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RBF Interpolation using Pyhton

Experiment Findings · November 2022

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Hamaidi Mohammed
Faculté des Sciences et Techniques de Tanger
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# 2D Interpolation using RBFs

import numpy as np
import time
import random
import matplotlib.pyplot as plt

RBF = lambda rx, ry, ep : np.sqrt( 1 + ep**2*(rx**2 + ry**2)) #MQ-RBF

exact = lambda x, y : np.sin(np.pi*(x + y)) * np.exp(x + y)

NX = NY = 19
N = (NX+2)*(NY+2) # Number of nodes N = (NX+2)*(NY+2)
ep = 1 # Paramter Shape

ax, bx = 0, 1
ay, by = 0, 1

print('----- Creating vectors x & y -----')

k=0
tt=time.time()
x=np.zeros([N])
y=np.zeros([N])
for i in range(NX+2):
for j in range(NY+2):
x[k]=(bx-ax)*i/(NX+1) + ax
y[k]=(by-ay)*j/(NY+1) + ay
k+=1
print('Using for loop: ',time.time()-tt,'seconds')

tt=time.time()
x = np.array([(bx-ax)*i/(NX+1) + ax for i in range(NX+2) for j in range(NY+2)])
y = np.array([(by-ay)*j/(NY+1) + ay for i in range(NX+2) for j in range(NY+2)])
print('Using comprehensible lists:',time.time()-tt,'seconds')

tt=time.time()
xx = np.linspace(ax,bx,NX+2)
x = (xx*np.ones([NX+2,NY+2])).T.reshape(N)
yy = np.linspace(ay,by,NX+2)
y = (yy*np.ones([NX+2,NY+2])).reshape(N)
print('Using linspace & vectors: ',time.time()-tt,'seconds')

B = exact(x,y)
print('----- Distance Matrix -----')
tt=time.time()
rx = np.abs([[x[i]-x[j] for j in range(N)] for i in range(N)])
ry = np.abs([[y[i]-y[j] for j in range(N)] for i in range(N)])
print('Using comprehensible lists: ',time.time()-tt,'seconds')

tt=time.time()
rx = np.abs([x-x[j] for j in range(N)])
ry = np.abs([y-y[j] for j in range(N)])
print('Using reduced comprehensible lists:',time.time()-tt,'seconds')

tt=time.time()
o = np.ones([N,1])
rx = np.abs(x*o-(x*o).T)
ry = np.abs(y*o-(y*o).T)
print('Using vectorial multiplications: ',time.time()-tt,'seconds')

print('----- Determining coefficients -----')

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tt = time.time()
P = RBF(rx, ry, ep)
A = np.linalg.solve(P, B)
print('Time for linear solver:',time.time()-tt,'seconds')
tt = time.time()
P = RBF(rx, ry, ep)
A = np.linalg.pinv(P).dot(B)
print('Time using pinv :',time.time()-tt,'seconds')
U_num = RBF(rx, ry, ep).dot(A)
print('-------- Errors --------------')
print('RMSE =', '%5.2e'%np.linalg.norm(B - U_num,2)) # RMS error
print('MAE =', '%5.2e'%np.max(abs(B - U_num))) # max erreor

# Test
print('----------Test----------')
NT = N//2 # Number of test nodes
x_test = np.array([(bx-ax)*random.random() + ax for i in range(NT)])
y_test = np.array([(by-ay)*random.random() + ay for i in range(NT)])
U_Exact = exact(x_test, y_test)

print('----- Distance Matrix for the test-----')

tt=time.time()
rx = np.abs([[x_test[i]-x[j] for j in range(N)] for i in range(NT)])
ry = np.abs([[y_test[i]-y[j] for j in range(N)] for i in range(NT)])
print('Using comprehensible lists: Test',time.time()-tt,'seconds')
tt=time.time()
rx = np.abs([x_test-x[j] for j in range(N)]).T
ry = np.abs([y_test-y[j] for j in range(N)]).T
print('Using comprehensible lists: Reduced',time.time()-tt,'seconds')

U_num = RBF(rx, ry, ep).dot(A)

print('-------- Errors --------------')
print('RMSE =', '%5.2e'%np.linalg.norm(U_Exact-U_num,2)) # RMS error
print('MAE =', '%5.2e'%np.max(abs(U_Exact - U_num))) # max erreor

plt.plot(x, y,'r*')
plt.plot(x_test, y_test,'+')
plt.show()