Calculating the area under a curve given a set of coordinates, without knowing the function

I have one list of 100 numbers as height for Y axis, and as length for X axis: 1 to 100 with a constant step of 5. I need to calculate the Area that it is included by the curve of the (x,y) points, and the X axis, using rectangles and Scipy. Do I have to find the function of this curve? or not? ... almost all the examples I have read are about a specific equation for the Y axis. In my case there is no equation, just data from a list. The classic solution is to add or the Y points and multiple by the step X distance... using Scipy any idea?

Please, can anyone recommend any book which focusing on numerical (finite elementary) methods, using Scipy and Numpy? ...

Solution 1:

The numpy and scipy libraries include the composite trapezoidal (numpy.trapz) and Simpson's (scipy.integrate.simps) rules.

Here's a simple example. In both trapz and simps, the argument dx=5 indicates that the spacing of the data along the x axis is 5 units.

from __future__ import print_function

import numpy as np
from scipy.integrate import simps
from numpy import trapz


# The y values.  A numpy array is used here,
# but a python list could also be used.
y = np.array([5, 20, 4, 18, 19, 18, 7, 4])

# Compute the area using the composite trapezoidal rule.
area = trapz(y, dx=5)
print("area =", area)

# Compute the area using the composite Simpson's rule.
area = simps(y, dx=5)
print("area =", area)

Output:

area = 452.5
area = 460.0

Solution 2:

You can use Simpsons rule or the Trapezium rule to calculate the area under a graph given a table of y-values at a regular interval.

Python script that calculates Simpsons rule:

def integrate(y_vals, h):
    i = 1
    total = y_vals[0] + y_vals[-1]
    for y in y_vals[1:-1]:
        if i % 2 == 0:
            total += 2 * y
        else:
            total += 4 * y
        i += 1
    return total * (h / 3.0)

h is the offset (or gap) between y values, and y_vals is an array of well, y values.

Example (In same file as above function):

y_values = [13, 45.3, 12, 1, 476, 0]
interval = 1.2
area = integrate(y_values, interval)
print("The area is", area)

Solution 3:

If you have sklearn installed, a simple alternative is to use sklearn.metrics.auc

This computes the area under the curve using the trapezoidal rule given arbitrary x, and y array

import numpy as np
from sklearn.metrics import auc

dx = 5
xx = np.arange(1,100,dx)
yy = np.arange(1,100,dx)

print('computed AUC using sklearn.metrics.auc: {}'.format(auc(xx,yy)))
print('computed AUC using np.trapz: {}'.format(np.trapz(yy, dx = dx)))

both output the same area: 4607.5

the advantage of sklearn.metrics.auc is that it can accept arbitrarily-spaced 'x' array, just make sure it is ascending otherwise the results will be incorrect