(maximum likelihood estimation) scipy.optimize.minize error - python

I got the error
File "C:/Users/", line 70, in <module>
cal_PIN()
File "C:/Users/", line 67, in cal_PIN
cal_likelihood(selling_5_tick, buying_5_tick)
File "C:/Users/", line 48, in cal_likelihood
raise valueErr(result.message)
valueErr: Desired error not necessarily achieved due to precision loss.
I want to estimate the parameter in the pin model. The Log converted likelihood function is the same as the attached photo. The parameters to be estimated are (α, δ, μ, εB, εS). I coded the 3-steps-for-statement to set the initial value. I try to used scipy.optimize.minimize to estimate the parameter by applying Maximum Likelihood Estimation.
import time
import scipy
from scipy.optimize import minimize
def f(params, *args):
# args={k1, k2, k3, kmi, buying_array[i], selling_array[i]}
k1 = args[0]
k2 = args[1]
k3 = args[2]
kmi = args[3]
buying_array = args[4]
selling_array = args[5]
ini_a, ini_h, ini_eS, ini_eB = params
return (-1) * (ini_a * ini_h * scipy.exp(k1 - kmi) + ini_a * (1 - ini_h) * scipy.exp(k2 - kmi) + (
1 - ini_a) * scipy.exp(k3 - kmi) +
(buying_array * scipy.log(ini_eB + ini_h) + selling_array * scipy.log(ini_eS + ini_h) - (
ini_eB + ini_eS) + kmi))
def cal_likelihood(selling_array, buying_array):
for ini_a in [0.1, 0.3, 0.5, 0.7, 0.9]:
for ini_h in [0.1, 0.3, 0.5, 0.7, 0.9]:
for z in [0.1, 0.3, 0.5, 0.7, 0.9]:
time.sleep(1)
i = 0
for i in range(0, len(buying_array)):
ini_eB = z * selling_array[i]
cal_u = (buying_array[i] - ini_eB) / (ini_a * (1 - ini_h))
ini_eS = selling_array[i] - (ini_a * ini_h * cal_u)
k1 = ((-1.0) * (cal_u) - buying_array[i] * scipy.log(1 + (cal_u / ini_eB)))
k2 = ((-1.0) * (cal_u) - selling_array[i] * scipy.log(1 + (cal_u / ini_eS)))
k3 = (-1.0) * buying_array[i] * scipy.log(1 +
(cal_u / ini_eB)) - selling_array[i] * scipy.log(
1 + (cal_u / ini_eS))
kmi = max(k1, k2, k3)
initial_guess = [ini_a, ini_h, ini_eB, ini_eS]
result = minimize(f, initial_guess, args=(k1, k2,
k3, kmi, buying_array[i], selling_array[i]))
if result.success:
fitted_params = result.x
print(fitted_params[0])
else:
raise ValueError(result.message)
def cal_PIN():
buying_5_tick = []
selling_5_tick = []
buying_5_tick.append(4035)
buying_5_tick.append(3522)
buying_5_tick.append(4073)
buying_5_tick.append(3154)
buying_5_tick.append(9556)
selling_5_tick.append(1840)
selling_5_tick.append(2827)
selling_5_tick.append(4095)
selling_5_tick.append(2602)
selling_5_tick.append(2230)
cal_likelihood(selling_5_tick, buying_5_tick)
I expected values where 0 < α < 1 and 0 < δ < 1, but something is wrong.

Well, as you raise the error yourself it is obvious, that the minimization fails because of the error Warning: Desired error not necessarily achieved due to precision loss.
Taken from a scipy issue:
This warning occurs when line search could not find a step size
meeting both Wolfe conditions and the Polak-Ribiere descent condition
within a certain number of iterations.
The results of your minimization don't seem to have any bound, as your objective function is just *-1 some values. This results in rather big derivatives and could lead to some ill-conditioned Hessian. Such ill-conditioned matrix then leads to the linesearch-fail.
One option would be to change the objective-return to
return 1 / (ini_a * ini_h * scipy.exp(k1 - kmi) + ini_a * (1 - ini_h) * scipy.exp(k2 - kmi) + (
1 - ini_a) * scipy.exp(k3 - kmi) +
(buying_array * scipy.log(ini_eB + ini_h) + selling_array * scipy.log(ini_eS + ini_h) - (
ini_eB + ini_eS) + kmi))
This leads to the results beign in the required range of 0 < value < 1.
If this is not an optimal solution for you, try changing solvers. Find some options in the documentation.
Also some tips and tricks for youre programming. You can use itertools.product to avoid such nested loops. Instead of appending each value, just declare a list.
Here are the suggestions and the working code.
