import warnings from itertools import product import numpy as np from ._c99_config import _have_c99_complex from ._extensions._dwt import idwt_single from ._extensions._swt import swt_max_level, swt as _swt, swt_axis as _swt_axis from ._extensions._pywt import Wavelet, Modes, _check_dtype from ._multidim import idwt2, idwtn from ._utils import _as_wavelet, _wavelets_per_axis __all__ = ["swt", "swt_max_level", 'iswt', 'swt2', 'iswt2', 'swtn', 'iswtn'] def _rescale_wavelet_filterbank(wavelet, sf): wav = Wavelet(wavelet.name + 'r', [np.asarray(f) * sf for f in wavelet.filter_bank]) # copy attributes from the original wavelet wav.orthogonal = wavelet.orthogonal wav.biorthogonal = wavelet.biorthogonal return wav def swt(data, wavelet, level=None, start_level=0, axis=-1, trim_approx=False, norm=False): """ Multilevel 1D stationary wavelet transform. Parameters ---------- data : Input signal wavelet : Wavelet to use (Wavelet object or name) level : int, optional The number of decomposition steps to perform. start_level : int, optional The level at which the decomposition will begin (it allows one to skip a given number of transform steps and compute coefficients starting from start_level) (default: 0) axis: int, optional Axis over which to compute the SWT. If not given, the last axis is used. trim_approx : bool, optional If True, approximation coefficients at the final level are retained. norm : bool, optional If True, transform is normalized so that the energy of the coefficients will be equal to the energy of ``data``. In other words, ``np.linalg.norm(data.ravel())`` will equal the norm of the concatenated transform coefficients when ``trim_approx`` is True. Returns ------- coeffs : list List of approximation and details coefficients pairs in order similar to wavedec function:: [(cAn, cDn), ..., (cA2, cD2), (cA1, cD1)] where n equals input parameter ``level``. If ``start_level = m`` is given, then the beginning m steps are skipped:: [(cAm+n, cDm+n), ..., (cAm+1, cDm+1), (cAm, cDm)] If ``trim_approx`` is ``True``, then the output list is exactly as in ``pywt.wavedec``, where the first coefficient in the list is the approximation coefficient at the final level and the rest are the detail coefficients:: [cAn, cDn, ..., cD2, cD1] Notes ----- The implementation here follows the "algorithm a-trous" and requires that the signal length along the transformed axis be a multiple of ``2**level``. If this is not the case, the user should pad up to an appropriate size using a function such as ``numpy.pad``. A primary benefit of this transform in comparison to its decimated counterpart (``pywt.wavedecn``), is that it is shift-invariant. This comes at cost of redundancy in the transform (the size of the output coefficients is larger than the input). When the following three conditions are true: 1. The wavelet is orthogonal 2. ``swt`` is called with ``norm=True`` 3. ``swt`` is called with ``trim_approx=True`` the transform has the following additional properties that may be desirable in applications: 1. energy is conserved 2. variance is partitioned across scales When used with ``norm=True``, this transform is closely related to the multiple-overlap DWT (MODWT) as popularized for time-series analysis, although the underlying implementation is slightly different from the one published in [1]_. Specifically, the implementation used here requires a signal that is a multiple of ``2**level`` in length. References ---------- .. [1] DB Percival and AT Walden. Wavelet Methods for Time Series Analysis. Cambridge University Press, 2000. """ if not _have_c99_complex and np.iscomplexobj(data): data = np.asarray(data) coeffs_real = swt(data.real, wavelet, level, start_level, trim_approx) coeffs_imag = swt(data.imag, wavelet, level, start_level, trim_approx) if not trim_approx: coeffs_cplx = [] for (cA_r, cD_r), (cA_i, cD_i) in