Develop Reference

how to pass two arrays into a fuction

I have a function that typically takes in constant args and calculates volatility. I want to pass in a vector of different C's and K's to get an array of volatilities each associated with C[i], K[i]
def vol_calc(S, T, C, K, r, q, sigma):
d1 = (np.log(S / K) + (r - q + 0.5 * sigma ** 2) * T) / (sigma * np.sqrt(T))
vega = (1 / np.sqrt(2 * np.pi)) * np.exp(-q * T) * np.sqrt(T) * np.exp((-si.norm.cdf(d1, 0.0, 1.0) ** 2) * 0.5)
tolerance = 0.000001
x0 = sigma
xnew = x0
xold = x0 - 1
while abs(xnew - xold) > tolerance:
xold = xnew
xnew = (xnew - fx - C) / vega
return abs(xnew)
but if I want to pass two arrays without turning into a nested loop, I thought I could just do:
def myfunction(S, T, r, q, sigma):
for x in K,C:
return same size as K,C
but I can't get it to work

How about this?
def vol_calc(S, T, C, K, r, q, sigma):
import numpy as np
output = np.zeros(len(C))
for num, (c, k) in enumerate(zip(C, K)):
d1 = (np.log(S / k) + (r - q + 0.5 * sigma ** 2) * T) / (sigma * np.sqrt(T))
vega = (1 / np.sqrt(2 * np.pi)) * np.exp(-q * T) * np.sqrt(T) * np.exp((-si.norm.cdf(d1, 0.0, 1.0) ** 2) * 0.5)
tolerance = 0.000001
x0 = sigma
xnew = x0
xold = x0 - 1
while abs(xnew - xold) > tolerance:
xold = xnew
xnew = (xnew - fx - c) / vega
output[num] = abs(xnew)
return output

Faster way to iterate through pixel using numpy with conditions?

def colorize(im, h, s, l_adjust):
result = Image.new('RGBA', im.size)
pixin = np.copy(im)
pixout = np.array(result)
>>>>>>>>>>>>>>>>> loop <<<<<<<<<<<<<<<<<
for y in range(pixout.shape[1]):
for x in range(pixout.shape[0]):
lum = currentRGB(pixin[x, y][0], pixin[x, y][1], pixin[x, y][2])
r, g, b = colorsys.hls_to_rgb(h, lum, s)
r, g, b = int(r * 255.99), int(g * 255.99), int(b * 255.99)
pixout[x, y] = (r, g, b, 255)
>>>>>>>>>>>>>>>>>>>>> Loop end <<<<<<<<<<<
return result
Trying to find the HSL per pixel value from a frame of input video but it's taking too much time about 1.5s but want to reduce the time to at least within 0.3s. Any faster way to do this without using these 2 loops? Looking for something like LUT(Look up table)/vectorize/something with NumPy shortcut to avoid those 2 loops. Thanks
OR
Part 2 ->>
If I break the custom currentRGB() into the for loops it looks like :
def colorize(im, h, s, l_adjust):
result = Image.new('RGBA', im.size)
pixin = np.copy(im)
pixout = np.array(result)
for y in range(pixout.shape[1]):
for x in range(pixout.shape[0]):
currentR, currentG, currentB = pixin[x, y][0]/255 , pixin[x, y][1]/255, pixin[x, y][2]/255
#luminance
lum = (currentR * 0.2126) + (currentG * 0.7152) + (currentB * 0.0722)
if l_adjust > 0:
lum = lum * (1 - l_adjust)
lum = lum + (1.0 - (1.0 - l_adjust))
else:
lum = lum * (l_adjust + 1)
l = lum
r, g, b = colorsys.hls_to_rgb(h, l, s)
r, g, b = int(r * 255.99), int(g * 255.99), int(b * 255.99)
pixout[x, y] = (r, g, b, 255)
return pixout

