Merge pull request #790 from ssclift/master

Expose getDifferentiationWeights to Python

Author: mkstoyanov

InterfacePython/TasmanianSG.py

@@ -1083,6 +1083,30 @@ def getInterpolationWeightsBatch(self, llfX):
             np.ctypeslib.as_ctypes(aWeights.reshape([iNumX * iNumPoints])))
         return aWeights
 
+    def getDifferentiationWeights(self, lfX):
+        '''
+        returns the differentiation weights associated with the points
+        in getPoints()
+
+        lfX: a 1-D numpy.ndarray with length iDimensions
+             the entries indicate the points for evaluating the weights
+
+        output: a 1-D numpy.ndarray of length getNumPoints()
+            the order of the weights matches the order in getPoints()
+
+        TODO: This, and the C++ call, would probably benefit from using a
+        sparse matrix data structure.
+        '''
+        iNumX = len(lfX)
+        if (iNumX != self.getNumDimensions()):
+            raise TasmanianInputError("lfX", "ERROR: len(lfX) should equal {0:1d} instead it equals {1:1d}".format(self.getNumDimensions(), iNumX))
+        iNumPoints = self.getNumPoints()
+        if (iNumPoints == 0):
+            return np.empty([0,0], np.float64)
+        aWeights = np.empty([iNumPoints * iNumX], np.float64)
+        pLibTSG.tsgGetDifferentiationWeightsStatic(self.pGrid, np.ctypeslib.as_ctypes(lfX), np.ctypeslib.as_ctypes(aWeights))
+        return aWeights.reshape([iNumPoints, iNumX])
+
     def loadNeededValues(self, llfVals):
         '''
         loads the values of the target function at the needed points

SparseGrids/TasmanianSparseGrid.h

@@ -80,6 +80,8 @@ void tsgGetQuadratureWeightsStatic(void *grid, double *weights);
 double* tsgGetQuadratureWeights(void *grid);
 void tsgGetInterpolationWeightsStatic(void *grid, const double *x, double *weights);
 double* tsgGetInterpolationWeights(void *grid, const double *x);
+void tsgGetDifferentiationWeightsStatic(void *grid, const double *x, double *weights);
+double* tsgGetDifferentiationWeights(void *grid, const double *x);
 void tsgLoadNeededPoints(void *grid, const double *vals);
 void tsgLoadNeededValues(void *grid, const double *vals);
 const double* tsgGetLoadedValues(void *grid);

SparseGrids/TasmanianSparseGridWrapC.cpp

@@ -202,13 +202,24 @@ double* tsgGetQuadratureWeights(void *grid){
     ((TasmanianSparseGrid*) grid)->getQuadratureWeights(w);
     return w;
 }
+
 void tsgGetInterpolationWeightsStatic(void *grid, const double *x, double *weights){ ((TasmanianSparseGrid*) grid)->getInterpolationWeights(x, weights); }
 double* tsgGetInterpolationWeights(void *grid, const double *x){
     double *w = (double*) malloc(((TasmanianSparseGrid*) grid)->getNumPoints() * sizeof(double));
     ((TasmanianSparseGrid*) grid)->getInterpolationWeights(x, w);
     return w;
 }
 
+void tsgGetDifferentiationWeightsStatic(void *grid, const double *x, double *weights){ ((TasmanianSparseGrid*) grid)->getDifferentiationWeights(x, weights); }
+double* tsgGetDifferentiationWeights(void *grid, const double *x){
+    double *w = (double*) malloc( ((TasmanianSparseGrid*) grid)->getNumPoints()
+                                * ((TasmanianSparseGrid*) grid)->getNumDimensions()
+                                * sizeof(double)
+                                );
+    ((TasmanianSparseGrid*) grid)->getDifferentiationWeights(x, w);
+    return w;
+}
+
 void tsgLoadNeededPoints(void *grid, const double *vals){ ((TasmanianSparseGrid*) grid)->loadNeededPoints(vals); }
 
 void tsgLoadNeededValues(void *grid, const double *vals){ ((TasmanianSparseGrid*) grid)->loadNeededValues(vals); }