def _construct_collection(
orders,
dist,
x_lookup,
w_lookup,
):
"""Create a collection of {abscissa: weight} key-value pairs."""
order = numpy.min(orders)
skew = orders - order
# Indices and coefficients used in the calculations
indices = numpoly.glexindex(order - len(dist) + 1,
order + 1,
dimensions=len(dist))
coeffs = numpy.sum(indices, -1)
coeffs = (2 * (
(order - coeffs + 1) % 2) - 1) * comb(len(dist) - 1, order - coeffs)
collection = defaultdict(float)
for bidx, coeff in zip(indices + skew, coeffs.tolist()):
abscissas = [value[idx] for idx, value in zip(bidx, x_lookup)]
weights = [value[idx] for idx, value in zip(bidx, w_lookup)]
for abscissa, weight in zip(product(*abscissas), product(*weights)):
collection[abscissa] += numpy.prod(weight) * coeff
return collection
def orth_ttr(order,
dist,
normed=False,
graded=True,
reverse=True,
retall=False,
cross_truncation=1.,
sort=None,
**kws):
"""
Create orthogonal polynomial expansion from three terms recursion formula.
Args:
order (int):
Order of polynomial expansion.
dist (Dist):
Distribution space where polynomials are orthogonal If dist.ttr
exists, it will be used. Must be stochastically independent.
normed (bool):
If True orthonormal polynomials will be used.
graded (bool):
Graded sorting, meaning the indices are always sorted by the index
sum. E.g. ``q0**2*q1**2*q2**2`` has an exponent sum of 6, and will
therefore be consider larger than both ``q0**2*q1*q2``,
``q0*q1**2*q2`` and ``q0*q1*q2**2``, which all have exponent sum of
5.
reverse (bool):
Reverse lexicographical sorting meaning that ``q0*q1**3`` is
considered bigger than ``q0**3*q1``, instead of the opposite.
retall (bool):
If true return numerical stabilized norms as well. Roughly the same
as ``cp.E(orth**2, dist)``.
cross_truncation (float):
Use hyperbolic cross truncation scheme to reduce the number of
terms in expansion. only include terms where the exponents ``K``
satisfied the equation
``order >= sum(K**(1/cross_truncation))**cross_truncation``.
Returns:
(chaospy.poly.ndpoly, numpy.ndarray):
Orthogonal polynomial expansion. Norms of the orthogonal
expansion on the form ``E(orth**2, dist)``. Calculated using
recurrence coefficients for stability.
Examples:
>>> distribution = chaospy.Normal()
>>> expansion, norms = chaospy.orth_ttr(4, distribution, retall=True)
>>> expansion.round(4)
polynomial([1.0, q0, q0**2-1.0, q0**3-3.0*q0, q0**4-6.0*q0**2+3.0])
>>> norms
array([ 1., 1., 2., 6., 24.])
"""
logger = logging.getLogger(__name__)
if sort is not None:
logger.warning("deprecation warning: 'sort' argument is deprecated; "
"use 'graded' and/or 'reverse' instead")
graded = "G" in sort.upper()
reverse = "R" not in sort.upper()
try:
_, polynomials, norms, = chaospy.quadrature.recurrence.analytical_stieljes(
numpy.max(order), dist, normed=normed)
except NotImplementedError:
abscissas, weights = chaospy.quadrature.generate_quadrature(
int(10000**(1 / len(dist))), dist, rule="fejer")
_, polynomials, norms, = chaospy.quadrature.recurrence.discretized_stieltjes(
numpy.max(order), abscissas, weights, normed=normed)
polynomials = polynomials.reshape((len(dist), numpy.max(order) + 1))
order = numpy.array(order)
indices = numpoly.glexindex(start=0,
stop=order + 1,
dimensions=len(dist),
graded=graded,
reverse=reverse,
cross_truncation=cross_truncation)
if len(dist) > 1:
polynomials = chaospy.poly.prod(
chaospy.polynomial(
[poly[idx] for poly, idx in zip(polynomials, indices.T)]), 0)
norms = numpy.prod(
[norms_[idx] for norms_, idx in zip(norms, indices.T)], 0)
else:
polynomials = polynomials.flatten()
norms = norms.flatten()
if retall:
return polynomials, norms
return polynomials
def lagrange_polynomial(abscissas, graded=True, reverse=True, sort=None):
"""
Create Lagrange polynomials.
