Vectorizing a Vector-Valued Function - python

I have the following function:
def h_Y1(X, theta):
EF = X[0]
FF = X[1]
j = X[-2]
k = X[-1]
W = X[2:-2]
Sigma = theta[0]
sigma_xi2 = theta[1]
gamma_alpha = theta[2]
gamma_z = np.array(theta[3:])
gW = gamma_z # W
eps1 = EF - gamma_alpha * gW
if j == k:
eps2 = FF - (gamma_alpha**2)*gW - gW*sigma_xi2 - Sigma
eps3 = 0
else:
eps2 = 0
eps3 = FF - (gamma_alpha**2)*gW
h1 = [eps1 * Wk for Wk in W]
h2 = [eps2 * Wk for Wk in W]
h3 = [eps3 * Wk for Wk in W]
return np.concatenate([h1, h2, h3])
I need to execute the function for a range of values, which are stored in gmmarray. Specifically, I'd like the function to be run for each row of gmmarray as the function argument X, for a fixed theta.
I'm currently doing this using the following code:
import numpy as np
theta = [0.01, 1, 1, 0, 0]
gmmarray = np.random.random((1120451, 6))
test = np.apply_along_axis(h_Y1, 1, gmmarray, theta = init)
However, this is slow - it takes around 19 seconds. I tried vectorizing the function as follows:
Vh_Y1 = np.vectorize(h_Y1, signature = '(n),(j)->(i)')
test1 = Vh_Y1(gmmarray, init)
However, this still takes 16 seconds. Am I doing something wrong here or is there a way to speed things up further?
Thanks so much!

You can pass the full gmmarray as the X parameter. Then, instead of looping through each row of gmmarray, you can use vectorized operations on its columns.
Something like this:
def h_Y1_vectorized(X, theta):
EF, FF, W, j, k = np.hsplit(X, [1,2,4,5]) # Column vectors (except W)
Sigma, sigma_xi2, gamma_alpha, *gamma_z = theta
gW = (W # gamma_z)[:, None] # Ensure column vector
ga_gW = gamma_alpha * gW
FF_ga2gW = FF - gamma_alpha * ga_gW
eps1 = EF - ga_gW
j_equal_k = j == k
eps2 = np.where(j_equal_k, FF_ga2gW - gW * sigma_xi2 - Sigma, 0)
eps3 = np.where(j_equal_k, 0, FF_ga2gW)
h1 = eps1 * W
h2 = eps2 * W
h3 = eps3 * W
return np.hstack([h1, h2, h3])
Calling
>>> h_Y1_vectorized(gmmarray, theta)
produces the same result with roughly a 100x speed increase.

Related

Runge Kutta 4th order Python

I am trying to solve this equation using Runge Kutta 4th order:
applying d2Q/dt2=F(y,x,v) and dQ/dt=u Q=y in my program.
I try to run the code but i get this error:
Traceback (most recent call last):
File "C:\Users\Egw\Desktop\Analysh\Askhsh1\asdasda.py", line 28, in <module>
k1 = F(y, u, x) #(x, v, t)
File "C:\Users\Egw\Desktop\Analysh\Askhsh1\asdasda.py", line 13, in F
return ((Vo/L -(R0/L)*u -(R1/L)*u**3 - y*(1/L*C)))
OverflowError: (34, 'Result too large')
I tried using the decimal library but I still couldnt make it work properly.I might have not used it properly tho.
My code is this one:
import numpy as np
from math import pi
from numpy import arange
from matplotlib.pyplot import plot, show
#parameters
R0 = 200
R1 = 250
L = 15
h = 0.002
Vo=1000
C=4.2*10**(-6)
t=0.93
def F(y, u, x):
return ((Vo/L -(R0/L)*u -(R1/L)*u**3 - y*(1/L*C)))
xpoints = arange(0,t,h)
ypoints = []
upoints = []
y = 0.0
u = Vo/L
for x in xpoints:
ypoints.append(y)
upoints.append(u)
m1 = u
k1 = F(y, u, x) #(x, v, t)
m2 = h*(u + 0.5*k1)
k2 = (h*F(y+0.5*m1, u+0.5*k1, x+0.5*h))
m3 = h*(u + 0.5*k2)
k3 = h*F(y+0.5*m2, u+0.5*k2, x+0.5*h)
m4 = h*(u + k3)
k4 = h*F(y+m3, u+k3, x+h)
y += (m1 + 2*m2 + 2*m3 + m4)/6
u += (k1 + 2*k2 + 2*k3 + k4)/6
plot(xpoints, upoints)
show()
plot(xpoints, ypoints)
show()
I expected to get the plots of u and y against t.
