scipy 1.16.2__cp314-cp314-win_arm64.whl

scipy/integrate/tests/test_cubature.py

@@ -0,0 +1,1375 @@
+import math
+import scipy
+import itertools
+
+import pytest
+
+from scipy._lib._array_api import (
+    array_namespace,
+    xp_assert_close,
+    xp_size,
+    np_compat,
+    is_array_api_strict,
+)
+from scipy.integrate import cubature
+from scipy.integrate._cubature import _InfiniteLimitsTransform
+from scipy.integrate._rules import (
+    Rule, FixedRule,
+    NestedFixedRule,
+    GaussLegendreQuadrature, GaussKronrodQuadrature,
+    GenzMalikCubature,
+)
+
+skip_xp_backends = pytest.mark.skip_xp_backends
+boolean_index_skip_reason = 'JAX/Dask arrays do not support boolean assignment.'
+
+# The integrands ``genz_malik_1980_*`` come from the paper:
+#   A.C. Genz, A.A. Malik, Remarks on algorithm 006: An adaptive algorithm for
+#   numerical integration over an N-dimensional rectangular region, Journal of
+#   Computational and Applied Mathematics, Volume 6, Issue 4, 1980, Pages 295-302,
+#   ISSN 0377-0427, https://doi.org/10.1016/0771-050X(80)90039-X.
+
+
+def basic_1d_integrand(x, n, xp):
+    x_reshaped = xp.reshape(x, (-1, 1, 1))
+    n_reshaped = xp.reshape(n, (1, -1, 1))
+
+    return x_reshaped**n_reshaped
+
+
+def basic_1d_integrand_exact(n, xp):
+    # Exact only for integration over interval [0, 2].
+    return xp.reshape(2**(n+1)/(n+1), (-1, 1))
+
+
+def basic_nd_integrand(x, n, xp):
+    return xp.reshape(xp.sum(x, axis=-1), (-1, 1))**xp.reshape(n, (1, -1))
+
+
+def basic_nd_integrand_exact(n, xp):
+    # Exact only for integration over interval [0, 2].
+    return (-2**(3+n) + 4**(2+n))/((1+n)*(2+n))
+
+
+def genz_malik_1980_f_1(x, r, alphas, xp):
+    r"""
+    .. math:: f_1(\mathbf x) = \cos\left(2\pi r + \sum^n_{i = 1}\alpha_i x_i\right)
+
+    .. code-block:: mathematica
+
+        genzMalik1980f1[x_List, r_, alphas_List] := Cos[2*Pi*r + Total[x*alphas]]
+    """
+
+    npoints, ndim = x.shape[0], x.shape[-1]
+
+    alphas_reshaped = alphas[None, ...]
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return xp.cos(2*math.pi*r + xp.sum(alphas_reshaped * x_reshaped, axis=-1))
+
+
+def genz_malik_1980_f_1_exact(a, b, r, alphas, xp):
+    ndim = xp_size(a)
+    a = xp.reshape(a, (*([1]*(len(alphas.shape) - 1)), ndim))
+    b = xp.reshape(b, (*([1]*(len(alphas.shape) - 1)), ndim))
+
+    return (
+        (-2)**ndim
+        * 1/xp.prod(alphas, axis=-1)
+        * xp.cos(2*math.pi*r + xp.sum(alphas * (a+b) * 0.5, axis=-1))
+        * xp.prod(xp.sin(alphas * (a-b)/2), axis=-1)
+    )
+
+
+def genz_malik_1980_f_1_random_args(rng, shape, xp):
+    r = xp.asarray(rng.random(shape[:-1]))
+    alphas = xp.asarray(rng.random(shape))
+
+    difficulty = 9
+    normalisation_factors = xp.sum(alphas, axis=-1)[..., None]
+    alphas = difficulty * alphas / normalisation_factors
+
+    return (r, alphas)
+
+
+def genz_malik_1980_f_2(x, alphas, betas, xp):
+    r"""
+    .. math:: f_2(\mathbf x) = \prod^n_{i = 1} (\alpha_i^2 + (x_i - \beta_i)^2)^{-1}
+
+    .. code-block:: mathematica
+
+        genzMalik1980f2[x_List, alphas_List, betas_List] :=
+            1/Times @@ ((alphas^2 + (x - betas)^2))
+    """
+    npoints, ndim = x.shape[0], x.shape[-1]
+
+    alphas_reshaped = alphas[None, ...]
+    betas_reshaped = betas[None, ...]
+
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return 1/xp.prod(alphas_reshaped**2 + (x_reshaped-betas_reshaped)**2, axis=-1)
+
+
+def genz_malik_1980_f_2_exact(a, b, alphas, betas, xp):
+    ndim = xp_size(a)
+    a = xp.reshape(a, (*([1]*(len(alphas.shape) - 1)), ndim))
+    b = xp.reshape(b, (*([1]*(len(alphas.shape) - 1)), ndim))
+
+    return (
+        (-1)**ndim * 1/xp.prod(alphas, axis=-1)
+        * xp.prod(
+            xp.atan((a - betas)/alphas) - xp.atan((b - betas)/alphas),
+            axis=-1,
+        )
+    )
+
+
+def genz_malik_1980_f_2_random_args(rng, shape, xp):
+    ndim = shape[-1]
+    alphas = xp.asarray(rng.random(shape))
+    betas = xp.asarray(rng.random(shape))
+
+    difficulty = 25.0
+    products = xp.prod(alphas**xp.asarray(-2.0), axis=-1)
+    normalisation_factors = (products**xp.asarray(1 / (2*ndim)))[..., None]
+    alphas = alphas * normalisation_factors * math.pow(difficulty, 1 / (2*ndim))
+
+    # Adjust alphas from distribution used in Genz and Malik 1980 since denominator
+    # is very small for high dimensions.
