OpenRAM/compiler/gdsMill/mpmath/calculus/differentiation.py

439 lines
14 KiB
Python

from calculus import defun
#----------------------------------------------------------------------------#
# Differentiation #
#----------------------------------------------------------------------------#
@defun
def difference_delta(ctx, s, n):
r"""
Given a sequence `(s_k)` containing at least `n+1` items, returns the
`n`-th forward difference,
.. math ::
\Delta^n = \sum_{k=0}^{\infty} (-1)^{k+n} {n \choose k} s_k.
"""
n = int(n)
d = ctx.zero
b = (-1) ** (n & 1)
for k in xrange(n+1):
d += b * s[k]
b = (b * (k-n)) // (k+1)
return d
@defun
def diff(ctx, f, x, n=1, method='step', scale=1, direction=0):
r"""
Numerically computes the derivative of `f`, `f'(x)`. Optionally,
computes the `n`-th derivative, `f^{(n)}(x)`, for any order `n`.
**Basic examples**
Derivatives of a simple function::
>>> from mpmath import *
>>> mp.dps = 15; mp.pretty = True
>>> diff(lambda x: x**2 + x, 1.0)
3.0
>>> diff(lambda x: x**2 + x, 1.0, 2)
2.0
>>> diff(lambda x: x**2 + x, 1.0, 3)
0.0
The exponential function is invariant under differentiation::
>>> nprint([diff(exp, 3, n) for n in range(5)])
[20.0855, 20.0855, 20.0855, 20.0855, 20.0855]
**Method**
One of two differentiation algorithms can be chosen with the
``method`` keyword argument. The two options are ``'step'``,
and ``'quad'``. The default method is ``'step'``.
``'step'``:
The derivative is computed using a finite difference
approximation, with a small step h. This requires n+1 function
evaluations and must be performed at (n+1) times the target
precision. Accordingly, f must support fast evaluation at high
precision.
``'quad'``:
The derivative is computed using complex
numerical integration. This requires a larger number of function
evaluations, but the advantage is that not much extra precision
is required. For high order derivatives, this method may thus
be faster if f is very expensive to evaluate at high precision.
With ``'quad'`` the result is likely to have a small imaginary
component even if the derivative is actually real::
>>> diff(sqrt, 1, method='quad') # doctest:+ELLIPSIS
(0.5 - 9.44...e-27j)
**Scale**
The scale option specifies the scale of variation of f. The step
size in the finite difference is taken to be approximately
eps*scale. Thus, for example if `f(x) = \cos(1000 x)`, the scale
should be set to 1/1000 and if `f(x) = \cos(x/1000)`, the scale
should be 1000. By default, scale = 1.
(In practice, the default scale will work even for `\cos(1000 x)` or
`\cos(x/1000)`. Changing this parameter is a good idea if the scale
is something *preposterous*.)
If numerical integration is used, the radius of integration is
taken to be equal to scale/2. Note that f must not have any
singularities within the circle of radius scale/2 centered around
x. If possible, a larger scale value is preferable because it
typically makes the integration faster and more accurate.
**Direction**
By default, :func:`diff` uses a central difference approximation.
This corresponds to direction=0. Alternatively, it can compute a
left difference (direction=-1) or right difference (direction=1).
This is useful for computing left- or right-sided derivatives
of nonsmooth functions:
>>> diff(abs, 0, direction=0)
0.0
>>> diff(abs, 0, direction=1)
1.0
>>> diff(abs, 0, direction=-1)
-1.0
More generally, if the direction is nonzero, a right difference
is computed where the step size is multiplied by sign(direction).
For example, with direction=+j, the derivative from the positive
imaginary direction will be computed.
This option only makes sense with method='step'. If integration
is used, it is assumed that f is analytic, implying that the
derivative is the same in all directions.
"""
if n == 0:
return f(ctx.convert(x))
orig = ctx.prec
try:
if method == 'step':
ctx.prec = (orig+20) * (n+1)
h = ctx.ldexp(scale, -orig-10)
# Applying the finite difference formula recursively n times,
# we get a step sum weighted by a row of binomial coefficients
# Directed: steps x, x+h, ... x+n*h
if direction:
h *= ctx.sign(direction)
steps = xrange(n+1)
norm = h**n
# Central: steps x-n*h, x-(n-2)*h ..., x, ..., x+(n-2)*h, x+n*h
else:
steps = xrange(-n, n+1, 2)
norm = (2*h)**n
v = ctx.difference_delta([f(x+k*h) for k in steps], n)
v = v / norm
elif method == 'quad':
ctx.prec += 10
radius = ctx.mpf(scale)/2
def g(t):
rei = radius*ctx.expj(t)
z = x + rei
return f(z) / rei**n
d = ctx.quadts(g, [0, 2*ctx.pi])
v = d * ctx.factorial(n) / (2*ctx.pi)
else:
raise ValueError("unknown method: %r" % method)
finally:
ctx.prec = orig
return +v
@defun
def diffs(ctx, f, x, n=None, method='step', scale=1, direction=0):
r"""
Returns a generator that yields the sequence of derivatives
.. math ::
f(x), f'(x), f''(x), \ldots, f^{(k)}(x), \ldots
With ``method='step'``, :func:`diffs` uses only `O(k)`
function evaluations to generate the first `k` derivatives,
rather than the roughly `O(k^2)` evaluations
required if one calls :func:`diff` `k` separate times.
