scipy 1.16.2__cp313-cp313-win_arm64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- scipy/__config__.py +161 -0
- scipy/__init__.py +150 -0
- scipy/_cyutility.cp313-win_arm64.lib +0 -0
- scipy/_cyutility.cp313-win_arm64.pyd +0 -0
- scipy/_distributor_init.py +18 -0
- scipy/_lib/__init__.py +14 -0
- scipy/_lib/_array_api.py +931 -0
- scipy/_lib/_array_api_compat_vendor.py +9 -0
- scipy/_lib/_array_api_no_0d.py +103 -0
- scipy/_lib/_bunch.py +229 -0
- scipy/_lib/_ccallback.py +251 -0
- scipy/_lib/_ccallback_c.cp313-win_arm64.lib +0 -0
- scipy/_lib/_ccallback_c.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_disjoint_set.py +254 -0
- scipy/_lib/_docscrape.py +761 -0
- scipy/_lib/_elementwise_iterative_method.py +346 -0
- scipy/_lib/_fpumode.cp313-win_arm64.lib +0 -0
- scipy/_lib/_fpumode.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_gcutils.py +105 -0
- scipy/_lib/_pep440.py +487 -0
- scipy/_lib/_sparse.py +41 -0
- scipy/_lib/_test_ccallback.cp313-win_arm64.lib +0 -0
- scipy/_lib/_test_ccallback.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_test_deprecation_call.cp313-win_arm64.lib +0 -0
- scipy/_lib/_test_deprecation_call.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_test_deprecation_def.cp313-win_arm64.lib +0 -0
- scipy/_lib/_test_deprecation_def.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_testutils.py +373 -0
- scipy/_lib/_threadsafety.py +58 -0
- scipy/_lib/_tmpdirs.py +86 -0
- scipy/_lib/_uarray/LICENSE +29 -0
- scipy/_lib/_uarray/__init__.py +116 -0
- scipy/_lib/_uarray/_backend.py +707 -0
- scipy/_lib/_uarray/_uarray.cp313-win_arm64.lib +0 -0
- scipy/_lib/_uarray/_uarray.cp313-win_arm64.pyd +0 -0
- scipy/_lib/_util.py +1283 -0
- scipy/_lib/array_api_compat/__init__.py +22 -0
- scipy/_lib/array_api_compat/_internal.py +59 -0
- scipy/_lib/array_api_compat/common/__init__.py +1 -0
- scipy/_lib/array_api_compat/common/_aliases.py +727 -0
- scipy/_lib/array_api_compat/common/_fft.py +213 -0
- scipy/_lib/array_api_compat/common/_helpers.py +1058 -0
- scipy/_lib/array_api_compat/common/_linalg.py +232 -0
- scipy/_lib/array_api_compat/common/_typing.py +192 -0
- scipy/_lib/array_api_compat/cupy/__init__.py +13 -0
- scipy/_lib/array_api_compat/cupy/_aliases.py +156 -0
- scipy/_lib/array_api_compat/cupy/_info.py +336 -0
- scipy/_lib/array_api_compat/cupy/_typing.py +31 -0
- scipy/_lib/array_api_compat/cupy/fft.py +36 -0
- scipy/_lib/array_api_compat/cupy/linalg.py +49 -0
- scipy/_lib/array_api_compat/dask/__init__.py +0 -0
- scipy/_lib/array_api_compat/dask/array/__init__.py +12 -0
- scipy/_lib/array_api_compat/dask/array/_aliases.py +376 -0
- scipy/_lib/array_api_compat/dask/array/_info.py +416 -0
- scipy/_lib/array_api_compat/dask/array/fft.py +21 -0
- scipy/_lib/array_api_compat/dask/array/linalg.py +72 -0
- scipy/_lib/array_api_compat/numpy/__init__.py +28 -0
- scipy/_lib/array_api_compat/numpy/_aliases.py +190 -0
- scipy/_lib/array_api_compat/numpy/_info.py +366 -0
- scipy/_lib/array_api_compat/numpy/_typing.py +30 -0
- scipy/_lib/array_api_compat/numpy/fft.py +35 -0
- scipy/_lib/array_api_compat/numpy/linalg.py +143 -0
- scipy/_lib/array_api_compat/torch/__init__.py +22 -0
- scipy/_lib/array_api_compat/torch/_aliases.py +855 -0
- scipy/_lib/array_api_compat/torch/_info.py +369 -0
- scipy/_lib/array_api_compat/torch/_typing.py +3 -0
- scipy/_lib/array_api_compat/torch/fft.py +85 -0
- scipy/_lib/array_api_compat/torch/linalg.py +121 -0
- scipy/_lib/array_api_extra/__init__.py +38 -0
- scipy/_lib/array_api_extra/_delegation.py +171 -0
- scipy/_lib/array_api_extra/_lib/__init__.py +1 -0
- scipy/_lib/array_api_extra/_lib/_at.py +463 -0
- scipy/_lib/array_api_extra/_lib/_backends.py +46 -0
- scipy/_lib/array_api_extra/_lib/_funcs.py +937 -0
- scipy/_lib/array_api_extra/_lib/_lazy.py +357 -0
- scipy/_lib/array_api_extra/_lib/_testing.py +278 -0
- scipy/_lib/array_api_extra/_lib/_utils/__init__.py +1 -0
- scipy/_lib/array_api_extra/_lib/_utils/_compat.py +74 -0
- scipy/_lib/array_api_extra/_lib/_utils/_compat.pyi +45 -0
- scipy/_lib/array_api_extra/_lib/_utils/_helpers.py +559 -0
- scipy/_lib/array_api_extra/_lib/_utils/_typing.py +10 -0
- scipy/_lib/array_api_extra/_lib/_utils/_typing.pyi +105 -0
- scipy/_lib/array_api_extra/testing.py +359 -0
- scipy/_lib/cobyqa/__init__.py +20 -0
- scipy/_lib/cobyqa/framework.py +1240 -0
- scipy/_lib/cobyqa/main.py +1506 -0
- scipy/_lib/cobyqa/models.py +1529 -0
- scipy/_lib/cobyqa/problem.py +1296 -0
- scipy/_lib/cobyqa/settings.py +132 -0
- scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
- scipy/_lib/cobyqa/subsolvers/geometry.py +387 -0
- scipy/_lib/cobyqa/subsolvers/optim.py +1203 -0
- scipy/_lib/cobyqa/utils/__init__.py +18 -0
- scipy/_lib/cobyqa/utils/exceptions.py +22 -0
- scipy/_lib/cobyqa/utils/math.py +77 -0
- scipy/_lib/cobyqa/utils/versions.py +67 -0
- scipy/_lib/decorator.py +399 -0
- scipy/_lib/deprecation.py +274 -0
- scipy/_lib/doccer.py +366 -0
- scipy/_lib/messagestream.cp313-win_arm64.lib +0 -0
- scipy/_lib/messagestream.cp313-win_arm64.pyd +0 -0
- scipy/_lib/pyprima/__init__.py +212 -0
- scipy/_lib/pyprima/cobyla/__init__.py +0 -0
- scipy/_lib/pyprima/cobyla/cobyla.py +559 -0
- scipy/_lib/pyprima/cobyla/cobylb.py +714 -0
- scipy/_lib/pyprima/cobyla/geometry.py +226 -0
- scipy/_lib/pyprima/cobyla/initialize.py +215 -0
- scipy/_lib/pyprima/cobyla/trustregion.py +492 -0
- scipy/_lib/pyprima/cobyla/update.py +289 -0
- scipy/_lib/pyprima/common/__init__.py +0 -0
- scipy/_lib/pyprima/common/_bounds.py +34 -0
- scipy/_lib/pyprima/common/_linear_constraints.py +46 -0
- scipy/_lib/pyprima/common/_nonlinear_constraints.py +54 -0
- scipy/_lib/pyprima/common/_project.py +173 -0
- scipy/_lib/pyprima/common/checkbreak.py +93 -0
- scipy/_lib/pyprima/common/consts.py +47 -0
- scipy/_lib/pyprima/common/evaluate.py +99 -0
- scipy/_lib/pyprima/common/history.py +38 -0
- scipy/_lib/pyprima/common/infos.py +30 -0
- scipy/_lib/pyprima/common/linalg.py +435 -0
- scipy/_lib/pyprima/common/message.py +290 -0
- scipy/_lib/pyprima/common/powalg.py +131 -0
- scipy/_lib/pyprima/common/preproc.py +277 -0
- scipy/_lib/pyprima/common/present.py +5 -0
- scipy/_lib/pyprima/common/ratio.py +54 -0
- scipy/_lib/pyprima/common/redrho.py +47 -0
- scipy/_lib/pyprima/common/selectx.py +296 -0
- scipy/_lib/tests/__init__.py +0 -0
- scipy/_lib/tests/test__gcutils.py +110 -0
- scipy/_lib/tests/test__pep440.py +67 -0
- scipy/_lib/tests/test__testutils.py +32 -0
- scipy/_lib/tests/test__threadsafety.py +51 -0
- scipy/_lib/tests/test__util.py +641 -0
- scipy/_lib/tests/test_array_api.py +322 -0
- scipy/_lib/tests/test_bunch.py +169 -0
- scipy/_lib/tests/test_ccallback.py +196 -0
- scipy/_lib/tests/test_config.py +45 -0
- scipy/_lib/tests/test_deprecation.py +10 -0
- scipy/_lib/tests/test_doccer.py +143 -0
- scipy/_lib/tests/test_import_cycles.py +18 -0
- scipy/_lib/tests/test_public_api.py +482 -0
- scipy/_lib/tests/test_scipy_version.py +28 -0
- scipy/_lib/tests/test_tmpdirs.py +48 -0
- scipy/_lib/tests/test_warnings.py +137 -0
- scipy/_lib/uarray.py +31 -0
- scipy/cluster/__init__.py +31 -0
- scipy/cluster/_hierarchy.cp313-win_arm64.lib +0 -0
- scipy/cluster/_hierarchy.cp313-win_arm64.pyd +0 -0
- scipy/cluster/_optimal_leaf_ordering.cp313-win_arm64.lib +0 -0
- scipy/cluster/_optimal_leaf_ordering.cp313-win_arm64.pyd +0 -0
- scipy/cluster/_vq.cp313-win_arm64.lib +0 -0
- scipy/cluster/_vq.cp313-win_arm64.pyd +0 -0
- scipy/cluster/hierarchy.py +4348 -0
