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- """
- A collection of functions to find the weights and abscissas for
- Gaussian Quadrature.
- These calculations are done by finding the eigenvalues of a
- tridiagonal matrix whose entries are dependent on the coefficients
- in the recursion formula for the orthogonal polynomials with the
- corresponding weighting function over the interval.
- Many recursion relations for orthogonal polynomials are given:
- .. math::
- a1n f_{n+1} (x) = (a2n + a3n x ) f_n (x) - a4n f_{n-1} (x)
- The recursion relation of interest is
- .. math::
- P_{n+1} (x) = (x - A_n) P_n (x) - B_n P_{n-1} (x)
- where :math:`P` has a different normalization than :math:`f`.
- The coefficients can be found as:
- .. math::
- A_n = -a2n / a3n
- \\qquad
- B_n = ( a4n / a3n \\sqrt{h_n-1 / h_n})^2
- where
- .. math::
- h_n = \\int_a^b w(x) f_n(x)^2
- assume:
- .. math::
- P_0 (x) = 1
- \\qquad
- P_{-1} (x) == 0
- For the mathematical background, see [golub.welsch-1969-mathcomp]_ and
- [abramowitz.stegun-1965]_.
- References
- ----------
- .. [golub.welsch-1969-mathcomp]
- Golub, Gene H, and John H Welsch. 1969. Calculation of Gauss
- Quadrature Rules. *Mathematics of Computation* 23, 221-230+s1--s10.
- .. [abramowitz.stegun-1965]
- Abramowitz, Milton, and Irene A Stegun. (1965) *Handbook of
- Mathematical Functions: with Formulas, Graphs, and Mathematical
- Tables*. Gaithersburg, MD: National Bureau of Standards.
- http://www.math.sfu.ca/~cbm/aands/
- .. [townsend.trogdon.olver-2014]
- Townsend, A. and Trogdon, T. and Olver, S. (2014)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*. :arXiv:`1410.5286`.
- .. [townsend.trogdon.olver-2015]
- Townsend, A. and Trogdon, T. and Olver, S. (2015)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*.
- IMA Journal of Numerical Analysis
- :doi:`10.1093/imanum/drv002`.
- """
- #
- # Author: Travis Oliphant 2000
- # Updated Sep. 2003 (fixed bugs --- tested to be accurate)
- from __future__ import division, print_function, absolute_import
- # Scipy imports.
- import numpy as np
- from numpy import (exp, inf, pi, sqrt, floor, sin, cos, around, int,
- hstack, arccos, arange)
- from scipy import linalg
- from scipy.special import airy
- # Local imports.
- from . import _ufuncs
- from . import _ufuncs as cephes
- _gam = cephes.gamma
- from . import specfun
- _polyfuns = ['legendre', 'chebyt', 'chebyu', 'chebyc', 'chebys',
- 'jacobi', 'laguerre', 'genlaguerre', 'hermite',
- 'hermitenorm', 'gegenbauer', 'sh_legendre', 'sh_chebyt',
- 'sh_chebyu', 'sh_jacobi']
- # Correspondence between new and old names of root functions
- _rootfuns_map = {'roots_legendre': 'p_roots',
- 'roots_chebyt': 't_roots',
- 'roots_chebyu': 'u_roots',
- 'roots_chebyc': 'c_roots',
- 'roots_chebys': 's_roots',
- 'roots_jacobi': 'j_roots',
- 'roots_laguerre': 'l_roots',
- 'roots_genlaguerre': 'la_roots',
- 'roots_hermite': 'h_roots',
- 'roots_hermitenorm': 'he_roots',
- 'roots_gegenbauer': 'cg_roots',
- 'roots_sh_legendre': 'ps_roots',
- 'roots_sh_chebyt': 'ts_roots',
- 'roots_sh_chebyu': 'us_roots',
- 'roots_sh_jacobi': 'js_roots'}
- _evalfuns = ['eval_legendre', 'eval_chebyt', 'eval_chebyu',
- 'eval_chebyc', 'eval_chebys', 'eval_jacobi',
- 'eval_laguerre', 'eval_genlaguerre', 'eval_hermite',
- 'eval_hermitenorm', 'eval_gegenbauer',
- 'eval_sh_legendre', 'eval_sh_chebyt', 'eval_sh_chebyu',
- 'eval_sh_jacobi']
- __all__ = _polyfuns + list(_rootfuns_map.keys()) + _evalfuns + ['poch', 'binom']
- class orthopoly1d(np.poly1d):
- def __init__(self, roots, weights=None, hn=1.0, kn=1.0, wfunc=None,
- limits=None, monic=False, eval_func=None):
- equiv_weights = [weights[k] / wfunc(roots[k]) for
- k in range(len(roots))]
- mu = sqrt(hn)
- if monic:
- evf = eval_func
- if evf:
- knn = kn
- eval_func = lambda x: evf(x) / knn
- mu = mu / abs(kn)
- kn = 1.0
- # compute coefficients from roots, then scale
- poly = np.poly1d(roots, r=True)
- np.poly1d.__init__(self, poly.coeffs * float(kn))
- # TODO: In numpy 1.13, there is no need to use __dict__ to access attributes
- self.__dict__['weights'] = np.array(list(zip(roots,
- weights, equiv_weights)))
- self.__dict__['weight_func'] = wfunc
- self.__dict__['limits'] = limits
- self.__dict__['normcoef'] = mu
- # Note: eval_func will be discarded on arithmetic
- self.__dict__['_eval_func'] = eval_func
- def __call__(self, v):
- if self._eval_func and not isinstance(v, np.poly1d):
- return self._eval_func(v)
- else:
- return np.poly1d.__call__(self, v)
- def _scale(self, p):
- if p == 1.0:
- return
- try:
- self._coeffs
- except AttributeError:
- self.__dict__['coeffs'] *= p
- else:
- # the coeffs attr is be made private in future versions of numpy
- self._coeffs *= p
- evf = self._eval_func
- if evf:
- self.__dict__['_eval_func'] = lambda x: evf(x) * p
- self.__dict__['normcoef'] *= p
- def _gen_roots_and_weights(n, mu0, an_func, bn_func, f, df, symmetrize, mu):
- """[x,w] = gen_roots_and_weights(n,an_func,sqrt_bn_func,mu)
- Returns the roots (x) of an nth order orthogonal polynomial,
- and weights (w) to use in appropriate Gaussian quadrature with that
- orthogonal polynomial.
