scipy 1.16.2__cp314-cp314t-win_arm64.whl

scipy/integrate/_quad_vec.py

@@ -0,0 +1,674 @@
+import sys
+import copy
+import heapq
+import collections
+import functools
+
+import numpy as np
+
+from scipy._lib._util import MapWrapper, _FunctionWrapper
+
+
+class LRUDict(collections.OrderedDict):
+    def __init__(self, max_size):
+        self.__max_size = max_size
+
+    def __setitem__(self, key, value):
+        existing_key = (key in self)
+        super().__setitem__(key, value)
+        if existing_key:
+            self.move_to_end(key)
+        elif len(self) > self.__max_size:
+            self.popitem(last=False)
+
+    def update(self, other):
+        # Not needed below
+        raise NotImplementedError()
+
+
+class SemiInfiniteFunc:
+    """
+    Argument transform from (start, +-oo) to (0, 1)
+    """
+    def __init__(self, func, start, infty):
+        self._func = func
+        self._start = start
+        self._sgn = -1 if infty < 0 else 1
+
+        # Overflow threshold for the 1/t**2 factor
+        self._tmin = sys.float_info.min**0.5
+
+    def get_t(self, x):
+        z = self._sgn * (x - self._start) + 1
+        if z == 0:
+            # Can happen only if point not in range
+            return np.inf
+        return 1 / z
+
+    def __call__(self, t):
+        if t < self._tmin:
+            return 0.0
+        else:
+            x = self._start + self._sgn * (1 - t) / t
+            f = self._func(x)
+            return self._sgn * (f / t) / t
+
+
+class DoubleInfiniteFunc:
+    """
+    Argument transform from (-oo, oo) to (-1, 1)
+    """
+    def __init__(self, func):
+        self._func = func
+
+        # Overflow threshold for the 1/t**2 factor
+        self._tmin = sys.float_info.min**0.5
+
+    def get_t(self, x):
+        s = -1 if x < 0 else 1
+        return s / (abs(x) + 1)
+
+    def __call__(self, t):
+        if abs(t) < self._tmin:
+            return 0.0
+        else:
+            x = (1 - abs(t)) / t
+            f = self._func(x)
+            return (f / t) / t
+
+
+def _max_norm(x):
+    return np.amax(abs(x))
+
+
+def _get_sizeof(obj):
+    try:
+        return sys.getsizeof(obj)
+    except TypeError:
+        # occurs on pypy
+        if hasattr(obj, '__sizeof__'):
+            return int(obj.__sizeof__())
+        return 64
+
+
+class _Bunch:
+    def __init__(self, **kwargs):
+        self.__keys = kwargs.keys()
+        self.__dict__.update(**kwargs)
+
+    def __repr__(self):
+        key_value_pairs = ', '.join(
+            f'{k}={repr(self.__dict__[k])}' for k in self.__keys
+        )
+        return f"_Bunch({key_value_pairs})"
+
+
+def quad_vec(f, a, b, epsabs=1e-200, epsrel=1e-8, norm='2', cache_size=100e6,
+             limit=10000, workers=1, points=None, quadrature=None, full_output=False,
+             *, args=()):
+    r"""Adaptive integration of a vector-valued function.
+
+    Parameters
+    ----------
+    f : callable
+        Vector-valued function f(x) to integrate.
+    a : float
+        Initial point.
+    b : float
+        Final point.
+    epsabs : float, optional
+        Absolute tolerance.
+    epsrel : float, optional
+        Relative tolerance.
+    norm : {'max', '2'}, optional
+        Vector norm to use for error estimation.
+    cache_size : int, optional
+        Number of bytes to use for memoization.
+    limit : float or int, optional
+        An upper bound on the number of subintervals used in the adaptive
+        algorithm.
+    workers : int or map-like callable, optional
+        If `workers` is an integer, part of the computation is done in
+        parallel subdivided to this many tasks (using
+        :class:`python:multiprocessing.pool.Pool`).
