MultivariateBases
MultivariateBases.jl is a standardized API for multivariate polynomial bases based on the MultivariatePolynomials API.
MultivariateBases.maxdegree_basis
— Functionmaxdegree_basis(basis::StarAlgebras.AbstractBasis, variables, maxdegree::Int)
Return the explicit version of basis
generating all polynomials of degree up to maxdegree
with variables variables
.
MultivariateBases.explicit_basis_covering
— Functionexplicit_basis_covering(basis::StarAlgebras.AbstractBasis, target::StarAlgebras.ExplicitBasis)
Return the minimal basis of type B
that can generate all polynomials generated by the basis target
.
Examples
For example, to generate all the polynomials with nonzero coefficients for the monomials x^4
and x^2
, we need three polynomials as otherwise, we generate polynomials with nonzero constant term.
julia> using DynamicPolynomials
julia> @polyvar x
(x,)
julia> explicit_basis_covering(FullBasis{Chebyshev,typeof(x^2)}(), SubBasis{Monomial}([x^2, x^4]))
SubBasis{ChebyshevFirstKind}([1, x², x⁴])
Basis elements
MultivariateBases.Polynomial
— Typestruct Polynomial{B<:AbstractMonomialIndexed,M<:MP.AbstractMonomial}
monomial::M
function Polynomial{B}(mono::MP.AbstractMonomial) where {B}
return new{B,typeof(mono)}(mono)
end
end
Polynomial of basis FullBasis{B,M}()
at index monomial
.
MultivariateBases.SemisimpleElement
— Typestruct SemisimpleElement{P}
polynomials::Vector{P}
end
Elements of SemisimpleBasis
.
Monomial basis
MultivariateBases.Monomial
— Typestruct Monomial <: AbstractMonomialIndexed end
Monomial basis with the monomials of the vector monomials
. For instance, SubBasis{Monomial}([1, x, y, x^2, x*y, y^2])
is the monomial basis for the subspace of quadratic polynomials in the variables x
, y
.
This basis is orthogonal under a scalar product defined with the complex Gaussian measure as density. Once normalized so as to be orthonormal with this scalar product, one get ths ScaledMonomial
.
MultivariateBases.ScaledMonomial
— Typestruct ScaledMonomial <: AbstractMonomial end
Scaled monomial basis (see [Section 3.1.5, BPT12]) with the monomials of the vector monomials
. Given a monomial $x^\alpha = x_1^{\alpha_1} \cdots x_n^{\alpha_n}$ of degree $d = \sum_{i=1}^n \alpha_i$, the corresponding polynomial of the basis is
\[{d \choose \alpha}^{\frac{1}{2}} x^{\alpha} \quad \text{ where } \quad {d \choose \alpha} = \frac{d!}{\alpha_1! \alpha_2! \cdots \alpha_n!}.\]
For instance, create a polynomial with the basis $[xy^2, xy]$ creates the polynomial $\sqrt{3} a xy^2 + \sqrt{2} b xy$ where a
and b
are new JuMP decision variables. Constraining the polynomial $axy^2 + bxy$ to be zero with the scaled monomial basis constrains a/√3
and b/√2
to be zero.
This basis is orthonormal under the scalar product:
\[\langle f, g \rangle = \int_{\mathcal{C}^n} f(z) \overline{g(z)} d\nu_n\]
where $\nu_n$ is the Gaussian measure on $\mathcal{C}^n$ with the density $\pi^{-n} \exp(-\lVert z \rVert^2)$. See [Section 4; B07] for more details.
[BPT12] Blekherman, G.; Parrilo, P. A. & Thomas, R. R. Semidefinite Optimization and Convex Algebraic Geometry. Society for Industrial and Applied Mathematics (2012).
[B07] Barvinok, Alexander. Integration and optimization of multivariate polynomials by restriction onto a random subspace. Foundations of Computational Mathematics 7.2 (2007): 229-244.
Orthogonal basis
MultivariateBases.AbstractMultipleOrthogonal
— Typeabstract type AbstractMultipleOrthogonal <: AbstractMonomialIndexed end
Polynomial basis such that $\langle p_i(x), p_j(x) \rangle = 0$ if $i \neq j$ where
\[\langle p(x), q(x) \rangle = \int p(x)q(x) w(x) dx\]
where the weight is a product of weight functions $w(x) = w_1(x_1)w_2(x_2) \cdots w_n(x_n)$ in each variable. The polynomial of the basis are product of univariate polynomials: $p(x) = p_1(x_1)p_2(x_2) \cdots p_n(x_n)$. where the univariate polynomials of variable x_i
form an univariate orthogonal basis for the weight function w_i(x_i)
. Therefore, they satisfy the recurrence relation
\[d_k p_k(x_i) = (a_k x_i + b_k) p_{k-1}(x_i) + c_k p_{k-2}(x_i)\]
where reccurence_first_coef
gives a_k
, reccurence_second_coef
gives b_k
, reccurence_third_coef
gives c_k
and reccurence_deno_coef
gives d_k
.
