Descartes and Toolz

I was looking recently at the Python module toolz, a collection of convenience functions. A lot of these functions don’t do that much. They don’t save you much code, but they do make your code more readable by making it more declarative. You may not realize need them until you see them.

For example, there is a function partitionby that breaks up a sequence at the points where a given function’s value changes. I’m pretty sure that function would have improved some code I’ve written recently, making it more declarative than procedural, but I can’t remember what that was.

Although I can’t think of my previous example, I can think of a new one, and that is Descartes’ rule of signs.

Given a polynomial p(x), read the non-zero coefficients in order and keep note of how many times they change sign, either from positive to negative or vice versa. Call that number n. Then the number of positive roots of p(x) either equals n or n minus a positive even number.

For example, suppose

p(x) = 4x4 + 3.1x3x2 – 2x + 6.

The coefficients are 4, 3.1, -1, -2, and 6. The list of coefficients changes signs twice: from positive to negative, and from negative to positive. Here’s a first pass at how you might have Python split the coefficients to look sign changes.

    from toolz import partitionby

    coefficients = [4, 3.1, -1, -2, 6]
    parts = partitionby(lambda x: x > 0, coefficients)
    print([p for p in parts])

This prints

    [(4, 3.1), (-1, -2), (6,)]

The first argument to partitionby an anonymous function that tests whether its argument is positive. When this function changes value, we have a sign alteration. There are three groups of consecutive coefficients that have the same sign, so there are two times the signs change. So our polynomial either has two positive roots or no positive roots. (It turns out there are no positive roots.)

The code above isn’t quite right though, because Descartes said to only look at non-zero coefficients. If we change our anonymous function to

    lambda x: x >= 0

that will work for zeros in the middle of positive coefficients, but it will give a false positive for zeros in the middle of negative coefficients. We can fix the code with a list comprehension. The following example works correctly.

    coefficients = [4, 0, 3.1, -1, 0, -2, 6]
    nonzero = [c for c in coefficients if c != 0]
    parts = partitionby(lambda x: x > 0, nonzero)
    print([p for p in parts])

If our coefficients were in a NumPy array rather than a list, we could remove the zeros more succinctly.

    from numpy import array

    c = array(coefficients)
    parts = partitionby(lambda x: x > 0, c[c != 0])

The function partitionby returns an iterator rather than a list. That’s why we don’t just print parts above. Instead we print [p for p in parts] which makes a list. In applications, it’s often more efficient to have an iterator than a list, generating items if and when they are needed. If you don’t need all the items, you don’t have to generate them all. And even if you do need all the items, you could save memory by not keeping them all in memory at once. I’ll ignore such efficiencies here.

We don’t need the partitions per se, we just need to know how many there are. The example that escapes my mind would have been a better illustration if it needed to do more with each portion than just count it. We could count the number of sign alternations for Descartes rule as follows.

   len([p for p in parts]) - 1

Related posts

Time spent on the moon

Lunar module and lunar rover, photo via NASA

This post will illustrate two things: the amount of time astronauts have spent on the moon, and how to process dates and times in Python.

I was curious how long each Apollo mission spent on the lunar surface, so I looked up the timelines for each mission from NASA. Here’s the timeline for Apollo 11, and you can find the timelines for the other missions by making the obvious change to the URL.

Here are the data on when each Apollo lunar module touched down and when it ascended.

    data = [
        ("Apollo 11", "1969-07-20 20:17:39", "1969-07-21 17:54:00"),
        ("Apollo 12", "1969-11-19 06:54:36", "1969-11-20 14:25:47"),
        ("Apollo 14", "1971-02-05 09:18:13", "1971-02-06 18:48:42"),
        ("Apollo 15", "1971-07-30 22:16:31", "1971-08-02 17:11:23"),
        ("Apollo 16", "1972-04-21 02:23:35", "1972-04-24 01:25:47"),
        ("Apollo 17", "1972-12-11 19:54:58", "1972-12-14 22:54:37"),

Here’s a first pass at a program to parse the dates and times above and report their differences.

    from datetime import datetime, timedelta

    def str_to_datetime(string):
        return datetime.strptime(string, "%Y-%m-%d %H:%M:%S")

    def diff(str1, str2):
        return str_to_datetime(str1) - str_to_datetime(str2)

    for (mission, touchdown, liftoff) in data:
        print(f"{mission} {diff(liftoff, touchdown)}")

This works, but the formatting is unsatisfying.

