/usr/share/pyshared/brian/experimental/integrodiff.py is in python-brian 1.3.1-1build1.
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Conversion from integral form to differential form.
See BEP-5.
TODO:
* maximum rank
* better function name
* discrete time version
* rescale X0 to avoid numerical problems
* automatic determination of T?
'''
import re
import inspect
from brian.units import *
from brian.stdunits import *
from brian.inspection import get_identifiers
from brian.utils.autodiff import *
from brian.equations import *
from scipy import linalg
def integral2differential(expr, T=20 * ms, level=0, N=20, suffix=None, matrix_output=False):
'''
Example:
eqs,w=integral2differential('g(t)=t*exp(-t/tau)')
M,nvar,w=integral2differential('g(t)=t*exp(-t/tau)',matrix_output=True)
Returns an Equations object corresponding to the time-invariant linear system specified
by the impulse response g(t), and the value w to generate the impulse response:
g_in->g_in+w.
If matrix_output is True, returns the matrix of the corresponding differential system, the
index nvar of the variable and the initial condition w=x_nvar(0).
T is the interval over which the function is calculated.
N is the number of points chosen in that interval.
level is the frame level where the expression is defined.
suffix is a string added to internal variable names (default: unique string).
'''
# Expression matching
varname, time, RHS = re.search('\s*(\w+)\s*\(\s*(\w+)\s*\)\s*=\s*(.+)\s*', expr).groups()
# Build the namespace
frame = inspect.stack()[level + 1][0]
global_namespace, local_namespace = frame.f_globals, frame.f_locals
# Find external objects
vars = list(get_identifiers(RHS))
namespace = {}
for var in vars:
if var == time: # time variable
pass
elif var in local_namespace: #local
namespace[var] = local_namespace[var]
elif var in global_namespace: #global
namespace[var] = global_namespace[var]
elif var in globals(): # typically units
namespace[var] = globals()[var]
# Convert to a function
f = eval('lambda ' + time + ':' + RHS, namespace)
# Unit
unit = get_unit(f(rand()*second)).name
# Pick N points
t = rand(N) * T
# Calculate derivatives and find rank
n = 0
rank = 0
M = f(t).reshape(N, 1)
while rank == n:
n += 1
dfn = differentiate(f, t, order=n).reshape(N, 1)
x, _, rank, _ = linalg.lstsq(M, dfn)
if rank == n:
M = hstack([M, dfn])
oldx = x
# oldx expresses dfn as a function of df0,..,dfn-1 (n=rank)
# Find initial condition
X0 = array([differentiate(f, 0 * ms, order=n) for n in range(rank)])
# Rescaling DOES NOT WORK
#R=ones(rank)
#for i in range(rank):
# if X0[i]!=0.:
# R[i]=1./X0[i]
# else:
# R[i]=1.
#R=diag(R)
#X0=dot(R,X0)
#oldx=dot(R,oldx)
# Build A
A = diag(ones(rank - 1), 1)
A[-1, :] = oldx.reshape(1, rank)
# Find Q=P^{-1}
Q = eye(rank)
if X0[0] == 0.: # continuous g, spikes act on last variable: x->x+1
Q[:, -1] = X0
nvar = rank - 1
w = 1.
# Exact inversion
P = eye(rank)
P[:-1, -1] = -X0[:-1] / X0[-1] # Has to be !=0 !!
P[-1, -1] = 1. / X0[-1]
else: # discontinuous g, spikes act on first variable: x->x+g(0)
Q[:, 0] = X0
nvar = 0
w = X0[0]
P = linalg.inv(Q)
M = dot(dot(P, A), Q)
#M=dot(linalg.inv(R),dot(M,R))
# Turn into string
# Set variable names
if rank < 5:
names = [varname] + ['x', 'y', 'z'][:rank - 1]
else:
names = [varname] + ['x' + str(i) for i in range(rank - 1)]
# Add suffix
if suffix is None:
suffix = unique_id()
names[1:] = [name + suffix for name in names[1:]]
# Build string
eqs = []
for i in range(rank):
eqs.append('d' + names[i] + '/dt=' + '+'.join([str(x) + '*' + name for x, name in zip(M[i, :], names) if x != 0.]) +
' : ' + str(unit))
eqs.append(varname + '_in=' + names[nvar]) # alias
eq_string = '\n'.join(eqs).replace('+-', '-')
if matrix_output:
return M, nvar, w
else:
return Equations(eq_string), w
if __name__ == '__main__':
from brian import *
from scipy import linalg
tau = 10 * ms
tau2 = 5 * ms
freq = 350 * Hz
# The gammatone example does not seem to work for higher orders
# probably a numerical problem; use a rescaling matrix for X0?
f = lambda t:(t / tau) ** 1 * exp(-t / tau) * cos(2 * pi * freq * t)
A, nvar, w = integral2differential('g(t)=(t/tau)**1*exp(-t/tau)*cos(2*pi*freq*t)', suffix='',
matrix_output=True)
eq, w = integral2differential('g(t)=(t/tau)**1*exp(-t/tau)*cos(2*pi*freq*t)', suffix='',
matrix_output=False)
print eq
#f=lambda t:exp(-t/tau)-exp(-t/tau2)*cos(2*pi*t/tau)
#A,nvar,w=integral2differential('g(t)=exp(-t/tau)-exp(-t/tau2)*cos(2*pi*t/tau)',
# matrix_output=True)
print A, nvar, w
for t in range(10):
t = t * 1 * ms
print linalg.expm(A * t)[0, nvar] * w, f(t)
#t=arange(50)*.5*ms
#plot(t,f(t))
#show()
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