You can use Numba to drastically speed the computation up. Here is the implementation:
import numba as nb
#nb.njit('float32(float32,float32,float32)')
def hue_to_rgb(p, q, t):
if t < 0: t += 1
if t > 1: t -= 1
if t < 1./6: return p + (q - p) * 6 * t
if t < 1./2: return q
if t < 2./3: return p + (q - p) * (2./3 - t) * 6
return p
#nb.njit('UniTuple(uint8,3)(float32,float32,float32)')
def hls_to_rgb(h, l, s):
if s == 0:
# achromatic
r = g = b = l
else:
q = l * (1 + s) if l < 0.5 else l + s - l * s
p = 2 * l - q
r = hue_to_rgb(p, q, h + 1./3)
g = hue_to_rgb(p, q, h)
b = hue_to_rgb(p, q, h - 1./3)
return (int(r * 255.99), int(g * 255.99), int(b * 255.99))
#nb.njit('void(uint8[:,:,::1],uint8[:,:,::1],float32,float32,float32)', parallel=True)
def colorize_numba(pixin, pixout, h, s, l_adjust):
for x in nb.prange(pixout.shape[0]):
for y in range(pixout.shape[1]):
currentR, currentG, currentB = pixin[x, y, 0]/255 , pixin[x, y, 1]/255, pixin[x, y, 2]/255
#luminance
lum = (currentR * 0.2126) + (currentG * 0.7152) + (currentB * 0.0722)
if l_adjust > 0:
lum = lum * (1 - l_adjust)
lum = lum + (1.0 - (1.0 - l_adjust))
else:
lum = lum * (l_adjust + 1)
l = lum
r, g, b = hls_to_rgb(h, l, s)
pixout[x, y, 0] = r
pixout[x, y, 1] = g
pixout[x, y, 2] = b
pixout[x, y, 3] = 255
def colorize(im, h, s, l_adjust):
result = Image.new('RGBA', im.size)
pixin = np.copy(im)
pixout = np.array(result)
colorize_numba(pixin, pixout, h, s, l_adjust)
return pixout
This optimized parallel implementation is about 2000 times faster than the original code on my 6-core machine (on 800x600 images). The hls_to_rgb implementation is coming from this post. Note that the string in #nb.njit decorators are not mandatory but enable Numba to compile the function ahead of time instead of at the first call. For more information about the types, please read the Numba documentation.

Not geting right solution with solve_ivp

I am trying to solve the differential equation using solve_ivp, but I am not getting the right solution. However, I obtained the right solution using ideint. Do I have some problems with the solve_ipv program?
ODEINT program :
# Arhenius Function
def Arhenius(a, T):
dadT = np.exp(lnA)/v * np.exp(- E / (8.3144 * T)) * c * np.abs(a) ** m * np.abs((1 - np.abs(a))) ** n
return dadT
# Initial data
pt = 100000
T0 = 273
Tf = 1500
a0 = 0.0000000001
T = np.linspace(T0, Tf, pt)
a_sol = np.zeros(pt)
dadt = np.zeros(pt)
# ODE solve
a_t = odeint(Arhenius, a0, T)
# For removing errored values and have maximum at 1
search1 = np.where(np.isclose(a_t, 1))
try:
ia_1 = search1[0][0]
a_sol[0,:] = a_t[:,0]
a_sol[0,ia_1+1:pt] = 1
except:
a_sol = a_t[:,0]
# Calculate the new derivative
dadt = np.exp(lnA) * np.exp(- E / (8.3144 * T)) * c * np.abs(a_sol) ** m * np.abs((1 - a_sol)) ** n
PROGRAM with solve_ivp :
# Arhenius Function
def Arhenius(a, T):
dadT = np.exp(lnA) * np.exp(- E / (8.3144 * T)) * c * np.abs(a) ** m * np.abs((1 - np.abs(a))) ** n
return dadT
# Initial data
pt = 100000
T0 = 273
Tf = 1500
a0 = 0.0000000001
T = np.linspace(T0, Tf, pt)
a_sol = np.zeros(pt)
dadt = np.zeros(pt)
# ODE solve
a_t = solve_ivp(Arhenius, t_span = (T0, Tf), y0 = (a0,), t_eval = T, method = 'RK45')
a_sol= a_t.y
# Calculate the new derivative
dadt = np.exp(lnA) * np.exp(- E / (8.3144 * T)) * c * np.abs(a_sol) ** m * np.abs((1 - a_sol)) ** n