zip(coeffs_real, coeffs_imag): coeffs_cplx.append((cA_r + 1j*cA_i, cD_r + 1j*cD_i)) else: coeffs_cplx = [cr + 1j*ci for (cr, ci) in zip(coeffs_real, coeffs_imag)] return coeffs_cplx # accept array_like input; make a copy to ensure a contiguous array dt = _check_dtype(data) data = np.array(data, dtype=dt) wavelet = _as_wavelet(wavelet) if norm: if not wavelet.orthogonal: warnings.warn( "norm=True, but the wavelet is not orthogonal: \n" "\tThe conditions for energy preservation are not satisfied.") wavelet = _rescale_wavelet_filterbank(wavelet, 1/np.sqrt(2)) if axis < 0: axis = axis + data.ndim if not 0 <= axis < data.ndim: raise ValueError("Axis greater than data dimensions") if level is None: level = swt_max_level(data.shape[axis]) if data.ndim == 1: ret = _swt(data, wavelet, level, start_level, trim_approx) else: ret = _swt_axis(data, wavelet, level, start_level, axis, trim_approx) return ret def iswt(coeffs, wavelet, norm=False): """ Multilevel 1D inverse discrete stationary wavelet transform. Parameters ---------- coeffs : array_like Coefficients list of tuples:: [(cAn, cDn), ..., (cA2, cD2), (cA1, cD1)] where cA is approximation, cD is details. Index 1 corresponds to ``start_level`` from ``pywt.swt``. wavelet : Wavelet object or name string Wavelet to use norm : bool, optional Controls the normalization used by the inverse transform. This must be set equal to the value that was used by ``pywt.swt`` to preserve the energy of a round-trip transform. Returns ------- 1D array of reconstructed data. Examples -------- >>> import pywt >>> coeffs = pywt.swt([1,2,3,4,5,6,7,8], 'db2', level=2) >>> pywt.iswt(coeffs, 'db2') array([ 1., 2., 3., 4., 5., 6., 7., 8.]) """ # copy to avoid modification of input data # If swt was called with trim_approx=False, first element is a tuple trim_approx = not isinstance(coeffs[0], (tuple, list)) if trim_approx: cA = coeffs[0] coeffs = coeffs[1:] else: cA = coeffs[0][0] dt = _check_dtype(cA) output = np.array(cA, dtype=dt, copy=True) if not _have_c99_complex and np.iscomplexobj(output): # compute real and imaginary separately then combine if trim_approx: coeffs_real = [c.real for c in coeffs] coeffs_imag = [c.imag for c in coeffs] else: coeffs_real = [(cA.real, cD.real) for (cA, cD) in coeffs] coeffs_imag = [(cA.imag, cD.imag) for (cA, cD) in coeffs] return iswt(coeffs_real, wavelet) + 1j*iswt(coeffs_imag, wavelet) # num_levels, equivalent to the decomposition level, n num_levels = len(coeffs) wavelet = _as_wavelet(wavelet) if norm: wavelet = _rescale_wavelet_filterbank(wavelet, np.sqrt(2)) mode = Modes.from_object('periodization') for j in range(num_levels, 0, -1): step_size = int(pow(2, j-1)) last_index = step_size if trim_approx: cD = coeffs[-j] else: _, cD = coeffs[-j] cD = np.asarray(cD, dtype=_check_dtype(cD)) if cD.dtype != output.dtype: # upcast to a common dtype (float64 or complex128) if output.dtype.kind == 'c' or cD.dtype.kind == 'c': dtype = np.complex128 else: dtype = np.float64 output = np.asarray(output, dtype=dtype) cD = np.asarray(cD, dtype=dtype) for first in range(last_index): # 0 to last_index - 1 # Getting the indices that we will transform indices = np.arange(first, len(cD), step_size) # select the even indices even_indices = indices[0::2] # select the odd indices odd_indices = indices[1::2] # perform the inverse dwt on the selected indices, # making sure to use periodic boundary conditions # Note: indexing with an array of ints returns a contiguous # copy as required by idwt_single. x1 = idwt_single(output[even_indices], cD[even_indices], wavelet, mode) x2 = idwt_single(output[odd_indices], cD[odd_indices], wavelet, mode) # perform a circular shift right x2 = np.roll(x2, 1) # average and insert into the correct indices output[indices] = (x1 + x2)/2. return output def swt2(data, wavelet, level, start_level=0, axes=(-2, -1), trim_approx=False, norm=False): """ Multilevel 2D stationary wavelet