    Apollo 11 21:36:21
    Apollo 12 1 day, 7:31:11
    Apollo 14 1 day, 9:30:29
    Apollo 15 2 days, 18:54:52
    Apollo 16 2 days, 23:02:12
    Apollo 17 3 days, 2:59:39

It would be easier to scan the output if it were all in hours. So we rewrite our diff function as follows.

    def diff(str1, str2):
        delta = str_to_datetime(str1) - str_to_datetime(str2)
        hours = delta.total_seconds() / 3600
        return round(hours, 2)

Now the output is easier to read.

    Apollo 11 21.61
    Apollo 12 31.52
    Apollo 14 33.51
    Apollo 15 66.91
    Apollo 16 71.04
    Apollo 17 74.99

These durations fall into three clusters, corresponding to the Apollo mission types G, H, and J. Apollo 11 was the only G-type mission. Apollo 12, 13, and 14 were H-type, intended to demonstrate a precise landing and explore the lunar surface. (Apollo 13 had to loop around the moon without landing.) The J-type missions were more extensive scientific missions. These missions included a lunar rover (“moon buggy”) to let the astronauts travel further from the landing site. There were no I-type missions; the objectives of the original I-type missions were merged into the J-type missions.

Incidentally, UNIX systems store times as seconds since 1970-01-01 00:00:00. That means the first two lunar landings were at negative times and the last four were at positive times. More on UNIX time here.

Related posts

A spring, a rubber band, and chaos

Suppose you have a mass suspended by the combination of a spring and a rubber band. A spring resists being compressed but a rubber band does not. So the rubber band resists motion as the mass moves down but not as it moves up. In [1] the authors use this situation to motivate the following differential equation:

y'' + 0.01 y' + a y^+ - b y^- = 10 + \lambda \sin \mu t


\begin{align*} y^+ =& \max\{\phantom{-}y, 0\} \\ y^- =& \max\{-y, 0\} \end{align*}

If ab then we have a linear equation, an ordinary damped, driven harmonic oscillator. But the asymmetry of the behavior of the rubber band causes a and b to be unequal, and that’s what makes the solutions interesting.

For some parameters the system exhibits essentially sinusoidal behavior, but for other parameters the behavior can become chaotic.

Here’s an example of complex behavior.

Motion of mass suspended by spring and rubber band

Here’s the Python code that produced the plot.

    from scipy import linspace, sin
    from scipy.integrate import solve_ivp
    import matplotlib.pyplot as plt

    def pos(x):
        return max(x, 0)

    def neg(x):
        return max(-x, 0)

    a, b, λ, μ = 17, 1, 15.4, 0.75

    def system(t, z):
        y, yp = z # yp = y'
        return [yp, 10 + λ*sin(μ*t) - 0.01*yp - a*pos(y) + b*neg(y)]

    t = linspace(0, 100, 300)

    sol = solve_ivp(system, [0, 100], [1, 0], t_eval=t)
    plt.plot(sol.t, sol.y[0])

In a recent post I said that I never use non-ASCII characters in programming, so in the code above I did. In particular, it was nice to use λ as a variable; you can’t use lambda as a variable name because it’s a reserved keyword in Python.

Update: Here’s a phase portrait for the same system.

phase plot

More posts on differential equations

[1] L. D. Humphreys and R. Shammas. Finding Unpredictable Behavior in a Simple Ordinary Differential Equation. The College Mathematics Journal, Vol. 31, No. 5 (Nov., 2000), pp. 338-346

More efficient way to sum a list comprehension

List comprehensions in Python let you create a list declaratively, much like the way you would describe the set in English. For example,

    [x**2 for x in range(10)]

creates a list of the squares of the numbers 0 through 9.

