Integrate a 2D vectorfield-array (reversing np.gradient) - python

i have the following problem:
I want to integrate a 2D array, so basically reversing a gradient operator.
Assuming i have a very simple array as follows:
shape = (60, 60)
sampling = 1
k_mesh = np.meshgrid(np.fft.fftfreq(shape[0], sampling), np.fft.fftfreq(shape[1], sampling))
Then i construct my vectorfield as a complex-valued arreay (x-vector = real part, y-vector = imaginary part):
k = k_mesh[0] + 1j * k_mesh[1]
So the real part for example looks like this
Now i take the gradient:
k_grad = np.gradient(k, sampling)
I then use Fourier transforms to reverse it, using the following function:
def freq_array(shape, sampling):
f_freq_1d_y = np.fft.fftfreq(shape[0], sampling[0])
f_freq_1d_x = np.fft.fftfreq(shape[1], sampling[1])
f_freq_mesh = np.meshgrid(f_freq_1d_x, f_freq_1d_y)
f_freq = np.hypot(f_freq_mesh[0], f_freq_mesh[1])
return f_freq
def int_2d_fourier(arr, sampling):
freqs = freq_array(arr.shape, sampling)
k_sq = np.where(freqs != 0, freqs**2, 0.0001)
k = np.meshgrid(np.fft.fftfreq(arr.shape[0], sampling), np.fft.fftfreq(arr.shape[1], sampling))
v_int_x = np.real(np.fft.ifft2((np.fft.fft2(arr[1]) * k[0]) / (2*np.pi * 1j * k_sq)))
v_int_y = np.real(np.fft.ifft2((np.fft.fft2(arr[0]) * k[0]) / (2*np.pi * 1j * k_sq)))
v_int_fs = v_int_x + v_int_y
return v_int_fs
k_int = int_2d_fourier(k, sampling)
Unfortunately, the result is not very accurate at the position where k has an abrupt change, as can be seen in the plot below, which displayes a horizontal line profile of k and k_int.
Any ideas how to improve the accuracy? Is there a way to make it exactly the same?

I actually found a solution. The integration itself yields very accurate results.
However, the gradient function from numpy calculates second order accurate central differences, which means that the gradient itself already is an approximation.
When you replace the problem above with an analytical formula such as a 2D Gaussian, one can calculate the derivative analytically. When integrating this analytically derived function, the error is on the order of 10^-10 (depending on the width of the Gaussian, which can lead to aliasing effects).
So long story short: The integration function proposed above works as intended!

