Creating grid and interpolating (x,y,z) for contour plot sagemath - numpy

!I have values in the form of (x,y,z). By creating a list_plot3d plot i can clearly see that they are not quite evenly spaced. They usually form little "blobs" of 3 to 5 points on the xy plane. So for the interpolation and the final "contour" plot to be better, or should i say smoother(?), do i have to create a rectangular grid (like the squares on a chess board) so that the blobs of data are somehow "smoothed"? I understand that this might be trivial to some people but i am trying this for the first time and i am struggling a bit. I have been looking at the scipy packages like scipy.interplate.interp2d but the graphs produced at the end are really bad. Maybe a brief tutorial on 2d interpolation in sagemath for an amateur like me? Some advice? Thank you.
EDIT:
https://docs.google.com/file/d/0Bxv8ab9PeMQVUFhBYWlldU9ib0E/edit?pli=1
This is mostly the kind of graphs it produces along with this message:
Warning: No more knots can be added because the number of B-spline
coefficients
already exceeds the number of data points m. Probably causes:
either
s or m too small. (fp>s)
kx,ky=3,3 nx,ny=17,20 m=200 fp=4696.972223 s=0.000000
To get this graph i just run this command:
f_interpolation = scipy.interpolate.interp2d(*zip(*matrix(C)),kind='cubic')
plot_interpolation = contour_plot(lambda x,y:
f_interpolation(x,y)[0], (22.419,22.439),(37.06,37.08) ,cmap='jet', contours=numpy.arange(0,1400,100), colorbar=True)
plot_all = plot_interpolation
plot_all.show(axes_labels=["m", "m"])
Where matrix(c) can be a huge matrix like 10000 X 3 or even a lot more like 1000000 x 3. The problem of bad graphs persists even with fewer data like the picture i attached now where matrix(C) was only 200 x 3. That's why i begin to think that it could be that apart from a possible glitch with the program my approach to the use of this command might be totally wrong, hence the reason for me to ask for advice about using a grid and not just "throwing" my data into a command.

I've had a similar problem using the scipy.interpolate.interp2d function. My understanding is that the issue arises because the interp1d/interp2d and related functions use an older wrapping of FITPACK for the underlying calculations. I was able to get a problem similar to yours to work using the spline functions, which rely on a newer wrapping of FITPACK. The spline functions can be identified because they seem to all have capital letters in their names here http://docs.scipy.org/doc/scipy/reference/interpolate.html. Within the scipy installation, these newer functions appear to be located in scipy/interpolate/fitpack2.py, while the functions using the older wrappings are in fitpack.py.
For your purposes, RectBivariateSpline is what I believe you want. Here is some sample code for implementing RectBivariateSpline:
import numpy as np
from scipy import interpolate
# Generate unevenly spaced x/y data for axes
npoints = 25
maxaxis = 100
x = (np.random.rand(npoints)*maxaxis) - maxaxis/2.
y = (np.random.rand(npoints)*maxaxis) - maxaxis/2.
xsort = np.sort(x)
ysort = np.sort(y)
# Generate the z-data, which first requires converting
# x/y data into grids
xg, yg = np.meshgrid(xsort,ysort)
z = xg**2 - yg**2
# Generate the interpolated, evenly spaced data
# Note that the min/max of x/y isn't necessarily 0 and 100 since
# randomly chosen points were used. If we want to avoid extrapolation,
# the explicit min/max must be found
interppoints = 100
xinterp = np.linspace(xsort[0],xsort[-1],interppoints)
yinterp = np.linspace(ysort[0],ysort[-1],interppoints)
# Generate the kernel that will be used for interpolation
# Note that the default version uses three coefficients for
# interpolation (i.e. parabolic, a*x**2 + b*x +c). Higher order
# interpolation can be used by setting kx and ky to larger
# integers, i.e. interpolate.RectBivariateSpline(xsort,ysort,z,kx=5,ky=5)
kernel = interpolate.RectBivariateSpline(xsort,ysort,z)
# Now calculate the linear, interpolated data
zinterp = kernel(xinterp, yinterp)

Related

Implementations and strategies for fast 2D interpolation from irregularly spaced points

