scipy 1.16.2__cp313-cp313t-win_arm64.whl

scipy/differentiate/tests/test_differentiate.py

@@ -0,0 +1,694 @@
+import math
+import pytest
+
+import numpy as np
+
+import scipy._lib._elementwise_iterative_method as eim
+import scipy._lib.array_api_extra as xpx
+from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal, xp_assert_less
+from scipy._lib._array_api import is_numpy, is_torch
+
+from scipy import stats, optimize, special
+from scipy.differentiate import derivative, jacobian, hessian
+from scipy.differentiate._differentiate import _EERRORINCREASE
+
+array_api_strict_skip_reason = 'Array API does not support fancy indexing assignment.'
+
+
+@pytest.mark.skip_xp_backends('array_api_strict', reason=array_api_strict_skip_reason)
+@pytest.mark.skip_xp_backends('dask.array', reason='boolean indexing assignment')
+class TestDerivative:
+
+    def f(self, x):
+        return special.ndtr(x)
+
+    @pytest.mark.parametrize('x', [0.6, np.linspace(-0.05, 1.05, 10)])
+    def test_basic(self, x, xp):
+        # Invert distribution CDF and compare against distribution `ppf`
+        default_dtype = xp.asarray(1.).dtype
+        res = derivative(self.f, xp.asarray(x, dtype=default_dtype))
+        ref = xp.asarray(stats.norm().pdf(x), dtype=default_dtype)
+        xp_assert_close(res.df, ref)
+        # This would be nice, but doesn't always work out. `error` is an
+        # estimate, not a bound.
+        if not is_torch(xp):
+            xp_assert_less(xp.abs(res.df - ref), res.error)
+
+    @pytest.mark.skip_xp_backends(np_only=True)
+    @pytest.mark.parametrize('case', stats._distr_params.distcont)
+    def test_accuracy(self, case, xp):
+        distname, params = case
+        dist = getattr(stats, distname)(*params)
+        x = dist.median() + 0.1
+        res = derivative(dist.cdf, x)
+        ref = dist.pdf(x)
+        xp_assert_close(res.df, ref, atol=1e-10)
+
+    @pytest.mark.parametrize('order', [1, 6])
+    @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
+    def test_vectorization(self, order, shape, xp):
+        # Test for correct functionality, output shapes, and dtypes for various
+        # input shapes.
+        x = np.linspace(-0.05, 1.05, 12).reshape(shape) if shape else 0.6
+        n = np.size(x)
+        state = {}
+
+        @np.vectorize
+        def _derivative_single(x):
+            return derivative(self.f, x, order=order)
+
+        def f(x, *args, **kwargs):
+            state['nit'] += 1
+            state['feval'] += 1 if (x.size == n or x.ndim <=1) else x.shape[-1]
+            return self.f(x, *args, **kwargs)
+
+        state['nit'] = -1
+        state['feval'] = 0
+
+        res = derivative(f, xp.asarray(x, dtype=xp.float64), order=order)
+        refs = _derivative_single(x).ravel()
+
+        ref_x = [ref.x for ref in refs]
+        xp_assert_close(xp.reshape(res.x, (-1,)), xp.asarray(ref_x))
+
+        ref_df = [ref.df for ref in refs]
+        xp_assert_close(xp.reshape(res.df, (-1,)), xp.asarray(ref_df))
+
+        ref_error = [ref.error for ref in refs]
+        xp_assert_close(xp.reshape(res.error, (-1,)), xp.asarray(ref_error),
+                        atol=1e-12)
+
+        ref_success = [bool(ref.success) for ref in refs]
+        xp_assert_equal(xp.reshape(res.success, (-1,)), xp.asarray(ref_success))
+
+        ref_flag = [np.int32(ref.status) for ref in refs]
+        xp_assert_equal(xp.reshape(res.status, (-1,)), xp.asarray(ref_flag))
+
+        ref_nfev = [np.int32(ref.nfev) for ref in refs]
+        xp_assert_equal(xp.reshape(res.nfev, (-1,)), xp.asarray(ref_nfev))
+        if is_numpy(xp):  # can't expect other backends to be exactly the same
+            assert xp.max(res.nfev) == state['feval']
+
+        ref_nit = [np.int32(ref.nit) for ref in refs]
+        xp_assert_equal(xp.reshape(res.nit, (-1,)), xp.asarray(ref_nit))
+        if is_numpy(xp):  # can't expect other backends to be exactly the same
+            assert xp.max(res.nit) == state['nit']
+
+    def test_flags(self, xp):
+        # Test cases that should produce different status flags; show that all
+        # can be produced simultaneously.