transform. Parameters ---------- data : array_like 2D array with input data wavelet : Wavelet object or name string, or 2-tuple of wavelets Wavelet to use. This can also be a tuple of wavelets to apply per axis in ``axes``. level : int The number of decomposition steps to perform. start_level : int, optional The level at which the decomposition will start (default: 0) axes : 2-tuple of ints, optional Axes over which to compute the SWT. Repeated elements are not allowed. trim_approx : bool, optional If True, approximation coefficients at the final level are retained. norm : bool, optional If True, transform is normalized so that the energy of the coefficients will be equal to the energy of ``data``. In other words, ``np.linalg.norm(data.ravel())`` will equal the norm of the concatenated transform coefficients when ``trim_approx`` is True. Returns ------- coeffs : list Approximation and details coefficients (for ``start_level = m``). If ``trim_approx`` is ``True``, approximation coefficients are retained for all levels:: [ (cA_m+level, (cH_m+level, cV_m+level, cD_m+level) ), ..., (cA_m+1, (cH_m+1, cV_m+1, cD_m+1) ), (cA_m, (cH_m, cV_m, cD_m) ) ] where cA is approximation, cH is horizontal details, cV is vertical details, cD is diagonal details and m is ``start_level``. If ``trim_approx`` is ``False``, approximation coefficients are only retained at the final level of decomposition. This matches the format used by ``pywt.wavedec2``:: [ cA_m+level, (cH_m+level, cV_m+level, cD_m+level), ..., (cH_m+1, cV_m+1, cD_m+1), (cH_m, cV_m, cD_m), ] Notes ----- The implementation here follows the "algorithm a-trous" and requires that the signal length along the transformed axes be a multiple of ``2**level``. If this is not the case, the user should pad up to an appropriate size using a function such as ``numpy.pad``. A primary benefit of this transform in comparison to its decimated counterpart (``pywt.wavedecn``), is that it is shift-invariant. This comes at cost of redundancy in the transform (the size of the output coefficients is larger than the input). When the following three conditions are true: 1. The wavelet is orthogonal 2. ``swt2`` is called with ``norm=True`` 3. ``swt2`` is called with ``trim_approx=True`` the transform has the following additional properties that may be desirable in applications: 1. energy is conserved 2. variance is partitioned across scales """ axes = tuple(axes) data = np.asarray(data) if len(axes) != 2: raise ValueError("Expected 2 axes") if len(axes) != len(set(axes)): raise ValueError("The axes passed to swt2 must be unique.") if data.ndim < len(np.unique(axes)): raise ValueError("Input array has fewer dimensions than the specified " "axes") coefs = swtn(data, wavelet, level, start_level, axes, trim_approx, norm) ret = [] if trim_approx: ret.append(coefs[0]) coefs = coefs[1:] for c in coefs: if trim_approx: ret.append((c['da'], c['ad'], c['dd'])) else: ret.append((c['aa'], (c['da'], c['ad'], c['dd']))) return ret def iswt2(coeffs, wavelet, norm=False): """ Multilevel 2D inverse discrete stationary wavelet transform. Parameters ---------- coeffs : list Approximation and details coefficients:: [ (cA_n, (cH_n, cV_n, cD_n) ), ..., (cA_2, (cH_2, cV_2, cD_2) ), (cA_1, (cH_1, cV_1, cD_1) ) ] where cA is approximation, cH is horizontal details, cV is vertical details, cD is diagonal details and n is the number of levels. Index 1 corresponds to ``start_level`` from ``pywt.swt2``. wavelet : Wavelet object or name string, or 2-tuple of wavelets Wavelet to use. This can also be a 2-tuple of wavelets to apply per axis. norm : bool, optional Controls the normalization used by the inverse transform. This must be set equal to the value that was used by ``pywt.swt2`` to preserve the energy of a round-trip transform. Returns ------- 2D array of reconstructed data. Examples -------- >>> import pywt >>> coeffs = pywt.swt2([[1,2,3,4],[5,6,7,8], ... [9,10,11,12],[13,14,15,16]], ... 