Args:
abscissas (numpy.ndarray):
Sample points where the Lagrange polynomials shall be defined.
graded (bool):
Graded sorting, meaning the indices are always sorted by the index
sum. E.g. ``q0**2*q1**2*q2**2`` has an exponent sum of 6, and will
therefore be consider larger than both ``q0**2*q1*q2``,
``q0*q1**2*q2`` and ``q0*q1*q2**2``, which all have exponent sum of
5.
reverse (bool):
Reverse lexicographical sorting meaning that ``q0*q1**3`` is
considered bigger than ``q0**3*q1``, instead of the opposite.
Example:
>>> chaospy.lagrange_polynomial([4]).round(4)
polynomial([4.0])
>>> chaospy.lagrange_polynomial([-10, 10]).round(4)
polynomial([-0.05*q0+0.5, 0.05*q0+0.5])
>>> chaospy.lagrange_polynomial([-1, 0, 1]).round(4)
polynomial([0.5*q0**2-0.5*q0, -q0**2+1.0, 0.5*q0**2+0.5*q0])
>>> poly = chaospy.lagrange_polynomial([[1, 0, 1], [0, 1, 2]])
>>> poly.round(4)
polynomial([-0.5*q1+0.5*q0+0.5, -q0+1.0, 0.5*q1+0.5*q0-0.5])
>>> poly([1, 0, 1], [0, 1, 2]).round(14)
array([[1., 0., 0.],
[0., 1., 0.],
[0., 0., 1.]])
>>> nodes = numpy.array([[ 0.17, 0.15, 0.17, 0.19],
... [14.94, 16.69, 16.69, 16.69]])
>>> poly = chaospy.lagrange_polynomial(nodes) # doctest: +IGNORE_EXCEPTION_DETAIL
Traceback (most recent call last):
...
LinAlgError: Lagrange abscissas resulted in invertible matrix
"""
abscissas = numpy.asfarray(abscissas)
if len(abscissas.shape) == 1:
abscissas = abscissas.reshape(1, abscissas.size)
dim, size = abscissas.shape
order = 1
while comb(order + dim, dim) < size:
order += 1
indices = numpoly.glexindex(0,
order + 1,
dimensions=dim,
graded=graded,
reverse=reverse)[:size]
idx, idy = numpy.mgrid[:size, :size]
matrix = numpy.prod(abscissas.T[idx]**indices[idy], -1)
det = numpy.linalg.det(matrix)
if det == 0:
raise numpy.linalg.LinAlgError(
"Lagrange abscissas resulted in invertible matrix")
vec = numpoly.monomial(0,
order + 1,
dimensions=dim,
graded=graded,
reverse=reverse)[:size]
coeffs = numpy.zeros((size, size))
if size == 1:
out = numpoly.monomial(
0, 1, dimensions=dim, graded=graded,
reverse=reverse) * abscissas.item()
elif size == 2:
coeffs = numpy.linalg.inv(matrix)
out = numpoly.sum(vec * (coeffs.T), 1)
else:
for i in range(size):
if i % 2 != 0:
k = 1
else:
k = 0
for j in range(size):
if k % 2 == 0:
coeffs[i, j] += numpy.linalg.det(matrix[1:, 1:])
else:
if size % 2 == 0:
coeffs[i, j] += -numpy.linalg.det(matrix[1:, 1:])
else:
coeffs[i, j] += numpy.linalg.det(matrix[1:, 1:])
matrix = numpy.roll(matrix, -1, axis=0)
k += 1
matrix = numpy.roll(matrix, -1, axis=1)
coeffs /= det
out = numpoly.sum(vec * (coeffs.T), 1)
return out
def test_glexindex():
assert not numpoly.glexindex(0).size
assert numpy.all(numpoly.glexindex(1) == [[0]])
assert numpy.all(numpoly.glexindex(5) ==