Fitting a line with gradient descent

I am trying to fit a line to a couple of points using gradient descent. I am no expert on this and tried to write down the mathematical algorithm for it in python. It runs for a couple of iterations, but my predictions seem to explode at some point. Here is the code:
import numpy as np
import matplotlib.pyplot as plt
def mean_squared_error(n, A, b, m, c):
e = 0
for i in range(n):
e += (b[i] - (m*A[i] + c)) ** 2
return e/n
def der_wrt_m(n,A,b,m,c):
d = 0
for i in range(n):
d += (2 * (b[i] - (m*A[i] + c)) * (-A[i]))
return d/n
def der_wrt_c(n,A,b,m,c):
d = 0
for i in range(n):
d += (2 * (b[i] - (m*A[i] + c)))
return d/n
def update(n,A,b,m,c,descent_rate):
return descent_rate * der_wrt_m(n,A,b,m,c)), descent_rate * der_wrt_c(n,A,b,m,c))
A = np.array(((0,1),
(1,1),
(2,1),
(3,1)))
x = A.T[0]
b = np.array((1,2,0,3), ndmin=2 ).T
y = b.reshape(4)
def descent(x,y):
m = 0
c = 0
descent_rate = 0.00001
iterations = 100
n = len(x)
plt.scatter(x, y)
u = np.linspace(0,3,100)
prediction = 0
for itr in range(iterations):
print(m,c)
prediction = prediction + m * x + c
m,c = update(n,x,y,m,c,descent_rate)
plt.plot(u, u * m + c, '-')
descent(x,y)
And that's my output:
0 0
19.25 -10.5
-71335.1953125 24625.9453125
5593771382944640.0 -2166081169939480.2
-2.542705027685638e+48 9.692684648057364e+47
2.40856742196228e+146 -9.202614421953049e+145
-inf inf
nan nan
nan nan
nan nan
nan nan
nan nan
nan nan
etc...
Update: The values aren't exploding anymore, but it's still not converging in a nice manner:
# We could also solve it using gradient descent
import numpy as np
import matplotlib.pyplot as plt
def mean_squared_error(n, A, b, m, c):
e = 0
for i in range(n):
e += ((b[i] - (m * A[i] + c)) ** 2)
#print("mse:",e/n)
return e/n
def der_wrt_m(n,A,b,m,c):
d = 0
for i in range(n):
# d += (2 * (b[i] - (m*A[i] + c)) * (-A[i]))
d += (A[i] * (b[i] - (m*A[i] + c)))
#print("Dm",-2 * d/n)
return (-2 * d/n)
def der_wrt_c(n,A,b,m,c):
d = 0
for i in range(n):
d += (2 * (b[i] - (m*A[i] + c)))
#print("Dc",d/n)
return d/n
def update(n,A,b,m,c, descent_rate):
return (m - descent_rate * der_wrt_m(n,A,b,m,c)),(c - descent_rate * der_wrt_c(n,A,b,m,c))
A = np.array(((0,1),
(1,1),
(2,1),
(3,1)))
x = A.T[0]
b = np.array((1,2,0,3), ndmin=2 ).T
y = b.reshape(4)
def descent(x,y):
m = 0
c = 0
descent_rate = 0.0001
iterations = 10000
n = len(x)
plt.scatter(x, y)
u = np.linspace(0,3,100)
prediction = 0
for itr in range(iterations):
prediction = prediction + m * x + c
m,c = update(n,x,y,m,c,descent_rate)
loss = mean_squared_error(n, A, b, m, c)
print(loss)
print(m,c)
plt.plot(u, u * m + c, '-')
descent(x,y)
And now the graph looks like this after about 10000 iterations with a learning rate of 0.0001:
[4.10833186 5.21468937]
1.503547594304175 -1.9947003678083184
Whereas the least square fit shows something like this:

