[SciPy-User] Gradient of spline interpolation at a point wrt changing the knot points
Pauli Virtanen
pav at iki.fi
Fri Jun 14 17:47:05 EDT 2013
Pauli Virtanen <pav <at> iki.fi> writes:
> John Salvatier <jsalvatier <at> gmail.com> writes:
> >
> > I'm using scipy.interpolate.InterpolatedUnivariateSpline in a statistical
> application.
> > y = InterpolatedUnivariateSpline(x0,y0)(x)
> >
> > I need the derivatives of the spline evaluated at
> > a given point with respect to changing the knot values (y0).
> > That is, I need the derivative of y wrt to y0. Is there
> > a way I could compute this?
>
> You can work it out from the B-spline representation:
>
> https://github.com/pv/scipy-work/blob/spline-
> unify/scipy/interpolate/_bspline.py#L29
>
> Not that there is ready-made code for it, but it should be
> possible to write it.
Sorry, wrote it too fast. Computing the spline coefficients
is IIRC is a global process, and it is affected by knot locations,
so I doubt there is a simple formula for the derivative.
--
Pauli Virtanen
More information about the SciPy-User
mailing list