- The polynomials have the recurrence relation
- P_n+1(x) = (x - A_n) P_n(x) - B_n P_n-1(x)
- an_func(n) should return A_n
- sqrt_bn_func(n) should return sqrt(B_n)
- mu ( = h_0 ) is the integral of the weight over the orthogonal
- interval
- """
- k = np.arange(n, dtype='d')
- c = np.zeros((2, n))
- c[0,1:] = bn_func(k[1:])
- c[1,:] = an_func(k)
- x = linalg.eigvals_banded(c, overwrite_a_band=True)
- # improve roots by one application of Newton's method
- y = f(n, x)
- dy = df(n, x)
- x -= y/dy
- fm = f(n-1, x)
- fm /= np.abs(fm).max()
- dy /= np.abs(dy).max()
- w = 1.0 / (fm * dy)
- if symmetrize:
- w = (w + w[::-1]) / 2
- x = (x - x[::-1]) / 2
- w *= mu0 / w.sum()
- if mu:
- return x, w, mu0
- else:
- return x, w
- # Jacobi Polynomials 1 P^(alpha,beta)_n(x)
- def roots_jacobi(n, alpha, beta, mu=False):
- r"""Gauss-Jacobi quadrature.
- Computes the sample points and weights for Gauss-Jacobi quadrature. The
- sample points are the roots of the n-th degree Jacobi polynomial,
- :math:`P^{\alpha, \beta}_n(x)`. These sample points and weights
- correctly integrate polynomials of degree :math:`2n - 1` or less over the
- interval :math:`[-1, 1]` with weight function
- :math:`f(x) = (1 - x)^{\alpha} (1 + x)^{\beta}`.
- Parameters
- ----------
- n : int
- quadrature order
- alpha : float
- alpha must be > -1
- beta : float
- beta must be > -1
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- if alpha <= -1 or beta <= -1:
- raise ValueError("alpha and beta must be greater than -1.")
- if alpha == 0.0 and beta == 0.0:
- return roots_legendre(m, mu)
- if alpha == beta:
- return roots_gegenbauer(m, alpha+0.5, mu)
- mu0 = 2.0**(alpha+beta+1)*cephes.beta(alpha+1, beta+1)
- a = alpha
- b = beta
- if a + b == 0.0:
- an_func = lambda k: np.where(k == 0, (b-a)/(2+a+b), 0.0)
- else:
- an_func = lambda k: np.where(k == 0, (b-a)/(2+a+b),
- (b*b - a*a) / ((2.0*k+a+b)*(2.0*k+a+b+2)))
- bn_func = lambda k: 2.0 / (2.0*k+a+b)*np.sqrt((k+a)*(k+b) / (2*k+a+b+1)) \
- * np.where(k == 1, 1.0, np.sqrt(k*(k+a+b) / (2.0*k+a+b-1)))
- f = lambda n, x: cephes.eval_jacobi(n, a, b, x)
- df = lambda n, x: 0.5 * (n + a + b + 1) \
- * cephes.eval_jacobi(n-1, a+1, b+1, x)
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu)
- def jacobi(n, alpha, beta, monic=False):
- r"""Jacobi polynomial.
- Defined to be the solution of
- .. math::
- (1 - x^2)\frac{d^2}{dx^2}P_n^{(\alpha, \beta)}
- + (\beta - \alpha - (\alpha + \beta + 2)x)
- \frac{d}{dx}P_n^{(\alpha, \beta)}
- + n(n + \alpha + \beta + 1)P_n^{(\alpha, \beta)} = 0
- for :math:`\alpha, \beta > -1`; :math:`P_n^{(\alpha, \beta)}` is a
- polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- alpha : float
- Parameter, must be greater than -1.
- beta : float
- Parameter, must be greater than -1.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- P : orthopoly1d
- Jacobi polynomial.
- Notes
- -----
- For fixed :math:`\alpha, \beta`, the polynomials
- :math:`P_n^{(\alpha, \beta)}` are orthogonal over :math:`[-1, 1]`
- with weight function :math:`(1 - x)^\alpha(1 + x)^\beta`.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- wfunc = lambda x: (1 - x)**alpha * (1 + x)**beta
- if n == 0:
- return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic,
- eval_func=np.ones_like)
- x, w, mu = roots_jacobi(n, alpha, beta, mu=True)
- ab1 = alpha + beta + 1.0
- hn = 2**ab1 / (2 * n + ab1) * _gam(n + alpha + 1)
- hn *= _gam(n + beta + 1.0) / _gam(n + 1) / _gam(n + ab1)
- kn = _gam(2 * n + ab1) / 2.0**n / _gam(n + 1) / _gam(n + ab1)
- # here kn = coefficient on x^n term
- p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic,
- lambda x: eval_jacobi(n, alpha, beta, x))
- return p
- # Jacobi Polynomials shifted G_n(p,q,x)
- def roots_sh_jacobi(n, p1, q1, mu=False):
- """Gauss-Jacobi (shifted) quadrature.
- Computes the sample points and weights for Gauss-Jacobi (shifted)
- quadrature. The sample points are the roots of the n-th degree shifted
- Jacobi polynomial, :math:`G^{p,q}_n(x)`. These sample points and weights
- correctly integrate polynomials of degree :math:`2n - 1` or less over the
- interval :math:`[0, 1]` with weight function
- :math:`f(x) = (1 - x)^{p-q} x^{q-1}`
- Parameters
- ----------
- n : int
- quadrature order
- p1 : float
- (p1 - q1) must be > -1
- q1 : float
- q1 must be > 0
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- if (p1-q1) <= -1 or q1 <= 0:
- raise ValueError("(p - q) must be greater than -1, and q must be greater than 0.")
- x, w, m = roots_jacobi(n, p1-q1, q1-1, True)
- x = (x + 1) / 2
- scale = 2.0**p1
- w /= scale
- m /= scale
- if mu:
- return x, w, m
- else:
- return x, w
- def sh_jacobi(n, p, q, monic=False):
- r"""Shifted Jacobi polynomial.
- Defined by
- .. math::
- G_n^{(p, q)}(x)
- = \binom{2n + p - 1}{n}^{-1}P_n^{(p - q, q - 1)}(2x - 1),
- where :math:`P_n^{(\cdot, \cdot)}` is the nth Jacobi polynomial.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- p : float
- Parameter, must have :math:`p > q - 1`.
- q : float
- Parameter, must be greater than 0.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- G : orthopoly1d
- Shifted Jacobi polynomial.
- Notes
- -----
- For fixed :math:`p, q`, the polynomials :math:`G_n^{(p, q)}` are
- orthogonal over :math:`[0, 1]` with weight function :math:`(1 -
- x)^{p - q}x^{q - 1}`.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- wfunc = lambda x: (1.0 - x)**(p - q) * (x)**(q - 1.)
- if n == 0:
- return orthopoly1d([], [], 1.0, 1.0, wfunc, (-1, 1), monic,
- eval_func=np.ones_like)
- n1 = n
- x, w, mu0 = roots_sh_jacobi(n1, p, q, mu=True)
- hn = _gam(n + 1) * _gam(n + q) * _gam(n + p) * _gam(n + p - q + 1)
- hn /= (2 * n + p) * (_gam(2 * n + p)**2)
- # kn = 1.0 in standard form so monic is redundant. Kept for compatibility.
- kn = 1.0
- pp = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(0, 1), monic=monic,
- eval_func=lambda x: eval_sh_jacobi(n, p, q, x))
- return pp
- # Generalized Laguerre L^(alpha)_n(x)
- def roots_genlaguerre(n, alpha, mu=False):
- r"""Gauss-generalized Laguerre quadrature.
