python polyfit,numpy的PolyFit和PolyVal的多维？

Assume an n-dimensional array of observations that are reshaped to be a 2d-array with each row being one observation set. Using this reshape approach, np.polyfit can compute 2nd order fit coefficients for the entire ndarray (vectorized):

fit = np.polynomial.polynomialpolyfit(X, Y, 2)

where Y is shape (304000, 21) and X is a vector. This results in a (304000,3) array of coefficients, fit.

Using an iterator it is possible to call np.polyval(fit, X) for each row. This is inefficient when a vectorized approach may exist. Could the fit result be applied to the entire observation array without iterating? If so, how?

This is along the lines of this SO question.

解决方案

np.polynomial.polynomial.polyval takes multidimensional coefficient arrays:

>>> x = np.random.rand(100)

>>> y = np.random.rand(100, 25)

>>> fit = np.polynomial.polynomial.polyfit(x, y, 2)

>>> fit.shape # 25 columns of 3 polynomial coefficients

(3L, 25L)

>>> xx = np.random.rand(50)

>>> interpol = np.polynomial.polynomial.polyval(xx, fit)

>>> interpol.shape # 25 rows, each with 50 evaluations of the polynomial

(25L, 50L)

And of course:

>>> np.all([np.allclose(np.polynomial.polynomial.polyval(xx, fit[:, j]),

... interpol[j]) for j in range(25)])

True