ch07-code-listing

Chapter 7: Interpolation

Robert Johansson

Source code listings for Numerical Python - Scientific Computing and Data Science Applications with Numpy, SciPy and Matplotlib (ISBN 978-1-484242-45-2).

In [1]:
%matplotlib inline

import matplotlib as mpl
mpl.rcParams["font.family"] = "serif"
mpl.rcParams["font.size"] = "12"

mpl.rcParams['mathtext.fontset'] = 'stix'
mpl.rcParams['font.family'] = 'serif'
mpl.rcParams['font.sans-serif'] = 'stix'
In [2]:
import numpy as np
In [3]:
from numpy import polynomial as P
In [4]:
from scipy import interpolate
In [5]:
import matplotlib.pyplot as plt
In [6]:
from scipy import linalg

Polynomials

In [7]:
p1 = P.Polynomial([1,2,3])
In [8]:
p1
Out[8]:
$x \mapsto \text{1.0} + \text{2.0}\,x + \text{3.0}\,x^{2}$
In [9]:
p2 = P.Polynomial.fromroots([-1, 1])
In [10]:
p2
Out[10]:
$x \mapsto \text{-1.0}\color{LightGray}{ + \text{0.0}\,x} + \text{1.0}\,x^{2}$
In [11]:
p1.roots()
Out[11]:
array([-0.33333333-0.47140452j, -0.33333333+0.47140452j])
In [12]:
p2.roots()
Out[12]:
array([-1.,  1.])
In [13]:
p1.coef
Out[13]:
array([1., 2., 3.])
In [14]:
p1.domain
Out[14]:
array([-1,  1])
In [15]:
p1.window
Out[15]:
array([-1,  1])
In [16]:
p1(np.array([1.5, 2.5, 3.5]))
Out[16]:
array([10.75, 24.75, 44.75])
In [17]:
# p1([1.5, 2.5, 3.5])
In [18]:
p1+p2
Out[18]:
$x \mapsto \color{LightGray}{\text{0.0}} + \text{2.0}\,x + \text{4.0}\,x^{2}$
In [19]:
p2 / 5
Out[19]:
$x \mapsto \text{-0.2}\color{LightGray}{ + \text{0.0}\,x} + \text{0.2}\,x^{2}$
In [20]:
p1 = P.Polynomial.fromroots([1, 2, 3])
In [21]:
p1
Out[21]:
$x \mapsto \text{-6.0} + \text{11.0}\,x - \text{6.0}\,x^{2} + \text{1.0}\,x^{3}$
In [22]:
p2 = P.Polynomial.fromroots([2])
In [23]:
p2
Out[23]:
$x \mapsto \text{-2.0} + \text{1.0}\,x$
In [24]:
p3 = p1 // p2
In [25]:
p3
Out[25]:
$x \mapsto \text{3.0} - \text{4.0}\,x + \text{1.0}\,x^{2}$
In [26]:
p3.roots()
Out[26]:
array([1., 3.])
In [27]:
p2
Out[27]:
$x \mapsto \text{-2.0} + \text{1.0}\,x$
In [28]:
c1 = P.Chebyshev([1, 2, 3])
In [29]:
c1
Out[29]:
$x \mapsto \text{1.0}\,{T}_{0}(x) + \text{2.0}\,{T}_{1}(x) + \text{3.0}\,{T}_{2}(x)$
In [30]:
c1.roots()
Out[30]:
array([-0.76759188,  0.43425855])
In [31]:
c = P.Chebyshev.fromroots([-1, 1])
In [32]:
c
Out[32]:
$x \mapsto \text{-0.5}\,{T}_{0}(x)\color{LightGray}{ + \text{0.0}\,{T}_{1}(x)} + \text{0.5}\,{T}_{2}(x)$
In [33]:
l = P.Legendre.fromroots([-1, 1])
In [34]:
l
Out[34]:
$x \mapsto \text{-0.6666666666666667}\,{P}_{0}(x)\color{LightGray}{ + \text{0.0}\,{P}_{1}(x)} + \text{0.6666666666666666}\,{P}_{2}(x)$
In [35]:
c(np.array([0.5, 1.5, 2.5]))
Out[35]:
array([-0.75,  1.25,  5.25])
In [36]:
l(np.array([0.5, 1.5, 2.5]))
Out[36]:
array([-0.75,  1.25,  5.25])

