# SciPy¶

The SciPy library is one of the core packages that make up the SciPy stack. It provides many user-friendly and efficient numerical routines such as routines for numerical integration and optimization.

Library documentation: http://www.scipy.org/scipylib/index.html

In [1]:
# needed to display the graphs
%matplotlib inline
from pylab import *

In [2]:
from numpy import *

In [3]:
# integration
val, abserr = quad(lambda x: exp(-x ** 2),  Inf, Inf)
val, abserr

Out[3]:
(0.0, 0.0)
In [4]:
from scipy.integrate import odeint, ode

In [5]:
# differential equation
def dy(y, t, zeta, w0):
x, p = y[0], y[1]

dx = p
dp = -2 * zeta * w0 * p - w0**2 * x

return [dx, dp]

# initial state
y0 = [1.0, 0.0]

# time coodinate to solve the ODE for
t = linspace(0, 10, 1000)
w0 = 2*pi*1.0

# solve the ODE problem for three different values of the damping ratio
y1 = odeint(dy, y0, t, args=(0.0, w0)) # undamped
y2 = odeint(dy, y0, t, args=(0.2, w0)) # under damped
y3 = odeint(dy, y0, t, args=(1.0, w0)) # critial damping
y4 = odeint(dy, y0, t, args=(5.0, w0)) # over damped

fig, ax = subplots()
ax.plot(t, y1[:,0], 'k', label="undamped", linewidth=0.25)
ax.plot(t, y2[:,0], 'r', label="under damped")
ax.plot(t, y3[:,0], 'b', label=r"critical damping")
ax.plot(t, y4[:,0], 'g', label="over damped")
ax.legend();

In [6]:
from scipy.fftpack import *

In [7]:
# fourier transform
N = len(t)
dt = t[1]-t[0]

# calculate the fast fourier transform
# y2 is the solution to the under-damped oscillator from the previous section
F = fft(y2[:,0])

# calculate the frequencies for the components in F
w = fftfreq(N, dt)

fig, ax = subplots(figsize=(9,3))
ax.plot(w, abs(F));


### Linear Algebra¶

In [8]:
A = array([[1,2,3], [4,5,6], [7,8,9]])
b = array([1,2,3])

In [9]:
# solve a system of linear equations
x = solve(A, b)
x

Out[9]:
array([-0.33333333,  0.66666667,  0.        ])
In [10]:
# eigenvalues and eigenvectors
A = rand(3,3)
B = rand(3,3)

evals, evecs = eig(A)

evals

Out[10]:
array([ 1.34211023,  0.22314378, -0.11368553])
In [11]:
evecs

Out[11]:
array([[-0.24560175, -0.93054452,  0.46758953],
[-0.84521949, -0.00332278, -0.56599975],
[-0.4746407 ,  0.36616371,  0.67897299]])
In [12]:
svd(A)

Out[12]:
(array([[-0.23411483,  0.96016594,  0.15255034],
[-0.84815445, -0.12501447, -0.51478677],
[-0.47520972, -0.24990547,  0.84363676]]),
array([ 1.3457633 ,  0.23442523,  0.1079208 ]),
array([[-0.21657397, -0.81553512, -0.53665463],
[ 0.7658064 ,  0.19902251, -0.61149865],
[-0.60550497,  0.54340824, -0.58143892]]))

### Optimization¶

In [13]:
from scipy import optimize

In [14]:
def f(x):
return 4*x**3 + (x-2)**2 + x**4

fig, ax  = subplots()
x = linspace(-5, 3, 100)
ax.plot(x, f(x));

In [15]:
x_min = optimize.fmin_bfgs(f, -0.5)
x_min

Optimization terminated successfully.
Current function value: 2.804988
Iterations: 4
Function evaluations: 24

Out[15]:
array([ 0.46961745])

### Statistics¶

In [16]:
from scipy import stats

In [17]:
# create a (continous) random variable with normal distribution
Y = stats.norm()

x = linspace(-5,5,100)

fig, axes = subplots(3,1, sharex=True)

# plot the probability distribution function (PDF)
axes[0].plot(x, Y.pdf(x))

# plot the commulative distributin function (CDF)
axes[1].plot(x, Y.cdf(x));

# plot histogram of 1000 random realizations of the stochastic variable Y
axes[2].hist(Y.rvs(size=1000), bins=50);

In [18]:
Y.mean(), Y.std(), Y.var()

Out[18]:
(0.0, 1.0, 1.0)
In [19]:
# t-test example
t_statistic, p_value = stats.ttest_ind(Y.rvs(size=1000), Y.rvs(size=1000))
t_statistic, p_value

Out[19]:
(-1.193733722708372, 0.23272385793970249)