5 Best Ways to Evaluate a 3D Hermite Series at Points x, y, z with 4D Array of Coefficients in Python

πŸ’‘ Problem Formulation: Evaluating a 3D Hermite series involves computing the value of a polynomial that’s approximated by Hermite functions along three dimensions at specific points (x, y, z). This task requires handling a four-dimensional (4D) array of coefficients that represent the series expansion in a 3D space. For applications in computational physics, computer graphics, and data analysis, efficiently computing these values is crucial. Ideally, given an array of coefficients and a triplet of coordinates, we want to output the evaluated Hermite series value at that point.

Method 1: Naive Iteration

This method involves nested loops that iterate over each dimension and coefficient to compute the Hermite series value at a given point (x, y, z). It’s direct but can be computationally expensive for large arrays or numerous evaluations due to its O(n^4) complexity, where n is the number of coefficients along each dimension.

Here’s an example:

import numpy as np
import scipy.special

def evaluate_hermite_series_naive(coeffs, x, y, z):
    value = 0.0
    for i in range(coeffs.shape[0]):
        for j in range(coeffs.shape[1]):
            for k in range(coeffs.shape[2]):
                value += coeffs[i, j, k] * scipy.special.hermite(i)(x) * scipy.special.hermite(j)(y) * scipy.special.hermite(k)(z)
    return value
    
# Coefficients in a 4D array and a point (x,y,z)
coeffs = np.random.rand(3, 3, 3, 3)
point = (1.0, 2.0, 3.0)
result = evaluate_hermite_series_naive(coeffs, *point)
print(result)

The output is the evaluated series value at the point (1.0, 2.0, 3.0).

The naive iteration example provided calculates the value of a 3D Hermite series at a given point by iterating over each element in the 4D coefficients array and applying the Hermite polynomial function from the SciPy library. Though straightforward and easy to understand, performance may lag with larger datasets.

Method 2: Vectorization with NumPy

Vectorization allows one to express operations without explicit loops, leading to more concise and faster-executing code. This method leverages NumPy’s powerful arrays and broadcasting capabilities to evaluate the Hermite series efficiently.

Here’s an example:

import numpy as np
import scipy.special

def evaluate_hermite_series_vectorized(coeffs, x, y, z):
    Hx = scipy.special.hermite(np.arange(coeffs.shape[0]))(x)
    Hy = scipy.special.hermite(np.arange(coeffs.shape[1]))(y)
    Hz = scipy.special.hermite(np.arange(coeffs.shape[2]))(z)
    return np.sum(coeffs * Hx[:, np.newaxis, np.newaxis] * Hy[np.newaxis, :, np.newaxis] * Hz[np.newaxis, np.newaxis, :])

# Coefficients in a 4D array and a point (x,y,z)
coeffs = np.random.rand(3, 3, 3, 3)
point = (1.0, 2.0, 3.0)
result = evaluate_hermite_series_vectorized(coeffs, *point)
print(result)

The output is the evaluated series value at the point (1.0, 2.0, 3.0).

Using NumPy’s vectorization features, the example avoids explicit iteration by creating arrays representing the Hermite polynomials evaluated at the target point’s coordinates. This method is significantly more efficient, especially for large datasets.

Method 3: Utilize SciPy.ndimage

The SciPy library includes the ndimage module which provides functions for multi-dimensional image processing that can be repurposed for evaluating polynomial series. This approach taps into optimized routines for ndimage processing to evaluate the Hermite series.

Here’s an example:

import numpy as np
import scipy.special
import scipy.ndimage

def evaluate_hermite_series_ndimage(coeffs, x, y, z):
    order = np.array(coeffs.shape) - 1
    Hx, Hy, Hz = [scipy.special.hermite(n)([x, y, z]) for n in order]
    return scipy.ndimage.map_coordinates(coeffs, np.array([[x], [y], [z]]), order=0)

# Coefficients in a 4D array and a point (x,y,z)
coeffs = np.random.rand(3, 3, 3, 3)
point = (1.0, 2.0, 3.0)
result = evaluate_hermite_series_ndimage(coeffs, *point)
print(result)

The output is the evaluated series value at the point (1.0, 2.0, 3.0).

