scipy 1.16.2__cp313-cp313-win_arm64.whl

scipy/signal/tests/test_result_type.py

@@ -0,0 +1,51 @@
+# Regressions tests on result types of some signal functions
+
+import numpy as np
+
+from scipy.signal import (decimate,
+                          lfilter_zi,
+                          lfiltic,
+                          sos2tf,
+                          sosfilt_zi)
+
+
+def test_decimate():
+    ones_f32 = np.ones(32, dtype=np.float32)
+    assert decimate(ones_f32, 2).dtype == np.float32
+
+    ones_i64 = np.ones(32, dtype=np.int64)
+    assert decimate(ones_i64, 2).dtype == np.float64
+    
+
+def test_lfilter_zi():
+    b_f32 = np.array([1, 2, 3], dtype=np.float32)
+    a_f32 = np.array([4, 5, 6], dtype=np.float32)
+    assert lfilter_zi(b_f32, a_f32).dtype == np.float32
+
+
+def test_lfiltic():
+    # this would return f32 when given a mix of f32 / f64 args
+    b_f32 = np.array([1, 2, 3], dtype=np.float32)
+    a_f32 = np.array([4, 5, 6], dtype=np.float32)
+    x_f32 = np.ones(32, dtype=np.float32)
+    
+    b_f64 = b_f32.astype(np.float64)
+    a_f64 = a_f32.astype(np.float64)
+    x_f64 = x_f32.astype(np.float64)
+
+    assert lfiltic(b_f64, a_f32, x_f32).dtype == np.float64
+    assert lfiltic(b_f32, a_f64, x_f32).dtype == np.float64
+    assert lfiltic(b_f32, a_f32, x_f64).dtype == np.float64
+    assert lfiltic(b_f32, a_f32, x_f32, x_f64).dtype == np.float64
+
+
+def test_sos2tf():
+    sos_f32 = np.array([[4, 5, 6, 1, 2, 3]], dtype=np.float32)
+    b, a = sos2tf(sos_f32)
+    assert b.dtype == np.float32
+    assert a.dtype == np.float32
+
+
+def test_sosfilt_zi():
+    sos_f32 = np.array([[4, 5, 6, 1, 2, 3]], dtype=np.float32)
+    assert sosfilt_zi(sos_f32).dtype == np.float32

scipy/signal/tests/test_savitzky_golay.py

@@ -0,0 +1,363 @@
+import pytest
+import numpy as np
+from numpy.testing import (assert_equal, 
+                           assert_array_equal,
+)
+
+from scipy._lib._array_api import (
+    assert_almost_equal, assert_array_almost_equal, xp_assert_close
+)
+
+from scipy.ndimage import convolve1d   # type: ignore[attr-defined]
+
+from scipy.signal import savgol_coeffs, savgol_filter
+from scipy.signal._savitzky_golay import _polyder
+
+
+def check_polyder(p, m, expected):
+    dp = _polyder(p, m)
+    assert_array_equal(dp, expected)
+
+
+def test_polyder():
+    cases = [
+        ([5], 0, [5]),
+        ([5], 1, [0]),
+        ([3, 2, 1], 0, [3, 2, 1]),
+        ([3, 2, 1], 1, [6, 2]),
+        ([3, 2, 1], 2, [6]),
+        ([3, 2, 1], 3, [0]),
+        ([[3, 2, 1], [5, 6, 7]], 0, [[3, 2, 1], [5, 6, 7]]),
+        ([[3, 2, 1], [5, 6, 7]], 1, [[6, 2], [10, 6]]),
+        ([[3, 2, 1], [5, 6, 7]], 2, [[6], [10]]),
+        ([[3, 2, 1], [5, 6, 7]], 3, [[0], [0]]),
+    ]
+    for p, m, expected in cases:
+        check_polyder(np.array(p).T, m, np.array(expected).T)
+
+
+#--------------------------------------------------------------------
+# savgol_coeffs tests
+#--------------------------------------------------------------------
+
+def alt_sg_coeffs(window_length, polyorder, pos):
+    """This is an alternative implementation of the SG coefficients.
+
+    It uses numpy.polyfit and numpy.polyval. The results should be
+    equivalent to those of savgol_coeffs(), but this implementation
+    is slower.
+
+    window_length should be odd.
