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Exponential_Integral_Python.py
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Exponential_Integral_Python.py
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# coding: utf-8
# # Table of Contents
# <p><div class="lev1 toc-item"><a href="#Python-implementation-of-the-Exponential-Integral-function" data-toc-modified-id="Python-implementation-of-the-Exponential-Integral-function-1"><span class="toc-item-num">1 </span>Python implementation of <a href="https://en.wikipedia.org/wiki/Exponential_integral" target="_blank">the Exponential Integral</a> function</a></div><div class="lev2 toc-item"><a href="#Two-implementations" data-toc-modified-id="Two-implementations-11"><span class="toc-item-num">1.1 </span>Two implementations</a></div><div class="lev2 toc-item"><a href="#Checking-the-two-versions" data-toc-modified-id="Checking-the-two-versions-12"><span class="toc-item-num">1.2 </span>Checking the two versions</a></div><div class="lev2 toc-item"><a href="#Comparison-with-scipy.special.expi" data-toc-modified-id="Comparison-with-scipy.special.expi-13"><span class="toc-item-num">1.3 </span>Comparison with <a href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.expi.html#scipy.special.expi" target="_blank"><code>scipy.special.expi</code></a></a></div><div class="lev2 toc-item"><a href="#Special-values" data-toc-modified-id="Special-values-14"><span class="toc-item-num">1.4 </span>Special values</a></div><div class="lev2 toc-item"><a href="#Limits" data-toc-modified-id="Limits-15"><span class="toc-item-num">1.5 </span>Limits</a></div><div class="lev2 toc-item"><a href="#Plots" data-toc-modified-id="Plots-16"><span class="toc-item-num">1.6 </span>Plots</a></div><div class="lev3 toc-item"><a href="#Checking-some-inequalities" data-toc-modified-id="Checking-some-inequalities-161"><span class="toc-item-num">1.6.1 </span>Checking some inequalities</a></div><div class="lev2 toc-item"><a href="#Other-plots" data-toc-modified-id="Other-plots-17"><span class="toc-item-num">1.7 </span>Other plots</a></div><div class="lev2 toc-item"><a href="#Conclusion" data-toc-modified-id="Conclusion-18"><span class="toc-item-num">1.8 </span>Conclusion</a></div>
# # Python implementation of [the Exponential Integral](https://en.wikipedia.org/wiki/Exponential_integral) function
#
# This small notebook is a [Python 3](https://www.python.org/) implementation of the Exponential Integral function, $Ei(x)$, defined like this:
#
# $$ \forall x\in\mathbb{R}\setminus\{0\},\;\; \mathrm{Ei}(x) := \int_{-\infty}^x \frac{\mathrm{e}^u}{u} \; \mathrm{d}u. $$
# In[25]:
import numpy as np
import matplotlib.pyplot as plt
# In[26]:
import seaborn as sns
sns.set(context="notebook", style="darkgrid", palette="hls", font="sans-serif", font_scale=1.4)
# In[27]:
import matplotlib as mpl
mpl.rcParams['figure.figsize'] = (19.80, 10.80)
# ## Two implementations
# As one can show mathematically, there is another equivalent definition (the one used on Wikipedia):
#
# $$ \forall x\in\mathbb{R}\setminus\{0\},\;\; \mathrm{Ei}(x) := - \int_{-x}^{\infty} \frac{\mathrm{e}^{-t}}{t} \; \mathrm{d}t. $$
#
# Numerically, we will avoid the issue in $0$ by integrating up-to $-\varepsilon$ instead of $0^-$ and from $\varepsilon$ instead of $0^+$, for a some small $\varepsilon$ (*e.g.*, $\varepsilon=10^{-7}$), and from $-M$ for a large value $M\in\mathbb{R}$ (*e.g.*, $M=10000$), instead of $-\infty$.
#
# We use the [`scipy.integrate.quad`](https://docs.scipy.org/doc/scipy/reference/generated/scipy.integrate.quad.html) function.
