Repository: numpy/numpy
Issue category: Feature Request

Add "insert_zero" option for np.diff
I often find myself wanting the difference of an array along some axis, where the 0th element should just be the first entry of the array along that axis, so that the shape of the output matches that of the input.   This is a pretty common requirement for people working with finite differences in any way (eg all signal processing)

Currently, I do this with the awkward use of `np.insert`, as demonstrated:

```
a = np.random.RandomState(1234).randint(12, size=(3, 4))
array([[ 3,  6,  5,  4],
       [ 8,  9,  1,  7],
       [ 9, 10, 11, 10]])
# Want a diff along columns of a:
np.diff(np.insert(a, 0, 0, axis=0), axis=0)
> array([[ 3,  6,  5,  4],
       [ 5,  3, -4,  3],
       [ 1,  1, 10,  3]])
# Which is ugly and reallocates a whole intermediate array
# It would be more convenient to go:
np.diff(a, axis=0, insert_zero=True)
```

This would allow us to have an easy inverse of cumsum, so that

`np.all( np.cumsum(np.diff(arr, axis=1, insert_zero=True), axis=1) == arr)`



Functions to edit:
numpy/lib/function_base.py:diff

Patch:
diff --git a/doc/release/1.16.0-notes.rst b/doc/release/1.16.0-notes.rst
index 2b84bb90a311..6a73ed3548da 100644
--- a/doc/release/1.16.0-notes.rst
+++ b/doc/release/1.16.0-notes.rst
@@ -107,6 +107,12 @@ Previously, a ``LinAlgError`` would be raised when an empty matrix/empty
 matrices (with zero rows and/or columns) is/are passed in. Now outputs of
 appropriate shapes are returned.
 
+``np.diff`` Added kwargs prepend and append
+-------------------------------------------
+Add kwargs prepend and append, allowing for values to be inserted
+on either end of the differences.  Similar to options for ediff1d.
+Allows for the inverse of cumsum easily via prepend=0
+
 ARM support updated
 -------------------
 Support for ARM CPUs has been updated to accommodate 32 and 64 bit targets,
diff --git a/numpy/lib/function_base.py b/numpy/lib/function_base.py
index 2992e92bb056..704e56514973 100644
--- a/numpy/lib/function_base.py
+++ b/numpy/lib/function_base.py
@@ -1090,7 +1090,7 @@ def gradient(f, *varargs, **kwargs):
         return outvals
 
 
-def diff(a, n=1, axis=-1):
+def diff(a, n=1, axis=-1, prepend=np._NoValue, append=np._NoValue):
     """
     Calculate the n-th discrete difference along the given axis.
 
@@ -1108,6 +1108,12 @@ def diff(a, n=1, axis=-1):
     axis : int, optional
         The axis along which the difference is taken, default is the
         last axis.
+    prepend, append : array_like, optional
+        Values to prepend or append to "a" along axis prior to
+        performing the difference.  Scalar values are expanded to
+        arrays with length 1 in the direction of axis and the shape
+        of the input array in along all other axes.  Otherwise the
+        dimension and shape must match "a" except along axis.
 
     Returns
     -------
@@ -1176,6 +1182,28 @@ def diff(a, n=1, axis=-1):
     nd = a.ndim
     axis = normalize_axis_index(axis, nd)
 
+    combined = []
+    if prepend is not np._NoValue:
+        prepend = np.asanyarray(prepend)
+        if prepend.ndim == 0:
+            shape = list(a.shape)
+            shape[axis] = 1
+            prepend = np.broadcast_to(prepend, tuple(shape))
+        combined.append(prepend)
+
+    combined.append(a)
+
+    if append is not np._NoValue:
+        append = np.asanyarray(append)
+        if append.ndim == 0:
+            shape = list(a.shape)
+            shape[axis] = 1
+            append = np.broadcast_to(append, tuple(shape))
+        combined.append(append)
+
+    if len(combined) > 1:
+        a = np.concatenate(combined, axis)
+
     slice1 = [slice(None)] * nd
     slice2 = [slice(None)] * nd
     slice1[axis] = slice(1, None)

Test patch: diff --git a/numpy/lib/tests/test_function_base.py b/numpy/lib/tests/test_function_base.py
index d5faed6aea49..40cca1dbb4bb 100644
--- a/numpy/lib/tests/test_function_base.py
+++ b/numpy/lib/tests/test_function_base.py
@@ -734,6 +734,58 @@ def test_subclass(self):
         assert_array_equal(out3.mask, [[], [], [], [], []])
         assert_(type(out3) is type(x))
 
+    def test_prepend(self):
+        x = np.arange(5) + 1
+        assert_array_equal(diff(x, prepend=0), np.ones(5))
+        assert_array_equal(diff(x, prepend=[0]), np.ones(5))
+        assert_array_equal(np.cumsum(np.diff(x, prepend=0)), x)
+        assert_array_equal(diff(x, prepend=[-1, 0]), np.ones(6))
+
+        x = np.arange(4).reshape(2, 2)
+        result = np.diff(x, axis=1, prepend=0)
+        expected = [[0, 1], [2, 1]]
+        assert_array_equal(result, expected)
+        result = np.diff(x, axis=1, prepend=[[0], [0]])
+        assert_array_equal(result, expected)
+
+        result = np.diff(x, axis=0, prepend=0)
+        expected = [[0, 1], [2, 2]]
+        assert_array_equal(result, expected)
+        result = np.diff(x, axis=0, prepend=[[0, 0]])
+        assert_array_equal(result, expected)
+
+        assert_raises(ValueError, np.diff, x, prepend=np.zeros((3,3)))
+
+        assert_raises(np.AxisError, diff, x, prepend=0, axis=3)
+
+    def test_append(self):
+        x = np.arange(5)
+        result = diff(x, append=0)
+        expected = [1, 1, 1, 1, -4]
+        assert_array_equal(result, expected)
+        result = diff(x, append=[0])
+        assert_array_equal(result, expected)
+        result = diff(x, append=[0, 2])
+        expected = expected + [2]
+        assert_array_equal(result, expected)
+
+        x = np.arange(4).reshape(2, 2)
+        result = np.diff(x, axis=1, append=0)
+        expected = [[1, -1], [1, -3]]
+        assert_array_equal(result, expected)
+        result = np.diff(x, axis=1, append=[[0], [0]])
+        assert_array_equal(result, expected)
+
+        result = np.diff(x, axis=0, append=0)
+        expected = [[2, 2], [-2, -3]]
+        assert_array_equal(result, expected)
+        result = np.diff(x, axis=0, append=[[0, 0]])
+        assert_array_equal(result, expected)
+
+        assert_raises(ValueError, np.diff, x, append=np.zeros((3,3)))
+
+        assert_raises(np.AxisError, diff, x, append=0, axis=3)
+
 
 class TestDelete(object):