snuffled 0.1.0__tar.gz
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.
- snuffled-0.1.0/.gitignore +33 -0
- snuffled-0.1.0/LICENSE +201 -0
- snuffled-0.1.0/PKG-INFO +25 -0
- snuffled-0.1.0/README.md +9 -0
- snuffled-0.1.0/pyproject.toml +51 -0
- snuffled-0.1.0/snuffled/__init__.py +12 -0
- snuffled-0.1.0/snuffled/_core/__init__.py +12 -0
- snuffled-0.1.0/snuffled/_core/analysis/__init__.py +2 -0
- snuffled-0.1.0/snuffled/_core/analysis/_function_sampler.py +257 -0
- snuffled-0.1.0/snuffled/_core/analysis/_property_extractor.py +75 -0
- snuffled-0.1.0/snuffled/_core/analysis/diagnostic/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/analysis/diagnostic/diagnostic_analyser.py +66 -0
- snuffled-0.1.0/snuffled/_core/analysis/function/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/analysis/function/function_analyser.py +123 -0
- snuffled-0.1.0/snuffled/_core/analysis/function/helpers_discontinuous.py +219 -0
- snuffled-0.1.0/snuffled/_core/analysis/function/helpers_non_monotonic.py +88 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/__init__.py +3 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/brute_force/__init__.py +7 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/brute_force/_fit_optimal_with_uncertainty.py +97 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/shared/__init__.py +2 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/shared/_curves_and_costs.py +63 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/shared/_function_sampling.py +78 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/__init__.py +4 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/_explore_uncertainty.py +97 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/_fit_exact.py +58 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/_fit_optimal.py +199 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/_fit_optimal_with_uncertainty.py +119 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/curve_fitting/specialized/_helpers.py +119 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/roots_analyser.py +58 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/single_root_one_side_analyser.py +244 -0
- snuffled-0.1.0/snuffled/_core/analysis/roots/single_root_two_side_analyser.py +141 -0
- snuffled-0.1.0/snuffled/_core/analysis/snuffler.py +68 -0
- snuffled-0.1.0/snuffled/_core/compatibility/__init__.py +2 -0
- snuffled-0.1.0/snuffled/_core/compatibility/_numba.py +26 -0
- snuffled-0.1.0/snuffled/_core/compatibility/_strenum.py +6 -0
- snuffled-0.1.0/snuffled/_core/models/__init__.py +11 -0
- snuffled-0.1.0/snuffled/_core/models/base/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/models/base/_named_array.py +68 -0
- snuffled-0.1.0/snuffled/_core/models/properties/__init__.py +5 -0
- snuffled-0.1.0/snuffled/_core/models/properties/_all.py +61 -0
- snuffled-0.1.0/snuffled/_core/models/properties/_diagnostic.py +17 -0
- snuffled-0.1.0/snuffled/_core/models/properties/_function.py +19 -0
- snuffled-0.1.0/snuffled/_core/models/properties/_property_extraction_stats.py +9 -0
- snuffled-0.1.0/snuffled/_core/models/properties/_root.py +19 -0
- snuffled-0.1.0/snuffled/_core/models/root_analysis/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/models/root_analysis/_root.py +66 -0
- snuffled-0.1.0/snuffled/_core/utils/__init__.py +0 -0
- snuffled-0.1.0/snuffled/_core/utils/constants.py +23 -0
- snuffled-0.1.0/snuffled/_core/utils/math.py +97 -0
- snuffled-0.1.0/snuffled/_core/utils/noise.py +23 -0
- snuffled-0.1.0/snuffled/_core/utils/numba.py +35 -0
- snuffled-0.1.0/snuffled/_core/utils/root_finding.py +186 -0
- snuffled-0.1.0/snuffled/_core/utils/sampling.py +188 -0
- snuffled-0.1.0/snuffled/_core/utils/signs.py +16 -0
- snuffled-0.1.0/snuffled/_core/utils/statistics/__init__.py +1 -0
- snuffled-0.1.0/snuffled/_core/utils/statistics/_estimate_sign_flip_frequency.py +127 -0
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snuffled-0.1.0/PKG-INFO
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Metadata-Version: 2.4
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Name: snuffled
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Version: 0.1.0
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Summary: Systematic Numerical Univariate Full Function anaLysis for Establishing Root-finding difficulty
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Project-URL: Source, https://github.com/bertpl/snuffled
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Project-URL: Issues, https://github.com/bertpl/snuffled/issues
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Project-URL: Roadmap, https://github.com/bertpl/snuffled/milestones
|
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|
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Author-email: Bert Pluymers <bert.pluymers@gmail.com>
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License-File: LICENSE
|
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Requires-Python: >=3.10
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Requires-Dist: backports-strenum>=1.3.1
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Requires-Dist: numpy>=1.20
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Provides-Extra: numba
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Requires-Dist: numba>=0.50; extra == 'numba'
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Description-Content-Type: text/markdown
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<!--START_SECTION:images-->
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+

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+

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+

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<!--END_SECTION:images-->
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+
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+
# SNUFFLED
|
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**S**ystematic **N**umerical **U**nivariate **F**unction ana**L**ysis for **E**stablishing **D**ifficulty of root-finding.
