Double Trapezoidal Integral in numpy - python-3.x

I have a two-dimensional function $f(x,y)=\exp(y-x)$. I would like to compute the double integral $\int_{0}^{10}\int_{0}^{10}f(x,y) dx dy$ using NumPy trapz. After some reading, they say I should just repeat the trapz twice but it's not working. I have tried the following
import numpy as np
def distFunc(x,y):
f = np.exp(-x+y)
return f
# Values in x to evaluate the integral.
x = np.linspace(.1, 10, 100)
y = np.linspace(.1, 10, 100)
list1=distFunc(x,y)
int_exp2d = np.trapz(np.trapz(list1, y, axis=0), x, axis=0)
The code always gives the error
IndexError: list assignment index out of range
I don't know how to fix this so that the code can work. I thought the inner trapz was to integrate along y first then we end by the second along x. Thank you.

You need to convert x and y to 2D arrays which can be done conveniently in numpy with np.meshgrid. This way, when you call distfunc it will return a 2D array which can be integrated along one axis first and then the other. As your code stands right now, you are passing a 1D list to the first integral (which is fine) and then the second integral receives a scalar value.
import numpy as np
def distFunc(x,y):
f = np.exp(-x+y)
return f
# Values in x to evaluate the integral.
x = np.linspace(.1, 10, 100)
y = np.linspace(.1, 10, 100)
X, Y = np.meshgrid(x, y)
list1=distFunc(X, Y)
int_exp2d = np.trapz(np.trapz(list1, y, axis=0), x, axis=0)

Related

Curve fitting with known coefficients in Python

I tried using Numpy, Scipy and Scikitlearn, but couldn't find what I need in any of them, basically I need to fit a curve to a dataset, but restricting some of the coefficients to known values, I found how to do it in MATLAB, using fittype, but couldn't do it in python.
In my case I have a dataset of X and Y and I need to find the best fitting curve, I know it's a polynomial of second degree (ax^2 + bx + c) and I know it's values of b and c, so I just needed it to find the value of a.
The solution I found in MATLAB was https://www.mathworks.com/matlabcentral/answers/216688-constraining-polyfit-with-known-coefficients which is the same problem as mine, but with the difference that their polynomial was of degree 5th, how could I do something similar in python?
To add some info: I need to fit a curve to a dataset, so things like scipy.optimize.curve_fit that expects a function won't work (at least as far as I tried).
The tools you have available usually expect functions only inputting their parameters (a being the only unknown in your case), or inputting their parameters and some data (a, x, and y in your case).
Scipy's curve-fit handles that use-case just fine, so long as we hand it a function that it understands. It expects x first and all your parameters as the remaining arguments:
from scipy.optimize import curve_fit
import numpy as np
b = 0
c = 0
def f(x, a):
return c+x*(b+x*a)
x = np.linspace(-5, 5)
y = x**2
# params == [1.]
params, _ = curve_fit(f, x, y)
Alternatively you can reach for your favorite minimization routine. The difference here is that you manually construct the error function so that it only inputs the parameters you care about, and then you don't need to provide that data to scipy.
from scipy.optimize import minimize
import numpy as np
b = 0
c = 0
x = np.linspace(-5, 5)
y = x**2
def error(a):
prediction = c+x*(b+x*a)
return np.linalg.norm(prediction-y)/len(prediction)**.5
result = minimize(error, np.array([42.]))
assert result.success
# params == [1.]
params = result.x
I don't think scipy has a partially applied polynomial fit function built-in, but you could use either of the above ideas to easily build one yourself if you do that kind of thing a lot.
from scipy.optimize import curve_fit
import numpy as np
def polyfit(coefs, x, y):
# build a mapping from null coefficient locations to locations in the function
# coefficients we're passing to curve_fit
#
# idx[j]==i means that unknown_coefs[i] belongs in coefs[j]
_tmp = [i for i,c in enumerate(coefs) if c is None]
idx = {j:i for i,j in enumerate(_tmp)}
def f(x, *unknown_coefs):
# create the entire polynomial's coefficients by filling in the unknown
# values in the right places, using the aforementioned mapping
p = [(unknown_coefs[idx[i]] if c is None else c) for i,c in enumerate(coefs)]
return np.polyval(p, x)
# we're passing an initial value just so that scipy knows how many parameters
# to use
params, _ = curve_fit(f, x, y, np.zeros((sum(c is None for c in coefs),)))
# return all the polynomial's coefficients, not just the few we just discovered
return np.array([(params[idx[i]] if c is None else c) for i,c in enumerate(coefs)])
x = np.linspace(-5, 5)
y = x**2
# (unknown)x^2 + 1x + 0
# params == [1, 0, 0.]
params = fit([None, 0, 0], x, y)
Similar features exist in nearly every mainstream scientific library; you just might need to reshape your problem a bit to frame it in terms of the available primitives.