If you wanted the sum of these numbers, you could of course say

    sum( [x**2 for x in range(10)] )

but in this case the brackets are unnecessary. The code is easier to read and more efficient if you omit the brackets.

    sum( x**2 for x in range(10) )

With the brackets, Python constructs the list first then sums the elements. Without the brackets, you have a generator expression. Python will sum the values as they’re generated, not saving all the values in memory. This makes no difference for a short list as above, but with a large list comprehension the generator expression could be more efficient.

Area of sinc and jinc function lobes

Someone left a comment this morning on my blog post on sinc and jinc integrals regarding the area of the lobes.

It would be nice to have the values of integrals of each lobe, i.e. integrals between 0 and multiples of pi. Anyone knows of such a table?

This post will include Python code to address that question. (Update: added asymptotic approximation. See below.)

First, let me back up and explain the context. The sinc function is defined as [1]

sinc(x) = sin(x) / x

and the jinc function is defined analogously as

jinc(x) = J1(x) / x,

substituting the Bessel function J1 for the sine function. You could think of Bessel functions as analogs of sines and cosines. Bessel functions often come up when vibrations are described in polar coordinates, just as sines and cosines come up when using rectangular coordinates.

Here’s a plot of the sinc and jinc functions:

The lobes are the regions between crossings of the x-axis. For the sinc function, the lobe in the middle runs from -π to π, and for n > 0 the nth lobe runs from nπ to (n+1)π. The zeros of Bessel functions are not uniformly spaced like the zeros of the sine function, but they come up in application frequently and so it’s easy to find software to compute their locations.

First of all we’ll need some imports.

    from scipy import sin, pi
    from scipy.special import jn, jn_zeros
    from scipy.integrate import quad

The sinc and jinc functions are continuous at zero, but the computer doesn’t know that [2]. To prevent division by zero, we return the limiting value of each function for very small arguments.

    def sinc(x):
        return 1 if abs(x) < 1e-8 else sin(x)/x

    def jinc(x):
        return 0.5 if abs(x) < 1e-8 else jn(1,x)/x

You can show via Taylor series that these functions are exact to the limits of floating point precision for |x| < 10-8.

Here’s code to compute the area of the sinc lobes.

    def sinc_lobe_area(n):
        n = abs(n)
        integral, info = quad(sinc, n*pi, (n+1)*pi)
        return 2*integral if n == 0 else integral

The corresponding code for the jinc function is a little more complicated because we need to compute the zeros for the Bessel function J1. Our solution is a little clunky because we have an upper bound N on the lobe number. Ideally we’d work out an asymptotic value for the lobe area and compute zeros up to the point where the asymptotic approximation became sufficiently accurate, and switch over to the asymptotic formula for sufficiently large n.

    def jinc_lobe_area(n):
        n = abs(n)
        assert(n < N)
        integral, info = quad(jinc, jzeros[n-1], jzeros[n])
        return 2*integral if n == 0 else integral

Note that the 0th element of the array returned by jn_zeros is the first positive zero of J1; it doesn’t include the zero at the origin.

For both sinc and jinc, the even numbered lobes have positive area and the odd numbered lobes have negative area. Here’s a plot of the absolute values of the lobe areas.

Asymptotic results

We can approximate the area of the nth lobe of the sinc function by using a midpoint approximation for 1/x. It works out that the area is asymptotically equal to

 (-1)^n \frac{4}{(2n+1)\pi}

We can do a similar calculation for the area of the nth jinc lobe, starting with the asymptotic approximation for jinc given here. We find that the area of the nth lobe of the jinc function is asymptotically equal to

\frac{(-1)^n}{\pi^2} \left( \frac{8}{4n+3} \right )^{3/2}

To get an idea of the accuracy of the asymptotic approximations, here are the results for n=100.

    sinc area:      0.00633455
    asymptotic:     0.00633452
    absolute error: 2.97e-8
    relative error: 4.69e-6

    jinc area:      0.000283391
    asymptotic:     0.000283385
    absolute error: 5.66e-9
    relative error: 2.00e-5

More signal processing posts

[1] Some authors define sinc(x) as sin(πx)/πx. Both definitions are common.

[2] Scipy has a sinc function in scipy.special, defined as sin(πx)/πx, but it doesn’t have a jinc function.

Minimizing context switching between shell and Python

Sometimes you’re in the flow using the command line and you’d like to briefly switch over to Python without too much interruption. Or it could be the other way around: you’re in the Python REPL and need to issue a quick shell command.

