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- import itertools
- import functools
- import operator
- import numpy as np
- from math import prod
- from types import GenericAlias
- from . import _dierckx # type: ignore[attr-defined]
- import scipy.sparse.linalg as ssl
- from scipy.sparse import csr_array
- from scipy._lib._array_api import array_namespace, xp_capabilities
- from ._bsplines import _not_a_knot, BSpline
- __all__ = ["NdBSpline"]
- def _get_dtype(dtype):
- """Return np.complex128 for complex dtypes, np.float64 otherwise."""
- if np.issubdtype(dtype, np.complexfloating):
- return np.complex128
- else:
- return np.float64
- @xp_capabilities(
- cpu_only=True, jax_jit=False,
- skip_backends=[
- ("dask.array",
- "https://github.com/data-apis/array-api-extra/issues/488")
- ]
- )
- class NdBSpline:
- """Tensor product spline object.
- The value at point ``xp = (x1, x2, ..., xN)`` is evaluated as a linear
- combination of products of one-dimensional b-splines in each of the ``N``
- dimensions::
- c[i1, i2, ..., iN] * B(x1; i1, t1) * B(x2; i2, t2) * ... * B(xN; iN, tN)
- Here ``B(x; i, t)`` is the ``i``-th b-spline defined by the knot vector
- ``t`` evaluated at ``x``.
- Parameters
- ----------
- t : tuple of 1D ndarrays
- knot vectors in directions 1, 2, ... N,
- ``len(t[i]) == n[i] + k + 1``
- c : ndarray, shape (n1, n2, ..., nN, ...)
- b-spline coefficients
- k : int or length-d tuple of integers
- spline degrees.
- A single integer is interpreted as having this degree for
- all dimensions.
- extrapolate : bool, optional
- Whether to extrapolate out-of-bounds inputs, or return `nan`.
- Default is to extrapolate.
- Attributes
- ----------
- t : tuple of ndarrays
- Knots vectors.
- c : ndarray
- Coefficients of the tensor-product spline.
- k : tuple of integers
- Degrees for each dimension.
- extrapolate : bool, optional
- Whether to extrapolate or return nans for out-of-bounds inputs.
- Defaults to true.
- Methods
- -------
- __call__
- derivative
- design_matrix
- See Also
- --------
- BSpline : a one-dimensional B-spline object
- NdPPoly : an N-dimensional piecewise tensor product polynomial
- """
- # generic type compatibility with scipy-stubs
- __class_getitem__ = classmethod(GenericAlias)
- def __init__(self, t, c, k, *, extrapolate=None):
- self._k, self._indices_k1d, (self._t, self._len_t) = _preprocess_inputs(k, t)
- self._asarray = array_namespace(c, *t).asarray
- if extrapolate is None:
- extrapolate = True
- self.extrapolate = bool(extrapolate)
- self._c = np.asarray(c)
- ndim = self._t.shape[0] # == len(self.t)
- if self._c.ndim < ndim:
- raise ValueError(f"Coefficients must be at least {ndim}-dimensional.")
- for d in range(ndim):
- td = self.t[d]
- kd = self.k[d]
- n = td.shape[0] - kd - 1
- if self._c.shape[d] != n:
- raise ValueError(f"Knots, coefficients and degree in dimension"
- f" {d} are inconsistent:"
- f" got {self._c.shape[d]} coefficients for"
- f" {len(td)} knots, need at least {n} for"
- f" k={k}.")
- dt = _get_dtype(self._c.dtype)
- self._c = np.ascontiguousarray(self._c, dtype=dt)
- @property
- def k(self):
- return tuple(self._k)
- @property
- def t(self):
- # repack the knots into a tuple
- return tuple(
- self._asarray(self._t[d, :self._len_t[d]]) for d in range(self._t.shape[0])
- )
- @property
- def c(self):
- return self._asarray(self._c)
- def __call__(self, xi, *, nu=None, extrapolate=None):
- """Evaluate the tensor product b-spline at ``xi``.
- Parameters
- ----------
- xi : array_like, shape(..., ndim)
- The coordinates to evaluate the interpolator at.
- This can be a list or tuple of ndim-dimensional points
- or an array with the shape (num_points, ndim).
- nu : sequence of length ``ndim``, optional
- Orders of derivatives to evaluate. Each must be non-negative.
- Defaults to the zeroth derivivative.
- extrapolate : bool, optional
- Whether to exrapolate based on first and last intervals in each
- dimension, or return `nan`. Default is to ``self.extrapolate``.