Polynomial interpolation

In [37]:
x = np.array([1, 2, 3, 4])
y = np.array([1, 3, 5, 4])
In [38]:
deg = len(x) - 1
In [39]:
A = P.polynomial.polyvander(x, deg)
In [40]:
c = linalg.solve(A, y)
In [41]:
c
Out[41]:
array([ 2. , -3.5,  3. , -0.5])
In [42]:
f1 = P.Polynomial(c)
In [43]:
f1(2.5)
Out[43]:
4.1875
In [44]:
A = P.chebyshev.chebvander(x, deg)
In [45]:
c = linalg.solve(A, y)
In [46]:
c
Out[46]:
array([ 3.5  , -3.875,  1.5  , -0.125])
In [47]:
f2 = P.Chebyshev(c)
In [48]:
f2(2.5)
Out[48]:
4.1875
In [49]:
xx = np.linspace(x.min(), x.max(), 100)

fig, ax = plt.subplots(1, 1, figsize=(8, 4))

ax.plot(xx, f1(xx), 'b', lw=2, label='Power basis interp.')
ax.plot(xx, f2(xx), 'r--', lw=2, label='Chebyshev basis interp.')
ax.scatter(x, y, label='data points')

ax.legend(loc=4)
ax.set_xticks(x)
ax.set_ylabel(r"$y$", fontsize=18)
ax.set_xlabel(r"$x$", fontsize=18)

fig.tight_layout()
fig.savefig('ch7-polynomial-interpolation.pdf');
In [50]:
f1b = P.Polynomial.fit(x, y, deg)
In [51]:
f1b
Out[51]:
$x \mapsto \text{4.187500000000003} + \text{3.187499999999996}\,\left(\text{-1.6666666666666667} + \text{0.6666666666666666}x\right) - \text{1.687500000000004}\,\left(\text{-1.6666666666666667} + \text{0.6666666666666666}x\right)^{2} - \text{1.6874999999999973}\,\left(\text{-1.6666666666666667} + \text{0.6666666666666666}x\right)^{3}$
In [52]:
f2b = P.Chebyshev.fit(x, y, deg)
In [53]:
f2b
Out[53]:
$x \mapsto \text{3.3437500000000004}\,{T}_{0}(\text{-1.6666666666666667} + \text{0.6666666666666666}x) + \text{1.9218749999999991}\,{T}_{1}(\text{-1.6666666666666667} + \text{0.6666666666666666}x) - \text{0.8437500000000021}\,{T}_{2}(\text{-1.6666666666666667} + \text{0.6666666666666666}x) - \text{0.42187499999999944}\,{T}_{3}(\text{-1.6666666666666667} + \text{0.6666666666666666}x)$
In [54]:
np.linalg.cond(P.chebyshev.chebvander(x, deg))
Out[54]:
4659.738424139959
In [55]:
np.linalg.cond(P.chebyshev.chebvander((2*x-5)/3.0, deg))
Out[55]:
1.8542033440472896
In [56]:
(2 * x - 5)/3.0
Out[56]:
array([-1.        , -0.33333333,  0.33333333,  1.        ])
In [57]:
f1 = P.Polynomial.fit(x, y, 1)
f2 = P.Polynomial.fit(x, y, 2)
f3 = P.Polynomial.fit(x, y, 3)
In [58]:
xx = np.linspace(x.min(), x.max(), 100)

fig, ax = plt.subplots(1, 1, figsize=(8, 4))

ax.plot(xx, f1(xx), 'r', lw=2, label='1st order')
ax.plot(xx, f2(xx), 'g', lw=2, label='2nd order')
ax.plot(xx, f3(xx), 'b', lw=2, label='3rd order')
ax.scatter(x, y, label='data points')

ax.legend(loc=4)
ax.set_xticks(x)
ax.set_ylabel(r"$y$", fontsize=18)
ax.set_xlabel(r"$x$", fontsize=18);

