scipy 1.16.2__cp312-cp312-win_arm64.whl

scipy/optimize/tests/test_direct.py

@@ -0,0 +1,321 @@
+"""
+Unit test for DIRECT optimization algorithm.
+"""
+from numpy.testing import (assert_allclose,
+                           assert_array_less)
+import pytest
+import numpy as np
+from scipy.optimize import direct, Bounds
+import threading
+
+
+class TestDIRECT:
+
+    def setup_method(self):
+        self.fun_calls = threading.local()
+        self.bounds_sphere = 4*[(-2, 3)]
+        self.optimum_sphere_pos = np.zeros((4, ))
+        self.optimum_sphere = 0.0
+        self.bounds_stylinski_tang = Bounds([-4., -4.], [4., 4.])
+        self.maxiter = 1000
+
+    # test functions
+    def sphere(self, x):
+        if not hasattr(self.fun_calls, 'c'):
+            self.fun_calls.c = 0
+        self.fun_calls.c += 1
+        return np.square(x).sum()
+
+    def inv(self, x):
+        if np.sum(x) == 0:
+            raise ZeroDivisionError()
+        return 1/np.sum(x)
+
+    def nan_fun(self, x):
+        return np.nan
+
+    def inf_fun(self, x):
+        return np.inf
+
+    def styblinski_tang(self, pos):
+        x, y = pos
+        return 0.5 * (x**4 - 16 * x**2 + 5 * x + y**4 - 16 * y**2 + 5 * y)
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_direct(self, locally_biased):
+        res = direct(self.sphere, self.bounds_sphere,
+                     locally_biased=locally_biased)
+
+        # test accuracy
+        assert_allclose(res.x, self.optimum_sphere_pos,
+                        rtol=1e-3, atol=1e-3)
+        assert_allclose(res.fun, self.optimum_sphere, atol=1e-5, rtol=1e-5)
+
+        # test that result lies within bounds
+        _bounds = np.asarray(self.bounds_sphere)
+        assert_array_less(_bounds[:, 0], res.x)
+        assert_array_less(res.x, _bounds[:, 1])
+
+        # test number of function evaluations. Original DIRECT overshoots by
+        # up to 500 evaluations in last iteration
+        assert res.nfev <= 1000 * (len(self.bounds_sphere) + 1)
+        # test that number of function evaluations is correct
+        assert res.nfev == self.fun_calls.c
+
+        # test that number of iterations is below supplied maximum
+        assert res.nit <= self.maxiter
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_direct_callback(self, locally_biased):
+        # test that callback does not change the result
+        res = direct(self.sphere, self.bounds_sphere,
+                     locally_biased=locally_biased)
+
+        def callback(x):
+            x = 2*x
+            dummy = np.square(x)
+            print("DIRECT minimization algorithm callback test")
+            return dummy
+
+        res_callback = direct(self.sphere, self.bounds_sphere,
+                              locally_biased=locally_biased,
+                              callback=callback)
+
+        assert_allclose(res.x, res_callback.x)
+
+        assert res.nit == res_callback.nit
+        assert res.nfev == res_callback.nfev
+        assert res.status == res_callback.status
+        assert res.success == res_callback.success
+        assert res.fun == res_callback.fun
+        assert_allclose(res.x, res_callback.x)
+        assert res.message == res_callback.message
+
+        # test accuracy
+        assert_allclose(res_callback.x, self.optimum_sphere_pos,
+                        rtol=1e-3, atol=1e-3)
+        assert_allclose(res_callback.fun, self.optimum_sphere,
+                        atol=1e-5, rtol=1e-5)
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_exception(self, locally_biased):
+        bounds = 4*[(-10, 10)]
+        with pytest.raises(ZeroDivisionError):
+            direct(self.inv, bounds=bounds,
+                   locally_biased=locally_biased)
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_nan(self, locally_biased):
+        bounds = 4*[(-10, 10)]
+        direct(self.nan_fun, bounds=bounds,
+               locally_biased=locally_biased)
+
+    @pytest.mark.parametrize("len_tol", [1e-3, 1e-4])
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_len_tol(self, len_tol, locally_biased):
+        bounds = 4*[(-10., 10.)]