- scipy/cluster/tests/__init__.py +0 -0
- scipy/cluster/tests/hierarchy_test_data.py +145 -0
- scipy/cluster/tests/test_disjoint_set.py +202 -0
- scipy/cluster/tests/test_hierarchy.py +1238 -0
- scipy/cluster/tests/test_vq.py +434 -0
- scipy/cluster/vq.py +832 -0
- scipy/conftest.py +683 -0
- scipy/constants/__init__.py +358 -0
- scipy/constants/_codata.py +2266 -0
- scipy/constants/_constants.py +369 -0
- scipy/constants/codata.py +21 -0
- scipy/constants/constants.py +53 -0
- scipy/constants/tests/__init__.py +0 -0
- scipy/constants/tests/test_codata.py +78 -0
- scipy/constants/tests/test_constants.py +83 -0
- scipy/datasets/__init__.py +90 -0
- scipy/datasets/_download_all.py +71 -0
- scipy/datasets/_fetchers.py +225 -0
- scipy/datasets/_registry.py +26 -0
- scipy/datasets/_utils.py +81 -0
- scipy/datasets/tests/__init__.py +0 -0
- scipy/datasets/tests/test_data.py +128 -0
- scipy/differentiate/__init__.py +27 -0
- scipy/differentiate/_differentiate.py +1129 -0
- scipy/differentiate/tests/__init__.py +0 -0
- scipy/differentiate/tests/test_differentiate.py +694 -0
- scipy/fft/__init__.py +114 -0
- scipy/fft/_backend.py +196 -0
- scipy/fft/_basic.py +1650 -0
- scipy/fft/_basic_backend.py +197 -0
- scipy/fft/_debug_backends.py +22 -0
- scipy/fft/_fftlog.py +223 -0
- scipy/fft/_fftlog_backend.py +200 -0
- scipy/fft/_helper.py +348 -0
- scipy/fft/_pocketfft/LICENSE.md +25 -0
- scipy/fft/_pocketfft/__init__.py +9 -0
- scipy/fft/_pocketfft/basic.py +251 -0
- scipy/fft/_pocketfft/helper.py +249 -0
- scipy/fft/_pocketfft/pypocketfft.cp313-win_arm64.lib +0 -0
- scipy/fft/_pocketfft/pypocketfft.cp313-win_arm64.pyd +0 -0
- scipy/fft/_pocketfft/realtransforms.py +109 -0
- scipy/fft/_pocketfft/tests/__init__.py +0 -0
- scipy/fft/_pocketfft/tests/test_basic.py +1011 -0
- scipy/fft/_pocketfft/tests/test_real_transforms.py +505 -0
- scipy/fft/_realtransforms.py +706 -0
- scipy/fft/_realtransforms_backend.py +63 -0
- scipy/fft/tests/__init__.py +0 -0
- scipy/fft/tests/mock_backend.py +96 -0
- scipy/fft/tests/test_backend.py +98 -0
- scipy/fft/tests/test_basic.py +504 -0
- scipy/fft/tests/test_fftlog.py +215 -0
- scipy/fft/tests/test_helper.py +558 -0
- scipy/fft/tests/test_multithreading.py +84 -0
- scipy/fft/tests/test_real_transforms.py +247 -0
- scipy/fftpack/__init__.py +103 -0
- scipy/fftpack/_basic.py +428 -0
- scipy/fftpack/_helper.py +115 -0
- scipy/fftpack/_pseudo_diffs.py +554 -0
- scipy/fftpack/_realtransforms.py +598 -0
- scipy/fftpack/basic.py +20 -0
- scipy/fftpack/convolve.cp313-win_arm64.lib +0 -0
- scipy/fftpack/convolve.cp313-win_arm64.pyd +0 -0
- scipy/fftpack/helper.py +19 -0
- scipy/fftpack/pseudo_diffs.py +22 -0
- scipy/fftpack/realtransforms.py +19 -0
- scipy/fftpack/tests/__init__.py +0 -0
- scipy/fftpack/tests/fftw_double_ref.npz +0 -0
- scipy/fftpack/tests/fftw_longdouble_ref.npz +0 -0
- scipy/fftpack/tests/fftw_single_ref.npz +0 -0
- scipy/fftpack/tests/test.npz +0 -0
- scipy/fftpack/tests/test_basic.py +877 -0
- scipy/fftpack/tests/test_helper.py +54 -0
- scipy/fftpack/tests/test_import.py +33 -0
- scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
- scipy/fftpack/tests/test_real_transforms.py +836 -0
- scipy/integrate/__init__.py +122 -0
- scipy/integrate/_bvp.py +1160 -0
- scipy/integrate/_cubature.py +729 -0
- scipy/integrate/_dop.cp313-win_arm64.lib +0 -0
- scipy/integrate/_dop.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_ivp/__init__.py +8 -0
- scipy/integrate/_ivp/base.py +290 -0
- scipy/integrate/_ivp/bdf.py +478 -0
- scipy/integrate/_ivp/common.py +451 -0
- scipy/integrate/_ivp/dop853_coefficients.py +193 -0
- scipy/integrate/_ivp/ivp.py +755 -0
- scipy/integrate/_ivp/lsoda.py +224 -0
- scipy/integrate/_ivp/radau.py +572 -0
- scipy/integrate/_ivp/rk.py +601 -0
- scipy/integrate/_ivp/tests/__init__.py +0 -0
- scipy/integrate/_ivp/tests/test_ivp.py +1287 -0
- scipy/integrate/_ivp/tests/test_rk.py +37 -0
- scipy/integrate/_lebedev.py +5450 -0
- scipy/integrate/_lsoda.cp313-win_arm64.lib +0 -0
- scipy/integrate/_lsoda.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_ode.py +1395 -0
- scipy/integrate/_odepack.cp313-win_arm64.lib +0 -0
- scipy/integrate/_odepack.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_odepack_py.py +273 -0
- scipy/integrate/_quad_vec.py +674 -0
- scipy/integrate/_quadpack.cp313-win_arm64.lib +0 -0
- scipy/integrate/_quadpack.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_quadpack_py.py +1283 -0
- scipy/integrate/_quadrature.py +1336 -0
- scipy/integrate/_rules/__init__.py +12 -0
- scipy/integrate/_rules/_base.py +518 -0
- scipy/integrate/_rules/_gauss_kronrod.py +202 -0
- scipy/integrate/_rules/_gauss_legendre.py +62 -0
- scipy/integrate/_rules/_genz_malik.py +210 -0
- scipy/integrate/_tanhsinh.py +1385 -0
- scipy/integrate/_test_multivariate.cp313-win_arm64.lib +0 -0
- scipy/integrate/_test_multivariate.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_test_odeint_banded.cp313-win_arm64.lib +0 -0
- scipy/integrate/_test_odeint_banded.cp313-win_arm64.pyd +0 -0
- scipy/integrate/_vode.cp313-win_arm64.lib +0 -0
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- scipy/integrate/lsoda.py +15 -0
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- scipy/integrate/quadpack.py +23 -0
- scipy/integrate/tests/__init__.py +0 -0
- scipy/integrate/tests/test__quad_vec.py +211 -0
- scipy/integrate/tests/test_banded_ode_solvers.py +305 -0
- scipy/integrate/tests/test_bvp.py +714 -0
- scipy/integrate/tests/test_cubature.py +1375 -0
- scipy/integrate/tests/test_integrate.py +840 -0
- scipy/integrate/tests/test_odeint_jac.py +74 -0
- scipy/integrate/tests/test_quadpack.py +680 -0
- scipy/integrate/tests/test_quadrature.py +730 -0
- scipy/integrate/tests/test_tanhsinh.py +1171 -0
- scipy/integrate/vode.py +15 -0
- scipy/interpolate/__init__.py +228 -0
- scipy/interpolate/_bary_rational.py +715 -0
- scipy/interpolate/_bsplines.py +2469 -0
- scipy/interpolate/_cubic.py +973 -0
- scipy/interpolate/_dfitpack.cp313-win_arm64.lib +0 -0
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- scipy/io/_fast_matrix_market/__init__.py +600 -0
- scipy/io/_fast_matrix_market/_fmm_core.cp313-win_arm64.lib +0 -0
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- scipy/io/_harwell_boeing/__init__.py +7 -0
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+
|
165
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+
message = '`f` must be callable.'
|
166
|
+
with pytest.raises(ValueError, match=message):
|
167
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+
_tanhsinh(42, zero, f_b)
|
168
|
+
|
169
|
+
message = '...must be True or False.'
|
170
|
+
with pytest.raises(ValueError, match=message):
|
171
|
+
_tanhsinh(f, zero, f_b, log=2)
|
172
|
+
|
173
|
+
message = '...must be real numbers.'
|
174
|
+
with pytest.raises(ValueError, match=message):
|
175
|
+
_tanhsinh(f, xp.asarray(1+1j), f_b)
|
176
|
+
with pytest.raises(ValueError, match=message):
|
177
|
+
_tanhsinh(f, zero, f_b, atol='ekki')
|
178
|
+
with pytest.raises(ValueError, match=message):
|
179
|
+
_tanhsinh(f, zero, f_b, rtol=pytest)
|
180
|
+
|
181
|
+
message = '...must be non-negative and finite.'
|
182
|
+
with pytest.raises(ValueError, match=message):
|
183
|
+
_tanhsinh(f, zero, f_b, rtol=-1)
|
184
|
+
with pytest.raises(ValueError, match=message):
|
185
|
+
_tanhsinh(f, zero, f_b, atol=xp.inf)
|
186
|
+
|
187
|
+
message = '...may not be positive infinity.'