+        Supply `-1` to use all cores available to the Process.
+        Alternatively, supply a map-like callable, such as
+        :meth:`python:multiprocessing.pool.Pool.map` for evaluating the
+        population in parallel.
+        This evaluation is carried out as ``workers(func, iterable)``.
+    points : list, optional
+        List of additional breakpoints.
+    quadrature : {'gk21', 'gk15', 'trapezoid'}, optional
+        Quadrature rule to use on subintervals.
+        Options: 'gk21' (Gauss-Kronrod 21-point rule),
+        'gk15' (Gauss-Kronrod 15-point rule),
+        'trapezoid' (composite trapezoid rule).
+        Default: 'gk21' for finite intervals and 'gk15' for (semi-)infinite.
+    full_output : bool, optional
+        Return an additional ``info`` object.
+    args : tuple, optional
+        Extra arguments to pass to function, if any.
+
+        .. versionadded:: 1.8.0
+
+    Returns
+    -------
+    res : {float, array-like}
+        Estimate for the result
+    err : float
+        Error estimate for the result in the given norm
+    info : object
+        Returned only when ``full_output=True``.
+        Result object with the attributes:
+
+        success : bool
+            Whether integration reached target precision.
+        status : int
+            Indicator for convergence, success (0),
+            failure (1), and failure due to rounding error (2).
+        neval : int
+            Number of function evaluations.
+        intervals : ndarray, shape (num_intervals, 2)
+            Start and end points of subdivision intervals.
+        integrals : ndarray, shape (num_intervals, ...)
+            Integral for each interval.
+            Note that at most ``cache_size`` values are recorded,
+            and the array may contains *nan* for missing items.
+        errors : ndarray, shape (num_intervals,)
+            Estimated integration error for each interval.
+
+    Notes
+    -----
+    The algorithm mainly follows the implementation of QUADPACK's
+    DQAG* algorithms, implementing global error control and adaptive
+    subdivision.
+
+    The algorithm here has some differences to the QUADPACK approach:
+
+    Instead of subdividing one interval at a time, the algorithm
+    subdivides N intervals with largest errors at once. This enables
+    (partial) parallelization of the integration.
+
+    The logic of subdividing "next largest" intervals first is then
+    not implemented, and we rely on the above extension to avoid
+    concentrating on "small" intervals only.
+
+    The Wynn epsilon table extrapolation is not used (QUADPACK uses it
+    for infinite intervals). This is because the algorithm here is
+    supposed to work on vector-valued functions, in an user-specified
+    norm, and the extension of the epsilon algorithm to this case does
+    not appear to be widely agreed. For max-norm, using elementwise
+    Wynn epsilon could be possible, but we do not do this here with
+    the hope that the epsilon extrapolation is mainly useful in
+    special cases.
+
+    References
+    ----------
+    [1] R. Piessens, E. de Doncker, QUADPACK (1983).
+
+    Examples
+    --------
+    We can compute integrations of a vector-valued function:
+
+    >>> from scipy.integrate import quad_vec
+    >>> import numpy as np
+    >>> import matplotlib.pyplot as plt
+    >>> alpha = np.linspace(0.0, 2.0, num=30)
+    >>> f = lambda x: x**alpha
+    >>> x0, x1 = 0, 2
+    >>> y, err = quad_vec(f, x0, x1)
+    >>> plt.plot(alpha, y)
+    >>> plt.xlabel(r"$\alpha$")
+    >>> plt.ylabel(r"$\int_{0}^{2} x^\alpha dx$")
+    >>> plt.show()
+
+    When using the argument `workers`, one should ensure
+    that the main module is import-safe, for instance
+    by rewriting the example above as:
+
+    .. code-block:: python
+
+        from scipy.integrate import quad_vec
+        import numpy as np
+        import matplotlib.pyplot as plt
+
+        alpha = np.linspace(0.0, 2.0, num=30)
+        x0, x1 = 0, 2
+        def f(x):
+            return x**alpha
+
+        if __name__ == "__main__":
+            y, err = quad_vec(f, x0, x1, workers=2)
+    """
+    a = float(a)
+    b = float(b)
+
+    if args:
+        if not isinstance(args, tuple):
+            args = (args,)
+
+        # create a wrapped function to allow the use of map and Pool.map
+        f = _FunctionWrapper(f, args)
+
+    # Use simple transformations to deal with integrals over infinite
+    # intervals.