# In[28]:
from scipy.integrate import quad # need only 1 function
# First definition is the simplest:
# In[29]:
@np.vectorize
def Ei(x, minfloat=1e-7, maxfloat=10000):
"""Ei integral function."""
minfloat = min(np.abs(x), minfloat)
maxfloat = max(np.abs(x), maxfloat)
def f(t):
return np.exp(t) / t
if x > 0:
return (quad(f, -maxfloat, -minfloat)[0] + quad(f, minfloat, x)[0])
else:
return quad(f, -maxfloat, x)[0]
# The other definition is very similar:
# In[30]:
@np.vectorize
def Ei_2(x, minfloat=1e-7, maxfloat=10000):
"""Ei integral function."""
minfloat = min(np.abs(x), minfloat)
maxfloat = max(np.abs(x), maxfloat)
def f(t):
return np.exp(-t) / t
if x > 0:
return -1.0 * (quad(f, -x, -minfloat)[0] + quad(f, minfloat, maxfloat)[0])
else:
return -1.0 * quad(f, -x, maxfloat)[0]
# ## Checking the two versions
# We can quickly check that the two are equal:
# In[31]:
from numpy.linalg import norm
# In[32]:
X = np.linspace(-1, 1, 1000) # 1000 points
Y = Ei(X)
Y_2 = Ei_2(X)
# In[33]:
assert np.allclose(Y, Y_2)
print(f"Two versions of Ei(x) are indeed equal for {len(X)} values.")
# We can compare which is fastest to evaluate:
# In[34]:
get_ipython().run_line_magic('timeit', 'Y = Ei(X)')
get_ipython().run_line_magic('timeit', 'Y_2 = Ei_2(X)')
# They both take about the same time, but the second implementation seems (slightly) faster.
# ## Comparison with [`scipy.special.expi`](https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.expi.html#scipy.special.expi)
#
# The $\mathrm{Ei}$ function is also implemented as [`scipy.special.expi`](https://docs.scipy.org/doc/scipy/reference/generated/scipy.special.expi.html#scipy.special.expi):
# In[35]:
from scipy.special import expi
# In[36]:
Y_3 = expi(X)
# In[37]:
np.allclose(Y, Y_3)
# The difference is not too large:
# In[38]:
np.max(np.abs(Y - Y_3))
# In[39]:
assert np.allclose(Y, Y_3, rtol=1e-6, atol=1e-6)
print(f"Our version of Ei(x) is the same as the one in scipy.special.expi ({len(X)} values).")
# ## Special values
# We can compute some special values, like $\mathrm{Ei}(1)$ and solving (numerically) $\mathrm{Ei}(x)=0$.
# In[40]:
Ei(1)
# In[41]:
from scipy.optimize import root
# In[42]:
res = root(Ei, x0=1)
res
# In[43]:
print(f"The approximate solution to Ei(x)=0 is x0 = {res.x[0]} (for which Ei(x)={res.fun})...")
# ## Limits
# We can check that $\mathrm{Ei}(x)\to0$ for $x\to-\infty$ and $\mathrm{Ei}(x)\to+\infty$ for $x\to\infty$:
# In[44]:
for x in -np.linspace(1, 1000, 10):
print(f"For x = {x:>6.3g}, Ei(x) = {Ei(x):>10.3g} : it goes to 0 quite fast!")
# In[45]:
for x in np.linspace(1, 800, 9):
print(f"For x = {x:>6.3g}, Ei(x) = {Ei(x):>10.3g} : it goes to +oo quite fast!")
# We can check that $\mathrm{Ei}(x)\to-\infty$ for $x\to0^-$ and $x\to0^+$:
# In[46]:
for x in -1/np.logspace(1, 20, 10):
print(f"For x = {x:>10.3g} --> 0^-, Ei(x) = {Ei(x):>5.3g} : it doesn't go to -oo numerically!")
# In[47]:
for x in 1/np.logspace(1, 20, 10):
print(f"For x = {x:>8.3g} --> 0^+, Ei(x) = {Ei(x):>5.3g} : it doesn't go to -oo numerically!")
# ## Plots
# And we can plot the $Ei(x)$ function, from $-1$ to $1$.
# In[48]:
plt.plot(X, Y, 'b')
plt.title("The function $Ei(x)$ on $[-1,1]$")
plt.xlabel("$x$")
plt.ylabel("$y$")
plt.show()
# ### Checking some inequalities
# Let's check that $\forall x\in\mathbb{R}, \mathrm{Ei}(x) \leq \mathrm{e}^x$:
# In[49]:
np.alltrue(Y <= np.exp(X))
# We can check a tighter inequality, $\forall x\in\mathbb{R}, \mathrm{Ei}(x) \leq \mathrm{Ei}(-1) + (\mathrm{e}^x - \mathrm{e}) + (\mathrm{e} - \frac{1}{\mathrm{e}})$.