Turns out I messed up with the equations I was using for Runge Kutta
The correct code is the following:
import numpy as np
from math import pi
from numpy import arange
from matplotlib.pyplot import plot, show
#parameters
R0 = 200
R1 = 250
L = 15
h = 0.002
Vo=1000
C=4.2*10**(-6)
t0=0
#dz/dz
def G(x,y,z):
return Vo/L -(R0/L)*z -(R1/L)*z**3 - y/(L*C)
#dy/dx
def F(x,y,z):
return z
t = np.arange(t0, 0.93, h)
x = np.zeros(len(t))
y = np.zeros(len(t))
z = np.zeros(len(t))
y[0] = 0.0
z[0] = 0
for i in range(1, len(t)):
k0=h*F(x[i-1],y[i-1],z[i-1])
l0=h*G(x[i-1],y[i-1],z[i-1])
k1=h*F(x[i-1]+h*0.5,y[i-1]+k0*0.5,z[i-1]+l0*0.5)
l1=h*G(x[i-1]+h*0.5,y[i-1]+k0*0.5,z[i-1]+l0*0.5)
k2=h*F(x[i-1]+h*0.5,y[i-1]+k1*0.5,z[i-1]+l1*0.5)
l2=h*G(x[i-1]+h*0.5,y[i-1]+k1*0.5,z[i-1]+l1*0.5)
k3=h*F(x[i-1]+h,y[i-1]+k2,z[i-1]+l2)
l3 = h * G(x[i - 1] + h, y[i - 1] + k2, z[i - 1] + l2)
y[i]=y[i-1]+(k0+2*k1+2*k2+k3)/6
z[i] = z[i - 1] + (l0 + 2 * l1 + 2 * l2 + l3) / 6
Q=y
I=z
plot(t, Q)
show()
plot(t, I)
show()
If I may draw your attention to these 4 lines
m1 = u
k1 = F(y, u, x) #(x, v, t)
m2 = h*(u + 0.5*k1)
k2 = (h*F(y+0.5*m1, u+0.5*k1, x+0.5*h))
You should note a fundamental structural difference between the first two lines and the second pair of lines.
You need to multiply with the step size h also in the first pair.
The next problem is the step size and the cubic term. It contributes a term of size 3*(R1/L)*u^2 ~ 50*u^2 to the Lipschitz constant. In the original IVP per the question with u=Vo/L ~ 70 this term is of size 2.5e+5. To compensate only that term to stay in the stability region of the method, the step size has to be smaller 1e-5.
In the corrected initial conditions with u=0 at the start the velocity u remains below 0.001 so the cubic term does not determine stability, this is now governed by the last term contributing a Lipschitz term of 1/sqrt(L*C) ~ 125. The step size for stability is now 0.02, with 0.002 one can expect quantitatively useful results.
You can use decimal libary for more precision (handle more digits), but it's kind of annoying every value should be the same class (decimal.Decimal).