- Computes the sample points and weights for Gauss-generalized Laguerre
- quadrature. The sample points are the roots of the n-th degree generalized
- Laguerre polynomial, :math:`L^{\alpha}_n(x)`. These sample points and
- weights correctly integrate polynomials of degree :math:`2n - 1` or less
- over the interval :math:`[0, \infty]` with weight function
- :math:`f(x) = x^{\alpha} e^{-x}`.
- Parameters
- ----------
- n : int
- quadrature order
- alpha : float
- alpha must be > -1
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- if alpha < -1:
- raise ValueError("alpha must be greater than -1.")
- mu0 = cephes.gamma(alpha + 1)
- if m == 1:
- x = np.array([alpha+1.0], 'd')
- w = np.array([mu0], 'd')
- if mu:
- return x, w, mu0
- else:
- return x, w
- an_func = lambda k: 2 * k + alpha + 1
- bn_func = lambda k: -np.sqrt(k * (k + alpha))
- f = lambda n, x: cephes.eval_genlaguerre(n, alpha, x)
- df = lambda n, x: (n*cephes.eval_genlaguerre(n, alpha, x)
- - (n + alpha)*cephes.eval_genlaguerre(n-1, alpha, x))/x
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, False, mu)
- def genlaguerre(n, alpha, monic=False):
- r"""Generalized (associated) Laguerre polynomial.
- Defined to be the solution of
- .. math::
- x\frac{d^2}{dx^2}L_n^{(\alpha)}
- + (\alpha + 1 - x)\frac{d}{dx}L_n^{(\alpha)}
- + nL_n^{(\alpha)} = 0,
- where :math:`\alpha > -1`; :math:`L_n^{(\alpha)}` is a polynomial
- of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- alpha : float
- Parameter, must be greater than -1.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- L : orthopoly1d
- Generalized Laguerre polynomial.
- Notes
- -----
- For fixed :math:`\alpha`, the polynomials :math:`L_n^{(\alpha)}`
- are orthogonal over :math:`[0, \infty)` with weight function
- :math:`e^{-x}x^\alpha`.
- The Laguerre polynomials are the special case where :math:`\alpha
- = 0`.
- See Also
- --------
- laguerre : Laguerre polynomial.
- """
- if alpha <= -1:
- raise ValueError("alpha must be > -1")
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_genlaguerre(n1, alpha, mu=True)
- wfunc = lambda x: exp(-x) * x**alpha
- if n == 0:
- x, w = [], []
- hn = _gam(n + alpha + 1) / _gam(n + 1)
- kn = (-1)**n / _gam(n + 1)
- p = orthopoly1d(x, w, hn, kn, wfunc, (0, inf), monic,
- lambda x: eval_genlaguerre(n, alpha, x))
- return p
- # Laguerre L_n(x)
- def roots_laguerre(n, mu=False):
- r"""Gauss-Laguerre quadrature.
- Computes the sample points and weights for Gauss-Laguerre quadrature.
- The sample points are the roots of the n-th degree Laguerre polynomial,
- :math:`L_n(x)`. These sample points and weights correctly integrate
- polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[0, \infty]` with weight function :math:`f(x) = e^{-x}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- numpy.polynomial.laguerre.laggauss
- """
- return roots_genlaguerre(n, 0.0, mu=mu)
- def laguerre(n, monic=False):
- r"""Laguerre polynomial.
- Defined to be the solution of
- .. math::
- x\frac{d^2}{dx^2}L_n + (1 - x)\frac{d}{dx}L_n + nL_n = 0;
- :math:`L_n` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- L : orthopoly1d
- Laguerre Polynomial.
- Notes
- -----
- The polynomials :math:`L_n` are orthogonal over :math:`[0,
- \infty)` with weight function :math:`e^{-x}`.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_laguerre(n1, mu=True)
- if n == 0:
- x, w = [], []
- hn = 1.0
- kn = (-1)**n / _gam(n + 1)
- p = orthopoly1d(x, w, hn, kn, lambda x: exp(-x), (0, inf), monic,
- lambda x: eval_laguerre(n, x))
- return p
- # Hermite 1 H_n(x)
- def roots_hermite(n, mu=False):
- r"""Gauss-Hermite (physicst's) quadrature.
- Computes the sample points and weights for Gauss-Hermite quadrature.
- The sample points are the roots of the n-th degree Hermite polynomial,
- :math:`H_n(x)`. These sample points and weights correctly integrate
- polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- Notes
- -----
- For small n up to 150 a modified version of the Golub-Welsch
- algorithm is used. Nodes are computed from the eigenvalue
- problem and improved by one step of a Newton iteration.
- The weights are computed from the well-known analytical formula.
- For n larger than 150 an optimal asymptotic algorithm is applied
- which computes nodes and weights in a numerically stable manner.
- The algorithm has linear runtime making computation for very
- large n (several thousand or more) feasible.
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- numpy.polynomial.hermite.hermgauss
- roots_hermitenorm
- References
- ----------
- .. [townsend.trogdon.olver-2014]
- Townsend, A. and Trogdon, T. and Olver, S. (2014)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*. :arXiv:`1410.5286`.
- .. [townsend.trogdon.olver-2015]
- Townsend, A. and Trogdon, T. and Olver, S. (2015)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*.
- IMA Journal of Numerical Analysis
- :doi:`10.1093/imanum/drv002`.
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- mu0 = np.sqrt(np.pi)
- if n <= 150:
- an_func = lambda k: 0.0*k
- bn_func = lambda k: np.sqrt(k/2.0)
- f = cephes.eval_hermite
- df = lambda n, x: 2.0 * n * cephes.eval_hermite(n-1, x)
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
- else:
- nodes, weights = _roots_hermite_asy(m)
- if mu:
- return nodes, weights, mu0
- else:
- return nodes, weights
- def _compute_tauk(n, k, maxit=5):
- """Helper function for Tricomi initial guesses
- For details, see formula 3.1 in lemma 3.1 in the
- original paper.
- Parameters
- ----------
- n : int
- Quadrature order
- k : ndarray of type int
- Index of roots :math:`\tau_k` to compute
- maxit : int
- Number of Newton maxit performed, the default
- value of 5 is sufficient.
- Returns
- -------
- tauk : ndarray
- Roots of equation 3.1
- See Also
- --------
- initial_nodes_a
- roots_hermite_asy
- """
- a = n % 2 - 0.5
- c = (4.0*floor(n/2.0) - 4.0*k + 3.0)*pi / (4.0*floor(n/2.0) + 2.0*a + 2.0)
- f = lambda x: x - sin(x) - c
- df = lambda x: 1.0 - cos(x)
- xi = 0.5*pi
- for i in range(maxit):
- xi = xi - f(xi)/df(xi)
- return xi
- def _initial_nodes_a(n, k):
- r"""Tricomi initial guesses
- Computes an initial approximation to the square of the `k`-th
- (positive) root :math:`x_k` of the Hermite polynomial :math:`H_n`
- of order :math:`n`. The formula is the one from lemma 3.1 in the
- original paper. The guesses are accurate except in the region
- near :math:`\sqrt{2n + 1}`.