|
188
|
+
with pytest.raises(ValueError, match=message):
|
189
|
+
_tanhsinh(f, zero, f_b, rtol=xp.inf, log=True)
|
190
|
+
with pytest.raises(ValueError, match=message):
|
191
|
+
_tanhsinh(f, zero, f_b, atol=xp.inf, log=True)
|
192
|
+
|
193
|
+
message = '...must be integers.'
|
194
|
+
with pytest.raises(ValueError, match=message):
|
195
|
+
_tanhsinh(f, zero, f_b, maxlevel=object())
|
196
|
+
# with pytest.raises(ValueError, match=message): # unused for now
|
197
|
+
# _tanhsinh(f, zero, f_b, maxfun=1+1j)
|
198
|
+
with pytest.raises(ValueError, match=message):
|
199
|
+
_tanhsinh(f, zero, f_b, minlevel="migratory coconut")
|
200
|
+
|
201
|
+
message = '...must be non-negative.'
|
202
|
+
with pytest.raises(ValueError, match=message):
|
203
|
+
_tanhsinh(f, zero, f_b, maxlevel=-1)
|
204
|
+
# with pytest.raises(ValueError, match=message): # unused for now
|
205
|
+
# _tanhsinh(f, zero, f_b, maxfun=-1)
|
206
|
+
with pytest.raises(ValueError, match=message):
|
207
|
+
_tanhsinh(f, zero, f_b, minlevel=-1)
|
208
|
+
|
209
|
+
message = '...must be True or False.'
|
210
|
+
with pytest.raises(ValueError, match=message):
|
211
|
+
_tanhsinh(f, zero, f_b, preserve_shape=2)
|
212
|
+
|
213
|
+
message = '...must be callable.'
|
214
|
+
with pytest.raises(ValueError, match=message):
|
215
|
+
_tanhsinh(f, zero, f_b, callback='elderberry')
|
216
|
+
|
217
|
+
@pytest.mark.parametrize("limits, ref", [
|
218
|
+
[(0, math.inf), 0.5], # b infinite
|
219
|
+
[(-math.inf, 0), 0.5], # a infinite
|
220
|
+
[(-math.inf, math.inf), 1.], # a and b infinite
|
221
|
+
[(math.inf, -math.inf), -1.], # flipped limits
|
222
|
+
[(1, -1), stats.norm.cdf(-1.) - stats.norm.cdf(1.)], # flipped limits
|
223
|
+
])
|
224
|
+
def test_integral_transforms(self, limits, ref, xp):
|
225
|
+
# Check that the integral transforms are behaving for both normal and
|
226
|
+
# log integration
|
227
|
+
limits = [xp.asarray(limit) for limit in limits]
|
228
|
+
dtype = xp.asarray(float(limits[0])).dtype
|
229
|
+
ref = xp.asarray(ref, dtype=dtype)
|
230
|
+
|
231
|
+
res = _tanhsinh(norm_pdf, *limits)
|
232
|
+
xp_assert_close(res.integral, ref)
|
233
|
+
|
234
|
+
logres = _tanhsinh(norm_logpdf, *limits, log=True)
|
235
|
+
xp_assert_close(xp.exp(logres.integral), ref, check_dtype=False)
|
236
|
+
# Transformation should not make the result complex unnecessarily
|
237
|
+
assert (xp.isdtype(logres.integral.dtype, "real floating") if ref > 0
|
238
|
+
else xp.isdtype(logres.integral.dtype, "complex floating"))
|
239
|
+
|
240
|
+
atol = 2 * xp.finfo(res.error.dtype).eps
|
241
|
+
xp_assert_close(xp.exp(logres.error), res.error, atol=atol, check_dtype=False)
|
242
|
+
|
243
|
+
# 15 skipped intentionally; it's very difficult numerically
|
244
|
+
@pytest.mark.skip_xp_backends(np_only=True,
|
245
|
+
reason='Cumbersome to convert everything.')
|
246
|
+
@pytest.mark.parametrize('f_number', range(1, 15))
|
247
|
+
def test_basic(self, f_number, xp):
|
248
|
+
f = getattr(self, f"f{f_number}")
|
249
|
+
rtol = 2e-8
|
250
|
+
res = _tanhsinh(f, 0, f.b, rtol=rtol)
|
251
|
+
assert_allclose(res.integral, f.ref, rtol=rtol)
|
252
|
+
if f_number not in {7, 12, 14}: # mildly underestimates error here
|
253
|
+
true_error = abs(self.error(res.integral, f.ref)/res.integral)
|
254
|
+
assert true_error < res.error
|
255
|
+
|
256
|
+
if f_number in {7, 10, 12}: # succeeds, but doesn't know it
|
257
|
+
return
|
258
|
+
|
259
|
+
assert res.success
|
260
|
+
assert res.status == 0
|
261
|
+
|
262
|
+
@pytest.mark.skip_xp_backends(np_only=True,
|
263
|
+
reason="Distributions aren't xp-compatible.")
|
264
|
+
@pytest.mark.parametrize('ref', (0.5, [0.4, 0.6]))
|
265
|
+
@pytest.mark.parametrize('case', stats._distr_params.distcont)
|
266
|
+
def test_accuracy(self, ref, case, xp):
|
267
|
+
distname, params = case
|
268
|
+
if distname in {'dgamma', 'dweibull', 'laplace', 'kstwo'}:
|
269
|
+
# should split up interval at first-derivative discontinuity
|
270
|
+
pytest.skip('tanh-sinh is not great for non-smooth integrands')
|
271
|
+
if (distname in {'studentized_range', 'levy_stable'}
|
272
|
+
and not int(os.getenv('SCIPY_XSLOW', 0))):
|
273
|
+
pytest.skip('This case passes, but it is too slow.')
|
274
|
+
dist = getattr(stats, distname)(*params)
|
275
|
+
x = dist.interval(ref)
|
276
|
+
res = _tanhsinh(dist.pdf, *x)
|
277
|
+
assert_allclose(res.integral, ref)
|
278
|
+
|
279
|
+
@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
|
280
|
+
def test_vectorization(self, shape, xp):
|
281
|
+
# Test for correct functionality, output shapes, and dtypes for various
|
282
|
+
# input shapes.
|
283
|
+
rng = np.random.default_rng(82456839535679456794)
|
284
|
+
a = xp.asarray(rng.random(shape))
|
285
|
+
b = xp.asarray(rng.random(shape))
|
286
|
+
p = xp.asarray(rng.random(shape))
|
287
|
+
n = math.prod(shape)
|
288
|
+
|
289
|
+
def f(x, p):
|
290
|
+
f.ncall += 1
|
291
|
+
f.feval += 1 if (xp_size(x) == n or x.ndim <= 1) else x.shape[-1]
|
292
|
+
return x**p
|
293
|
+
f.ncall = 0
|
294
|
+
f.feval = 0
|
295
|
+
|
296
|
+
@_vectorize(xp)
|
297
|
+
def _tanhsinh_single(a, b, p):
|
298
|
+
return _tanhsinh(lambda x: x**p, a, b)
|
299
|
+
|
300
|
+
res = _tanhsinh(f, a, b, args=(p,))
|
301
|
+
refs = _tanhsinh_single(a, b, p)
|
302
|
+
|
303
|
+
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
|
304
|
+
for attr in attrs:
|
305
|
+
ref_attr = xp.stack([getattr(ref, attr) for ref in refs])
|
306
|
+
res_attr = xp_ravel(getattr(res, attr))
|
307
|
+
xp_assert_close(res_attr, ref_attr, rtol=1e-15)
|
308
|
+
assert getattr(res, attr).shape == shape
|
309
|
+
|
310
|
+
assert xp.isdtype(res.success.dtype, 'bool')
|
311
|
+
assert xp.isdtype(res.status.dtype, 'integral')
|
312
|
+
assert xp.isdtype(res.nfev.dtype, 'integral')
|
313
|
+
assert xp.isdtype(res.maxlevel.dtype, 'integral')
|
314
|
+
assert xp.max(res.nfev) == f.feval
|
315
|
+
# maxlevel = 2 -> 3 function calls (2 initialization, 1 work)
|
316
|
+
assert xp.max(res.maxlevel) >= 2
|
317
|
+
assert xp.max(res.maxlevel) == f.ncall
|
318
|
+
|
319
|
+
def test_flags(self, xp):
|
320
|
+
# Test cases that should produce different status flags; show that all
|
321
|
+
# can be produced simultaneously.
|
322
|
+
def f(xs, js):
|
323
|
+
f.nit += 1
|
324
|
+
funcs = [lambda x: xp.exp(-x**2), # converges
|
325
|
+
lambda x: xp.exp(x), # reaches maxiter due to order=2
|
326
|
+
lambda x: xp.full_like(x, xp.nan)] # stops due to NaN
|
327
|
+
res = []
|
328
|
+
for i in range(xp_size(js)):
|
329
|
+
x = xs[i, ...]
