Suppose I have a 2D Gaussian with pdf
I want to draw an ellipse corresponding to the level-set (contour)
Following here I know that I can replace the precision matrix with its eigendecomposition to obtain
where gamma is
Then to find coordinates of the points on the ellipse I would have to do
I tried plotting this but it is not working.
Plotting the Contours
from scipy.stats import multivariate_normal
import numpy as np
from numpy.linalg import eigh
import math
import matplotlib.pyplot as plt
# Target distribution
sx2 = 1.0
sy2 = 2.0
rho = 0.6
Sigma = np.array([[sx2, rho*math.sqrt(sx2)*math.sqrt(sy2)], [rho*math.sqrt(sx2)*math.sqrt(sy2), sy2]])
target = multivariate_normal(mean=np.zeros(2), cov=Sigma)
# Two different contours
xy = target.rvs()
xy2 = target.rvs()
# Values where to plot the density
x, y = np.mgrid[-2:2:0.1, -2:2:0.1]
zz = target.pdf(np.dstack((x, y)))
fig, ax = plt.subplots()
ax.contour(x,y, zz, levels=np.sort([target.pdf(xy), target.pdf(xy2)]))
ax.set_aspect("equal")
plt.show()
The code above shows the contour
Plotting the Ellipse
# Find gamma and perform eigendecomposition
gamma = math.log(1 / (4*(np.pi**2)*sx2*sy2*(1 - rho**2)*(target.pdf(xy)**2)))
eigenvalues, P = eigh(np.linalg.inv(Sigma))
# Compute u and v as per link using thetas from 0 to 2pi
thetas = np.linspace(0, 2*np.pi, 100)
uv = (gamma / np.sqrt(eigenvalues)) * np.hstack((np.cos(thetas).reshape(-1,1), np.sin(thetas).reshape(-1, 1)))
# Plot
plt.scatter(uv[:, 0], uv[:, 1])
However this clearly doesn't work.
You should square sx2 and sy2 in gamma.
gamma should be square rooted.
Multiply the resulting ellipse by P^-1 to get points in the original coordinate system. That's mentioned in the linked post. You have to convert back to the original coordinate system. I don't know actually how to code this, or if it actually works, so I leave the coding to you.
gamma = math.log(1 / (4*(np.pi**2)*(sx2**2)*(sy2**2)*(1 - rho**2)*(target.pdf(xy)**2)))
eigenvalues, P = eigh(np.linalg.inv(Sigma))
# Compute u and v as per link using thetas from 0 to 2pi
thetas = np.linspace(0, 2*np.pi, 100)
uv = (np.sqrt(gamma) / np.sqrt(eigenvalues)) * np.hstack((np.cos(thetas).reshape(-1,1), np.sin(thetas).reshape(-1, 1)))
orig_coord=np.linalg.inv(P) * uv #I don't how to code this in python
plt.scatter(orig_coord[:,0], orig_coord[:,1])
plt.show()
My attempt at coding it:
gamma = math.log(1 / (4*(np.pi**2)*(sx2**2)*(sy2**2)*(1 - rho**2)*(target.pdf(xy)**2)))
eigenvalues, P = eigh(np.linalg.inv(Sigma))
# Compute u and v as per link using thetas from 0 to 2pi
thetas = np.linspace(0, 2*np.pi, 100)
uv = (np.sqrt(gamma) / np.sqrt(eigenvalues)) * np.hstack((np.cos(thetas).reshape(-1,1), np.sin(thetas).reshape(-1, 1)))
orig_coord=np.zeros((100,2))
for i in range(len(uv)):
orig_coord[i,0]=np.matmul(np.linalg.inv(P), uv[i,:])[0]
orig_coord[i,1]=np.matmul(np.linalg.inv(P), uv[i,:])[1]
# Plot
plt.scatter(orig_coord[:, 0], orig_coord[:, 1])
gamma1 = math.log(1 / (4*(np.pi**2)*(sx2**2)*(sy2**2)*(1 - rho**2)*(target.pdf(xy2)**2)))
uv1 = (np.sqrt(gamma1) / np.sqrt(eigenvalues)) * np.hstack((np.cos(thetas).reshape(-1,1), np.sin(thetas).reshape(-1, 1)))
orig_coord1=np.zeros((100,2))
for i in range(len(uv)):
orig_coord1[i,0]=np.matmul(np.linalg.inv(P), uv1[i,:])[0]
orig_coord1[i,1]=np.matmul(np.linalg.inv(P), uv1[i,:])[1]
plt.scatter(orig_coord1[:, 0], orig_coord1[:, 1])
plt.axis([-2,2,-2,2])
plt.show()
Sometimes the plots don't work and you get the error invalid sqrt, but when it works it looks fine.
