Reputation: 191
I am using quad from scipy.integrate to get an integral in a limited range from an object. suppose the target object is in the blow:
∫expm(A*X).expm(B*X)dx
which both A and B are numpy matrix.
To solve this I have used blow code:
from scipy.integrate import quad
from scipy.linalg import expm
import numpy as np
def integrand(X, A, B):
return np.dot(expm(A*X),expm(B*X))
A = np.array([[1, 2], [3, 4]])
B = np.array([[1, 2], [3, 4]])
I= quad(integrand, 0, 1, args=(A,B))
But for the result I get this error:
TypeError: only length-1 arrays can be converted to Python scalars
I know that The error "only length-1 arrays can be converted to Python scalars" is raised when the function expects a single value but you pass an array instead. but my problem is based on array. so how can I fix it.
Upvotes: 0
Views: 462
Reputation: 58721
quadpy does vectorized computation. The fact that expm
only works on square matrices (and not on lists of square matrices) requires a bit of juggling with the matrix shapes, though.
from quadpy import quad
import numpy as np
from scipy.linalg import expm
A = np.array([[1, 2], [3, 4]])
B = np.array([[1, 2], [3, 4]])
def integrand(X):
expAX = np.array([expm(A * x) for x in X])
expAX = np.moveaxis(expAX, 0, -1)
#
expBX = np.array([expm(B * x) for x in X])
expBX = np.moveaxis(expBX, 0, -1)
return np.einsum("ij...,jk...->ik...", expAX, expBX)
val, err = quad(integrand, 0, 1)
print(val)
[[1031.61668602 1502.47836021]
[2253.71754031 3285.33422633]]
Upvotes: 0
Reputation: 4343
As pointed in the comments, quad
expects a scalar function. You can always pass the function to a scalar by adding the index as an output:
def integrand(X, A, B, ix=None):
""" pass ix=None to return the matrix, ix = 0,1,2,3 to return an element"""
output = np.dot(expm(A*X),expm(B*X))
if ix is None:
return output
i, j = ix//2, ix%2
return output[i,j]
I= np.array([quad(integrand, 0, 1, args=(A,B, i))[0]
for i in range(4)]).reshape(2,2)
I
>>array([[1031.61668602, 1502.47836021],
[2253.71754031, 3285.33422634]])
Note that this is very inefficient since you are calculating the integral 4 times, as long as this doesn't bother you.
Alternatively, use trapz
:
x_i = np.linspace(0,1,60)
np.trapz([integrand(x, A, B) for x in x_i], x=x_i, axis=0)
>>array([[1034.46472361, 1506.62915374],
[2259.94373062, 3294.40845422]])
Upvotes: 1