- Parameters
- ----------
- n : int
- Quadrature order
- k : ndarray of type int
- Index of roots to compute
- Returns
- -------
- xksq : ndarray
- Square of the approximate roots
- See Also
- --------
- initial_nodes
- roots_hermite_asy
- """
- tauk = _compute_tauk(n, k)
- sigk = cos(0.5*tauk)**2
- a = n % 2 - 0.5
- nu = 4.0*floor(n/2.0) + 2.0*a + 2.0
- # Initial approximation of Hermite roots (square)
- xksq = nu*sigk - 1.0/(3.0*nu) * (5.0/(4.0*(1.0-sigk)**2) - 1.0/(1.0-sigk) - 0.25)
- return xksq
- def _initial_nodes_b(n, k):
- r"""Gatteschi initial guesses
- Computes an initial approximation to the square of the `k`-th
- (positive) root :math:`x_k` of the Hermite polynomial :math:`H_n`
- of order :math:`n`. The formula is the one from lemma 3.2 in the
- original paper. The guesses are accurate in the region just
- below :math:`\sqrt{2n + 1}`.
- Parameters
- ----------
- n : int
- Quadrature order
- k : ndarray of type int
- Index of roots to compute
- Returns
- -------
- xksq : ndarray
- Square of the approximate root
- See Also
- --------
- initial_nodes
- roots_hermite_asy
- """
- a = n % 2 - 0.5
- nu = 4.0*floor(n/2.0) + 2.0*a + 2.0
- # Airy roots by approximation
- ak = specfun.airyzo(k.max(), 1)[0][::-1]
- # Initial approximation of Hermite roots (square)
- xksq = (nu +
- 2.0**(2.0/3.0) * ak * nu**(1.0/3.0) +
- 1.0/5.0 * 2.0**(4.0/3.0) * ak**2 * nu**(-1.0/3.0) +
- (9.0/140.0 - 12.0/175.0 * ak**3) * nu**(-1.0) +
- (16.0/1575.0 * ak + 92.0/7875.0 * ak**4) * 2.0**(2.0/3.0) * nu**(-5.0/3.0) -
- (15152.0/3031875.0 * ak**5 + 1088.0/121275.0 * ak**2) * 2.0**(1.0/3.0) * nu**(-7.0/3.0))
- return xksq
- def _initial_nodes(n):
- """Initial guesses for the Hermite roots
- Computes an initial approximation to the non-negative
- roots :math:`x_k` of the Hermite polynomial :math:`H_n`
- of order :math:`n`. The Tricomi and Gatteschi initial
- guesses are used in the region where they are accurate.
- Parameters
- ----------
- n : int
- Quadrature order
- Returns
- -------
- xk : ndarray
- Approximate roots
- See Also
- --------
- roots_hermite_asy
- """
- # Turnover point
- # linear polynomial fit to error of 10, 25, 40, ..., 1000 point rules
- fit = 0.49082003*n - 4.37859653
- turnover = around(fit).astype(int)
- # Compute all approximations
- ia = arange(1, int(floor(n*0.5)+1))
- ib = ia[::-1]
- xasq = _initial_nodes_a(n, ia[:turnover+1])
- xbsq = _initial_nodes_b(n, ib[turnover+1:])
- # Combine
- iv = sqrt(hstack([xasq, xbsq]))
- # Central node is always zero
- if n % 2 == 1:
- iv = hstack([0.0, iv])
- return iv
- def _pbcf(n, theta):
- r"""Asymptotic series expansion of parabolic cylinder function
- The implementation is based on sections 3.2 and 3.3 from the
- original paper. Compared to the published version this code
- adds one more term to the asymptotic series. The detailed
- formulas can be found at [parabolic-asymptotics]_. The evaluation
- is done in a transformed variable :math:`\theta := \arccos(t)`
- where :math:`t := x / \mu` and :math:`\mu := \sqrt{2n + 1}`.
- Parameters
- ----------
- n : int
- Quadrature order
- theta : ndarray
- Transformed position variable
- Returns
- -------
- U : ndarray
- Value of the parabolic cylinder function :math:`U(a, \theta)`.
- Ud : ndarray
- Value of the derivative :math:`U^{\prime}(a, \theta)` of
- the parabolic cylinder function.
- See Also
- --------
- roots_hermite_asy
- References
- ----------
- .. [parabolic-asymptotics]
- https://dlmf.nist.gov/12.10#vii
- """
- st = sin(theta)
- ct = cos(theta)
- # https://dlmf.nist.gov/12.10#vii
- mu = 2.0*n + 1.0
- # https://dlmf.nist.gov/12.10#E23
- eta = 0.5*theta - 0.5*st*ct
- # https://dlmf.nist.gov/12.10#E39
- zeta = -(3.0*eta/2.0) ** (2.0/3.0)
- # https://dlmf.nist.gov/12.10#E40
- phi = (-zeta / st**2) ** (0.25)
- # Coefficients
- # https://dlmf.nist.gov/12.10#E43
- a0 = 1.0
- a1 = 0.10416666666666666667
- a2 = 0.08355034722222222222
- a3 = 0.12822657455632716049
- a4 = 0.29184902646414046425
- a5 = 0.88162726744375765242
- b0 = 1.0
- b1 = -0.14583333333333333333
- b2 = -0.09874131944444444444
- b3 = -0.14331205391589506173
- b4 = -0.31722720267841354810
- b5 = -0.94242914795712024914
- # Polynomials
- # https://dlmf.nist.gov/12.10#E9
- # https://dlmf.nist.gov/12.10#E10
- ctp = ct ** arange(16).reshape((-1,1))
- u0 = 1.0
- u1 = (1.0*ctp[3,:] - 6.0*ct) / 24.0
- u2 = (-9.0*ctp[4,:] + 249.0*ctp[2,:] + 145.0) / 1152.0
- u3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 28287.0*ctp[5,:] - 151995.0*ctp[3,:] - 259290.0*ct) / 414720.0
- u4 = (72756.0*ctp[10,:] - 321339.0*ctp[8,:] - 154982.0*ctp[6,:] + 50938215.0*ctp[4,:] + 122602962.0*ctp[2,:] + 12773113.0) / 39813120.0
- u5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 1994971575.0*ctp[11,:] - 3630137104.0*ctp[9,:] + 4433574213.0*ctp[7,:]
- - 37370295816.0*ctp[5,:] - 119582875013.0*ctp[3,:] - 34009066266.0*ct) / 6688604160.0