import time
import scipy
from scipy.optimize import minimize
import itertools
def f(params, *args):
# args={k1, k2, k3, kmi, buying_array[i], selling_array[i]}
k1 = args[0]
k2 = args[1]
k3 = args[2]
kmi = args[3]
buying_array = args[4]
selling_array = args[5]
ini_a, ini_h, ini_eS, ini_eB = params
return 1 / (ini_a * ini_h * scipy.exp(k1 - kmi) + ini_a * (1 - ini_h) * scipy.exp(k2 - kmi) + (
1 - ini_a) * scipy.exp(k3 - kmi) +
(buying_array * scipy.log(ini_eB + ini_h) + selling_array * scipy.log(ini_eS + ini_h) - (
ini_eB + ini_eS) + kmi))
def cal_likelihood(selling_array, buying_array):
list_iteration = [0.1, 0.3, 0.5, 0.7, 0.9]
for (ini_a, ini_h, z) in itertools.product(*[list_iteration,list_iteration,list_iteration]):
time.sleep(1)
for i in range(0, len(buying_array)):
ini_eB = z * selling_array[i]
cal_u = (buying_array[i] - ini_eB) / (ini_a * (1 - ini_h))
ini_eS = selling_array[i] - (ini_a * ini_h * cal_u)
k1 = ((-1.0) * (cal_u) - buying_array[i] * scipy.log(1 + (cal_u / ini_eB)))
k2 = ((-1.0) * (cal_u) - selling_array[i] * scipy.log(1 + (cal_u / ini_eS)))
k3 = (-1.0) * buying_array[i] * scipy.log(1 +
(cal_u / ini_eB)) - selling_array[i] * scipy.log(
1 + (cal_u / ini_eS))
kmi = max(k1, k2, k3)
initial_guess = [ini_a, ini_h, ini_eB, ini_eS]
result = minimize(f, initial_guess, args=(k1, k2,
k3, kmi, buying_array[i], selling_array[i]))
if result.success:
fitted_params = result.x
print(fitted_params[0])
else:
raise ValueError(result.message)
def cal_PIN():
buying_5_tick = [4035, 3522, 4073, 3154, 9556]
selling_5_tick = [1840, 2827, 4095, 2602, 2230]
cal_likelihood(selling_5_tick, buying_5_tick)
cal_PIN()

Related

Invalid index to scalar variable error when trying to use scipy.optimize.curve_fit

I have a function with different parameters that I want to optimize to fit some existing data.
The function runs fine on its own, but when I try to pass it through the scipy.optimize.curve_fit function, I get this error :
IndexError: invalid index to scalar variable.
I don't understand why the function would work on its own, and I would not get any errors.
What can I do ?
The original function used dictionnaries and I thought that might be the problem but I modified it and it still doesn't work.
This is the function I'm using :
def function_test(xy,X1,X2,X3,X4):
precip = xy\[0\]
potential_evap = xy\[1\]
nUH1 = int(math.ceil(X4))
nUH2 = int(math.ceil(2.0*X4))
uh1_ordinates = [0] * nUH1
uh2_ordinates = [0] * nUH2
UH1 = [0] * nUH1
UH2 = [0] * nUH2
for t in range(1, nUH1 + 1):
uh1_ordinates[t - 1] = s_curves1(t, X4) - s_curves1(t-1, X4)
for t in range(1, nUH2 + 1):
uh2_ordinates[t - 1] = s_curves2(t, X4) - s_curves2(t-1, X4)
production_store = X1*0.60# S
routing_store = X3*0.70# R
qsim = []
for j in range(2191):
if precip[j] > potential_evap[j]:
net_evap = 0
scaled_net_precip = (precip[j] - potential_evap[j])/X1
if scaled_net_precip > 13:
scaled_net_precip = 13.
tanh_scaled_net_precip = tanh(scaled_net_precip)
reservoir_production = (X1 * (1 - (production_store/X1)**2) * tanh_scaled_net_precip) / (1 + production_store/X1 * tanh_scaled_net_precip)
routing_pattern = precip[j]-potential_evap[j]-reservoir_production
else:
scaled_net_evap = (potential_evap[j] - precip[j])/X1
if scaled_net_evap > 13:
scaled_net_evap = 13.
tanh_scaled_net_evap = tanh(scaled_net_evap)
ps_div_x1 = (2 - production_store/X1) * tanh_scaled_net_evap
net_evap = production_store * (ps_div_x1) / \
(1 + (1 - production_store/X1) * tanh_scaled_net_evap)
reservoir_production = 0
routing_pattern = 0
production_store = production_store - net_evap + reservoir_production
percolation = production_store / (1 + (production_store/2.25/X1)**4)**0.25
routing_pattern = routing_pattern + (production_store-percolation)
production_store = percolation
for i in range(0, len(UH1) - 1):
UH1[i] = UH1[i+1] + uh1_ordinates[i]*routing_pattern
UH1[-1] = uh1_ordinates[-1] * routing_pattern
for j in range(0, len(UH2) - 1):
UH2[j] = UH2[j+1] + uh2_ordinates[j]*routing_pattern
UH2[-1] = uh2_ordinates[-1] * routing_pattern
groundwater_exchange = X2 * (routing_store / X3)**3.5
routing_store = max(0, routing_store + UH1[0] * 0.9 + groundwater_exchange)
R2 = routing_store / (1 + (routing_store / X3)**4)**0.25
QR = routing_store - R2
routing_store = R2
QD = max(0, UH2[0]*0.1+groundwater_exchange)
Q = QR + QD
qsim.append(Q)
return qsim

Scipy minimization one variable while keeping some variables constant - args defining problem

I have a function where I need to minimize c_init to make totalF output zero. the problem is that I have some constants over this function which are Es, f_slong and f_c. I need to repeat this whole minimization for 30 different cases meaning that I have 30 different constant variables and 30 different c_init initial values. Then, my aim is to obtain what the values for c_init will be at the end of the algorithm. However, those constant variables give me trouble. I do not have any inequality (I am not sure if I have to define it anyway), I strongly feel that my problem is to define the location and inputs of *args, I've tested out many different scenarios but they all failed. Could anyone help me out? Those constant variables should be coming from their list of array in every iteration and sending through the minimization function.
