[Numpy-discussion] Problem in LinearAlgebra?
Rob W.W. Hooft
rob at hooft.net
Fri Oct 31 05:36:17 CST 2003
I am using Polynomial.py from Scientific Python 2.1, together with
Numeric 17.1.2. This has always served me well, but now we are busy
upgrading our software, and I am currently porting some code to
Scientific Python 2.4.1, Numeric 22.0. Suddenly I do no longer manage to
get proper 2D polynomial fits over 4x4th order. At 5x5 the coefficients
that come back from LinearAlgebra.linear_least_squares have exploded. In
the old setup, I easily managed 9x9th order if I needed to, but most of
the time I'd stop at 6x6th order. Would anyone have any idea how this
difference can come about? I managed to work around this for the moment
by using the equivalent code in the fitPolynomial routine that uses
LinearAlgebra.generalized_inverse (and it doesn't even have problems
with the same data at 8x8), but this definitely feels not right! I can't
remember reading anything like this here before.
Together with Konrad Hinsen, I came to the conclusion that the problem
is not in Scientific Python, so it must be the underlying LinearAlgebra
code that changed between releases 17 and 22.
I hacked up a simplified example. Not sure whether it is the most simple
case, but this resembles what I have in my code, and I'm quite sure it
worked with Numeric 17.x, but currently it is horrible over order (4,4):
--------------------------------------
import Numeric
def func(x,y):
return x+0.1*x**2+0.01*x**4+0.002*x**6+0.03*x*y+0.001*x**4*y**5
x=[]
y=[]
z=[]
for dx in Numeric.arange(0,1,0.01):
for dy in Numeric.arange(0,1,0.01):
x.append(dx)
y.append(dy)
z.append(func(dx,dy))
from Scientific.Functions import Polynomial
data=Numeric.transpose([x,y])
z=Numeric.array(z)
for i in range(10):
print data[i],z[i]
pol=Polynomial.fitPolynomial((4,4),data,z)
print pol.coeff
------------------------------------
for 4,4 this prints:
[[ 1.84845529e-05 -7.60502772e-13 2.71314749e-12 -3.66731796e-12
1.66977148e-12]
[ 9.99422967e-01 3.00000000e-02 -3.26346097e-11 4.42406519e-11
-2.01549767e-11]
[ 1.03899464e-01 -3.19668064e-11 1.14721790e-10 -1.55489826e-10
7.08425891e-11]
[ -9.40275000e-03 4.28456838e-11 -1.53705205e-10 2.08279772e-10
-9.48840470e-11]
[ 1.80352695e-02 -1.10999843e-04 8.00662570e-04 -2.17266676e-03
2.47500004e-03]]
for 5,5:
[[ -2.25705839e+03 6.69051337e+02 -6.60470163e+03 6.66572425e+03
-8.67897022e+02 1.83974866e+03]
[ -2.58646837e+02 -2.46554689e+03 1.15965805e+03 7.01089888e+03
-2.11395436e+03 2.10884815e+03]
[ 3.93307499e+03 4.34484805e+02 -4.84080392e+03 5.90375330e+03
1.16798049e+03 -4.14163933e+03]
[ 1.62814750e+03 2.08717457e+03 1.15870693e+03 -3.37838057e+03
3.49821689e+03 5.80572585e+03]
[ 4.54127557e+02 -1.56645524e+03 4.58997025e+00 1.69772635e+03
-1.37751039e+03 -7.59726558e+02]
[ 2.37878239e+03 9.43032094e+02 8.58518644e+02 -8.35846339e+03
-5.55845668e+02 1.87502761e+03]]
Which is clearly wrong.
I appreciate any help!
Regards,
Rob
--
Rob W.W. Hooft || rob at hooft.net || http://www.hooft.net/people/rob/
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