- v0 = 1.0
- v1 = (1.0*ctp[3,:] + 6.0*ct) / 24.0
- v2 = (15.0*ctp[4,:] - 327.0*ctp[2,:] - 143.0) / 1152.0
- v3 = (-4042.0*ctp[9,:] + 18189.0*ctp[7,:] - 36387.0*ctp[5,:] + 238425.0*ctp[3,:] + 259290.0*ct) / 414720.0
- v4 = (-121260.0*ctp[10,:] + 551733.0*ctp[8,:] - 151958.0*ctp[6,:] - 57484425.0*ctp[4,:] - 132752238.0*ctp[2,:] - 12118727) / 39813120.0
- v5 = (82393456.0*ctp[15,:] - 617950920.0*ctp[13,:] + 2025529095.0*ctp[11,:] - 3750839308.0*ctp[9,:] + 3832454253.0*ctp[7,:]
- + 35213253348.0*ctp[5,:] + 130919230435.0*ctp[3,:] + 34009066266*ct) / 6688604160.0
- # Airy Evaluation (Bi and Bip unused)
- Ai, Aip, Bi, Bip = airy(mu**(4.0/6.0) * zeta)
- # Prefactor for U
- P = 2.0*sqrt(pi) * mu**(1.0/6.0) * phi
- # Terms for U
- # https://dlmf.nist.gov/12.10#E42
- phip = phi ** arange(6, 31, 6).reshape((-1,1))
- A0 = b0*u0
- A1 = (b2*u0 + phip[0,:]*b1*u1 + phip[1,:]*b0*u2) / zeta**3
- A2 = (b4*u0 + phip[0,:]*b3*u1 + phip[1,:]*b2*u2 + phip[2,:]*b1*u3 + phip[3,:]*b0*u4) / zeta**6
- B0 = -(a1*u0 + phip[0,:]*a0*u1) / zeta**2
- B1 = -(a3*u0 + phip[0,:]*a2*u1 + phip[1,:]*a1*u2 + phip[2,:]*a0*u3) / zeta**5
- B2 = -(a5*u0 + phip[0,:]*a4*u1 + phip[1,:]*a3*u2 + phip[2,:]*a2*u3 + phip[3,:]*a1*u4 + phip[4,:]*a0*u5) / zeta**8
- # U
- # https://dlmf.nist.gov/12.10#E35
- U = P * (Ai * (A0 + A1/mu**2.0 + A2/mu**4.0) +
- Aip * (B0 + B1/mu**2.0 + B2/mu**4.0) / mu**(8.0/6.0))
- # Prefactor for derivative of U
- Pd = sqrt(2.0*pi) * mu**(2.0/6.0) / phi
- # Terms for derivative of U
- # https://dlmf.nist.gov/12.10#E46
- C0 = -(b1*v0 + phip[0,:]*b0*v1) / zeta
- C1 = -(b3*v0 + phip[0,:]*b2*v1 + phip[1,:]*b1*v2 + phip[2,:]*b0*v3) / zeta**4
- C2 = -(b5*v0 + phip[0,:]*b4*v1 + phip[1,:]*b3*v2 + phip[2,:]*b2*v3 + phip[3,:]*b1*v4 + phip[4,:]*b0*v5) / zeta**7
- D0 = a0*v0
- D1 = (a2*v0 + phip[0,:]*a1*v1 + phip[1,:]*a0*v2) / zeta**3
- D2 = (a4*v0 + phip[0,:]*a3*v1 + phip[1,:]*a2*v2 + phip[2,:]*a1*v3 + phip[3,:]*a0*v4) / zeta**6
- # Derivative of U
- # https://dlmf.nist.gov/12.10#E36
- Ud = Pd * (Ai * (C0 + C1/mu**2.0 + C2/mu**4.0) / mu**(4.0/6.0) +
- Aip * (D0 + D1/mu**2.0 + D2/mu**4.0))
- return U, Ud
- def _newton(n, x_initial, maxit=5):
- """Newton iteration for polishing the asymptotic approximation
- to the zeros of the Hermite polynomials.
- Parameters
- ----------
- n : int
- Quadrature order
- x_initial : ndarray
- Initial guesses for the roots
- maxit : int
- Maximal number of Newton iterations.
- The default 5 is sufficient, usually
- only one or two steps are needed.
- Returns
- -------
- nodes : ndarray
- Quadrature nodes
- weights : ndarray
- Quadrature weights
- See Also
- --------
- roots_hermite_asy
- """
- # Variable transformation
- mu = sqrt(2.0*n + 1.0)
- t = x_initial / mu
- theta = arccos(t)
- # Newton iteration
- for i in range(maxit):
- u, ud = _pbcf(n, theta)
- dtheta = u / (sqrt(2.0) * mu * sin(theta) * ud)
- theta = theta + dtheta
- if max(abs(dtheta)) < 1e-14:
- break
- # Undo variable transformation
- x = mu * cos(theta)
- # Central node is always zero
- if n % 2 == 1:
- x[0] = 0.0
- # Compute weights
- w = exp(-x**2) / (2.0*ud**2)
- return x, w
- def _roots_hermite_asy(n):
- r"""Gauss-Hermite (physicst's) quadrature for large n.
- Computes the sample points and weights for Gauss-Hermite quadrature.
- The sample points are the roots of the n-th degree Hermite polynomial,
- :math:`H_n(x)`. These sample points and weights correctly integrate
- polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2}`.
- This method relies on asymptotic expansions which work best for n > 150.
- The algorithm has linear runtime making computation for very large n
- feasible.
- Parameters
- ----------
- n : int
- quadrature order
- Returns
- -------
- nodes : ndarray
- Quadrature nodes
- weights : ndarray
- Quadrature weights
- See Also
- --------
- roots_hermite
- References
- ----------
- .. [townsend.trogdon.olver-2014]
- Townsend, A. and Trogdon, T. and Olver, S. (2014)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*. :arXiv:`1410.5286`.
- .. [townsend.trogdon.olver-2015]
- Townsend, A. and Trogdon, T. and Olver, S. (2015)
- *Fast computation of Gauss quadrature nodes and
- weights on the whole real line*.
- IMA Journal of Numerical Analysis
- :doi:`10.1093/imanum/drv002`.
- """
- iv = _initial_nodes(n)
- nodes, weights = _newton(n, iv)
- # Combine with negative parts
- if n % 2 == 0:
- nodes = hstack([-nodes[::-1], nodes])
- weights = hstack([weights[::-1], weights])
- else:
- nodes = hstack([-nodes[-1:0:-1], nodes])
- weights = hstack([weights[-1:0:-1], weights])
- # Scale weights
- weights *= sqrt(pi) / sum(weights)
- return nodes, weights
- def hermite(n, monic=False):
- r"""Physicist's Hermite polynomial.
- Defined by
- .. math::
- H_n(x) = (-1)^ne^{x^2}\frac{d^n}{dx^n}e^{-x^2};
- :math:`H_n` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- H : orthopoly1d
- Hermite polynomial.