#
# It is indeed tighter, as the constant on the right-hand side is non-negative:
# In[59]:
Ei(-1) + (-np.exp(1)) + (np.exp(1) - np.exp(-1))
# In[60]:
upper_bound = np.exp(X) + (Ei(-1) + (-np.exp(1)) + (np.exp(1) - np.exp(-1)))
np.alltrue(Y <= upper_bound)
# In[61]:
plt.plot(X, Y, 'b')
plt.plot(X, np.exp(X), 'r--')
plt.plot(X, np.exp(X) + (Ei(-1) + (-np.exp(1)) + (np.exp(1) - np.exp(-1))), 'g--')
plt.title("The function $Ei(x)$ and upper-bound $e^x$ and $e^x + Ei(-1) - 1/e$")
plt.xlabel("$x$")
plt.ylabel("$y$")
plt.show()
# We can check a tighter inequality, $\forall t\geq1, \forall x\geq1, \mathrm{Ei}(x) \leq \mathrm{Ei}(t) + \frac{\mathrm{e}^x - \mathrm{e}^{t}}{t}$.
# In[76]:
e = np.exp(1)
upper_bound_cst = lambda t: Ei(t) - np.exp(t)/t
upper_bound_t = lambda t, X: Ei(t) + (np.exp(X) - np.exp(t))/t
upper_bound_cst(1)
upper_bound_cst(e)
upper_bound_cst(2*e)
# In[91]:
X_4 = np.linspace(1, 2*e, 1000)
Y_4 = Ei(X_4)
def check_upper_bound(t):
upper_bound_4 = upper_bound_t(t, X_4)
return np.alltrue(Y_4 <= upper_bound_4)
check_upper_bound(1)
check_upper_bound(e)
check_upper_bound(2*e)
# In[107]:
def see_upper_bound(t, xmax, onlylast=False):
X_4 = np.linspace(1, xmax, 1000)
Y_4 = Ei(X_4)
plt.plot(X_4, Y_4, 'b', label='Ei(x)')
upper_bound_4 = upper_bound_t(t, X_4)
plt.plot(X_4, upper_bound_4, 'y--', label='$Ei(t) + (e^x - e^t)/t$ for t = %.3g' % t)
if not onlylast:
plt.plot(X_4, np.exp(X_4), 'r--', label='$e^x$')
plt.plot(X_4, np.exp(X_4) + (Ei(-1) + (-np.exp(1)) + (np.exp(1) - np.exp(-1))), 'g--', label='$e^x + Ei(-1) - 1/e$')
plt.title("The function $Ei(x)$ and upper-bounds $e^x$ and $e^x + Ei(-1) - 1/e$ and $Ei(t) + (e^x - e^t)/t$ for t = %.3g" % t)
else:
plt.title("The function $Ei(x)$ and upper-bound $Ei(t) + (e^x - e^t)/t$ for t = %.3g" % t)
plt.legend()
plt.xlabel("$x$")
plt.ylabel("$y$")
plt.show()
# In[108]:
t = 1
see_upper_bound(t, 2*e)
# In[101]:
t = 2
see_upper_bound(t, 2*e)
# In[95]:
t = e
see_upper_bound(t, 2*e)
# In[109]:
t = 2*e
see_upper_bound(t, t, onlylast=True)
# In[110]:
t = 3*e
see_upper_bound(t, t, onlylast=True)
# In[111]:
t = 4*e
see_upper_bound(t, t, onlylast=True)
# In[113]:
I = lambda t: Ei(t) - Ei(-t)
I(1)
e - 1/e
assert I(1) < e - 1/e
I(e)
# ## Other plots
# In[98]:
X = np.linspace(1e-3, 2*e, 1000) # 1000 points
Y = Ei(X)
plt.plot(X, Y, 'b')
plt.title("The function $Ei(x)$ on $[0, e^2]$")
plt.xlabel("$x$")
plt.ylabel("$y$")
plt.show()
# ## Conclusion
#
# That's it, see [this page](https://en.wikipedia.org/wiki/Exponential_integral) or [this one](http://mathworld.wolfram.com/ExponentialIntegral.html) for more details on this function $\mathrm{Ei}(x)$.