+        rng = np.random.default_rng(5651219684984213)
+        def f(xs, js):
+            f.nit += 1
+            funcs = [lambda x: x - 2.5,  # converges
+                     lambda x: xp.exp(x)*rng.random(),  # error increases
+                     lambda x: xp.exp(x),  # reaches maxiter due to order=2
+                     lambda x: xp.full_like(x, xp.nan)]  # stops due to NaN
+            res = [funcs[int(j)](x) for x, j in zip(xs, xp.reshape(js, (-1,)))]
+            return xp.stack(res)
+        f.nit = 0
+
+        args = (xp.arange(4, dtype=xp.int64),)
+        res = derivative(f, xp.ones(4, dtype=xp.float64),
+                         tolerances=dict(rtol=1e-14),
+                         order=2, args=args)
+
+        ref_flags = xp.asarray([eim._ECONVERGED,
+                                _EERRORINCREASE,
+                                eim._ECONVERR,
+                                eim._EVALUEERR], dtype=xp.int32)
+        xp_assert_equal(res.status, ref_flags)
+
+    def test_flags_preserve_shape(self, xp):
+        # Same test as above but using `preserve_shape` option to simplify.
+        rng = np.random.default_rng(5651219684984213)
+        def f(x):
+            out = [x - 2.5,  # converges
+                   xp.exp(x)*rng.random(),  # error increases
+                   xp.exp(x),  # reaches maxiter due to order=2
+                   xp.full_like(x, xp.nan)]  # stops due to NaN
+            return xp.stack(out)
+
+        res = derivative(f, xp.asarray(1, dtype=xp.float64),
+                         tolerances=dict(rtol=1e-14),
+                         order=2, preserve_shape=True)
+
+        ref_flags = xp.asarray([eim._ECONVERGED,
+                                _EERRORINCREASE,
+                                eim._ECONVERR,
+                                eim._EVALUEERR], dtype=xp.int32)
+        xp_assert_equal(res.status, ref_flags)
+
+    def test_preserve_shape(self, xp):
+        # Test `preserve_shape` option
+        def f(x):
+            out = [x, xp.sin(3*x), x+xp.sin(10*x), xp.sin(20*x)*(x-1)**2]
+            return xp.stack(out)
+
+        x = xp.asarray(0.)
+        ref = xp.asarray([xp.asarray(1), 3*xp.cos(3*x), 1+10*xp.cos(10*x),
+                          20*xp.cos(20*x)*(x-1)**2 + 2*xp.sin(20*x)*(x-1)])
+        res = derivative(f, x, preserve_shape=True)
+        xp_assert_close(res.df, ref)
+
+    def test_convergence(self, xp):
+        # Test that the convergence tolerances behave as expected
+        x = xp.asarray(1., dtype=xp.float64)
+        f = special.ndtr
+        ref = float(stats.norm.pdf(1.))