With `n < \infty`, the generator stops as soon as the
`n`-th derivative has been generated. If the exact number of
needed derivatives is known in advance, this is further
slightly more efficient.
**Examples**
>>> from mpmath import *
>>> mp.dps = 15
>>> nprint(list(diffs(cos, 1, 5)))
[0.540302, -0.841471, -0.540302, 0.841471, 0.540302, -0.841471]
>>> for i, d in zip(range(6), diffs(cos, 1)): print i, d
...
0 0.54030230586814
1 -0.841470984807897
2 -0.54030230586814
3 0.841470984807897
4 0.54030230586814
5 -0.841470984807897
"""
if n is None:
n = ctx.inf
else:
n = int(n)
if method != 'step':
k = 0
while k < n:
yield ctx.diff(f, x, k)
k += 1
return
targetprec = ctx.prec
def getvalues(m):
callprec = ctx.prec
try:
ctx.prec = workprec = (targetprec+20) * (m+1)
h = ctx.ldexp(scale, -targetprec-10)
if direction:
h *= ctx.sign(direction)
y = [f(x+h*k) for k in xrange(m+1)]
hnorm = h
else:
y = [f(x+h*k) for k in xrange(-m, m+1, 2)]
hnorm = 2*h
return y, hnorm, workprec
finally:
ctx.prec = callprec
yield f(ctx.convert(x))
if n < 1:
return
if n == ctx.inf:
A, B = 1, 2
else:
A, B = 1, n+1
while 1:
y, hnorm, workprec = getvalues(B)
for k in xrange(A, B):
try:
callprec = ctx.prec
ctx.prec = workprec
d = ctx.difference_delta(y, k) / hnorm**k
finally:
ctx.prec = callprec
yield +d
if k >= n:
return
A, B = B, int(A*1.4+1)
B = min(B, n)
@defun
def differint(ctx, f, x, n=1, x0=0):
r"""
Calculates the Riemann-Liouville differintegral, or fractional
derivative, defined by
.. math ::
\,_{x_0}{\mathbb{D}}^n_xf(x) \frac{1}{\Gamma(m-n)} \frac{d^m}{dx^m}
\int_{x_0}^{x}(x-t)^{m-n-1}f(t)dt
where `f` is a given (presumably well-behaved) function,
`x` is the evaluation point, `n` is the order, and `x_0` is
the reference point of integration (`m` is an arbitrary
parameter selected automatically).
With `n = 1`, this is just the standard derivative `f'(x)`; with `n = 2`,
the second derivative `f''(x)`, etc. With `n = -1`, it gives
`\int_{x_0}^x f(t) dt`, with `n = -2`
it gives `\int_{x_0}^x \left( \int_{x_0}^t f(u) du \right) dt`, etc.
As `n` is permitted to be any number, this operator generalizes
iterated differentiation and iterated integration to a single
operator with a continuous order parameter.