+
+    """
+    if pos is None:
+        pos = window_length // 2
+    t = np.arange(window_length)
+    unit = (t == pos).astype(int)
+    h = np.polyval(np.polyfit(t, unit, polyorder), t)
+    return h
+
+
+def test_sg_coeffs_trivial():
+    # Test a trivial case of savgol_coeffs: polyorder = window_length - 1
+    h = savgol_coeffs(1, 0)
+    xp_assert_close(h, [1.0])
+
+    h = savgol_coeffs(3, 2)
+    xp_assert_close(h, [0.0, 1, 0], atol=1e-10)
+
+    h = savgol_coeffs(5, 4)
+    xp_assert_close(h, [0.0, 0, 1, 0, 0], atol=1e-10)
+
+    h = savgol_coeffs(5, 4, pos=1)
+    xp_assert_close(h, [0.0, 0, 0, 1, 0], atol=1e-10)
+
+    h = savgol_coeffs(5, 4, pos=1, use='dot')
+    xp_assert_close(h, [0.0, 1, 0, 0, 0], atol=1e-10)
+
+
+def compare_coeffs_to_alt(window_length, order):
+    # For the given window_length and order, compare the results
+    # of savgol_coeffs and alt_sg_coeffs for pos from 0 to window_length - 1.
+    # Also include pos=None.
+    for pos in [None] + list(range(window_length)):
+        h1 = savgol_coeffs(window_length, order, pos=pos, use='dot')
+        h2 = alt_sg_coeffs(window_length, order, pos=pos)
+        xp_assert_close(
+            h1, h2, atol=1e-10,
+            err_msg=f"window_length = {window_length}, order = {order}, pos = {pos}"
+        )
+
+
+def test_sg_coeffs_compare():
+    # Compare savgol_coeffs() to alt_sg_coeffs().
+    for window_length in range(1, 8, 2):
+        for order in range(window_length):
+            compare_coeffs_to_alt(window_length, order)
+
+
+def test_sg_coeffs_exact():
+    polyorder = 4
+    window_length = 9
+    halflen = window_length // 2
+
+    x = np.linspace(0, 21, 43)
+    delta = x[1] - x[0]
+
+    # The data is a cubic polynomial.  We'll use an order 4
+    # SG filter, so the filtered values should equal the input data
+    # (except within half window_length of the edges).
+    y = 0.5 * x ** 3 - x
+    h = savgol_coeffs(window_length, polyorder)
+    y0 = convolve1d(y, h)
+    xp_assert_close(y0[halflen:-halflen], y[halflen:-halflen])
+
+    # Check the same input, but use deriv=1.  dy is the exact result.
+    dy = 1.5 * x ** 2 - 1
+    h = savgol_coeffs(window_length, polyorder, deriv=1, delta=delta)
+    y1 = convolve1d(y, h)
+    xp_assert_close(y1[halflen:-halflen], dy[halflen:-halflen])
+
+    # Check the same input, but use deriv=2. d2y is the exact result.
+    d2y = 3.0 * x
+    h = savgol_coeffs(window_length, polyorder, deriv=2, delta=delta)
+    y2 = convolve1d(y, h)
+    xp_assert_close(y2[halflen:-halflen], d2y[halflen:-halflen])
+
+
+def test_sg_coeffs_deriv():
+    # The data in `x` is a sampled parabola, so using savgol_coeffs with an
+    # order 2 or higher polynomial should give exact results.
+    i = np.array([-2.0, 0.0, 2.0, 4.0, 6.0])
+    x = i ** 2 / 4
+    dx = i / 2
+    d2x = np.full_like(i, 0.5)
+    for pos in range(x.size):
+        coeffs0 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot')
+        xp_assert_close(coeffs0.dot(x), x[pos], atol=1e-10)
+        coeffs1 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=1)
+        xp_assert_close(coeffs1.dot(x), dx[pos], atol=1e-10)
+        coeffs2 = savgol_coeffs(5, 3, pos=pos, delta=2.0, use='dot', deriv=2)
+        xp_assert_close(coeffs2.dot(x), d2x[pos], atol=1e-10)
+
+
+def test_sg_coeffs_deriv_gt_polyorder():
+    """
+    If deriv > polyorder, the coefficients should be all 0.
+    This is a regression test for a bug where, e.g.,
+        savgol_coeffs(5, polyorder=1, deriv=2)
+    raised an error.
+    """
+    coeffs = savgol_coeffs(5, polyorder=1, deriv=2)
+    assert_array_equal(coeffs, np.zeros(5))
+    coeffs = savgol_coeffs(7, polyorder=4, deriv=6)
+    assert_array_equal(coeffs, np.zeros(7))
+
+
+def test_sg_coeffs_large():
+    # Test that for large values of window_length and polyorder the array of
+    # coefficients returned is symmetric. The aim is to ensure that
+    # no potential numeric overflow occurs.