Given a large (~10 million) number of irregularly spaced points in two dimensions, where each point has some intensity ("weight") associated with it, what existing python implementations are there for interpolating the value at:
a specific point at some random position (i.e. point = (0.5, 0.8))
a large number of points at random positions (i.e. points = np.random.random((1_000_000, 2)))
a regular grid at integer positions (i.e. np.indices((1000, 1000)).T)
I am aware that Delaunay triangulation is often used for this purpose. Are there alternatives to doing it this way?
Do any solutions take advantage of multiple CPU cores or GPUs?
As an example, here is an approach using scipy's LinearNDInterpolator. It does not appear to use more than one CPU core.
There are also other options in scipy, but with this question I am especially interested in hearing about other solutions than the ones in scipy.
# The %time tags are IPython magic functions that time that specific line
dimension_shape = (1000, 1000) # we spread the random [0-1] over [0-1000] to avoid floating point errors
N_points = dimension_shape[0] * dimension_shape[1]
known_points = np.random.random((N_points, 2)) * dimension_shape
known_weights = np.random.random((N_points,))
unknown_point = (0.5, 0.8)
unknown_points = np.random.random((N_points, 2)) * dimension_shape
unknown_grid = np.indices(dimension_shape, dtype=float).T.reshape((-1, 2)) # reshape to a list of 2D points
%time tesselation = Delaunay(known_points) # create grid to know neighbours # 6 sec
%time interp_func = LinearNDInterpolator(tesselation, known_weights) # 1 ms
%time interp_func(unknown_point) # 2 sec # run it once because the scipy function needs to compile
%time interp_func(unknown_point) # ~ns
%time interp_func(unknown_grid) # 400 ms
%time interp_func(unknown_points) # 1 min 13 sec
# Below I sort the above `unknown_points` array, and try again
%time ind = np.lexsort(np.transpose(unknown_points)[::-1]) # 306 ms
unknown_points_sorted = unknown_points[ind].copy()
%time interp_func(unknown_points_sorted) # 19 sec <- much less than 1 min!
In the above code, things that take an appreciable amount of time are the construction of the Delaunay grid, and interpolation on a non-regular grid of points. Note that sorting the non-regular points first results in a significant speed improvement!
Do not feel the need to give a complete answer from the start. Tackling any aspect of the above is welcome.
Scipy is pretty good and I don't think that there are better solutions in Python, but I can add a couple things that might be helpful to you. First off, your idea of sorting the points is a really good one. The so-called "incremental algorithms" build the Delaunay by inserting vertices one at a time. The first step in inserting a vertex in an existing mesh is to figure out which triangle in the mesh to insert it into. To speed things up, some algorithms start the search right at the point where the most recent insertion occurred. So if your points are ordered so that each point inserted is relatively close to the previous one, the search is much faster. If you want more details, you can look up the "Lawson's Walk" algorithm. In my own implementation of the Delaunay (which is in Java, so I'm afraid it won't help you), I have a sort based on the Hilbert space-filling curve. the Hilbert sort works great. But even just sorting by x/y coordinates is a help.
In terms of whether there are other ways to interpolate without using the Delaunay... You could try something using Inverse-Distance-Weighting (IDW). IDW techniques don't require the Delaunay, but they do require some way to figure out which vertices are close to the point for which you wish to interpolate. I've played with dividing my coordinate space into uniformly spaced bins, storing the vertices in the appropriate bins, and then just pulling up the points I need for an interpolation by looking at the neighboring bins. It may be a lot of coding, but it will be reasonably fast and use less memory than the Delaunay
Interpolating on Delaunay triangles is certainly one possibility, but I would recommend sorting the points in a kD-tree, using the tree to query nearest neighbors (in a sufficient radius), and then interpolating with IDW, as was already suggested.