+    kwargs = dict(epsabs=epsabs,
+                  epsrel=epsrel,
+                  norm=norm,
+                  cache_size=cache_size,
+                  limit=limit,
+                  workers=workers,
+                  points=points,
+                  quadrature='gk15' if quadrature is None else quadrature,
+                  full_output=full_output)
+    if np.isfinite(a) and np.isinf(b):
+        f2 = SemiInfiniteFunc(f, start=a, infty=b)
+        if points is not None:
+            kwargs['points'] = tuple(f2.get_t(xp) for xp in points)
+        return quad_vec(f2, 0, 1, **kwargs)
+    elif np.isfinite(b) and np.isinf(a):
+        f2 = SemiInfiniteFunc(f, start=b, infty=a)
+        if points is not None:
+            kwargs['points'] = tuple(f2.get_t(xp) for xp in points)
+        res = quad_vec(f2, 0, 1, **kwargs)
+        return (-res[0],) + res[1:]
+    elif np.isinf(a) and np.isinf(b):
+        sgn = -1 if b < a else 1
+
+        # NB. explicitly split integral at t=0, which separates
+        # the positive and negative sides
+        f2 = DoubleInfiniteFunc(f)
+        if points is not None:
+            kwargs['points'] = (0,) + tuple(f2.get_t(xp) for xp in points)
+        else:
+            kwargs['points'] = (0,)
+
+        if a != b:
+            res = quad_vec(f2, -1, 1, **kwargs)
+        else:
+            res = quad_vec(f2, 1, 1, **kwargs)
+
+        return (res[0]*sgn,) + res[1:]
+    elif not (np.isfinite(a) and np.isfinite(b)):
+        raise ValueError(f"invalid integration bounds a={a}, b={b}")
+
+    norm_funcs = {
+        None: _max_norm,
+        'max': _max_norm,
+        '2': np.linalg.norm
+    }
+    if callable(norm):
+        norm_func = norm
+    else:
+        norm_func = norm_funcs[norm]
+
+    parallel_count = 128
+    min_intervals = 2
+
+    try:
+        _quadrature = {None: _quadrature_gk21,
+                       'gk21': _quadrature_gk21,
+                       'gk15': _quadrature_gk15,
+                       'trapezoid': _quadrature_trapezoid}[quadrature]
+    except KeyError as e:
+        raise ValueError(f"unknown quadrature {quadrature!r}") from e
+
+    # Initial interval set
+    if points is None:
+        initial_intervals = [(a, b)]
+    else:
+        prev = a
+        initial_intervals = []
+        for p in sorted(points):
+            p = float(p)
+            if not (a < p < b) or p == prev:
+                continue
+            initial_intervals.append((prev, p))
+            prev = p
+        initial_intervals.append((prev, b))
+
+    global_integral = None
+    global_error = None
+    rounding_error = None
+    interval_cache = None
+    intervals = []
+    neval = 0
+
+    for x1, x2 in initial_intervals:
+        ig, err, rnd = _quadrature(x1, x2, f, norm_func)
+        neval += _quadrature.num_eval
+
+        if global_integral is None:
+            if isinstance(ig, float | complex):
+                # Specialize for scalars
+                if norm_func in (_max_norm, np.linalg.norm):
+                    norm_func = abs
+
+            global_integral = ig
+            global_error = float(err)
+            rounding_error = float(rnd)
+
+            cache_count = cache_size // _get_sizeof(ig)
+            interval_cache = LRUDict(cache_count)
+        else:
+            global_integral += ig
+            global_error += err
+            rounding_error += rnd
+
+        interval_cache[(x1, x2)] = copy.copy(ig)
+        intervals.append((-err, x1, x2))
+
+    heapq.heapify(intervals)
+
+    CONVERGED = 0
+    NOT_CONVERGED = 1
+    ROUNDING_ERROR = 2
+    NOT_A_NUMBER = 3
+
+    status_msg = {
+        CONVERGED: "Target precision reached.",
+        NOT_CONVERGED: "Target precision not reached.",
+        ROUNDING_ERROR: "Target precision could not be reached due to rounding error.",
+        NOT_A_NUMBER: "Non-finite values encountered."
