Q:

Best way to interpolate a numpy.ndarray along an axis

I have 4-dimensional data, say for the temperature, in an numpy.ndarray. 
The shape of the array is (ntime, nheight_in, nlat, nlon).
I have corresponding 1D arrays for each of the dimensions that tell me which time, height, latitude, and longitude a certain value corresponds to, for this example I need height_in giving the height in metres.
Now I need to bring it onto a different height dimension, height_out, with a different length.
The following seems to do what I want:
ntime, nheight_in, nlat, nlon = t_in.shape

nheight_out = len(height_out)
t_out = np.empty((ntime, nheight_out, nlat, nlon))

for time in range(ntime):
    for lat in range(nlat):
        for lon in range(nlon):
            t_out[time, :, lat, lon] = np.interp(
                height_out, height_in, t[time, :, lat, lon]
            )

But with 3 nested loops, and lots of switching between python and numpy, I don't think this is the best way to do it.
Any suggestions on how to improve this? Thanks

A:

scipy's interp1d can help:
import numpy as np
from scipy.interpolate import interp1d

ntime, nheight_in, nlat, nlon = (10, 20, 30, 40)

heights = np.linspace(0, 1, nheight_in)

t_in = np.random.normal(size=(ntime, nheight_in, nlat, nlon))
f_out = interp1d(heights, t_in, axis=1)

nheight_out = 50
new_heights = np.linspace(0, 1, nheight_out)
t_out = f_out(new_heights)

A:

I was looking for a similar function that works with irregularly spaced coordinates, and ended up writing my own function. As far as I see, the interpolation is handled nicely and the performance in terms of memory and speed is also quite good. I thought I'd share it here in case anyone else comes across this question looking for a similar function:
import numpy as np
import warnings

def interp_along_axis(y, x, newx, axis, inverse=False, method='linear'):
    """ Interpolate vertical profiles, e.g. of atmospheric variables
    using vectorized numpy operations

    This function assumes that the x-xoordinate increases monotonically

    ps:
    * Updated to work with irregularly spaced x-coordinate.
    * Updated to work with irregularly spaced newx-coordinate
    * Updated to easily inverse the direction of the x-coordinate
    * Updated to fill with nans outside extrapolation range
    * Updated to include a linear interpolation method as well
        (it was initially written for a cubic function)

    Peter Kalverla
    March 2018

    --------------------
    More info:
    Algorithm from: http://www.paulinternet.nl/?page=bicubic
    It approximates y = f(x) = ax^3 + bx^2 + cx + d
    where y may be an ndarray input vector
    Returns f(newx)

    The algorithm uses the derivative f'(x) = 3ax^2 + 2bx + c
    and uses the fact that:
    f(0) = d
    f(1) = a + b + c + d
    f'(0) = c
    f'(1) = 3a + 2b + c

    Rewriting this yields expressions for a, b, c, d:
    a = 2f(0) - 2f(1) + f'(0) + f'(1)
    b = -3f(0) + 3f(1) - 2f'(0) - f'(1)
    c = f'(0)
    d = f(0)

    These can be evaluated at two neighbouring points in x and
    as such constitute the piecewise cubic interpolator.
    """

    # View of x and y with axis as first dimension
    if inverse:
        _x = np.moveaxis(x, axis, 0)[::-1, ...]
        _y = np.moveaxis(y, axis, 0)[::-1, ...]
        _newx = np.moveaxis(newx, axis, 0)[::-1, ...]
    else:
        _y = np.moveaxis(y, axis, 0)
        _x = np.moveaxis(x, axis, 0)
        _newx = np.moveaxis(newx, axis, 0)

    # Sanity checks
    if np.any(_newx[0] < _x[0]) or np.any(_newx[-1] > _x[-1]):
        # raise ValueError('This function cannot extrapolate')
        warnings.warn("Some values are outside the interpolation range. "
                      "These will be filled with NaN")
    if np.any(np.diff(_x, axis=0) < 0):
        raise ValueError('x should increase monotonically')
    if np.any(np.diff(_newx, axis=0) < 0):
        raise ValueError('newx should increase monotonically')

