您可以使用scipy.optimize.fsolve https://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.optimize.fsolve.html其中该函数是使用构造的numpy.sum https://docs.scipy.org/doc/numpy-1.15.0/reference/generated/numpy.sum.html:
import numpy as np
import scipy.optimize
np.random.seed(123)
f = np.random.uniform(size=50)
g = np.random.uniform(size=f.size)
K = np.sum(f * np.exp(-g*np.pi))
def func(x, f, g, K):
return np.sum(f * np.exp(-g*x), axis=0) - K
# The argument to the function is an array itself,
# so we need to introduce extra dimensions for f, g.
res = scipy.optimize.fsolve(func, x0=1, args=(f[:, None], g[:, None], K))
请注意,对于您的特定函数,您还可以通过提供函数的导数来协助算法:
def derivative(x, f, g, K):
return np.sum(-g*f * np.exp(-g*x), axis=0)
res = scipy.optimize.fsolve(func, fprime=derivative,
x0=1, args=(f[:, None], g[:, None], K))
寻找多重根
您可以在某种意义上对过程进行向量化,即函数接受 N 个输入(例如,每一行)并生成 N 个输出(同样,每行一个)。因此,输入和输出彼此独立,对应的雅可比矩阵是对角矩阵。这是一些示例代码:
import numpy as np
import scipy.optimize
np.random.seed(123)
image = np.random.uniform(size=(4000, 3000, 2))
f, g = image[:, :, 0], image[:, :, 1]
x_original = np.random.uniform(size=image.shape[0]) # Compute for each of the rows.
K = np.sum(f * np.exp(-g * x_original[:, None]), axis=1)
def func(x, f, g, K):
return np.sum(f * np.exp(-g*x[:, None]), axis=1) - K
def derivative(x, f, g, K):
return np.diag(np.sum(-g*f * np.exp(-g*x[:, None]), axis=1))
res = scipy.optimize.fsolve(func, fprime=derivative,
x0=0.5*np.ones(x_original.shape), args=(f, g, K))
assert np.allclose(res, x_original)