+    alphas *= 10
+
+    return alphas, betas
+
+
+def genz_malik_1980_f_3(x, alphas, xp):
+    r"""
+    .. math:: f_3(\mathbf x) = \exp\left(\sum^n_{i = 1} \alpha_i x_i\right)
+
+    .. code-block:: mathematica
+
+        genzMalik1980f3[x_List, alphas_List] := Exp[Dot[x, alphas]]
+    """
+
+    npoints, ndim = x.shape[0], x.shape[-1]
+
+    alphas_reshaped = alphas[None, ...]
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return xp.exp(xp.sum(alphas_reshaped * x_reshaped, axis=-1))
+
+
+def genz_malik_1980_f_3_exact(a, b, alphas, xp):
+    ndim = xp_size(a)
+    a = xp.reshape(a, (*([1]*(len(alphas.shape) - 1)), ndim))
+    b = xp.reshape(b, (*([1]*(len(alphas.shape) - 1)), ndim))
+
+    return (
+        (-1)**ndim * 1/xp.prod(alphas, axis=-1)
+        * xp.prod(xp.exp(alphas * a) - xp.exp(alphas * b), axis=-1)
+    )
+
+
+def genz_malik_1980_f_3_random_args(rng, shape, xp):
+    alphas = xp.asarray(rng.random(shape))
+    normalisation_factors = xp.sum(alphas, axis=-1)[..., None]
+    difficulty = 12.0
+    alphas = difficulty * alphas / normalisation_factors
+
+    return (alphas,)
+
+
+def genz_malik_1980_f_4(x, alphas, xp):
+    r"""
+    .. math:: f_4(\mathbf x) = \left(1 + \sum^n_{i = 1} \alpha_i x_i\right)^{-n-1}
+
+    .. code-block:: mathematica
+        genzMalik1980f4[x_List, alphas_List] :=
+            (1 + Dot[x, alphas])^(-Length[alphas] - 1)
+    """
+
+    npoints, ndim = x.shape[0], x.shape[-1]
+
+    alphas_reshaped = alphas[None, ...]
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return (1 + xp.sum(alphas_reshaped * x_reshaped, axis=-1))**(-ndim-1)
+
+
+def genz_malik_1980_f_4_exact(a, b, alphas, xp):
+    ndim = xp_size(a)
+
+    def F(x):
+        x_reshaped = xp.reshape(x, (*([1]*(len(alphas.shape) - 1)), ndim))
+
+        return (
+            (-1)**ndim/xp.prod(alphas, axis=-1)
+            / math.factorial(ndim)
+            / (1 + xp.sum(alphas * x_reshaped, axis=-1))
+        )
+
+    return _eval_indefinite_integral(F, a, b, xp)
+
+
+def _eval_indefinite_integral(F, a, b, xp):
+    """
+    Calculates a definite integral from points `a` to `b` by summing up over the corners
+    of the corresponding hyperrectangle.
+    """
+
+    ndim = xp_size(a)
+    points = xp.stack([a, b], axis=0)
+
+    out = 0
+    for ind in itertools.product(range(2), repeat=ndim):
+        selected_points = xp.asarray(
+            [float(points[i, j]) for i, j in zip(ind, range(ndim))]
+        )
+        out += pow(-1, sum(ind) + ndim) * F(selected_points)
+
+    return out
+
+
+def genz_malik_1980_f_4_random_args(rng, shape, xp):
+    ndim = shape[-1]
+
+    alphas = xp.asarray(rng.random(shape))
+    normalisation_factors = xp.sum(alphas, axis=-1)[..., None]
+    difficulty = 14.0
+    alphas = (difficulty / ndim) * alphas / normalisation_factors
+
+    return (alphas,)
+
+
+def genz_malik_1980_f_5(x, alphas, betas, xp):
+    r"""
+    .. math::
+
+        f_5(\mathbf x) = \exp\left(-\sum^n_{i = 1} \alpha^2_i (x_i - \beta_i)^2\right)
+
+    .. code-block:: mathematica
+
+        genzMalik1980f5[x_List, alphas_List, betas_List] :=
+            Exp[-Total[alphas^2 * (x - betas)^2]]
+    """
+
+    npoints, ndim = x.shape[0], x.shape[-1]
+
+    alphas_reshaped = alphas[None, ...]
+    betas_reshaped = betas[None, ...]