Related

SciPy discrete cosine transform (DCT) power in non-existing frequencies

I try to transform a simple cosine signal using the Discrete Cosine Transform (DCT) scipy.fft.dct, however it seems there is an issue as there is power in frequencies that should not exist.
Suppose a domain from zero to one, both endpoints included, for the cosine function:
import numpy as np
x = np.linspace(0, 1, 8, endpoint = True)
f = np.cos(1 * np.pi * x)
This simple signal offers a single frequency, so I do expect significant powers only at a single frequency of the DCT:
import scipy.fft
f_FT = scipy.fft.dct(f, type = 1, norm = "ortho")
I select the DCT type I according to the Wikipedia classification (that is also referenced in SciPy's documentation) because the endpoints are included and the signal is even at both boundaries. But this yields as result:
array([ 3.35699888e-16, 2.09223516e+00, -1.48359792e-17, 2.21406462e-01,
-1.92867730e-16, 2.21406462e-01, 1.18687834e-16, 1.56558011e-01])
Thus, there is still significant energy in k=3pi, 5pi, 7pi (second and last column).
Am I doing something wrong? As written above, I expect only power at k=1pi. The Discrete Sine Transform (DST) does not offer this kind of problem - there, I find only power in frequencies that I generate.
Thank you in advance for your help.
Update - origin of problem found
I found that the problem is caused by norm = "ortho". Apparently, the library modifies the first and last point of the input signal before the transform (in the documentation this is indicated by "If norm='ortho', x[0] and x[N-1] are multiplied by a scaling factor of sqrt(2)") to make sure that Parseval's theorem still holds afterwards. However, then the power in the different modes do not correspond any more to the original signal.
Solution
This modification of the original signal is confusing and I propose the following to anybody who also wants Parseval's theorem to hold while still knowing in which modes the original input signal has power:
f_DCT = scipy.fft.dct(f, type = 1, norm = "backward")
# Apply manual normalisation similar to: norm = "ortho"
# See documentation of SciPy DCT (y[k]).
scaling_factors = np.zeros(np.shape(f_DCT))
scaling_factors[1:-1] = 0.5 * (np.sqrt(2) / np.sqrt(len(f_DCT) -1))
scaling_factors[0] = 0.5 * (1 / np.sqrt(len(f_DCT) -1))
scaling_factors[-1] = 0.5 * (1 / np.sqrt(len(f_DCT) -1))
f_DCT = f_DCT * scaling_factors
del scaling_factors
# Now f_DCT is scaled as expected for norm = "ortho"
# To check Parseval's theorem, one must scale the weight of the first
# and last data point because of the specific type I of the DCT.
# See documentation of SciPy DCT (x[0], x[N-1]).
scaling_factors = np.ones(np.shape(f))
scaling_factors[0] = 1 / np.sqrt(2)
scaling_factors[-1] = 1 / np.sqrt(2)
# Compute the signal weighted properly for checking Parseval's theorem (PT).
f_PT = f * scaling_factors
del scaling_factors
# Note that there is now only energy in one single mode (at k=1pi):
array([ 2.93737402e-16, 1.87082869e+00, -2.31984713e-17, 1.78912008e-16,
-1.78912008e-16, 2.31984713e-17, 0.00000000e+00, -1.25887458e-16])
# Also, Parseval's theorem holds:
np.sum(f_PT * f_PT) # 3.499999999999999
np.sum(f_DCT * f_DCT) # 3.499999999999999

Is there a way to numerically integrate in Fourier space with scipy.fft?