|
330
|
+
j = int(xp_ravel(js)[i])
|
331
|
+
res.append(funcs[j](x))
|
332
|
+
return xp.stack(res)
|
333
|
+
f.nit = 0
|
334
|
+
|
335
|
+
args = (xp.arange(3, dtype=xp.int64),)
|
336
|
+
a = xp.asarray([xp.inf]*3)
|
337
|
+
b = xp.asarray([-xp.inf] * 3)
|
338
|
+
res = _tanhsinh(f, a, b, maxlevel=5, args=args)
|
339
|
+
ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
|
340
|
+
xp_assert_equal(res.status, ref_flags)
|
341
|
+
|
342
|
+
def test_flags_preserve_shape(self, xp):
|
343
|
+
# Same test as above but using `preserve_shape` option to simplify.
|
344
|
+
def f(x):
|
345
|
+
res = [xp.exp(-x[0]**2), # converges
|
346
|
+
xp.exp(x[1]), # reaches maxiter due to order=2
|
347
|
+
xp.full_like(x[2], xp.nan)] # stops due to NaN
|
348
|
+
return xp.stack(res)
|
349
|
+
|
350
|
+
a = xp.asarray([xp.inf] * 3)
|
351
|
+
b = xp.asarray([-xp.inf] * 3)
|
352
|
+
res = _tanhsinh(f, a, b, maxlevel=5, preserve_shape=True)
|
353
|
+
ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
|
354
|
+
xp_assert_equal(res.status, ref_flags)
|
355
|
+
|
356
|
+
def test_preserve_shape(self, xp):
|
357
|
+
# Test `preserve_shape` option
|
358
|
+
def f(x, xp):
|
359
|
+
return xp.stack([xp.stack([x, xp.sin(10 * x)]),
|
360
|
+
xp.stack([xp.cos(30 * x), x * xp.sin(100 * x)])])
|
361
|
+
|
362
|
+
ref = quad_vec(lambda x: f(x, np), 0, 1)
|
363
|
+
res = _tanhsinh(lambda x: f(x, xp), xp.asarray(0), xp.asarray(1),
|
364
|
+
preserve_shape=True)
|
365
|
+
dtype = xp.asarray(0.).dtype
|
366
|
+
xp_assert_close(res.integral, xp.asarray(ref[0], dtype=dtype))
|
367
|
+
|
368
|
+
def test_convergence(self, xp):
|
369
|
+
# demonstrate that number of accurate digits doubles each iteration
|
370
|
+
dtype = xp.float64 # this only works with good precision
|
371
|
+
def f(t):
|
372
|
+
return t * xp.log(1 + t)
|
373
|
+
ref = xp.asarray(0.25, dtype=dtype)
|
374
|
+
a, b = xp.asarray(0., dtype=dtype), xp.asarray(1., dtype=dtype)
|
375
|
+
|
376
|
+
last_logerr = 0
|
377
|
+
for i in range(4):
|
378
|
+
res = _tanhsinh(f, a, b, minlevel=0, maxlevel=i)
|
379
|
+
logerr = self.error(res.integral, ref, log=True, xp=xp)
|
380
|
+
assert (logerr < last_logerr * 2 or logerr < -15.5)
|
381
|
+
last_logerr = logerr
|
382
|
+
|
383
|
+
def test_options_and_result_attributes(self, xp):
|
384
|
+
# demonstrate that options are behaving as advertised and status
|
385
|
+
# messages are as intended
|
386
|
+
def f(x):
|
387
|
+
f.calls += 1
|
388
|
+
f.feval += xp_size(xp.asarray(x))
|
389
|
+
return x**2 * xp.atan(x)
|
390
|
+
|
391
|
+
f.ref = xp.asarray((math.pi - 2 + 2 * math.log(2)) / 12, dtype=xp.float64)
|
392
|
+
|
393
|
+
default_rtol = 1e-12
|
394
|
+
default_atol = f.ref * default_rtol # effective default absolute tol
|
395
|
+
|
396
|
+
# Keep things simpler by leaving tolerances fixed rather than
|
397
|
+
# having to make them dtype-dependent
|
398
|
+
a = xp.asarray(0., dtype=xp.float64)
|
399
|
+
b = xp.asarray(1., dtype=xp.float64)
|
400
|
+
|
401
|
+
# Test default options
|
402
|
+
f.feval, f.calls = 0, 0
|
403
|
+
ref = _tanhsinh(f, a, b)
|
404
|
+
assert self.error(ref.integral, f.ref) < ref.error < default_atol
|
405
|
+
assert ref.nfev == f.feval
|
406
|
+
ref.calls = f.calls # reference number of function calls
|
407
|
+
assert ref.success
|
408
|
+
assert ref.status == 0
|
409
|
+
|
410
|
+
# Test `maxlevel` equal to required max level
|
411
|
+
# We should get all the same results
|
412
|
+
f.feval, f.calls = 0, 0
|
413
|
+
maxlevel = int(ref.maxlevel)
|
414
|
+
res = _tanhsinh(f, a, b, maxlevel=maxlevel)
|
415
|
+
res.calls = f.calls
|
416
|
+
assert res == ref
|
417
|
+
|
418
|
+
# Now reduce the maximum level. We won't meet tolerances.
|
419
|
+
f.feval, f.calls = 0, 0
|
420
|
+
maxlevel -= 1
|
421
|
+
assert maxlevel >= 2 # can't compare errors otherwise
|
422
|
+
res = _tanhsinh(f, a, b, maxlevel=maxlevel)
|
423
|
+
assert self.error(res.integral, f.ref) < res.error > default_atol
|
424
|
+
assert res.nfev == f.feval < ref.nfev
|
425
|
+
assert f.calls == ref.calls - 1
|
426
|
+
assert not res.success
|
427
|
+
assert res.status == eim._ECONVERR
|
428
|
+
|
429
|
+
# `maxfun` is currently not enforced
|
430
|
+
|
431
|
+
# # Test `maxfun` equal to required number of function evaluations
|
432
|
+
# # We should get all the same results
|
433
|
+
# f.feval, f.calls = 0, 0
|
434
|
+
# maxfun = ref.nfev
|
435
|
+
# res = _tanhsinh(f, 0, f.b, maxfun = maxfun)
|
436
|
+
# assert res == ref
|
437
|
+
#
|
438
|
+
# # Now reduce `maxfun`. We won't meet tolerances.
|
439
|
+
# f.feval, f.calls = 0, 0
|
440
|
+
# maxfun -= 1
|
441
|
+
# res = _tanhsinh(f, 0, f.b, maxfun=maxfun)
|
442
|
+
# assert self.error(res.integral, f.ref) < res.error > default_atol
|
443
|
+
# assert res.nfev == f.feval < ref.nfev
|
444
|
+
# assert f.calls == ref.calls - 1
|
445
|
+
# assert not res.success
|
446
|
+
# assert res.status == 2
|
447
|
+
|
448
|
+
# Take this result to be the new reference
|
449
|
+
ref = res
|
450
|
+
ref.calls = f.calls
|
451
|
+
|
452
|
+
# Test `atol`
|
453
|
+
f.feval, f.calls = 0, 0
|
454
|
+
# With this tolerance, we should get the exact same result as ref
|
455
|
+
atol = np.nextafter(float(ref.error), np.inf)
|
456
|
+
res = _tanhsinh(f, a, b, rtol=0, atol=atol)
|
457
|
+
assert res.integral == ref.integral
|
458
|
+
assert res.error == ref.error
|
459
|
+
assert res.nfev == f.feval == ref.nfev
|
460
|
+
assert f.calls == ref.calls
|
461
|
+
# Except the result is considered to be successful
|
462
|
+
assert res.success
|
463
|
+
assert res.status == 0
|
464
|
+
|
465
|
+
f.feval, f.calls = 0, 0
|
466
|
+
# With a tighter tolerance, we should get a more accurate result
|
467
|
+
atol = np.nextafter(float(ref.error), -np.inf)
|
468
|
+
res = _tanhsinh(f, a, b, rtol=0, atol=atol)
|
469
|
+
assert self.error(res.integral, f.ref) < res.error < atol
|
470
|
+
assert res.nfev == f.feval > ref.nfev
|
471
|
+
assert f.calls > ref.calls
|
472
|
+
assert res.success
|
473
|
+
assert res.status == 0
|
474
|
+
|
475
|
+
# Test `rtol`
|
476
|
+
f.feval, f.calls = 0, 0
|
477
|
+
# With this tolerance, we should get the exact same result as ref
|
478
|
+
rtol = np.nextafter(float(ref.error/ref.integral), np.inf)
|
479
|
+
res = _tanhsinh(f, a, b, rtol=rtol)
|
480
|
+
assert res.integral == ref.integral
|
481
|
+
assert res.error == ref.error
|
482
|
+
assert res.nfev == f.feval == ref.nfev
|
483
|
+
assert f.calls == ref.calls
|
484
|
+
# Except the result is considered to be successful
|
485
|
+
assert res.success
|
486
|
+
assert res.status == 0
|
487
|
+
|
488
|
+
f.feval, f.calls = 0, 0
|
489
|
+
# With a tighter tolerance, we should get a more accurate result
|
490
|
+
rtol = np.nextafter(float(ref.error/ref.integral), -np.inf)
|
491
|
+
res = _tanhsinh(f, a, b, rtol=rtol)
|
492
|
+
assert self.error(res.integral, f.ref)/f.ref < res.error/res.integral < rtol
|
493
|
+
assert res.nfev == f.feval > ref.nfev
|
494
|
+
assert f.calls > ref.calls
|
495
|
+
assert res.success
|
496
|
+
assert res.status == 0
|
497
|
+
|
498
|
+
@pytest.mark.skip_xp_backends('torch', reason=
|
499
|
+
'https://github.com/scipy/scipy/pull/21149#issuecomment-2330477359',
|
500
|
+
)
|
501
|
+
@pytest.mark.parametrize('rtol', [1e-4, 1e-14])
|
502
|
+
def test_log(self, rtol, xp):
|
503
|
+
# Test equivalence of log-integration and regular integration
|
504
|
+
test_tols = dict(atol=1e-18, rtol=1e-15)
|
505
|
+
|
506
|
+
# Positive integrand (real log-integrand)
|
507
|
+
a = xp.asarray(-1., dtype=xp.float64)
|
508
|
+
b = xp.asarray(2., dtype=xp.float64)
|
509
|
+
res = _tanhsinh(norm_logpdf, a, b, log=True, rtol=math.log(rtol))
|
510
|
+
ref = _tanhsinh(norm_pdf, a, b, rtol=rtol)
|
511
|
+
xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols)
|
512
|
+
xp_assert_close(xp.exp(res.error), ref.error, **test_tols)
|
513
|
+
assert res.nfev == ref.nfev
|
514
|
+
|
515
|
+
# Real integrand (complex log-integrand)
|
516
|
+
def f(x):
|
517
|
+
return -norm_logpdf(x)*norm_pdf(x)
|
518
|
+
|
519
|
+
def logf(x):
|
520
|
+
return xp.log(norm_logpdf(x) + 0j) + norm_logpdf(x) + xp.pi * 1j
|
521
|
+
|
522
|
+
a = xp.asarray(-xp.inf, dtype=xp.float64)
|
523
|
+
b = xp.asarray(xp.inf, dtype=xp.float64)
|
524
|
+
res = _tanhsinh(logf, a, b, log=True)
|
525
|
+
ref = _tanhsinh(f, a, b)