Runge problem

In [59]:
def runge(x):
    return 1/(1 + 25 * x**2)
In [60]:
def runge_interpolate(n):
    x = np.linspace(-1, 1, n + 1)
    p = P.Polynomial.fit(x, runge(x), deg=n)
    return x, p
In [61]:
xx = np.linspace(-1, 1, 250)
In [62]:
fig, ax = plt.subplots(1, 1, figsize=(8, 4))

ax.plot(xx, runge(xx), 'k', lw=2, label="Runge's function")

n = 13
x, p = runge_interpolate(n)
ax.plot(x, runge(x), 'ro')
ax.plot(xx, p(xx), 'r', label='interp. order %d' % n)

n = 14
x, p = runge_interpolate(n)
ax.plot(x, runge(x), 'go')
ax.plot(xx, p(xx), 'g', label='interp. order %d' % n)

ax.legend(loc=8)
ax.set_xlim(-1.1, 1.1)
ax.set_ylim(-1, 2)
ax.set_xticks([-1, -0.5, 0, 0.5, 1])
ax.set_ylabel(r"$y$", fontsize=18)
ax.set_xlabel(r"$x$", fontsize=18)

fig.tight_layout()
fig.savefig('ch7-polynomial-interpolation-runge.pdf');

Spline interpolation

In [63]:
x = np.linspace(-1, 1, 11)
In [64]:
y = runge(x)
In [65]:
f = interpolate.interp1d(x, y, kind=3)
In [66]:
xx = np.linspace(-1, 1, 100)
In [67]:
fig, ax = plt.subplots(figsize=(8, 4))

ax.plot(xx, runge(xx), 'k', lw=1, label="Runge's function")
ax.plot(x, y, 'ro', label='sample points')
ax.plot(xx, f(xx), 'r--', lw=2, label='spline order 3')

ax.legend()
ax.set_ylim(0, 1.1)
ax.set_xticks([-1, -0.5, 0, 0.5, 1])
ax.set_ylabel(r"$y$", fontsize=18)
ax.set_xlabel(r"$x$", fontsize=18)

fig.tight_layout()
fig.savefig('ch7-spline-interpolation-runge.pdf');
In [68]:
x = np.array([0, 1, 2, 3, 4, 5, 6, 7])
In [69]:
y = np.array([3, 4, 3.5, 2, 1, 1.5, 1.25, 0.9])
In [70]:
xx = np.linspace(x.min(), x.max(), 100)
In [71]:
fig, ax = plt.subplots(figsize=(8, 4))

ax.scatter(x, y)

for n in [1, 2, 3, 5]:
    f = interpolate.interp1d(x, y, kind=n)
    ax.plot(xx, f(xx), label='order %d' % n)

ax.legend()
ax.set_ylabel(r"$y$", fontsize=18)
ax.set_xlabel(r"$x$", fontsize=18)

fig.tight_layout()
fig.savefig('ch7-spline-interpolation-orders.pdf');

Multivariate interpolation

Regular grid

In [72]:
x = y = np.linspace(-2, 2, 10)
In [73]:
def f(x, y):
    return np.exp(-(x + .5)**2 - 2*(y + .5)**2) - np.exp(-(x - .5)**2 - 2*(y - .5)**2)
In [74]:
X, Y = np.meshgrid(x, y)
In [75]:
# simulate noisy data at fixed grid points X, Y
Z = f(X, Y) + 0.05 * np.random.randn(*X.shape)
In [76]:
f_interp = interpolate.interp2d(x, y, Z, kind='cubic')
In [77]:
xx = yy = np.linspace(x.min(), x.max(), 100)
In [78]:
ZZi = f_interp(xx, yy)
In [79]:
XX, YY = np.meshgrid(xx, yy)
In [80]:
fig, axes = plt.subplots(1, 2, figsize=(12, 5))

c = axes[0].contourf(XX, YY, f(XX, YY), 15, cmap=plt.cm.RdBu)
axes[0].set_xlabel(r"$x$", fontsize=20)
axes[0].set_ylabel(r"$y$", fontsize=20)
axes[0].set_title("exact / high sampling")
cb = fig.colorbar(c, ax=axes[0])
cb.set_label(r"$z$", fontsize=20)

c = axes[1].contourf(XX, YY, ZZi, 15, cmap=plt.cm.RdBu)
axes[1].set_ylim(-2.1, 2.1)
axes[1].set_xlim(-2.1, 2.1)
axes[1].set_xlabel(r"$x$", fontsize=20)
axes[1].set_ylabel(r"$y$", fontsize=20)
axes[1].scatter(X, Y, marker='x', color='k')
axes[1].set_title("interpolation of noisy data / low sampling")
cb = fig.colorbar(c, ax=axes[1])
cb.set_label(r"$z$", fontsize=20)