+
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return xp.exp(
+        -xp.sum(alphas_reshaped**2 * (x_reshaped - betas_reshaped)**2, axis=-1)
+    )
+
+
+def genz_malik_1980_f_5_exact(a, b, alphas, betas, xp):
+    ndim = xp_size(a)
+    a = xp.reshape(a, (*([1]*(len(alphas.shape) - 1)), ndim))
+    b = xp.reshape(b, (*([1]*(len(alphas.shape) - 1)), ndim))
+
+    return (
+        (1/2)**ndim
+        * 1/xp.prod(alphas, axis=-1)
+        * (math.pi**(ndim/2))
+        * xp.prod(
+            scipy.special.erf(alphas * (betas - a))
+            + scipy.special.erf(alphas * (b - betas)),
+            axis=-1,
+        )
+    )
+
+
+def genz_malik_1980_f_5_random_args(rng, shape, xp):
+    alphas = xp.asarray(rng.random(shape))
+    betas = xp.asarray(rng.random(shape))
+
+    difficulty = 21.0
+    normalisation_factors = xp.sqrt(xp.sum(alphas**xp.asarray(2.0), axis=-1))[..., None]
+    alphas = alphas / normalisation_factors * math.sqrt(difficulty)
+
+    return alphas, betas
+
+
+def f_gaussian(x, alphas, xp):
+    r"""
+    .. math::
+
+        f(\mathbf x) = \exp\left(-\sum^n_{i = 1} (\alpha_i x_i)^2 \right)
+    """
+    npoints, ndim = x.shape[0], x.shape[-1]
+    alphas_reshaped = alphas[None, ...]
+    x_reshaped = xp.reshape(x, (npoints, *([1]*(len(alphas.shape) - 1)), ndim))
+
+    return xp.exp(-xp.sum((alphas_reshaped * x_reshaped)**2, axis=-1))
+
+
+def f_gaussian_exact(a, b, alphas, xp):
+    # Exact only when `a` and `b` are one of:
+    #   (-oo, oo), or
+    #   (0, oo), or
+    #   (-oo, 0)
+    # `alphas` can be arbitrary.
+
+    ndim = xp_size(a)
+    double_infinite_count = 0
+    semi_infinite_count = 0
+
+    for i in range(ndim):
+        if xp.isinf(a[i]) and xp.isinf(b[i]):   # doubly-infinite
+            double_infinite_count += 1
+        elif xp.isinf(a[i]) != xp.isinf(b[i]):  # exclusive or, so semi-infinite
+            semi_infinite_count += 1
+
+    return (math.sqrt(math.pi) ** ndim) / (
+        2**semi_infinite_count * xp.prod(alphas, axis=-1)
+    )
+
+
+def f_gaussian_random_args(rng, shape, xp):
+    alphas = xp.asarray(rng.random(shape))
+
+    # If alphas are very close to 0 this makes the problem very difficult due to large
+    # values of ``f``.
+    alphas *= 100
+
+    return (alphas,)
+
+
+def f_modified_gaussian(x_arr, n, xp):
+    r"""
+    .. math::
+
+        f(x, y, z, w) = x^n \sqrt{y} \exp(-y-z^2-w^2)
+    """
+    x, y, z, w = x_arr[:, 0], x_arr[:, 1], x_arr[:, 2], x_arr[:, 3]
+    res = (x ** n[:, None]) * xp.sqrt(y) * xp.exp(-y-z**2-w**2)
+
+    return res.T
+
+
+def f_modified_gaussian_exact(a, b, n, xp):
+    # Exact only for the limits
+    #   a = (0, 0, -oo, -oo)
+    #   b = (1, oo, oo, oo)
+    # but defined here as a function to match the format of the other integrands.
+    return 1/(2 + 2*n) * math.pi ** (3/2)
+
+
+def f_with_problematic_points(x_arr, points, xp):
+    """
+    This emulates a function with a list of singularities given by `points`.
+
+    If no `x_arr` are one of the `points`, then this function returns 1.
+    """
+
+    for point in points:
+        if xp.any(x_arr == point):
+            raise ValueError("called with a problematic point")
+
+    return xp.ones(x_arr.shape[0])
+
+
+class TestCubature:
+    """
+    Tests related to the interface of `cubature`.
+    """
+
+    @pytest.mark.parametrize("rule_str", [
+        "gauss-kronrod",
+        "genz-malik",
+        "gk21",
+        "gk15",
+    ])
+    def test_pass_str(self, rule_str, xp):
+        n = xp.arange(5, dtype=xp.float64)
+        a = xp.asarray([0, 0], dtype=xp.float64)
+        b = xp.asarray([2, 2], dtype=xp.float64)
+
+        res = cubature(basic_nd_integrand, a, b, rule=rule_str, args=(n, xp))
+
+        xp_assert_close(
+            res.estimate,
+            basic_nd_integrand_exact(n, xp),
+            rtol=1e-8,
+            atol=0,
+        )
+
+    @skip_xp_backends(np_only=True,
+                      reason='array-likes only supported for NumPy backend')
+    def test_pass_array_like_not_array(self, xp):
+        n = np_compat.arange(5, dtype=np_compat.float64)
+        a = [0]
+        b = [2]
+
+        res = cubature(
+            basic_1d_integrand,
+            a,
+            b,
+            args=(n, xp)
+        )
+
+        xp_assert_close(
+            res.estimate,
+            basic_1d_integrand_exact(n, xp),
+            rtol=1e-8,
+            atol=0,
+        )
+
+    def test_stops_after_max_subdivisions(self, xp):
+        a = xp.asarray([0])
+        b = xp.asarray([1])
