Python/Matplotlib光滑曲线画图---Scipy库函数使用

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转载地址:https://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html


Interpolation (scipy.interpolate)

Contents

  • Interpolation (scipy.interpolate)
    • 1-D interpolation (interp1d)
    • Multivariate data interpolation (griddata)
    • Spline interpolation
      • Spline interpolation in 1-d: Procedural (interpolate.splXXX)
      • Spline interpolation in 1-d: Object-oriented (UnivariateSpline)
      • Two-dimensional spline representation: Procedural (bisplrep)
      • Two-dimensional spline representation: Object-oriented (BivariateSpline)
    • Using radial basis functions for smoothing/interpolation
      • 1-d Example
      • 2-d Example

There are several general interpolation facilities available in SciPy, for data in 1, 2, and higher dimensions:

  • A class representing an interpolant (interp1d) in 1-D, offering several interpolation methods.
  • Convenience function griddata offering a simple interface to interpolation in N dimensions (N = 1, 2, 3, 4, ...). Object-oriented interface for the underlying routines is also available.
  • Functions for 1- and 2-dimensional (smoothed) cubic-spline interpolation, based on the FORTRAN library FITPACK. There are both procedural and object-oriented interfaces for the FITPACK library.
  • Interpolation using Radial Basis Functions.

1-D interpolation (interp1d)

The interp1d class in scipy.interpolate is a convenient method to create a function based on fixed data points which can be evaluated anywhere within the domain defined by the given data using linear interpolation. An instance of this class is created by passing the 1-d vectors comprising the data. The instance of this class defines a __call__ method and can therefore by treated like a function which interpolates between known data values to obtain unknown values (it also has a docstring for help). Behavior at the boundary can be specified at instantiation time. The following example demonstrates its use, for linear and cubic spline interpolation:

>>> from scipy.interpolate import interp1d
>>> x = np.linspace(0, 10, num=11, endpoint=True)>>> y = np.cos(-x**2/9.0)>>> f = interp1d(x, y)>>> f2 = interp1d(x, y, kind='cubic')
>>> xnew = np.linspace(0, 10, num=41, endpoint=True)>>> import matplotlib.pyplot as plt>>> plt.plot(x, y, 'o', xnew, f(xnew), '-', xnew, f2(xnew), '--')>>> plt.legend(['data', 'linear', 'cubic'], loc='best')>>> plt.show()

(Source code)

../_images/interpolate-1.png

Multivariate data interpolation (griddata)

Suppose you have multidimensional data, for instance for an underlying function f(x, y) you only know the values at points (x[i], y[i]) that do not form a regular grid.

Suppose we want to interpolate the 2-D function

>>> def func(x, y):...     return x*(1-x)*np.cos(4*np.pi*x) * np.sin(4*np.pi*y**2)**2

on a grid in [0, 1]x[0, 1]

>>> grid_x, grid_y = np.mgrid[0:1:100j, 0:1:200j]

but we only know its values at 1000 data points:

>>> points = np.random.rand(1000, 2)>>> values = func(points[:,0], points[:,1])

This can be done with griddata – below we try out all of the interpolation methods:

>>> from scipy.interpolate import griddata>>> grid_z0 = griddata(points, values, (grid_x, grid_y), method='nearest')>>> grid_z1 = griddata(points, values, (grid_x, grid_y), method='linear')>>> grid_z2 = griddata(points, values, (grid_x, grid_y), method='cubic')

One can see that the exact result is reproduced by all of the methods to some degree, but for this smooth function the piecewise cubic interpolant gives the best results:

>>> import matplotlib.pyplot as plt>>> plt.subplot(221)>>> plt.imshow(func(grid_x, grid_y).T, extent=(0,1,0,1), origin='lower')>>> plt.plot(points[:,0], points[:,1], 'k.', ms=1)>>> plt.title('Original')>>> plt.subplot(222)>>> plt.imshow(grid_z0.T, extent=(0,1,0,1), origin='lower')>>> plt.title('Nearest')>>> plt.subplot(223)>>> plt.imshow(grid_z1.T, extent=(0,1,0,1), origin='lower')>>> plt.title('Linear')>>> plt.subplot(224)>>> plt.imshow(grid_z2.T, extent=(0,1,0,1), origin='lower')>>> plt.title('Cubic')>>> plt.gcf().set_size_inches(6, 6)>>> plt.show()