Related
By using python, I want to plot 6 points in same diagram where first 3 points are 3 initial (x,y,z) position points and other 3 points are 3 updated position points (X,Y,Z).
The updated points formulas are X =𝑥+𝑟𝜇𝑥 , Y=𝑦+𝑟𝜇y , and Z=𝑧+𝑟*𝜇z .
I plotted the 3 initial points. The problem is that all the 3 updated points have same value, then same point in the diagram. How can I make them different?
I think the problem is that in the Updated xyz positions, it takes only this point (x,y,z)=(3,6,9). How can I make these 3 updated position points different?
# Updated Positions and Direction Cosines
############################################
# Request libraries
############################################
import numpy as np
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import random
from random import gauss
import math
from math import log, cos, acos
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
############################################
# Initial Positions and Direction Cosines
############################################
# Photons Number
PhotonsTotalNumber = 3
#PhotonsUniqueNumber= np.array(0,PhotonsTotalNumber)
# Initial Direction Cosines
Initial_ux= math.cos(math.radians(90))
Initial_uy= math.cos(math.radians(90))
Initial_uz= math.cos(math.radians(0))
# Initial xyz Positions
Initialx = np.array([1,2,3])
Initialy = np.array([4,5,6])
Initialz = np.array([7,8,9])
for x, y, z in zip(Initialx, Initialy, Initialz):
text = '({},{}, {})'.format(x,y,z)
ax.text(x,y,z, text, zdir=(1, 1, 1))
print(x,y,z)
############################################
# Photon Propagation Equations
############################################
# Random Numbers Function
def get_rand_number(min_value, max_value):
range = max_value - min_value
choice = random.uniform(0,1)
return min_value + range*choice
# Photon path length
r = -math.log(get_rand_number(0,1))/0.15 # 0.15 attenuation coefficients for clear water
# The anisotropy factor g
values = [1,-1]
g = np.random.choice(values)
g = int(g)
# Scattering Angles (theta and phi)
theta = (((1 + g*g - ((1 - g*g)/(1 - g + 2*g*get_rand_number(0,1)))**2)/(2*g)))
phi = 2 * math.radians(180) * get_rand_number(0,1)
Theta = gauss( 0, theta)
Phi = gauss( 0, phi)
############################################
# Updated Positions and Direction Cosines
############################################
# Updated direction cosines
New_ux = math.sin(Theta) * math.cos(Phi)
New_uy = math.sin(Theta) * math.sin(Phi)
New_uz = (Initial_uz/abs(Initial_uz))*math.cos(Theta)
# Updated xyz positions
Updatedx = x + (r * New_ux)
Updatedy = y + (r * New_uy)
Updatedz = z + (r * New_uz)
UpdatedX = np.array ([Updatedx,Updatedx,Updatedx])
UpdatedY = np.array ([Updatedy,Updatedy,Updatedy])
UpdatedZ = np.array ([Updatedz,Updatedz,Updatedz])
for X, Y, Z in zip(UpdatedX, UpdatedY, UpdatedZ):
text = '({},{}, {})'.format(X,Y,Z)
ax.text(X,Y,Z, text, zdir=(1, 1, 1))
ax.scatter(Initialx,Initialy,Initialz, s=100,c='b', label='True Position')
ax.scatter(UpdatedX,UpdatedY,UpdatedZ, s=100,c='g', label='True Position')
ax.set_xlabel("x axis")
ax.set_ylabel("y axis")
ax.set_zlabel("z axis")
plt.show()
####################
I have several points on the unit sphere that are distributed according to the algorithm described in https://www.cmu.edu/biolphys/deserno/pdf/sphere_equi.pdf (and implemented in the code below). On each of these points, I have a value that in my particular case represents 1 minus a small error. The errors are in [0, 0.1] if this is important, so my values are in [0.9, 1].
