ENH: Added damp option to complete polynomial object.

Author: albop

interpolation/complete_poly.py

@@ -280,10 +280,14 @@ def __init__(self, n, d):
         self.n = n
         self.d = d
 
-    def fit_values(self, s, x):
+    def fit_values(self, s, x, damp=0.0):
         Phi = complete_polynomial(s.T, self.d).T
         self.Phi = Phi
-        self.coefs = np.ascontiguousarray(lstsq(Phi, x)[0])
+        if damp == 0.0:
+            self.coefs = np.ascontiguousarray(lstsq(Phi, x)[0])
+        else:
+            new_coefs = np.ascontiguousarray(lstsq(Phi, x)[0])
+            self.coefs = (1 - damp) * new_coefs + damp * self.coefs
 
     def __call__(self, s):
 

interpolation/tests/test_complete.py

@@ -18,6 +18,9 @@ def f(x, y): return x
     assert(evals.shape == vals.shape)
     assert(abs(evals - vals).max() < 1e-10)
 
+    cp.fit_values(points, vals, damp=0.5)
+
+
 
 def test_complete_vector():
 
@@ -38,6 +41,8 @@ def f2(x, y): return x**3 - y
     assert(evals.shape == vals.shape)
     assert(abs(evals - vals).max() < 1e-10)
 
+    cp.fit_values(points, vals, damp=0.5)
+
 
 if __name__ == '__main__':
     test_complete_scalar()