+    }
+
+    # Process intervals
+    with MapWrapper(workers) as mapwrapper:
+        ier = NOT_CONVERGED
+
+        while intervals and len(intervals) < limit:
+            # Select intervals with largest errors for subdivision
+            tol = max(epsabs, epsrel*norm_func(global_integral))
+
+            to_process = []
+            err_sum = 0
+
+            for j in range(parallel_count):
+                if not intervals:
+                    break
+
+                if j > 0 and err_sum > global_error - tol/8:
+                    # avoid unnecessary parallel splitting
+                    break
+
+                interval = heapq.heappop(intervals)
+
+                neg_old_err, a, b = interval
+                old_int = interval_cache.pop((a, b), None)
+                to_process.append(
+                    ((-neg_old_err, a, b, old_int), f, norm_func, _quadrature)
+                )
+                err_sum += -neg_old_err
+
+            # Subdivide intervals
+            for parts in mapwrapper(_subdivide_interval, to_process):
+                dint, derr, dround_err, subint, dneval = parts
+                neval += dneval
+                global_integral += dint
+                global_error += derr
+                rounding_error += dround_err
+                for x in subint:
+                    x1, x2, ig, err = x
+                    interval_cache[(x1, x2)] = ig
+                    heapq.heappush(intervals, (-err, x1, x2))
+
+            # Termination check
+            if len(intervals) >= min_intervals:
+                tol = max(epsabs, epsrel*norm_func(global_integral))
+                if global_error < tol/8:
+                    ier = CONVERGED
+                    break
+                if global_error < rounding_error:
+                    ier = ROUNDING_ERROR
+                    break
+
+            if not (np.isfinite(global_error) and np.isfinite(rounding_error)):
+                ier = NOT_A_NUMBER
+                break
+
+    res = global_integral
+    err = global_error + rounding_error
+
+    if full_output:
+        res_arr = np.asarray(res)
+        dummy = np.full(res_arr.shape, np.nan, dtype=res_arr.dtype)
+        integrals = np.array([interval_cache.get((z[1], z[2]), dummy)
+                                      for z in intervals], dtype=res_arr.dtype)
+        errors = np.array([-z[0] for z in intervals])
+        intervals = np.array([[z[1], z[2]] for z in intervals])
+
+        info = _Bunch(neval=neval,
+                      success=(ier == CONVERGED),
+                      status=ier,
+                      message=status_msg[ier],
+                      intervals=intervals,
+                      integrals=integrals,
+                      errors=errors)
+        return (res, err, info)
+    else:
+        return (res, err)
+
+
+def _subdivide_interval(args):
+    interval, f, norm_func, _quadrature = args
+    old_err, a, b, old_int = interval
+
+    c = 0.5 * (a + b)
+
+    # Left-hand side
+    if getattr(_quadrature, 'cache_size', 0) > 0:
+        f = functools.lru_cache(_quadrature.cache_size)(f)
+
+    s1, err1, round1 = _quadrature(a, c, f, norm_func)
+    dneval = _quadrature.num_eval
+    s2, err2, round2 = _quadrature(c, b, f, norm_func)
+    dneval += _quadrature.num_eval
+    if old_int is None:
+        old_int, _, _ = _quadrature(a, b, f, norm_func)
+        dneval += _quadrature.num_eval