+        rule = BadErrorRule()
+
+        res = cubature(
+            basic_1d_integrand,  # Any function would suffice
+            a,
+            b,
+            rule=rule,
+            max_subdivisions=10,
+            args=(xp.arange(5, dtype=xp.float64), xp),
+        )
+
+        assert res.subdivisions == 10
+        assert res.status == "not_converged"
+
+    def test_a_and_b_must_be_1d(self, xp):
+        a = xp.asarray([[0]], dtype=xp.float64)
+        b = xp.asarray([[1]], dtype=xp.float64)
+
+        with pytest.raises(Exception, match="`a` and `b` must be 1D arrays"):
+            cubature(basic_1d_integrand, a, b, args=(xp,))
+
+    def test_a_and_b_must_be_nonempty(self, xp):
+        a = xp.asarray([])
+        b = xp.asarray([])
+
+        with pytest.raises(Exception, match="`a` and `b` must be nonempty"):
+            cubature(basic_1d_integrand, a, b, args=(xp,))
+
+    def test_zero_width_limits(self, xp):
+        n = xp.arange(5, dtype=xp.float64)
+
+        a = xp.asarray([0], dtype=xp.float64)
+        b = xp.asarray([0], dtype=xp.float64)
+
+        res = cubature(
+            basic_1d_integrand,
+            a,
+            b,
+            args=(n, xp),
+        )
+
+        xp_assert_close(
+            res.estimate,
+            xp.asarray([[0], [0], [0], [0], [0]], dtype=xp.float64),
+            rtol=1e-8,
+            atol=0,
+        )
+
+    def test_limits_other_way_around(self, xp):
+        n = xp.arange(5, dtype=xp.float64)
+
+        a = xp.asarray([2], dtype=xp.float64)
+        b = xp.asarray([0], dtype=xp.float64)
+
+        res = cubature(
+            basic_1d_integrand,
+            a,
+            b,
+            args=(n, xp),
+        )
+
+        xp_assert_close(
+            res.estimate,
+            -basic_1d_integrand_exact(n, xp),
+            rtol=1e-8,
+            atol=0,
+        )
+
+    def test_result_dtype_promoted_correctly(self, xp):
+        result_dtype = cubature(
+            basic_1d_integrand,
+            xp.asarray([0], dtype=xp.float64),
+            xp.asarray([1], dtype=xp.float64),
+            points=[],
+            args=(xp.asarray([1], dtype=xp.float64), xp),
+        ).estimate.dtype
+
+        assert result_dtype == xp.float64
+
+        result_dtype = cubature(
+            basic_1d_integrand,
+            xp.asarray([0], dtype=xp.float32),
+            xp.asarray([1], dtype=xp.float32),
+            points=[],
+            args=(xp.asarray([1], dtype=xp.float32), xp),
+        ).estimate.dtype
+
+        assert result_dtype == xp.float32
+
+        result_dtype = cubature(
+            basic_1d_integrand,
+            xp.asarray([0], dtype=xp.float32),
+            xp.asarray([1], dtype=xp.float64),
+            points=[],
+            args=(xp.asarray([1], dtype=xp.float32), xp),
+        ).estimate.dtype
+
+        assert result_dtype == xp.float64
+
+
+@pytest.mark.parametrize("rtol", [1e-4])
+@pytest.mark.parametrize("atol", [1e-5])
+@pytest.mark.parametrize("rule", [
+    "gk15",
+    "gk21",
+    "genz-malik",
+])
+class TestCubatureProblems:
+    """
+    Tests that `cubature` gives the correct answer.
+    """
+
+    @skip_xp_backends("dask.array",
+                      reason="Dask hangs/takes a long time for some test cases")
+    @pytest.mark.parametrize("problem", [
+        # -- f1 --
+        (
+            # Function to integrate, like `f(x, *args)`
+            genz_malik_1980_f_1,
+
+            # Exact solution, like `exact(a, b, *args)`
+            genz_malik_1980_f_1_exact,
+
+            # Coordinates of `a`
+            [0],
+
+            # Coordinates of `b`
+            [10],
+
+            # Arguments to pass to `f` and `exact`
+            (
+                1/4,
+                [5],
+            )
+        ),
+        (
+            genz_malik_1980_f_1,
+            genz_malik_1980_f_1_exact,
+            [0, 0],
+            [1, 1],
+            (
+                1/4,
+                [2, 4],
+            ),
+        ),
+        (
+            genz_malik_1980_f_1,
+            genz_malik_1980_f_1_exact,
+            [0, 0],
+            [5, 5],
+            (
+                1/2,
+                [2, 4],
+            )
+        ),
+        (
+            genz_malik_1980_f_1,
+            genz_malik_1980_f_1_exact,
+            [0, 0, 0],
+            [5, 5, 5],
+            (
+                1/2,
+                [1, 1, 1],
+            )
+        ),
+
+        # -- f2 --
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            [-1],