+        res = direct(self.sphere, bounds=bounds, len_tol=len_tol,
+                     vol_tol=1e-30, locally_biased=locally_biased)
+        assert res.status == 5
+        assert res.success
+        assert_allclose(res.x, np.zeros((4, )))
+        message = ("The side length measure of the hyperrectangle containing "
+                   "the lowest function value found is below "
+                   f"len_tol={len_tol}")
+        assert res.message == message
+
+    @pytest.mark.parametrize("vol_tol", [1e-6, 1e-8])
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_vol_tol(self, vol_tol, locally_biased):
+        bounds = 4*[(-10., 10.)]
+        res = direct(self.sphere, bounds=bounds, vol_tol=vol_tol,
+                     len_tol=0., locally_biased=locally_biased)
+        assert res.status == 4
+        assert res.success
+        assert_allclose(res.x, np.zeros((4, )))
+        message = ("The volume of the hyperrectangle containing the lowest "
+                   f"function value found is below vol_tol={vol_tol}")
+        assert res.message == message
+
+    @pytest.mark.parametrize("f_min_rtol", [1e-3, 1e-5, 1e-7])
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_f_min(self, f_min_rtol, locally_biased):
+        # test that desired function value is reached within
+        # relative tolerance of f_min_rtol
+        f_min = 1.
+        bounds = 4*[(-2., 10.)]
+        res = direct(self.sphere, bounds=bounds, f_min=f_min,
+                     f_min_rtol=f_min_rtol,
+                     locally_biased=locally_biased)
+        assert res.status == 3
+        assert res.success
+        assert res.fun < f_min * (1. + f_min_rtol)
+        message = ("The best function value found is within a relative "
+                   f"error={f_min_rtol} of the (known) global optimum f_min")
+        assert res.message == message
+
+    def circle_with_args(self, x, a, b):
+        return np.square(x[0] - a) + np.square(x[1] - b).sum()
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_f_circle_with_args(self, locally_biased):
+        bounds = 2*[(-2.0, 2.0)]
+
+        res = direct(self.circle_with_args, bounds, args=(1, 1), maxfun=1250,
+                     locally_biased=locally_biased)
+        assert_allclose(res.x, np.array([1., 1.]), rtol=1e-5)
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_failure_maxfun(self, locally_biased):
+        # test that if optimization runs for the maximal number of
+        # evaluations, success = False is returned
+
+        maxfun = 100
+        result = direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                        maxfun=maxfun, locally_biased=locally_biased)
+        assert result.success is False
+        assert result.status == 1
+        assert result.nfev >= maxfun
+        message = ("Number of function evaluations done is "
+                   f"larger than maxfun={maxfun}")
+        assert result.message == message
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_failure_maxiter(self, locally_biased):
+        # test that if optimization runs for the maximal number of
+        # iterations, success = False is returned
+
+        maxiter = 10
+        result = direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                        maxiter=maxiter, locally_biased=locally_biased)
+        assert result.success is False
+        assert result.status == 2
+        assert result.nit >= maxiter
+        message = f"Number of iterations is larger than maxiter={maxiter}"
+        assert result.message == message
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_bounds_variants(self, locally_biased):
+        # test that new and old bounds yield same result
+
+        lb = [-6., 1., -5.]
+        ub = [-1., 3., 5.]
+        x_opt = np.array([-1., 1., 0.])