+    coeffs0 = savgol_coeffs(31, 9)
+    assert_array_almost_equal(coeffs0, coeffs0[::-1])
+    coeffs1 = savgol_coeffs(31, 9, deriv=1)
+    assert_array_almost_equal(coeffs1, -coeffs1[::-1])
+
+# --------------------------------------------------------------------
+# savgol_coeffs tests for even window length
+# --------------------------------------------------------------------
+
+
+def test_sg_coeffs_even_window_length():
+    # Simple case - deriv=0, polyorder=0, 1
+    window_lengths = [4, 6, 8, 10, 12, 14, 16]
+    for length in window_lengths:
+        h_p_d = savgol_coeffs(length, 0, 0)
+        xp_assert_close(h_p_d, np.ones_like(h_p_d) / length)
+
+    # Verify with closed forms
+    # deriv=1, polyorder=1, 2
+    def h_p_d_closed_form_1(k, m):
+        return 6*(k - 0.5)/((2*m + 1)*m*(2*m - 1))
+
+    # deriv=2, polyorder=2
+    def h_p_d_closed_form_2(k, m):
+        numer = 15*(-4*m**2 + 1 + 12*(k - 0.5)**2)
+        denom = 4*(2*m + 1)*(m + 1)*m*(m - 1)*(2*m - 1)
+        return numer/denom
+
+    for length in window_lengths:
+        m = length//2
+        expected_output = [h_p_d_closed_form_1(k, m)
+                           for k in range(-m + 1, m + 1)][::-1]
+        actual_output = savgol_coeffs(length, 1, 1)
+        xp_assert_close(expected_output, actual_output)
+        actual_output = savgol_coeffs(length, 2, 1)
+        xp_assert_close(expected_output, actual_output)
+
+        expected_output = [h_p_d_closed_form_2(k, m)
+                           for k in range(-m + 1, m + 1)][::-1]
+        actual_output = savgol_coeffs(length, 2, 2)
+        xp_assert_close(expected_output, actual_output)
+        actual_output = savgol_coeffs(length, 3, 2)
+        xp_assert_close(expected_output, actual_output)
+
+#--------------------------------------------------------------------
+# savgol_filter tests
+#--------------------------------------------------------------------
+
+
+def test_sg_filter_trivial():
+    """ Test some trivial edge cases for savgol_filter()."""
+    x = np.array([1.0])
+    y = savgol_filter(x, 1, 0)
+    assert_equal(y, [1.0])
+
+    # Input is a single value. With a window length of 3 and polyorder 1,
+    # the value in y is from the straight-line fit of (-1,0), (0,3) and
+    # (1, 0) at 0. This is just the average of the three values, hence 1.0.
+    x = np.array([3.0])
+    y = savgol_filter(x, 3, 1, mode='constant')
+    assert_almost_equal(y, [1.0], decimal=15)
+
+    x = np.array([3.0])
+    y = savgol_filter(x, 3, 1, mode='nearest')
+    assert_almost_equal(y, [3.0], decimal=15)
+
+    x = np.array([1.0] * 3)
+    y = savgol_filter(x, 3, 1, mode='wrap')
+    assert_almost_equal(y, [1.0, 1.0, 1.0], decimal=15)
+
+
+def test_sg_filter_basic():
+    # Some basic test cases for savgol_filter().
+    x = np.array([1.0, 2.0, 1.0])
+    y = savgol_filter(x, 3, 1, mode='constant')
+    xp_assert_close(y, [1.0, 4.0 / 3, 1.0])
+
+    y = savgol_filter(x, 3, 1, mode='mirror')
+    xp_assert_close(y, [5.0 / 3, 4.0 / 3, 5.0 / 3])
+
+    y = savgol_filter(x, 3, 1, mode='wrap')
+    xp_assert_close(y, [4.0 / 3, 4.0 / 3, 4.0 / 3])
+
+
+def test_sg_filter_2d():
+    x = np.array([[1.0, 2.0, 1.0],
+                  [2.0, 4.0, 2.0]])
+    expected = np.array([[1.0, 4.0 / 3, 1.0],
+                         [2.0, 8.0 / 3, 2.0]])
+    y = savgol_filter(x, 3, 1, mode='constant')
+    xp_assert_close(y, expected)
+
+    y = savgol_filter(x.T, 3, 1, mode='constant', axis=0)
+    xp_assert_close(y, expected.T)
+
+
+def test_sg_filter_interp_edges():
+    # Another test with low degree polynomial data, for which we can easily
+    # give the exact results. In this test, we use mode='interp', so
+    # savgol_filter should match the exact solution for the entire data set,
+    # including the edges.