+        tolerances0 = dict(atol=0, rtol=0)
+
+        tolerances = tolerances0.copy()
+        tolerances['atol'] = 1e-3
+        res1 = derivative(f, x, tolerances=tolerances, order=4)
+        assert abs(res1.df - ref) < 1e-3
+        tolerances['atol'] = 1e-6
+        res2 = derivative(f, x, tolerances=tolerances, order=4)
+        assert abs(res2.df - ref) < 1e-6
+        assert abs(res2.df - ref) < abs(res1.df - ref)
+
+        tolerances = tolerances0.copy()
+        tolerances['rtol'] = 1e-3
+        res1 = derivative(f, x, tolerances=tolerances, order=4)
+        assert abs(res1.df - ref) < 1e-3 * ref
+        tolerances['rtol'] = 1e-6
+        res2 = derivative(f, x, tolerances=tolerances, order=4)
+        assert abs(res2.df - ref) < 1e-6 * ref
+        assert abs(res2.df - ref) < abs(res1.df - ref)
+
+    def test_step_parameters(self, xp):
+        # Test that step factors have the expected effect on accuracy
+        x = xp.asarray(1., dtype=xp.float64)
+        f = special.ndtr
+        ref = float(stats.norm.pdf(1.))
+
+        res1 = derivative(f, x, initial_step=0.5, maxiter=1)
+        res2 = derivative(f, x, initial_step=0.05, maxiter=1)
+        assert abs(res2.df - ref) < abs(res1.df - ref)
+
+        res1 = derivative(f, x, step_factor=2, maxiter=1)
+        res2 = derivative(f, x, step_factor=20, maxiter=1)
+        assert abs(res2.df - ref) < abs(res1.df - ref)
+
+        # `step_factor` can be less than 1: `initial_step` is the minimum step
+        kwargs = dict(order=4, maxiter=1, step_direction=0)
+        res = derivative(f, x, initial_step=0.5, step_factor=0.5, **kwargs)
+        ref = derivative(f, x, initial_step=1, step_factor=2, **kwargs)
+        xp_assert_close(res.df, ref.df, rtol=5e-15)
+
+        # This is a similar test for one-sided difference
+        kwargs = dict(order=2, maxiter=1, step_direction=1)
+        res = derivative(f, x, initial_step=1, step_factor=2, **kwargs)
+        ref = derivative(f, x, initial_step=1/np.sqrt(2), step_factor=0.5, **kwargs)
+        xp_assert_close(res.df, ref.df, rtol=5e-15)
+
+        kwargs['step_direction'] = -1
+        res = derivative(f, x, initial_step=1, step_factor=2, **kwargs)
+        ref = derivative(f, x, initial_step=1/np.sqrt(2), step_factor=0.5, **kwargs)
+        xp_assert_close(res.df, ref.df, rtol=5e-15)
+
+    def test_step_direction(self, xp):
+        # test that `step_direction` works as expected
+        def f(x):
+            y = xp.exp(x)
+            y = xpx.at(y)[(x < 0) + (x > 2)].set(xp.nan)
+            return y
+
+        x = xp.linspace(0, 2, 10)
+        step_direction = xp.zeros_like(x)
+        step_direction = xpx.at(step_direction)[x < 0.6].set(1)
+        step_direction = xpx.at(step_direction)[x > 1.4].set(-1)
+        res = derivative(f, x, step_direction=step_direction)
+        xp_assert_close(res.df, xp.exp(x))
+        assert xp.all(res.success)
+
+    def test_vectorized_step_direction_args(self, xp):
+        # test that `step_direction` and `args` are vectorized properly
+        def f(x, p):
+            return x ** p
+
+        def df(x, p):
+            return p * x ** (p - 1)
+
+        x = xp.reshape(xp.asarray([1, 2, 3, 4]), (-1, 1, 1))
+        hdir = xp.reshape(xp.asarray([-1, 0, 1]), (1, -1, 1))
+        p = xp.reshape(xp.asarray([2, 3]), (1, 1, -1))
+        res = derivative(f, x, step_direction=hdir, args=(p,))
+        ref = xp.broadcast_to(df(x, p), res.df.shape)
+        ref = xp.asarray(ref, dtype=xp.asarray(1.).dtype)
+        xp_assert_close(res.df, ref)
+
+    def test_initial_step(self, xp):
+        # Test that `initial_step` works as expected and is vectorized
+        def f(x):
+            return xp.exp(x)
+
+        x = xp.asarray(0., dtype=xp.float64)
+        step_direction = xp.asarray([-1, 0, 1])
+        h0 = xp.reshape(xp.logspace(-3, 0, 10), (-1, 1))
+        res = derivative(f, x, initial_step=h0, order=2, maxiter=1,
+                         step_direction=step_direction)
+        err = xp.abs(res.df - f(x))
+
+        # error should be smaller for smaller step sizes
+        assert xp.all(err[:-1, ...] < err[1:, ...])