+            [1],
+            (
+                [5],
+                [4],
+            )
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+
+            [0, 0],
+            [10, 50],
+            (
+                [-3, 3],
+                [-2, 2],
+            ),
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            [0, 0, 0],
+            [1, 1, 1],
+            (
+                [1, 1, 1],
+                [1, 1, 1],
+            )
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            [0, 0, 0],
+            [1, 1, 1],
+            (
+                [2, 3, 4],
+                [2, 3, 4],
+            )
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            [-1, -1, -1],
+            [1, 1, 1],
+            (
+                [1, 1, 1],
+                [2, 2, 2],
+            )
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            [-1, -1, -1, -1],
+            [1, 1, 1, 1],
+            (
+                [1, 1, 1, 1],
+                [1, 1, 1, 1],
+            )
+        ),
+
+        # -- f3 --
+        (
+            genz_malik_1980_f_3,
+            genz_malik_1980_f_3_exact,
+            [-1],
+            [1],
+            (
+                [1/2],
+            ),
+        ),
+        (
+            genz_malik_1980_f_3,
+            genz_malik_1980_f_3_exact,
+            [0, -1],
+            [1, 1],
+            (
+                [5, 5],
+            ),
+        ),
+        (
+            genz_malik_1980_f_3,
+            genz_malik_1980_f_3_exact,
+            [-1, -1, -1],
+            [1, 1, 1],
+            (
+                [1, 1, 1],
+            ),
+        ),
+
+        # -- f4 --
+        (
+            genz_malik_1980_f_4,
+            genz_malik_1980_f_4_exact,
+            [0],
+            [2],
+            (
+                [1],
+            ),
+        ),
+        (
+            genz_malik_1980_f_4,
+            genz_malik_1980_f_4_exact,
+            [0, 0],
+            [2, 1],
+            ([1, 1],),
+        ),
+        (
+            genz_malik_1980_f_4,
+            genz_malik_1980_f_4_exact,
+            [0, 0, 0],
+            [1, 1, 1],
+            ([1, 1, 1],),
+        ),
+
+        # -- f5 --
+        (
+            genz_malik_1980_f_5,
+            genz_malik_1980_f_5_exact,
+            [-1],
+            [1],
+            (
+                [-2],
+                [2],
+            ),
+        ),
+        (
+            genz_malik_1980_f_5,
+            genz_malik_1980_f_5_exact,
+            [-1, -1],
+            [1, 1],
+            (
+                [2, 3],
+                [4, 5],
+            ),
+        ),
+        (
+            genz_malik_1980_f_5,
+            genz_malik_1980_f_5_exact,
+            [-1, -1],
+            [1, 1],
+            (
+                [-1, 1],
+                [0, 0],
+            ),
+        ),
+        (
+            genz_malik_1980_f_5,
+            genz_malik_1980_f_5_exact,
+            [-1, -1, -1],
+            [1, 1, 1],
+            (
+                [1, 1, 1],
+                [1, 1, 1],
+            ),
+        ),
+    ])
+    def test_scalar_output(self, problem, rule, rtol, atol, xp):
+        f, exact, a, b, args = problem
+
+        a = xp.asarray(a, dtype=xp.float64)
+        b = xp.asarray(b, dtype=xp.float64)
+        args = tuple(xp.asarray(arg, dtype=xp.float64) for arg in args)
+
+        ndim = xp_size(a)
+
+        if rule == "genz-malik" and ndim < 2:
+            pytest.skip("Genz-Malik cubature does not support 1D integrals")
+
+        res = cubature(
+            f,
+            a,
+            b,
+            rule=rule,
+            rtol=rtol,
+            atol=atol,
+            args=(*args, xp),
+        )
+
+        assert res.status == "converged"
+
+        est = res.estimate
+        exact_sol = exact(a, b, *args, xp)
+
+        xp_assert_close(
+            est,
+            exact_sol,
+            rtol=rtol,
+            atol=atol,
+            err_msg=f"estimate_error={res.error}, subdivisions={res.subdivisions}",
+        )
+
+    @skip_xp_backends("dask.array",
+                      reason="Dask hangs/takes a long time for some test cases")
+    @pytest.mark.parametrize("problem", [
+        (
+            # Function to integrate, like `f(x, *args)`
+            genz_malik_1980_f_1,
+
+            # Exact solution, like `exact(a, b, *args)`
+            genz_malik_1980_f_1_exact,
+
+            # Function that generates random args of a certain shape.