|
snuffled-0.1.0/README.md
ADDED
|
@@ -0,0 +1,9 @@
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<!--START_SECTION:images-->
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<!--END_SECTION:images-->
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# SNUFFLED
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+
**S**ystematic **N**umerical **U**nivariate **F**unction ana**L**ysis for **E**stablishing **D**ifficulty of root-finding.
|
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@@ -0,0 +1,51 @@
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[project]
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name = "snuffled"
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version = "0.1.0"
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description = "Systematic Numerical Univariate Full Function anaLysis for Establishing Root-finding difficulty"
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|
+
readme = "README.md"
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+
authors = [
|
|
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|
+
{ name = "Bert Pluymers", email = "bert.pluymers@gmail.com" }
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|
+
]
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|
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requires-python = ">=3.10"
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dependencies = [
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"backports-strenum>=1.3.1",
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"numpy>=1.20",
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|
+
]
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+
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[project.urls]
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Source = "https://github.com/bertpl/snuffled"
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Issues = "https://github.com/bertpl/snuffled/issues"
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|
+
Roadmap = "https://github.com/bertpl/snuffled/milestones"
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+
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+
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+
[project.optional-dependencies]
|
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+
numba = [
|
|
23
|
+
"numba>=0.50",
|
|
24
|
+
]
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+
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+
[build-system]
|
|
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+
requires = ["hatchling"]
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|
28
|
+
build-backend = "hatchling.build"
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|
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|
+
|
|
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|
+
[tool.hatch.build.targets.sdist]
|
|
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|
+
packages = ["snuffled"]
|
|
32
|
+
|
|
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|
+
[tool.hatch.build.targets.wheel]
|
|
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|
+
packages = ["snuffled"]
|
|
35
|
+
|
|
36
|
+
[tool.ruff]
|
|
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|
+
line-length = 120
|
|
38
|
+
target-version = "py310"
|
|
39
|
+
|
|
40
|
+
[tool.ruff.lint]
|
|
41
|
+
select = ["I"]
|
|
42
|
+
|
|
43
|
+
[dependency-groups]
|
|
44
|
+
dev = [
|
|
45
|
+
"genbadge[all]>=1.1.2",
|
|
46
|
+
"jupyterlab>=4.4.6",
|
|
47
|
+
"matplotlib>=3.10.5",
|
|
48
|
+
"notebook>=7.4.5",
|
|
49
|
+
"pytest>=8.0",
|
|
50
|
+
"pytest-cov>=6.0",
|
|
51
|
+
]
|
|
@@ -0,0 +1,257 @@
|
|
|
1
|
+
import math
|
|
2
|
+
from collections.abc import Callable
|
|
3
|
+
from functools import cache
|
|
4
|
+
|
|
5
|
+
import numpy as np
|
|
6
|
+
|
|
7
|
+
from snuffled._core.models.root_analysis import Root
|
|
8
|
+
from snuffled._core.utils.constants import EPS, SEED_OFFSET_FUNCTION_SAMPLER
|
|
9
|
+
from snuffled._core.utils.math import smooth_sign_array
|
|
10
|
+
from snuffled._core.utils.root_finding import find_odd_root
|
|
11
|
+
from snuffled._core.utils.sampling import multi_scale_samples, sample_integers
|
|
12
|
+
|
|
13
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+
|
|
14
|
+
class FunctionSampler:
|
|
15
|
+
"""
|
|
16
|
+
Class holding (cached) data related to a specific function, shared across different analyses.