MultivariateBases.univariate_orthogonal_basis
— Functionunivariate_orthogonal_basis(
B::Type{<:AbstractMultipleOrthogonal},
variable::MP.AbstractVariable,
degree::Integer,
)
Return the vector of univariate polynomials of the basis B
up to degree
with variable variable
.
MultivariateBases.reccurence_first_coef
— Functionreccurence_first_coef(B::Type{<:AbstractMultipleOrthogonal}, degree::Integer)
Return a_{degree}
in recurrence equation
\[d_k p_k(x_i) = (a_k x_i + b_k) p_{k-1}(x_i) + c_k p_{k-2}(x_i)\]
MultivariateBases.reccurence_second_coef
— Functionreccurence_second_coef(B::Type{<:AbstractMultipleOrthogonal}, degree::Integer)
Return b_{degree}
in recurrence equation
\[d_k p_k(x_i) = (a_k x_i + b_k) p_{k-1}(x_i) + c_k p_{k-2}(x_i)\]
MultivariateBases.reccurence_third_coef
— Functionreccurence_third_coef(B::Type{<:AbstractMultipleOrthogonal}, degree::Integer)
Return c_{degree}
in recurrence equation
\[d_k p_k(x_i) = (a_k x_i + b_k) p_{k-1}(x_i) + c_k p_{k-2}(x_i)\]
MultivariateBases.reccurence_deno_coef
— Functionreccurence_deno_coef(B::Type{<:AbstractMultipleOrthogonal}, degree::Integer)
Return d_{degree}
in recurrence equation
\[d_k p_k(x_i) = (a_k x_i + b_k) p_{k-1}(x_i) + c_k p_{k-2}(x_i)\]
MultivariateBases.ProbabilistsHermite
— Typestruct ProbabilistsHermiteBasis{P} <: AbstractHermiteBasis{P}
polynomials::Vector{P}
end
Orthogonal polynomial with respect to the univariate weight function $w(x) = \exp(-x^2/2)$ over the interval $[-\infty, \infty]$.
MultivariateBases.PhysicistsHermite
— Typestruct PhysicistsHermite{P} <: AbstractHermite{P}
polynomials::Vector{P}
end
Orthogonal polynomial with respect to the univariate weight function $w(x) = \exp(-x^2)$ over the interval $[-\infty, \infty]$.
MultivariateBases.Laguerre
— Typestruct LaguerreBasis <: AbstractMultipleOrthogonal end
Orthogonal polynomial with respect to the univariate weight function $w(x) = \exp(-x)$ over the interval $[0, \infty]$.
MultivariateBases.AbstractGegenbauer
— Typestruct AbstractGegenbauer <: AbstractMultipleOrthogonal end
Orthogonal polynomial with respect to the univariate weight function $w(x) = (1 - x^2)^{\alpha - 1/2}$ over the interval $[-1, 1]$.
MultivariateBases.Legendre
— Typestruct Legendre <: AbstractGegenbauer end
Orthogonal polynomial with respect to the univariate weight function $w(x) = 1$ over the interval $[-1, 1]$.
MultivariateBases.ChebyshevFirstKind
— Typestruct ChebyshevFirstKind <: AbstractChebyshev end
Orthogonal polynomial with respect to the univariate weight function $w(x) = \frac{1}{\sqrt{1 - x^2}}$ over the interval $[-1, 1]$.
MultivariateBases.ChebyshevSecondKind
— Typestruct ChebyshevSecondKind <: AbstractChebyshevBasis end
Orthogonal polynomial with respect to the univariate weight function $w(x) = \sqrt{1 - x^2}$ over the interval $[-1, 1]$.
MultivariateBases.Trigonometric
— Typestruct Trigonometric <: AbstractMonomialIndexed end
Univariate trigonometric basis is
a0 + a1 cos(ωt) + a2 sin(ωt) + a3 cos(2ωt) + a4 sin(2ωt)
Additional basis
MultivariateBases.FixedBasis
— Typestruct FixedBasis{B,M,T,V} <:
SA.ExplicitBasis{SA.AlgebraElement{Algebra{FullBasis{B,M},B,M},T,V},Int}
elements::Vector{SA.AlgebraElement{Algebra{FullBasis{B,M},B,M},T,V}}
end
Fixed basis with polynomials elements
.
MultivariateBases.SemisimpleBasis
— Typestruct SemisimpleBasis{T,I,B<:SA.ExplicitBasis{T,I}} <: SA.ExplicitBasis{T,I}
bases::Vector{B}
end
Semisimple basis for use with SymbolicWedderburn. Its elements are of SemisimpleElement
s.