I am interested in integrating in Fourier space after using scipy to take an fft of some data. I have been following along with this stack exchange post numerical integration in Fourier space with numpy.fft but it does not properly integrate a few test cases I have been working with. I have added a few lines to address this issue but still am not recovering the correct integrals. Below is the code I have been using to integrate my test cases. At the top of the code are the 3 test cases I have been using.
import numpy as np
import scipy.special as sp
from scipy.fft import fft, ifft, fftfreq
import matplotlib.pyplot as plt
#set number of points in array
Ns = 2**16
#create array in space
x = np.linspace(-np.pi, np.pi, Ns)
#test case 1 from stack exchange post
# y = np.exp(-x**2) # function f(x)
# ys = np.exp(-x**2) * (-2 *x) # derivative f'(x)
#test case 2
# y = np.exp(-x**2) * x - 1/2 *np.sqrt(np.pi)*sp.erf(x)
# ys = np.exp(-x**2) * -2*x**2
#test case 3
y = np.sin(x**2) + (1/4)*np.exp(x)
ys = 1/4*(np.exp(x) + 8*x*np.cos(x**2))
#find spacing in space array
ss = x[1]-x[0]
#definte fft integration function
def fft_int(N,s,dydt):
#create frequency array
f = fftfreq(N,s)
# integration step ignoring divide by 0 errors
Fys = fft(dydt)
with np.errstate(divide="ignore", invalid="ignore"):
modFys = Fys / (2*np.pi*1j*f)
#set DC term to 0, was a nan since we divided by 0
modFys[0] = 0
#take inverse fft and subtract by integration constant
fourier = ifft(modFys)
fourier = fourier-fourier[0]
#tilt correction if function doesn't approach 0 at its ends
tilt = np.sum(dydt)*s*(np.arange(0,N)/(N-1) - 1/2)
fourier = fourier + tilt
return fourier
Test case 1 was from the stack exchange post from above. If you copy paste the code from the top answer and plot you'll get something like this:
with the solid blue line being the fft integration method and the dashed orange as the analytic solution. I account for this offset with the following line of code:
fourier = fourier-fourier[0]
since I don't believe the code was setting the constant of integration.
Next for test case 2 I get a plot like this:
again with the solid blue line being the fft integration method and the dashed orange as the analytic solution. I account for this tilt in the solution using the following lines of code
tilt = np.sum(dydt)*s*(np.arange(0,N)/(N-1) - 1/2)
fourier = fourier + tilt
Finally we arrive at test case 3. Which results in the following plot:
again with the solid blue line being the fft integration method and the dashed orange as the analytic solution. This is where I'm stuck, this offset has appeared again and I'm not sure why.
TLDR: How do I correctly integrate a function in fourier space using scipy.fft?
The tilt component makes no sense. It fixes one function, but it's not a generic solution of the problem.
The problem is that the FFT induces periodicity in the signal, meaning you compute the integral of a different function. Multiplying the FFT of the signal by 1/(2*np.pi*1j*f) is equivalent to a circular convolution of the signal with ifft(1/(2*np.pi*1j*f)). "Circular" is the key here. This is just a boundary problem.
Padding the function with zeros is one way to attempt to fix this:
import numpy as np
import scipy.special as sp
from scipy.fft import fft, ifft, fftfreq
import matplotlib.pyplot as plt
def fft_int(s, dydt, N=0):
dydt_padded = np.pad(dydt, (0, N))
f = fftfreq(dydt_padded.shape[0], s)
F = fft(dydt_padded)
with np.errstate(divide="ignore", invalid="ignore"):
F = F / (2*np.pi*1j*f)
F[0] = 0
y_padded = np.real(ifft(F))
y = y_padded[0:dydt.shape[0]]
return y - np.mean(y)
N = 2**16
x = np.linspace(-np.pi, np.pi, N)
s = x[1] - x[0]
# Test case 3
y = np.sin(x**2) + (1/4)*np.exp(x)
dy = 1/4*(np.exp(x) + 8*x*np.cos(x**2))
plt.plot(y - np.mean(y))
plt.plot(fft_int(s, dy))
plt.plot(fft_int(s, dy, N))
plt.plot(fft_int(s, dy, 10*N))
plt.show()
(Blue is expected output, computed solution without padding is orange, and with increasing amount of padding, green and red.)
Here I've solved the "offset" problem by plotting all functions with their mean removed. Setting the DC component to 0 is equal to subtracting the mean. But after cropping off the padding the mean changes, so fft_int subtracts the mean again after cropping.
Anyway, note how we get an increasingly better approximation as the padding increases. To get the exact result, one would need an infinite amount of padding, which of course is unrealistic.
Test case #1 doesn't need padding, the function reaches zero at the edges of the sampled domain. We can impose such a behavior on the other cases too. In Discrete Fourier analysis this is called windowing. This would look something like this:
def fft_int(s, dydt):
dydt_windowed = dydt * np.hanning(dydt.shape[0])
f = fftfreq(dydt.shape[0], s)
F = fft(dydt_windowed)
with np.errstate(divide="ignore", invalid="ignore"):
F = F / (2*np.pi*1j*f)
F[0] = 0
y = np.real(ifft(F))
return y
However, here we get correct integration results only in the middle of the domain, with increasingly suppressed values towards to ends. So this is not a practical solution either.
My conclusion is that no, this is not possible to do. It is much easier to compute the integral with np.cumsum:
yp = np.cumsum(dy) * s
plt.plot(y - np.mean(y))
plt.plot(yp - np.mean(yp))
plt.show()
(not showing output: the two plots overlap perfectly.)

