如何在python中执行三次样条插值?

时间:2015-07-21 15:44:37

标签: python scipy interpolation spline cubic-spline

我有两个列表来描述函数y(x):

x = [0,1,2,3,4,5]
y = [12,14,22,39,58,77]

我想执行三次样条插值,以便在x的域中给出一些值u,例如

u = 1.25

我能找到你(你)。

我找到了this in SciPy but I am not sure how to use it.

5 个答案:

答案 0 :(得分:17)

简短回答:

from scipy import interpolate

def f(x):
    x_points = [ 0, 1, 2, 3, 4, 5]
    y_points = [12,14,22,39,58,77]

    tck = interpolate.splrep(x_points, y_points)
    return interpolate.splev(x, tck)

print f(1.25)

答案很长:

scipy将样条插值中涉及的步骤分为两个操作,最有可能是计算效率。首先,使用splrep()计算描述样条曲线的系数。 splrep返回包含系数的元组数组。其次,将这些系数传递到splev()以实际评估所需点处的样条。这种方法对单次评估来说无疑是不方便的,但由于最常见的用例是从少数函数评估点开始,然后重复使用样条函数来查找插值,这在实践中通常非常有用。

答案 1 :(得分:14)

如果没有安装scipy:

import numpy as np
from math import sqrt

def cubic_interp1d(x0, x, y):
    """
    Interpolate a 1-D function using cubic splines.
      x0 : a float or an 1d-array
      x : (N,) array_like
          A 1-D array of real/complex values.
      y : (N,) array_like
          A 1-D array of real values. The length of y along the
          interpolation axis must be equal to the length of x.

    Implement a trick to generate at first step the cholesky matrice L of
    the tridiagonal matrice A (thus L is a bidiagonal matrice that
    can be solved in two distinct loops).

    additional ref: www.math.uh.edu/~jingqiu/math4364/spline.pdf 
    """
    x = np.asfarray(x)
    y = np.asfarray(y)

    # remove non finite values
    # indexes = np.isfinite(x)
    # x = x[indexes]
    # y = y[indexes]

    # check if sorted
    if np.any(np.diff(x) < 0):
        indexes = np.argsort(x)
        x = x[indexes]
        y = y[indexes]

    size = len(x)

    xdiff = np.diff(x)
    ydiff = np.diff(y)

    # allocate buffer matrices
    Li = np.empty(size)
    Li_1 = np.empty(size-1)
    z = np.empty(size)

    # fill diagonals Li and Li-1 and solve [L][y] = [B]
    Li[0] = sqrt(2*xdiff[0])
    Li_1[0] = 0.0
    B0 = 0.0 # natural boundary
    z[0] = B0 / Li[0]

    for i in range(1, size-1, 1):
        Li_1[i] = xdiff[i-1] / Li[i-1]
        Li[i] = sqrt(2*(xdiff[i-1]+xdiff[i]) - Li_1[i-1] * Li_1[i-1])
        Bi = 6*(ydiff[i]/xdiff[i] - ydiff[i-1]/xdiff[i-1])
        z[i] = (Bi - Li_1[i-1]*z[i-1])/Li[i]

    i = size - 1
    Li_1[i-1] = xdiff[-1] / Li[i-1]
    Li[i] = sqrt(2*xdiff[-1] - Li_1[i-1] * Li_1[i-1])
    Bi = 0.0 # natural boundary
    z[i] = (Bi - Li_1[i-1]*z[i-1])/Li[i]

    # solve [L.T][x] = [y]
    i = size-1
    z[i] = z[i] / Li[i]
    for i in range(size-2, -1, -1):
        z[i] = (z[i] - Li_1[i-1]*z[i+1])/Li[i]

    # find index
    index = x.searchsorted(x0)
    np.clip(index, 1, size-1, index)

    xi1, xi0 = x[index], x[index-1]
    yi1, yi0 = y[index], y[index-1]
    zi1, zi0 = z[index], z[index-1]
    hi1 = xi1 - xi0

    # calculate cubic
    f0 = zi0/(6*hi1)*(xi1-x0)**3 + \
         zi1/(6*hi1)*(x0-xi0)**3 + \
         (yi1/hi1 - zi1*hi1/6)*(x0-xi0) + \
         (yi0/hi1 - zi0*hi1/6)*(xi1-x0)
    return f0

if __name__ == '__main__':
    import matplotlib.pyplot as plt
    x = np.linspace(0, 10, 11)
    y = np.sin(x)
    plt.scatter(x, y)

    x_new = np.linspace(0, 10, 201)
    plt.plot(x_new, cubic_interp1d(x_new, x, y))

    plt.show()