- Notes
- -----
- The polynomials :math:`H_n` are orthogonal over :math:`(-\infty,
- \infty)` with weight function :math:`e^{-x^2}`.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_hermite(n1, mu=True)
- wfunc = lambda x: exp(-x * x)
- if n == 0:
- x, w = [], []
- hn = 2**n * _gam(n + 1) * sqrt(pi)
- kn = 2**n
- p = orthopoly1d(x, w, hn, kn, wfunc, (-inf, inf), monic,
- lambda x: eval_hermite(n, x))
- return p
- # Hermite 2 He_n(x)
- def roots_hermitenorm(n, mu=False):
- r"""Gauss-Hermite (statistician's) quadrature.
- Computes the sample points and weights for Gauss-Hermite quadrature.
- The sample points are the roots of the n-th degree Hermite polynomial,
- :math:`He_n(x)`. These sample points and weights correctly integrate
- polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-\infty, \infty]` with weight function :math:`f(x) = e^{-x^2/2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- Notes
- -----
- For small n up to 150 a modified version of the Golub-Welsch
- algorithm is used. Nodes are computed from the eigenvalue
- problem and improved by one step of a Newton iteration.
- The weights are computed from the well-known analytical formula.
- For n larger than 150 an optimal asymptotic algorithm is used
- which computes nodes and weights in a numerical stable manner.
- The algorithm has linear runtime making computation for very
- large n (several thousand or more) feasible.
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- numpy.polynomial.hermite_e.hermegauss
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- mu0 = np.sqrt(2.0*np.pi)
- if n <= 150:
- an_func = lambda k: 0.0*k
- bn_func = lambda k: np.sqrt(k)
- f = cephes.eval_hermitenorm
- df = lambda n, x: n * cephes.eval_hermitenorm(n-1, x)
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
- else:
- nodes, weights = _roots_hermite_asy(m)
- # Transform
- nodes *= sqrt(2)
- weights *= sqrt(2)
- if mu:
- return nodes, weights, mu0
- else:
- return nodes, weights
- def hermitenorm(n, monic=False):
- r"""Normalized (probabilist's) Hermite polynomial.
- Defined by
- .. math::
- He_n(x) = (-1)^ne^{x^2/2}\frac{d^n}{dx^n}e^{-x^2/2};
- :math:`He_n` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- He : orthopoly1d
- Hermite polynomial.
- Notes
- -----
- The polynomials :math:`He_n` are orthogonal over :math:`(-\infty,
- \infty)` with weight function :math:`e^{-x^2/2}`.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_hermitenorm(n1, mu=True)
- wfunc = lambda x: exp(-x * x / 2.0)
- if n == 0:
- x, w = [], []
- hn = sqrt(2 * pi) * _gam(n + 1)
- kn = 1.0
- p = orthopoly1d(x, w, hn, kn, wfunc=wfunc, limits=(-inf, inf), monic=monic,
- eval_func=lambda x: eval_hermitenorm(n, x))
- return p
- # The remainder of the polynomials can be derived from the ones above.
- # Ultraspherical (Gegenbauer) C^(alpha)_n(x)
- def roots_gegenbauer(n, alpha, mu=False):
- r"""Gauss-Gegenbauer quadrature.
- Computes the sample points and weights for Gauss-Gegenbauer quadrature.
- The sample points are the roots of the n-th degree Gegenbauer polynomial,
- :math:`C^{\alpha}_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-1, 1]` with weight function
- :math:`f(x) = (1 - x^2)^{\alpha - 1/2}`.
- Parameters
- ----------
- n : int
- quadrature order
- alpha : float
- alpha must be > -0.5
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- if alpha < -0.5:
- raise ValueError("alpha must be greater than -0.5.")
- elif alpha == 0.0:
- # C(n,0,x) == 0 uniformly, however, as alpha->0, C(n,alpha,x)->T(n,x)
- # strictly, we should just error out here, since the roots are not
- # really defined, but we used to return something useful, so let's
- # keep doing so.
- return roots_chebyt(n, mu)
- mu0 = np.sqrt(np.pi) * cephes.gamma(alpha + 0.5) / cephes.gamma(alpha + 1)
- an_func = lambda k: 0.0 * k
- bn_func = lambda k: np.sqrt(k * (k + 2 * alpha - 1)
- / (4 * (k + alpha) * (k + alpha - 1)))
- f = lambda n, x: cephes.eval_gegenbauer(n, alpha, x)
- df = lambda n, x: (-n*x*cephes.eval_gegenbauer(n, alpha, x)
- + (n + 2*alpha - 1)*cephes.eval_gegenbauer(n-1, alpha, x))/(1-x**2)
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
- def gegenbauer(n, alpha, monic=False):
- r"""Gegenbauer (ultraspherical) polynomial.
- Defined to be the solution of
- .. math::
- (1 - x^2)\frac{d^2}{dx^2}C_n^{(\alpha)}
- - (2\alpha + 1)x\frac{d}{dx}C_n^{(\alpha)}
- + n(n + 2\alpha)C_n^{(\alpha)} = 0
- for :math:`\alpha > -1/2`; :math:`C_n^{(\alpha)}` is a polynomial
- of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- C : orthopoly1d
- Gegenbauer polynomial.
- Notes
- -----
- The polynomials :math:`C_n^{(\alpha)}` are orthogonal over
- :math:`[-1,1]` with weight function :math:`(1 - x^2)^{(\alpha -
- 1/2)}`.
- """
- base = jacobi(n, alpha - 0.5, alpha - 0.5, monic=monic)
- if monic:
- return base
- # Abrahmowitz and Stegan 22.5.20
- factor = (_gam(2*alpha + n) * _gam(alpha + 0.5) /
- _gam(2*alpha) / _gam(alpha + 0.5 + n))
- base._scale(factor)
- base.__dict__['_eval_func'] = lambda x: eval_gegenbauer(float(n), alpha, x)
- return base
- # Chebyshev of the first kind: T_n(x) =
- # n! sqrt(pi) / _gam(n+1./2)* P^(-1/2,-1/2)_n(x)
- # Computed anew.
- def roots_chebyt(n, mu=False):
- r"""Gauss-Chebyshev (first kind) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree Chebyshev polynomial of
- the first kind, :math:`T_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-1, 1]` with weight function :math:`f(x) = 1/\sqrt{1 - x^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- numpy.polynomial.chebyshev.chebgauss
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError('n must be a positive integer.')
- x = _ufuncs._sinpi(np.arange(-m + 1, m, 2) / (2*m))
- w = np.full_like(x, pi/m)
- if mu:
- return x, w, pi
- else:
- return x, w
- def chebyt(n, monic=False):
- r"""Chebyshev polynomial of the first kind.
- Defined to be the solution of
- .. math::
- (1 - x^2)\frac{d^2}{dx^2}T_n - x\frac{d}{dx}T_n + n^2T_n = 0;
- :math:`T_n` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- T : orthopoly1d
- Chebyshev polynomial of the first kind.
- Notes
- -----
- The polynomials :math:`T_n` are orthogonal over :math:`[-1, 1]`
- with weight function :math:`(1 - x^2)^{-1/2}`.