For example:
import numpy as np
from math import pi
from numpy import arange
from matplotlib.pyplot import plot, show
# Import decimal.Decimal as D
import decimal
from decimal import Decimal as D
# Precision
decimal.getcontext().prec = 10_000_000
#parameters
# Every value should be D class (decimal.Decimal class)
R0 = D(200)
R1 = D(250)
L = D(15)
h = D(0.002)
Vo = D(1000)
C = D(4.2*10**(-6))
t = D(0.93)
def F(y, u, x):
# Decomposed for use D
a = D(Vo/L)
b = D(-(R0/L)*u)
c = D(-(R1/L)*u**D(3))
d = D(-y*(D(1)/L*C))
return ((a + b + c + d ))
xpoints = arange(0,t,h)
ypoints = []
upoints = []
y = D(0.0)
u = D(Vo/L)
for x in xpoints:
ypoints.append(y)
upoints.append(u)
m1 = u
k1 = F(y, u, x) #(x, v, t)
m2 = (h*(u + D(0.5)*k1))
k2 = (h*F(y+D(0.5)*m1, u+D(0.5)*k1, x+D(0.5)*h))
m3 = h*(u + D(0.5)*k2)
k3 = h*F(y+D(0.5)*m2, u+D(0.5)*k2, x+D(0.5)*h)
m4 = h*(u + k3)
k4 = h*F(y+m3, u+k3, x+h)
y += (m1 + D(2)*m2 + D(2)*m3 + m4)/D(6)
u += (k1 + D(2)*k2 + D(2)*k3 + k4)/D(6)
plot(xpoints, upoints)
show()
plot(xpoints, ypoints)
show()
But even with ten million of precision I still get an overflow error. Check the components of the formula, their values are way too high. You can increase precision for handle them, but you'll notice it takes time to calculate them.
Problem implementation using scipy.integrate.odeint and scipy.integrate.solve_ivp.
import numpy as np
import matplotlib.pyplot as plt
from scipy.integrate import odeint, solve_ivp
# Input data initial conditions
ti = 0.0
tf = 0.5
N = 100000
h = (tf-ti)/N
# Initial conditions
u0 = 0.0
Q0 = 0.0
t_span = np.linspace(ti,tf,N)
r0 = np.array([Q0,u0])
# Parameters
R0 = 200
R1 = 250
L = 15
C = 4.2*10**(-6)
V0 = 1000
# Systems of First Order Equations
# This function is used with odeint, as specified in the documentation for scipy.integrate.odeint
def f(r,t,R0,R1,L,C,V0):
Q,u = r
ode1 = u
ode2 = -((R0/L)*u)-((R1/L)*u**3)-((1/(L*C))*Q)+(V0/L)
return np.array([ode1,ode2])
# This function is used in our 4Order Runge-Kutta implementation and in scipy.integrate.solve_ivp
def F(t,r,R0,R1,L,C,V0):
Q,u = r
ode1 = u
ode2 = -((R0/L)*u)-((R1/L)*u**3)-((1/(L*C))*Q)+(V0/L)
return np.array([ode1,ode2])
# Resolution with oedint
sol_1 = odeint(f,r0,t_span,args=(R0,R1,L,C,V0))
sol_2 = solve_ivp(fun=F,t_span=(ti,tf), y0=r0, method='LSODA',args=(R0,R1,L,C,V0))
Q_odeint, u_odeint = sol_1[:,0], sol_1[:,1]
Q_solve_ivp, u_solve_ivp = sol_2.y[0,:], sol_2.y[1,:]
# Figures
plt.figure(figsize=[30.0,10.0])
plt.subplot(3,1,1)
plt.grid(color = 'red',linestyle='--',linewidth=0.4)
plt.plot(t_span,Q_odeint,'r',t_span,u_odeint,'b')
plt.xlabel('t(s)')
plt.ylabel('Q(t), u(t)')
plt.subplot(3,1,2)
plt.plot(sol_2.t,Q_solve_ivp,'g',sol_2.t,u_solve_ivp,'y')
plt.grid(color = 'yellow',linestyle='--',linewidth=0.4)
plt.xlabel('t(s)')
plt.ylabel('Q(t), u(t)')
plt.subplot(3,1,3)
plt.plot(Q_solve_ivp,u_solve_ivp,'green')
plt.grid(color = 'yellow',linestyle='--',linewidth=0.4)
plt.xlabel('Q(t)')
plt.ylabel('u(t)')
plt.show()
Runge-Kutta 4th
# Code development of Runge-Kutta 4 Order
# Parameters
R0 = 200
R1 = 250
L = 15
C = 4.2*10**(-6)
V0 = 1000
# Input data initial conditions #
ti = 0.0
tf = 0.5
N = 100000
h = (tf-ti)/N
# Initial conditions
u0 = 0.0
Q0 = 0.0
# First order ordinary differential equations
def f1(t,Q,u):
return u
def f2(t,Q,u):