[[0], [1], [2], [3], [4]])
assert numpy.all(numpoly.glexindex(2, dimensions=2) ==
[[0, 0], [1, 0], [0, 1]])
assert numpy.all(numpoly.glexindex(start=2, stop=3, dimensions=2) ==
[[2, 0], [1, 1], [0, 2]])
assert numpy.all(numpoly.glexindex(start=2, stop=[3, 4], dimensions=2) ==
[[2, 0], [1, 1], [0, 2], [0, 3]])
assert numpy.all(numpoly.glexindex(start=[2, 5], stop=[3, 6], dimensions=2) ==
[[2, 0], [1, 1], [1, 2], [0, 5]])
assert numpy.all(numpoly.glexindex(start=2, stop=4, dimensions=2, cross_truncation=0) ==
[[2, 0], [3, 0], [0, 2], [0, 3]])
assert numpy.all(numpoly.glexindex(start=2, stop=4, dimensions=2, cross_truncation=1) ==
[[2, 0], [3, 0], [1, 1], [2, 1], [0, 2], [1, 2], [0, 3]])
assert numpy.all(numpoly.glexindex(start=2, stop=4, dimensions=2, cross_truncation=2) ==
[[2, 0], [3, 0], [1, 1], [2, 1], [0, 2], [1, 2], [2, 2], [0, 3]])
assert numpy.all(numpoly.glexindex(start=0, stop=2, dimensions=3) ==
[[0, 0, 0], [1, 0, 0], [0, 1, 0], [0, 0, 1]])
assert numpy.all(numpoly.glexindex(start=0, stop=[1, 1, 1]) == [0, 0, 0])
def orth_ttr(order,
dist,
normed=False,
graded=True,
reverse=True,
retall=False,
cross_truncation=1.):
"""
Create orthogonal polynomial expansion from three terms recurrence formula.
Args:
order (int):
Order of polynomial expansion.
dist (Distribution):
Distribution space where polynomials are orthogonal If dist.ttr
exists, it will be used. Must be stochastically independent.
normed (bool):
If True orthonormal polynomials will be used.
graded (bool):
Graded sorting, meaning the indices are always sorted by the index
sum. E.g. ``q0**2*q1**2*q2**2`` has an exponent sum of 6, and will
therefore be consider larger than both ``q0**2*q1*q2``,
``q0*q1**2*q2`` and ``q0*q1*q2**2``, which all have exponent sum of
5.
reverse (bool):
Reverse lexicographical sorting meaning that ``q0*q1**3`` is
considered bigger than ``q0**3*q1``, instead of the opposite.
retall (bool):
If true return numerical stabilized norms as well. Roughly the same
as ``cp.E(orth**2, dist)``.
cross_truncation (float):
Use hyperbolic cross truncation scheme to reduce the number of
terms in expansion. only include terms where the exponents ``K``
satisfied the equation
``order >= sum(K**(1/cross_truncation))**cross_truncation``.
Returns:
(numpoly.ndpoly, numpy.ndarray):
Orthogonal polynomial expansion. Norms of the orthogonal
expansion on the form ``E(orth**2, dist)``. Calculated using
recurrence coefficients for stability.
Examples:
>>> distribution = chaospy.J(chaospy.Normal(), chaospy.Normal())
>>> polynomials, norms = chaospy.orth_ttr(2, distribution, retall=True)
>>> polynomials.round(10)
polynomial([1.0, q1, q0, q1**2-1.0, q0*q1, q0**2-1.0])
>>> norms.round(10)
array([1., 1., 1., 2., 1., 2.])