答案 2 :(得分:5)

如果您安装了scipy版本&gt; = 0.18.0,则可以使用scipy.interpolate中的CubicSpline函数进行三次样条插值。

您可以通过在python中运行以下命令来检查scipy版本:

#!/usr/bin/env python3
import scipy
scipy.version.version

如果你的scipy版本是&gt; = 0.18.0,你可以运行以下三维样条插值的示例代码:

#!/usr/bin/env python3

import numpy as np
from scipy.interpolate import CubicSpline

# calculate 5 natural cubic spline polynomials for 6 points
# (x,y) = (0,12) (1,14) (2,22) (3,39) (4,58) (5,77)
x = np.array([0, 1, 2, 3, 4, 5])
y = np.array([12,14,22,39,58,77])

# calculate natural cubic spline polynomials
cs = CubicSpline(x,y,bc_type='natural')

# show values of interpolation function at x=1.25
print('S(1.25) = ', cs(1.25))

## Aditional - find polynomial coefficients for different x regions

# if you want to print polynomial coefficients in form
# S0(0<=x<=1) = a0 + b0(x-x0) + c0(x-x0)^2 + d0(x-x0)^3
# S1(1< x<=2) = a1 + b1(x-x1) + c1(x-x1)^2 + d1(x-x1)^3
# ...
# S4(4< x<=5) = a4 + b4(x-x4) + c5(x-x4)^2 + d5(x-x4)^3
# x0 = 0; x1 = 1; x4 = 4; (start of x region interval)

# show values of a0, b0, c0, d0, a1, b1, c1, d1 ...
cs.c

# Polynomial coefficients for 0 <= x <= 1
a0 = cs.c.item(3,0)
b0 = cs.c.item(2,0)
c0 = cs.c.item(1,0)
d0 = cs.c.item(0,0)

# Polynomial coefficients for 1 < x <= 2
a1 = cs.c.item(3,1)
b1 = cs.c.item(2,1)
c1 = cs.c.item(1,1)
d1 = cs.c.item(0,1)

# ...

# Polynomial coefficients for 4 < x <= 5
a4 = cs.c.item(3,4)
b4 = cs.c.item(2,4)
c4 = cs.c.item(1,4)
d4 = cs.c.item(0,4)

# Print polynomial equations for different x regions
print('S0(0<=x<=1) = ', a0, ' + ', b0, '(x-0) + ', c0, '(x-0)^2  + ', d0, '(x-0)^3')
print('S1(1< x<=2) = ', a1, ' + ', b1, '(x-1) + ', c1, '(x-1)^2  + ', d1, '(x-1)^3')
print('...')
print('S5(4< x<=5) = ', a4, ' + ', b4, '(x-4) + ', c4, '(x-4)^2  + ', d4, '(x-4)^3')

# So we can calculate S(1.25) by using equation S1(1< x<=2)
print('S(1.25) = ', a1 + b1*0.25 + c1*(0.25**2) + d1*(0.25**3))

# Cubic spline interpolation calculus example
    #  https://www.youtube.com/watch?v=gT7F3TWihvk

答案 3 :(得分:2)

如果你想要一个无依赖的解决方案,就把它放在这里。

取自上述答案的代码:https://stackoverflow.com/a/48085583/36061

def my_cubic_interp1d(x0, x, y):
    """
    Interpolate a 1-D function using cubic splines.
      x0 : a 1d-array of floats to interpolate at
      x : a 1-D array of floats sorted in increasing order
      y : A 1-D array of floats. The length of y along the
          interpolation axis must be equal to the length of x.

