:2]
m,b = lin_coeffs
return [-b / m]
def fprimeprime(self, x):
return 2 * self.coeffs[0]
def __str__(self):
a,b,c = self.coeffs
return "%.4e*x**2 + %.4e*x + %.4e" % (a,b,c)
class CubicFunc(Func):
"""
>>> from numpy import round
>>> c = CubicFunc(array([1,2,3,4]), array([0,0,0,1]))
>>> round(c.coeffs*100)
array([ 17., -100., 183., -100.])
>>> c(1)
0.0
>>> c = CubicFunc(array([1,3]), array([0,0]), dydxs=array([1,1]))
>>> abs(c(1)) < 1.0e-10
True
>>> round(c.fprime(1), 12)
1.0
>>> c = CubicFunc(array([0,1,2,3]), array([0,0,0,0]))
>>> c.coeffs
array([ 0., 0., 0., 0.])
>>> c = CubicFunc(array([0,1,2,3]), array([0,1,2,3]))
>>> c.coeffs
array([ 0., 0., 1., 0.])
>>> c = CubicFunc(array([0,1,2,3]), array([0,1,2,3]))
>>> c.coeffs
array([ 0., 0., 1., 0.])
Set coefficients explicitly (for testing only):
>>> c.coeffs = array([0., 1./2., 1., 0.])
>>> c.stat_points()
[-1.0]
>>> c.coeffs = array([1./3., 1./2., 0., 0.])
>>> c.stat_points()
[-0, -1.0]
>>> c.coeffs = array([1./3., 1./2., 1e-9, 0.])
>>> c.stat_points()
[-1.0000000010000002e-09, -0.99999999899999992]
>>> c.coeffs = array([-1./3., -1./2., -1e-9, 0.])
>>> c.stat_points()
[-0.99999999899999992, -1.0000000010000002e-09]
"""
def __init__(self, xs, ys, dydxs=None):
assert len(xs) == len(ys)
assert dydxs == None or len(xs) == 2 and len(dydxs) == 2
if dydxs != None:
A = array([[3*xs[0]**2, 2*xs[0], 1, 0],
[3*xs[1]**2, 2*xs[1], 1, 0],
[xs[0]**3, xs[0]**2, xs[0], 1],
[xs[1]**3, xs[1]**2, xs[1], 1]])
Ys = hstack([dydxs, ys])
# calculate coefficients of cubic polynomial
self.coeffs = linalg.solve(A,Ys)
else:
assert len(xs) == 4
A = array([[xs[0]**3, xs[0]**2, xs[0], 1],
[xs[1]**3, xs[1]**2, xs[1], 1],
[xs[2]**3, xs[2]**2, xs[2], 1],
[xs[3]**3, xs[3]**2, xs[3], 1]])
# calculate coefficients of cubic polynomial
self.coeffs = linalg.solve(A,ys)
def __str__(self):
a,b,c,d = self.coeffs
return "%.4e*x**3 + %.4e*x**2 + %.4e*x + %.4e" % (a,b,c,d)
def f(self, x):
return dot(array((x**3, x**2, x, 1.)), self.coeffs)
def fprime(self, x):
return dot(array((3*x**2, 2*x, 1., 0.)), self.coeffs)
def fprimeprime(self, x):
return dot(array((6*x, 2, 0., 0.)), self.coeffs)
def stat_points(self):
"""Returns the locations of the stationary points."""
# derivative coefficients of third order polynomial:
a, b, c = array((3., 2., 1.)) * self.coeffs[:3]
# avoid division by zero, treat linear case:
if a == 0.0: return [-c/b]
delta = b**2 - 4*a*c
if delta < 0:
return []
elif delta == 0:
return [-b / 2 / a]
elif b < 0: # sign of b decides which of the two results to change
#
# Also avoids precision loss for sqrt(BIG**2 + small) - BIG
#
return [(-b + delta**0.5) / 2 / a, 2 * c / (-b + delta**0.5)]
else:
return [2 * c / (-b - delta**0.5), (-b - delta**0.5) / 2 / a]
class SplineFunc(Func):
def __init__(self, xs, ys):
self.spline_data = splrep(xs, ys, s=0)
def f(self, x):
return splev(x, self.spline_data, der=0)
def fprime(self, x):
return splev(x, self.spline_data, der=1)
def casteljau(t, ps):
"""de Casteljau's algorythm for evaluating Bernstein forms,
e.g. for the third order:
3 2 2 3
C (t) = (1-t) * P + 3t(1-t) * P + 3t(1-t) * P + t * P
3 0 1 2 3
where [P0, P1, P2, P3] are taken from ps[:]
>>> casteljau(0., [1.])
1.0
>>> casteljau(1., [1.])
1.0
>>> casteljau(0.5, [1.])
1.0
>>> casteljau(0.5, [2.])
2.0
>>> casteljau(0.5, [10., 5.])