(Source code)

../_images/interpolate-2.png

Spline interpolation

Spline interpolation in 1-d: Procedural (interpolate.splXXX)

Spline interpolation requires two essential steps: (1) a spline representation of the curve is computed, and (2) the spline is evaluated at the desired points. In order to find the spline representation, there are two different ways to represent a curve and obtain (smoothing) spline coefficients: directly and parametrically. The direct method finds the spline representation of a curve in a two- dimensional plane using the function splrep. The first two arguments are the only ones required, and these provide the xx and yy components of the curve. The normal output is a 3-tuple, (t,c,k)(t,c,k) , containing the knot-points, tt , the coefficients cc and the order kk of the spline. The default spline order is cubic, but this can be changed with the input keyword, k.

For curves in NN -dimensional space the function splprep allows defining the curve parametrically. For this function only 1 input argument is required. This input is a list of NN -arrays representing the curve in NN -dimensional space. The length of each array is the number of curve points, and each array provides one component of the NN -dimensional data point. The parameter variable is given with the keyword argument, u, which defaults to an equally-spaced monotonic sequence between 00 and 11 . The default output consists of two objects: a 3-tuple, (t,c,k)(t,c,k) , containing the spline representation and the parameter variable u.u.

The keyword argument, s , is used to specify the amount of smoothing to perform during the spline fit. The default value of ss is s=m2ms=m−2m where mm is the number of data-points being fit. Therefore, if no smoothing is desired a value of s=0s=0 should be passed to the routines.

Once the spline representation of the data has been determined, functions are available for evaluating the spline (splev) and its derivatives (splevspalde) at any point and the integral of the spline between any two points ( splint). In addition, for cubic splines ( k=3k=3 ) with 8 or more knots, the roots of the spline can be estimated ( sproot). These functions are demonstrated in the example that follows.

>>> import numpy as np>>> import matplotlib.pyplot as plt>>> from scipy import interpolate

Cubic-spline

>>> x = np.arange(0, 2*np.pi+np.pi/4, 2*np.pi/8)>>> y = np.sin(x)>>> tck = interpolate.splrep(x, y, s=0)>>> xnew = np.arange(0, 2*np.pi, np.pi/50)>>> ynew = interpolate.splev(xnew, tck, der=0)
>>> plt.figure()>>> plt.plot(x, y, 'x', xnew, ynew, xnew, np.sin(xnew), x, y, 'b')>>> plt.legend(['Linear', 'Cubic Spline', 'True'])>>> plt.axis([-0.05, 6.33, -1.05, 1.05])>>> plt.title('Cubic-spline interpolation')>>> plt.show()

(Source code)

../_images/interpolate-3_00_00.png

Derivative of spline

>>> yder = interpolate.splev(xnew, tck, der=1)>>> plt.figure()>>> plt.plot(xnew, yder, xnew, np.cos(xnew),'--')>>> plt.legend(['Cubic Spline', 'True'])>>> plt.axis([-0.05, 6.33, -1.05, 1.05])>>> plt.title('Derivative estimation from spline')>>> plt.show()
../_images/interpolate-3_01_00.png

Integral of spline

>>> def integ(x, tck, constant=-1):...     x = np.atleast_1d(x)...     out = np.zeros(x.shape, dtype=x.dtype)...     for n in range(len(out)):...         out[n] = interpolate.splint(0, x[n], tck)...     out += constant...     return out
>>> yint = integ(xnew, tck)>>> plt.figure()>>> plt.plot(xnew, yint, xnew, -np.cos(xnew), '--')>>> plt.legend(['Cubic Spline', 'True'])>>> plt.axis([-0.05, 6.33, -1.05, 1.05])>>> plt.title('Integral estimation from spline')>>> plt.show()
../_images/interpolate-3_02_00.png

Roots of spline

>>> interpolate.sproot(tck)array([3.1416])

