三次样条曲线存储器错误

时间:2014-01-29 15:37:48

标签: python numpy scipy interpolation

在具有4GB内存的计算机上,这种简单的插值会导致内存错误:

(基于:http://docs.scipy.org/doc/scipy/reference/tutorial/interpolate.html

import numpy as np
from scipy.interpolate import interp1d

x = np.linspace(0, 10, 80000)
y = np.cos(-x**2/8.0)
f2 = interp1d(x, y, kind='cubic')

我考虑过将数据切割成块,但有没有办法可以在不需要太多内存的情况下执行这种三次样条插值? 为什么它甚至遇到麻烦?

1 个答案:

答案 0 :(得分:12)

如果您在发生错误时查看回溯,您会看到如下内容:

---------------------------------------------------------------------------
MemoryError                               Traceback (most recent call last)
<ipython-input-4-1e538e8d766e> in <module>()
----> 1 f2 = interp1d(x, y, kind='cubic')

/home/warren/local_scipy/lib/python2.7/site-packages/scipy/interpolate/interpolate.py in __init__(self, x, y, kind, axis, copy, bounds_error, fill_value)
    390         else:
    391             minval = order + 1
--> 392             self._spline = splmake(x, y, order=order)
    393             self._call = self.__class__._call_spline
    394 

/home/warren/local_scipy/lib/python2.7/site-packages/scipy/interpolate/interpolate.py in splmake(xk, yk, order, kind, conds)
   1754 
   1755     # the constraint matrix
-> 1756     B = _fitpack._bsplmat(order, xk)
   1757     coefs = func(xk, yk, order, conds, B)
   1758     return xk, coefs, order

MemoryError: 

失败的功能是scipy.interpolate._fitpack._bsplmat(order, xk)。此函数创建一个具有形状(len(xk), len(xk) + order - 1)的二维64位浮点数组。在你的情况下,这超过51GB。

而不是interp1d,看看InterpolatedUnivariateSpline是否适合您。例如,

import numpy as np
from scipy.interpolate import InterpolatedUnivariateSpline

x = np.linspace(0, 10, 80000)
y = np.cos(-x**2/8.0)
f2 = InterpolatedUnivariateSpline(x, y, k=3)

我没有收到内存错误。