Zoom in on np.fft2 result

Is there a way to chose the x/y output axes range from np.fft2 ?
I have a piece of code computing the diffraction pattern of an aperture. The aperture is defined in a 2k x 2k pixel array. The diffraction pattern is basically the inner part of the 2D FT of the aperture. The np.fft2 gives me an output array same size of the input but with some preset range of the x/y axes. Of course I can zoom in by using the image viewer, but I have already lost detail. What is the solution?
Thanks,
Gert
import numpy as np
import matplotlib.pyplot as plt
r= 500
s= 1000
y,x = np.ogrid[-s:s+1, -s:s+1]
mask = x*x + y*y <= r*r
aperture = np.ones((2*s+1, 2*s+1))
aperture[mask] = 0
plt.imshow(aperture)
plt.show()
ffta= np.fft.fft2(aperture)
plt.imshow(np.log(np.abs(np.fft.fftshift(ffta))**2))
plt.show()
Unfortunately, much of the speed and accuracy of the FFT come from the outputs being the same size as the input.
The conventional way to increase the apparent resolution in the output Fourier domain is by zero-padding the input: np.fft.fft2(aperture, [4 * (2*s+1), 4 * (2*s+1)]) tells the FFT to pad your input to be 4 * (2*s+1) pixels tall and wide, i.e., make the input four times larger (sixteen times the number of pixels).
Begin aside I say "apparent" resolution because the actual amount of data you have hasn't increased, but the Fourier transform will appear smoother because zero-padding in the input domain causes the Fourier transform to interpolate the output. In the example above, any feature that could be seen with one pixel will be shown with four pixels. Just to make this fully concrete, this example shows that every fourth pixel of the zero-padded FFT is numerically the same as every pixel of the original unpadded FFT:
# Generate your `ffta` as above, then
N = 2 * s + 1
Up = 4
fftup = np.fft.fft2(aperture, [Up * N, Up * N])
relerr = lambda dirt, gold: np.abs((dirt - gold) / gold)
print(np.max(relerr(fftup[::Up, ::Up] , ffta))) # ~6e-12.
(That relerr is just a simple relative error, which you want to be close to machine precision, around 2e-16. The largest error between every 4th sample of the zero-padded FFT and the unpadded FFT is 6e-12 which is quite close to machine precision, meaning these two arrays are nearly numerically equivalent.) End aside
Zero-padding is the most straightforward way around your problem. But it does cost you a lot of memory. And it is frustrating because you might only care about a tiny, tiny part of the transform. There's an algorithm called the chirp z-transform (CZT, or colloquially the "zoom FFT") which can do this. If your input is N (for you 2*s+1) and you want just M samples of the FFT's output evaluated anywhere, it will compute three Fourier transforms of size N + M - 1 to obtain the desired M samples of the output. This would solve your problem too, since you can ask for M samples in the region of interest, and it wouldn't require prohibitively-much memory, though it would need at least 3x more CPU time. The downside is that a solid implementation of CZT isn't in Numpy/Scipy yet: see the scipy issue and the code it references. Matlab's CZT seems reliable, if that's an option; Octave-forge has one too and the Octave people usually try hard to match/exceed Matlab.
But if you have the memory, zero-padding the input is the way to go.

Error when computing eigenvalues of a scipy LinearOperator: "gmres did not converge"