- Returns
- -------
- values : ndarray, shape ``xi.shape[:-1] + self.c.shape[ndim:]``
- Interpolated values at ``xi``
- """
- ndim = self._t.shape[0] # == len(self.t)
- if extrapolate is None:
- extrapolate = self.extrapolate
- extrapolate = bool(extrapolate)
- if nu is None:
- nu = np.zeros((ndim,), dtype=np.int64)
- else:
- nu = np.asarray(nu, dtype=np.int64)
- if nu.ndim != 1 or nu.shape[0] != ndim:
- raise ValueError(
- f"invalid number of derivative orders {nu = } for "
- f"ndim = {len(self.t)}.")
- if any(nu < 0):
- raise ValueError(f"derivatives must be positive, got {nu = }")
- # prepare xi : shape (..., m1, ..., md) -> (1, m1, ..., md)
- xi = np.asarray(xi, dtype=float)
- xi_shape = xi.shape
- xi = xi.reshape(-1, xi_shape[-1])
- xi = np.ascontiguousarray(xi)
- if xi_shape[-1] != ndim:
- raise ValueError(f"Shapes: xi.shape={xi_shape} and ndim={ndim}")
- # complex -> double
- was_complex = self._c.dtype.kind == 'c'
- cc = self._c
- if was_complex and self._c.ndim == ndim:
- # make sure that core dimensions are intact, and complex->float
- # size doubling only adds a trailing dimension
- cc = self._c[..., None]
- cc = cc.view(float)
- # prepare the coefficients: flatten the trailing dimensions
- c1 = cc.reshape(cc.shape[:ndim] + (-1,))
- c1r = c1.ravel()
- # replacement for np.ravel_multi_index for indexing of `c1`:
- _strides_c1 = np.asarray([s // c1.dtype.itemsize
- for s in c1.strides], dtype=np.int64)
- num_c_tr = c1.shape[-1] # # of trailing coefficients
- out = _dierckx.evaluate_ndbspline(xi,
- self._t,
- self._len_t,
- self._k,
- nu,
- extrapolate,
- c1r,
- num_c_tr,
- _strides_c1,
- self._indices_k1d,
- )
- out = out.view(self._c.dtype)
- out = out.reshape(xi_shape[:-1] + self._c.shape[ndim:])
- return self._asarray(out)
- @classmethod
- def design_matrix(cls, xvals, t, k, extrapolate=True):
- """Construct the design matrix as a CSR format sparse array.
- Parameters
- ----------
- xvals : ndarray, shape(npts, ndim)
- Data points. ``xvals[j, :]`` gives the ``j``-th data point as an
- ``ndim``-dimensional array.
- t : tuple of 1D ndarrays, length-ndim
- Knot vectors in directions 1, 2, ... ndim,
- k : int
- B-spline degree.
- extrapolate : bool, optional
- Whether to extrapolate out-of-bounds values of raise a `ValueError`
- Returns
- -------
- design_matrix : a CSR array
- Each row of the design matrix corresponds to a value in `xvals` and
- contains values of b-spline basis elements which are non-zero
- at this value.
- """
- xvals = np.asarray(xvals, dtype=float)
- ndim = xvals.shape[-1]
- if len(t) != ndim:
- raise ValueError(
- f"Data and knots are inconsistent: len(t) = {len(t)} for "
- f" {ndim = }."
- )
- # tabulate the flat indices for iterating over the (k+1)**ndim subarray
- k, _indices_k1d, (_t, len_t) = _preprocess_inputs(k, t)
- # Precompute the shape and strides of the 'coefficients array'.
- # This would have been the NdBSpline coefficients; in the present context
- # this is a helper to compute the indices into the colocation matrix.