+
+    if getattr(_quadrature, 'cache_size', 0) > 0:
+        dneval = f.cache_info().misses
+
+    dint = s1 + s2 - old_int
+    derr = err1 + err2 - old_err
+    dround_err = round1 + round2
+
+    subintervals = ((a, c, s1, err1), (c, b, s2, err2))
+    return dint, derr, dround_err, subintervals, dneval
+
+
+def _quadrature_trapezoid(x1, x2, f, norm_func):
+    """
+    Composite trapezoid quadrature
+    """
+    x3 = 0.5*(x1 + x2)
+    f1 = f(x1)
+    f2 = f(x2)
+    f3 = f(x3)
+
+    s2 = 0.25 * (x2 - x1) * (f1 + 2*f3 + f2)
+
+    round_err = 0.25 * abs(x2 - x1) * (float(norm_func(f1))
+                                       + 2*float(norm_func(f3))
+                                       + float(norm_func(f2))) * 2e-16
+
+    s1 = 0.5 * (x2 - x1) * (f1 + f2)
+    err = 1/3 * float(norm_func(s1 - s2))
+    return s2, err, round_err
+
+
+_quadrature_trapezoid.cache_size = 3 * 3
+_quadrature_trapezoid.num_eval = 3
+
+
+def _quadrature_gk(a, b, f, norm_func, x, w, v):
+    """
+    Generic Gauss-Kronrod quadrature
+    """
+
+    fv = [0.0]*len(x)
+
+    c = 0.5 * (a + b)
+    h = 0.5 * (b - a)
+
+    # Gauss-Kronrod
+    s_k = 0.0
+    s_k_abs = 0.0
+    for i in range(len(x)):
+        ff = f(c + h*x[i])
+        fv[i] = ff
+
+        vv = v[i]
+
+        # \int f(x)
+        s_k += vv * ff
+        # \int |f(x)|
+        s_k_abs += vv * abs(ff)
+
+    # Gauss
+    s_g = 0.0
+    for i in range(len(w)):
+        s_g += w[i] * fv[2*i + 1]
+
+    # Quadrature of abs-deviation from average
+    s_k_dabs = 0.0
+    y0 = s_k / 2.0
+    for i in range(len(x)):
+        # \int |f(x) - y0|
+        s_k_dabs += v[i] * abs(fv[i] - y0)
+
+    # Use similar error estimation as quadpack
+    err = float(norm_func((s_k - s_g) * h))
+    dabs = float(norm_func(s_k_dabs * h))
+    if dabs != 0 and err != 0:
+        err = dabs * min(1.0, (200 * err / dabs)**1.5)
+
+    eps = sys.float_info.epsilon
+    round_err = float(norm_func(50 * eps * h * s_k_abs))
+
+    if round_err > sys.float_info.min:
+        err = max(err, round_err)
+
+    return h * s_k, err, round_err
+
+
+def _quadrature_gk21(a, b, f, norm_func):
+    """
+    Gauss-Kronrod 21 quadrature with error estimate
+    """
+    # Gauss-Kronrod points
+    x = (0.995657163025808080735527280689003,
+         0.973906528517171720077964012084452,
+         0.930157491355708226001207180059508,
+         0.865063366688984510732096688423493,
+         0.780817726586416897063717578345042,
+         0.679409568299024406234327365114874,
+         0.562757134668604683339000099272694,
+         0.433395394129247190799265943165784,
+         0.294392862701460198131126603103866,
+         0.148874338981631210884826001129720,
+         0,
+         -0.148874338981631210884826001129720,
+         -0.294392862701460198131126603103866,
+         -0.433395394129247190799265943165784,
+         -0.562757134668604683339000099272694,
+         -0.679409568299024406234327365114874,
+         -0.780817726586416897063717578345042,
+         -0.865063366688984510732096688423493,
+         -0.930157491355708226001207180059508,
+         -0.973906528517171720077964012084452,
+         -0.995657163025808080735527280689003)
+
+    # 10-point weights
+    w = (0.066671344308688137593568809893332,
+         0.149451349150580593145776339657697,
+         0.219086362515982043995534934228163,
+         0.269266719309996355091226921569469,