    Implement a trick to generate at first step the cholesky matrice L of
    the tridiagonal matrice A (thus L is a bidiagonal matrice that
    can be solved in two distinct loops).

    additional ref: www.math.uh.edu/~jingqiu/math4364/spline.pdf 
    # original function code at: https://stackoverflow.com/a/48085583/36061
    
    
    This function is licenced under: Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)
    https://creativecommons.org/licenses/by-sa/3.0/
    Original Author raphael valentin
    Date 3 Jan 2018
    
    
    Modifications made to remove numpy dependencies:
        -all sub-functions by MR
        
    This function, and all sub-functions, are licenced under: Attribution-ShareAlike 3.0 Unported (CC BY-SA 3.0)        
        
    Mod author: Matthew Rowles
    Date 3 May 2021
    
    """
    def diff(lst):
        """
        numpy.diff with default settings
        """
        size = len(lst)-1
        r = [0]*size
        for i in range(size):
            r[i] = lst[i+1] - lst[i] 
        return r
    
    def list_searchsorted(listToInsert, insertInto):
        """
        numpy.searchsorted with default settings
        """
        def float_searchsorted(floatToInsert, insertInto):
            for i in range(len(insertInto)):
                if floatToInsert <= insertInto[i]:
                    return i
            return len(insertInto)
        return [float_searchsorted(i, insertInto) for i in listToInsert]
    
    def clip(lst, min_val, max_val, inPlace = False):    
        """
        numpy.clip
        """
        if not inPlace:
            lst = lst[:]  
        for i in range(len(lst)):
            if lst[i] < min_val:
                lst[i] = min_val
            elif lst[i] > max_val:
                lst[i] = max_val  
        return lst
    
    def subtract(a,b):
        """
        returns a - b
        """
        return a - b
    
    size = len(x)

    xdiff = diff(x)
    ydiff = diff(y)

    # allocate buffer matrices
    Li   = [0]*size
    Li_1 = [0]*(size-1)
    z    = [0]*(size)

    # fill diagonals Li and Li-1 and solve [L][y] = [B]
    Li[0]   = sqrt(2*xdiff[0])
    Li_1[0] = 0.0
    B0      = 0.0 # natural boundary
    z[0]    = B0 / Li[0]

    for i in range(1, size-1, 1):
        Li_1[i] = xdiff[i-1] / Li[i-1]
        Li[i] = sqrt(2*(xdiff[i-1]+xdiff[i]) - Li_1[i-1] * Li_1[i-1])
        Bi = 6*(ydiff[i]/xdiff[i] - ydiff[i-1]/xdiff[i-1])
        z[i] = (Bi - Li_1[i-1]*z[i-1])/Li[i]

    i = size - 1
    Li_1[i-1] = xdiff[-1] / Li[i-1]
    Li[i]     = sqrt(2*xdiff[-1] - Li_1[i-1] * Li_1[i-1])
    Bi        = 0.0 # natural boundary
    z[i]      = (Bi - Li_1[i-1]*z[i-1])/Li[i]

    # solve [L.T][x] = [y]
    i = size-1
    z[i] = z[i] / Li[i]
    for i in range(size-2, -1, -1):
        z[i] = (z[i] - Li_1[i-1]*z[i+1])/Li[i]

    # find index
    index = list_searchsorted(x0,x)
    index = clip(index, 1, size-1)

    xi1 = [x[num]   for num in index]
    xi0 = [x[num-1] for num in index]
    yi1 = [y[num]   for num in index]
    yi0 = [y[num-1] for num in index]
    zi1 = [z[num]   for num in index]
    zi0 = [z[num-1] for num in index]
    hi1 = list( map(subtract, xi1, xi0) )

    # calculate cubic - all element-wise multiplication
    f0 = [0]*len(hi1)
    for j in range(len(f0)):
        f0[j] = zi0[j]/(6*hi1[j])*(xi1[j]-x0[j])**3 + \
                zi1[j]/(6*hi1[j])*(x0[j]-xi0[j])**3 + \
                (yi1[j]/hi1[j] - zi1[j]*hi1[j]/6)*(x0[j]-xi0[j]) + \
                (yi0[j]/hi1[j] - zi0[j]*hi1[j]/6)*(xi1[j]-x0[j])        
    
    return f0

答案 4 :(得分:1)

最小的python3代码:

from scipy import interpolate

if __name__ == '__main__':
    x = [ 0, 1, 2, 3, 4, 5]
    y = [12,14,22,39,58,77]

    # tck : tuple (t,c,k) a tuple containing the vector of knots,
    # the B-spline coefficients, and the degree of the spline.
    tck = interpolate.splrep(x, y)

    print(interpolate.splev(1.25, tck)) # Prints 15.203125000000002
    print(interpolate.splev(...other_value_here..., tck))

基于cwhy的评论和youngmit的回答