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Module « scipy.interpolate »

Fonction make_lsq_spline - module scipy.interpolate

Signature de la fonction make_lsq_spline

def make_lsq_spline(x, y, t, k=3, w=None, axis=0, check_finite=True, *, method='qr') 

Description

help(scipy.interpolate.make_lsq_spline)

Compute the (coefficients of) an LSQ (Least SQuared) based
fitting B-spline.

The result is a linear combination

.. math::

        S(x) = \sum_j c_j B_j(x; t)

of the B-spline basis elements, :math:`B_j(x; t)`, which minimizes

.. math::

    \sum_{j} \left( w_j \times (S(x_j) - y_j) \right)^2

Parameters
----------
x : array_like, shape (m,)
    Abscissas.
y : array_like, shape (m, ...)
    Ordinates.
t : array_like, shape (n + k + 1,).
    Knots.
    Knots and data points must satisfy Schoenberg-Whitney conditions.
k : int, optional
    B-spline degree. Default is cubic, ``k = 3``.
w : array_like, shape (m,), optional
    Weights for spline fitting. Must be positive. If ``None``,
    then weights are all equal.
    Default is ``None``.
axis : int, optional
    Interpolation axis. Default is zero.
check_finite : bool, optional
    Whether to check that the input arrays contain only finite numbers.
    Disabling may give a performance gain, but may result in problems
    (crashes, non-termination) if the inputs do contain infinities or NaNs.
    Default is True.
method : str, optional
    Method for solving the linear LSQ problem. Allowed values are "norm-eq"
    (Explicitly construct and solve the normal system of equations), and
    "qr" (Use the QR factorization of the design matrix).
    Default is "qr".

Returns
-------
b : a BSpline object of the degree ``k`` with knots ``t``.

See Also
--------
BSpline : base class representing the B-spline objects
make_interp_spline : a similar factory function for interpolating splines
LSQUnivariateSpline : a FITPACK-based spline fitting routine
splrep : a FITPACK-based fitting routine

Notes
-----
The number of data points must be larger than the spline degree ``k``.

Knots ``t`` must satisfy the Schoenberg-Whitney conditions,
i.e., there must be a subset of data points ``x[j]`` such that
``t[j] < x[j] < t[j+k+1]``, for ``j=0, 1,...,n-k-2``.

Examples
--------
Generate some noisy data:

>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> rng = np.random.default_rng()
>>> x = np.linspace(-3, 3, 50)
>>> y = np.exp(-x**2) + 0.1 * rng.standard_normal(50)

Now fit a smoothing cubic spline with a pre-defined internal knots.
Here we make the knot vector (k+1)-regular by adding boundary knots:

>>> from scipy.interpolate import make_lsq_spline, BSpline
>>> t = [-1, 0, 1]
>>> k = 3
>>> t = np.r_[(x[0],)*(k+1),
...           t,
...           (x[-1],)*(k+1)]
>>> spl = make_lsq_spline(x, y, t, k)

For comparison, we also construct an interpolating spline for the same
set of data:

>>> from scipy.interpolate import make_interp_spline
>>> spl_i = make_interp_spline(x, y)

Plot both:

>>> xs = np.linspace(-3, 3, 100)
>>> plt.plot(x, y, 'ro', ms=5)
>>> plt.plot(xs, spl(xs), 'g-', lw=3, label='LSQ spline')
>>> plt.plot(xs, spl_i(xs), 'b-', lw=3, alpha=0.7, label='interp spline')
>>> plt.legend(loc='best')
>>> plt.show()

**NaN handling**: If the input arrays contain ``nan`` values, the result is
not useful since the underlying spline fitting routines cannot deal with
``nan``. A workaround is to use zero weights for not-a-number data points:

>>> y[8] = np.nan
>>> w = np.isnan(y)
>>> y[w] = 0.
>>> tck = make_lsq_spline(x, y, t, w=~w)

Notice the need to replace a ``nan`` by a numerical value (precise value
does not matter as long as the corresponding weight is zero.)



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