+        bounds_old = list(zip(lb, ub))
+        bounds_new = Bounds(lb, ub)
+
+        res_old_bounds = direct(self.sphere, bounds_old,
+                                locally_biased=locally_biased)
+        res_new_bounds = direct(self.sphere, bounds_new,
+                                locally_biased=locally_biased)
+
+        assert res_new_bounds.nfev == res_old_bounds.nfev
+        assert res_new_bounds.message == res_old_bounds.message
+        assert res_new_bounds.success == res_old_bounds.success
+        assert res_new_bounds.nit == res_old_bounds.nit
+        assert_allclose(res_new_bounds.x, res_old_bounds.x)
+        assert_allclose(res_new_bounds.x, x_opt, rtol=1e-2)
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    @pytest.mark.parametrize("eps", [1e-5, 1e-4, 1e-3])
+    def test_epsilon(self, eps, locally_biased):
+        result = direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                        eps=eps, vol_tol=1e-6,
+                        locally_biased=locally_biased)
+        assert result.status == 4
+        assert result.success
+
+    @pytest.mark.xslow
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_no_segmentation_fault(self, locally_biased):
+        # test that an excessive number of function evaluations
+        # does not result in segmentation fault
+        bounds = [(-5., 20.)] * 100
+        result = direct(self.sphere, bounds, maxfun=10000000,
+                        maxiter=1000000, locally_biased=locally_biased)
+        assert result is not None
+
+    @pytest.mark.parametrize("locally_biased", [True, False])
+    def test_inf_fun(self, locally_biased):
+        # test that an objective value of infinity does not crash DIRECT
+        bounds = [(-5., 5.)] * 2
+        result = direct(self.inf_fun, bounds,
+                        locally_biased=locally_biased)
+        assert result is not None
+
+    @pytest.mark.parametrize("len_tol", [-1, 2])
+    def test_len_tol_validation(self, len_tol):
+        error_msg = "len_tol must be between 0 and 1."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   len_tol=len_tol)
+
+    @pytest.mark.parametrize("vol_tol", [-1, 2])
+    def test_vol_tol_validation(self, vol_tol):
+        error_msg = "vol_tol must be between 0 and 1."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   vol_tol=vol_tol)
+
+    @pytest.mark.parametrize("f_min_rtol", [-1, 2])
+    def test_fmin_rtol_validation(self, f_min_rtol):
+        error_msg = "f_min_rtol must be between 0 and 1."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   f_min_rtol=f_min_rtol, f_min=0.)
+
+    @pytest.mark.parametrize("maxfun", [1.5, "string", (1, 2)])
+    def test_maxfun_wrong_type(self, maxfun):
+        error_msg = "maxfun must be of type int."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   maxfun=maxfun)
+
+    @pytest.mark.parametrize("maxiter", [1.5, "string", (1, 2)])
+    def test_maxiter_wrong_type(self, maxiter):
+        error_msg = "maxiter must be of type int."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   maxiter=maxiter)
+
+    def test_negative_maxiter(self):
+        error_msg = "maxiter must be > 0."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   maxiter=-1)
+
+    def test_negative_maxfun(self):
+        error_msg = "maxfun must be > 0."
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   maxfun=-1)
+
+    @pytest.mark.parametrize("bounds", ["bounds", 2., 0])
+    def test_invalid_bounds_type(self, bounds):
+        error_msg = ("bounds must be a sequence or "
+                     "instance of Bounds class")
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, bounds)
+
+    @pytest.mark.parametrize("bounds",
+                             [Bounds([-1., -1], [-2, 1]),
+                              Bounds([-np.nan, -1], [-2, np.nan]),
+                              ]
+                             )
+    def test_incorrect_bounds(self, bounds):
+        error_msg = 'Bounds are not consistent min < max'
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, bounds)
+
+    def test_inf_bounds(self):
+        error_msg = 'Bounds must not be inf.'
+        bounds = Bounds([-np.inf, -1], [-2, np.inf])
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, bounds)
+
+    @pytest.mark.parametrize("locally_biased", ["bias", [0, 0], 2.])
+    def test_locally_biased_validation(self, locally_biased):
+        error_msg = 'locally_biased must be True or False.'
