def set_values(self, x):
from interpolation.splines.filter_cubic import filter_data, filter_mcoeffs
x = np.array(x)
if isinstance(self.exo_grid, UnstructuredGrid) and isinstance(
self.endo_grid, CartesianGrid):
min = self.endo_grid.min
max = self.endo_grid.max
n = self.endo_grid.n
coeffs = filter_controls(min, max, n, x)
self.coefficients = coeffs
elif isinstance(self.exo_grid, UnstructuredGrid) and isinstance(
self.endo_grid, SmolyakGrid):
from scipy.linalg import lu_solve
from numpy import linalg
self.thetas = [lu_solve(self.sg.lu_fact, v) for v in x]
elif isinstance(self.exo_grid, EmptyGrid) and isinstance(
self.endo_grid, SmolyakGrid):
from scipy.linalg import lu_solve
from numpy import linalg
self.thetas = lu_solve(self.sg.lu_fact, x[0])
elif isinstance(self.exo_grid,
(EmptyGrid, CartesianGrid)) and isinstance(
self.endo_grid, CartesianGrid):
full_grid = self.full_grid
min = full_grid.min
max = full_grid.max
n = full_grid.n
coeffs = filter_mcoeffs(min, max, n, x)
self.coefficients = coeffs
else:
raise Exception("Not implemented")
self.n_x = x.shape[-1]
def filter_controls(a, b, ndims, controls):
from interpolation.splines.filter_cubic import filter_data, filter_mcoeffs
dinv = (b - a) / (ndims - 1)
ndims = array(ndims)
n_m, N, n_x = controls.shape
coefs = zeros((n_m, ) + tuple(ndims + 2) + (n_x, ))
for i_m in range(n_m):
tt = filter_mcoeffs(a, b, ndims, controls[i_m, ...])
# for i_x in range(n_x):
coefs[i_m, ...] = tt
return coefs
def filter_controls(a,b,ndims,controls):
from interpolation.splines.filter_cubic import filter_data, filter_mcoeffs
dinv = (b-a)/(ndims-1)
ndims = array(ndims)
n_m, N, n_x = controls.shape
coefs = zeros( (n_m,) + tuple(ndims + 2) + (n_x,))
for i_m in range(n_m):
tt = filter_mcoeffs(a,b,ndims, controls[i_m,...])
# for i_x in range(n_x):
coefs[i_m,...] = tt
return coefs
def test_cubic_multi_spline():
from interpolation.splines.filter_cubic import filter_mcoeffs
from interpolation.splines.eval_cubic import eval_cubic_splines, vec_eval_cubic_splines
cc = filter_mcoeffs(a,b,orders,mvals)
assert(tuple(cc.shape) == tuple([o+2 for o in orders]+[mvals.shape[1]]))
ii = eval_cubic_splines(a, b, orders, cc, point)
iii = vec_eval_cubic_splines(a, b, orders, cc, points)
assert(ii.ndim==1)
assert(iii.ndim==2)
def test_cubic_multi_spline():
from interpolation.splines.filter_cubic import filter_mcoeffs
from interpolation.splines.eval_cubic import eval_cubic_splines, vec_eval_cubic_splines
cc = filter_mcoeffs(a, b, orders, mvals)
assert (tuple(cc.shape) == tuple([o + 2
for o in orders] + [mvals.shape[1]]))
ii = eval_cubic_splines(a, b, orders, cc, point)
iii = vec_eval_cubic_splines(a, b, orders, cc, points)
assert (ii.ndim == 1)
assert (iii.ndim == 2)