One solution would be to run your shell and Python session in different terminals, but let’s assume that for whatever reason you’re working in just one terminal. For example, maybe you want the output of a shell command to be visually close when you run Python, or vice versa.

Calling Python from shell

You can run a Python one-liner from the shell by calling Python with the -c option. For example,

    $ python -c "print(3*7)"

I hardly ever do this because I want to run more than a one-liner. What I find more useful is to launch Python with the -q option to suppress all the start-up verbiage and simply bring up a prompt.

    $ python -q

More on this in my post on quiet modes.

Calling shell from Python

If you run Python with the ipython command rather than the default python you get much better shell integration. IPython let’s you type a shell command at any point simply by preceding it with a !. For example, the following command tells us this is the 364th day of the year.

    In [1]: ! date +%j

You can run some of the most common shell commands, such as cd and ls without even a bang prefix. These are “magic” commands that do what you’d expect if you forgot for a moment that you’re in a Python REPL rather than a command shell.

    In [2]: cd ..
    Out[2]: '/mnt/c/Users'

IPython also supports other forms of shell integration such as capturing the output of a shell command as a Python variable, or using a Python variable as an argument to a shell command.

More on context switching and shells

Calculating the period of Van der Pol oscillators

A few days ago I wrote about how to solve differential equations with SciPy’s ivp_solve function using Van der Pol’s equation as the example. Van der Pol’s equation is

{d^2x \over dt^2}-\mu(1-x^2){dx \over dt}+x= 0

The parameter μ controls the amount of nonlinear damping. For any initial condition, the solution approach a periodic solution. The limiting periodic function does not depend on the initial condition [1] but does depend on μ. Here are the plots for μ  = 0, 1, and 2 from the previous post.

Van der Pol oscillator solutions as a function of time

A couple questions come to mind. First, how quickly do the solutions become periodic? Second, how does the period depend on μ? To address these questions, we’ll use an optional argument to ivp_solve we didn’t need in the earlier post.

Using events in ivp_solve

For ivp_solve an event is a function of the time t and the solution y whose roots the solver will report. To determine the period, we’ll look at where the solution is zero; our event function is trivial since we want to find the roots of the solution itself.

Recall from the earlier post that we cast our second order ODE as a pair of first order ODEs, and so our solution is a vector, the function x and its derivative. So to find roots of the solution, we look at what the solver sees as the first component of the solver. So here’s our event function:

    def root(t, y): return y[0]

Let’s set μ = 2 and find the zeros of the solution over the interval [0, 40], starting from the initial condition x(0) = 1, x‘(0) = 0.

    mu = 2
    sol = solve_ivp(vdp, [0, 40], [1, 0], events=root)
    zeros = sol.t_events[0]

Here we reuse the vdp function from the previous post about the Van der Pol oscillator.

To estimate the period of the limit cycle we look at the spacing between zeros, and how that spacing is changing.

    spacing = zeros[1:] - zeros[:-1]
    deltas = spacing[1:] - spacing[:-1]

If we plot the deltas we see that the zero spacings quickly approach a constant value. Zero crossings are half periods, so the period of the limit cycle is twice the limiting spacing between zeros.

Van der pol period deltas

Theoretical results

If μ = 0 the Van der Pol oscillator reduces to a simple harmonic oscillator and the period is 2π. As μ increases, the period increases.

For relatively small μ we can calculate the period as above, but as μ increases this becomes more difficult numerically [2]. But one can easily show that the period is asymptotically

T ~ (3 – 2 log 2) μ

as μ goes to infinity. A more refined estimate due to Mary Cartwright is

T ~ (3 – 2 log 2) μ + 2π/μ1/3

for large μ.

More VdP posts

[1] There is a trivial solution, x = 0, corresponding to the initial conditions x(0) = x‘(0) = 0. Otherwise, every set of initial conditions leads to a solution that converges to the periodic attractor.

[2] To see why large values of μ are a problem numerically, here’s a plot of a solution for μ = 100.

Solution to Van der Pol for large damping parameter mu

The solution is differentiable everywhere, but the derivative changes so abruptly at the maxima and minima that it is discontinuous for practical purposes.