**Examples**
There is an exact formula for the fractional derivative of a
monomial `x^p`, which may be used as a reference. For example,
the following gives a half-derivative (order 0.5)::
>>> from mpmath import *
>>> mp.dps = 15; mp.pretty = True
>>> x = mpf(3); p = 2; n = 0.5
>>> differint(lambda t: t**p, x, n)
7.81764019044672
>>> gamma(p+1)/gamma(p-n+1) * x**(p-n)
7.81764019044672
Another useful test function is the exponential function, whose
integration / differentiation formula easy generalizes
to arbitrary order. Here we first compute a third derivative,
and then a triply nested integral. (The reference point `x_0`
is set to `-\infty` to avoid nonzero endpoint terms.)::
>>> differint(lambda x: exp(pi*x), -1.5, 3)
0.278538406900792
>>> exp(pi*-1.5) * pi**3
0.278538406900792
>>> differint(lambda x: exp(pi*x), 3.5, -3, -inf)
1922.50563031149
>>> exp(pi*3.5) / pi**3
1922.50563031149
However, for noninteger `n`, the differentiation formula for the
exponential function must be modified to give the same result as the
Riemann-Liouville differintegral::
>>> x = mpf(3.5)
>>> c = pi
>>> n = 1+2*j
>>> differint(lambda x: exp(c*x), x, n)
(-123295.005390743 + 140955.117867654j)
>>> x**(-n) * exp(c)**x * (x*c)**n * gammainc(-n, 0, x*c) / gamma(-n)
(-123295.005390743 + 140955.117867654j)
"""
m = max(int(ctx.ceil(ctx.re(n)))+1, 1)
r = m-n-1
g = lambda x: ctx.quad(lambda t: (x-t)**r * f(t), [x0, x])
return ctx.diff(g, x, m) / ctx.gamma(m-n)
@defun
def diffun(ctx, f, n=1, **options):
"""
Given a function f, returns a function g(x) that evaluates the nth
derivative f^(n)(x)::
>>> from mpmath import *
>>> mp.dps = 15; mp.pretty = True
>>> cos2 = diffun(sin)
>>> sin2 = diffun(sin, 4)
>>> cos(1.3), cos2(1.3)
(0.267498828624587, 0.267498828624587)
>>> sin(1.3), sin2(1.3)
(0.963558185417193, 0.963558185417193)
The function f must support arbitrary precision evaluation.
See :func:`diff` for additional details and supported
keyword options.
"""
if n == 0:
return f
def g(x):
return ctx.diff(f, x, n, **options)
return g
@defun
def taylor(ctx, f, x, n, **options):
r"""
Produces a degree-`n` Taylor polynomial around the point `x` of the
given function `f`. The coefficients are returned as a list.
>>> from mpmath import *
>>> mp.dps = 15; mp.pretty = True
>>> nprint(chop(taylor(sin, 0, 5)))
[0.0, 1.0, 0.0, -0.166667, 0.0, 0.00833333]
The coefficients are computed using high-order numerical
differentiation. The function must be possible to evaluate
to arbitrary precision. See :func:`diff` for additional details
and supported keyword options.
Note that to evaluate the Taylor polynomial as an approximation
of `f`, e.g. with :func:`polyval`, the coefficients must be reversed,
and the point of the Taylor expansion must be subtracted from
the argument:
>>> p = taylor(exp, 2.0, 10)
>>> polyval(p[::-1], 2.5 - 2.0)
12.1824939606092
>>> exp(2.5)
12.1824939607035
"""
return [d/ctx.factorial(i) for i, d in enumerate(ctx.diffs(f, x, n, **options))]
@defun
def pade(ctx, a, L, M):
r"""
Computes a Pade approximation of degree `(L, M)` to a function.
Given at least `L+M+1` Taylor coefficients `a` approximating
a function `A(x)`, :func:`pade` returns coefficients of
polynomials `P, Q` satisfying
.. math ::
P = \sum_{k=0}^L p_k x^k
Q = \sum_{k=0}^M q_k x^k
Q_0 = 1
A(x) Q(x) = P(x) + O(x^{L+M+1})
`P(x)/Q(x)` can provide a good approximation to an analytic function
beyond the radius of convergence of its Taylor series (example
from G.A. Baker 'Essentials of Pade Approximants' Academic Press,
Ch.1A)::
>>> from mpmath import *
>>> mp.dps = 15; mp.pretty = True
>>> one = mpf(1)
>>> def f(x):
... return sqrt((one + 2*x)/(one + x))
...
>>> a = taylor(f, 0, 6)
>>> p, q = pade(a, 3, 3)
>>> x = 10
>>> polyval(p[::-1], x)/polyval(q[::-1], x)
1.38169105566806
>>> f(x)
1.38169855941551
"""
# To determine L+1 coefficients of P and M coefficients of Q
# L+M+1 coefficients of A must be provided
assert(len(a) >= L+M+1)
if M == 0:
if L == 0:
return [ctx.one], [ctx.one]
else:
return a[:L+1], [ctx.one]
# Solve first
# a[L]*q[1] + ... + a[L-M+1]*q[M] = -a[L+1]
# ...
# a[L+M-1]*q[1] + ... + a[L]*q[M] = -a[L+M]
A = ctx.matrix(M)
for j in range(M):
for i in range(min(M, L+j+1)):
A[j, i] = a[L+j-i]
v = -ctx.matrix(a[(L+1):(L+M+1)])
x = ctx.lu_solve(A, v)
q = [ctx.one] + list(x)
# compute p
p = [0]*(L+1)
for i in range(L+1):
s = a[i]
for j in range(1, min(M,i) + 1):
s += q[j]*a[i-j]
p[i] = s
return p, q