Sadly, computing the errors is a costly process and I cannot do this for as many points as I want. Still, I want my plots to look like I am plotting something "continuous".
So I want to fit an interpolation function to my data, to be able to sample as many points as I want.
After a little bit of research I found scipy.interpolate.SmoothSphereBivariateSpline which seems to do exactly what I want. But I cannot make it work properly.
Question: what can I use to interpolate (spline, linear interpolation, anything would be fine for the moment) my data on the unit sphere? An answer can be either "you misused scipy.interpolation, here is the correct way to do this" or "this other function is better suited to your problem".
Sample code that should be executable with numpy and scipy installed:
import typing as ty
import numpy
import scipy.interpolate
def get_equidistant_points(N: int) -> ty.List[numpy.ndarray]:
"""Generate approximately n points evenly distributed accros the 3-d sphere.
This function tries to find approximately n points (might be a little less
or more) that are evenly distributed accros the 3-dimensional unit sphere.
The algorithm used is described in
https://www.cmu.edu/biolphys/deserno/pdf/sphere_equi.pdf.
"""
# Unit sphere
r = 1
points: ty.List[numpy.ndarray] = list()
a = 4 * numpy.pi * r ** 2 / N
d = numpy.sqrt(a)
m_v = int(numpy.round(numpy.pi / d))
d_v = numpy.pi / m_v
d_phi = a / d_v
for m in range(m_v):
v = numpy.pi * (m + 0.5) / m_v
m_phi = int(numpy.round(2 * numpy.pi * numpy.sin(v) / d_phi))
for n in range(m_phi):
phi = 2 * numpy.pi * n / m_phi
points.append(
numpy.array(
[
numpy.sin(v) * numpy.cos(phi),
numpy.sin(v) * numpy.sin(phi),
numpy.cos(v),
]
)
)
return points
def cartesian2spherical(x: float, y: float, z: float) -> numpy.ndarray:
r = numpy.linalg.norm([x, y, z])
theta = numpy.arccos(z / r)
phi = numpy.arctan2(y, x)
return numpy.array([r, theta, phi])
n = 100
points = get_equidistant_points(n)
# Random here, but costly in real life.
errors = numpy.random.rand(len(points)) / 10
# Change everything to spherical to use the interpolator from scipy.
ideal_spherical_points = numpy.array([cartesian2spherical(*point) for point in points])
r_interp = 1 - errors
theta_interp = ideal_spherical_points[:, 1]
phi_interp = ideal_spherical_points[:, 2]
# Change phi coordinate from [-pi, pi] to [0, 2pi] to please scipy.
phi_interp[phi_interp < 0] += 2 * numpy.pi
# Create the interpolator.
interpolator = scipy.interpolate.SmoothSphereBivariateSpline(
theta_interp, phi_interp, r_interp
)
# Creating the finer theta and phi values for the final plot
theta = numpy.linspace(0, numpy.pi, 100, endpoint=True)
phi = numpy.linspace(0, numpy.pi * 2, 100, endpoint=True)
# Creating the coordinate grid for the unit sphere.
X = numpy.outer(numpy.sin(theta), numpy.cos(phi))
Y = numpy.outer(numpy.sin(theta), numpy.sin(phi))
Z = numpy.outer(numpy.cos(theta), numpy.ones(100))
thetas, phis = numpy.meshgrid(theta, phi)
heatmap = interpolator(thetas, phis)
Issue with the code above:
With the code as-is, I have a
ValueError: The required storage space exceeds the available storage space: nxest or nyest too small, or s too small. The weighted least-squares spline corresponds to the current set of knots.
that is raised when initialising the interpolator instance.