Solving Van der Pol equation with ivp_solve

Van der Pol’s differential equation is

{d^2x \over dt^2}-\mu(1-x^2){dx \over dt}+x= 0

The equation describes a system with nonlinear damping, the degree of nonlinearity given by μ. If μ = 0 the system is linear and undamped, but as μ increases the strength of the nonlinearity increases. We will plot the phase portrait for the solution to Van der Pol’s equation in Python using SciPy’s new ODE solver ivp_solve.

The function ivp_solve does not solve second-order systems of equations directly. It solves systems of first-order equations, but a second-order differential equation can be recast as a pair of first-order equations by introducing the first derivative as a new variable.

\begin{align*} {dx \over dt} &= y \\ {dy \over dt}&= \mu(1-x^2)y -x \\ \end{align*}

Since y is the derivative of x, the phase portrait is just the plot of (x, y).

Phase portait of Van der Pol oscillator

If μ = 0, we have a simple harmonic oscillator and the phase portrait is simply a circle. For larger values of μ the solutions enter limiting cycles, but the cycles are more complicated than just circles. These limiting cycles are periodic attractors: every non-trivial solution converges to the limit cycle.

Here’s the Python code that made the plot.

from scipy import linspace
from scipy.integrate import solve_ivp
import matplotlib.pyplot as plt

def vdp(t, z):
    x, y = z
    return [y, mu*(1 - x**2)*y - x]

a, b = 0, 10

mus = [0, 1, 2]
styles = ["-", "--", ":"]
t = linspace(a, b, 500)

for mu, style in zip(mus, styles):
    sol = solve_ivp(vdp, [a, b], [1, 0], t_eval=t)
    plt.plot(sol.y[0], sol.y[1], style)
# make a little extra horizontal room for legend
plt.legend([f"$\mu={m}$" for m in mus])

To plot the solutions as a function of time, rather than plotting phase portraits, change the line

    plt.plot(sol.y[0], sol.y[1], style)


    plt.plot(sol.t, sol.y[0], style)

and comment out the line setting xlim This gives the following plot.

Van der Pol oscillator solutions as a function of time

More dynamical system posts

Data Science and Star Science

I recently got a review copy of Statistics, Data Mining, and Machine Learning in Astronomy. I’m sure the book is especially useful to astronomers, but those of us who are not astronomers could use it as a survey of data analysis techniques, especially using Python tools, where all the examples happen to come from astronomy. It covers a lot of ground and is pleasant to read.

Generating Python code from SymPy

Yesterday I wrote about Householder’s higher-order generalizations of Newton’s root finding method. For n at least 2, define

H_n(x) = x + (n-1) \frac{\left( \frac{1}{f(x)}\right)^{(n-2)}}{\left( \frac{1}{f(x)}\right)^{(n-1)}}

and iterate Hn to find a root of f(x). When n = 2, this is Newton’s method. In yesterday’s post I used Mathematica to find expressions for H3 and H4, then used Mathematica’s FortranForm[] function to export Python code. (Mathematica doesn’t have a function to export Python code per se, but the Fortran syntax was identical in this case.)

Aaron Muerer pointed out that it would have been easier to generate the Python code in Python using SymPy to do the calculus and labdify() to generate the code. I hadn’t heard of lambdify before, so I tried out his suggestion. The resulting code is nice and compact.

    from sympy import diff, symbols, lambdify

    def f(x, a, b):
        return x**5 + a*x + b

    def H(x, a, b, n):
        x_, a_, b_ = x, a, b
        x, a, b = symbols('x a b')
        expr = diff(1/f(x,a,b), x, n-2) / \
               diff(1/f(x,a,b), x, n-1)
        g = lambdify([x,a,b], expr)
        return x_ + (n-1)*g(x_, a_, b_)

This implements all the Hn at once. The previous post implemented three of the Hn separately.

The first couple lines of H require a little explanation. I wanted to use the same names for the numbers that the function H takes and the symbols that SymPy operated on, so I saved the numbers to local variables.

This code is fine for a demo, but in production you’d want to generate the function g once (for each n) and save the result rather than generating it on every call to H.