Python Crash Course

Scipy

Numerical Methods and Optimization Using

Python
Course Code- 22CSH-259/22ITH-259
By: MSC Shivali (12930)
SciPy
 SciPy: Statistics

>>> from scipy import stats

>>> dir(stats)
 SciPy: Statistics
scipy.stats
>>> s = sp.randn(100) # same as numpy.random.randn
>>> print len(s)
100
>>> print("Mean : {0:8.6f}".format(s.mean()))
Mean : -0.105170
The
>>> print("Minimum : {0:8.6f}".format(s.min()))
Minimum : -3.091940
>>> print("Maximum : {0:8.6f}".format(s.max()))
Maximum : 2.193828
>>> print("Variance : {0:8.6f}".format(s.var()))
Variance : 0.863475
>>> print("Std. deviation : {0:8.6f}".format(s.std()))
Std. deviation : 0.929233

>>> from scipy import stats

>>> n, min_max, mean, var, skew, kurt = stats.describe(s)
>>> print("Number of elements: {0:d}".format(n))
Number of elements: 100
>>> print("Minimum: {0:8.6f} Maximum: {1:8.6f}".format(min_max[0], min_max[1]))
Minimum: -3.091940 Maximum: 2.193828
>>> print("Mean: {0:8.6f}".format(mean))
Mean: -0.105170
>>> print("Variance: {0:8.6f}".format(var))
Variance: 0.872197
>>> print("Skew : {0:8.6f}".format(skew))
Skew : -0.146500
>>> print("Kurtosis: {0:8.6f}".format(kurt))
Kurtosis: 0.117884
Example: Numerical integration
 Example: Numerical integration

>>> import numpy as np

>>> import scipy as sp
>>> from scipy import integrate # scipy sub-packages have to be imported separately
>>> from scipy import special
>>> result = integrate.quad(lambda x: special.jv(2.5,x), 0, 4.5)
>>> print result
(1.1178179380783249, 7.866317182537226e-09)

>>> I = sqrt(2/pi)*(18.0/27*sqrt(2)*cos(4.5)-4.0/27*sqrt(2)*sin(4.5)+ :
... sqrt(2*pi)*special.fresnel(3/sqrt(pi))[0])
>>> print I
1.11781793809

>>> print abs(result[0]-I)

1.03761443881e-11
 SciPy: Linear Algebra

>>> A = matrix('1.0 2.0; 3.0 4.0')

>>> A
[[ 1. 2.]
[ 3. 4.]]

>>> type(A) # file where class is defined

<class 'numpy.matrixlib.defmatrix.matrix'>

>>> B = mat('[1.0 2.0; 3.0 4.0]')

>>> B
[[ 1. 2.]
[ 3. 4.]]

>>> type(B) # file where class is defined

<class 'numpy.matrixlib.defmatrix.matrix'>
 SciPy – Linear Algebra
Matrix inversion.

>>> A = mat('[1 3 5; 2 5 1; 2 3 8]')

>>> A
matrix([[1, 3, 5],
[2, 5, 1],
[2, 3, 8]])
>>> A.I
matrix([[-1.48, 0.36, 0.88],
[ 0.56, 0.08, -0.36],
[ 0.16, -0.12, 0.04]])
>>> from scipy import linalg
>>> linalg.inv(A)
array([[-1.48, 0.36, 0.88],
[ 0.56, 0.08, -0.36],
[ 0.16, -0.12, 0.04]])
 SciPy – Linear Algebra

Solving linear system

S = A-1 B where S=[ x y z] and B = [ 10 8 3]

>>> A = mat('[1 3 5; 2 5 1; 2 3 8]')

>>> b = mat('[10;8;3]')
>>> A.I*b
matrix([[-9.28],
[ 5.16],
[ 0.76]])
>>> linalg.solve(A,b)
array([[-9.28],
[ 5.16],
[ 0.76]])
 SciPy – Linear Algebra

Finding Determinant

>>> A = mat('[1 3 5; 2 5 1; 2 3 8]')

>>> linalg.det(A)
-25.000000000000004
 SciPy – Linear Algebra

Solving linear least-squares problems

The model

Minimize

After some algebra, vector/matrix representaions of this problem

As an example solve for model:

 SciPy – Linear Algebra
from numpy import *
from scipy import linalg
import matplotlib.pyplot as plt

c1,c2= 5.0,2.0
i = r_[1:11]
xi = 0.1*i
yi = c1*exp(-xi)+c2*xi
zi = yi + 0.05*max(yi)*random.randn(len(yi))