In your update function, you should subtract calculated gradients from current m and c
def update(n,A,b,m,c,descent_rate):
return m - (descent_rate * der_wrt_m(n,A,b,m,c)), c - (descent_rate * der_wrt_c(n,A,b,m,c))
Update: Here is the working version. I got rid of A matrix after obtaining x,y since it confuses me =). For example in your gradient calculations you have an expression d += (A[i] * (b[i] - (m*A[i] + c))) but it should be d += (x[i] * (b[i] - (m*x[i] + c))) since x[i] gives you a single element whereas A[i] gives you a list.
Also you forgot a minus sign while calculating derivative with respect to c. If your expression is (y - (m*x + c))^2) than derivative with respect to c should be 2 * (-1) * (y - (m*x + c)) since there is a minus in front of c.
# We could also solve it using gradient descent
import numpy as np
import matplotlib.pyplot as plt
def mean_squared_error(n, x, y, m, c):
e = 0
for i in range(n):
e += (m*x[i]+c - y[i])**2
e = e/n
return e/n
def der_wrt_m(n, x, y, m, c):
d = 0
for i in range(n):
d += x[i] * (y[i] - (m*x[i] + c))
d = -2 * d/n
return d
def der_wrt_c(n, x, y, m, c):
d = 0
for i in range(n):
d += (y[i] - (m*x[i] + c))
d = -2 * d/n
return d
def update(n,x,y,m,c, descent_rate):
return (m - descent_rate * der_wrt_m(n,x,y,m,c)),(c - descent_rate * der_wrt_c(n,x,y,m,c))
A = np.array(((0,1),
(1,1),
(2,1),
(3,1)))
x = A.T[0]
b = np.array((1,2,0,3), ndmin=2 ).T
y = b.reshape(4)
print(x)
print(y)
def descent(x,y):
m = 0.0
c = 0.0
descent_rate = 0.01
iterations = 10000
n = len(x)
plt.scatter(x, y)
u = np.linspace(0,3,100)
prediction = 0
for itr in range(iterations):
prediction = prediction + m * x + c
m,c = update(n,x,y,m,c,descent_rate)
loss = mean_squared_error(n, x, y, m, c)
print(loss)
print(loss)
print(m,c)
plt.plot(u, u * m + c, '-')
plt.show()
descent(x,y)

Intersections between Geodesics (shortest distance paths) on the surface of a sphere

