# Source code for quantecon.ce_util

"""
Utility functions used in CompEcon

Based routines found in the CompEcon toolbox by Miranda and Fackler.

References
----------
Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
and Finance, MIT Press, 2002.

"""
from functools import reduce
import numpy as np

[docs]def ckron(*arrays):
"""
Repeatedly applies the np.kron function to an arbitrary number of
input arrays

Parameters
----------
*arrays : tuple/list of np.ndarray

Returns
-------
out : np.ndarray
The result of repeated kronecker products.

Notes
-----
Based of original function ckron in CompEcon toolbox by Miranda
and Fackler.

References
----------
Miranda, Mario J, and Paul L Fackler. Applied Computational
Economics and Finance, MIT Press, 2002.

"""
return reduce(np.kron, arrays)

[docs]def gridmake(*arrays):
"""
Expands one or more vectors (or matrices) into a matrix where rows span the
cartesian product of combinations of the input arrays. Each column of the
input arrays will correspond to one column of the output matrix.

Parameters
----------
*arrays : tuple/list of np.ndarray
Tuple/list of vectors to be expanded.

Returns
-------
out : np.ndarray
The cartesian product of combinations of the input arrays.

Notes
-----
Based of original function gridmake in CompEcon toolbox by
Miranda and Fackler

References
----------
Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
and Finance, MIT Press, 2002.

"""
if all([i.ndim == 1 for i in arrays]):
d = len(arrays)
if d == 2:
out = _gridmake2(*arrays)
else:
out = _gridmake2(arrays[0], arrays[1])
for arr in arrays[2:]:
out = _gridmake2(out, arr)

return out
else:
raise NotImplementedError("Come back here")

def _gridmake2(x1, x2):
"""
Expands two vectors (or matrices) into a matrix where rows span the
cartesian product of combinations of the input arrays. Each column of the
input arrays will correspond to one column of the output matrix.

Parameters
----------
x1 : np.ndarray
First vector to be expanded.

x2 : np.ndarray
Second vector to be expanded.

Returns
-------
out : np.ndarray
The cartesian product of combinations of the input arrays.

Notes
-----
Based of original function gridmake2 in CompEcon toolbox by
Miranda and Fackler.

References
----------
Miranda, Mario J, and Paul L Fackler. Applied Computational Economics
and Finance, MIT Press, 2002.

"""
if x1.ndim == 1 and x2.ndim == 1:
return np.column_stack([np.tile(x1, x2.shape[0]),
np.repeat(x2, x1.shape[0])])
elif x1.ndim > 1 and x2.ndim == 1:
first = np.tile(x1, (x2.shape[0], 1))
second = np.repeat(x2, x1.shape[0])
return np.column_stack([first, second])
else:
raise NotImplementedError("Come back here")