+        with pytest.raises(ValueError, match=error_msg):
+            direct(self.styblinski_tang, self.bounds_stylinski_tang,
+                   locally_biased=locally_biased)

scipy/optimize/tests/test_extending.py

@@ -0,0 +1,28 @@
+import os
+import platform
+import sysconfig
+
+import pytest
+
+from scipy._lib._testutils import IS_EDITABLE, _test_cython_extension, cython
+
+
+@pytest.mark.fail_slow(40)
+# essential per https://github.com/scipy/scipy/pull/20487#discussion_r1567057247
+@pytest.mark.skipif(IS_EDITABLE,
+                    reason='Editable install cannot find .pxd headers.')
+@pytest.mark.skipif((platform.system() == 'Windows' and
+                     sysconfig.get_config_var('Py_GIL_DISABLED')),
+                    reason='gh-22039')
+@pytest.mark.skipif(platform.machine() in ["wasm32", "wasm64"],
+                    reason="Can't start subprocess")
+@pytest.mark.skipif(cython is None, reason="requires cython")
+def test_cython(tmp_path):
+    srcdir = os.path.dirname(os.path.dirname(__file__))
+    extensions, extensions_cpp = _test_cython_extension(tmp_path, srcdir)
+    # actually test the cython c-extensions
+    # From docstring for scipy.optimize.cython_optimize module
+    x = extensions.brentq_example()
+    assert x == 0.6999942848231314
+    x = extensions_cpp.brentq_example()
+    assert x == 0.6999942848231314

scipy/optimize/tests/test_hessian_update_strategy.py

@@ -0,0 +1,300 @@
+import re
+from copy import deepcopy
+
+import numpy as np
+import pytest
+from numpy.linalg import norm
+from numpy.testing import (TestCase, assert_array_almost_equal,
+                           assert_array_equal, assert_array_less)
+from scipy.optimize import (BFGS, SR1)
+
+
+class Rosenbrock:
+    """Rosenbrock function.
+
+    The following optimization problem:
+        minimize sum(100.0*(x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0)
+    """
+
+    def __init__(self, n=2, random_state=0):
+        rng = np.random.RandomState(random_state)
+        self.x0 = rng.uniform(-1, 1, n)
+        self.x_opt = np.ones(n)
+
+    def fun(self, x):
+        x = np.asarray(x)
+        r = np.sum(100.0 * (x[1:] - x[:-1]**2.0)**2.0 + (1 - x[:-1])**2.0,
+                   axis=0)
+        return r
+
+    def grad(self, x):
+        x = np.asarray(x)
+        xm = x[1:-1]
+        xm_m1 = x[:-2]
+        xm_p1 = x[2:]
+        der = np.zeros_like(x)
+        der[1:-1] = (200 * (xm - xm_m1**2) -
+                     400 * (xm_p1 - xm**2) * xm - 2 * (1 - xm))
+        der[0] = -400 * x[0] * (x[1] - x[0]**2) - 2 * (1 - x[0])
+        der[-1] = 200 * (x[-1] - x[-2]**2)
+        return der
+
+    def hess(self, x):
+        x = np.atleast_1d(x)
+        H = np.diag(-400 * x[:-1], 1) - np.diag(400 * x[:-1], -1)
+        diagonal = np.zeros(len(x), dtype=x.dtype)
+        diagonal[0] = 1200 * x[0]**2 - 400 * x[1] + 2
+        diagonal[-1] = 200
+        diagonal[1:-1] = 202 + 1200 * x[1:-1]**2 - 400 * x[2:]
+        H = H + np.diag(diagonal)
+        return H
+
+
+class TestHessianUpdateStrategy(TestCase):
+
+
+    def test_hessian_initialization(self):
+
+        ndims = 5
+        symmetric_matrix = np.array([[43, 24, 33, 34, 49],
+                                     [24, 36, 44, 15, 44],
+                                     [33, 44, 37, 1, 30],
+                                     [34, 15, 1, 5, 46],
+                                     [49, 44, 30, 46, 22]])
+        init_scales = (
+            ('auto', np.eye(ndims)),
+            (2, np.eye(ndims) * 2),
+            (np.arange(1, ndims + 1) * np.eye(ndims),
+             np.arange(1, ndims + 1) * np.eye(ndims)),
+            (symmetric_matrix, symmetric_matrix),)
+        for approx_type in ['hess', 'inv_hess']:
+            for init_scale, true_matrix in init_scales:
+                # large min_{denominator,curvatur} makes them skip an update,
+                # so we can have our initial matrix
+                quasi_newton = (BFGS(init_scale=init_scale,
+                                     min_curvature=1e50,
+                                     exception_strategy='skip_update'),
+                                SR1(init_scale=init_scale,
+                                    min_denominator=1e50))
+
+                for qn in quasi_newton:
+                    qn.initialize(ndims, approx_type)
+                    B = qn.get_matrix()
+
+                    assert_array_equal(B, np.eye(ndims))
+                    # don't test the auto init scale
+                    if isinstance(init_scale, str) and init_scale == 'auto':
+                        continue
+
+                    qn.update(np.ones(ndims) * 1e-5, np.arange(ndims) + 0.2)
+                    B = qn.get_matrix()
+                    assert_array_equal(B, true_matrix)
+
+    # For this list of points, it is known
+    # that no exception occur during the
+    # Hessian update. Hence no update is
+    # skiped or damped.