    # Cubic interpolation needs the gradient of y in addition to its values
    if method == 'cubic':
        # For now, simply use a numpy function to get the derivatives
        # This produces the largest memory overhead of the function and
        # could alternatively be done in passing.
        ydx = np.gradient(_y, axis=0, edge_order=2)

    # This will later be concatenated with a dynamic '0th' index
    ind = [i for i in np.indices(_y.shape[1:])]

    # Allocate the output array
    original_dims = _y.shape
    newdims = list(original_dims)
    newdims[0] = len(_newx)
    newy = np.zeros(newdims)

    # set initial bounds
    i_lower = np.zeros(_x.shape[1:], dtype=int)
    i_upper = np.ones(_x.shape[1:], dtype=int)
    x_lower = _x[0, ...]
    x_upper = _x[1, ...]

    for i, xi in enumerate(_newx):
        # Start at the 'bottom' of the array and work upwards
        # This only works if x and newx increase monotonically

        # Update bounds where necessary and possible
        needs_update = (xi > x_upper) & (i_upper+1<len(_x))
        # print x_upper.max(), np.any(needs_update)
        while np.any(needs_update):
            i_lower = np.where(needs_update, i_lower+1, i_lower)
            i_upper = i_lower + 1
            x_lower = _x[[i_lower]+ind]
            x_upper = _x[[i_upper]+ind]

            # Check again
            needs_update = (xi > x_upper) & (i_upper+1<len(_x))

        # Express the position of xi relative to its neighbours
        xj = (xi-x_lower)/(x_upper - x_lower)

        # Determine where there is a valid interpolation range
        within_bounds = (_x[0, ...] < xi) & (xi < _x[-1, ...])

        if method == 'linear':
            f0, f1 = _y[[i_lower]+ind], _y[[i_upper]+ind]
            a = f1 - f0
            b = f0

            newy[i, ...] = np.where(within_bounds, a*xj+b, np.nan)

        elif method=='cubic':
            f0, f1 = _y[[i_lower]+ind], _y[[i_upper]+ind]
            df0, df1 = ydx[[i_lower]+ind], ydx[[i_upper]+ind]

            a = 2*f0 - 2*f1 + df0 + df1
            b = -3*f0 + 3*f1 - 2*df0 - df1
            c = df0
            d = f0

            newy[i, ...] = np.where(within_bounds, a*xj**3 + b*xj**2 + c*xj + d, np.nan)

        else:
            raise ValueError("invalid interpolation method"
                             "(choose 'linear' or 'cubic')")

    if inverse:
        newy = newy[::-1, ...]

    return np.moveaxis(newy, 0, axis)

And this is a small example to test it:
import numpy as np
import matplotlib.pyplot as plt
from scipy.interpolate import interp1d as scipy1d

# toy coordinates and data
nx, ny, nz = 25, 30, 10
x = np.arange(nx)
y = np.arange(ny)
z = np.tile(np.arange(nz), (nx,ny,1)) + np.random.randn(nx, ny, nz)*.1
testdata = np.random.randn(nx,ny,nz) # x,y,z

# Desired z-coordinates (must be between bounds of z)
znew = np.tile(np.linspace(2,nz-2,50), (nx,ny,1)) + np.random.randn(nx, ny, 50)*0.01

# Inverse the coordinates for testing
z = z[..., ::-1]
znew = znew[..., ::-1]

# Now use own routine
ynew = interp_along_axis(testdata, z, znew, axis=2, inverse=True)

# Check some random profiles
for i in range(5):
    randx = np.random.randint(nx)
    randy = np.random.randint(ny)

    checkfunc = scipy1d(z[randx, randy], testdata[randx,randy], kind='cubic')
    checkdata = checkfunc(znew)

    fig, ax = plt.subplots()
    ax.plot(testdata[randx, randy], z[randx, randy], 'x', label='original data')
    ax.plot(checkdata[randx, randy], znew[randx, randy], label='scipy')
    ax.plot(ynew[randx, randy], znew[randx, randy], '--', label='Peter')
    ax.legend()
    plt.show()