|
526
|
+
# In gh-19173, we saw `invalid` warnings on one CI platform.
|
527
|
+
# Silencing `all` because I can't reproduce locally and don't want
|
528
|
+
# to risk the need to run CI again.
|
529
|
+
with np.errstate(all='ignore'):
|
530
|
+
xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols,
|
531
|
+
check_dtype=False)
|
532
|
+
xp_assert_close(xp.exp(res.error), ref.error, **test_tols,
|
533
|
+
check_dtype=False)
|
534
|
+
assert res.nfev == ref.nfev
|
535
|
+
|
536
|
+
def test_complex(self, xp):
|
537
|
+
# Test integration of complex integrand
|
538
|
+
# Finite limits
|
539
|
+
def f(x):
|
540
|
+
return xp.exp(1j * x)
|
541
|
+
|
542
|
+
a, b = xp.asarray(0.), xp.asarray(xp.pi/4)
|
543
|
+
res = _tanhsinh(f, a, b)
|
544
|
+
ref = math.sqrt(2)/2 + (1-math.sqrt(2)/2)*1j
|
545
|
+
xp_assert_close(res.integral, xp.asarray(ref))
|
546
|
+
|
547
|
+
# Infinite limits
|
548
|
+
def f(x):
|
549
|
+
return norm_pdf(x) + 1j/2*norm_pdf(x/2)
|
550
|
+
|
551
|
+
a, b = xp.asarray(xp.inf), xp.asarray(-xp.inf)
|
552
|
+
res = _tanhsinh(f, a, b)
|
553
|
+
xp_assert_close(res.integral, xp.asarray(-(1+1j)))
|
554
|
+
|
555
|
+
@pytest.mark.parametrize("maxlevel", range(4))
|
556
|
+
def test_minlevel(self, maxlevel, xp):
|
557
|
+
# Verify that minlevel does not change the values at which the
|
558
|
+
# integrand is evaluated or the integral/error estimates, only the
|
559
|
+
# number of function calls
|
560
|
+
|
561
|
+
def f(x):
|
562
|
+
f.calls += 1
|
563
|
+
f.feval += xp_size(xp.asarray(x))
|
564
|
+
f.x = xp.concat((f.x, xp_ravel(x)))
|
565
|
+
return x**2 * xp.atan(x)
|
566
|
+
|
567
|
+
f.feval, f.calls, f.x = 0, 0, xp.asarray([])
|
568
|
+
|
569
|
+
a = xp.asarray(0, dtype=xp.float64)
|
570
|
+
b = xp.asarray(1, dtype=xp.float64)
|
571
|
+
ref = _tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel)
|
572
|
+
ref_x = xp.sort(f.x)
|
573
|
+
|
574
|
+
for minlevel in range(0, maxlevel + 1):
|
575
|
+
f.feval, f.calls, f.x = 0, 0, xp.asarray([])
|
576
|
+
options = dict(minlevel=minlevel, maxlevel=maxlevel)
|
577
|
+
res = _tanhsinh(f, a, b, **options)
|
578
|
+
# Should be very close; all that has changed is the order of values
|
579
|
+
xp_assert_close(res.integral, ref.integral, rtol=4e-16)
|
580
|
+
# Difference in absolute errors << magnitude of integral
|
581
|
+
xp_assert_close(res.error, ref.error, atol=4e-16 * ref.integral)
|
582
|
+
assert res.nfev == f.feval == f.x.shape[0]
|
583
|
+
assert f.calls == maxlevel - minlevel + 1 + 1 # 1 validation call
|
584
|
+
assert res.status == ref.status
|
585
|
+
xp_assert_equal(ref_x, xp.sort(f.x))
|
586
|
+
|
587
|
+
def test_improper_integrals(self, xp):
|
588
|
+
# Test handling of infinite limits of integration (mixed with finite limits)
|
589
|
+
def f(x):
|
590
|
+
x[xp.isinf(x)] = xp.nan
|
591
|
+
return xp.exp(-x**2)
|
592
|
+
a = xp.asarray([-xp.inf, 0, -xp.inf, xp.inf, -20, -xp.inf, -20])
|
593
|
+
b = xp.asarray([xp.inf, xp.inf, 0, -xp.inf, 20, 20, xp.inf])
|
594
|
+
ref = math.sqrt(math.pi)
|
595
|
+
ref = xp.asarray([ref, ref/2, ref/2, -ref, ref, ref, ref])
|
596
|
+
res = _tanhsinh(f, a, b)
|
597
|
+
xp_assert_close(res.integral, ref)
|
598
|
+
|
599
|
+
@pytest.mark.parametrize("limits", ((0, 3), ([-math.inf, 0], [3, 3])))
|
600
|
+
@pytest.mark.parametrize("dtype", ('float32', 'float64'))
|
601
|
+
def test_dtype(self, limits, dtype, xp):
|
602
|
+
# Test that dtypes are preserved
|
603
|
+
dtype = getattr(xp, dtype)
|
604
|
+
a, b = xp.asarray(limits, dtype=dtype)
|
605
|
+
|
606
|
+
def f(x):
|
607
|
+
assert x.dtype == dtype
|
608
|
+
return xp.exp(x)
|
609
|
+
|
610
|
+
rtol = 1e-12 if dtype == xp.float64 else 1e-5
|
611
|
+
res = _tanhsinh(f, a, b, rtol=rtol)
|
612
|
+
assert res.integral.dtype == dtype
|
613
|
+
assert res.error.dtype == dtype
|
614
|
+
assert xp.all(res.success)
|
615
|
+
xp_assert_close(res.integral, xp.exp(b)-xp.exp(a))
|
616
|
+
|
617
|
+
def test_maxiter_callback(self, xp):
|
618
|
+
# Test behavior of `maxiter` parameter and `callback` interface
|
619
|
+
a, b = xp.asarray(-xp.inf), xp.asarray(xp.inf)
|
620
|
+
def f(x):
|
621
|
+
return xp.exp(-x*x)
|
622
|
+
|
623
|
+
minlevel, maxlevel = 0, 2
|
624
|
+
maxiter = maxlevel - minlevel + 1
|
625
|
+
kwargs = dict(minlevel=minlevel, maxlevel=maxlevel, rtol=1e-15)
|
626
|
+
res = _tanhsinh(f, a, b, **kwargs)
|
627
|
+
assert not res.success
|
628
|
+
assert res.maxlevel == maxlevel
|
629
|
+
|
630
|
+
def callback(res):
|
631
|
+
callback.iter += 1
|
632
|
+
callback.res = res
|
633
|
+
assert hasattr(res, 'integral')
|
634
|
+
assert res.status == 1
|
635
|
+
if callback.iter == maxiter:
|
636
|
+
raise StopIteration
|
637
|
+
callback.iter = -1 # callback called once before first iteration
|
638
|
+
callback.res = None
|
639
|
+
|
640
|
+
del kwargs['maxlevel']
|
641
|
+
res2 = _tanhsinh(f, a, b, **kwargs, callback=callback)
|
642
|
+
# terminating with callback is identical to terminating due to maxiter
|
643
|
+
# (except for `status`)
|
644
|
+
for key in res.keys():
|
645
|
+
if key == 'status':
|
646
|
+
assert res[key] == -2
|
647
|
+
assert res2[key] == -4
|
648
|
+
else:
|
649
|
+
assert res2[key] == callback.res[key] == res[key]
|
650
|
+
|
651
|
+
def test_jumpstart(self, xp):
|
652
|
+
# The intermediate results at each level i should be the same as the
|
653
|
+
# final results when jumpstarting at level i; i.e. minlevel=maxlevel=i
|
654
|
+
a = xp.asarray(-xp.inf, dtype=xp.float64)
|
655
|
+
b = xp.asarray(xp.inf, dtype=xp.float64)
|
656
|
+
|
657
|
+
def f(x):
|
658
|
+
return xp.exp(-x*x)
|
659
|
+
|
660
|
+
def callback(res):
|
661
|
+
callback.integrals.append(xp_copy(res.integral)[()])
|
662
|
+
callback.errors.append(xp_copy(res.error)[()])
|
663
|
+
callback.integrals = []
|
664
|
+
callback.errors = []
|
665
|
+
|
666
|
+
maxlevel = 4
|
667
|
+
_tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel, callback=callback)
|
668
|
+
|
669
|
+
for i in range(maxlevel + 1):
|
670
|
+
res = _tanhsinh(f, a, b, minlevel=i, maxlevel=i)
|
671
|
+
xp_assert_close(callback.integrals[1+i], res.integral, rtol=1e-15)
|
672
|
+
xp_assert_close(callback.errors[1+i], res.error, rtol=1e-15, atol=1e-16)
|
673
|
+
|
674
|
+
def test_special_cases(self, xp):
|
675
|
+
# Test edge cases and other special cases
|
676
|
+
a, b = xp.asarray(0), xp.asarray(1)
|
677
|
+
|
678
|
+
def f(x):
|
679
|
+
assert xp.isdtype(x.dtype, "real floating")
|
680
|
+
return x
|
681
|
+
|
682
|
+
res = _tanhsinh(f, a, b)
|
683
|
+
assert res.success
|
684
|
+
xp_assert_close(res.integral, xp.asarray(0.5))
|
685
|
+
|
686
|
+
# Test levels 0 and 1; error is NaN
|
687
|
+
res = _tanhsinh(f, a, b, maxlevel=0)
|
688
|
+
assert res.integral > 0
|
689
|
+
xp_assert_equal(res.error, xp.asarray(xp.nan))
|
690
|
+
res = _tanhsinh(f, a, b, maxlevel=1)
|
691
|
+
assert res.integral > 0
|
692
|
+
xp_assert_equal(res.error, xp.asarray(xp.nan))
|
693
|
+
|
694
|
+
# Test equal left and right integration limits
|
695
|
+
res = _tanhsinh(f, b, b)
|
696
|
+
assert res.success
|
697
|
+
assert res.maxlevel == -1
|
698
|
+
xp_assert_close(res.integral, xp.asarray(0.))