The issue above seems to say that I should change the value of s that is one on the parameters of scipy.interpolate.SmoothSphereBivariateSpline. I tested different values of s ranging from 0.0001 to 100000, the code above always raise, either the exception described above or:
ValueError: Error code returned by bispev: 10
Edit: I am including my findings here. They can't really be considered as a solution, that is why I am editing and not posting as an answer.
With more research I found this question Using Radial Basis Functions to Interpolate a Function on a Sphere. The author has exactly the same problem as me and use a different interpolator: scipy.interpolate.Rbf. I changed the above code by replacing the interpolator and plotting:
# Create the interpolator.
interpolator = scipy.interpolate.Rbf(theta_interp, phi_interp, r_interp)
# Creating the finer theta and phi values for the final plot
plot_points = 100
theta = numpy.linspace(0, numpy.pi, plot_points, endpoint=True)
phi = numpy.linspace(0, numpy.pi * 2, plot_points, endpoint=True)
# Creating the coordinate grid for the unit sphere.
X = numpy.outer(numpy.sin(theta), numpy.cos(phi))
Y = numpy.outer(numpy.sin(theta), numpy.sin(phi))
Z = numpy.outer(numpy.cos(theta), numpy.ones(plot_points))
thetas, phis = numpy.meshgrid(theta, phi)
heatmap = interpolator(thetas, phis)
import matplotlib as mpl
import matplotlib.pyplot as plt
from matplotlib import cm
colormap = cm.inferno
normaliser = mpl.colors.Normalize(vmin=numpy.min(heatmap), vmax=1)
scalar_mappable = cm.ScalarMappable(cmap=colormap, norm=normaliser)
scalar_mappable.set_array([])
fig = plt.figure()
ax = fig.add_subplot(111, projection="3d")
ax.plot_surface(
X,
Y,
Z,
facecolors=colormap(normaliser(heatmap)),
alpha=0.7,
cmap=colormap,
)
plt.colorbar(scalar_mappable)
plt.show()
This code runs smoothly and gives the following result:
The interpolation seems OK except on one line that is discontinuous, just like in the question that led me to this class. One of the answer give the idea of using a different distance, more adapted the the spherical coordinates: the Haversine distance.
def haversine(x1, x2):
theta1, phi1 = x1
theta2, phi2 = x2
return 2 * numpy.arcsin(
numpy.sqrt(
numpy.sin((theta2 - theta1) / 2) ** 2
+ numpy.cos(theta1) * numpy.cos(theta2) * numpy.sin((phi2 - phi1) / 2) ** 2
)
)
# Create the interpolator.
interpolator = scipy.interpolate.Rbf(theta_interp, phi_interp, r_interp, norm=haversine)
which, when executed, gives a warning:
LinAlgWarning: Ill-conditioned matrix (rcond=1.33262e-19): result may not be accurate.
self.nodes = linalg.solve(self.A, self.di)
and a result that is not at all the one expected: the interpolated function have values that may go up to -1 which is clearly wrong.
You can use Cartesian coordinate instead of Spherical coordinate.
The default norm parameter ('euclidean') used by Rbf is sufficient
# interpolation
x, y, z = numpy.array(points).T
interpolator = scipy.interpolate.Rbf(x, y, z, r_interp)
# predict
heatmap = interpolator(X, Y, Z)
Here the result:
ax.plot_surface(
X, Y, Z,
rstride=1, cstride=1,
# or rcount=50, ccount=50,
facecolors=colormap(normaliser(heatmap)),
cmap=colormap,
alpha=0.7, shade=False
)
ax.set_xlabel('x axis')
ax.set_ylabel('y axis')
ax.set_zlabel('z axis')
You can also use a cosine distance if you want (norm parameter):
def cosine(XA, XB):
if XA.ndim == 1:
XA = numpy.expand_dims(XA, axis=0)
if XB.ndim == 1:
XB = numpy.expand_dims(XB, axis=0)
return scipy.spatial.distance.cosine(XA, XB)
In order to better see the differences,
I stacked the two images, substracted them and inverted the layer.