+
+        # results of vectorized call should match results with
+        # initial_step taken one at a time
+        for i in range(h0.shape[0]):
+            ref = derivative(f, x, initial_step=h0[i, 0], order=2, maxiter=1,
+                             step_direction=step_direction)
+            xp_assert_close(res.df[i, :], ref.df, rtol=1e-14)
+
+    def test_maxiter_callback(self, xp):
+        # Test behavior of `maxiter` parameter and `callback` interface
+        x = xp.asarray(0.612814, dtype=xp.float64)
+        maxiter = 3
+
+        def f(x):
+            res = special.ndtr(x)
+            return res
+
+        default_order = 8
+        res = derivative(f, x, maxiter=maxiter, tolerances=dict(rtol=1e-15))
+        assert not xp.any(res.success)
+        assert xp.all(res.nfev == default_order + 1 + (maxiter - 1)*2)
+        assert xp.all(res.nit == maxiter)
+
+        def callback(res):
+            callback.iter += 1
+            callback.res = res
+            assert hasattr(res, 'x')
+            assert float(res.df) not in callback.dfs
+            callback.dfs.add(float(res.df))
+            assert res.status == eim._EINPROGRESS
+            if callback.iter == maxiter:
+                raise StopIteration
+        callback.iter = -1  # callback called once before first iteration
+        callback.res = None
+        callback.dfs = set()
+
+        res2 = derivative(f, x, callback=callback, tolerances=dict(rtol=1e-15))
+        # terminating with callback is identical to terminating due to maxiter
+        # (except for `status`)
+        for key in res.keys():
+            if key == 'status':
+                assert res[key] == eim._ECONVERR
+                assert res2[key] == eim._ECALLBACK
+            else:
+                assert res2[key] == callback.res[key] == res[key]
+
+    @pytest.mark.parametrize("hdir", (-1, 0, 1))
+    @pytest.mark.parametrize("x", (0.65, [0.65, 0.7]))
+    @pytest.mark.parametrize("dtype", ('float16', 'float32', 'float64'))
+    def test_dtype(self, hdir, x, dtype, xp):
+        if dtype == 'float16' and not is_numpy(xp):
+            pytest.skip('float16 not tested for alternative backends')
+
+        # Test that dtypes are preserved
+        dtype = getattr(xp, dtype)
+        x = xp.asarray(x, dtype=dtype)
+
+        def f(x):
+            assert x.dtype == dtype
+            return xp.exp(x)
+
+        def callback(res):
+            assert res.x.dtype == dtype
+            assert res.df.dtype == dtype
+            assert res.error.dtype == dtype
+
+        res = derivative(f, x, order=4, step_direction=hdir, callback=callback)
+        assert res.x.dtype == dtype
+        assert res.df.dtype == dtype
+        assert res.error.dtype == dtype
+        eps = xp.finfo(dtype).eps
+        # not sure why torch is less accurate here; might be worth investigating
+        rtol = eps**0.5 * 50 if is_torch(xp) else eps**0.5
+        xp_assert_close(res.df, xp.exp(res.x), rtol=rtol)
+
+    def test_input_validation(self, xp):
+        # Test input validation for appropriate error messages
+        one = xp.asarray(1)
+
+        message = '`f` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            derivative(None, one)
+
+        message = 'Abscissae and function output must be real numbers.'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, xp.asarray(-4+1j))
+
+        message = "When `preserve_shape=False`, the shape of the array..."
