peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/optimize
/_bracket.py
import numpy as np | |
import scipy._lib._elementwise_iterative_method as eim | |
from scipy._lib._util import _RichResult | |
_ELIMITS = -1 # used in _bracket_root | |
_ESTOPONESIDE = 2 # used in _bracket_root | |
def _bracket_root_iv(func, xl0, xr0, xmin, xmax, factor, args, maxiter): | |
if not callable(func): | |
raise ValueError('`func` must be callable.') | |
if not np.iterable(args): | |
args = (args,) | |
xl0 = np.asarray(xl0)[()] | |
if not np.issubdtype(xl0.dtype, np.number) or np.iscomplex(xl0).any(): | |
raise ValueError('`xl0` must be numeric and real.') | |
xr0 = xl0 + 1 if xr0 is None else xr0 | |
xmin = -np.inf if xmin is None else xmin | |
xmax = np.inf if xmax is None else xmax | |
factor = 2. if factor is None else factor | |
xl0, xr0, xmin, xmax, factor = np.broadcast_arrays(xl0, xr0, xmin, xmax, factor) | |
if not np.issubdtype(xr0.dtype, np.number) or np.iscomplex(xr0).any(): | |
raise ValueError('`xr0` must be numeric and real.') | |
if not np.issubdtype(xmin.dtype, np.number) or np.iscomplex(xmin).any(): | |
raise ValueError('`xmin` must be numeric and real.') | |
if not np.issubdtype(xmax.dtype, np.number) or np.iscomplex(xmax).any(): | |
raise ValueError('`xmax` must be numeric and real.') | |
if not np.issubdtype(factor.dtype, np.number) or np.iscomplex(factor).any(): | |
raise ValueError('`factor` must be numeric and real.') | |
if not np.all(factor > 1): | |
raise ValueError('All elements of `factor` must be greater than 1.') | |
maxiter = np.asarray(maxiter) | |
message = '`maxiter` must be a non-negative integer.' | |
if (not np.issubdtype(maxiter.dtype, np.number) or maxiter.shape != tuple() | |
or np.iscomplex(maxiter)): | |
raise ValueError(message) | |
maxiter_int = int(maxiter[()]) | |
if not maxiter == maxiter_int or maxiter < 0: | |
raise ValueError(message) | |
if not np.all((xmin <= xl0) & (xl0 < xr0) & (xr0 <= xmax)): | |
raise ValueError('`xmin <= xl0 < xr0 <= xmax` must be True (elementwise).') | |
return func, xl0, xr0, xmin, xmax, factor, args, maxiter | |
def _bracket_root(func, xl0, xr0=None, *, xmin=None, xmax=None, factor=None, | |
args=(), maxiter=1000): | |
"""Bracket the root of a monotonic scalar function of one variable | |
This function works elementwise when `xl0`, `xr0`, `xmin`, `xmax`, `factor`, and | |
the elements of `args` are broadcastable arrays. | |
Parameters | |
---------- | |
func : callable | |
The function for which the root is to be bracketed. | |
The signature must be:: | |
func(x: ndarray, *args) -> ndarray | |
where each element of ``x`` is a finite real and ``args`` is a tuple, | |
which may contain an arbitrary number of arrays that are broadcastable | |
with `x`. ``func`` must be an elementwise function: each element | |
``func(x)[i]`` must equal ``func(x[i])`` for all indices ``i``. | |
xl0, xr0: float array_like | |
Starting guess of bracket, which need not contain a root. If `xr0` is | |
not provided, ``xr0 = xl0 + 1``. Must be broadcastable with one another. | |
xmin, xmax : float array_like, optional | |
Minimum and maximum allowable endpoints of the bracket, inclusive. Must | |
be broadcastable with `xl0` and `xr0`. | |
factor : float array_like, default: 2 | |
The factor used to grow the bracket. See notes for details. | |
args : tuple, optional | |
Additional positional arguments to be passed to `func`. Must be arrays | |
broadcastable with `xl0`, `xr0`, `xmin`, and `xmax`. If the callable to be | |
bracketed requires arguments that are not broadcastable with these | |
arrays, wrap that callable with `func` such that `func` accepts | |
only `x` and broadcastable arrays. | |
maxiter : int, optional | |
The maximum number of iterations of the algorithm to perform. | |
Returns | |
------- | |
res : _RichResult | |
An instance of `scipy._lib._util._RichResult` with the following | |
attributes. The descriptions are written as though the values will be | |
scalars; however, if `func` returns an array, the outputs will be | |
arrays of the same shape. | |
xl, xr : float | |
The lower and upper ends of the bracket, if the algorithm | |
terminated successfully. | |
fl, fr : float | |
The function value at the lower and upper ends of the bracket. | |
nfev : int | |
The number of function evaluations required to find the bracket. | |
This is distinct from the number of times `func` is *called* | |
because the function may evaluated at multiple points in a single | |
call. | |
nit : int | |
The number of iterations of the algorithm that were performed. | |
status : int | |
An integer representing the exit status of the algorithm. | |
- ``0`` : The algorithm produced a valid bracket. | |