|
699
|
+
|
700
|
+
# Test scalar `args` (not in tuple)
|
701
|
+
def f(x, c):
|
702
|
+
return x**c
|
703
|
+
|
704
|
+
res = _tanhsinh(f, a, b, args=29)
|
705
|
+
xp_assert_close(res.integral, xp.asarray(1/30))
|
706
|
+
|
707
|
+
# Test NaNs
|
708
|
+
a = xp.asarray([xp.nan, 0, 0, 0])
|
709
|
+
b = xp.asarray([1, xp.nan, 1, 1])
|
710
|
+
c = xp.asarray([1, 1, xp.nan, 1])
|
711
|
+
res = _tanhsinh(f, a, b, args=(c,))
|
712
|
+
xp_assert_close(res.integral, xp.asarray([xp.nan, xp.nan, xp.nan, 0.5]))
|
713
|
+
xp_assert_equal(res.error[:3], xp.full((3,), xp.nan))
|
714
|
+
xp_assert_equal(res.status, xp.asarray([-3, -3, -3, 0], dtype=xp.int32))
|
715
|
+
xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
|
716
|
+
xp_assert_equal(res.nfev[:3], xp.full((3,), 1, dtype=xp.int32))
|
717
|
+
|
718
|
+
# Test complex integral followed by real integral
|
719
|
+
# Previously, h0 was of the result dtype. If the `dtype` were complex,
|
720
|
+
# this could lead to complex cached abscissae/weights. If these get
|
721
|
+
# cast to real dtype for a subsequent real integral, we would get a
|
722
|
+
# ComplexWarning. Check that this is avoided.
|
723
|
+
_pair_cache.xjc = xp.empty(0)
|
724
|
+
_pair_cache.wj = xp.empty(0)
|
725
|
+
_pair_cache.indices = [0]
|
726
|
+
_pair_cache.h0 = None
|
727
|
+
a, b = xp.asarray(0), xp.asarray(1)
|
728
|
+
res = _tanhsinh(lambda x: xp.asarray(x*1j), a, b)
|
729
|
+
xp_assert_close(res.integral, xp.asarray(0.5*1j))
|
730
|
+
res = _tanhsinh(lambda x: x, a, b)
|
731
|
+
xp_assert_close(res.integral, xp.asarray(0.5))
|
732
|
+
|
733
|
+
# Test zero-size
|
734
|
+
shape = (0, 3)
|
735
|
+
res = _tanhsinh(lambda x: x, xp.asarray(0), xp.zeros(shape))
|
736
|
+
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
|
737
|
+
for attr in attrs:
|
738
|
+
assert res[attr].shape == shape
|
739
|
+
|
740
|
+
@pytest.mark.skip_xp_backends(np_only=True)
|
741
|
+
def test_compress_nodes_weights_gh21496(self, xp):
|
742
|
+
# See discussion in:
|
743
|
+
# https://github.com/scipy/scipy/pull/21496#discussion_r1878681049
|
744
|
+
# This would cause "ValueError: attempt to get argmax of an empty sequence"
|
745
|
+
# Check that this has been resolved.
|
746
|
+
x = np.full(65, 3)
|
747
|
+
x[-1] = 1000
|
748
|
+
_tanhsinh(np.sin, 1, x)
|
749
|
+
|
750
|
+
def test_gh_22681_finite_error(self, xp):
|
751
|
+
# gh-22681 noted a case in which the error was NaN on some platforms;
|
752
|
+
# check that this does in fact fail in CI.
|
753
|
+
c1 = complex(12, -10)
|
754
|
+
c2 = complex(12, 39)
|
755
|
+
def f(t):
|
756
|
+
return xp.sin(c1 * (1 - t) + c2 * t)
|
757
|
+
a, b = xp.asarray(0., dtype=xp.float64), xp.asarray(1., dtype=xp.float64)
|
758
|
+
ref = _tanhsinh(f, a, b, atol=0, rtol=0, maxlevel=10)
|
759
|
+
assert xp.isfinite(ref.error)
|
760
|
+
# Previously, tanhsinh would not detect convergence
|
761
|
+
res = _tanhsinh(f, a, b, rtol=1e-14)
|
762
|
+
assert res.success
|
763
|
+
assert res.maxlevel < 5
|
764
|
+
xp_assert_close(res.integral, ref.integral, rtol=1e-15)
|
765
|
+
|
766
|
+
|
767
|
+
@pytest.mark.skip_xp_backends('torch', reason='data-apis/array-api-compat#271')
|
768
|
+
@pytest.mark.skip_xp_backends('array_api_strict', reason='No fancy indexing.')
|
769
|
+
@pytest.mark.skip_xp_backends('jax.numpy', reason='No mutation.')
|
770
|
+
@pytest.mark.skip_xp_backends(
|
771
|
+
'dask.array',
|
772
|
+
reason='Data-dependent shapes in boolean index assignment'
|
773
|
+
)
|
774
|
+
class TestNSum:
|
775
|
+
rng = np.random.default_rng(5895448232066142650)
|
776
|
+
p = rng.uniform(1, 10, size=10).tolist()
|
777
|
+
|
778
|
+
def f1(self, k):
|
779
|
+
# Integers are never passed to `f1`; if they were, we'd get
|
780
|
+
# integer to negative integer power error
|
781
|
+
return k**(-2)
|
782
|
+
|
783
|
+
f1.ref = np.pi**2/6
|
784
|
+
f1.a = 1
|
785
|
+
f1.b = np.inf
|
786
|
+
f1.args = tuple()
|
787
|
+
|
788
|
+
def f2(self, k, p):
|
789
|
+
return 1 / k**p
|
790
|
+
|
791
|
+
f2.ref = special.zeta(p, 1)
|
792
|
+
f2.a = 1.
|
793
|
+
f2.b = np.inf
|
794
|
+
f2.args = (p,)
|
795
|
+
|
796
|
+
def f3(self, k, p):
|
797
|
+
return 1 / k**p
|
798
|
+
|
799
|
+
f3.a = 1
|
800
|
+
f3.b = rng.integers(5, 15, size=(3, 1))
|
801
|
+
f3.ref = _gen_harmonic_gt1(f3.b, p)
|
802
|
+
f3.args = (p,)
|
803
|
+
|
804
|
+
def test_input_validation(self, xp):
|
805
|
+
f = self.f1
|
806
|
+
a, b = xp.asarray(f.a), xp.asarray(f.b)
|
807
|
+
|
808
|
+
message = '`f` must be callable.'
|
809
|
+
with pytest.raises(ValueError, match=message):
|
810
|
+
nsum(42, a, b)
|
811
|
+
|
812
|
+
message = '...must be True or False.'
|
813
|
+
with pytest.raises(ValueError, match=message):
|
814
|
+
nsum(f, a, b, log=2)
|
815
|
+
|
816
|
+
message = '...must be real numbers.'
|
817
|
+
with pytest.raises(ValueError, match=message):
|
818
|
+
nsum(f, xp.asarray(1+1j), b)
|
819
|
+
with pytest.raises(ValueError, match=message):
|
820
|
+
nsum(f, a, xp.asarray(1+1j))
|
821
|
+
with pytest.raises(ValueError, match=message):
|
822
|
+
nsum(f, a, b, step=xp.asarray(1+1j))
|
823
|
+
with pytest.raises(ValueError, match=message):
|
824
|
+
nsum(f, a, b, tolerances=dict(atol='ekki'))
|
825
|
+
with pytest.raises(ValueError, match=message):
|
826
|
+
nsum(f, a, b, tolerances=dict(rtol=pytest))
|
827
|
+
|
828
|
+
with (np.errstate(all='ignore')):
|
829
|
+
res = nsum(f, xp.asarray([np.nan, np.inf]), xp.asarray(1.))
|
830
|
+
assert (res.status[0] == -1) and not res.success[0]
|
831
|
+
assert xp.isnan(res.sum[0]) and xp.isnan(res.error[0])
|
832
|
+
assert (res.status[1] == 0) and res.success[1]
|
833
|
+
assert res.sum[1] == res.error[1]
|
834
|
+
assert xp.all(res.nfev[0] == 1)
|
835
|
+
|
836
|
+
res = nsum(f, xp.asarray(10.), xp.asarray([np.nan, 1]))
|
837
|
+
assert (res.status[0] == -1) and not res.success[0]
|
838
|
+
assert xp.isnan(res.sum[0]) and xp.isnan(res.error[0])
|
839
|
+
assert (res.status[1] == 0) and res.success[1]
|
840
|
+
assert res.sum[1] == res.error[1]
|
841
|
+
assert xp.all(res.nfev[0] == 1)
|
842
|
+
|
843
|
+
res = nsum(f, xp.asarray(1.), xp.asarray(10.),
|
844
|
+
step=xp.asarray([xp.nan, -xp.inf, xp.inf, -1, 0]))
|
845
|
+
assert xp.all((res.status == -1) & xp.isnan(res.sum)
|
846
|
+
& xp.isnan(res.error) & ~res.success & res.nfev == 1)
|
847
|
+
|
848
|
+
message = '...must be non-negative and finite.'
|
849
|
+
with pytest.raises(ValueError, match=message):
|
850
|
+
nsum(f, a, b, tolerances=dict(rtol=-1))
|
851
|
+
with pytest.raises(ValueError, match=message):
|
852
|
+
nsum(f, a, b, tolerances=dict(atol=np.inf))
|
853
|
+
|
854
|
+
message = '...may not be positive infinity.'
|
855
|
+
with pytest.raises(ValueError, match=message):
|
856
|
+
nsum(f, a, b, tolerances=dict(rtol=np.inf), log=True)
|
857
|
+
with pytest.raises(ValueError, match=message):
|
858
|
+
nsum(f, a, b, tolerances=dict(atol=np.inf), log=True)
|
859
|
+
|
860
|
+
message = '...must be a non-negative integer.'