def c_neutral_un(c_init, Es, f_slong, f_c):
eps_s = e_cu_un * (d - c_init) / c_init
eps_s_prime = e_cu_un * (c_init - d_prime) / c_init
if Es * eps_s > f_slong:
f_s = f_slong
else:
f_s = Es * eps_s
if Es * eps_s_prime > f_slong:
f_s_prime = f_slong
else:
f_s_prime = Es * eps_s_prime
T = As * f_s
Cs_prime = As_prime * (f_s_prime - alfa1 * f_c)
Cc_conc = alfa1 * f_c * b * beta1 * c_init
totalF = Cc_conc + Cs_prime - T
return totalF
c = []
for i in range(31)
bnd = ([0, 200])
x0 = c_init[i]
Es = Es[i]
f_slong = f_slong[i]
f_c = f_c[i]
res = minimize(c_neutral_un, x0, args=([Es, f_slong, f_c], True) method = "SLSQP", bounds = bnd)
c.append(res.x)
THere is an error for constant assignment like Es = Es[i]
def c_neutral_un(c_init, Es, f_slong, f_c):
eps_s = e_cu_un * (d - c_init) / c_init
eps_s_prime = e_cu_un * (c_init - d_prime) / c_init
if Es * eps_s > f_slong:
f_s = f_slong
else:
f_s = Es * eps_s
if Es * eps_s_prime > f_slong:
f_s_prime = f_slong
else:
f_s_prime = Es * eps_s_prime
T = As * f_s
Cs_prime = As_prime * (f_s_prime - alfa1 * f_c)
Cc_conc = alfa1 * f_c * b * beta1 * c_init
totalF = Cc_conc + Cs_prime - T
return totalF
c = []
for i in range(31):
bnd = ([0, 200])
x0 = c_init[i]
Es2 = Es[i]
f_slong2 = f_slong[i]
f_c2 = f_c[i]
res = minimize(c_neutral_un, x0, args=([Es2, f_slong2, f_c2], True),method = "SLSQP", bounds = bnd)
c.append(res.x)

solving the wave 1-d equation with python and animate

I'm trying to solve the 1-d wave equation, and I coding the program for numerical computing solutions and animating, saving data in the file. I don't know how to fix the error and finally get the working code.
u_tt = a**2 * u_xx + f(x,t)
It is necessary for the program to solve equations when entering both an additional function and with non-zero initial and boundary conditions, with graphic visualization and saving data to a file.
So I attach my code (Python 3.9), and error message:
import numpy as np
import math
import matplotlib.pyplot as plt
import os
import time
import glob
def sol(I, V, f, a, L, C, T, U_0, U_L, dt, user_func = None):
"""
solver for wave equation
u_tt = a**2*u_xx + f(x,t) (0,L) where u=0 for
x=0,L, for t in (0,T].
:param I:
:param V:
:param f:
:param a:
:param L:
:param C:
:param T:
:param U_0:
:param U_L:
:param dt:
:param user_func:
:return:
"""
nt = int(round(T / dt))
t = np.linspace(0, nt * dt, nt + 1) # array for time points
dx = dt * a / float(C)
nx = int(round(L / dx))
x = np.linspace(0, L, nx + 1) # array for coord points
q = a ** 2
C2 = (dt / dx) ** 2
dt2 = dt * dt
# --- checking f(x,t) ---
if f is None or f == 0:
f = lambda x, t: 0
# --- check the initial conds dU(x,0)/dt ---
if V is None or V == 0:
V = lambda x: 0
# boundary conds
if U_0 is not None:
if isinstance(U_0, (float, int)) and U_0 == 0:
U_0 = lambda t: 0
if U_L is not None:
if isinstance(U_L, (float, int)) and U_L == 0:
U_L = lambda t: 0
# --- allocate memory ---
u = np.zeros(nx + 1)
u_n = np.zeros(nx + 1)
u_nm = np.zeros(nx + 1)
# --- valid indexing check ---
Ix = range(0, nx + 1)
It = range(0, nt + 1)
# --- set the boundary conds ---
for i in range(0, nx + 1):
u_n[i] = I(x[i])
if user_func is not None:
user_func(u_n, x, t, 0)
# --- finite difference step ---
for i in Ix[1:-1]:
u[i] = u_n[i] + dt * V(x[i]) + 0.5 * C2 * (0.5 * (q[i] + q[i + 1]) * (u_n[i + 1] - u_n[i]) -
0.5 * (q[i] + q[i - 1]) * (u_n[i] - u_n[i - 1])) + 0.5 * dt2 * f(x[i], t[0])
i = Ix[0]
if U_0 is None:
# set the boundary conds (x=0: i-1 -> i+1 u[i-1]=u[i+1]
# where du/dn = 0, on x=L: i+1 -> i-1 u[i+1]=u[i-1])
ip1 = i + 1
im1 = ip1 # i-1 -> i+1
u[i] = u_n[i] + dt * V(x[i]) + \
0.5 * C2 * (0.5 * (q[i] + q[ip1]) * (u_n[ip1] - u_n[i]) - 0.5 * (q[i] + q[im1])
* (u_n[i] - u_n[im1])) + 0.5 * dt2 * f(x[i], t[0])
else:
u[i] = U_0(dt)
i = Ix[-1]
if U_L is None:
im1 = i - 1
ip1 = im1 # i+1 -> i-1
u[i] = u_n[i] + dt * V(x[i]) + \
0.5 * C2 * (0.5 * (q[i] + q[ip1]) * (u_n[ip1] - u_n[i]) - 0.5 * (q[i] + q[im1]) * (u_n[i] - u_n[im1])) + \