Curve fitting with SciPy's least_squares()

I'm doing least squares curve fitting with Python and getting decent results, but would like it to be a bit more robust.
I have data from a first order LTI system, more specifically the speed of a motor that is read by a tachymeter. I'm trying to fit the step response of the motors so I can deduce its transfer function.
The speed (v(t)) has the following form:
v(t) = K * (1 - exp(-t/T))
I'm having some outliers in the data I use though, and would like to mitigate them. This mostly happens when the speeds becomes constant. Say the speed is 10000 units, I sometimes get outliers that are 10000 +/- 400. I wonder how to set my f_scale parameter given I want my data points to stay within +/- 400 of the "actual" speed (mean). Should I set f_scale to 400 or 800? I'm not sure what exactly I should set there.
Thanks
EDIT: Some data.
I have constructed a minimal example which is for a curve similar to yours. If you had posted actual data instead of a picture, this would have gone a bit faster. The two key things to understand about robust fitting with least_squares is that you have to use a different value for the loss parameter than linear and that f_scale is used as a scaling parameter for the loss function.
Basically, from the docs, least_squares tries to
minimize F(x) = 0.5 * sum(rho(f_i(x)**2)
and setting the loss loss parameter changes rho in the above formula. For loss='linear' rho is just the identity function. When loss='soft_l1', rho(z) = 2 * ((1 + z)**0.5 - 1). f_scale is used to scale the loss function such that rho_(f**2) = C**2 * rho(f**2 / C**2). So it doesn't have the same kind of meaning as you are asking for above, it's more like a way of penalising larger errors less.
In this particular case it doesn't appear to make much difference though.
import numpy
import matplotlib.pyplot as plt
import scipy.optimize
tmax = 6000
N = 100
K = 6000
T = 200
smootht = numpy.linspace(0, tmax, 1000)
tm = numpy.linspace(0, tmax, N)
def f(t, K, T):
return K * (1 - numpy.exp(-t/T))
v = f(smootht, K, T)
vm = f(tm, K, T) + numpy.random.randn(N)*400
def error(pars):
K, T = pars
vp = f(tm, K, T)
return vm - vp
f_scales = [0.01, 1, 100]
plt.scatter(tm, vm)
for f_scale in f_scales:
r = scipy.optimize.least_squares(error, [10, 10], loss='soft_l1', f_scale=f_scale)
vp = f(smootht, *r.x)
plt.plot(smootht, vp, label=f_scale)
plt.legend()
The resulting plot looks like this:
My suggestion is to start by just experimenting with the different loss functions before playing with f_scale.

numpy fit coefficients to linear combination of polynomials

I have data that I want to fit with polynomials. I have 200,000 data points, so I want an efficient algorithm. I want to use the numpy.polynomial package so that I can try different families and degrees of polynomials. Is there some way I can formulate this as a system of equations like Ax=b? Is there a better way to solve this than with scipy.minimize?
import numpy as np
from scipy.optimize import minimize as mini
x1 = np.random.random(2000)
x2 = np.random.random(2000)
y = 20 * np.sin(x1) + x2 - np.sin (30 * x1 - x2 / 10)
def fitness(x, degree=5):
poly1 = np.polynomial.polynomial.polyval(x1, x[:degree])
poly2 = np.polynomial.polynomial.polyval(x2, x[degree:])
return np.sum((y - (poly1 + poly2)) ** 2 )
# It seems like I should be able to solve this as a system of equations
# x = np.linalg.solve(np.concatenate([x1, x2]), y)
# minimize the sum of the squared residuals to find the optimal polynomial coefficients
x = mini(fitness, np.ones(10))
print fitness(x.x)
Your intuition is right. You can solve this as a system of equations of the form Ax = b.
However:
The system is overdefined and you want to get the least-squares solution, so you need to use np.linalg.lstsq instead of np.linalg.solve.
You can't use polyval because you need to separate the coefficients and powers of the independent variable.
This is how to construct the system of equations and solve it:
A = np.stack([x1**0, x1**1, x1**2, x1**3, x1**4, x2**0, x2**1, x2**2, x2**3, x2**4]).T
xx = np.linalg.lstsq(A, y)[0]
print(fitness(xx)) # test the result with original fitness function
Of course you can generalize over the degree:
A = np.stack([x1**p for p in range(degree)] + [x2**p for p in range(degree)]).T
With the example data, the least squares solution runs much faster than the minimize solution (800µs vs 35ms on my laptop). However, A can become quite large, so if memory is an issue minimize might still be an option.
Update:
Without any knowledge about the internals of the polynomial function things become tricky, but it is possible to separate terms and coefficients. Here is a somewhat ugly way to construct the system matrix A from a function like polyval:
def construct_A(valfunc, degree):
columns1 = []
columns2 = []
for p in range(degree):
c = np.zeros(degree)
c[p] = 1
columns1.append(valfunc(x1, c))
columns2.append(valfunc(x2, c))
return np.stack(columns1 + columns2).T
A = construct_A(np.polynomial.polynomial.polyval, 5)
xx = np.linalg.lstsq(A, y)[0]
print(fitness(xx)) # test the result with original fitness function