+
+
+    def test_initialize_catch_illegal(self):
+        ndims = 3
+        # no complex allowed
+        inits_msg_errtype = ((complex(3.14),
+                              r"float\(\) argument must be a string or a "
+                              r"(real )?number, not 'complex'",
+                              TypeError),
+
+                             (np.array([3.2, 2.3, 1.2]).astype(np.complex128),
+                              "init_scale contains complex elements, "
+                              "must be real.",
+                              TypeError),
+
+                             (np.array([[43, 24, 33],
+                                        [24, 36, 44, ],
+                                        [33, 44, 37, ]]).astype(np.complex128),
+                              "init_scale contains complex elements, "
+                              "must be real.",
+                              TypeError),
+
+                             # not square
+                             (np.array([[43, 55, 66]]),
+                              re.escape(
+                                  "If init_scale is an array, it must have the "
+                                  "dimensions of the hess/inv_hess: (3, 3)."
+                                  " Got (1, 3)."),
+                              ValueError),
+
+                             # not symmetric
+                             (np.array([[43, 24, 33],
+                                        [24.1, 36, 44, ],
+                                        [33, 44, 37, ]]),
+                              re.escape("If init_scale is an array, it must be"
+                                        " symmetric (passing scipy.linalg.issymmetric)"
+                                        " to be an approximation of a hess/inv_hess."),
+                              ValueError),
+                             )
+        for approx_type in ['hess', 'inv_hess']:
+            for init_scale, message, errortype in inits_msg_errtype:
+                # large min_{denominator,curvatur} makes it skip an update,
+                # so we can retrieve our initial matrix
+                quasi_newton = (BFGS(init_scale=init_scale),
+                                SR1(init_scale=init_scale))
+
+                for qn in quasi_newton:
+                    qn.initialize(ndims, approx_type)
+                    with pytest.raises(errortype, match=message):
+                        qn.update(np.ones(ndims), np.arange(ndims))
+
+    def test_rosenbrock_with_no_exception(self):
+        # Define auxiliary problem
+        prob = Rosenbrock(n=5)
+        # Define iteration points
+        x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
+                  [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
+                  [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
+                  [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
+                  [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
+                  [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
+                  [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184],
+                  [0.2354930, 0.0443711, 0.0173959, 0.0041872, 0.00794563],
+                  [0.4168118, 0.1433867, 0.0111714, 0.0126265, -0.00658537],
+                  [0.4681972, 0.2153273, 0.0225249, 0.0152704, -0.00463809],
+                  [0.6023068, 0.3346815, 0.0731108, 0.0186618, -0.00371541],
+                  [0.6415743, 0.3985468, 0.1324422, 0.0214160, -0.00062401],
+                  [0.7503690, 0.5447616, 0.2804541, 0.0539851, 0.00242230],
+                  [0.7452626, 0.5644594, 0.3324679, 0.0865153, 0.00454960],