- See Also
- --------
- chebyu : Chebyshev polynomial of the second kind.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- wfunc = lambda x: 1.0 / sqrt(1 - x * x)
- if n == 0:
- return orthopoly1d([], [], pi, 1.0, wfunc, (-1, 1), monic,
- lambda x: eval_chebyt(n, x))
- n1 = n
- x, w, mu = roots_chebyt(n1, mu=True)
- hn = pi / 2
- kn = 2**(n - 1)
- p = orthopoly1d(x, w, hn, kn, wfunc, (-1, 1), monic,
- lambda x: eval_chebyt(n, x))
- return p
- # Chebyshev of the second kind
- # U_n(x) = (n+1)! sqrt(pi) / (2*_gam(n+3./2)) * P^(1/2,1/2)_n(x)
- def roots_chebyu(n, mu=False):
- r"""Gauss-Chebyshev (second kind) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree Chebyshev polynomial of
- the second kind, :math:`U_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-1, 1]` with weight function :math:`f(x) = \sqrt{1 - x^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError('n must be a positive integer.')
- t = np.arange(m, 0, -1) * pi / (m + 1)
- x = np.cos(t)
- w = pi * np.sin(t)**2 / (m + 1)
- if mu:
- return x, w, pi / 2
- else:
- return x, w
- def chebyu(n, monic=False):
- r"""Chebyshev polynomial of the second kind.
- Defined to be the solution of
- .. math::
- (1 - x^2)\frac{d^2}{dx^2}U_n - 3x\frac{d}{dx}U_n
- + n(n + 2)U_n = 0;
- :math:`U_n` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- U : orthopoly1d
- Chebyshev polynomial of the second kind.
- Notes
- -----
- The polynomials :math:`U_n` are orthogonal over :math:`[-1, 1]`
- with weight function :math:`(1 - x^2)^{1/2}`.
- See Also
- --------
- chebyt : Chebyshev polynomial of the first kind.
- """
- base = jacobi(n, 0.5, 0.5, monic=monic)
- if monic:
- return base
- factor = sqrt(pi) / 2.0 * _gam(n + 2) / _gam(n + 1.5)
- base._scale(factor)
- return base
- # Chebyshev of the first kind C_n(x)
- def roots_chebyc(n, mu=False):
- r"""Gauss-Chebyshev (first kind) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree Chebyshev polynomial of
- the first kind, :math:`C_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-2, 2]` with weight function :math:`f(x) = 1/\sqrt{1 - (x/2)^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- x, w, m = roots_chebyt(n, True)
- x *= 2
- w *= 2
- m *= 2
- if mu:
- return x, w, m
- else:
- return x, w
- def chebyc(n, monic=False):
- r"""Chebyshev polynomial of the first kind on :math:`[-2, 2]`.
- Defined as :math:`C_n(x) = 2T_n(x/2)`, where :math:`T_n` is the
- nth Chebychev polynomial of the first kind.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- C : orthopoly1d
- Chebyshev polynomial of the first kind on :math:`[-2, 2]`.
- Notes
- -----
- The polynomials :math:`C_n(x)` are orthogonal over :math:`[-2, 2]`
- with weight function :math:`1/\sqrt{1 - (x/2)^2}`.
- See Also
- --------
- chebyt : Chebyshev polynomial of the first kind.
- References
- ----------
- .. [1] Abramowitz and Stegun, "Handbook of Mathematical Functions"
- Section 22. National Bureau of Standards, 1972.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_chebyc(n1, mu=True)
- if n == 0:
- x, w = [], []
- hn = 4 * pi * ((n == 0) + 1)
- kn = 1.0
- p = orthopoly1d(x, w, hn, kn,
- wfunc=lambda x: 1.0 / sqrt(1 - x * x / 4.0),
- limits=(-2, 2), monic=monic)
- if not monic:
- p._scale(2.0 / p(2))
- p.__dict__['_eval_func'] = lambda x: eval_chebyc(n, x)
- return p
- # Chebyshev of the second kind S_n(x)
- def roots_chebys(n, mu=False):
- r"""Gauss-Chebyshev (second kind) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree Chebyshev polynomial of
- the second kind, :math:`S_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-2, 2]` with weight function :math:`f(x) = \sqrt{1 - (x/2)^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- x, w, m = roots_chebyu(n, True)
- x *= 2
- w *= 2
- m *= 2
- if mu:
- return x, w, m
- else:
- return x, w
- def chebys(n, monic=False):
- r"""Chebyshev polynomial of the second kind on :math:`[-2, 2]`.
- Defined as :math:`S_n(x) = U_n(x/2)` where :math:`U_n` is the
- nth Chebychev polynomial of the second kind.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- S : orthopoly1d
- Chebyshev polynomial of the second kind on :math:`[-2, 2]`.
- Notes
- -----
- The polynomials :math:`S_n(x)` are orthogonal over :math:`[-2, 2]`
- with weight function :math:`\sqrt{1 - (x/2)}^2`.
- See Also
- --------
- chebyu : Chebyshev polynomial of the second kind
- References
- ----------
- .. [1] Abramowitz and Stegun, "Handbook of Mathematical Functions"
- Section 22. National Bureau of Standards, 1972.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_chebys(n1, mu=True)
- if n == 0:
- x, w = [], []
- hn = pi
- kn = 1.0
- p = orthopoly1d(x, w, hn, kn,
- wfunc=lambda x: sqrt(1 - x * x / 4.0),
- limits=(-2, 2), monic=monic)
- if not monic:
- factor = (n + 1.0) / p(2)
- p._scale(factor)
- p.__dict__['_eval_func'] = lambda x: eval_chebys(n, x)
- return p
- # Shifted Chebyshev of the first kind T^*_n(x)
- def roots_sh_chebyt(n, mu=False):
- r"""Gauss-Chebyshev (first kind, shifted) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree shifted Chebyshev
- polynomial of the first kind, :math:`T_n(x)`. These sample points and
- weights correctly integrate polynomials of degree :math:`2n - 1` or less
- over the interval :math:`[0, 1]` with weight function
- :math:`f(x) = 1/\sqrt{x - x^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- xw = roots_chebyt(n, mu)
- return ((xw[0] + 1) / 2,) + xw[1:]
- def sh_chebyt(n, monic=False):
- r"""Shifted Chebyshev polynomial of the first kind.
- Defined as :math:`T^*_n(x) = T_n(2x - 1)` for :math:`T_n` the nth
- Chebyshev polynomial of the first kind.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- T : orthopoly1d
- Shifted Chebyshev polynomial of the first kind.
- Notes
- -----
- The polynomials :math:`T^*_n` are orthogonal over :math:`[0, 1]`
- with weight function :math:`(x - x^2)^{-1/2}`.
- """
- base = sh_jacobi(n, 0.0, 0.5, monic=monic)
- if monic:
- return base
- if n > 0:
- factor = 4**n / 2.0
- else:
- factor = 1.0
- base._scale(factor)
- return base
- # Shifted Chebyshev of the second kind U^*_n(x)
- def roots_sh_chebyu(n, mu=False):
- r"""Gauss-Chebyshev (second kind, shifted) quadrature.