0.5 * dt2 * f(x[i], t[0])
else:
u[i] = U_L(dt)
if user_func is not None:
user_func(u, x, t, 1)
# update data
u_nm, u_n, u = u_n, u, u_nm
# --- time looping ---
for n in It[1:-1]:
# update all inner points
for i in Ix[1:-1]:
u[i] = - u_nm[i] + 2 * u_n[i] + \
C2 * (0.5 * (q[i] + q[i + 1]) * (u_n[i + 1] - u_n[i]) -
0.5 * (q[i] + q[i - 1]) * (u_n[i] - u_n[i - 1])) + dt2 * f(x[i], t[n])
# --- set boundary conds ---
i = Ix[0]
if U_0 is None:
# set the boundary conds
# x=0: i-1 -> i+1 u[i-1]=u[i+1] where du/dn=0
# x=L: i+1 -> i-1 u[i+1]=u[i-1] where du/dn=0
ip1 = i + 1
im1 = ip1
u[i] = - u_nm[i] + 2 * u_n[i] + \
C2 * (0.5 * (q[i] + q[ip1]) * (u_n[ip1] - u_n[i]) - 0.5 * (q[i] + q[im1]) * (u_n[i] - u_n[im1])) + \
dt2 * f(x[i], t[n])
else:
u[i] = U_0(t[n + 1])
i = Ix[-1]
if U_L is None:
im1 = i - 1
ip1 = im1
u[i] = - u_nm[i] + 2 * u_n[i] + \
C2 * (0.5 * (q[i] + q[ip1]) * (u_n[ip1] - u_n[i]) - 0.5 * (q[i] + q[im1]) * (u_n[i] - u_n[im1])) + \
dt2 * f(x[i], t[n])
else:
u[i] = U_L(t[n + 1])
if user_func is not None:
if user_func(u, x, t, n + 1):
break
u_nm, u_n, u = u_n, u, u_nm
return u, x, t
# --- here function for return functions ---
# return func(x)
def func(x):
"""
:param x:
:return:
"""
return # expression
# start simulate and animate or visualisation and savin the data from file
def simulate(
I, V, f, a, L, C, T, U_0, U_L, dt, # params
umin, umax, # amplitude
animate = True, # animate or not?
solver_func = sol, # call the solver
mode = 'plotter', # mode: plotting the graphic or saving to file
):
# code for visualization and simulate
...........
# start simulate
solver_func(I, V, f, a, L, C, T, U_0, U_L, dt, user_func)
return 0
def task( ):
'''
test tasking for solver and my problem
:return:
'''
I
L = 1
a = 1
C = 0.85
T = 1
dt = 0.05
U_0, U_L, V, f
umax = 2
umin = -umax
simulate(I, V, f, a, L, C, T, U_0, U_L, dt, umax, umin, animate = True, solver_func = sol, mode = 'plotter',)
if __name__ == '__main__':
task()
And I get the same error:
File "C:\\LR2-rep\wave_eq_1d.py", line 102, in sol
u[i] = u_n[i] + dt * V(x[i]) + 0.5 * C2 * (0.5 * (q[i] + q[i + 1]) * (u_n[i + 1] - u_n[i]) -
TypeError: 'int' object is not subscriptable
I understand the meaning of the error, but I do not understand how it can be fixed, and for almost two weeks I have not been able to write a program ... I ask for help with solving this problem! Thank you very much in advance!

scipy.optimize.minimize is too slow. How can I speed up

I am converting an IDL code (written by Oleg Kochukhov) to Python. The code generates star surface map over spectral line profiles using Tikhonov or Maximum Entropy methods.
I use scipy.optimize.minimize to generate map over line profiles. But process is too slow and results is not compatible. I search solution on internet but i dont find any usefull solution.
I added a runnable code below:
import numpy as np
from scipy.optimize import minimize
import matplotlib.pyplot as plt
from mpl_toolkits.basemap import Basemap
import matplotlib.gridspec as gridspec
#syc = 0
def DI_GridInit(ntot):
# generate stellar surface grid
nlat = int(round(0.5 * (1.0 + np.sqrt(1.0 + np.pi * ntot))) - 1)
nlon = np.zeros(nlat, dtype=int)
xlat = np.pi * (np.arange(nlat, dtype=float) + 0.5) / nlat - np.pi / 2.0
xcirc = 2.0 * np.cos(xlat[1:])
nlon[1:] = np.around(xcirc * nlat) + 1
nlon[0] = ntot - sum(nlon[1:])
if abs(nlon[0] - nlon[nlat - 1]) > nlat:
nlon[1:] = nlon[1:] + (nlon[0] - nlon[nlat - 1]) / nlat
nlon[0] = ntot - sum(nlon[1:])
if nlon[0] < nlon[nlat - 1]:
nlon[1:] = nlon[1:] - 1
nlon[0] = ntot - sum(nlon[1:])
# generate Descartes coordinates for the surface grid in
# stellar coordinates, areas of surface elements and
# regularization indices: (lower, upper, right, left)
x0, j = np.zeros((ntot, 3), dtype=float), 0
latitude, longitude = np.zeros(ntot, dtype=float), np.zeros(ntot, dtype=float)
sa, ireg = np.zeros(ntot, dtype=float), np.zeros((ntot, 4), dtype=int)