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: [1, 2, 3], xp.asarray([-2, -3]))
+
+        message = 'Tolerances and step parameters must be non-negative...'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, tolerances=dict(atol=-1))
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, tolerances=dict(rtol='ekki'))
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, step_factor=object())
+
+        message = '`maxiter` must be a positive integer.'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, maxiter=1.5)
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, maxiter=0)
+
+        message = '`order` must be a positive integer'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, order=1.5)
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, order=0)
+
+        message = '`preserve_shape` must be True or False.'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, preserve_shape='herring')
+
+        message = '`callback` must be callable.'
+        with pytest.raises(ValueError, match=message):
+            derivative(lambda x: x, one, callback='shrubbery')
+
+    def test_special_cases(self, xp):
+        # Test edge cases and other special cases
+
+        # Test that integers are not passed to `f`
+        # (otherwise this would overflow)
+        def f(x):
+            assert xp.isdtype(x.dtype, 'real floating')
+            return x ** 99 - 1
+
+        if not is_torch(xp):  # torch defaults to float32
+            res = derivative(f, xp.asarray(7), tolerances=dict(rtol=1e-10))
+            assert res.success
+            xp_assert_close(res.df, xp.asarray(99*7.**98))
+
+        # Test invalid step size and direction
+        res = derivative(xp.exp, xp.asarray(1), step_direction=xp.nan)
+        xp_assert_equal(res.df, xp.asarray(xp.nan))
+        xp_assert_equal(res.status, xp.asarray(-3, dtype=xp.int32))
+
+        res = derivative(xp.exp, xp.asarray(1), initial_step=0)
+        xp_assert_equal(res.df, xp.asarray(xp.nan))
+        xp_assert_equal(res.status, xp.asarray(-3, dtype=xp.int32))
+
+        # Test that if success is achieved in the correct number
+        # of iterations if function is a polynomial. Ideally, all polynomials
+        # of order 0-2 would get exact result with 0 refinement iterations,
+        # all polynomials of order 3-4 would be differentiated exactly after
+        # 1 iteration, etc. However, it seems that `derivative` needs an
+        # extra iteration to detect convergence based on the error estimate.
+
+        for n in range(6):
+            x = xp.asarray(1.5, dtype=xp.float64)
+            def f(x):
+                return 2*x**n
+
+            ref = 2*n*x**(n-1)
+
+            res = derivative(f, x, maxiter=1, order=max(1, n))
+            xp_assert_close(res.df, ref, rtol=1e-15)
+            xp_assert_equal(res.error, xp.asarray(xp.nan, dtype=xp.float64))
+
+            res = derivative(f, x, order=max(1, n))
+            assert res.success
+            assert res.nit == 2
+            xp_assert_close(res.df, ref, rtol=1e-15)
+
+        # Test scalar `args` (not in tuple)
+        def f(x, c):
+            return c*x - 1
+
+        res = derivative(f, xp.asarray(2), args=xp.asarray(3))
+        xp_assert_close(res.df, xp.asarray(3.))
+
+    # no need to run a test on multiple backends if it's xfailed
+    @pytest.mark.skip_xp_backends(np_only=True)
+    @pytest.mark.xfail
+    @pytest.mark.parametrize("case", (  # function, evaluation point
+        (lambda x: (x - 1) ** 3, 1),
+        (lambda x: np.where(x > 1, (x - 1) ** 5, (x - 1) ** 3), 1)
+    ))
+    def test_saddle_gh18811(self, case, xp):
+        # With default settings, `derivative` will not always converge when
+        # the true derivative is exactly zero. This tests that specifying a
+        # (tight) `atol` alleviates the problem. See discussion in gh-18811.
+        atol = 1e-16
+        res = derivative(*case, step_direction=[-1, 0, 1], atol=atol)
+        assert np.all(res.success)
+        xp_assert_close(res.df, 0, atol=atol)
+
+
+class JacobianHessianTest:
+    def test_iv(self, xp):
+        jh_func = self.jh_func.__func__
+
+        # Test input validation
+        message = "Argument `x` must be at least 1-D."