To make a long story short, I'd like to plot a generic 3D triangle mesh in python. Matplotlib seems to be the ideal candidate, but I'd go with any 3D rendering that can do what I'm about to describe.
Suppose I have a triangle mesh defined by X, Y, and Z, the 3D coordinates of a point cloud, each a vector of length n, and UVW, a 2D m-x-3 matrix in which each row is a triplet of indices into the point cloud. This triplet represents an individual triangle. In other words, I have m triangles over n points. In Matlab, to generated a 3D plot, I just do:
trisurf(UVW, X, Y, Z)
Does anyone have any experience with this? In particular, can mplots trisurf be shoehorned to work?
Depending on your performance needs, mayavi is likely to be best suited for this - as per Davis comment.
However, matplotlib comes with plot_trisurf to which you can perfectly pass generic UVW, X, Y , Z as you describe.
Exemple with a torus mesh:
import numpy as np
from mpl_toolkits.mplot3d import Axes3D
import matplotlib.pyplot as plt
import matplotlib.tri as mtri
R = 1.
r = 0.8
n = 50
m = 50
def torus_triangles(n, m):
""" Returns triangles to mesh a (n, m) torus """
tri = []
for i in range(n):
for j in range(m):
a = i + j*(n)
b = ((i+1) % n) + j*n
d = i + ((j+1) % m) * n
c = ((i+1) % n) + ((j+1) % m) * n
tri += [[a, b, d], [b, c, d]]
return np.array(tri, dtype=np.int32)
theta0 = np.linspace(0, (2*np.pi), n, endpoint=False)
phi0 = np.linspace(0, (2*np.pi), m, endpoint=False)
theta, phi = np.meshgrid(theta0, phi0)
x = (R + r * np.sin(phi)) * np.cos(theta)
y = (R + r * np.sin(phi)) * np.sin(theta)
z = r * np.cos(phi)
triangles = torus_triangles(n , m)
triang = mtri.Triangulation(x.ravel(), y.ravel(), triangles)
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
ax.plot_trisurf(triang, z.ravel(), lw=0.2, edgecolor="black", color="grey",
alpha=0.5)
plt.show()
I was also looking for a solution to this problem and this discussion helped me to succeed. Here is how it works:
A solution to very similar problem was already given as a link here in the comment from GBy (see above: Colouring the surface of a sphere with a set of scalar values in matplotlib)
Transfering the knowledge to the problem here it results in creating an additional array containing the amplitudes and assigning it to the "underlying ScalarMappable through set_array method". The corresponding python code looks like this:
from mpl_toolkits.mplot3d import Axes3D
from matplotlib import cm
from matplotlib import pyplot as plt
import numpy as np
fig = plt.figure()
ax = fig.gca(projection='3d')
colors = np.mean(CorticalImage[Face], axis=1)
collec = ax.plot_trisurf(Xcoordinates, Ycoordinates, Zcoordinates, triangles=Face, cmap=cm.jet, linewidth=0.2)
collec.set_array(colors)
collec.autoscale()
ax.view_init(30, 0)
cbar = fig.colorbar(collec)
The arrays Xcoordinates, Ycoordinates, Zcoordinates contain the X, Y and Z coordinates of the mesh nodes. When checking their shape with e.g. Xcoordinates.shape it should look like this (750,), where 750 is the number of mesh nodes. The matrix Face is the same as the matrix UVW in the original question asked by Larry. It is "a 2D m-x-3 matrix in which each row is a triplet of indices into the point cloud". If you check the shape of the matrix Face it should be something like (1496, 3), where 1496 is the number of triangles in the mesh and 3 is the number of nodes in one triangle. Finally, the array CorticalImage contains the amplitudes for every node in the mesh and these are the values, which we want to use for the colors of the mesh (and not the Z values). The shape of that array should be like the shapes of the coordinates arrays, i.e. (750,).