|
|
17
|
+
All the following classes make use of this class to access the data they need for their analyses:
|
|
18
|
+
- FunctionAnalyser
|
|
19
|
+
- RootAnalyser
|
|
20
|
+
- DiagnosticAnalyser
|
|
21
|
+
"""
|
|
22
|
+
|
|
23
|
+
# -------------------------------------------------------------------------
|
|
24
|
+
# Constructor
|
|
25
|
+
# -------------------------------------------------------------------------
|
|
26
|
+
def __init__(
|
|
27
|
+
self,
|
|
28
|
+
fun: Callable[[float], float],
|
|
29
|
+
x_min: float,
|
|
30
|
+
x_max: float,
|
|
31
|
+
dx: float,
|
|
32
|
+
seed: int,
|
|
33
|
+
n_fun_samples: int = 1_000,
|
|
34
|
+
n_roots: int = 100,
|
|
35
|
+
rel_tol_scale: float = 10.0,
|
|
36
|
+
):
|
|
37
|
+
# --- randomization -------------------------------
|
|
38
|
+
self._seed = seed + SEED_OFFSET_FUNCTION_SAMPLER
|
|
39
|
+
|
|
40
|
+
# --- function properties -------------------------
|
|
41
|
+
self._fun = fun
|
|
42
|
+
self.x_min = x_min
|
|
43
|
+
self.x_max = x_max
|
|
44
|
+
|
|
45
|
+
# --- settings ------------------------------------
|
|
46
|
+
self.dx = dx
|
|
47
|
+
self.n_fun_samples = n_fun_samples
|
|
48
|
+
self.n_roots = n_roots
|
|
49
|
+
self.rel_tol = EPS * rel_tol_scale
|
|
50
|
+
|
|
51
|
+
# --- cache ---------------------------------------
|
|
52
|
+
self._fun_cache: dict[float, float] = dict()
|
|
53
|
+
|
|
54
|
+
# -------------------------------------------------------------------------
|
|
55
|
+
# Low-level generic functionality
|
|
56
|
+
# -------------------------------------------------------------------------
|
|
57
|
+
def f(self, x: float | list[float]) -> float | list[float]:
|
|
58
|
+
# simple cached version of fun(x), without size limit (and simpler than lru_cache, so less overhead)
|
|
59
|
+
if isinstance(x, list):
|
|
60
|
+
# --- get MULTIPLE f(x) values ------
|
|
61
|
+
fx_values = []
|
|
62
|
+
for single_x in x:
|
|
63
|
+
if not (self.x_min <= single_x <= self.x_max):
|
|
64
|
+
raise ValueError(f"x={single_x} is out of bounds [{self.x_min}, {self.x_max}]")
|
|
65
|
+
elif single_x not in self._fun_cache:
|
|
66
|
+
self._fun_cache[single_x] = fx = self._fun(single_x)
|
|
67
|
+
else:
|
|
68
|
+
fx = self._fun_cache[single_x]
|
|
69
|
+
fx_values.append(fx)
|
|
70
|
+
return fx_values
|
|
71
|
+
else:
|
|
72
|
+
# --- get SINGLE f(x) values --------
|
|
73
|
+
if x in self._fun_cache:
|
|
74
|
+
return self._fun_cache[x]
|
|
75
|
+
elif self.x_min <= x <= self.x_max:
|
|
76
|
+
fx = self._fun(x)
|
|
77
|
+
self._fun_cache[x] = fx
|
|
78
|
+
return fx
|
|
79
|
+
else:
|
|
80
|
+
raise ValueError(f"x={x} is out of bounds [{self.x_min}, {self.x_max}]")
|
|
81
|
+
|
|
82
|
+
@cache
|
|
83
|
+
def x_values(self) -> np.ndarray:
|
|
84
|
+
"""
|
|
85
|
+
Returns an array of x-values in [x_min, x_max] that we use to sample the function and infer its properties.
|
|
86
|
+
This is based on the multi_scale_samples function and does not include any other cached x-values resulting
|
|
87
|
+
from other calls to .f(.)
|
|
88
|
+
"""
|
|
89
|
+
return multi_scale_samples(
|
|
90
|
+
x_min=self.x_min,
|
|
91
|
+
x_max=self.x_max,
|
|
92
|
+
dx_min=self.dx,
|
|
93
|
+
n=self.n_fun_samples,
|
|
94
|
+
seed=self._seed,
|
|
95
|
+
)
|
|
96
|
+
|
|
97
|
+
@cache
|
|
98
|
+
def fx_values(self) -> np.ndarray:
|
|
99
|
+
"""f(x) values corresponding to the x_values()."""
|
|
100
|
+
return np.array(self.f(list(self.x_values())), dtype=np.float64)
|
|
101
|
+
|
|
102
|
+
def function_cache(self) -> list[tuple[float, float]]:
|
|
103
|
+
"""
|
|
104
|
+
Returns contents of the function cache as a list of (x, f(x))-tuples.