+         0.295524224714752870173892994651338,
+         0.295524224714752870173892994651338,
+         0.269266719309996355091226921569469,
+         0.219086362515982043995534934228163,
+         0.149451349150580593145776339657697,
+         0.066671344308688137593568809893332)
+
+    # 21-point weights
+    v = (0.011694638867371874278064396062192,
+         0.032558162307964727478818972459390,
+         0.054755896574351996031381300244580,
+         0.075039674810919952767043140916190,
+         0.093125454583697605535065465083366,
+         0.109387158802297641899210590325805,
+         0.123491976262065851077958109831074,
+         0.134709217311473325928054001771707,
+         0.142775938577060080797094273138717,
+         0.147739104901338491374841515972068,
+         0.149445554002916905664936468389821,
+         0.147739104901338491374841515972068,
+         0.142775938577060080797094273138717,
+         0.134709217311473325928054001771707,
+         0.123491976262065851077958109831074,
+         0.109387158802297641899210590325805,
+         0.093125454583697605535065465083366,
+         0.075039674810919952767043140916190,
+         0.054755896574351996031381300244580,
+         0.032558162307964727478818972459390,
+         0.011694638867371874278064396062192)
+
+    return _quadrature_gk(a, b, f, norm_func, x, w, v)
+
+
+_quadrature_gk21.num_eval = 21
+
+
+def _quadrature_gk15(a, b, f, norm_func):
+    """
+    Gauss-Kronrod 15 quadrature with error estimate
+    """
+    # Gauss-Kronrod points
+    x = (0.991455371120812639206854697526329,
+         0.949107912342758524526189684047851,
+         0.864864423359769072789712788640926,
+         0.741531185599394439863864773280788,
+         0.586087235467691130294144838258730,
+         0.405845151377397166906606412076961,
+         0.207784955007898467600689403773245,
+         0.000000000000000000000000000000000,
+         -0.207784955007898467600689403773245,
+         -0.405845151377397166906606412076961,
+         -0.586087235467691130294144838258730,
+         -0.741531185599394439863864773280788,
+         -0.864864423359769072789712788640926,
+         -0.949107912342758524526189684047851,
+         -0.991455371120812639206854697526329)
+
+    # 7-point weights
+    w = (0.129484966168869693270611432679082,
+         0.279705391489276667901467771423780,
+         0.381830050505118944950369775488975,
+         0.417959183673469387755102040816327,
+         0.381830050505118944950369775488975,
+         0.279705391489276667901467771423780,
+         0.129484966168869693270611432679082)
+
+    # 15-point weights
+    v = (0.022935322010529224963732008058970,
+         0.063092092629978553290700663189204,
+         0.104790010322250183839876322541518,
+         0.140653259715525918745189590510238,
+         0.169004726639267902826583426598550,
+         0.190350578064785409913256402421014,
+         0.204432940075298892414161999234649,
+         0.209482141084727828012999174891714,
+         0.204432940075298892414161999234649,
+         0.190350578064785409913256402421014,
+         0.169004726639267902826583426598550,
+         0.140653259715525918745189590510238,
+         0.104790010322250183839876322541518,
+         0.063092092629978553290700663189204,
+         0.022935322010529224963732008058970)
+
+    return _quadrature_gk(a, b, f, norm_func, x, w, v)
+
+
+_quadrature_gk15.num_eval = 15