A = c_[exp(-xi)[:,newaxis],xi[:,newaxis]]
c,resid,rank,sigma = linalg.lstsq(A,zi)

xi2 = r_[0.1:1.0:100j]
yi2 = c[0]*exp(-xi2) + c[1]*xi2

plt.plot(xi,zi,'x',xi2,yi2)
plt.axis([0,1.1,3.0,5.5])
plt.xlabel('$x_i$')
plt.title('Data fitting with linalg.lstsq')
plt.show()
 SciPy – Singular value decomposition
Singular Value Decompostion (SVD) can be thought of as an extension of the
eigenvalue problem to matrices that are not square. Let A be an M x N matrix.
SVD of A can be written as
With U = AHA and V= AAH and  is the matrix of eigenvectors

>>> A = mat('[1 3 2; 1 2 3]')

>>> M,N = A.shape
>>> U,s,Vh = linalg.svd(A)
>>> Sig = mat(linalg.diagsvd(s,M,N))
>>> U, Vh = mat(U), mat(Vh)
>>> print U
[[-0.70710678 -0.70710678]
[-0.70710678 0.70710678]]
>>> print Sig
[[ 5.19615242 0. 0. ]
[ 0. 1. 0. ]]
>>> print Vh
[[ -2.72165527e-01 -6.80413817e-01 -6.80413817e-01]
[ -6.18652536e-16 -7.07106781e-01 7.07106781e-01]
[ -9.62250449e-01 1.92450090e-01 1.92450090e-01]]
 Example: Linear regression
import scipy as sp
from scipy import stats
import pylab as plt
n=50 # number of points
x=sp.linspace(-5,5,n) # create x axis data
a, b=0.8, -4
y=sp.polyval([a,b],x)
yn=y+sp.randn(n) #add some noise
(ar,br)=sp.polyfit(x,yn,1)
yr=sp.polyval([ar,br],x)
err=sp.sqrt(sum((yr-yn)**2)/n) #compute the mean square error
print('Linear regression using polyfit')
print(‘Input parameters: a=%.2f b=%.2f’ % (a,b))
print(‘Regression: a=%.2f b=%.2f, ms error= %.3f' % (ar,br,err))
plt.title('Linear Regression Example')
plt.plot(x,y,'g--')
plt.plot(x,yn,'k.')
plt.plot(x,yr,'r-')
plt.legend(['original','plus noise', 'regression'])
plt.show()
(a_s,b_s,r,xx,stderr)=stats.linregress(x,yn)
print('Linear regression using stats.linregress')
print('parameters: a=%.2f b=%.2f’ % (a,b))
print(‘regression: a=%.2f b=%.2f, std error= %.3f' % (a_s,b))
 Example: Least squares fit

from pylab import *

from numpy import *
from matplotlib import *
from scipy.optimize import leastsq

fp = lambda v, x: v[0]/(x**v[1])*sin(v[2]*x) # parametric function

v_real = [1.7, 0.0, 2.0]
fn = lambda x: fp(v_real, x) # fn to generate noisy data
e = lambda v, x, y: (fp(v,x)-y) # error function
n, xmin, xmax = 30, 0.1, 5 # Generate noisy data to fit
x = linspace(xmin,xmax,n)
y = fn(x) + rand(len(x))*0.2*(fn(x).max()-fn(x).min())
v0 = [3., 1, 4.] # Initial parameter values
v, success = leastsq(e, v0, args=(x,y), maxfev=10000) # perform fit
print ‘Fit parameters: ', v
print ‘Original parameters: ', v_real
X = linspace(xmin,xmax,n*5) # plot results
plot(x,y,'ro', X, fp(v,X))
show()
 SciPy: Ordinary Differential Equations

Simple differential equations can be solved numerically using the Euler-Cromer method, but more
complicated differential equations may require a more sophisticated method. The scipy library for Python
contains numerous functions for scientific computing and data analysis. It includes the function odeint for
numerically
from solving sets
scipy import of first-order, ordinary differential equations (ODEs) using a sophisticated algorithm.
odeint
from pylab import * # for plotting commands

def deriv(y,t): # return derivatives of the array y

arewritten
= -2.0as the following two first-order differential equations,
b = -0.1
return array([ y[1], a*y[0]+b*y[1] ])
time = linspace(0.0,10.0,1000)
yinit = array([0.0005,0.2]) # initial values
The function y will be the first element y[0] (remember that the lowest index of an array is zero, not
one) and the derivative y ′ will be the second element y[1]. You can think of the index as how many
y = odeint(deriv,yinit,time)
derivatives are taken of the function. In this notation, the differential equiations are
figure()
plot(time,y[:,0]) # y[:,0] is the first column of y
xlabel(‘t’)
ylabel(‘y’)
show()
Introduction to language

End