|
|
105
|
+
Note this might return more information than .x_values() and .fx_values(), since those methods
|
|
106
|
+
only return information related to the initial multiscale sampling.
|
|
107
|
+
"""
|
|
108
|
+
return list(self._fun_cache.items())
|
|
109
|
+
|
|
110
|
+
def function_cache_size(self) -> int:
|
|
111
|
+
"""Return number of values in function cache."""
|
|
112
|
+
return len(self._fun_cache)
|
|
113
|
+
|
|
114
|
+
@cache
|
|
115
|
+
def fx_diff_values(self) -> np.ndarray:
|
|
116
|
+
return np.diff(self.fx_values())
|
|
117
|
+
|
|
118
|
+
@cache
|
|
119
|
+
def fx_quantile(self, q: float, absolute: bool) -> float:
|
|
120
|
+
"""
|
|
121
|
+
Returns the requested quantile f(x).
|
|
122
|
+
absolute==False --> quantile of f(x)
|
|
123
|
+
absolute==True --> quantile of abs(f(x))
|
|
124
|
+
"""
|
|
125
|
+
if absolute:
|
|
126
|
+
return float(np.quantile(abs(self.fx_values()), q))
|
|
127
|
+
else:
|
|
128
|
+
return float(np.quantile(self.fx_values(), q))
|
|
129
|
+
|
|
130
|
+
@cache
|
|
131
|
+
def robust_estimated_fx_max(self) -> float:
|
|
132
|
+
"""
|
|
133
|
+
Robust, approximate estimate of max(f(x)), without being susceptible to single-sample outliers, which might
|
|
134
|
+
arise in certain corner cases.
|
|
135
|
+
|
|
136
|
+
NOTE: this value is not guaranteed to be equal or larger than abs(f(x)), but should provide a reasonable
|
|
137
|
+
estimate under most regular circumstances.
|
|
138
|
+
"""
|
|
139
|
+
q = 1 - (1 / math.sqrt(self.n_fun_samples))
|
|
140
|
+
return (1 / q) * self.fx_quantile(q, absolute=True)
|
|
141
|
+
|
|
142
|
+
# -------------------------------------------------------------------------
|
|
143
|
+
# Specialized - Tolerances
|
|
144
|
+
# -------------------------------------------------------------------------
|
|
145
|
+
@cache
|
|
146
|
+
def tol_array_local(self) -> np.ndarray:
|
|
147
|
+
"""
|
|
148
|
+
Return (n_fun_samples, )-sized array with absolute tolerance values > 0, representing the LOCAL tolerance wrt
|
|
149
|
+
numerical rounding errors on a LOCAL per-sample basis, i.e. computed based on the magnitude of each f(x) sample.
|
|
150
|
+
"""
|
|
151
|
+
return self.rel_tol * abs(self.fx_values())
|
|
152
|
+
|
|
153
|
+
@cache
|
|
154
|
+
def tol_array_global(self) -> np.ndarray:
|
|
155
|
+
"""
|
|
156
|
+
Return (n_fun_samples, )-sized array with absolute tolerance values > 0, representing the GLOBAL tolerance wrt
|
|
157
|
+
numerical rounding errors on a GLOBAL basis, i.e. computed based on the overall (~maximum) magnitude of f(x).
|
|
158
|
+
This is a constant matrix.
|
|
159
|
+
"""
|
|
160
|
+
return np.full(self.n_fun_samples, self.rel_tol * self.robust_estimated_fx_max())
|
|
161
|
+
|
|
162
|
+
@cache
|
|
163
|
+
def fx_diff_smooth_sign(self) -> np.ndarray:
|
|
164
|
+
"""
|
|
165
|
+
Returns an array with elements in [-1,+1] representing a more nuanced np.sign(np.diff(fx_values())).
|
|
166
|
+
|
|
167
|
+
Local and global tolerances are used to determine the threshold around which differences transition
|
|
168
|
+
(smoothly) from 0 to 1 or 0 to -1.
|
|
169
|
+
|
|
170
|
+
See also smooth_sign().