|
861
|
+
with pytest.raises(ValueError, match=message):
|
862
|
+
nsum(f, a, b, maxterms=3.5)
|
863
|
+
with pytest.raises(ValueError, match=message):
|
864
|
+
nsum(f, a, b, maxterms=-2)
|
865
|
+
|
866
|
+
@pytest.mark.parametrize('f_number', range(1, 4))
|
867
|
+
def test_basic(self, f_number, xp):
|
868
|
+
dtype = xp.asarray(1.).dtype
|
869
|
+
f = getattr(self, f"f{f_number}")
|
870
|
+
a, b = xp.asarray(f.a), xp.asarray(f.b),
|
871
|
+
args = tuple(xp.asarray(arg) for arg in f.args)
|
872
|
+
ref = xp.asarray(f.ref, dtype=dtype)
|
873
|
+
res = nsum(f, a, b, args=args)
|
874
|
+
xp_assert_close(res.sum, ref)
|
875
|
+
xp_assert_equal(res.status, xp.zeros(ref.shape, dtype=xp.int32))
|
876
|
+
xp_assert_equal(res.success, xp.ones(ref.shape, dtype=xp.bool))
|
877
|
+
|
878
|
+
with np.errstate(divide='ignore'):
|
879
|
+
logres = nsum(lambda *args: xp.log(f(*args)),
|
880
|
+
a, b, log=True, args=args)
|
881
|
+
xp_assert_close(xp.exp(logres.sum), res.sum)
|
882
|
+
xp_assert_close(xp.exp(logres.error), res.error, atol=1e-15)
|
883
|
+
xp_assert_equal(logres.status, res.status)
|
884
|
+
xp_assert_equal(logres.success, res.success)
|
885
|
+
|
886
|
+
@pytest.mark.parametrize('maxterms', [0, 1, 10, 20, 100])
|
887
|
+
def test_integral(self, maxterms, xp):
|
888
|
+
# test precise behavior of integral approximation
|
889
|
+
f = self.f1
|
890
|
+
|
891
|
+
def logf(x):
|
892
|
+
return -2*xp.log(x)
|
893
|
+
|
894
|
+
def F(x):
|
895
|
+
return -1 / x
|
896
|
+
|
897
|
+
a = xp.asarray([1, 5], dtype=xp.float64)[:, xp.newaxis]
|
898
|
+
b = xp.asarray([20, 100, xp.inf], dtype=xp.float64)[:, xp.newaxis, xp.newaxis]
|
899
|
+
step = xp.asarray([0.5, 1, 2], dtype=xp.float64).reshape((-1, 1, 1, 1))
|
900
|
+
nsteps = xp.floor((b - a)/step)
|
901
|
+
b_original = b
|
902
|
+
b = a + nsteps*step
|
903
|
+
|
904
|
+
k = a + maxterms*step
|
905
|
+
# partial sum
|
906
|
+
direct = xp.sum(f(a + xp.arange(maxterms)*step), axis=-1, keepdims=True)
|
907
|
+
integral = (F(b) - F(k))/step # integral approximation of remainder
|
908
|
+
low = direct + integral + f(b) # theoretical lower bound
|
909
|
+
high = direct + integral + f(k) # theoretical upper bound
|
910
|
+
ref_sum = (low + high)/2 # nsum uses average of the two
|
911
|
+
ref_err = (high - low)/2 # error (assuming perfect quadrature)
|
912
|
+
|
913
|
+
# correct reference values where number of terms < maxterms
|
914
|
+
a, b, step = xp.broadcast_arrays(a, b, step)
|
915
|
+
for i in np.ndindex(a.shape):
|
916
|
+
ai, bi, stepi = float(a[i]), float(b[i]), float(step[i])
|
917
|
+
if (bi - ai)/stepi + 1 <= maxterms:
|
918
|
+
direct = xp.sum(f(xp.arange(ai, bi+stepi, stepi, dtype=xp.float64)))
|
919
|
+
ref_sum[i] = direct
|
920
|
+
ref_err[i] = direct * xp.finfo(direct.dtype).eps
|
921
|
+
|
922
|
+
rtol = 1e-12
|
923
|
+
res = nsum(f, a, b_original, step=step, maxterms=maxterms,
|
924
|
+
tolerances=dict(rtol=rtol))
|
925
|
+
xp_assert_close(res.sum, ref_sum, rtol=10*rtol)
|
926
|
+
xp_assert_close(res.error, ref_err, rtol=100*rtol)
|
927
|
+
|
928
|
+
i = ((b_original - a)/step + 1 <= maxterms)
|
929
|
+
xp_assert_close(res.sum[i], ref_sum[i], rtol=1e-15)
|
930
|
+
xp_assert_close(res.error[i], ref_err[i], rtol=1e-15)
|
931
|
+
|
932
|
+
logres = nsum(logf, a, b_original, step=step, log=True,
|
933
|
+
tolerances=dict(rtol=math.log(rtol)), maxterms=maxterms)
|
934
|
+
xp_assert_close(xp.exp(logres.sum), res.sum)
|
935
|
+
xp_assert_close(xp.exp(logres.error), res.error)
|
936
|
+
|
937
|
+
@pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
|
938
|
+
def test_vectorization(self, shape, xp):
|
939
|
+
# Test for correct functionality, output shapes, and dtypes for various
|
940
|
+
# input shapes.
|
941
|
+
rng = np.random.default_rng(82456839535679456794)
|
942
|
+
a = rng.integers(1, 10, size=shape)
|
943
|
+
# when the sum can be computed directly or `maxterms` is large enough
|
944
|
+
# to meet `atol`, there are slight differences (for good reason)
|
945
|
+
# between vectorized call and looping.
|
946
|
+
b = np.inf
|
947
|
+
p = rng.random(shape) + 1
|
948
|
+
n = math.prod(shape)
|
949
|
+
|
950
|
+
def f(x, p):
|
951
|
+
f.feval += 1 if (x.size == n or x.ndim <= 1) else x.shape[-1]
|
952
|
+
return 1 / x ** p
|
953
|
+
|
954
|
+
f.feval = 0
|
955
|
+
|
956
|
+
@np.vectorize
|
957
|
+
def nsum_single(a, b, p, maxterms):
|
958
|
+
return nsum(lambda x: 1 / x**p, a, b, maxterms=maxterms)
|
959
|
+
|
960
|
+
res = nsum(f, xp.asarray(a), xp.asarray(b), maxterms=1000,
|
961
|
+
args=(xp.asarray(p),))
|
962
|
+
refs = nsum_single(a, b, p, maxterms=1000).ravel()
|
963
|
+
|
964
|
+
attrs = ['sum', 'error', 'success', 'status', 'nfev']
|
965
|
+
for attr in attrs:
|
966
|
+
ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs]
|
967
|
+
res_attr = getattr(res, attr)
|
968
|
+
xp_assert_close(xp_ravel(res_attr), xp.asarray(ref_attr), rtol=1e-15)
|
969
|
+
assert res_attr.shape == shape
|
970
|
+
|
971
|
+
assert xp.isdtype(res.success.dtype, 'bool')
|
972
|
+
assert xp.isdtype(res.status.dtype, 'integral')
|
973
|
+
assert xp.isdtype(res.nfev.dtype, 'integral')
|
974
|
+
if is_numpy(xp): # other libraries might have different number
|
975
|
+
assert int(xp.max(res.nfev)) == f.feval
|
976
|
+
|
977
|
+
def test_status(self, xp):
|
978
|
+
f = self.f2
|
979
|
+
|
980
|
+
p = [2, 2, 0.9, 1.1, 2, 2]
|
981
|
+
a = xp.asarray([0, 0, 1, 1, 1, np.nan], dtype=xp.float64)
|
982
|
+
b = xp.asarray([10, np.inf, np.inf, np.inf, np.inf, np.inf], dtype=xp.float64)
|
983
|
+
ref = special.zeta(p, 1)
|
984
|
+
p = xp.asarray(p, dtype=xp.float64)
|
985
|
+
|
986
|
+
with np.errstate(divide='ignore'): # intentionally dividing by zero
|
987
|
+
res = nsum(f, a, b, args=(p,))
|
988
|
+
|
989
|
+
ref_success = xp.asarray([False, False, False, False, True, False])
|
990
|
+
ref_status = xp.asarray([-3, -3, -2, -4, 0, -1], dtype=xp.int32)
|
991
|
+
xp_assert_equal(res.success, ref_success)
|
992
|
+
xp_assert_equal(res.status, ref_status)
|
993
|
+
xp_assert_close(res.sum[res.success], xp.asarray(ref)[res.success])
|
994
|
+
|
995
|
+
def test_nfev(self, xp):
|
996
|
+
def f(x):
|
997
|
+
f.nfev += xp_size(x)
|
998
|
+
return 1 / x**2
|
999
|
+
|
1000
|
+
f.nfev = 0
|
1001
|
+
res = nsum(f, xp.asarray(1), xp.asarray(10))
|
1002
|
+
assert res.nfev == f.nfev
|
1003
|
+
|
1004
|
+
f.nfev = 0
|
1005
|
+
res = nsum(f, xp.asarray(1), xp.asarray(xp.inf), tolerances=dict(atol=1e-6))
|
1006
|
+
assert res.nfev == f.nfev
|
1007
|
+
|
1008
|
+
def test_inclusive(self, xp):