7.5
Should also work for array valued (e.g. 2D) points:
>>> casteljau(0.5, [array([10., 3.]), array([5., 10.]), array([3., 5.])])
array([ 5.75, 7. ])
Compare with this:
>>> casteljau(0.5, [10., 5., 3.])
5.75
>>> casteljau(0.5, [3., 10., 5.])
7.0
"""
# polynomial order:
n = len(ps) - 1
# a copy of ps, will be modifying this:
bs = asarray(ps).copy() # \beta^0
for j in xrange(1, n + 1):
# \beta^j, j=1..n:
bs[:n-j+1] = bs[:n-j+1] * (1 - t) + bs[1:n-j+2] * t
return bs[0] # \beta^{n}_0
class CubicSpline(Func):
"""Piecwise fitting with cubic polynomials.
By s = CubicSpline(xs, ys, yprimes) one constructs a Func()
with cubic interpolation in each interval.
NOTE: the second derivative of this spline is NOT continous.
>>> s = CubicSpline([0.0, 0.3, 0.8], [1., 0., -1.], [2., 2., 3.])
>>> s(0.0)
1.0
>>> s(0.3)
0.0
>>> s(0.8)
-1.0
>>> round(s.fprime(0.), 12)
2.0
>>> s.fprime(0.3)
2.0
>>> s.fprime(0.8)
3.0
Compare analytical and numerical derivatives:
>>> abs(s.fprime(0.5)) > 1
True
>>> s1 = NumDiff(s)
>>> abs(s.fprime(0.5) - s1.fprime(0.5)) < 1.e-12
True
For single interval the same behaviour as CubicFunc():
>>> c = CubicSpline([1., 3.], [0., 0.], [1., 1.])
>>> round(c(1.), 12)
0.0
>>> c(3.)
0.0
>>> c.fprime(1.)
1.0
Should also work for nD interpolation, here 2 points in 2D:
>>> r = CubicSpline([1., 3.], [(10., 3.), (5., 10.)], [(3., 5.), (7., 9.)])
>>> r(1.)
array([ 10., 3.])
>>> r(3.)
array([ 5., 10.])
>>> r.fprime(1.)
array([ 3., 5.])
>>> r.fprime(3.)
array([ 7., 9.])
"""
def __init__(self, xs, ys, yprimes):
assert len(xs) == len(ys)
assert len(xs) == len(yprimes)
xs = asarray(xs)
ys = asarray(ys)
yprimes = asarray(yprimes)
self.xs = xs
# number of intervals:
m = len(xs) - 1
# precompute four Bezier points for each interval:
ps = [] # empty((m, 4))
for i in range(m):
dx = xs[i+1] - xs[i]
p4 = [ ys[i]
, ys[i] + yprimes[i] / 3.0 * dx
, ys[i+1] - yprimes[i+1] / 3.0 * dx
, ys[i+1] ]
ps.append(p4)
self.ps = ps
# precompute three Bezier points for derivative at each interval:
dps = [] # empty((m, 3))
for i in range(m):
# 3 is the order of differentiated Bernstein polynomials:
p3 = [ 3.0 * (ps[i][1] - ps[i][0])
, 3.0 * (ps[i][2] - ps[i][1])
, 3.0 * (ps[i][3] - ps[i][2]) ]
dps.append(p3)
self.dps = dps
def f(self, x):
"""Uses search in sorted array.
This tells that 1.5 would need to be inserted at position 2:
>>> searchsorted([0., 1., 2.], 1.5)
2
"""
xs = self.xs # abbr
i = searchsorted(xs, x)
# out of range:
if i == 0: i = 1
# x = xs[0]
if i == len(xs): i = len(xs) - 1
# x = xs[-1]
# normalized coordinate within the interval, t in (0,1)
dx = xs[i] - xs[i-1]
t = (x - xs[i-1]) / dx
return casteljau(t, self.ps[i-1])
def fprime(self, x):
xs = self.xs # abbr
i = searchsorted(xs, x)
# out of range:
if i == 0: i = 1
# x = xs[0]
if i == len(xs): i = len(xs) - 1
# x = xs[-1]
# normalized coordinate within the interval, t in (0,1)
dx = xs[i] - xs[i-1]
t = (x - xs[i-1]) / dx
return casteljau(t, self.dps[i-1]) / dx
class Integral(Func):
"""This is slightly more than a quadrature, because it
also saves and returns the exact derivative of the integral
>>> from numpy import cos, sin
>>> s = Integral(cos)
>>> s(0.0)
0.0
>>> s(1.0) - sin(1.0)
0.0
>>> s(-1.0) - sin(-1.0)
0.0
"""
def __init__(self, fprime, a=0.0, **kwargs):
"""Defines a Func() by integration of plain function fprime
NOTE: optional |kwargs| are passed to scipy.integrate.quad() as is.