return -((R0/L)*u)-((R1/L)*u**3)-((1/(L*C))*Q)+(V0/L)
t = np.zeros(N); Q = np.zeros(N); u = np.zeros(N)
t[0] = ti
Q[0] = Q0
u[0] = u0
for i in range(0,N-1,1):
k1 = h*f1(t[i],Q[i],u[i])
l1 = h*f2(t[i],Q[i],u[i])
k2 = h*f1(t[i]+(h/2),Q[i]+(k1/2),u[i]+(l1/2))
l2 = h*f2(t[i]+(h/2),Q[i]+(k1/2),u[i]+(l1/2))
k3 = h*f1(t[i]+(h/2),Q[i]+(k2/2),u[i]+(l2/2))
l3 = h*f2(t[i]+(h/2),Q[i]+(k2/2),u[i]+(l2/2))
k4 = h*f1(t[i]+h,Q[i]+k3,u[i]+l3)
l4 = h*f2(t[i]+h,Q[i]+k3,u[i]+l3)
Q[i+1] = Q[i] + ((k1+2*k2+2*k3+k4)/6)
u[i+1] = u[i] + ((l1+2*l2+2*l3+l4)/6)
t[i+1] = t[i] + h
plt.figure(figsize=[20.0,10.0])
plt.subplot(1,2,1)
plt.plot(t,Q_solve_ivp,'r',t,Q_odeint,'y',t,Q,'b')
plt.grid(color = 'yellow',linestyle='--',linewidth=0.4)
plt.xlabel('t(s)')
plt.ylabel(r'$Q(t)_{Odeint}$, $Q(t)_{RK4}$')
plt.subplot(1,2,2)
plt.plot(t,Q_solve_ivp,'g',t,Q_odeint,'y',t,Q,'b')
plt.grid(color = 'yellow',linestyle='--',linewidth=0.4)
plt.xlabel('t(s)')
plt.ylabel(r'$Q(t)_{solve_ivp}$, $Q(t)_{RK4}$')

Error in implementation of Crank-Nicolson method applied to 1D TDSE?

This is more of a computational physics problem, and I've asked it on physics stack exchange, but no answers on there. This is, I suppose, a mix of the disciplines on here and there (and maybe even mathematics stack exchange), so finding the right place to post is a task in of itself apparently...
I'm attempting to use Crank-Nicolson scheme to solve the TDSE in 1D. The initial wave is a real Gaussian that has been normalised wrt its probability density. As the solution evolves, a depression grows in the central peak of the real part of the wave, and the imaginary part's central trough is perhaps a bit higher than I expect (image below).
Does this behaviour seem reasonable? I have searched around and not seen questions/figures that are similar. I've tested another person's code from Github and it exhibits the same behaviour, which makes me feel a bit better. But I still think the center peak should just decrease in height and increase in width. The likelihood of me getting a physics-based explanation is relatively low here I'd assume, but a computational-based explanation on errors I may have made is more likely.
I'm happy to give more information, for example my code, or the matrices used in the scheme, etc. Thanks in advance!
Here's a link to GIF of time evolution:
And the part of my code relevant to solving the 1D TDSE:
(pretty much the entire thing except the plotting)
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.animation import FuncAnimation
# Define function for norm.
def normf(dxc, uc, ic):
return sum(dxc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of position.
def xexpf(dxc, xc, uc, ic):
return sum(dxc * xc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of squared position.
def xexpsf(dxc, xc, uc, ic):
return sum(dxc * np.square(xc) * np.square(np.abs(uc[ic, :])))
# Define function for standard deviation.
def sdaf(xexpc, xexpsc, ic):
return np.sqrt(xexpsc[ic] - np.square(xexpc[ic]))
# Time t: t0 =< t =< tf. Have N steps at which to evaluate the CN scheme. The
# time interval is dt. decp: variable for plotting to certain number of decimal
# places.
t0 = 0
tf = 20
N = 200
dt = tf / N
t = np.linspace(t0, tf, num = N + 1, endpoint = True)
decp = str(dt)[::-1].find('.')