+        with pytest.raises(ValueError, match=message):
+            jh_func(xp.sin, 1, tolerances=dict(atol=-1))
+
+        # Confirm that other parameters are being passed to `derivative`,
+        # which raises an appropriate error message.
+        x = xp.ones(3)
+        func = optimize.rosen
+        message = 'Tolerances and step parameters must be non-negative scalars.'
+        with pytest.raises(ValueError, match=message):
+            jh_func(func, x, tolerances=dict(atol=-1))
+        with pytest.raises(ValueError, match=message):
+            jh_func(func, x, tolerances=dict(rtol=-1))
+        with pytest.raises(ValueError, match=message):
+            jh_func(func, x, step_factor=-1)
+
+        message = '`order` must be a positive integer.'
+        with pytest.raises(ValueError, match=message):
+            jh_func(func, x, order=-1)
+
+        message = '`maxiter` must be a positive integer.'
+        with pytest.raises(ValueError, match=message):
+            jh_func(func, x, maxiter=-1)
+
+
+@pytest.mark.skip_xp_backends('array_api_strict', reason=array_api_strict_skip_reason)
+@pytest.mark.skip_xp_backends('dask.array', reason='boolean indexing assignment')
+class TestJacobian(JacobianHessianTest):
+    jh_func = jacobian
+
+    # Example functions and Jacobians from Wikipedia:
+    # https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant#Examples
+
+    def f1(z, xp):
+        x, y = z
+        return xp.stack([x ** 2 * y, 5 * x + xp.sin(y)])
+
+    def df1(z):
+        x, y = z
+        return [[2 * x * y, x ** 2], [np.full_like(x, 5), np.cos(y)]]
+
+    f1.mn = 2, 2  # type: ignore[attr-defined]
+    f1.ref = df1  # type: ignore[attr-defined]
+
+    def f2(z, xp):
+        r, phi = z
+        return xp.stack([r * xp.cos(phi), r * xp.sin(phi)])
+
+    def df2(z):
+        r, phi = z
+        return [[np.cos(phi), -r * np.sin(phi)],
+                [np.sin(phi), r * np.cos(phi)]]
+
+    f2.mn = 2, 2  # type: ignore[attr-defined]
+    f2.ref = df2  # type: ignore[attr-defined]
+
+    def f3(z, xp):
+        r, phi, th = z
+        return xp.stack([r * xp.sin(phi) * xp.cos(th), r * xp.sin(phi) * xp.sin(th),
+                         r * xp.cos(phi)])
+
+    def df3(z):
+        r, phi, th = z
+        return [[np.sin(phi) * np.cos(th), r * np.cos(phi) * np.cos(th),
+                 -r * np.sin(phi) * np.sin(th)],
+                [np.sin(phi) * np.sin(th), r * np.cos(phi) * np.sin(th),
+                 r * np.sin(phi) * np.cos(th)],
+                [np.cos(phi), -r * np.sin(phi), np.zeros_like(r)]]
+
+    f3.mn = 3, 3  # type: ignore[attr-defined]
+    f3.ref = df3  # type: ignore[attr-defined]
+
+    def f4(x, xp):
+        x1, x2, x3 = x
+        return xp.stack([x1, 5 * x3, 4 * x2 ** 2 - 2 * x3, x3 * xp.sin(x1)])
+
+    def df4(x):
+        x1, x2, x3 = x
+        one = np.ones_like(x1)
+        return [[one, 0 * one, 0 * one],
+                [0 * one, 0 * one, 5 * one],
+                [0 * one, 8 * x2, -2 * one],
+                [x3 * np.cos(x1), 0 * one, np.sin(x1)]]
+
+    f4.mn = 3, 4  # type: ignore[attr-defined]
+    f4.ref = df4  # type: ignore[attr-defined]
+
+    def f5(x, xp):
+        x1, x2, x3 = x