Python 3: Getting Value Error, sequence larger than 32

I'm trying to write a script that computes numerical derivatives using the forward, backward, and centered approximations, and plots the results. I've made a linspace from 0 to 2pi with 100 points. I've made many arrays and linspaces in the past, but I've never seen this error: "ValueError: sequence too large; cannot be greater than 32"
I don't understand what the problem is. Here is my script:
import numpy as np
import matplotlib.pyplot as plt
def f(x):
return np.cos(x) + np.sin(x)
def f_diff(x):
return np.cos(x) - np.sin(x)
def forward(x,h): #forward approximation
return (f(x+h)-f(x))/h
def backward(x,h): #backward approximation
return (f(x)-f(x-h))/h
def center(x,h): #center approximation
return (f(x+h)-f(x-h))/(2*h)
x0 = 0
x = np.linspace(0,2*np.pi,100)
forward_result = np.zeros(x)
backward_result = np.zeros(x)
center_result = np.zeros(x)
true_result = np.zeros(x)
for i in range(x):
forward_result[i] = forward[x0,i]
true_result[i] = f_diff[x0]
print('Forward (x0={}) = {}'.format(x0,forward(x0,x)))
#print('Backward (x0={}) = {}'.format(x0,backward(x0,dx)))
#print('Center (x0={}) = {}'.format(x0,center(x0,dx)))
plt.figure()
plt.plot(x, f)
plt.plot(x,f_diff)
plt.plot(x, abs(forward_result-true_result),label='Forward difference')
I did try setting the linspace points to 32, but that gave me another error: "TypeError: 'numpy.float64' object cannot be interpreted as an integer"
I don't understand that one either. What am I doing wrong?
The issue starts at forward_result = np.zeros(x) because x is a numpy array not a dimension. Since x has 100 entries, np.zeros wants to create object in R^x[0] times R^x[1] times R^x[3] etc. The maximum dimension is 32.
You need a flat np array.
UPDATE: On request, I add corrected lines from code above:
forward_result = np.zeros(x.size) creates the array of dimension 1.
Corrected evaluation of the function is done via circular brackets. Also fixed the loop:
for i, h in enumerate(x):
forward_result[i] = forward(x0,h)
true_result[i] = f_diff(x0)
Finally, in the figure, you want to plot numpy array vs function. Fixed version:
plt.plot(x, [f(val) for val in x])
plt.plot(x, [f_diff(val) for val in x])