+                  [0.8059782, 0.6586838, 0.4229577, 0.1452990, 0.00976702],
+                  [0.8549542, 0.7226562, 0.4991309, 0.2420093, 0.02772661],
+                  [0.8571332, 0.7285741, 0.5279076, 0.2824549, 0.06030276],
+                  [0.8835633, 0.7727077, 0.5957984, 0.3411303, 0.09652185],
+                  [0.9071558, 0.8299587, 0.6771400, 0.4402896, 0.17469338],
+                  [0.9190793, 0.8486480, 0.7163332, 0.5083780, 0.26107691],
+                  [0.9371223, 0.8762177, 0.7653702, 0.5773109, 0.32181041],
+                  [0.9554613, 0.9119893, 0.8282687, 0.6776178, 0.43162744],
+                  [0.9545744, 0.9099264, 0.8270244, 0.6822220, 0.45237623],
+                  [0.9688112, 0.9351710, 0.8730961, 0.7546601, 0.56622448],
+                  [0.9743227, 0.9491953, 0.9005150, 0.8086497, 0.64505437],
+                  [0.9807345, 0.9638853, 0.9283012, 0.8631675, 0.73812581],
+                  [0.9886746, 0.9777760, 0.9558950, 0.9123417, 0.82726553],
+                  [0.9899096, 0.9803828, 0.9615592, 0.9255600, 0.85822149],
+                  [0.9969510, 0.9935441, 0.9864657, 0.9726775, 0.94358663],
+                  [0.9979533, 0.9960274, 0.9921724, 0.9837415, 0.96626288],
+                  [0.9995981, 0.9989171, 0.9974178, 0.9949954, 0.99023356],
+                  [1.0002640, 1.0005088, 1.0010594, 1.0021161, 1.00386912],
+                  [0.9998903, 0.9998459, 0.9997795, 0.9995484, 0.99916305],
+                  [1.0000008, 0.9999905, 0.9999481, 0.9998903, 0.99978047],
+                  [1.0000004, 0.9999983, 1.0000001, 1.0000031, 1.00000297],
+                  [0.9999995, 1.0000003, 1.0000005, 1.0000001, 1.00000032],
+                  [0.9999999, 0.9999997, 0.9999994, 0.9999989, 0.99999786],
+                  [0.9999999, 0.9999999, 0.9999999, 0.9999999, 0.99999991]]
+        # Get iteration points
+        grad_list = [prob.grad(x) for x in x_list]
+        delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
+                   for i in range(len(x_list)-1)]
+        delta_grad = [grad_list[i+1]-grad_list[i]
+                      for i in range(len(grad_list)-1)]
+        # Check curvature condition
+        for s, y in zip(delta_x, delta_grad):
+            if np.dot(s, y) <= 0:
+                raise ArithmeticError()
+        # Define QuasiNewton update
+        for quasi_newton in (BFGS(init_scale=1, min_curvature=1e-4),
+                             SR1(init_scale=1)):
+            hess = deepcopy(quasi_newton)
+            inv_hess = deepcopy(quasi_newton)
+            hess.initialize(len(x_list[0]), 'hess')
+            inv_hess.initialize(len(x_list[0]), 'inv_hess')
+            # Compare the hessian and its inverse
+            for s, y in zip(delta_x, delta_grad):
+                hess.update(s, y)
+                inv_hess.update(s, y)
+                B = hess.get_matrix()
+                H = inv_hess.get_matrix()
+                assert_array_almost_equal(np.linalg.inv(B), H, decimal=10)
+            B_true = prob.hess(x_list[len(delta_x)])
+            assert_array_less(norm(B - B_true)/norm(B_true), 0.1)
+
+    def test_SR1_skip_update(self):
+        # Define auxiliary problem
+        prob = Rosenbrock(n=5)
+        # Define iteration points
+        x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
+                  [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
+                  [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
+                  [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
+                  [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