+        return xp.stack([5 * x2, 4 * x1 ** 2 - 2 * xp.sin(x2 * x3), x2 * x3])
+
+    def df5(x):
+        x1, x2, x3 = x
+        one = np.ones_like(x1)
+        return [[0 * one, 5 * one, 0 * one],
+                [8 * x1, -2 * x3 * np.cos(x2 * x3), -2 * x2 * np.cos(x2 * x3)],
+                [0 * one, x3, x2]]
+
+    f5.mn = 3, 3  # type: ignore[attr-defined]
+    f5.ref = df5  # type: ignore[attr-defined]
+
+    def rosen(x, _): return optimize.rosen(x)
+    rosen.mn = 5, 1  # type: ignore[attr-defined]
+    rosen.ref = optimize.rosen_der  # type: ignore[attr-defined]
+
+    @pytest.mark.parametrize('dtype', ('float32', 'float64'))
+    @pytest.mark.parametrize('size', [(), (6,), (2, 3)])
+    @pytest.mark.parametrize('func', [f1, f2, f3, f4, f5, rosen])
+    def test_examples(self, dtype, size, func, xp):
+        atol = 1e-10 if dtype == 'float64' else 1.99e-3
+        dtype = getattr(xp, dtype)
+        rng = np.random.default_rng(458912319542)
+        m, n = func.mn
+        x = rng.random(size=(m,) + size)
+        res = jacobian(lambda x: func(x , xp), xp.asarray(x, dtype=dtype))
+        # convert list of arrays to single array before converting to xp array
+        ref = xp.asarray(np.asarray(func.ref(x)), dtype=dtype)
+        xp_assert_close(res.df, ref, atol=atol)
+
+    def test_attrs(self, xp):
+        # Test attributes of result object
+        z = xp.asarray([0.5, 0.25])
+
+        # case in which some elements of the Jacobian are harder
+        # to calculate than others
+        def df1(z):
+            x, y = z
+            return xp.stack([xp.cos(0.5*x) * xp.cos(y), xp.sin(2*x) * y**2])
+
+        def df1_0xy(x, y):
+            return xp.cos(0.5*x) * xp.cos(y)
+
+        def df1_1xy(x, y):
+            return xp.sin(2*x) * y**2
+
+        res = jacobian(df1, z, initial_step=10)
+        # FIXME https://github.com/scipy/scipy/pull/22320#discussion_r1914898175
+        if not is_torch(xp):
+            assert xpx.nunique(res.nit) == 4
+            assert xpx.nunique(res.nfev) == 4
+
+        res00 = jacobian(lambda x: df1_0xy(x, z[1]), z[0:1], initial_step=10)
+        res01 = jacobian(lambda y: df1_0xy(z[0], y), z[1:2], initial_step=10)
+        res10 = jacobian(lambda x: df1_1xy(x, z[1]), z[0:1], initial_step=10)
+        res11 = jacobian(lambda y: df1_1xy(z[0], y), z[1:2], initial_step=10)
+        ref = optimize.OptimizeResult()
+        for attr in ['success', 'status', 'df', 'nit', 'nfev']:
+            ref_attr = xp.asarray([[getattr(res00, attr), getattr(res01, attr)],
+                                   [getattr(res10, attr), getattr(res11, attr)]])
+            ref[attr] = xp.squeeze(
+                ref_attr,
+                axis=tuple(ax for ax, size in enumerate(ref_attr.shape) if size == 1)
+            )
+            rtol = 1.5e-5 if res[attr].dtype == xp.float32 else 1.5e-14
+            xp_assert_close(res[attr], ref[attr], rtol=rtol)
+
+    def test_step_direction_size(self, xp):
+        # Check that `step_direction` and `initial_step` can be used to ensure that
+        # the usable domain of a function is respected.
+        rng = np.random.default_rng(23892589425245)
+        b = rng.random(3)
+        eps = 1e-7  # torch needs wiggle room?