IMPORTANT!!! You can see that the number of nodes and the number of triangles are not equal. This is almost always the case. Additionally, the amplitudes are usually given for the nodes and not for the triangles. Consequently, the amplitudes should be calculated for the triangles in order to get the right colors in the plot. This is done in the line colors = np.mean(CorticalImage[Face], axis=1).
Plotly has an open-source trisurf Python implementation that is closer to MATLAB's trisurf().
Python code and examples here:
https://plot.ly/python/tri-surf/
Thought for completeness sake I would add a mayavi example here, using the mesh from GBy's answer.
import numpy as np
from mayavi import mlab
from tvtk.api import tvtk
R = 1.
r = 0.8
n = 50
m = 50
def torus_triangles(n, m):
""" Returns triangles to mesh a (n, m) torus """
tri = []
for i in range(n):
for j in range(m):
a = i + j*(n)
b = ((i+1) % n) + j*n
d = i + ((j+1) % m) * n
c = ((i+1) % n) + ((j+1) % m) * n
tri += [[a, b, d], [b, c, d]]
return np.array(tri, dtype=np.int32)
theta0 = np.linspace(0, (2*np.pi), n, endpoint=False)
phi0 = np.linspace(0, (2*np.pi), m, endpoint=False)
theta, phi = np.meshgrid(theta0, phi0)
x = (R + r * np.sin(phi)) * np.cos(theta)
y = (R + r * np.sin(phi)) * np.sin(theta)
z = r * np.cos(phi)
triangles = torus_triangles(n , m)
mesh = mlab.triangular_mesh(x,y,z, triangles, representation='wireframe',color=(0,0,1) )
mlab.show()
Yielding:
I have a trajectory formed by a sequence of (x,y) pairs. I would like to interpolate points on this trajectory using splines.
How do I do this? Using scipy.interpolate.UnivariateSpline doesn't work because neither x nor y are monotonic. I could introduce a parametrization (e.g. length d along the trajectory), but then I have two dependent variables x(d) and y(d).
Example:
import numpy as np
import matplotlib.pyplot as plt
import math
error = 0.1
x0 = 1
y0 = 1
r0 = 0.5
alpha = np.linspace(0, 2*math.pi, 40, endpoint=False)
r = r0 + error * np.random.random(len(alpha))
x = x0 + r * np.cos(alpha)
y = x0 + r * np.sin(alpha)
plt.scatter(x, y, color='blue', label='given')
# For this special case, the following code produces the
# desired results. However, I need something that depends
# only on x and y:
from scipy.interpolate import interp1d
alpha_i = np.linspace(alpha[0], alpha[-1], 100)
r_i = interp1d(alpha, r, kind=3)(alpha_i)
x_i = x0 + r_i * np.cos(alpha_i)
y_i = x0 + r_i * np.sin(alpha_i)
plt.plot(x_i, y_i, color='green', label='desired')
plt.legend()
plt.show()
Using splprep you can interpolate over curves of any geometry.
from scipy import interpolate
tck,u=interpolate.splprep([x,y],s=0.0)
x_i,y_i= interpolate.splev(np.linspace(0,1,100),tck)
Which produces a plot like the one given, but only using the x and y points and not the alpha and r paramters.
Sorry about my original answer, I misread the question.
I can generate Gaussian data with random.gauss(mu, sigma) function, but how can I generate 2D gaussian? Is there any function like that?
If you can use numpy, there is numpy.random.multivariate_normal(mean, cov[, size]).
For example, to get 10,000 2D samples:
np.random.multivariate_normal(mean, cov, 10000)
where mean.shape==(2,) and cov.shape==(2,2).
I'd like to add an approximation using exponential functions. This directly generates a 2d matrix which contains a movable, symmetric 2d gaussian.