>>> polynomials = chaospy.orth_ttr(2, distribution, normed=True)
>>> polynomials.round(3)
polynomial([1.0, q1, q0, 0.707*q1**2-0.707, q0*q1, 0.707*q0**2-0.707])
"""
_, polynomials, norms, = chaospy.stieltjes(numpy.max(order), dist)
if normed:
polynomials = numpoly.true_divide(polynomials, numpy.sqrt(norms))
norms[:] = 1.
polynomials = polynomials.reshape((len(dist), numpy.max(order) + 1))
order = numpy.array(order)
indices = numpoly.glexindex(start=0,
stop=order + 1,
dimensions=len(dist),
graded=graded,
reverse=reverse,
cross_truncation=cross_truncation)
if len(dist) > 1:
polynomials = numpoly.prod(
chaospy.polynomial(
[poly[idx] for poly, idx in zip(polynomials, indices.T)]), 0)
norms = numpy.prod(
[norms_[idx] for norms_, idx in zip(norms, indices.T)], 0)
else:
polynomials = polynomials.flatten()
norms = norms.flatten()
if retall:
return polynomials, norms
return polynomials
def monomial(
start: numpy.typing.ArrayLike,
stop: Optional[numpy.typing.ArrayLike] = None,
dimensions: int = 1,
cross_truncation: numpy.typing.ArrayLike = 1.,
graded: bool = False,
reverse: bool = False,
allocation: Optional[int] = None,
) -> ndpoly:
"""
Create an polynomial monomial expansion.
Args:
start:
The minimum polynomial to include. If int is provided, set as
lowest total order. If array of int, set as lower order along each
indeterminant.
stop:
The maximum shape included. If omitted:
``stop <- start; start <- 0`` If int is provided, set as largest
total order. If array of int, set as largest order along each
indeterminant.
dimensions:
The indeterminants names used to create the monomials expansion.
If int provided, set the number of names to be used.
cross_truncation:
The hyperbolic cross truncation scheme to reduce the number of
terms in expansion. In other words, it sets the :math:`q` in the
:math:`L_q`-norm.
graded:
Graded sorting, meaning the indices are always sorted by the index
sum. E.g. ``q0**2*q1**2*q2**2`` has an exponent sum of 6, and will
therefore be consider larger than both ``q0**3*q1*q2``,
``q0*q1**2*q2`` and ``q0*q1*q2**2``, which all have exponent
sum of 5.
reverse:
Reverse lexicographical sorting meaning that ``q0*q1**3`` is
considered bigger than ``q0**3*q1``, instead of the opposite.
allocation:
The maximum number of polynomial exponents. If omitted, use
length of exponents for allocation.
Returns:
Monomial expansion.
Examples:
>>> numpoly.monomial(4)
polynomial([1, q0, q0**2, q0**3])
>>> numpoly.monomial(start=4, stop=5, dimensions=2,
... graded=True, reverse=True)
polynomial([q1**4, q0*q1**3, q0**2*q1**2, q0**3*q1, q0**4])
>>> numpoly.monomial(2, [3, 4], graded=True)
polynomial([q0**2, q0*q1, q1**2, q1**3])
>>> numpoly.monomial(
... start=0,
... stop=4,
... dimensions=("q2", "q4"),
... cross_truncation=0.5,
... graded=True,
... reverse=True,
... )
polynomial([1, q4, q2, q4**2, q2**2, q4**3, q2**3])
"""
if stop is None:
start, stop = numpy.array(0), start
start = numpy.array(start, dtype=int)
stop = numpy.array(stop, dtype=int)
if isinstance(dimensions, str):
names, dimensions = (dimensions, ), 1
elif isinstance(dimensions, int):
dimensions = max(start.size, stop.size, dimensions)
names = numpoly.variable(dimensions).names
elif dimensions is None:
dimensions = max(start.size, stop.size)
names = numpoly.variable(dimensions).names
else:
names, dimensions = dimensions, len(dimensions)
indices = numpoly.glexindex(
start=start,
stop=stop,
dimensions=dimensions,
graded=graded,
reverse=reverse,
cross_truncation=cross_truncation,
)
poly = numpoly.ndpoly(
exponents=indices,
shape=(len(indices), ),
names=names,
allocation=allocation,
)
for coeff, key in zip(numpy.eye(len(indices), dtype=int), poly.keys):
numpy.ndarray.__setitem__(poly, key, coeff)
return poly