|
|
171
|
+
"""
|
|
172
|
+
|
|
173
|
+
# determine inner_tol, outer_tol
|
|
174
|
+
tol_global = self.tol_array_global()
|
|
175
|
+
tol_local = self.tol_array_local()
|
|
176
|
+
|
|
177
|
+
inner_tol = np.minimum(tol_local, tol_global) # make sure inner_tol[i] is the smallest of both tolerances
|
|
178
|
+
outer_tol = np.maximum(tol_local, tol_global) # make sure outer_tol[i] is the largest of both tolerances
|
|
179
|
+
|
|
180
|
+
# reduce to size n-1 from size n (take sum)
|
|
181
|
+
inner_tol = inner_tol[1:] + inner_tol[:-1] # take sum of both tolerances
|
|
182
|
+
outer_tol = outer_tol[1:] + outer_tol[:-1] # take sum of both tolerances
|
|
183
|
+
|
|
184
|
+
# compute smooth_sign
|
|
185
|
+
return smooth_sign_array(
|
|
186
|
+
x=self.fx_diff_values(),
|
|
187
|
+
inner_tol=inner_tol,
|
|
188
|
+
outer_tol=outer_tol,
|
|
189
|
+
)
|
|
190
|
+
|
|
191
|
+
# -------------------------------------------------------------------------
|
|
192
|
+
# Specialized - Roots
|
|
193
|
+
# -------------------------------------------------------------------------
|
|
194
|
+
@cache
|
|
195
|
+
def candidate_root_intervals(self) -> tuple[list[tuple[float, float]], list[tuple[float, float]]]:
|
|
196
|
+
"""
|
|
197
|
+
Return a list of 'root intervals' and 'non-root intervals', with the root intervals serving as candidates
|
|
198
|
+
(but potentially too many) for root finding.
|
|
199
|
+
:return: (root_intervals, non_root_intervals)-tuple
|
|
200
|
+
root_intervals : list of (x_left, x_right)-tuples WITH sign flip
|
|
201
|
+
non_root_intervals : list of (x_left, x_right)-tuples WITHOUT sign flip
|
|
202
|
+
"""
|
|
203
|
+
|
|
204
|
+
# multi-scale samples as (x, fx)-tuples
|
|
205
|
+
samples = list(zip(self.x_values(), self.fx_values()))
|
|
206
|
+
|
|
207
|
+
# remove 0-valued samples, we are looking for strict sign flips
|
|
208
|
+
samples = [(x, fx) for i, (x, fx) in enumerate(samples) if (fx != 0.0)]
|
|
209
|
+
|
|
210
|
+
# split in root- and non-root-intervals
|
|
211
|
+
root_intervals = []
|
|
212
|
+
non_root_intervals = []
|
|
213
|
+
for (x_left, fx_left), (x_right, fx_right) in zip(samples[:-1], samples[1:]):
|
|
214
|
+
if np.sign(fx_left) != np.sign(fx_right):
|
|
215
|
+
# sign flip
|
|
216
|
+
root_intervals.append((x_left, x_right))
|
|
217
|
+
else:
|
|
218
|
+
# no sign flip
|
|
219
|
+
non_root_intervals.append((x_left, x_right))
|
|
220
|
+
|
|
221
|
+
# we're done
|
|
222
|
+
return root_intervals, non_root_intervals
|
|
223
|
+
|
|
224
|
+
@cache
|
|
225
|
+
def roots(self) -> list[Root]:
|
|
226
|
+
"""
|
|
227
|
+
Returns at most 'n_roots' root intervals [root_min, root_max] obtained using find_root_and_width().
|
|
228
|
+
We start from the candidate_root_intervals and - if needed - sample 'n_roots' intervals randomly
|
|
229
|
+
to if there are too many candidate intervals.
|
|
230
|
+
:return: list of Root objects, with deriv_sign != 0.
|
|
231
|
+
"""
|
|
232
|
+
|
|
233
|
+
# get intervals
|
|
234
|
+
cand_intervals, _ = self.candidate_root_intervals()
|
|
235
|
+
|
|
236
|
+
# sample if needed
|
|
237
|
+
if len(cand_intervals) > self.n_roots:
|
|
238
|
+
cand_intervals = [
|
|
239
|
+
cand_intervals[i]
|
|
240
|
+
for i in sample_integers(
|
|
241
|
+
i_min=0,
|
|
242
|
+
i_max=len(cand_intervals),
|
|
243
|
+
n=self.n_roots,
|
|
244
|
+
seed=self._seed,
|
|
245
|
+
)
|
|
246
|
+
]
|
|
247
|
+
|
|
248
|
+
# compute roots & return
|
|
249
|
+
return [
|
|
250
|
+
find_odd_root(
|
|
251
|
+
fun=self.f,
|
|
252
|
+
x_min=x_min,
|
|
253
|
+
x_max=x_max,
|
|
254
|
+
dx_min=(EPS * EPS) * (self.x_max - self.x_min),
|
|
255
|
+
)
|
|
256
|
+
for x_min, x_max in cand_intervals
|
|
257
|
+
]
|