"""
# we do not def fprime(self, x), is it a problem?
self.fprime = fprime
# these to be passed to |quad| as is:
self.kwargs = kwargs
# dict cache for computed integral values:
self.__fs = {a: 0.0}
self.__xs = [a]
def f(self, x):
"""f(x) as an integral of |fprime| assuming f(x0) = 0
"""
# aliases:
fs = self.__fs
xs = self.__xs
# return cached value, if possible:
if x in fs:
return fs[x]
# find (x0, f0) that is not too far from x:
i = searchsorted(xs, x)
# FIXME: pick the closest of x[i-1], x[i]
if i > 0:
# default to forward integration ...
x0 = xs[i-1]
else:
# ... unless x < min(xs), then integrate backwards:
x0 = xs[0]
# f(x0) is cached, compute the integral from x0 to x:
(s, err) = quad(self.fprime, x0, x, **self.kwargs)
if abs(err) > abs(s) * 1.0e-3:
from warnings import warn
warn("integration error suspiciously big %e of %e" % (err, s))
if abs(err) > 1.0e-6:
warn("Exit because of too large integration error")
exit()
# f(x) = f(x0) + integral from x0 to x:
fx = fs[x0] + s
# save computed value in cache:
fs[x] = fx
xs.insert(i, x)
return fx
class Inverse(Func):
"""For s = s(x) construct x = x(s)
Inverse is constructed by solving s(x) = s by Newton method
NOTE: not all functions are invertible, only monotonic ones,
it is the user responsibility to ensure that s.fprime is either always
greater than or always less than zero.
"""
def __init__(self, s):
"""Just saves the forward functions s(x)"""
# save the forward func:
self.s = s
def f(self, s):
"x(s) as a solution of s(x) = s by Newton method, maybe not the most efficient way"
# the difference between value of forward funciton for trial x
# and the target value:
def s0(x): return self.s(x) - s
# def s1(x): return self.s.fprime(x)
# solve equation sdiff(x) = 0, starting with trial x = 0:
# FIXME: maybe approximate interpolation for initial x?
# THIS DOES NOT WORK: (x, kws, err, msg) = scipy.optimize.fsolve(f, 0.0, fprime=sprime)
x = newton(s0, 0.0, fprime=self.s.fprime)
assert abs(s0(x)) <= 1.0e7
return x
def fprime(self, s):
"""Derivative of x(s) that is inverse of s(x).
NOTE: dx/ds at s equals (ds/dx)^-1 at x = x(s)
"""
# first get x = x(s):
x = self.f(s) # this requires solving Newton method
# return the reciprocal of the forward derivative at x:
return 1. / self.s.fprime(x)
class NumDiff(Func):
"""Implements |.fprime| method by numerical differentiation"""
# in case subclasses dont call our __init__:
__h = 0.001
def __init__(self, f=None, h=0.001):
"""Just saves the function f(x)"""
# save the func, and default step:
if f is not None:
self.f = f
# else: the subclass should implement it
self.__h = h
# either set in __init__ or implemented by subclass:
# def f(self, x):
# return self.__f(x)
def d(self, x, dx):
"""
Differantial df of f(x) upon dx by numerical differentiation.
This is NOT a finite difference f(x + dx) - f(x)!
"""
x = asarray(x)
dx = asarray(dx)
# To respect the step size "h" we will scale dx by its length:
d = linalg.norm(dx)
if d > 0.0:
# This is a univariate f(s) := f(x + s * dx):
fs = lambda s: self.f(x + (s/d) * dx)
else:
# a lazy way to get the correct shape of the result:
fs = lambda s: self.f(x + s * dx)
fsprime, err = dfridr(fs, 0.0, h=self.__h)
return fsprime * d
def fprime(self, x):
"""Numerical derivatives of self.f(x)"""
# In case f(x) returns a list of lists instead of real arrays:
f = lambda x: asarray (self.f (x))
if type (x) == type (1.0): # univariate function:
dfdx, err = dfridr (f, x, h=self.__h)
# print dfdx, err, err / prime
assert err <= abs(dfdx) * 1.e-12
return dfdx
else: # maybe multivariate:
# FIXME: cannot one unify the two branches?
# convert argument to array if necessary:
x = asarray(x)
xshape = x.shape
xsize = x.size
# FIXME: this evaluation is only to get the shape of the
# result:
fx = asarray(f(x))
fshape = fx.shape
# Univariate function of |y| with parameter |n| staying
# for the index of variable component. Two views of the
# same local array will be used by func(y, n):
xwork = array(x) # makes a copy
xview = xwork.reshape(-1)
def func(y, n):
# save component:
old = xview[n]
# set component:
xview[n] = old + y
# Feed into function to be differentiated. Here xwork
# and xview share the data. FIXME: do we allow f(x)
# to modify x? Not here:
fx = f(xwork)