I'm trying to solve a large eigenvalue problem with Scipy where the matrix A is dense but I can compute its action on a vector without having to assemble A explicitly. So in order to avoid memory issues when the matrix A gets big I'd like to use the sparse solver scipy.sparse.linalg.eigs with a LinearOperator that implemements this action.
Applying eigs to an explicit numpy array A works fine. However, if I apply eigs to a LinearOperator instead then the iterative solver fails to converge. This is true even if the matvec method of the LinearOperator is simply matrix-vector multiplication with the given matrix A.
A minimal example illustrating the failure is attached below (I'm using shift-invert mode because I am interested in the smallest few eigenvalues). This computes the eigenvalues of a random matrix A just fine, but fails when applied to a LinearOperator that is directly converted from A. I tried to fiddle with the parameters for the iterative solver (v0, ncv, maxiter) but to no avail.
Am I missing something obvious? Is there a way to make this work? Any suggestions would be highly appreciated. Many thanks!
Edit: I should clarify what I mean by "make this work" (thanks, Dietrich). The example below uses a random matrix for illustration. However, in my application I know that the eigenvalues are almost purely imaginary (or almost purely real if I multiply the matrix by 1j). I'm interested in the 10-20 smallest-magnitude eigenvalues, but the algorithm doesn't behave well (i.e., never stops even for small-ish matrix sizes) if I specify which='SM'. Therefore I'm using shift-invert mode by passing the parameters sigma=0.0, which='LM'. I'm happy to try a different approach so long as it allows me to compute a bunch of smallest-magnitude eigenvalues.
from scipy.sparse.linalg import eigs, LinearOperator, aslinearoperator
import numpy as np
# Set a seed for reproducibility
np.random.seed(0)
# Size of the matrix
N = 100
# Generate a random matrix of size N x N
# and compute its eigenvalues
A = np.random.random_sample((N, N))
eigvals = eigs(A, sigma=0.0, which='LM', return_eigenvectors=False)
print eigvals
# Convert the matrix to a LinearOperator
A_op = aslinearoperator(A)
# Try to solve the same eigenproblem again.
# This time it produces an error:
#
# ValueError: Error in inverting M: function gmres did not converge (info = 1000).
eigvals2 = eigs(A_op, sigma=0.0, which='LM', return_eigenvectors=False)
I tried running your code, but not passing the sigma parameter to eigs() and it ran without problems (read eigs() docs for its meaning). I didn't see the benefit of it in your example.
Eigs can already find the smallest eigenvalues first. Set which = 'SM'

Interpolating data onto a line of points

I have some irregularly spaced data and need to analyze it. I can successfully interpolate this data onto a regular grid using mlab.griddata (or rather, the natgrid implementation of it). This allows me to use pcolormesh and contour to generate plots, extract levels, etc. Using plot.contour, I then extract a certain level using get_paths from the contour CS.collections().
Now, what I'd like to do is then, with my original irregularly spaced data, interpolate some quantities onto this specific contour line (i.e., NOT onto a regular grid). The similarly named griddata function from Scipy allows for this behavior, and it almost works. However, I find that as I increase the number of original points, I can get odd erratic behavior in the interpolation. I'm wondering if there's a way around this, i.e., another way to interpolate irregularly spaced (or regularly spaced data for that matter, since I can use my regularly spaced data from mlab.griddata) onto a specific line.
Let me show some numerical examples of what I'm talking about. Take a look at this figure:
The top left shows my data as points, and the line shows an extracted level of level=0 from some data D that I have at those points (x,y) [note, I have data 'D', 'Energy', and 'Pressure', all defined in this (x,y) space]. Once I have this curve, I can plot the interpolated quantities of D, Energy, and Pressure onto my specific line. First, note the plot of D (middle, right). It should be zero at all points, but it's not quite zero at all points. The likely cause of this is that the line that corresponds to the 0 level is generated from a uniform set of points that came from mlab.griddata, whereas the plot of 'D' is generated from my ORIGINAL data interpolated onto that level curve. You can also see some unphysical wiggles in 'Energy' and 'Pressure'.
Okay, seems easy enough, right? Maybe I should just get more original data points along my level=0 curve. Getting some more of these points, I then generate the following plots:
First look at the top left. You can see that I've sampled the hell out of the (x,y) space in the vicinity of my level=0 curve. Furthermore, you can see that my new "D" plot (middle, right) now correctly interpolates to zero in the region that it originally didn't. But now I get some wiggles at the start of the curve, as well as getting some other wiggles in the 'Energy' and 'Pressure' in this space! It is far from obvious to me that this should occur, since my original data points are still there and I've only supplemented additional points. Furthermore, some regions where my interpolation is going bad aren't even near the points that I added in the second run -- they are exclusively neighbored by my original points.
So this brings me to my original question. I'm worried that the interpolation that produces the 'Energy', 'D', and 'Pressure' curves is not working correctly (this is scigrid's griddata). Mlab's griddata only interpolates to a regular grid, whereas I want to interpolate to this specific line shown in the top left plot. What's another way for me to do this?
Thanks for your time!
After posting this, I decided to try scipy.interpolate.SmoothBivariateSpline, which produced the following result:
You can now see that my line is smoothed, so it seems like this will work. I'll mark this as the answer unless someone posts something soon that hints that there may be an even better solution.
Edit: As requested, below is some of the code used to generate these plots. I don't have a minimally working example, and the above plots were generated in a larger framework of code, but I'll write the important parts schematically below with comments.
# x,y,z are lists of data where the first point is x[0],y[0],z[0], and so on
minx=min(x)
maxx=max(x)
miny=min(y)
maxy=max(y)
# convert to numpy arrays
x=np.array(x)
y=np.array(y)
z=np.array(z)
# here we are creating a fine grid to interpolate the data onto
xi=np.linspace(minx,maxx,100)
yi=np.linspace(miny,maxy,100)
# here we interpolate our data from the original x,y,z unstructured grid to the new
# fine, regular grid in xi,yi, returning the values zi
zi=griddata(x,y,z,xi,yi)
# now let's do some plotting
plt.figure()
# returns the CS contour object, from which we'll be able to get the path for the
# level=0 curve
CS=plt.contour(x,y,z,levels=[0])
# can plot the original data if we want
plt.scatter(x,y,alpha=0.5,marker='x')
# now let's get the level=0 curve
for c in CS.collections:
data=c.get_paths()[0].vertices
# lineX,lineY are simply the x,y coordinates for our level=0 curve, expressed as arrays
lineX=data[:,0]
lineY=data[:,1]
# so it's easy to plot this too
plt.plot(lineX,lineY)
# now what to do if we want to interpolate some other data we have, say z2
# (also at our original x,y positions), onto
# this level=0 curve?
# well, first I tried using scipy.interpolate.griddata == scigrid like so
origdata=np.transpose(np.vstack((x,y))) # just organizing this data like the
# scigrid routine expects
lineZ2=scigrid(origdata,z2,data,method='linear')
# plotting the above curve (as plt.plot(lineZ2)) gave me really bad results, so
# trying a spline approach
Z2spline=SmoothBivariateSpline(x,y,z2)
# the above creates a spline object on our original data. notice we haven't EVALUATED
# it anywhere yet (we'll want to evaluate it on our level curve)
Z2Line=[]
# here we evaluate the spline along all our points on the level curve, and store the
# result as a new list
for i in range(0,len(lineX)):
Z2Line.append(Z2spline(lineX[i],lineY[i])[0][0]) # the [0][0] is just to get the
# value, which is enclosed in
# some array structure for some
# reason otherwise
# you can then easily plot this
plt.plot(Z2Line)
Hope this helps someone!