# Initialise array for filling with norm values at each time step.
norm = np.zeros(len(t))
# Initialise array for expectation value of position.
xexp = np.zeros(len(t))
# Initialise array for expectation value of squared position.
xexps = np.zeros(len(t))
# Initialise array for alternate standard deviation.
sda = np.zeros(len(t))
# Position x: -a =< x =< a. M is an even number. There are M + 1 total discrete
# positions, for the points to be symmetric and centred at x = 0.
a = 100
M = 1200
dx = (2 * a) / M
x = np.linspace(-a, a, num = M + 1, endpoint = True)
# The gaussian function u diffuses over time. sd sets the width of gaussian. u0
# is the initial gaussian at t0.
sd = 1
var = np.power(sd, 2)
mu = 0
u0 = np.sqrt(1 / np.sqrt(np.pi * var)) * np.exp(-np.power(x - mu, 2) / (2 * \
var))
u = np.zeros([len(t), len(x)], dtype = 'complex_')
u[0, :] = u0
# Normalise u.
u[0, :] = u[0, :] / np.sqrt(normf(dx, u, 0))
# Set coefficients of CN scheme.
alpha = dt * -1j / (4 * np.power(dx, 2))
beta = dt * 1j / (4 * np.power(dx, 2))
# Tridiagonal matrices Al and AR. Al to be solved using Thomas algorithm.
Al = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Al[i + 1, i] = alpha
Al[i, i] = 1 - (2 * alpha)
Al[i, i + 1] = alpha
# Corner elements for BC's.
Al[M, M], Al[0, 0] = 1 - alpha, 1 - alpha
Ar = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Ar[i + 1, i] = beta
Ar[i, i] = 1 - (2 * beta)
Ar[i, i + 1] = beta
# Corner elements for BC's.
Ar[M, M], Ar[0, 0] = 1 - 2*beta, 1 - beta
# Thomas algorithm variables. Following similar naming as in Wiki article.
a = np.diag(Al, -1)
b = np.diag(Al)
c = np.diag(Al, 1)
NT = len(b)
cp = np.zeros(NT - 1, dtype = 'complex_')
for n in range(0, NT - 1):
if n == 0:
cp[n] = c[n] / b[n]
else:
cp[n] = c[n] / (b[n] - (a[n - 1] * cp[n - 1]))
d = np.zeros(NT, dtype = 'complex_')
dp = np.zeros(NT, dtype = 'complex_')
# Iterate over each time step to solve CN method. Maintain boundary
# conditions. Keep track of standard deviation.
for i in range(0, N):
# BC's.
u[i, 0], u[i, M] = 0, 0
# Find RHS.
d = np.dot(Ar, u[i, :])
for n in range(0, NT):
if n == 0:
dp[n] = d[n] / b[n]
else:
dp[n] = (d[n] - (a[n - 1] * dp[n - 1])) / (b[n] - (a[n - 1] * \
cp[n - 1]))
nc = NT - 1
while nc > -1:
if nc == NT - 1:
u[i + 1, nc] = dp[nc]
nc -= 1
else:
u[i + 1, nc] = dp[nc] - (cp[nc] * u[i + 1, nc + 1])
nc -= 1
norm[i] = normf(dx, u, i)
xexp[i] = xexpf(dx, x, u, i)
xexps[i] = xexpsf(dx, x, u, i)
sda[i] = sdaf(xexp, xexps, i)
# Fill in final norm value.
norm[N] = normf(dx, u, N)
# Fill in final position expectation value.
xexp[N] = xexpf(dx, x, u, N)
# Fill in final squared position expectation value.
xexps[N] = xexpsf(dx, x, u, N)