+            genz_malik_1980_f_1_random_args,
+        ),
+        (
+            genz_malik_1980_f_2,
+            genz_malik_1980_f_2_exact,
+            genz_malik_1980_f_2_random_args,
+        ),
+        (
+            genz_malik_1980_f_3,
+            genz_malik_1980_f_3_exact,
+            genz_malik_1980_f_3_random_args
+        ),
+        (
+            genz_malik_1980_f_4,
+            genz_malik_1980_f_4_exact,
+            genz_malik_1980_f_4_random_args
+        ),
+        (
+            genz_malik_1980_f_5,
+            genz_malik_1980_f_5_exact,
+            genz_malik_1980_f_5_random_args,
+        ),
+    ])
+    @pytest.mark.parametrize("shape", [
+        (2,),
+        (3,),
+        (4,),
+        (1, 2),
+        (1, 3),
+        (1, 4),
+        (3, 2),
+        (3, 4, 2),
+        (2, 1, 3),
+    ])
+    def test_array_output(self, problem, rule, shape, rtol, atol, xp):
+        rng = np_compat.random.default_rng(1)
+        ndim = shape[-1]
+
+        if rule == "genz-malik" and ndim < 2:
+            pytest.skip("Genz-Malik cubature does not support 1D integrals")
+
+        if rule == "genz-malik" and ndim >= 5:
+            pytest.mark.slow("Gauss-Kronrod is slow in >= 5 dim")
+
+        f, exact, random_args = problem
+        args = random_args(rng, shape, xp)
+
+        a = xp.asarray([0] * ndim, dtype=xp.float64)
+        b = xp.asarray([1] * ndim, dtype=xp.float64)
+
+        res = cubature(
+            f,
+            a,
+            b,
+            rule=rule,
+            rtol=rtol,
+            atol=atol,
+            args=(*args, xp),
+        )
+
+        est = res.estimate
+        exact_sol = exact(a, b, *args, xp)
+
+        xp_assert_close(
+            est,
+            exact_sol,
+            rtol=rtol,
+            atol=atol,
+            err_msg=f"estimate_error={res.error}, subdivisions={res.subdivisions}",
+        )
+
+        err_msg = (f"estimate_error={res.error}, "
+                   f"subdivisions= {res.subdivisions}, "
+                   f"true_error={xp.abs(res.estimate - exact_sol)}")
+        assert res.status == "converged", err_msg
+
+        assert res.estimate.shape == shape[:-1]
+
+    @pytest.mark.parametrize("problem", [
+        (
+            # Function to integrate
+            lambda x, xp: x,
+
+            # Exact value
+            [50.0],
+
+            # Coordinates of `a`
+            [0],
+
+            # Coordinates of `b`
+            [10],
+
+            # Points by which to split up the initial region
+            None,
+        ),
+        (
+            lambda x, xp: xp.sin(x)/x,
+            [2.551496047169878],  # si(1) + si(2),
+            [-1],
+            [2],
+            [
+                [0.0],
+            ],
+        ),
+        (
+            lambda x, xp: xp.ones((x.shape[0], 1)),
+            [1.0],
+            [0, 0, 0],
+            [1, 1, 1],
+            [
+                [0.5, 0.5, 0.5],
+            ],
+        ),
+        (
+            lambda x, xp: xp.ones((x.shape[0], 1)),
+            [1.0],
+            [0, 0, 0],
+            [1, 1, 1],
+            [
+                [0.25, 0.25, 0.25],
+                [0.5, 0.5, 0.5],
+            ],
+        ),
+        (
+            lambda x, xp: xp.ones((x.shape[0], 1)),
+            [1.0],
+            [0, 0, 0],
+            [1, 1, 1],
+            [
+                [0.1, 0.25, 0.5],
+                [0.25, 0.25, 0.25],
+                [0.5, 0.5, 0.5],
+            ],
+        )
+    ])
+    def test_break_points(self, problem, rule, rtol, atol, xp):
+        f, exact, a, b, points = problem
+
+        a = xp.asarray(a, dtype=xp.float64)
+        b = xp.asarray(b, dtype=xp.float64)
+        exact = xp.asarray(exact, dtype=xp.float64)
+
+        if points is not None:
+            points = [xp.asarray(point, dtype=xp.float64) for point in points]
+
+        ndim = xp_size(a)
+
+        if rule == "genz-malik" and ndim < 2:
+            pytest.skip("Genz-Malik cubature does not support 1D integrals")
+
+        if rule == "genz-malik" and ndim >= 5:
+            pytest.mark.slow("Gauss-Kronrod is slow in >= 5 dim")
+
+        res = cubature(
+            f,
+            a,
+            b,
+            rule=rule,
+            rtol=rtol,
+            atol=atol,
+            points=points,
+            args=(xp,),
+        )
+
+        xp_assert_close(
+            res.estimate,
+            exact,
+            rtol=rtol,
+            atol=atol,
+            err_msg=f"estimate_error={res.error}, subdivisions={res.subdivisions}",
+            check_dtype=False,
+        )
+
+        err_msg = (f"estimate_error={res.error}, "
+                   f"subdivisions= {res.subdivisions}, "
+                   f"true_error={xp.abs(res.estimate - exact)}")
+        assert res.status == "converged", err_msg
+
+    @pytest.mark.skip_xp_backends('jax.numpy', reason=boolean_index_skip_reason)
+    @pytest.mark.skip_xp_backends('dask.array', reason=boolean_index_skip_reason)
+    @pytest.mark.parametrize("problem", [
+        (
+            # Function to integrate
+            f_gaussian,
+
+            # Exact solution
+            f_gaussian_exact,
+
+            # Arguments passed to f
+            f_gaussian_random_args,
+            (1, 1),
+
+            # Limits, have to match the shape of the arguments
+            [-math.inf],  # a
+            [math.inf],   # b
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (2, 2),
+            [-math.inf, -math.inf],
+            [math.inf, math.inf],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (1, 1),
+            [0],
+            [math.inf],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (1, 1),
+            [-math.inf],
+            [0],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (2, 2),
+            [0, 0],
+            [math.inf, math.inf],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (2, 2),
+            [0, -math.inf],
+            [math.inf, math.inf],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (1, 4),
+            [0, 0, -math.inf, -math.inf],
+            [math.inf, math.inf, math.inf, math.inf],
+        ),
+        (
+            f_gaussian,
+            f_gaussian_exact,
+            f_gaussian_random_args,
+            (1, 4),
+            [-math.inf, -math.inf, -math.inf, -math.inf],
+            [0, 0, math.inf, math.inf],
+        ),
+        (
+            lambda x, xp: 1/xp.prod(x, axis=-1)**2,
+
+            # Exact only for the below limits, not for general `a` and `b`.