I've searched far and wide but have yet to find a suitable answer to this problem. Given two lines on a sphere, each defined by their start and end points, determine whether or not and where they intersect. I've found this site (http://mathforum.org/library/drmath/view/62205.html) which runs through a good algorithm for the intersections of two great circles, although I'm stuck on determining whether the given point lies along the finite section of the great circles.
I've found several sites which claim they've implemented this, Including some questions here and on stackexchange, but they always seem to reduce back to the intersections of two great circles.
The python class I'm writing is as follows and seems to almost work:
class Geodesic(Boundary):
def _SecondaryInitialization(self):
self.theta_1 = self.point1.theta
self.theta_2 = self.point2.theta
self.phi_1 = self.point1.phi
self.phi_2 = self.point2.phi
sines = math.sin(self.phi_1) * math.sin(self.phi_2)
cosines = math.cos(self.phi_1) * math.cos(self.phi_2)
self.d = math.acos(sines - cosines * math.cos(self.theta_2 - self.theta_1))
self.x_1 = math.cos(self.theta_1) * math.cos(self.phi_1)
self.x_2 = math.cos(self.theta_2) * math.cos(self.phi_2)
self.y_1 = math.sin(self.theta_1) * math.cos(self.phi_1)
self.y_2 = math.sin(self.theta_2) * math.cos(self.phi_2)
self.z_1 = math.sin(self.phi_1)
self.z_2 = math.sin(self.phi_2)
self.theta_wraps = (self.theta_2 - self.theta_1 > PI)
self.phi_wraps = ((self.phi_1 < self.GetParametrizedCoords(0.01).phi and
self.phi_2 < self.GetParametrizedCoords(0.99).phi) or (
self.phi_1 > self.GetParametrizedCoords(0.01).phi) and
self.phi_2 > self.GetParametrizedCoords(0.99))
def Intersects(self, boundary):
A = self.y_1 * self.z_2 - self.z_1 * self.y_2
B = self.z_1 * self.x_2 - self.x_1 * self.z_2
C = self.x_1 * self.y_2 - self.y_1 * self.x_2
D = boundary.y_1 * boundary.z_2 - boundary.z_1 * boundary.y_2
E = boundary.z_1 * boundary.x_2 - boundary.x_1 * boundary.z_2
F = boundary.x_1 * boundary.y_2 - boundary.y_1 * boundary.x_2
try:
z = 1 / math.sqrt(((B * F - C * E) ** 2 / (A * E - B * D) ** 2)
+ ((A * F - C * D) ** 2 / (B * D - A * E) ** 2) + 1)
except ZeroDivisionError:
return self._DealWithZeroZ(A, B, C, D, E, F, boundary)
x = ((B * F - C * E) / (A * E - B * D)) * z
y = ((A * F - C * D) / (B * D - A * E)) * z
theta = math.atan2(y, x)
phi = math.atan2(z, math.sqrt(x ** 2 + y ** 2))
if self._Contains(theta, phi):
return point.SPoint(theta, phi)
theta = (theta + 2* PI) % (2 * PI) - PI
phi = -phi
if self._Contains(theta, phi):
return spoint.SPoint(theta, phi)
return None
def _Contains(self, theta, phi):
contains_theta = False
contains_phi = False
if self.theta_wraps:
contains_theta = theta > self.theta_2 or theta < self.theta_1
else:
contains_theta = theta > self.theta_1 and theta < self.theta_2
phi_wrap_param = self._PhiWrapParam()
if phi_wrap_param <= 1.0 and phi_wrap_param >= 0.0:
extreme_phi = self.GetParametrizedCoords(phi_wrap_param).phi
if extreme_phi < self.phi_1:
contains_phi = (phi < max(self.phi_1, self.phi_2) and
phi > extreme_phi)
else:
contains_phi = (phi > min(self.phi_1, self.phi_2) and
phi < extreme_phi)
else:
contains_phi = (phi > min(self.phi_1, self.phi_2) and
phi < max(self.phi_1, self.phi_2))
return contains_phi and contains_theta
def _PhiWrapParam(self):
a = math.sin(self.d)
b = math.cos(self.d)
c = math.sin(self.phi_2) / math.sin(self.phi_1)
param = math.atan2(c - b, a) / self.d
return param
def _DealWithZeroZ(self, A, B, C, D, E, F, boundary):
if (A - D) is 0:
y = 0
x = 1
elif (E - B) is 0:
y = 1
x = 0
else:
y = 1 / math.sqrt(((E - B) / (A - D)) ** 2 + 1)
x = ((E - B) / (A - D)) * y
theta = (math.atan2(y, x) + PI) % (2 * PI) - PI
return point.SPoint(theta, 0)
def GetParametrizedCoords(self, param_value):
A = math.sin((1 - param_value) * self.d) / math.sin(self.d)
B = math.sin(param_value * self.d) / math.sin(self.d)
x = A * math.cos(self.phi_1) * math.cos(self.theta_1) + (
B * math.cos(self.phi_2) * math.cos(self.theta_2))
y = A * math.cos(self.phi_1) * math.sin(self.theta_1) + (
B * math.cos(self.phi_2) * math.sin(self.theta_2))
z = A * math.sin(self.phi_1) + B * math.sin(self.phi_2)
new_phi = math.atan2(z, math.sqrt(x**2 + y**2))
new_theta = math.atan2(y, x)
return point.SPoint(new_theta, new_phi)
EDIT: I forgot to specify that if two curves are determined to intersect, I then need to have the point of intersection.

