numpy/scipy: calculate definite integral of sampled data

Manuel Graune manuel.graune at koeln.de
Tue Aug 9 12:59:09 EDT 2011


Hi everyone,

to calculate the definite integral of a function or an array of sampled
data scipy provides (among others) the quad and trapz functions.
So it is possible to compute e. g. the definite integral of cos(t) over
some range by doing

definite_integral= scipy.integrate.quad(cos,lower_limit,upper_limit) 

or

definite_integral= scipy.integrate.trapz(some_array).

Now, if I want to plot cos(t) and  the integral of cos(t) from 0 to t in
a graph, the necessary array can be calculated by:

@numpy.vectorize
def intfunc(fnc,upper_limit):
    return scipy.integrate.quad(fnc,0.0,upper_limit)

definite_inegral= intfunc(cos,t)

which seems (whithout knowing the actual code) a bit wasteful and slow
but is relatively concise.

Now for my question: scipy provides e. g. the trapz-function to
calculate definite integral of a complete array of sampled data.
However, I have no idea how to get achieve the same as above for
sampled data (apart from manually iterating in a for-loop). Is there
a function somewhere which delivers an array of the definite integrals
for each of the data-points in an array? 


Regards,

Manuel


-- 
A hundred men did the rational thing. The sum of those rational choices was
called panic. Neal Stephenson -- System of the world
http://www.graune.org/GnuPG_pubkey.asc
Key fingerprint = 1E44 9CBD DEE4 9E07 5E0A  5828 5476 7E92 2DB4 3C99



More information about the Python-list mailing list