I should note that I found this code on the scipy mailing list archives and modified it a little.
import numpy as np
def makeGaussian(size, fwhm = 3, center=None):
""" Make a square gaussian kernel.
size is the length of a side of the square
fwhm is full-width-half-maximum, which
can be thought of as an effective radius.
"""
x = np.arange(0, size, 1, float)
y = x[:,np.newaxis]
if center is None:
x0 = y0 = size // 2
else:
x0 = center[0]
y0 = center[1]
return np.exp(-4*np.log(2) * ((x-x0)**2 + (y-y0)**2) / fwhm**2)
For reference and enhancements, it is hosted as a gist here. Pull requests welcome!
Since the standard 2D Gaussian distribution is just the product of two 1D Gaussian distribution, if there are no correlation between the two axes (i.e. the covariant matrix is diagonal), just call random.gauss twice.
def gauss_2d(mu, sigma):
x = random.gauss(mu, sigma)
y = random.gauss(mu, sigma)
return (x, y)
import numpy as np
# define normalized 2D gaussian
def gaus2d(x=0, y=0, mx=0, my=0, sx=1, sy=1):
return 1. / (2. * np.pi * sx * sy) * np.exp(-((x - mx)**2. / (2. * sx**2.) + (y - my)**2. / (2. * sy**2.)))
x = np.linspace(-5, 5)
y = np.linspace(-5, 5)
x, y = np.meshgrid(x, y) # get 2D variables instead of 1D
z = gaus2d(x, y)
Straightforward implementation and example of the 2D Gaussian function. Here sx and sy are the spreads in x and y direction, mx and my are the center coordinates.
Numpy has a function to do this. It is documented here. Additionally to the method proposed above it allows to draw samples with arbitrary covariance.
Here is a small example, assuming ipython -pylab is started:
samples = multivariate_normal([-0.5, -0.5], [[1, 0],[0, 1]], 1000)
plot(samples[:, 0], samples[:, 1], '.')
samples = multivariate_normal([0.5, 0.5], [[0.1, 0.5],[0.5, 0.6]], 1000)
plot(samples[:, 0], samples[:, 1], '.')
In case someone find this thread and is looking for somethinga little more versatile (like I did), I have modified the code from #giessel. The code below will allow for asymmetry and rotation.
import numpy as np
def makeGaussian2(x_center=0, y_center=0, theta=0, sigma_x = 10, sigma_y=10, x_size=640, y_size=480):
# x_center and y_center will be the center of the gaussian, theta will be the rotation angle
# sigma_x and sigma_y will be the stdevs in the x and y axis before rotation
# x_size and y_size give the size of the frame
theta = 2*np.pi*theta/360
x = np.arange(0,x_size, 1, float)
y = np.arange(0,y_size, 1, float)
y = y[:,np.newaxis]
sx = sigma_x
sy = sigma_y
x0 = x_center
y0 = y_center
# rotation
a=np.cos(theta)*x -np.sin(theta)*y
b=np.sin(theta)*x +np.cos(theta)*y
a0=np.cos(theta)*x0 -np.sin(theta)*y0
b0=np.sin(theta)*x0 +np.cos(theta)*y0
return np.exp(-(((a-a0)**2)/(2*(sx**2)) + ((b-b0)**2) /(2*(sy**2))))
We can try just using the numpy method np.random.normal to generate a 2D gaussian distribution.
The sample code is np.random.normal(mean, sigma, (num_samples, 2)).
A sample run by taking mean = 0 and sigma 20 is shown below :
np.random.normal(0, 20, (10,2))
>>array([[ 11.62158316, 3.30702215],
[-18.49936277, -11.23592946],
[ -7.54555371, 14.42238838],
[-14.61531423, -9.2881661 ],
[-30.36890026, -6.2562164 ],
[-27.77763286, -23.56723819],
[-18.18876597, 41.83504042],
[-23.62068377, 21.10615509],
[ 15.48830184, -15.42140269],
[ 19.91510876, 26.88563983]])
Hence we got 10 samples in a 2d array with mean = 0 and sigma = 20