+                  [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
+                  [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184],
+                  [0.2354930, 0.0443711, 0.0173959, 0.0041872, 0.00794563],
+                  [0.4168118, 0.1433867, 0.0111714, 0.0126265, -0.00658537],
+                  [0.4681972, 0.2153273, 0.0225249, 0.0152704, -0.00463809],
+                  [0.6023068, 0.3346815, 0.0731108, 0.0186618, -0.00371541],
+                  [0.6415743, 0.3985468, 0.1324422, 0.0214160, -0.00062401],
+                  [0.7503690, 0.5447616, 0.2804541, 0.0539851, 0.00242230],
+                  [0.7452626, 0.5644594, 0.3324679, 0.0865153, 0.00454960],
+                  [0.8059782, 0.6586838, 0.4229577, 0.1452990, 0.00976702],
+                  [0.8549542, 0.7226562, 0.4991309, 0.2420093, 0.02772661],
+                  [0.8571332, 0.7285741, 0.5279076, 0.2824549, 0.06030276],
+                  [0.8835633, 0.7727077, 0.5957984, 0.3411303, 0.09652185],
+                  [0.9071558, 0.8299587, 0.6771400, 0.4402896, 0.17469338]]
+        # Get iteration points
+        grad_list = [prob.grad(x) for x in x_list]
+        delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
+                   for i in range(len(x_list)-1)]
+        delta_grad = [grad_list[i+1]-grad_list[i]
+                      for i in range(len(grad_list)-1)]
+        hess = SR1(init_scale=1, min_denominator=1e-2)
+        hess.initialize(len(x_list[0]), 'hess')
+        # Compare the Hessian and its inverse
+        for i in range(len(delta_x)-1):
+            s = delta_x[i]
+            y = delta_grad[i]
+            hess.update(s, y)
+        # Test skip update
+        B = np.copy(hess.get_matrix())
+        s = delta_x[17]
+        y = delta_grad[17]
+        hess.update(s, y)
+        B_updated = np.copy(hess.get_matrix())
+        assert_array_equal(B, B_updated)
+
+    def test_BFGS_skip_update(self):
+        # Define auxiliary problem
+        prob = Rosenbrock(n=5)
+        # Define iteration points
+        x_list = [[0.0976270, 0.4303787, 0.2055267, 0.0897663, -0.15269040],
+                  [0.1847239, 0.0505757, 0.2123832, 0.0255081, 0.00083286],
+                  [0.2142498, -0.0188480, 0.0503822, 0.0347033, 0.03323606],
+                  [0.2071680, -0.0185071, 0.0341337, -0.0139298, 0.02881750],
+                  [0.1533055, -0.0322935, 0.0280418, -0.0083592, 0.01503699],
+                  [0.1382378, -0.0276671, 0.0266161, -0.0074060, 0.02801610],
+                  [0.1651957, -0.0049124, 0.0269665, -0.0040025, 0.02138184]]
+        # Get iteration points
+        grad_list = [prob.grad(x) for x in x_list]
+        delta_x = [np.array(x_list[i+1])-np.array(x_list[i])
+                   for i in range(len(x_list)-1)]
+        delta_grad = [grad_list[i+1]-grad_list[i]
+                      for i in range(len(grad_list)-1)]
+        hess = BFGS(init_scale=1, min_curvature=10)
+        hess.initialize(len(x_list[0]), 'hess')
+        # Compare the Hessian and its inverse
+        for i in range(len(delta_x)-1):
+            s = delta_x[i]
+            y = delta_grad[i]
+            hess.update(s, y)
+        # Test skip update
+        B = np.copy(hess.get_matrix())
+        s = delta_x[5]
+        y = delta_grad[5]
+        hess.update(s, y)
+        B_updated = np.copy(hess.get_matrix())
+        assert_array_equal(B, B_updated)
+
+
+@pytest.mark.parametrize('strategy', [BFGS, SR1])
+@pytest.mark.parametrize('approx_type', ['hess', 'inv_hess'])
+def test_matmul_equals_dot(strategy, approx_type):
+    H = strategy(init_scale=1)
+    H.initialize(2, approx_type)
+    v = np.array([1, 2])
+    assert_array_equal(H @ v, H.dot(v))