Notice that sproot failed to find an obvious solution at the edge of the approximation interval, x=0x=0. If we define the spline on a slightly larger interval, we recover both roots x=0x=0 and x=2πx=2π:

>>> x = np.linspace(-np.pi/4, 2.*np.pi + np.pi/4, 21)>>> y = np.sin(x)>>> tck = interpolate.splrep(x, y, s=0)>>> interpolate.sproot(tck)array([0., 3.1416])

Parametric spline

>>> t = np.arange(0, 1.1, .1)>>> x = np.sin(2*np.pi*t)>>> y = np.cos(2*np.pi*t)>>> tck, u = interpolate.splprep([x, y], s=0)>>> unew = np.arange(0, 1.01, 0.01)>>> out = interpolate.splev(unew, tck)>>> plt.figure()>>> plt.plot(x, y, 'x', out[0], out[1], np.sin(2*np.pi*unew), np.cos(2*np.pi*unew), x, y, 'b')>>> plt.legend(['Linear', 'Cubic Spline', 'True'])>>> plt.axis([-1.05, 1.05, -1.05, 1.05])>>> plt.title('Spline of parametrically-defined curve')>>> plt.show()
../_images/interpolate-3_03_00.png

Spline interpolation in 1-d: Object-oriented (UnivariateSpline)

The spline-fitting capabilities described above are also available via an objected-oriented interface. The one dimensional splines are objects of the UnivariateSpline class, and are created with the xx and yy components of the curve provided as arguments to the constructor. The class defines __call__, allowing the object to be called with the x-axis values at which the spline should be evaluated, returning the interpolated y-values. This is shown in the example below for the subclass InterpolatedUnivariateSpline. The integralderivatives, androots methods are also available on UnivariateSpline objects, allowing definite integrals, derivatives, and roots to be computed for the spline.

The UnivariateSpline class can also be used to smooth data by providing a non-zero value of the smoothing parameter s, with the same meaning as the s keyword of the splrep function described above. This results in a spline that has fewer knots than the number of data points, and hence is no longer strictly an interpolating spline, but rather a smoothing spline. If this is not desired, the InterpolatedUnivariateSpline class is available. It is a subclass of UnivariateSpline that always passes through all points (equivalent to forcing the smoothing parameter to 0). This class is demonstrated in the example below.

The LSQUnivariateSpline class is the other subclass of UnivariateSpline. It allows the user to specify the number and location of internal knots explicitly with the parameter t. This allows creation of customized splines with non-linear spacing, to interpolate in some domains and smooth in others, or change the character of the spline.

>>> import numpy as np>>> import matplotlib.pyplot as plt>>> from scipy import interpolate

InterpolatedUnivariateSpline

>>> x = np.arange(0, 2*np.pi+np.pi/4, 2*np.pi/8)>>> y = np.sin(x)>>> s = interpolate.InterpolatedUnivariateSpline(x, y)>>> xnew = np.arange(0, 2*np.pi, np.pi/50)>>> ynew = s(xnew)
>>> plt.figure()>>> plt.plot(x, y, 'x', xnew, ynew, xnew, np.sin(xnew), x, y, 'b')>>> plt.legend(['Linear', 'InterpolatedUnivariateSpline', 'True'])>>> plt.axis([-0.05, 6.33, -1.05, 1.05])>>> plt.title('InterpolatedUnivariateSpline')>>> plt.show()

(Source code)

../_images/interpolate-4_00_00.png

LSQUnivarateSpline with non-uniform knots

>>> t = [np.pi/2-.1, np.pi/2+.1, 3*np.pi/2-.1, 3*np.pi/2+.1]>>> s = interpolate.LSQUnivariateSpline(x, y, t, k=2)>>> ynew = s(xnew)
>>> plt.figure()>>> plt.plot(x, y, 'x', xnew, ynew, xnew, np.sin(xnew), x, y, 'b')>>> plt.legend(['Linear', 'LSQUnivariateSpline', 'True'])>>> plt.axis([-0.05, 6.33, -1.05, 1.05])>>> plt.title('Spline with Specified Interior Knots')>>> plt.show()
../_images/interpolate-4_01_00.png
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