slt = np.hstack((0., (xlat[1:nlat] + xlat[0:nlat - 1]) / 2. + np.pi / 2., np.pi))
for i in range(nlat):
coslat = np.cos(xlat[i])
sinlat = np.sin(xlat[i])
xlon = 2 * np.pi * (np.arange(nlon[i]) + 0.5) / nlon[i]
sinlon = np.sin(xlon)
coslon = np.cos(xlon)
x0[:, 0][j:j + nlon[i]] = coslat * sinlon
x0[:, 1][j:j + nlon[i]] = -coslat * coslon
x0[:, 2][j:j + nlon[i]] = sinlat
latitude[j:j + nlon[i]] = xlat[i]
longitude[j:j + nlon[i]] = xlon
sa[j:j + nlon[i]] = 2. * np.pi * (np.cos(slt[i]) - np.cos(slt[i + 1])) / nlon[i]
ireg[:, 2][j:j + nlon[i]] = np.roll(j + np.arange(nlon[i], dtype=int), -1)
ireg[:, 3][j:j + nlon[i]] = np.roll(j + np.arange(nlon[i], dtype=int), 1)
if (i > 0):
il_lo = j - nlon[i - 1] + np.arange(nlon[i - 1], dtype=int)
else:
il_lo = j + nlon[i] + np.arange(nlon[i + 1], dtype=int)
if (i < nlat - 1):
il_up = j + nlon[i] + np.arange(nlon[i + 1], dtype=int)
else:
il_up = il_lo
for k in range(j, j + nlon[i]):
dlat_lo = longitude[k] - longitude[il_lo]
ll = np.argmin(abs(dlat_lo))
ireg[k][0] = il_lo[ll]
dlat_up = longitude[k] - longitude[il_up]
ll = np.argmin(abs(dlat_up))
ireg[k][1] = il_up[ll]
j += nlon[i]
theta = np.arccos(x0[:, 2])
phi = np.arctan2(x0[:, 0], -x0[:, 1])
ii = np.argwhere(phi < 0).T[0]
nii = len(ii)
phi[ii] = 2.0 * np.pi - abs(phi[ii]) if nii else None
grid = {'ntot': ntot, 'nlat': nlat, 'nlon': nlon, 'xyz': x0, 'lat': latitude,
'lon': longitude, 'area': sa, 'ireg': ireg, 'phi': phi, 'theta': theta}
return grid
def DI_Map(grid, spots):
map = np.ones(grid['ntot'], dtype=float)
for i in range(spots['n']):
dlon = grid['lon'] - np.deg2rad(spots['tbl'][i, 0])
dlat = grid['lat'] - np.deg2rad(spots['tbl'][i, 1])
da = (2.0 * np.arcsin(np.sqrt(np.sin(0.5 * dlat) ** 2 +
np.cos(np.deg2rad(spots['tbl'][i, 1])) *
np.cos(grid['lat']) * np.sin(0.5 * dlon) ** 2)))
ii = np.argwhere(da <= np.deg2rad(spots['tbl'][i, 2])).T[0]
ni = len(ii)
map[ii] = spots['tbl'][i, 3] if ni > 0 else None
return map
def DI_Prf(grid, star, map, phase=None, vv=None, vr=None, nonoise=None):
# velocity array
if vv is not None:
nv = len(vv)
else:
nv = int(np.ceil(2.0 * star['vrange'] / star['vstep']))
vv = -star['vrange'] + np.arange(nv, dtype=float) * star['vstep']
# phase array
if phase is None:
phase = np.arange(star['nphases'], dtype=float) / star['nphases']
# velocity correction for each phase
vr = np.zeros(star['nphases'], dtype=float) if vr == None else None
# fixed trigonometric quantities
cosi = np.cos(np.deg2rad(star['incl'])); sini = np.sin(np.deg2rad(star['incl']))
coslat = np.cos(grid['lat']); sinlat = np.sin(grid['lat'])
# FWHM to Gaussian sigma
sigm = star['fwhm'] / np.sqrt(8.0 * np.log(2.0))
isig = (-0.5 / sigm ** 2)
# initialize line profile and integrated field arrays
prf = np.zeros((nv, len(phase)), dtype=float)
# gradient if called with 5 - variable input
grad = np.zeros((nv, len(phase), grid['ntot']), dtype=float)
# phase loop
for i in range(len(phase)):
coslon = np.cos(grid['lon'] + 2.0 * np.pi * phase[i])
sinlon = np.sin(grid['lon'] + 2.0 * np.pi * phase[i])
mu = sinlat * cosi + coslat * sini * coslon
ivis = np.argwhere(mu > 0.).T[0]
dv = -sinlon[ivis] * coslat[ivis] * star['vsini']
avis = grid['area'][ivis] * mu[ivis] * (1.0 - star['limbd'] + star['limbd'] * mu[ivis])
if star['type'] == 0:
wgt = avis * map[ivis]
wgtn = sum(wgt)
for j in range(nv):
plc = 1.0 - star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
prf[j][i] = sum(wgt * plc) / wgtn
grad[j][i][ivis] = avis * plc / wgtn - avis * prf[j][i] / wgtn
elif star['type'] == 1:
wgt = avis
wgtn = sum(wgt)
for j in range(nv):
plc = 1.0 - map[ivis] * star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
prf[j][i] = sum(wgt * plc) / wgtn
grad[j][i][ivis] = -wgt / wgtn * star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
# output structure
syn = {'v': vv, 'phase': phase, 'prf': prf}
# add noise
if star['snr'] != -1 and nonoise != None:
obs = syn['prf'] * 0.0
for i in range(star['nphases']):
obs[:, i] = syn['prf'][:, i] + np.random.standard_normal((len(syn['v']),)) / star['snr']
