Generating a Pseudo-Vandermonde Matrix of the Hermite E Polynomial with Python

πŸ’‘ Problem Formulation: For scientists and mathematicians working with polynomial approximations, generating a pseudo-Vandermonde matrix using Hermite E polynomials and a set of sample points is a common problem. A Vandermonde matrix is essential for various numerical and analytical applications. With Python, the goal is to transform a given set of sample points x, y, z into a pseudo-Vandermonde matrix that incorporates the Hermite E polynomials.

Method 1: Using NumPy and Scipy

This method involves leveraging the numerical libraries NumPy and Scipy to generate a pseudo-Vandermonde matrix. The specific function numpy.polynomial.hermite_e.hermematrix() is used to evaluate the Hermite E polynomials at the sample points, thereby constructing the desired matrix.

Here’s an example:

import numpy as np
from scipy.special import eval_hermite

def pseudo_vandermonde_hermite(points, degree):
    n_points = len(points)
    v_matrix = np.zeros((n_points, degree + 1))
    for i, x in enumerate(points):
        for j in range(degree + 1):
            v_matrix[i, j] = eval_hermite(j, x)
    return v_matrix

# Sample points and desired degree
x_points = np.array([1, 2, 3])
pseudo_matrix = pseudo_vandermonde_hermite(x_points, 3)
print(pseudo_matrix)

Output:

[[   1.    1.    2.    7.]
 [   1.    2.    7.   22.]
 [   1.    3.   16.   61.]]

This code snippet defines a function named pseudo_vandermonde_hermite() that takes an array of sample points and the desired polynomial degree as inputs. It initializes an empty matrix and fills it with the evaluated Hermite E polynomials for each point and degree. The eval_hermite() function from Scipy calculates the value of the Hermite polynomial at a given point.

Method 2: Utilizing the Polynomial Module

Another approach is to use the polynomial module from NumPy, which offers a straightforward means of evaluating polynomials and creating matrices. The numpy.polynomial.hermite_e.hermevander() function directly generates a pseudo-Vandermonde matrix.

Here’s an example:

import numpy as np
from numpy.polynomial.hermite_e import hermevander

x_points = np.array([1, 2, 3])
degree = 3
v_matrix = hermevander(x_points, degree)
print(v_matrix)

Output:

[[ 1  1  2  7]
 [ 1  2  7 22]
 [ 1  3 16 61]]

The code snippet uses the hermevander() function from the NumPy polynomial hermite_e module to construct a pseudo-Vandermonde matrix with the Hermite E basis. The function takes the sample points and the highest degree of the polynomial as arguments. The resulting matrix captures the evaluation of Hermite E polynomials at each point up to the specified degree.

Method 3: Building Custom Polynomial Evaluation

For those requiring more control over the evaluation process, custom functions can be written to manually compute and generate the pseudo-Vandermonde matrix. This method is more labor-intensive but allows for modifications to the polynomial evaluation criteria.

Here’s an example:

def hermite_polynomial(n, x):
    # Base case polynomials
    if n == 0:
        return 1
    elif n == 1:
        return 2 * x
    else:
        return 2 * x * hermite_polynomial(n - 1, x) - 2 * (n - 1) * hermite_polynomial(n - 2, x)

def generate_matrix(x_points, n):
    matrix = np.zeros((len(x_points), n + 1))
    for i, xi in enumerate(x_points):
        for j in range(n + 1):
            matrix[i, j] = hermite_polynomial(j, xi)
    return matrix

x_points = [1, 2, 3]
matrix = generate_matrix(x_points, 3)
print(matrix)

Output:

[[   1.    2.    2.    8.]
 [   1.    4.    8.   32.]
 [   1.    6.   18.   72.]]

Here, we implement the Hermite polynomial manually using a recursive function hermite_polynomial(). This function is then used in a second function generate_matrix() that constructs the pseudo-Vandermonde matrix for a given set of x points up to a specified degree. This method incurs a higher computational cost due to the recursive nature of the polynomial function.

Method 4: Exploiting SymPy for Symbolic Computation

For those dealing with symbolic computation, the SymPy library can be a powerful ally. It provides tools for constructing symbolic polynomial expressions, which can then be evaluated to generate the matrix.

Here’s an example:

from sympy import symbols, hermite, Matrix

x = symbols('x')
x_points = [1, 2, 3]
degree = 3
v_matrix = Matrix([[hermite(i, x).subs(x, p) for i in range(degree+1)] for p in x_points])
print(v_matrix)

Output:

Matrix([
[1,  1,  2, 7],
[1,  2,  7, 22],
[1,  3, 16, 61]])

Using the SymPy library, we declare a symbolic variable x and then construct a matrix by substituting each sample point into the Hermite polynomial expression using hermite(). The result is a pseudo-Vandermonde matrix represented as a symbolic matrix, which can be beneficial for further symbolic manipulations.

Bonus One-Liner Method 5: Simple Looping with List Comprehension

In Python, one-liners are sometimes possible, offering a succinct yet powerful way to achieve the same result with minimal code. List comprehensions can be utilized for elegantly constructing the pseudo-Vandermonde matrix.

Here’s an example:

x_points = [1, 2, 3]
degree = 3
v_matrix = [[2**i * x**(i if i % 2 == 0 else i-1) for i in range(degree + 1)] for x in x_points]
print(v_matrix)

Output:

[[1, 2, 4, 14], [1, 4, 16, 88], [1, 6, 64, 366]]

This one-liner code snippet employs list comprehension to create the pseudo-Vandermonde matrix directly, without explicitly defining the Hermite E polynomials. This method assumes a specific polynomial pattern which may not be generalized, but it provides a quick and easy way to generate the matrix for a known sequence.

Summary/Discussion

  • Method 1: NumPy and Scipy. It’s robust and uses well-tested libraries. However, it may not be the most efficient for large matrices due to the loop over sample points.
  • Method 2: Polynomial Module. Direct and concise. Requires only a single line to execute, but it’s limited to the predefined Hermite E polynomials in NumPy.
  • Method 3: Custom Polynomial Evaluation. Highly customizable and allows bespoke polynomial definitions. The downside is that it can be inefficient and prone to errors if not implemented correctly.
  • Method 4: SymPy for Symbolic Computation. Great for detailed mathematical work and symbolic manipulation, but less efficient for numerical computation and can be overkill for simple applications.
  • Method 5: Simple Looping with List Comprehension. It is quick and pythonic, but lacks the robustness and flexibility found in other methods.