+            lambda a, b, xp: xp.asarray(1/6, dtype=xp.float64),
+
+            # Arguments
+            lambda rng, shape, xp: tuple(),
+            tuple(),
+
+            [1, -math.inf, 3],
+            [math.inf, -2, math.inf],
+        ),
+
+        # This particular problem can be slow
+        pytest.param(
+            (
+                # f(x, y, z, w) = x^n * sqrt(y) * exp(-y-z**2-w**2) for n in [0,1,2,3]
+                f_modified_gaussian,
+
+                # This exact solution is for the below limits, not in general
+                f_modified_gaussian_exact,
+
+                # Constant arguments
+                lambda rng, shape, xp: (xp.asarray([0, 1, 2, 3, 4], dtype=xp.float64),),
+                tuple(),
+
+                [0, 0, -math.inf, -math.inf],
+                [1, math.inf, math.inf, math.inf]
+            ),
+
+            marks=pytest.mark.xslow,
+        ),
+    ])
+    def test_infinite_limits(self, problem, rule, rtol, atol, xp):
+        rng = np_compat.random.default_rng(1)
+        f, exact, random_args_func, random_args_shape, a, b = problem
+
+        a = xp.asarray(a, dtype=xp.float64)
+        b = xp.asarray(b, dtype=xp.float64)
+        args = random_args_func(rng, random_args_shape, xp)
+
+        ndim = xp_size(a)
+
+        if rule == "genz-malik" and ndim < 2:
+            pytest.skip("Genz-Malik cubature does not support 1D integrals")
+
+        if rule == "genz-malik" and ndim >= 4:
+            pytest.mark.slow("Genz-Malik is slow in >= 5 dim")
+
+        if rule == "genz-malik" and ndim >= 4 and is_array_api_strict(xp):
+            pytest.mark.xslow("Genz-Malik very slow for array_api_strict in >= 4 dim")
+
+        res = cubature(
+            f,
+            a,
+            b,
+            rule=rule,
+            rtol=rtol,
+            atol=atol,
+            args=(*args, xp),
+        )
+
+        assert res.status == "converged"
+
+        xp_assert_close(
+            res.estimate,
+            exact(a, b, *args, xp),
+            rtol=rtol,
+            atol=atol,
+            err_msg=f"error_estimate={res.error}, subdivisions={res.subdivisions}",
+            check_0d=False,
+        )
+
+    @pytest.mark.skip_xp_backends('jax.numpy', reason=boolean_index_skip_reason)
+    @pytest.mark.skip_xp_backends('dask.array', reason=boolean_index_skip_reason)
+    @pytest.mark.parametrize("problem", [
+        (
+            # Function to integrate
+            lambda x, xp: (xp.sin(x) / x)**8,
+
+            # Exact value
+            [151/315 * math.pi],
+
+            # Limits
+            [-math.inf],
+            [math.inf],
+
+            # Breakpoints
+            [[0]],
+
+        ),
+        (
+            # Function to integrate
+            lambda x, xp: (xp.sin(x[:, 0]) / x[:, 0])**8,
+
+            # Exact value
+            151/315 * math.pi,
+
+            # Limits
+            [-math.inf, 0],
+            [math.inf, 1],
+
+            # Breakpoints
+            [[0, 0.5]],
+
+        )
+    ])
+    def test_infinite_limits_and_break_points(self, problem, rule, rtol, atol, xp):
+        f, exact, a, b, points = problem
+
+        a = xp.asarray(a, dtype=xp.float64)
+        b = xp.asarray(b, dtype=xp.float64)
+        exact = xp.asarray(exact, dtype=xp.float64)
+
+        ndim = xp_size(a)
+
+        if rule == "genz-malik" and ndim < 2:
+            pytest.skip("Genz-Malik cubature does not support 1D integrals")
+
+        if points is not None:
+            points = [xp.asarray(point, dtype=xp.float64) for point in points]
+
+        res = cubature(
+            f,
+            a,
+            b,
+            rule=rule,
+            rtol=rtol,
+            atol=atol,
+            points=points,
+            args=(xp,),
+        )
+
+        assert res.status == "converged"
+
+        xp_assert_close(
+            res.estimate,
+            exact,
+            rtol=rtol,
+            atol=atol,
+            err_msg=f"error_estimate={res.error}, subdivisions={res.subdivisions}",
+            check_0d=False,
+        )
+
+
+class TestRules:
+    """
+    Tests related to the general Rule interface (currently private).
+    """
+
+    @pytest.mark.parametrize("problem", [
+        (
+            # 2D problem, 1D rule
+            [0, 0],
+            [1, 1],
+            GaussKronrodQuadrature,
+            (21,),
+        ),
+        (
+            # 1D problem, 2D rule
+            [0],
+            [1],
+            GenzMalikCubature,
+            (2,),
+        )
+    ])
+    def test_incompatible_dimension_raises_error(self, problem, xp):
+        a, b, quadrature, quadrature_args = problem
+        rule = quadrature(*quadrature_args, xp=xp)
+
+        a = xp.asarray(a, dtype=xp.float64)
+        b = xp.asarray(b, dtype=xp.float64)
+
+        with pytest.raises(Exception, match="incompatible dimension"):
+            rule.estimate(basic_1d_integrand, a, b, args=(xp,))
+
+    def test_estimate_with_base_classes_raise_error(self, xp):
+        a = xp.asarray([0])
+        b = xp.asarray([1])
+
+        for base_class in [Rule(), FixedRule()]:
+            with pytest.raises(Exception):
+                base_class.estimate(basic_1d_integrand, a, b, args=(xp,))
+
+
+class TestRulesQuadrature:
+    """
+    Tests underlying quadrature rules (ndim == 1).