syn['obs'] = obs
return syn, grad
def DI_func(cmap, functargs):
# global syc
star = functargs['star']
grid = functargs['grid']
obs = functargs['obs']
invp = functargs['invp']
nv = len(obs['v'])
er = 1.0 / abs(star['snr'])
if 'vr' in obs.keys():
syn, grad = DI_Prf(grid, star, cmap, phase=obs['phase'], vv=obs['v'], vr=obs['vr'])
else:
syn, grad = DI_Prf(grid, star, cmap, phase=obs['phase'], vv=obs['v'])
# shf = 0
# for i in range(len(obs['phase'])):
# plt.plot(obs['v'], obs['obs'][:, i] + shf, 'bo')
# plt.plot(obs['v'], syn['prf'][:, i] + shf, 'r')
# plt.plot(obs['v'], obs['obs'][:, i] - syn['prf'][:, i] + shf, 'k')
# shf += 0.1
# plt.show()
fchi = 0.0
sign = (-1) ** invp['regtype']
for i in range(star['nphases']):
fchi = fchi + sign * sum((syn['prf'][:, i] - obs['obs'][:, i]) ** 2 / er ** 2) / nv
freg = 0
if invp['lambda'] > 0:
if invp['regtype'] == 0:
ir = grid['ireg']
for k in range(len(ir[0, :])):
freg = freg + invp['lambda'] / grid['ntot'] * sum((cmap - cmap[ir[:, k]]) ** 2)
elif invp['regtype'] == 1:
mmap = sum(cmap) / grid['ntot']
nmap = cmap / mmap
freg = freg - invp['lambda'] / grid['ntot'] * sum(nmap * np.log(nmap))
ftot = fchi + freg
syn['obs'] = obs['obs']
# syc += 1
# if syc % 1000 == 0:
# plotting(grid, cmap, syn, star['incl'], typ=star['type'])
#
# print(syc, ftot, sum(cmap))
return ftot
def plotting(grid, map, syn, incl, typ):
nlon = grid['nlon']
nln = max(nlon)
nlt = len(nlon)
ll = np.zeros(nlt + 1, dtype=int)
ll[0] = 0
for i in range(nlt):
ll[i + 1] = ll[i] + nlon[i]
map1 = np.zeros((nlt, nln), dtype=float)
x = np.arange(nln, dtype=float) + 0.5
for i in range(nlt):
lll = ((np.arange(nlon[i] + 2, dtype=float) - 0.5) * nln) / nlon[i]
y = np.hstack((map[ll[i + 1] - 1], map[ll[i]:ll[i+1]-1], map[ll[i]]))
for j in range(nln):
imin = np.argmin(abs(x[j] - lll))
map1[i, j] = y[imin]
light = (190 * (map1 - np.min(map1)) / (np.max(map1) - np.min(map1))) + 50
light_rect = np.flipud(light)
if typ == 0:
cmap = 'gray'
else:
cmap = 'gray_r'
fig = plt.figure()
fig.clear()
spec = gridspec.GridSpec(ncols=3, nrows=3, left=0.10, right=0.98,
top=0.97, bottom=0.07, hspace=0.2, wspace=0.36)
# naive IDW-like interpolation on regular grid
shape = light.shape
nrows, ncols = (shape[0], shape[1])
lon, lat = np.meshgrid(np.linspace(0, 360, ncols), np.linspace(-90, 90, nrows))
for i, item in enumerate([[(0, 0), -0], [(0, 1), -90], [(1, 0,), -180], [(1, 1), -270]]):
ax = fig.add_subplot(spec[item[0]])
# set up map projection
m = Basemap(projection='ortho', lat_0=90 - incl, lon_0=item[1], ax=ax)
# draw lat/lon grid lines every 30 degrees.
m.drawmeridians(np.arange(0, 360, 30))
m.drawparallels(np.arange(-90, 90, 30))
# compute native map projection coordinates of lat/lon grid.
x, y = m(lon, lat)
# contour data over the map.
m.contourf(x, y, light, 15, vmin=0., vmax=255., cmap=cmap)
if i in [0, 2]:
x2, y2 = m(180 - item[1], incl)
else:
x2, y2 = m(180 + item[1], incl)
x1, y1 = (-10, 5)
ax.annotate(str('%0.2f' % (abs(item[1]) / 360.)), xy=(x2, y2), xycoords='data',
xytext=(x1, y1), textcoords='offset points',
color='r')
ax5 = fig.add_subplot(spec[-1, :2])
ax5.imshow(light_rect, vmin=0., vmax=255., cmap=cmap, interpolation='none', extent=[0, 360, -90, 90])
ax5.set_xticks(np.arange(0, 420, 60))
ax5.set_yticks(np.arange(-90, 120, 30))
ax5.set_xlabel('Longitude ($^\circ$)', fontsize=7)
ax5.set_ylabel('Latitude ($^\circ$)', fontsize=7)
ax5.tick_params(labelsize=7)
ax6 = fig.add_subplot(spec[0:, 2])
shf = 0.0
for i in range(len(syn['phase'])):
ax6.plot(syn['v'], syn['obs'][:, -i - 1] + shf, 'bo', ms=2)
ax6.plot(syn['v'], syn['prf'][:, -i - 1] + shf, 'r', linewidth=1)
ax6.text(min(syn['v']), max(syn['obs'][:, -i - 1] + shf), str('%0.2f' % syn['phase'][-i - 1]),
fontsize=7)
shf += 0.1
p1 = ax6.lines[0]
p2 = ax6.lines[-1]
p1datay = p1.get_ydata()
p1datax = p1.get_xdata()
p2datay = p2.get_ydata()
y1, y2 = min(p1datay) - min(p1datay) / 20.,max(p2datay) + min(p1datay) / 10.