# Fill in final standard deviation value.
sda[N] = sdaf(xexp, xexps, N)

Figure out parameter in ordinary differential equation when some data provided

Code:
from scipy.integrate import odeint
import numpy as np
import matplotlib.pyplot as plt
# parameters
S = 0.0001
M = 30.03
K = 113.6561
Vr = 58
R = 8.3145
T = 298.15
Q = 0.000133
Vp = 0.000022
Mr = 36
Pvap = 1400
wf = 0.001
tr = 1200
mass = 40000
# define t
time = 14400
t = np.arange(0, time + 1, 1)
# define initial state
Cv0 = (mass / Vp) * wf # Cv(0)
Cr0 = (mass / Vp) * (1 - wf)
Cair0 = 0 # Cair(0)
# define function and solve ode
def model(x, t):
C = x[0] # C is Cair(t)
c = x[1] # c is Cv(t)
a = Q + (K * S / Vr)
b = (K * S * M) / (Vr * R * T)
s = (K * S * M) / (Vp * R * T)
w = (1 - wf) * 1000
Peq = (c * Pvap) / (c + w * c * M / Mr)
Pair = (C * R * T) / M
dcdt = -s * (Peq - Pair)
if t <= tr:
dCdt = -a * C + b * Peq
else:
dCdt = -a * C
return [dCdt, dcdt]
x = odeint(model, [Cair0, Cv0], t)
C = x[:, 0]
c = x[:, 1]
Now, I want to figure out wf value when I know C(0)(when t is 0) and C(tr)(when t is tr)(Therefore I know two kind of t and C(t)).
I found some links(Curve Fit Parameters in Multiple ODE Function, Solving ODE with Python reversely, https://medium.com/analytics-vidhya/coronavirus-in-italy-ode-model-an-parameter-optimization-forecast-with-python-c1769cf7a511, https://kitchingroup.cheme.cmu.edu/blog/2013/02/18/Fitting-a-numerical-ODE-solution-to-data/) related to this, although I cannot get the hang of subject.
Can I fine parameter wf with two data((0, C(0)), (tr, C(tr)) and ode?
First, ODE solvers assume smooth right-hand-side functions. So the if t <= tr:... statement in your code isn't going to work. Two separate integrations must be done to deal with the discontinuity. Integrate to tf, then use the solution at tf as initial conditions to integrate beyond tf for the new ODE function.
But it seems like your main problem (solving for wf) only involves integrating to tf (not beyond), so we can ignore that issue when solving for wf
Now, I want to figure out wf value when I know C(0)(when t is 0) and C(tr)(when t is tr)(Therefore I know two kind of t and C(t)).
You can do a non-linear solve for wf:
from scipy.integrate import odeint
import numpy as np
import matplotlib.pyplot as plt
# parameters
S = 0.0001
M = 30.03
K = 113.6561
Vr = 58
R = 8.3145
T = 298.15
Q = 0.000133
Vp = 0.000022
Mr = 36
Pvap = 1400
mass = 40000
# initial condition for wf
wf_initial = 0.02
# define t
tr = 1200
t_eval = np.array([0, tr], np.float)
# define initial state. This is C(t = 0)
Cv0 = (mass / Vp) * wf_initial # Cv(0)
Cair0 = 0 # Cair(0)
init_cond = np.array([Cair0, Cv0],np.float)
# Definte the final state. This is C(t = tr)
final_state = 3.94926615e-03
# define function and solve ode
def model(x, t, wf):
C = x[0] # C is Cair(t)
c = x[1] # c is Cv(t)
a = Q + (K * S / Vr)
b = (K * S * M) / (Vr * R * T)
s = (K * S * M) / (Vp * R * T)
w = (1 - wf) * 1000
Peq = (c * Pvap) / (c + w * c * M / Mr)
Pair = (C * R * T) / M
dcdt = -s * (Peq - Pair)
dCdt = -a * C + b * Peq
return [dCdt, dcdt]
# define non-linear system to solve
def function(x):
wf = x[0]
x = odeint(model, init_cond, t_eval, args = (wf,), rtol = 1e-10, atol = 1e-10)
return x[-1,0] - final_state
from scipy.optimize import root
sol = root(function, np.array([wf_initial]), method='lm')
print(sol.success)
wf_solution = sol.x[0]
x = odeint(model, init_cond, t_eval, args = (wf_solution,), rtol = 1e-10, atol = 1e-10)
print(wf_solution)
print(x[-1])
print(final_state)

Odeint Error - Excess work done on this call

I am writing a code to solve coupled harmonic oscillator equations using odeint from scipy. I want to add a random number to one of the equations at every time step of the ODESolver. To do this, I have written two time dependent constants, and used them. However, this gives me the following error.