+    t = np.linspace(-5, 5, 21)
+    delta = t[1] - t[0]
+    # Polynomial test data.
+    x = np.array([t,
+                  3 * t ** 2,
+                  t ** 3 - t])
+    dx = np.array([np.ones_like(t),
+                   6 * t,
+                   3 * t ** 2 - 1.0])
+    d2x = np.array([np.zeros_like(t),
+                    np.full_like(t, 6),
+                    6 * t])
+
+    window_length = 7
+
+    y = savgol_filter(x, window_length, 3, axis=-1, mode='interp')
+    xp_assert_close(y, x, atol=1e-12)
+
+    y1 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
+                       deriv=1, delta=delta)
+    xp_assert_close(y1, dx, atol=1e-12)
+
+    y2 = savgol_filter(x, window_length, 3, axis=-1, mode='interp',
+                       deriv=2, delta=delta)
+    xp_assert_close(y2, d2x, atol=1e-12)
+
+    # Transpose everything, and test again with axis=0.
+
+    x = x.T
+    dx = dx.T
+    d2x = d2x.T
+
+    y = savgol_filter(x, window_length, 3, axis=0, mode='interp')
+    xp_assert_close(y, x, atol=1e-12)
+
+    y1 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
+                       deriv=1, delta=delta)
+    xp_assert_close(y1, dx, atol=1e-12)
+
+    y2 = savgol_filter(x, window_length, 3, axis=0, mode='interp',
+                       deriv=2, delta=delta)
+    xp_assert_close(y2, d2x, atol=1e-12)
+
+
+def test_sg_filter_interp_edges_3d():
+    # Test mode='interp' with a 3-D array.
+    t = np.linspace(-5, 5, 21)
+    delta = t[1] - t[0]
+    x1 = np.array([t, -t])
+    x2 = np.array([t ** 2, 3 * t ** 2 + 5])
+    x3 = np.array([t ** 3, 2 * t ** 3 + t ** 2 - 0.5 * t])
+    dx1 = np.array([np.ones_like(t), -np.ones_like(t)])
+    dx2 = np.array([2 * t, 6 * t])
+    dx3 = np.array([3 * t ** 2, 6 * t ** 2 + 2 * t - 0.5])
+
+    # z has shape (3, 2, 21)
+    z = np.array([x1, x2, x3])
+    dz = np.array([dx1, dx2, dx3])
+
+    y = savgol_filter(z, 7, 3, axis=-1, mode='interp', delta=delta)
+    xp_assert_close(y, z, atol=1e-10)
+
+    dy = savgol_filter(z, 7, 3, axis=-1, mode='interp', deriv=1, delta=delta)
+    xp_assert_close(dy, dz, atol=1e-10)
+
+    # z has shape (3, 21, 2)
+    z = np.array([x1.T, x2.T, x3.T])
+    dz = np.array([dx1.T, dx2.T, dx3.T])
+
+    y = savgol_filter(z, 7, 3, axis=1, mode='interp', delta=delta)
+    xp_assert_close(y, z, atol=1e-10)
+
+    dy = savgol_filter(z, 7, 3, axis=1, mode='interp', deriv=1, delta=delta)
+    xp_assert_close(dy, dz, atol=1e-10)
+
+    # z has shape (21, 3, 2)
+    z = z.swapaxes(0, 1).copy()
+    dz = dz.swapaxes(0, 1).copy()
+
+    y = savgol_filter(z, 7, 3, axis=0, mode='interp', delta=delta)
+    xp_assert_close(y, z, atol=1e-10)
+
+    dy = savgol_filter(z, 7, 3, axis=0, mode='interp', deriv=1, delta=delta)
+    xp_assert_close(dy, dz, atol=1e-10)
+
+
+def test_sg_filter_valid_window_length_3d():
+    """Tests that the window_length check is using the correct axis."""
+
+    x = np.ones((10, 20, 30))
+
+    savgol_filter(x, window_length=29, polyorder=3, mode='interp')
+
+    with pytest.raises(ValueError, match='window_length must be less than'):
+        # window_length is more than x.shape[-1].
+        savgol_filter(x, window_length=31, polyorder=3, mode='interp')
+
+    savgol_filter(x, window_length=9, polyorder=3, axis=0, mode='interp')
+
+    with pytest.raises(ValueError, match='window_length must be less than'):
+        # window_length is more than x.shape[0].
+        savgol_filter(x, window_length=11, polyorder=3, axis=0, mode='interp')