Source code for cvxpy.atoms.affine.diff

Copyright 2013 Steven Diamond

This file is part of CVXPY.

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from cvxpy.expressions.expression import Expression

[docs]def diff(x, k=1, axis=0): """Vector of kth order differences. Takes in a vector of length n and returns a vector of length n-k of the kth order differences. diff(x) returns the vector of differences between adjacent elements in the vector, that is [x[2] - x[1], x[3] - x[2], ...] diff(x, 2) is the second-order differences vector, equivalently diff(diff(x)) diff(x, 0) returns the vector x unchanged """ x = Expression.cast_to_const(x) if (axis == 1 and x.ndim < 2) or x.ndim == 0: raise ValueError("Invalid axis given input dimensions.") elif axis == 0: x = x.T if k < 0 or k >= x.shape[axis]: raise ValueError("Must have k >= 0 and X must have < k elements along " "axis") for i in range(k): if x.ndim == 2: x = x[1:, :] - x[:-1, :] else: x = x[1:] - x[:-1] return x.T if axis == 1 else x