Source code for cvxpy.atoms.affine.diff

"""
Copyright 2013 Steven Diamond

This file is part of CVXPY.

CVXPY is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

CVXPY is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU General Public License for more details.

You should have received a copy of the GNU General Public License
along with CVXPY.  If not, see <http://www.gnu.org/licenses/>.
"""

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