Put pcolormesh and contour onto same grid?

I'm trying to display 2D data with axis labels using both contour and pcolormesh. As has been noted on the matplotlib user list, these functions obey different conventions: pcolormesh expects the x and y values to specify the corners of the individual pixels, while contour expects the centers of the pixels.
What is the best way to make these behave consistently?
One option I've considered is to make a "centers-to-edges" function, assuming evenly spaced data:
def centers_to_edges(arr):
dx = arr[1]-arr[0]
newarr = np.linspace(arr.min()-dx/2,arr.max()+dx/2,arr.size+1)
return newarr
Another option is to use imshow with the extent keyword set.
The first approach doesn't play nicely with 2D axes (e.g., as created by meshgrid or indices) and the second discards the axis numbers entirely
Your data is a regular mesh? If it doesn't, you can use griddata() to obtain it. I think that if your data is too big, a sub-sampling or regularization always is possible. If the data is too big, maybe your output image always will be small compared with it and you can exploit this.
If you use imshow() with "extent" and "interpolation='nearest'", you will see that the data is cell-centered, and extent provided the lower edges of cells (corners). On the other hand, contour assumes that the data is cell-centered, and X,Y must be the center of cells. So, you need to be care about the input domain for contour. The trivial example is:
x = np.arange(-10,10,1)
X,Y = np.meshgrid(x,x)
P = X**2+Y**2
imshow(P,extent=[-10,10,-10,10],interpolation='nearest',origin='lower')
contour(X+0.5,Y+0.5,P,20,colors='k')
My tests told me that pcolormesh() is a very slow routine, and I always try to avoid it. griddata and imshow() always is a good choose for me.