ODEintWarning: Excess work done on this call (perhaps wrong Dfun type). Run
with full_output = 1 to get quantitative information.
warnings.warn(warning_msg, ODEintWarning)
My code is given below.
import matplotlib.pyplot as plt
import numpy as np
from scipy.integrate import odeint
import scipy.stats as stats
from scipy.stats import beta
m1 = 1.1
m2 = 1.0
k1 = 1000.0
k2 = 1000.0
k12 = 100
g = 0.0
global Steps
Steps = 0
x10 = 1
x20 = 0
alpha = 1
a = 2
b = 3
v10 = 0
v20 = 0
#A = np.random.beta(a,b, 10) * alpha
#B = np.random.beta(a,b, 10) * alpha
def c(t):
return np.random.beta(a,b) * alpha
def d(t):
return np.random.beta(a,b) * alpha
def f(x, t, c, d):
y = []
y.append(x[1] - c(t) * x[0])
#print(c(t))
y.append(-(k1 + k12) / m1 * x[0] + k12 / m1 * x[2] - 2 * g * x[1] - c(t) * x[1])
y.append(x[3] - d(t) * x[2])
y.append(-(k2 + k12) / m2 * x[2] + k12 / m2 * x[0] - 2 * g * x[3] - d(t) * x[3])
return y
b0 = [x10, v10, x20, v20]
b0 = np.array(b0)
args = (c, d)
t = np.linspace(0, 1, 1000 )
t = np.array(t)
X1, infodict = odeint(f, b0, t, args, full_output = 1)
X1 = X1.T
Q1 = X1[0]
Q2 = X1[2]
plt.plot(t, Q1, 'g-')
plt.plot(t, Q2, 'b-')
plt.show()
a = m1*m2
b = -(m1*(k2 + k12) + m2*(k1 + k12))
c = k1*k2 + k12*(k1 + k2)
wp = np.sqrt((-b + np.sqrt(b**2 - 4*a*c))/(2*a))
wm = np.sqrt((-b - np.sqrt(b**2 - 4*a*c))/(2*a))
print(wp)
print(wm)
f = open('simdata.csv', mode='w')
for i in range(len(t)):
p = str(t[i]) + ',' + str(Q1[i]) + ',' + str(Q2[i]) + '\n'
f.write(p)
f.close()

Complex vectors and shape for arrays

I am slightly new to python and I am trying to convert some code.This is an approximation method. Which isn't important. In my oddev function I get returned
c2[1:modes+1] = v* 1j
ValueError: could not broadcast input array from shape (25) into shape (25,1)
When I do this Matlab I believe it automatically casts it, and will store the complex array. The function is a getting the coefficient from a partial sine transform to do this. At first I tried storing the random matrix which just an array using np.matlib method and this had the same shape but I believe I will lose the real values of the filter when I cast it. How do I store this?