fig.tight_layout()
fig.savefig('ch7-multivariate-interpolation-regular-grid.pdf')
In [81]:
fig, ax = plt.subplots(1, 1, figsize=(6, 5))

c = ax.contourf(XX, YY, ZZi, 15, cmap=plt.cm.RdBu)
ax.set_ylim(-2.1, 2.1)
ax.set_xlim(-2.1, 2.1)
ax.set_xlabel(r"$x$", fontsize=20)
ax.set_ylabel(r"$y$", fontsize=20)
ax.scatter(X, Y, marker='x', color='k')
cb = fig.colorbar(c, ax=ax)
cb.set_label(r"$z$", fontsize=20)

fig.tight_layout()
#fig.savefig('ch7-multivariate-interpolation-regular-grid.pdf')

Irregular grid

In [82]:
np.random.seed(115925231)
In [83]:
x = y = np.linspace(-1, 1, 100)
In [84]:
X, Y = np.meshgrid(x, y)
In [85]:
def f(x, y):
    return np.exp(-x**2 - y**2) * np.cos(4*x) * np.sin(6*y)
In [86]:
Z = f(X, Y)
In [87]:
N = 500
In [88]:
xdata = np.random.uniform(-1, 1, N)
In [89]:
ydata = np.random.uniform(-1, 1, N)
In [90]:
zdata = f(xdata, ydata)
In [91]:
fig, ax = plt.subplots(figsize=(8, 6))
c = ax.contourf(X, Y, Z, 15, cmap=plt.cm.RdBu);
ax.scatter(xdata, ydata, marker='.')
ax.set_ylim(-1,1)
ax.set_xlim(-1,1)
ax.set_xlabel(r"$x$", fontsize=20)
ax.set_ylabel(r"$y$", fontsize=20)

cb = fig.colorbar(c, ax=ax)
cb.set_label(r"$z$", fontsize=20)

fig.tight_layout()
fig.savefig('ch7-multivariate-interpolation-exact.pdf');
In [92]:
def z_interpolate(xdata, ydata, zdata):
    Zi_0 = interpolate.griddata((xdata, ydata), zdata, (X, Y), method='nearest')
    Zi_1 = interpolate.griddata((xdata, ydata), zdata, (X, Y), method='linear')
    Zi_3 = interpolate.griddata((xdata, ydata), zdata, (X, Y), method='cubic')
    return Zi_0, Zi_1, Zi_3
In [93]:
fig, axes = plt.subplots(3, 3, figsize=(12, 12), sharex=True, sharey=True)

n_vec = [50, 150, 500]

for idx, n in enumerate(n_vec):
    Zi_0, Zi_1, Zi_3 = z_interpolate(xdata[:n], ydata[:n], zdata[:n])
    axes[idx, 0].contourf(X, Y, Zi_0, 15, cmap=plt.cm.RdBu)
    axes[idx, 0].set_ylabel("%d data points\ny" % n, fontsize=16)
    axes[idx, 0].set_title("nearest", fontsize=16)
    axes[idx, 1].contourf(X, Y, Zi_1, 15, cmap=plt.cm.RdBu)
    axes[idx, 1].set_title("linear", fontsize=16)
    axes[idx, 2].contourf(X, Y, Zi_3, 15, cmap=plt.cm.RdBu)
    axes[idx, 2].set_title("cubic", fontsize=16)

for m in range(len(n_vec)):
    axes[idx, m].set_xlabel("x", fontsize=16)
    
fig.tight_layout()
fig.savefig('ch7-multivariate-interpolation-interp.pdf');

Versions

In [94]:
%reload_ext version_information
In [95]:
%version_information scipy, numpy, matplotlib
Out[95]:
SoftwareVersion
Python3.6.8 64bit [GCC 4.2.1 Compatible Clang 4.0.1 (tags/RELEASE_401/final)]
IPython7.5.0
OSDarwin 18.2.0 x86_64 i386 64bit
scipy1.2.1
numpy1.16.3
matplotlib3.0.3
Mon May 06 14:36:10 2019 JST