+    """
+
+    @pytest.mark.parametrize(("rule", "rule_args"), [
+        (GaussLegendreQuadrature, (3,)),
+        (GaussLegendreQuadrature, (5,)),
+        (GaussLegendreQuadrature, (10,)),
+        (GaussKronrodQuadrature, (15,)),
+        (GaussKronrodQuadrature, (21,)),
+    ])
+    def test_base_1d_quadratures_simple(self, rule, rule_args, xp):
+        quadrature = rule(*rule_args, xp=xp)
+
+        n = xp.arange(5, dtype=xp.float64)
+
+        def f(x):
+            x_reshaped = xp.reshape(x, (-1, 1, 1))
+            n_reshaped = xp.reshape(n, (1, -1, 1))
+
+            return x_reshaped**n_reshaped
+
+        a = xp.asarray([0], dtype=xp.float64)
+        b = xp.asarray([2], dtype=xp.float64)
+
+        exact = xp.reshape(2**(n+1)/(n+1), (-1, 1))
+        estimate = quadrature.estimate(f, a, b)
+
+        xp_assert_close(
+            estimate,
+            exact,
+            rtol=1e-8,
+            atol=0,
+        )
+
+    @pytest.mark.parametrize(("rule_pair", "rule_pair_args"), [
+        ((GaussLegendreQuadrature, GaussLegendreQuadrature), (10, 5)),
+    ])
+    def test_base_1d_quadratures_error_from_difference(self, rule_pair, rule_pair_args,
+                                                       xp):
+        n = xp.arange(5, dtype=xp.float64)
+        a = xp.asarray([0], dtype=xp.float64)
+        b = xp.asarray([2], dtype=xp.float64)
+
+        higher = rule_pair[0](rule_pair_args[0], xp=xp)
+        lower = rule_pair[1](rule_pair_args[1], xp=xp)
+
+        rule = NestedFixedRule(higher, lower)
+        res = cubature(
+            basic_1d_integrand,
+            a, b,
+            rule=rule,
+            rtol=1e-8,
+            args=(n, xp),
+        )
+
+        xp_assert_close(
+            res.estimate,
+            basic_1d_integrand_exact(n, xp),
+            rtol=1e-8,
+            atol=0,
+        )
+
+    @pytest.mark.parametrize("quadrature", [
+        GaussLegendreQuadrature
+    ])
+    def test_one_point_fixed_quad_impossible(self, quadrature, xp):
+        with pytest.raises(Exception):
+            quadrature(1, xp=xp)
+
+
+class TestRulesCubature:
+    """
+    Tests underlying cubature rules (ndim >= 2).
+    """
+
+    @pytest.mark.parametrize("ndim", range(2, 11))
+    def test_genz_malik_func_evaluations(self, ndim, xp):
+        """
+        Tests that the number of function evaluations required for Genz-Malik cubature
+        matches the number in Genz and Malik 1980.
+        """
+
+        nodes, _ = GenzMalikCubature(ndim, xp=xp).nodes_and_weights
+
+        assert nodes.shape[0] == (2**ndim) + 2*ndim**2 + 2*ndim + 1
+
+    def test_genz_malik_1d_raises_error(self, xp):
+        with pytest.raises(Exception, match="only defined for ndim >= 2"):
+            GenzMalikCubature(1, xp=xp)
+
+
+@pytest.mark.skip_xp_backends('jax.numpy', reason=boolean_index_skip_reason)
+@pytest.mark.skip_xp_backends('dask.array', reason=boolean_index_skip_reason)
+class TestTransformations:
+    @pytest.mark.parametrize(("a", "b", "points"), [
+        (
+            [0, 1, -math.inf],
+            [1, math.inf, math.inf],
+            [
+                [1, 1, 1],
+                [0.5, 10, 10],
+            ]
+        )
+    ])
+    def test_infinite_limits_maintains_points(self, a, b, points, xp):
+        """
+        Test that break points are correctly mapped under the _InfiniteLimitsTransform
+        transformation.
+        """
+
+        points = [xp.asarray(p, dtype=xp.float64) for p in points]
+
+        f_transformed = _InfiniteLimitsTransform(
+            # Bind `points` and `xp` argument in f
+            lambda x: f_with_problematic_points(x, points, xp),
+            xp.asarray(a, dtype=xp.float64),
+            xp.asarray(b, dtype=xp.float64),
+            xp=xp,
+        )
+
+        for point in points:
+            transformed_point = f_transformed.inv(xp.reshape(point, (1, -1)))
+
+            with pytest.raises(Exception, match="called with a problematic point"):
+                f_transformed(transformed_point)
+
+
+class BadErrorRule(Rule):
+    """
+    A rule with fake high error so that cubature will keep on subdividing.
+    """
+
+    def estimate(self, f, a, b, args=()):
+        xp = array_namespace(a, b)
+        underlying = GaussLegendreQuadrature(10, xp=xp)
+
+        return underlying.estimate(f, a, b, args)
+
+    def estimate_error(self, f, a, b, args=()):
+        xp = array_namespace(a, b)
+        return xp.asarray(1e6, dtype=xp.float64)