import math
import numpy as np
def quickcontmin(datain):
n = np.shape(datain)[0]
m = math.floor(n / 2)
modes = math.floor(m / 2)
addl = 20
nn = 20 * n
chi = 10 ** -13
def evenhp(xv):
"Even high pass"
n1 = np.shape(xv)[0]
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
c1[0:modes-1] = 0.0
c1[-1 - modes + 2:-1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
return even
def evenhpt(xv):
" Transpose of EvenHP"
n1 = np.shape(xv)[0]
xy = np.zeros((n1- 2, 1))
c1 = np.append(xv,xy)
c1 = np.fft.fft(c1)
c1[0:modes-1] = 0.0
c1[-1 - modes + 1:-1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
even[1:-2] = even[1:-2] + evenl[-1:-1:n1+1]
return even``
def evenlp(xv):
" Low pass cosine filter"
n1 = np.shape(xv)[0]
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
c1[modes + 1:-1 - modes + 1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
return even
def oddev(xv):
"Evaluate the sine modes on the grid"
c2 = np.zeros((2 *n - 2, 1))*1j
v = np.array(xv[:])
v1 = v[:-1]
v1 = v[::-1]
c2[1:modes+1] = v* 1j
c2[-1 - modes + 1:-1] = -v1* 1j
evall = np.fft.ifft(c2) * math.sqrt(2 * n - 2)
eva = evall[0:n-1]
return eva
def oddevt(xv):
" Transpose the sine modes on the function OddEv"
c1 = np.array(xv[1:-2])
c1 = np.insert(c1,0.0,0)
c1 = np.append(c1,0.0)
c1 = np.append(c1,xv[-2:-1:2])
c1a = np.divide(np.fft.fft(c1),math.sqrt(2 * n - 2))
fcoef = np.imag(c1a[1:modes])
return fcoef
def eextnd(xv):
"Obtain cosine coefficients and evalue on the refined grid"
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
cL = np.zeros((2*nn-2,1))
cL[0:modes-1] = c1[0:modes-1]
cL[-1 - modes + 1:-1] = c1[-1 - modes + 1:-1]
evenexL = np.multiply(np.fft.ifft(cL) , (nn - 1) / (n - 1))
evenex = evenexL[0:nn-1]
return evenex
def oextnd(xv):
"Evaluate sine coefficients on the refined grid"
c2 = np.zeros((2 * nn - 2, 1))
c2[0] = 0.0
c2[1:modes + 1] = np.multiply(xv[0:-1],1j)
c2[-1 - modes + 1:-1] = np.multiply(-xv[-1:-1:1],1j)
evall = np.real(np.multiply(np.fft.ifft(c2), math.sqrt(2 * n - 2) * (2 *nn - 2) / (2 * n - 2)))
oox = evall[0:nn-1]
return oox
dc = evenlp(datain)
#L in paper, number of vectors used to sample the columnspace
lll = round(4 * math.log(m )/ math.log(2)) + addl
lll = int(lll)
#The following should be straightforward from the psuedo-code
w=2 * np.random.rand(modes , lll) - 1
p=np.matlib.zeros(shape=(n,lll))
for j in range(lll):
p[:,j] = evenhp(oddev(w[:,j]))
q,r = np.linalg.qr(p , mode='reduced')
z = np.zeros(shape=(modes,lll))
for j in range(lll):
z[:,j]= oddevt(evenhpt(q[:,j]))
un,s,v = np.linalg.svd(z,full_matrices='False')
ds=np.diag(s)
aa=np.extract(np.diag(s)>(chi))
aa[-1] = aa
aa = int(aa)
s = 0 * s
for j in range(aa):
s[j,j] = 1.0 / ds(j)
#find the sine coefficents
b=un*s* v.T* q.T* evenhp(datain)
#Constructing the continuation
exs=oddev(b)
pexs = evenlp(exs)
dataCont=exs-pexs+dc
dataCont[n+1:2*n-2]=-exs[-2:-1:1]-pexs[-2:-1:1]+dc[-2:-1:1]
#Evaluate the continuation on the refined grid
dataRefined=eextnd(dc-exs)+oextnd(b)
return dataRefined, dataCont
n1 = 100
t = np.linspace(0,2*math.pi,n1)
y = np.sin(t)
data = quickcontmin(y)
dc1 = data[1]
dc1 = dc1[0:n1-1]`
Replacing c2[1:modes+1] = v* 1j by c2[1:modes+1, 0] = v* 1j should fix that specific error.
More consistent would be to replace:
v = np.array(xv[:])
v1 = v[:-1]
v1 = v[::-1]
by
v = xv
v1 = v[:-1]
v is already a column vector so you don't need to transform it into a 1d vector when you later need a column vector.

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