- Computes the sample points and weights for Gauss-Chebyshev quadrature.
- The sample points are the roots of the n-th degree shifted Chebyshev
- polynomial of the second kind, :math:`U_n(x)`. These sample points and
- weights correctly integrate polynomials of degree :math:`2n - 1` or less
- over the interval :math:`[0, 1]` with weight function
- :math:`f(x) = \sqrt{x - x^2}`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- x, w, m = roots_chebyu(n, True)
- x = (x + 1) / 2
- m_us = cephes.beta(1.5, 1.5)
- w *= m_us / m
- if mu:
- return x, w, m_us
- else:
- return x, w
- def sh_chebyu(n, monic=False):
- r"""Shifted Chebyshev polynomial of the second kind.
- Defined as :math:`U^*_n(x) = U_n(2x - 1)` for :math:`U_n` the nth
- Chebyshev polynomial of the second kind.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- U : orthopoly1d
- Shifted Chebyshev polynomial of the second kind.
- Notes
- -----
- The polynomials :math:`U^*_n` are orthogonal over :math:`[0, 1]`
- with weight function :math:`(x - x^2)^{1/2}`.
- """
- base = sh_jacobi(n, 2.0, 1.5, monic=monic)
- if monic:
- return base
- factor = 4**n
- base._scale(factor)
- return base
- # Legendre
- def roots_legendre(n, mu=False):
- r"""Gauss-Legendre quadrature.
- Computes the sample points and weights for Gauss-Legendre quadrature.
- The sample points are the roots of the n-th degree Legendre polynomial
- :math:`P_n(x)`. These sample points and weights correctly integrate
- polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[-1, 1]` with weight function :math:`f(x) = 1.0`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- numpy.polynomial.legendre.leggauss
- """
- m = int(n)
- if n < 1 or n != m:
- raise ValueError("n must be a positive integer.")
- mu0 = 2.0
- an_func = lambda k: 0.0 * k
- bn_func = lambda k: k * np.sqrt(1.0 / (4 * k * k - 1))
- f = cephes.eval_legendre
- df = lambda n, x: (-n*x*cephes.eval_legendre(n, x)
- + n*cephes.eval_legendre(n-1, x))/(1-x**2)
- return _gen_roots_and_weights(m, mu0, an_func, bn_func, f, df, True, mu)
- def legendre(n, monic=False):
- r"""Legendre polynomial.
- Defined to be the solution of
- .. math::
- \frac{d}{dx}\left[(1 - x^2)\frac{d}{dx}P_n(x)\right]
- + n(n + 1)P_n(x) = 0;
- :math:`P_n(x)` is a polynomial of degree :math:`n`.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- P : orthopoly1d
- Legendre polynomial.
- Notes
- -----
- The polynomials :math:`P_n` are orthogonal over :math:`[-1, 1]`
- with weight function 1.
- Examples
- --------
- Generate the 3rd-order Legendre polynomial 1/2*(5x^3 + 0x^2 - 3x + 0):
- >>> from scipy.special import legendre
- >>> legendre(3)
- poly1d([ 2.5, 0. , -1.5, 0. ])
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- if n == 0:
- n1 = n + 1
- else:
- n1 = n
- x, w, mu0 = roots_legendre(n1, mu=True)
- if n == 0:
- x, w = [], []
- hn = 2.0 / (2 * n + 1)
- kn = _gam(2 * n + 1) / _gam(n + 1)**2 / 2.0**n
- p = orthopoly1d(x, w, hn, kn, wfunc=lambda x: 1.0, limits=(-1, 1),
- monic=monic, eval_func=lambda x: eval_legendre(n, x))
- return p
- # Shifted Legendre P^*_n(x)
- def roots_sh_legendre(n, mu=False):
- r"""Gauss-Legendre (shifted) quadrature.
- Computes the sample points and weights for Gauss-Legendre quadrature.
- The sample points are the roots of the n-th degree shifted Legendre
- polynomial :math:`P^*_n(x)`. These sample points and weights correctly
- integrate polynomials of degree :math:`2n - 1` or less over the interval
- :math:`[0, 1]` with weight function :math:`f(x) = 1.0`.
- Parameters
- ----------
- n : int
- quadrature order
- mu : bool, optional
- If True, return the sum of the weights, optional.
- Returns
- -------
- x : ndarray
- Sample points
- w : ndarray
- Weights
- mu : float
- Sum of the weights
- See Also
- --------
- scipy.integrate.quadrature
- scipy.integrate.fixed_quad
- """
- x, w = roots_legendre(n)
- x = (x + 1) / 2
- w /= 2
- if mu:
- return x, w, 1.0
- else:
- return x, w
- def sh_legendre(n, monic=False):
- r"""Shifted Legendre polynomial.
- Defined as :math:`P^*_n(x) = P_n(2x - 1)` for :math:`P_n` the nth
- Legendre polynomial.
- Parameters
- ----------
- n : int
- Degree of the polynomial.
- monic : bool, optional
- If `True`, scale the leading coefficient to be 1. Default is
- `False`.
- Returns
- -------
- P : orthopoly1d
- Shifted Legendre polynomial.
- Notes
- -----
- The polynomials :math:`P^*_n` are orthogonal over :math:`[0, 1]`
- with weight function 1.
- """
- if n < 0:
- raise ValueError("n must be nonnegative.")
- wfunc = lambda x: 0.0 * x + 1.0
- if n == 0:
- return orthopoly1d([], [], 1.0, 1.0, wfunc, (0, 1), monic,
- lambda x: eval_sh_legendre(n, x))
- x, w, mu0 = roots_sh_legendre(n, mu=True)
- hn = 1.0 / (2 * n + 1.0)
- kn = _gam(2 * n + 1) / _gam(n + 1)**2
- p = orthopoly1d(x, w, hn, kn, wfunc, limits=(0, 1), monic=monic,
- eval_func=lambda x: eval_sh_legendre(n, x))
- return p
- # -----------------------------------------------------------------------------
- # Code for backwards compatibility
- # -----------------------------------------------------------------------------
- # Import functions in case someone is still calling the orthogonal
- # module directly. (They shouldn't be; it's not in the public API).
- poch = cephes.poch
- from ._ufuncs import (binom, eval_jacobi, eval_sh_jacobi, eval_gegenbauer,
- eval_chebyt, eval_chebyu, eval_chebys, eval_chebyc,
- eval_sh_chebyt, eval_sh_chebyu, eval_legendre,
- eval_sh_legendre, eval_genlaguerre, eval_laguerre,
- eval_hermite, eval_hermitenorm)
- # Make the old root function names an alias for the new ones
- _modattrs = globals()
- for newfun, oldfun in _rootfuns_map.items():
- _modattrs[oldfun] = _modattrs[newfun]
- __all__.append(oldfun)
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