|
1009
|
+
# There was an edge case off-by one bug when `_direct` was called with
|
1010
|
+
# `inclusive=True`. Check that this is resolved.
|
1011
|
+
a = xp.asarray([1, 4])
|
1012
|
+
b = xp.asarray(xp.inf)
|
1013
|
+
res = nsum(lambda k: 1 / k ** 2, a, b,
|
1014
|
+
maxterms=500, tolerances=dict(atol=0.1))
|
1015
|
+
ref = nsum(lambda k: 1 / k ** 2, a, b)
|
1016
|
+
assert xp.all(res.sum > (ref.sum - res.error))
|
1017
|
+
assert xp.all(res.sum < (ref.sum + res.error))
|
1018
|
+
|
1019
|
+
@pytest.mark.parametrize('log', [True, False])
|
1020
|
+
def test_infinite_bounds(self, log, xp):
|
1021
|
+
a = xp.asarray([1, -np.inf, -np.inf])
|
1022
|
+
b = xp.asarray([np.inf, -1, np.inf])
|
1023
|
+
c = xp.asarray([1, 2, 3])
|
1024
|
+
|
1025
|
+
def f(x, a):
|
1026
|
+
return (xp.log(xp.tanh(a / 2)) - a*xp.abs(x) if log
|
1027
|
+
else xp.tanh(a/2) * xp.exp(-a*xp.abs(x)))
|
1028
|
+
|
1029
|
+
res = nsum(f, a, b, args=(c,), log=log)
|
1030
|
+
ref = xp.asarray([stats.dlaplace.sf(0, 1), stats.dlaplace.sf(0, 2), 1])
|
1031
|
+
ref = xp.log(ref) if log else ref
|
1032
|
+
atol = (1e-10 if a.dtype==xp.float64 else 1e-5) if log else 0
|
1033
|
+
xp_assert_close(res.sum, xp.asarray(ref, dtype=a.dtype), atol=atol)
|
1034
|
+
|
1035
|
+
# # Make sure the sign of `x` passed into `f` is correct.
|
1036
|
+
def f(x, c):
|
1037
|
+
return -3*xp.log(c*x) if log else 1 / (c*x)**3
|
1038
|
+
|
1039
|
+
a = xp.asarray([1, -np.inf])
|
1040
|
+
b = xp.asarray([np.inf, -1])
|
1041
|
+
arg = xp.asarray([1, -1])
|
1042
|
+
res = nsum(f, a, b, args=(arg,), log=log)
|
1043
|
+
ref = np.log(special.zeta(3)) if log else special.zeta(3)
|
1044
|
+
xp_assert_close(res.sum, xp.full(a.shape, ref, dtype=a.dtype))
|
1045
|
+
|
1046
|
+
def test_decreasing_check(self, xp):
|
1047
|
+
# Test accuracy when we start sum on an uphill slope.
|
1048
|
+
# Without the decreasing check, the terms would look small enough to
|
1049
|
+
# use the integral approximation. Because the function is not decreasing,
|
1050
|
+
# the error is not bounded by the magnitude of the last term of the
|
1051
|
+
# partial sum. In this case, the error would be ~1e-4, causing the test
|
1052
|
+
# to fail.
|
1053
|
+
def f(x):
|
1054
|
+
return xp.exp(-x ** 2)
|
1055
|
+
|
1056
|
+
a, b = xp.asarray(-25, dtype=xp.float64), xp.asarray(np.inf, dtype=xp.float64)
|
1057
|
+
res = nsum(f, a, b)
|
1058
|
+
|
1059
|
+
# Reference computed with mpmath:
|
1060
|
+
# from mpmath import mp
|
1061
|
+
# mp.dps = 50
|
1062
|
+
# def fmp(x): return mp.exp(-x**2)
|
1063
|
+
# ref = mp.nsum(fmp, (-25, 0)) + mp.nsum(fmp, (1, mp.inf))
|
1064
|
+
ref = xp.asarray(1.772637204826652, dtype=xp.float64)
|
1065
|
+
|
1066
|
+
xp_assert_close(res.sum, ref, rtol=1e-15)
|
1067
|
+
|
1068
|
+
def test_special_case(self, xp):
|
1069
|
+
# test equal lower/upper limit
|
1070
|
+
f = self.f1
|
1071
|
+
a = b = xp.asarray(2)
|
1072
|
+
res = nsum(f, a, b)
|
1073
|
+
xp_assert_equal(res.sum, xp.asarray(f(2)))
|
1074
|
+
|
1075
|
+
# Test scalar `args` (not in tuple)
|
1076
|
+
res = nsum(self.f2, xp.asarray(1), xp.asarray(np.inf), args=xp.asarray(2))
|
1077
|
+
xp_assert_close(res.sum, xp.asarray(self.f1.ref)) # f1.ref is correct w/ args=2
|
1078
|
+
|
1079
|
+
# Test 0 size input
|
1080
|
+
a = xp.empty((3, 1, 1)) # arbitrary broadcastable shapes
|
1081
|
+
b = xp.empty((0, 1)) # could use Hypothesis
|
1082
|
+
p = xp.empty(4) # but it's overkill
|
1083
|
+
shape = np.broadcast_shapes(a.shape, b.shape, p.shape)
|
1084
|
+
res = nsum(self.f2, a, b, args=(p,))
|
1085
|
+
assert res.sum.shape == shape
|
1086
|
+
assert res.status.shape == shape
|
1087
|
+
assert res.nfev.shape == shape
|
1088
|
+
|
1089
|
+
# Test maxterms=0
|
1090
|
+
def f(x):
|
1091
|
+
with np.errstate(divide='ignore'):
|
1092
|
+
return 1 / x
|
1093
|
+
|
1094
|
+
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=0)
|
1095
|
+
assert xp.isinf(res.sum)
|
1096
|
+
assert xp.isinf(res.error)
|
1097
|
+
assert res.status == -2
|
1098
|
+
|
1099
|
+
res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=1)
|
1100
|
+
assert xp.isnan(res.sum)
|
1101
|
+
assert xp.isnan(res.error)
|
1102
|
+
assert res.status == -3
|
1103
|
+
|
1104
|
+
# Test NaNs
|
1105
|
+
# should skip both direct and integral methods if there are NaNs
|
1106
|
+
a = xp.asarray([xp.nan, 1, 1, 1])
|
1107
|
+
b = xp.asarray([xp.inf, xp.nan, xp.inf, xp.inf])
|
1108
|
+
p = xp.asarray([2, 2, xp.nan, 2])
|
1109
|
+
res = nsum(self.f2, a, b, args=(p,))
|
1110
|
+
xp_assert_close(res.sum, xp.asarray([xp.nan, xp.nan, xp.nan, self.f1.ref]))
|
1111
|
+
xp_assert_close(res.error[:3], xp.full((3,), xp.nan))
|
1112
|
+
xp_assert_equal(res.status, xp.asarray([-1, -1, -3, 0], dtype=xp.int32))
|
1113
|
+
xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
|
1114
|
+
# Ideally res.nfev[2] would be 1, but `tanhsinh` has some function evals
|
1115
|
+
xp_assert_equal(res.nfev[:2], xp.full((2,), 1, dtype=xp.int32))
|
1116
|
+
|
1117
|
+
@pytest.mark.parametrize('dtype', ['float32', 'float64'])
|
1118
|
+
def test_dtype(self, dtype, xp):
|
1119
|
+
dtype = getattr(xp, dtype)
|
1120
|
+
|
1121
|
+
def f(k):
|
1122
|
+
assert k.dtype == dtype
|
1123
|
+
return 1 / k ** xp.asarray(2, dtype=dtype)
|
1124
|
+
|
1125
|
+
a = xp.asarray(1, dtype=dtype)
|
1126
|
+
b = xp.asarray([10, xp.inf], dtype=dtype)
|
1127
|
+
res = nsum(f, a, b)
|
1128
|
+
assert res.sum.dtype == dtype
|
1129
|
+
assert res.error.dtype == dtype
|
1130
|
+
|
1131
|
+
rtol = 1e-12 if dtype == xp.float64 else 1e-6
|
1132
|
+
ref = _gen_harmonic_gt1(np.asarray([10, xp.inf]), 2)
|
1133
|
+
xp_assert_close(res.sum, xp.asarray(ref, dtype=dtype), rtol=rtol)
|
1134
|
+
|
1135
|
+
@pytest.mark.parametrize('case', [(10, 100), (100, 10)])
|
1136
|
+
def test_nondivisible_interval(self, case, xp):
|
1137
|
+
# When the limits of the sum are such that (b - a)/step
|
1138
|
+
# is not exactly integral, check that only floor((b - a)/step)
|
1139
|
+
# terms are included.
|
1140
|
+
n, maxterms = case
|
1141
|
+
|
1142
|
+
def f(k):
|
1143
|
+
return 1 / k ** 2
|
1144
|
+
|
1145
|
+
a = np.e
|
1146
|
+
step = 1 / 3
|
1147
|
+
b0 = a + n * step
|
1148
|
+
i = np.arange(-2, 3)
|
1149
|
+
b = b0 + i * np.spacing(b0)
|
1150
|
+
ns = np.floor((b - a) / step)
|
1151
|
+
assert len(set(ns)) == 2
|
1152
|
+
|
1153
|
+
a, b = xp.asarray(a, dtype=xp.float64), xp.asarray(b, dtype=xp.float64)
|
1154
|
+
step, ns = xp.asarray(step, dtype=xp.float64), xp.asarray(ns, dtype=xp.float64)
|
1155
|
+
res = nsum(f, a, b, step=step, maxterms=maxterms)
|
1156
|
+
xp_assert_equal(xp.diff(ns) > 0, xp.diff(res.sum) > 0)
|
1157
|
+
xp_assert_close(res.sum[-1], res.sum[0] + f(b0))
|
1158
|
+
|
1159
|
+
@pytest.mark.skip_xp_backends(np_only=True, reason='Needs beta function.')
|
1160
|
+
def test_logser_kurtosis_gh20648(self, xp):
|
1161
|
+
# Some functions return NaN at infinity rather than 0 like they should.
|
1162
|
+
# Check that this is accounted for.
|
1163
|
+
ref = stats.yulesimon.moment(4, 5)
|
1164
|
+
def f(x):
|
1165
|
+
return stats.yulesimon._pmf(x, 5) * x**4
|
1166
|
+
|
1167
|
+
with np.errstate(invalid='ignore'):
|
1168
|
+
assert np.isnan(f(np.inf))
|
1169
|
+
|
1170
|
+
res = nsum(f, 1, np.inf)
|
1171
|
+
assert_allclose(res.sum, ref)
|