- c_shape = tuple(len_t[d] - k[d] - 1 for d in range(ndim))
- # The strides of the coeffs array: the computation is equivalent to
- # >>> cstrides = [s // 8 for s in np.empty(c_shape).strides]
- cs = c_shape[1:] + (1,)
- cstrides = np.cumprod(cs[::-1], dtype=np.int64)[::-1].copy()
- # heavy lifting happens here
- data, indices, indptr = _dierckx._coloc_nd(xvals,
- _t, len_t, k, _indices_k1d, cstrides)
- return csr_array((data, indices, indptr))
- def _bspline_derivative_along_axis(self, c, t, k, axis, nu=1):
- # Move the selected axis to front
- c = np.moveaxis(c, axis, 0)
- n = c.shape[0]
- trailing_shape = c.shape[1:]
- c_flat = c.reshape(n, -1)
- new_c_list = []
- new_t = None
- for i in range(c_flat.shape[1]):
- if k >= nu:
- b = BSpline.construct_fast(t, c_flat[:, i], k)
- db = b.derivative(nu)
- # truncate coefficients to match new knot/degree size
- db.c = db.c[:len(db.t) - db.k - 1]
- else:
- db = BSpline.construct_fast(t, np.zeros(len(t) - 1), 0)
- if new_t is None:
- new_t = db.t
- new_c_list.append(db.c)
- new_c = np.stack(new_c_list, axis=1).reshape(
- (len(new_c_list[0]),) + trailing_shape)
- new_c = np.moveaxis(new_c, 0, axis)
- return new_c, new_t
- def derivative(self, nu):
- """
- Construct a new NdBSpline representing the partial derivative.
- Parameters
- ----------
- nu : array_like of shape (ndim,)
- Orders of the partial derivatives to compute along each dimension.
- Returns
- -------
- NdBSpline
- A new NdBSpline representing the partial derivative of the original spline.
- """
- nu_arr = np.asarray(nu, dtype=np.int64)
- ndim = len(self.t)
- if nu_arr.ndim != 1 or nu_arr.shape[0] != ndim:
- raise ValueError(
- f"invalid number of derivative orders {nu = } for "
- f"ndim = {len(self.t)}.")
- if any(nu_arr < 0):
- raise ValueError(f"derivative orders must be positive, got {nu = }")
- # extract t and c as numpy arrays
- t_new = [self._t[d, :self._len_t[d]] for d in range(self._t.shape[0])]
- k_new = list(self.k)
- c_new = self._c.copy()
- for axis, n in enumerate(nu_arr):
- if n == 0:
- continue
- c_new, t_new[axis] = self._bspline_derivative_along_axis(
- c_new, t_new[axis], k_new[axis], axis, nu=n
- )
- k_new[axis] = max(k_new[axis] - n, 0)
- return NdBSpline(tuple(self._asarray(t) for t in t_new),
- self._asarray(c_new),
- tuple(k_new),
- extrapolate=self.extrapolate
- )
- def _preprocess_inputs(k, t_tpl):
- """Helpers: validate and preprocess NdBSpline inputs.
- Parameters
- ----------
- k : int or tuple
- Spline orders
- t_tpl : tuple or array-likes
- Knots.
- """
- # 1. Make sure t_tpl is a tuple
- if not isinstance(t_tpl, tuple):
- raise ValueError(f"Expect `t` to be a tuple of array-likes. "
- f"Got {t_tpl} instead."
- )
- # 2. Make ``k`` a tuple of integers
- ndim = len(t_tpl)
- try:
- len(k)
- except TypeError:
- # make k a tuple
- k = (k,)*ndim
- k = np.asarray([operator.index(ki) for ki in k], dtype=np.int64)
- if len(k) != ndim:
- raise ValueError(f"len(t) = {len(t_tpl)} != {len(k) = }.")
- # 3. Validate inputs
- ndim = len(t_tpl)
- for d in range(ndim):
- td = np.asarray(t_tpl[d])
- kd = k[d]
- n = td.shape[0] - kd - 1
- if kd < 0:
- raise ValueError(f"Spline degree in dimension {d} cannot be"
- f" negative.")
- if td.ndim != 1:
- raise ValueError(f"Knot vector in dimension {d} must be"
- f" one-dimensional.")
- if n < kd + 1:
- raise ValueError(f"Need at least {2*kd + 2} knots for degree"
- f" {kd} in dimension {d}.")
- if (np.diff(td) < 0).any():
- raise ValueError(f"Knots in dimension {d} must be in a"
- f" non-decreasing order.")
- if len(np.unique(td[kd:n + 1])) < 2:
- raise ValueError(f"Need at least two internal knots in"
- f" dimension {d}.")
- if not np.isfinite(td).all():
- raise ValueError(f"Knots in dimension {d} should not have"
- f" nans or infs.")