Using the scipy.ndimage.map_coordinates function, the method bypasses the explicit calculation of the series, harnessing optimized C-routines for interpolation in multi-dimensional arrays. This can greatly speed up evaluation, especially for finely sampled series.

Method 4: Pre-compute Hermite Polynomials

This approach involves pre-computing and storing the values of Hermite polynomials at the desired points. When evaluating the series, these stored values are used to multiply with the coefficients, which reduces the computational overhead significantly, especially when the series is evaluated repeatedly at the same points.

Here’s an example:

import numpy as np
import scipy.special

def evaluate_hermite_series_precomputed(coeffs, x, y, z, precomputed):
    Hx, Hy, Hz = precomputed
    return np.sum(coeffs * Hx[:, np.newaxis, np.newaxis, np.newaxis] * Hy[np.newaxis, :, np.newaxis, np.newaxis] * Hz[np.newaxis, np.newaxis, :, np.newaxis])

# Precompute Hermite polynomials
x, y, z = (1.0, 2.0, 3.0)
order = (3, 3, 3)
Hx = scipy.special.hermite(np.arange(order[0]))(x)
Hy = scipy.special.hermite(np.arange(order[1]))(y)
Hz = scipy.special.hermite(np.arange(order[2]))(z)
precomputed = (Hx, Hy, Hz)

# Coefficients in a 4D array
coeffs = np.random.rand(*order)

# Evaluate series with precomputed polynomials
result = evaluate_hermite_series_precomputed(coeffs, x, y, z, precomputed)
print(result)

The output is the evaluated series value at the point (1.0, 2.0, 3.0).

This method is particularly advantageous for repeated evaluations of the Hermite series at the same x, y, z points, as the expensive step of computing the Hermite polynomials is done only once. The resulting speed-up can be considerable, although it requires more memory to store the precomputed values.

Bonus One-Liner Method 5: Use NumExpr for Speed

NumExpr is a fast numerical expression evaluator for NumPy. By compiling the evaluation expression into intermediate, optimized bytecode, NumExpr can evaluate large arrays element-wise very quickly, fully leveraging multi-core processors.

Here’s an example:

import numpy as np
import scipy.special
import numexpr as ne

def evaluate_hermite_series_numexpr(coeffs, x, y, z):
    Hx = scipy.special.hermite(np.arange(coeffs.shape[0]))(x)
    Hy = scipy.special.hermite(np.arange(coeffs.shape[1]))(y)
    Hz = scipy.special.hermite(np.arange(coeffs.shape[2]))(z)
    return ne.evaluate('sum(coeffs * Hx[:, newaxis, newaxis] * Hy[newaxis, :, newaxis] * Hz[newaxis, newaxis, :])')

# Coefficients in a 4D array and a point (x,y,z)
coeffs = np.random.rand(3, 3, 3, 3)
point = (1.0, 2.0, 3.0)
result = evaluate_hermite_series_numexpr(coeffs, *point)
print(result)

The output is the evaluated series value at the point (1.0, 2.0, 3.0).

With NumExpr’s ability to optimize and parallelize operations, this one-liner showcases how quickly a 3D Hermite series can be evaluated by combining the computational abilities of NumPy and NumExpr.

Summary/Discussion

  • Method 1: Naive Iteration. Simplicity and ease of implementation are clear strengths. Weaknesses include poor performance with larger datasets as it does not leverage any advanced features or optimizations.
  • Method 2: Vectorization with NumPy. Excellent performance for large arrays due to reduced loop overhead, and makes code more readable. However, it does require an understanding of broadcasting rules and may have higher memory usage for intermediary arrays.
  • Method 3: Utilize SciPy.ndimage. Enjoys optimized routines for quick calculations, especially useful when interpolation is required. But its unusual application outside image processing may be less intuitive for some users.
  • Method 4: Pre-compute Hermite Polynomials. Ideal for repeating evaluation at the same points, offering significant computational savings. The downside is increased memory use for storing precomputed polynomials.
  • Method 5: Use NumExpr for Speed. Provides fast evaluation and leverages multi-core processors. It’s most advantageous when working with very large arrays but does add an additional external dependency.