ax6.set_ylim([y1, y2])
ax6.set_xlabel('V ($km s^{-1}$)', fontsize=7)
ax6.set_ylabel('I / Ic', fontsize=7)
ax6.tick_params(labelsize=7)
max_ = int(max(p1datax))
ax6.set_xticks([-max_, np.floor(-max_ / 2.), 0.0, np.ceil(max_ / 2.), max_])
plt.show()
if __name__ == "__main__":
# Star parameters
star = {'ntot': 1876, 'type': 0, 'incl': 70, 'vsini': 50, 'fwhm': 7.0, 'd': 0.6,
'limbd': 0.5, 'nphases': 5, 'vrange': np.sqrt(50 ** 2 + 7.0 ** 2) * 1.4,
'vstep': 1.0, 'snr': 500}
# Spot parameters
lon_spot = [40, 130, 220, 310]
lat_spot = [-30, 0, 60, 30]
r_spot = [20, 20, 20, 20]
c_spot = [0.1, 0.2, 0.25, 0.3]
tbl = np.array([lon_spot, lat_spot, r_spot, c_spot]).T
spots = {'n': len(lon_spot), 'type': star['type'], 'tbl': tbl}
# Generate grid
grid = DI_GridInit(star['ntot'])
# Generate map
cmap = DI_Map(grid, spots)
# Generate spectral line profiles
csyn, grad = DI_Prf(grid, star, cmap, nonoise=True)
# Plotting map and line profiles
plotting(grid, cmap, csyn, star['incl'], star['type'])
# Generate map over the line profiles using scipy.optimize.minimize
invp = {'lambda': 20, 'regtype': 0, 'maxiter': 10}
grid_inv = DI_GridInit(star['ntot'])
functargs = {'star': star, 'grid': grid_inv, 'obs': csyn, 'invp': invp}
cmap = np.ones(star['ntot'])
cmap[0] = 0.99
bnd = list(zip(np.zeros(len(cmap), dtype=float), np.ones(len(cmap), dtype=float)))
minimize(DI_func, cmap, args=functargs, method='TNC', bounds=bnd,
callback=None, options={'eps': 0.1, 'maxiter': 5, 'disp': True})
The code includes followed parts.
'DI_GridInit' : Generates grids for the map
'DI_Map' : Generates star surface map according to starspot parameters (such as longitude, latitude, radius and contrast)
'DI_Prf' : Generates spectral line profiles according to map
Now I want to obtain the surface map over the generated and noised line profiles. I use scipy.optimize.minimize (TNC method) for obtain the surface map. I use 'DI_func' as function in minimize. But 'minimize' is so slow. What is the problem. How can I speed this up.
Here is a modified version of DI_Prf, where is the major computation time during the execution of DI_func:
def DI_Prf(grid, star, map, phase=None, vv=None, vr=None, nonoise=None):
# velocity array
if vv is not None:
nv = len(vv)
else:
nv = int(np.ceil(2.0 * star['vrange'] / star['vstep']))
vv = -star['vrange'] + np.arange(nv, dtype=float) * star['vstep']
# phase array
if phase is None:
phase = np.arange(star['nphases'], dtype=float) / star['nphases']
# velocity correction for each phase
vr = np.zeros(star['nphases'], dtype=float) if vr == None else None
# fixed trigonometric quantities
cosi = np.cos(np.deg2rad(star['incl'])); sini = np.sin(np.deg2rad(star['incl']))
coslat = np.cos(grid['lat']); sinlat = np.sin(grid['lat'])
# FWHM to Gaussian sigma
sigm = star['fwhm'] / np.sqrt(8.0 * np.log(2.0))
isig = (-0.5 / sigm ** 2)
# initialize line profile and integrated field arrays
prf = np.zeros((nv, len(phase)), dtype=float)
# gradient if called with 5 - variable input
grad = np.zeros((nv, len(phase), grid['ntot']), dtype=float)
# phase loop
for i in range(len(phase)):
coslon = np.cos(grid['lon'] + 2.0 * np.pi * phase[i])
sinlon = np.sin(grid['lon'] + 2.0 * np.pi * phase[i])
mu = sinlat * cosi + coslat * sini * coslon
ivis = np.argwhere(mu > 0.).T[0]
dv = -sinlon[ivis] * coslat[ivis] * star['vsini']
avis = grid['area'][ivis] * mu[ivis] * (1.0 - star['limbd'] + star['limbd'] * mu[ivis])
if star['type'] == 0:
wgt = avis * map[ivis]
wgtn = sum(wgt)
#for j in range(nv):
# plc = 1.0 - star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
# prf[j][i] = sum(wgt * plc) / wgtn
# grad[j][i][ivis] = avis * plc / wgtn - avis * prf[j][i] / wgtn
plc = 1.0 - star['d'] * np.exp(isig * (vv[:, np.newaxis] + dv[np.newaxis, :] - vr[i]) ** 2)
prf[:, i] = np.sum(wgt * plc, axis=1) / wgtn
grad[:, i, ivis] = avis * plc / wgtn - (avis[:, np.newaxis]*prf[:, i]).T / wgtn
elif star['type'] == 1:
wgt = avis
wgtn = sum(wgt)
for j in range(nv): # to be modified too
plc = 1.0 - map[ivis] * star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
prf[j][i] = sum(wgt * plc) / wgtn
grad[j][i][ivis] = -wgt / wgtn * star['d'] * np.exp(isig * (vv[j] + dv - vr[i]) ** 2)
# output structure
syn = {'v': vv, 'phase': phase, 'prf': prf}
# add noise
if star['snr'] != -1 and nonoise != None:
#for i in range(star['nphases']):
obs = syn['prf'] + np.random.standard_normal(size=syn['prf'].shape) / star['snr']
syn['obs'] = obs
return syn, grad
It reduces the time by 3:
%%timeit
syn, grad = DI_Prf(grid, star, cmap, phase=obs['phase'], vv=obs['v'])
# 127 ms ± 2.61 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
# 40.7 ms ± 683 µs per loop (mean ± std. dev. of 7 runs, 10 loops each)
The main idea with Numpy is to not use loops, but work with multidimensional array, and use the broadcasting capabilities.