A simpler approach is to express the problem in terms of geometric primitive operations like the dot product, the cross product, and the triple product. The sign of the determinant of u, v, and w tells you which side of the plane spanned by v and w contains u. This enables us to detect when two points are on opposite sites of a plane. That's equivalent to testing whether a great circle segment crosses another great circle. Performing this test twice tells us whether two great circle segments cross each other.
The implementation requires no trigonometric functions, no division, no comparisons with pi, and no special behavior around the poles!
class Vector:
def __init__(self, x, y, z):
self.x = x
self.y = y
self.z = z
def dot(v1, v2):
return v1.x * v2.x + v1.y * v2.y + v1.z * v2.z
def cross(v1, v2):
return Vector(v1.y * v2.z - v1.z * v2.y,
v1.z * v2.x - v1.x * v2.z,
v1.x * v2.y - v1.y * v2.x)
def det(v1, v2, v3):
return dot(v1, cross(v2, v3))
class Pair:
def __init__(self, v1, v2):
self.v1 = v1
self.v2 = v2
# Returns True if the great circle segment determined by s
# straddles the great circle determined by l
def straddles(s, l):
return det(s.v1, l.v1, l.v2) * det(s.v2, l.v1, l.v2) < 0
# Returns True if the great circle segments determined by a and b
# cross each other
def intersects(a, b):
return straddles(a, b) and straddles(b, a)
# Test. Note that we don't need to normalize the vectors.
print(intersects(Pair(Vector(1, 0, 1), Vector(-1, 0, 1)),
Pair(Vector(0, 1, 1), Vector(0, -1, 1))))
If you want to initialize unit vectors in terms of angles theta and phi, you can do that, but I recommend immediately converting to Cartesian (x, y, z) coordinates to perform all subsequent calculations.

Intersection using plane trig can be calculated using the below code in UBasic.
5 'interx.ub adapted from code at
6 'https://rosettacode.org
7 '/wiki/Find_the_intersection_of_two_linesSinclair_ZX81_BASIC
8 'In U Basic by yuji kida https://en.wikipedia.org/wiki/UBASIC
10 XA=48.7815144526:'669595.708
20 YA=-117.2847245001:'2495736.332
30 XB=48.7815093807:'669533.412
40 YB=-117.2901673467:'2494425.458
50 XC=48.7824947147:'669595.708
60 YC=-117.28751374:'2495736.332
70 XD=48.77996737:'669331.214
80 YD=-117.2922957:'2494260.804
90 print "THE TWO LINES ARE:"
100 print "YAB=";YA-XA*((YB-YA)/(XB-XA));"+X*";((YB-YA)/(XB-XA))
110 print "YCD=";YC-XC*((YD-YC)/(XD-XC));"+X*";((YD-YC)/(XD-XC))
120 X=((YC-XC*((YD-YC)/(XD-XC)))-(YA-XA*((YB-YA)/(XB-XA))))/(((YB-YA)/(XB-XA))-((YD-YC)/(XD-XC)))
130 print "Lat = ";X
140 Y=YA-XA*((YB-YA)/(XB-XA))+X*((YB-YA)/(XB-XA))
150 print "Lon = ";Y
160 'print "YCD=";YC-XC*((YD-YC)/(XD-XC))+X*((YD-YC)/(XD-XC))