curve_fit with polynomials of variable length

I'm new to python (and programming in general) and want to make a polynomial fit using curve_fit, where the order of the polynomials (or the number of fit parameters) is variable.
I made this code which is working for a fixed number of 3 parameters a,b,c
# fit function
def fit_func(x, a,b,c):
p = np.polyval([a,b,c], x)
return p
# do the fitting
popt, pcov = curve_fit(fit_func, x_data, y_data)
But now I'd like to have my fit function to only depend on a number N of parameters instead of a,b,c,....
I'm guessing that's not a very hard thing to do, but because of my limited knowledge I can't get it work.
I've already looked at this question, but I wasn't able to apply it to my problem.
You can define the function to be fit to your data like this:
def fit_func(x, *coeffs):
y = np.polyval(coeffs, x)
return y
Then, when you call curve_fit, set the argument p0 to the initial guess of the polynomial coefficients. For example, this plot is generated by the script that follows.
import numpy as np
from scipy.optimize import curve_fit
import matplotlib.pyplot as plt
# Generate a sample input dataset for the demonstration.
x = np.arange(12)
y = np.cos(0.4*x)
def fit_func(x, *coeffs):
y = np.polyval(coeffs, x)
return y
fit_results = []
for n in range(2, 6):
# The initial guess of the parameters to be found by curve_fit.
# Warning: in general, an array of ones might not be a good enough
# guess for `curve_fit`, but in this example, it works.
p0 = np.ones(n)
popt, pcov = curve_fit(fit_func, x, y, p0=p0)
# XXX Should check pcov here, but in this example, curve_fit converges.
fit_results.append(popt)
plt.plot(x, y, 'k.', label='data')
xx = np.linspace(x.min(), x.max(), 100)
for p in fit_results:
yy = fit_func(xx, *p)
plt.plot(xx, yy, alpha=0.6, label='n = %d' % len(p))
plt.legend(framealpha=1, shadow=True)
plt.grid(True)
plt.xlabel('x')
plt.show()
The parameters of polyval specify p is an array of coefficients from the highest to lowest. With x being a number or array of numbers to evaluate the polynomial at. It says, the following.
If p is of length N, this function returns the value:
p[0]*x**(N-1) + p[1]*x**(N-2) + ... + p[N-2]*x + p[N-1]
def fit_func(p,x):
z = np.polyval(p,x)
return z
e.g.
t= np.array([3,4,5,3])
y = fit_func(t,5)
503
which is if you do the math here is right.

Calculate the volume of 3d plot

The data is from a measurement. The picture of the plotted data
I tried using trapz twice, but I get and error code: "ValueError: operands could not be broadcast together with shapes (1,255) (256,531)"
The x has 256 points and y has 532 points, also the Z is a 2d array that has a 256 by 532 lenght. The code is below:
import numpy as np
img=np.loadtxt('focus_x.txt')
m=0
m=np.max(img)
Z=img/m
X=np.loadtxt("pixelx.txt",float)
Y=np.loadtxt("pixely.txt",float)
[X, Y] = np.meshgrid(X, Y)
volume=np.trapz(X,np.trapz(Y,Z))
The docs state that trapz should be used like this
intermediate = np.trapz(Z, x)
result = np.trapz(intermediate, y)
trapz is reducing the dimensionality of its operand (by default on the last axis) using optionally a 1D array of abscissae to determine the sub intervals of integration; it is not using a mesh grid for its operation.
A complete example.
First we compute, using sympy, the integral of a simple bilinear function over a rectangular domain (0, 5) × (0, 7)
In [1]: import sympy as sp, numpy as np
In [2]: x, y = sp.symbols('x y')
In [3]: f = 1 + 2*x + y + x*y
In [4]: f.integrate((x, 0, 5)).integrate((y, 0, 7))
Out[4]: 2555/4
Now we compute the trapezoidal approximation to the integral (as it happens, the approximation is exact for a bilinear function) — we need coordinates arrays
In [5]: x, y = np.linspace(0, 5, 11), np.linspace(0, 7, 22)
(note that the sampling is different in the two directions and different from the defalt value used by trapz) — we need a mesh grid to compute the integrand and we need to compute the integrand
In [6]: X, Y = np.meshgrid(x, y)
In [7]: z = 1 + 2*X + Y + X*Y
and eventually we compute the integral
In [8]: 4*np.trapz(np.trapz(z, x), y)
Out[8]: 2555.0

How to get a theano function to return the an array of the same length as another tensor variable

I am really new to Theano, and I am just trying to figure out some basic functionality. I have a tensor variable x, and i would like the functio to return a tensor variable y of the same shape, but filled with value 0.2. I am not sure how to define y.
For example if x = [1,2,3,4,5], then I would like y = [0,2, 0,2, 0,2, 0,2, 0.2]
from theano import tensor, function
y = tensor.dmatrix('y')
masked_array = function([x],y)
There's probably a dozen different ways to do this and which is best will depend on the context: how this piece of code/functionality fits into the wider program.
Here's one approach:
import theano
import theano.tensor as tt
x = tt.vector()
y = tt.ones_like(x) * 0.2
f = theano.function([x], outputs=y)
print f([1, 2, 3, 4, 5])

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