For instance:
fchi = 0.0
for i in range(star['nphases']):
fchi = fchi + sign * sum((syn['prf'][:, i] - obs['obs'][:, i]) ** 2 / er ** 2) / nv
could be replaced with:
fchi = sign / nv / er ** 2 * np.sum( np.sum((syn['prf'] - obs['obs']) ** 2, axis=1 ) )
same for np.random.standard_normal(size=syn['prf'].shape)
It's not a big improvement here because star['nphases'] is small, but it is relatively important for the other axis. You could go further and remove the for loop over the phases in DI_Prf but it requires some thinking

ray caster, cast_ray function incorrectly accounts for obscured light

I am getting an error that says I am not accounting for obscured light and that my specular is getting added when the light is obscured. This is what the specular part that is being added onto is with x representing r, g, orb of my Color class: light.color.x * s.finish.specular * specIntense
def in_shadow (sphere_list, sphere, ray_to_light, light):
new_list = list()
for s in sphere_list:
if sphere != s:
new_list.append(s)
for s in new_list:
if sphere_intersection_point(ray_to_light, s):
x1 = ray_to_light.pt.x - light.pt.x
y1 = ray_to_light.pt.y - light.pt.y
z1 = ray_to_light.pt.z - light.pt.z
dist1 = math.sqrt(x1 + y1 + z1)
x2 = ray_to_light.pt.x - s.center.x
y2 = ray_to_light.pt.y - s.center.y
z2 = ray_to_light.pt.z - s.center.z
dist2 = math.sqrt(x2 + y2 + z2)
# distance to light, distance to sphere
# check if distance to sphere < distance to light
# if so return 0
if dist2 < dist1:
return 0
return 1
def cast_ray(ray, sphere_list, color, light, point):
# count = 0
dist = -1
cp = Color(1.0, 1.0, 1.0)
for s in sphere_list:
if sphere_intersection_point(ray, s):
# count += 1
p = sphere_intersection_point(ray, s)
vec = vector_from_to(s.center, p)
N = normalize_vector(vec)
norm_scaled = scale_vector(N, 0.01)
pe = translate_point(p, norm_scaled)
l = vector_from_to(pe, light.pt)
l_dir = normalize_vector(l)
dot = dot_vector(N, l_dir)
r = Ray(pe, l_dir)
dotNScaled = dot * 2
reflecVec = difference_vector(l_dir, scale_vector(N, dotNScaled))
V = vector_from_to(point, pe)
Vdir = normalize_vector(V)
spec = dot_vector(reflecVec, Vdir)
m = in_shadow(sphere_list, s, r, light)
if (dot <= 0):
m = 0
x = (ray.pt.x - p.x) ** 2
y = (ray.pt.y - p.y) ** 2
z = (ray.pt.z - p.z) ** 2
curdist = math.sqrt(x + y + z)
# print curdist
if (dist < 0) or (dist > curdist):
dist = curdist
if (spec <= 0 ):
r = ( s.color.r * s.finish.ambient * color.r ) \
+ ( light.color.r * s.finish.diffuse * dot * s.color.r * m )
g = ( s.color.g * s.finish.ambient * color.g ) \
+ (light.color.g * s.finish.diffuse * dot * s.color.g * m )
b = ( s.color.b * s.finish.ambient * color.b ) \
+ (light.color.b * s.finish.diffuse * dot * s.color.b * m )
cp = Color(r, g, b)
if ( spec >= 0 ):
specIntense = spec ** (1/s.finish.roughness)
print type(s.finish.diffuse)
r = (s.color.r * s.finish.ambient * color.r) \
+ (light.color.r * s.finish.diffuse * dot * s.color.r * m) \
+ (light.color.r * s.finish.specular * specIntense)
g = (s.color.g * s.finish.ambient * color.g) \
+ (light.color.g * s.finish.diffuse * dot * s.color.g * m) \
+ (light.color.g * s.finish.specular * specIntense)
b = (s.color.b * s.finish.ambient * color.b) \
+ (light.color.b * s.finish.diffuse * dot * s.color.b * m) \
+ (light.color.b * s.finish.specular * specIntense)
cp = Color(r, g, b)
# if count > 1:
# print 'intersects two!'
return cp
I think somewhere I am not accounting for the case where the sphere has another one in front of it therefore the specular part is being added to it when it shouldn't, creating this weird white light behind the first sphere that isn't supposed to be there. I'm sure there is a bug in this code somewhere but I cannot find it.

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