LASSO regression result different in Matlab and Python

I am now trying to learn the ADMM algorithm (Boyd 2010) for LASSO regression.
I found out a very good example on this page.
The matlab code is shown here.
I tried to convert it into python language so that I could develop a better understanding.
Here is the code:
import scipy.io as io
import scipy.sparse as sp
import scipy.linalg as la
import numpy as np
def l1_norm(x):
return np.sum(np.abs(x))
def l2_norm(x):
return np.dot(x.ravel().T, x.ravel())
def fast_threshold(x, threshold):
return np.multiply(np.sign(x), np.fmax(abs(x) - threshold, 0))
def lasso_admm(X, A, gamma):
c = X.shape[1]
r = A.shape[1]
C = io.loadmat("C.mat")["C"]
L = np.zeros(X.shape)
rho = 1e-4
maxIter = 200
I = sp.eye(r)
maxRho = 5
cost = []
for n in range(maxIter):
B = la.solve(np.dot(A.T, A) + rho * I, np.dot(A.T, X) + rho * C - L)
C = fast_threshold(B + L / rho, gamma / rho)
L = L + rho * (B - C);
rho = min(maxRho, rho * 1.1);
cost.append(0.5 * l2_norm(X - np.dot(A, B)) + gamma * l1_norm(B))
cost = np.array(cost).ravel()
return B, cost
data = io.loadmat("lasso.mat")
A = data["A"]
X = data["X"]
B, cost = lasso_admm(X, A, gamma)
I have found the loss function did not converge after 100+ iterations. Matrix B did not tend to be sparse, on the other hand, the matlab code worked in different situations.
I have checked with different input data and compared with Matlab outputs, yet I still could not get hints.
Could anybody take a try?
Thank you in advance.
My gut feeling as to why this is not working to your expectations is your la.solve() call. la.solve() assumes that the matrix is full rank and is independent (i.e. invertible). When you use \ in MATLAB, what MATLAB does under the hood is that if the matrix is full rank, the exact inverse is found. However, should the matrix not be this way (i.e. overdetermined or underdetermined), the solution to the system is solved by least-squares instead. I would suggest you modify that call so that you're using lstsq instead of solve. As such, simply replace your la.solve() call with this:
sol = la.lstsq(np.dot(A.T, A) + rho * I, np.dot(A.T, X) + rho * C - L)
B = sol[0]
Note that lstsq returns a whole bunch of outputs in a 4-element tuple, in addition to the solution. The solution of the system is in the first element of this tuple, which is why I did B = sol[0]. What is also returned are the sums of residues (second element), the rank (third element) and the singular values of the matrix you are trying to invert when solving (fourth element).
Also some peculiarities that I have noticed:
One thing that may or may not matter is the random generation of numbers. MATLAB and Python NumPy generate random numbers differently, so this may or may not affect your solution.
In MATLAB, Simon Lucey's code initializes L to be a zero matrix such that L = zeros(size(X));. However, in your Python code, you initialize L to be this way: L = np.zeros(C.shape);. You are using different variables to ascertain the shape of L. Obviously, the
code wouldn't work if there was a dimension mismatch, but that's another thing that's different. Not sure if this will affect your solution either.
So far I haven't found anything out of the ordinary, so try that fix and let me know.

Categories