'db1', level=2) >>> pywt.iswt2(coeffs, 'db1') array([[ 1., 2., 3., 4.], [ 5., 6., 7., 8.], [ 9., 10., 11., 12.], [ 13., 14., 15., 16.]]) """ # If swt was called with trim_approx=False, first element is a tuple trim_approx = not isinstance(coeffs[0], (tuple, list)) if trim_approx: cA = coeffs[0] coeffs = coeffs[1:] else: cA = coeffs[0][0] # copy to avoid modification of input data dt = _check_dtype(cA) output = np.array(cA, dtype=dt, copy=True) if output.ndim != 2: raise ValueError( "iswt2 only supports 2D arrays. see iswtn for a general " "n-dimensionsal ISWT") # num_levels, equivalent to the decomposition level, n num_levels = len(coeffs) wavelets = _wavelets_per_axis(wavelet, axes=(0, 1)) if norm: wavelets = [_rescale_wavelet_filterbank(wav, np.sqrt(2)) for wav in wavelets] for j in range(num_levels): step_size = int(pow(2, num_levels-j-1)) last_index = step_size if trim_approx: (cH, cV, cD) = coeffs[j] else: _, (cH, cV, cD) = coeffs[j] # We are going to assume cH, cV, and cD are of equal size if (cH.shape != cV.shape) or (cH.shape != cD.shape): raise RuntimeError( "Mismatch in shape of intermediate coefficient arrays") # make sure output shares the common dtype # (conversion of dtype for individual coeffs is handled within idwt2 ) common_dtype = np.result_type(*( [dt, ] + [_check_dtype(c) for c in [cH, cV, cD]])) if output.dtype != common_dtype: output = output.astype(common_dtype) for first_h in range(last_index): # 0 to last_index - 1 for first_w in range(last_index): # 0 to last_index - 1 # Getting the indices that we will transform indices_h = slice(first_h, cH.shape[0], step_size) indices_w = slice(first_w, cH.shape[1], step_size) even_idx_h = slice(first_h, cH.shape[0], 2*step_size) even_idx_w = slice(first_w, cH.shape[1], 2*step_size) odd_idx_h = slice(first_h + step_size, cH.shape[0], 2*step_size) odd_idx_w = slice(first_w + step_size, cH.shape[1], 2*step_size) # perform the inverse dwt on the selected indices, # making sure to use periodic boundary conditions x1 = idwt2((output[even_idx_h, even_idx_w], (cH[even_idx_h, even_idx_w], cV[even_idx_h, even_idx_w], cD[even_idx_h, even_idx_w])), wavelets, 'periodization') x2 = idwt2((output[even_idx_h, odd_idx_w], (cH[even_idx_h, odd_idx_w], cV[even_idx_h, odd_idx_w], cD[even_idx_h, odd_idx_w])), wavelets, 'periodization') x3 = idwt2((output[odd_idx_h, even_idx_w], (cH[odd_idx_h, even_idx_w], cV[odd_idx_h, even_idx_w], cD[odd_idx_h, even_idx_w])), wavelets, 'periodization') x4 = idwt2((output[odd_idx_h, odd_idx_w], (cH[odd_idx_h, odd_idx_w], cV[odd_idx_h, odd_idx_w], cD[odd_idx_h, odd_idx_w])), wavelets, 'periodization') # perform a circular shifts x2 = np.roll(x2, 1, axis=1) x3 = np.roll(x3, 1, axis=0) x4 = np.roll(x4, 1, axis=0) x4 = np.roll(x4, 1, axis=1) output[indices_h, indices_w] = (x1 + x2 + x3 + x4) / 4 return output def swtn(data, wavelet, level, start_level=0, axes=None, trim_approx=False, norm=False): """ n-dimensional stationary wavelet transform. Parameters ---------- data : array_like n-dimensional array with input data. wavelet : Wavelet object or name string, or tuple of wavelets Wavelet to use. This can also be a tuple of wavelets to apply per axis in ``axes``. level : int The number of decomposition steps to perform. start_level : int, optional The level at which the decomposition will start (default: 0) axes : sequence of ints, optional Axes over which to compute the SWT. A value of ``None`` (the default) selects all axes. Axes may not be repeated. trim_approx : bool, optional If True, approximation coefficients at the final level are retained. norm : bool, optional If True, transform is normalized so that the energy of the coefficients will be equal to the energy of ``data``. In other words, ``np.linalg.norm(data.ravel())`` will equal the norm of the concatenated transform coefficients when ``trim_approx`` is True. Returns ------- [{coeffs_level_n}, ..., {coeffs_level_1}]: list of dict Results for each level are arranged in a dictionary, where the key specifies the transform type on each dimension and value is a n-dimensional coefficients array. For example, for a 2D case the result at a given level will look something like this:: {'aa': # A(LL) - approx. on 1st dim, approx. on 2nd dim 'ad': # V(LH) - approx. on 1st dim, det. on 2nd dim 'da': # H(HL) - det. on 1st dim, approx. on 2nd dim 'dd': # D(HH) - det. on 1st dim, det. on 2nd dim } For user-specified ``axes``, the order of the characters in the dictionary keys map to the specified ``axes``. If ``trim_approx`` is ``True``, the first element of the list contains the array of approximation coefficients from the final level of decomposition, while the remaining coefficient dictionaries contain only detail coefficients. This matches the behavior of `pywt.wavedecn`. Notes ----- The implementation here follows the "algorithm a-trous" and requires that the signal length along the transformed axes be a multiple of ``2**level``. If this is not the case, the user should pad up to an appropriate size using a function such as ``numpy.pad``. A primary benefit of this transform in comparison to its decimated counterpart (``pywt.wavedecn``), is that it is shift-invariant. This comes at cost of redundancy in the transform (the size of the output coefficients is larger than the input). When the following three conditions are true: 1. The wavelet is orthogonal 2. ``swtn`` is called with ``norm=True`` 3. ``swtn`` is called with ``trim_approx=True`` the transform has the following additional properties that may be desirable in applications: 1. energy is conserved 2. variance is partitioned across scales """ data = np.asarray(data) if not _have_c99_complex and np.iscomplexobj(data): real = swtn(data.real, wavelet, level, start_level, axes, trim_approx) imag = swtn(data.imag, wavelet, level, start_level, axes, trim_approx) if trim_approx: cplx = [real[0] + 1j * imag[0]] offset = 1 else: cplx = [] offset = 0 for rdict, idict in zip(real[offset:], imag[offset:]): cplx.append( dict((k, rdict[k] + 1j * idict[k]) for k in rdict.keys())) return cplx if data.dtype == np.dtype('object'): raise TypeError("Input must be a numeric array-like") if data.ndim < 1: raise ValueError("Input data must be at least 1D") if axes is None: axes = range(data.ndim) axes = [a + data.ndim if a < 0 else a for a in axes] if len(axes) != len(set(axes)): raise ValueError("The axes passed to swtn must be unique.") num_axes = len(axes) wavelets = _wavelets_per_axis(wavelet, axes) if norm: if not np.all([wav.orthogonal for wav in wavelets]): warnings.warn( "norm=True, but the wavelets used are not orthogonal: \n" "\tThe conditions for energy preservation are not satisfied.") wavelets = [_rescale_wavelet_filterbank(wav, 1/np.sqrt(2)) for wav in wavelets] ret = [] for i in range(start_level, start_level + level): coeffs = [('', data)] for axis, wavelet in zip(axes, wavelets): new_coeffs = [] for subband, x in coeffs: cA, cD = _swt_axis(x, wavelet, level=1, start_level=i, axis=axis)[0] new_coeffs.extend([(subband + 'a', cA), (subband + 'd', cD)]) coeffs = new_coeffs coeffs = dict(coeffs) ret.append(coeffs) # data for the next level is the approximation coeffs from this level data = coeffs['a' * num_axes] if trim_approx: coeffs.pop('a' * num_axes) if trim_approx: ret.append(data) ret.reverse() return ret def iswtn(coeffs, wavelet, axes=None, norm=False): """ Multilevel nD inverse discrete stationary wavelet transform. Parameters ---------- coeffs : list [{coeffs_level_n}, ..., {coeffs_level_1}]: list of dict wavelet : Wavelet object or name string, or tuple of wavelets Wavelet to use. This can also be a tuple of wavelets to apply per axis in ``axes``. axes : sequence of ints, optional Axes over which to compute the inverse SWT. Axes may not be repeated. The default is ``None``, which means transform all axes (``axes = range(data.ndim)``). norm : bool, optional Controls the normalization used by the inverse transform. This must be set equal to the value that was used by ``pywt.swtn`` to preserve the energy of a round-trip transform. Returns ------- nD array of reconstructed data. Examples -------- >>> import pywt >>> coeffs = pywt.swtn([[1,2,3,4],[5,6,7,8], ... [9,10,11,12],[13,14,15,16]], ... 