- # 4. tabulate the flat indices for iterating over the (k+1)**ndim subarray
- # non-zero b-spline elements
- shape = tuple(kd + 1 for kd in k)
- indices = np.unravel_index(np.arange(prod(shape)), shape)
- _indices_k1d = np.asarray(indices, dtype=np.int64).T.copy()
- # 5. pack the knots into a single array:
- # ([1, 2, 3, 4], [5, 6], (7, 8, 9)) -->
- # array([[1, 2, 3, 4],
- # [5, 6, nan, nan],
- # [7, 8, 9, nan]])
- t_tpl = [np.asarray(t) for t in t_tpl]
- ndim = len(t_tpl)
- len_t = [len(ti) for ti in t_tpl]
- _t = np.empty((ndim, max(len_t)), dtype=float)
- _t.fill(np.nan)
- for d in range(ndim):
- _t[d, :len(t_tpl[d])] = t_tpl[d]
- len_t = np.asarray(len_t, dtype=np.int64)
- return k, _indices_k1d, (_t, len_t)
- def _iter_solve(a, b, solver=ssl.gcrotmk, **solver_args):
- # work around iterative solvers not accepting multiple r.h.s.
- # also work around a.dtype == float64 and b.dtype == complex128
- # cf https://github.com/scipy/scipy/issues/19644
- if np.issubdtype(b.dtype, np.complexfloating):
- real = _iter_solve(a, b.real, solver, **solver_args)
- imag = _iter_solve(a, b.imag, solver, **solver_args)
- return real + 1j*imag
- if b.ndim == 2 and b.shape[1] !=1:
- res = np.empty_like(b)
- for j in range(b.shape[1]):
- res[:, j], info = solver(a, b[:, j], **solver_args)
- if info != 0:
- raise ValueError(f"{solver = } returns {info =} for column {j}.")
- return res
- else:
- res, info = solver(a, b, **solver_args)
- if info != 0:
- raise ValueError(f"{solver = } returns {info = }.")
- return res
- def make_ndbspl(points, values, k=3, *, solver=ssl.gcrotmk, **solver_args):
- """Construct an interpolating NdBspline.
- Parameters
- ----------
- points : tuple of ndarrays of float, with shapes (m1,), ... (mN,)
- The points defining the regular grid in N dimensions. The points in
- each dimension (i.e. every element of the `points` tuple) must be
- strictly ascending or descending.
- values : ndarray of float, shape (m1, ..., mN, ...)
- The data on the regular grid in n dimensions.
- k : int, optional
- The spline degree. Must be odd. Default is cubic, k=3
- solver : a `scipy.sparse.linalg` solver (iterative or direct), optional.
- An iterative solver from `scipy.sparse.linalg` or a direct one,
- `sparse.sparse.linalg.spsolve`.
- Used to solve the sparse linear system
- ``design_matrix @ coefficients = rhs`` for the coefficients.
- Default is `scipy.sparse.linalg.gcrotmk`
- solver_args : dict, optional
- Additional arguments for the solver. The call signature is
- ``solver(csr_array, rhs_vector, **solver_args)``
- Returns
- -------
- spl : NdBSpline object
- Notes
- -----
- Boundary conditions are not-a-knot in all dimensions.
- """
- ndim = len(points)
- xi_shape = tuple(len(x) for x in points)
- try:
- len(k)
- except TypeError:
- # make k a tuple
- k = (k,)*ndim
- for d, point in enumerate(points):
- numpts = len(np.atleast_1d(point))
- if numpts <= k[d]:
- raise ValueError(f"There are {numpts} points in dimension {d},"
- f" but order {k[d]} requires at least "
- f" {k[d]+1} points per dimension.")
- t = tuple(_not_a_knot(np.asarray(points[d], dtype=float), k[d])
- for d in range(ndim))
- xvals = np.asarray([xv for xv in itertools.product(*points)], dtype=float)
- # construct the colocation matrix
- matr = NdBSpline.design_matrix(xvals, t, k)
- # Remove zeros from the sparse matrix
- # If k=1, then solve() doesn't take long enough for this to help
- if k[0] >= 3:
- matr.eliminate_zeros()
- # Solve for the coefficients given `values`.
- # Trailing dimensions: first ndim dimensions are data, the rest are batch
- # dimensions, so stack `values` into a 2D array for `spsolve` to undestand.
- v_shape = values.shape
- vals_shape = (prod(v_shape[:ndim]), prod(v_shape[ndim:]))
- vals = values.reshape(vals_shape)
- if solver != ssl.spsolve:
- solver = functools.partial(_iter_solve, solver=solver)
- if "atol" not in solver_args:
- # avoid a DeprecationWarning, grumble grumble
- solver_args["atol"] = 1e-6
- coef = solver(matr, vals, **solver_args)
- coef = coef.reshape(xi_shape + v_shape[ndim:])
- return NdBSpline(t, coef, k)
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