+
+        def f(x):
+            x = xpx.at(x)[0, x[0] < b[0]].set(xp.nan)
+            x = xpx.at(x)[0, x[0] > b[0] + 0.25].set(xp.nan)
+            x = xpx.at(x)[1, x[1] > b[1]].set(xp.nan)
+            x = xpx.at(x)[1, x[1] < b[1] - 0.1-eps].set(xp.nan)
+            return TestJacobian.f5(x, xp)
+
+        dir = [1, -1, 0]
+        h0 = [0.25, 0.1, 0.5]
+        atol = {'atol': 1e-8}
+        res = jacobian(f, xp.asarray(b, dtype=xp.float64), initial_step=h0,
+                       step_direction=dir, tolerances=atol)
+        ref = xp.asarray(TestJacobian.df5(b), dtype=xp.float64)
+        xp_assert_close(res.df, ref, atol=1e-8)
+        assert xp.all(xp.isfinite(ref))
+
+
+@pytest.mark.skip_xp_backends('array_api_strict', reason=array_api_strict_skip_reason)
+@pytest.mark.skip_xp_backends('dask.array', reason='boolean indexing assignment')
+class TestHessian(JacobianHessianTest):
+    jh_func = hessian
+
+    @pytest.mark.parametrize('shape', [(), (4,), (2, 4)])
+    def test_example(self, shape, xp):
+        rng = np.random.default_rng(458912319542)
+        m = 3
+        x = xp.asarray(rng.random((m,) + shape), dtype=xp.float64)
+        res = hessian(optimize.rosen, x)
+        if shape:
+            x = xp.reshape(x, (m, -1))
+            ref = xp.stack([optimize.rosen_hess(xi) for xi in x.T])
+            ref = xp.moveaxis(ref, 0, -1)
+            ref = xp.reshape(ref, (m, m,) + shape)
+        else:
+            ref = optimize.rosen_hess(x)
+        xp_assert_close(res.ddf, ref, atol=1e-8)
+
+        # # Removed symmetry enforcement; consider adding back in as a feature
+        # # check symmetry
+        # for key in ['ddf', 'error', 'nfev', 'success', 'status']:
+        #     assert_equal(res[key], np.swapaxes(res[key], 0, 1))
+
+    def test_float32(self, xp):
+        rng = np.random.default_rng(458912319542)
+        x = xp.asarray(rng.random(3), dtype=xp.float32)
+        res = hessian(optimize.rosen, x)
+        ref = optimize.rosen_hess(x)
+        mask = (ref != 0)
+        xp_assert_close(res.ddf[mask], ref[mask])
+        atol = 1e-2 * xp.abs(xp.min(ref[mask]))
+        xp_assert_close(res.ddf[~mask], ref[~mask], atol=atol)
+
+    def test_nfev(self, xp):
+        z = xp.asarray([0.5, 0.25])
+
+        def f1(z):
+            x, y = xp.broadcast_arrays(*z)
+            f1.nfev = f1.nfev + (math.prod(x.shape[2:]) if x.ndim > 2 else 1)
+            return xp.sin(x) * y ** 3
+        f1.nfev = 0
+
+
+        res = hessian(f1, z, initial_step=10)
+        f1.nfev = 0
+        res00 = hessian(lambda x: f1([x[0], z[1]]), z[0:1], initial_step=10)
+        assert res.nfev[0, 0] == f1.nfev == res00.nfev[0, 0]
+
+        f1.nfev = 0
+        res11 = hessian(lambda y: f1([z[0], y[0]]), z[1:2], initial_step=10)
+        assert res.nfev[1, 1] == f1.nfev == res11.nfev[0, 0]
+
+        # Removed symmetry enforcement; consider adding back in as a feature
+        # assert_equal(res.nfev, res.nfev.T)  # check symmetry
+        # assert np.unique(res.nfev).size == 3
+
+
+    @pytest.mark.thread_unsafe
+    @pytest.mark.skip_xp_backends(np_only=True,
+                                  reason='Python list input uses NumPy backend')
+    def test_small_rtol_warning(self, xp):
+        message = 'The specified `rtol=1e-15`, but...'
+        with pytest.warns(RuntimeWarning, match=message):
+            hessian(xp.sin, [1.], tolerances=dict(rtol=1e-15))