'db1', level=2) >>> pywt.iswtn(coeffs, 'db1') array([[ 1., 2., 3., 4.], [ 5., 6., 7., 8.], [ 9., 10., 11., 12.], [ 13., 14., 15., 16.]]) """ # key length matches the number of axes transformed ndim_transform = max(len(key) for key in coeffs[-1].keys()) trim_approx = not isinstance(coeffs[0], dict) if trim_approx: cA = coeffs[0] coeffs = coeffs[1:] else: cA = coeffs[0]['a'*ndim_transform] # copy to avoid modification of input data dt = _check_dtype(cA) output = np.array(cA, dtype=dt, copy=True) ndim = output.ndim if axes is None: axes = range(output.ndim) axes = [a + ndim if a < 0 else a for a in axes] if len(axes) != len(set(axes)): raise ValueError("The axes passed to swtn must be unique.") if ndim_transform != len(axes): raise ValueError("The number of axes used in iswtn must match the " "number of dimensions transformed in swtn.") # num_levels, equivalent to the decomposition level, n num_levels = len(coeffs) wavelets = _wavelets_per_axis(wavelet, axes) if norm: wavelets = [_rescale_wavelet_filterbank(wav, np.sqrt(2)) for wav in wavelets] # initialize various slice objects used in the loops below # these will remain slice(None) only on axes that aren't transformed indices = [slice(None), ]*ndim even_indices = [slice(None), ]*ndim odd_indices = [slice(None), ]*ndim odd_even_slices = [slice(None), ]*ndim for j in range(num_levels): step_size = int(pow(2, num_levels-j-1)) last_index = step_size if not trim_approx: a = coeffs[j].pop('a'*ndim_transform) # will restore later details = coeffs[j] # make sure dtype matches the coarsest level approximation coefficients common_dtype = np.result_type(*( [dt, ] + [v.dtype for v in details.values()])) if output.dtype != common_dtype: output = output.astype(common_dtype) # We assume all coefficient arrays are of equal size shapes = [v.shape for k, v in details.items()] if len(set(shapes)) != 1: raise RuntimeError( "Mismatch in shape of intermediate coefficient arrays") # shape of a single coefficient array, excluding non-transformed axes coeff_trans_shape = tuple([shapes[0][ax] for ax in axes]) # nested loop over all combinations of axis offsets at this level for firsts in product(*([range(last_index), ]*ndim_transform)): for first, sh, ax in zip(firsts, coeff_trans_shape, axes): indices[ax] = slice(first, sh, step_size) even_indices[ax] = slice(first, sh, 2*step_size) odd_indices[ax] = slice(first+step_size, sh, 2*step_size) # nested loop over all combinations of odd/even inidices approx = output.copy() output[tuple(indices)] = 0 ntransforms = 0 for odds in product(*([(0, 1), ]*ndim_transform)): for o, ax in zip(odds, axes): if o: odd_even_slices[ax] = odd_indices[ax] else: odd_even_slices[ax] = even_indices[ax] # extract the odd/even indices for all detail coefficients details_slice = {} for key, value in details.items(): details_slice[key] = value[tuple(odd_even_slices)] details_slice['a'*ndim_transform] = approx[ tuple(odd_even_slices)] # perform the inverse dwt on the selected indices, # making sure to use periodic boundary conditions x = idwtn(details_slice, wavelets, 'periodization', axes=axes) for o, ax in zip(odds, axes): # circular shift along any odd indexed axis if o: x = np.roll(x, 1, axis=ax) output[tuple(indices)] += x ntransforms += 1 output[tuple(indices)] /= ntransforms # normalize if not trim_approx: coeffs[j]['a'*ndim_transform] = a # restore approx coeffs to dict return output