python 的scipy库_python scipy库

三、假定正态分布，求解1倍标准差和0.5倍标准差的概率？

二、求解多元线性或非线性方程组解

一、求解3元一次方程

2、子模块，即功能

3、学习笔记

二、help(linalg)

dir(linalg)

['absolute_import','basic','blas','block_diag','cdf2rdf','cho_factor','cho_solve','cho_solve_banded','cholesky','cholesky_banded','circulant','clarkson_woodruff_transform','companion','coshm','cosm','cython_blas','cython_lapack','decomp','decomp_cholesky','decomp_lu','decomp_qr','decomp_schur','decomp_svd','det','dft','diagsvd','division','eig','eig_banded','eigh','eigh_tridiagonal','eigvals','eigvals_banded','eigvalsh','eigvalsh_tridiagonal','expm','expm_cond','expm_frechet','find_best_blas_type','flinalg','fractional_matrix_power','funm','get_blas_funcs','get_lapack_funcs','hadamard','hankel','helmert','hessenberg','hilbert','inv','invhilbert','invpascal','kron','lapack','ldl','leslie','linalg_version','logm','lstsq','lu','lu_factor','lu_solve','matfuncs','matrix_balance','misc','norm','null_space','ordqz','orth','orthogonal_procrustes','pascal','pinv','pinv2','pinvh','polar','print_function','qr','qr_delete','qr_insert','qr_multiply','qr_update','qz','rq','rsf2csf','schur','signm','sinhm','sinm','solve','solve_banded','solve_circulant','solve_continuous_are','solve_continuous_lyapunov','solve_discrete_are','solve_discrete_lyapunov','solve_lyapunov','solve_sylvester','solve_toeplitz','solve_triangular','solveh_banded','special_matrices','sqrtm','subspace_angles','svd','svdvals','tanhm','tanm','test','toeplitz','tri','tril','triu']

dir(optimize)

[ 'absolute_import',

'anderson',

'approx_fprime',

'basinhopping',

'bisect',

'bracket',

'brent',

'brenth',

'brentq',

'broyden1',

'broyden2',

'brute',

'check_grad',

'cobyla',

'curve_fit',

'diagbroyden',

'differential_evolution',

'division',

'excitingmixing',

'fixed_point',

'fmin',

'fmin_bfgs',

'fmin_cg',

'fmin_cobyla',

'fmin_l_bfgs_b',

'fmin_ncg',

'fmin_powell',

'fmin_slsqp',

'fmin_tnc',

'fminbound',

'fsolve',

'golden',

'lbfgsb',

'least_squares',

'leastsq',

'line_search',

'linear_sum_assignment',

'linearmixing',

'linesearch',

'linprog',

'linprog_verbose_callback',

'lsq_linear',

'minimize',

'minimize_scalar',

'minpack',

'minpack2',

'moduleTNC',

'newton',

'newton_krylov',

'nnls',

'nonlin',

'optimize',

'print_function',

'ridder',

'root',

'rosen',

'rosen_der',

'rosen_hess',

'rosen_hess_prod',

'show_options',

'slsqp',

'test',

'tnc',

'zeros']

问题：

1、scipy scipy-ref-1.1.0.pdf 中 Unconstrained minimization of multivariate scalar functions 下面

Nelder-Mead Simplex algorithm (method='Nelder-Mead')

不明白这个函数是如何求解的？为啥要这样写？

defrosen(x):return sum(100.0*(x[1:]-x[:-1]**2.0)**2.0+(1-x[:-1])**2.0)

2、如何处理非线性约束问题？

1、如果全部为线性约束问题，所有的线性约束问题都可以转换为矩阵来求解

例如：求解 x-y>0 y>2 线性约束下的 min(x)

2、仅存在一个非线性约束

3、存在多个非线性约束问题

4、同时存在多个非线性约束和线性约束问题

3、 在多元非线性约束下，为什么加入Jacobian和Hessians ?jacobian为非线性约束的导数，Hessians这个函数是如何得出的？

三、假定正态分布，求解1倍标准差和0.5倍标准差的概率？

importscipy.stats1-scipy.stats.norm(0,1).cdf(1)

Out[3]: 0.15865525393145707scipy.stats.norm(0,1).cdf(1)

Out[4]: 0.8413447460685429

1-(1-scipy.stats.norm(0,1).cdf(1))*2Out[5]: 0.6826894921370859

1-(1-scipy.stats.norm(0,1).cdf(2))*2Out[6]: 0.9544997361036416

一、求解3元一次方程

from scipy importlinalg

A=np.array([[1,3,5],[2,5,1],[2,3,8]])

b=np.array([10,8,3])for i in range(1000):

x=linalg.solve(A,b)

x

Out[19]: array([-9.28, 5.16, 0.76])

二、求解多元线性或非线性方程组解

问题：只能得到一个解，不能得到全部解

from scipy.integrate importodeintimportnumpy as npimportmatplotlib.pyplot as pltfrom scipy.optimize importroot,fsolve#plt.rc('text', usetex=True) #使用latex## 使用scipy.optimize模块的root和fsolve函数进行数值求解方程## 1、求解f(x)=2*sin(x)-x+1#rangex1 = np.linspace(-2,8)#rangey1_1,rangey1_2 = 2*np.sin(rangex1),rangex1-1#plt.figure(1)#plt.plot(rangex1,rangey1_1,'r',rangex1,rangey1_2,'b--')#plt.title('$2sin(x)$ and $x-1$')

f1=lambda x:np.sin(x)*2-x+1sol1_root=root(f1,[0])print('sol1_root:',sol1_root)print('sol1_root.x',sol1_root.x)

sol1_fsolve=fsolve(f1,[0])print('sol1_fsolve:',sol1_fsolve)print('----------------')#2、求解线性方程组{3X1+2X2=3;X1-2X2=5}

deff2(x):return np.array([3*x[0]+2*x[1]-3,x[0]-2*x[1]-5])

f2=lambda x:np.array([3*x[0]+2*x[1]-3,x[0]-2*x[1]-5])

sol2_root=root(f2,[0,0])

sol2_fsolve=fsolve(f2,[0,0])print('sol2_fsolve:',sol2_fsolve) #[2. -1.5]

a = np.array([[3,2],[1,-2]])

b= np.array([3,5])

x=np.linalg.solve(a,b)print('x:',x) #[2. -1.5]## 3、求解非线性方程组

deff3(x):return np.array([2*x[0]**2+3*x[1]-3*x[2]**3-7,

x[0]+4*x[1]**2+8*x[2]-10,

x[0]-2*x[1]**3-2*x[2]**2+1])

sol3_root=root(f3,[0,0,0])

sol3_fsolve=fsolve(f3,[0,0,0])print('sol3_fsolve:',sol3_fsolve)

Backend Qt5Aggisinteractive backend. Turning interactive mode on.

sol1_root: fjac: array([[-1.]])

fun: array([0.31514905])

message:'The iteration is not making good progress, as measured by the \n improvement from the last ten iterations.'nfev:24qtf: array([-0.31514905])

r: array([0.00451924])

status:5success: False

x: array([-1.04882813])

sol1_root.x [-1.04882813]

sol1_fsolve: [-1.04882813]

sol2_fsolve: [2. -1.5]

x: [2. -1.5]

sol3_fsolve: [1.52964909 0.973546 0.58489796]