sympy.solve() doesn't give one of the solutions with LambertW

问题:

Background:
I am trying to implement a function doing an inverse transform sampling. I use sympy for calculating CDF and getting its inverse function. While for some simple PDFs I get correct results, for a PDF which CDF's inverse function includes Lambert-W function, results are wrong.

Example:
Consider following example CDF:

import sympy as sym  y = sym.Symbol('y') cdf = (-y - 1) * sym.exp(-y) + 1  # derived from `pdf = x * sym.exp(-x)` sym.plot(cdf, (y, -1, 5)) 

Now calculating inverse of this function:

x = sym.Symbol('x') inverse = sym.solve(sym.Eq(x, cdf), y) print(inverse) 

Output:

[-LambertW((x - 1)*exp(-1)) - 1] 

This, in fact, is only a left branch of negative y's of a given CDF:

sym.plot(inverse[0], (x, -0.5, 1)) 

Question: How can I get the right branch for positive y's of a given CDF?

What I tried:

1. Specifying x and y to be only positive:

   x = sym.Symbol('x', positive=True) y = sym.Symbol('y', positive=True) 

   This doesn't have any effect, even for the first CDF plot.

2. Making CDF a Piecewise function:

   cdf = sym.Piecewise((0, y < 0),                     ((-y - 1) * sym.exp(-y) + 1, True)) 

   Again no effect. Strange thing here is that on another computer plotting this function gave a proper graph with zero for negative y's, but solving for a positive y's branch doesn't work anywhere. (Different versions? I also had to specify adaptive=False to sympy.plot to make it work there.)

3. Using sympy.solveset instead of sympy.solve:
   This just gives a useless ConditionSet(y, Eq(x*exp(y) + y - exp(y) + 1, 0), Complexes(S.Reals x S.Reals, False)) as a result. Apparently, solveset still doesn't know how to deal with LambertW functions. From the docs:

   When cases which are not solved or can only be solved incompletely, a ConditionSet is used and acts as an unevaluated solveset object. <...> There are still a few things solveset can’t do, which the old solve can, such as solving non linear multivariate & LambertW type equations.

Is it a bug or am I missing something? Is there any workaround to get the desired result?

回答1:

The inverse produced by sympy is almost correct. The problem lies in the fact that the LambertW function has multiple branches over the domain (-1/e, 0). By default, it uses the upper branch, however for your problem you require the lower branch. The lower branch can be accessed by passing in a second argument to LambertW with a value of -1.

inverse = -sym.LambertW((x - 1)*sym.exp(-1), -1) - 1 sym.plot(inverse, (x, 0, 0.999)) 

Gives

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