- ``-1`` : The bracket expanded to the allowable limits without finding a bracket. | |
- ``-2`` : The maximum number of iterations was reached. | |
- ``-3`` : A non-finite value was encountered. | |
- ``-4`` : Iteration was terminated by `callback`. | |
- ``1`` : The algorithm is proceeding normally (in `callback` only). | |
- ``2`` : A bracket was found in the opposite search direction (in `callback` only). | |
success : bool | |
``True`` when the algorithm terminated successfully (status ``0``). | |
Notes | |
----- | |
This function generalizes an algorithm found in pieces throughout | |
`scipy.stats`. The strategy is to iteratively grow the bracket `(l, r)` | |
until ``func(l) < 0 < func(r)``. The bracket grows to the left as follows. | |
- If `xmin` is not provided, the distance between `xl0` and `l` is iteratively | |
increased by `factor`. | |
- If `xmin` is provided, the distance between `xmin` and `l` is iteratively | |
decreased by `factor`. Note that this also *increases* the bracket size. | |
Growth of the bracket to the right is analogous. | |
Growth of the bracket in one direction stops when the endpoint is no longer | |
finite, the function value at the endpoint is no longer finite, or the | |
endpoint reaches its limiting value (`xmin` or `xmax`). Iteration terminates | |
when the bracket stops growing in both directions, the bracket surrounds | |
the root, or a root is found (accidentally). | |
If two brackets are found - that is, a bracket is found on both sides in | |
the same iteration, the smaller of the two is returned. | |
If roots of the function are found, both `l` and `r` are set to the | |
leftmost root. | |
""" # noqa: E501 | |
# Todo: | |
# - find bracket with sign change in specified direction | |
# - Add tolerance | |
# - allow factor < 1? | |
callback = None # works; I just don't want to test it | |
temp = _bracket_root_iv(func, xl0, xr0, xmin, xmax, factor, args, maxiter) | |
func, xl0, xr0, xmin, xmax, factor, args, maxiter = temp | |
xs = (xl0, xr0) | |
temp = eim._initialize(func, xs, args) | |
func, xs, fs, args, shape, dtype = temp # line split for PEP8 | |
# The approach is to treat the left and right searches as though they were | |
# (almost) totally independent one-sided bracket searches. (The interaction | |
# is considered when checking for termination and preparing the result | |
# object.) | |
# `x` is the "moving" end of the bracket | |
x = np.concatenate(xs) | |
f = np.concatenate(fs) | |
n = len(x) // 2 | |
# `x_last` is the previous location of the moving end of the bracket. If | |
# the signs of `f` and `f_last` are different, `x` and `x_last` form a | |
# bracket. | |
x_last = np.concatenate((x[n:], x[:n])) | |
f_last = np.concatenate((f[n:], f[:n])) | |
# `x0` is the "fixed" end of the bracket. | |
x0 = x_last | |
# We don't need to retain the corresponding function value, since the | |
# fixed end of the bracket is only needed to compute the new value of the | |
# moving end; it is never returned. | |
xmin = np.broadcast_to(xmin, shape).astype(dtype, copy=False).ravel() | |
xmax = np.broadcast_to(xmax, shape).astype(dtype, copy=False).ravel() | |
limit = np.concatenate((xmin, xmax)) | |
factor = np.broadcast_to(factor, shape).astype(dtype, copy=False).ravel() | |
factor = np.concatenate((factor, factor)) | |
active = np.arange(2*n) | |
args = [np.concatenate((arg, arg)) for arg in args] | |
# This is needed due to inner workings of `eim._loop`. | |
# We're abusing it a tiny bit. | |
shape = shape + (2,) | |
# `d` is for "distance". | |
# For searches without a limit, the distance between the fixed end of the | |
# bracket `x0` and the moving end `x` will grow by `factor` each iteration. | |
# For searches with a limit, the distance between the `limit` and moving | |
# end of the bracket `x` will shrink by `factor` each iteration. | |
i = np.isinf(limit) | |
ni = ~i | |
d = np.zeros_like(x) | |
d[i] = x[i] - x0[i] | |
d[ni] = limit[ni] - x[ni] | |
status = np.full_like(x, eim._EINPROGRESS, dtype=int) # in progress | |
nit, nfev = 0, 1 # one function evaluation per side performed above | |
work = _RichResult(x=x, x0=x0, f=f, limit=limit, factor=factor, | |
active=active, d=d, x_last=x_last, f_last=f_last, | |
nit=nit, nfev=nfev, status=status, args=args, | |
xl=None, xr=None, fl=None, fr=None, n=n) | |
res_work_pairs = [('status', 'status'), ('xl', 'xl'), ('xr', 'xr'), | |
('nit', 'nit'), ('nfev', 'nfev'), ('fl', 'fl'), | |
('fr', 'fr'), ('x', 'x'), ('f', 'f'), | |
('x_last', 'x_last'), ('f_last', 'f_last')] | |
def pre_func_eval(work): | |
# Initialize moving end of bracket | |
x = np.zeros_like(work.x) | |
# Unlimited brackets grow by `factor` by increasing distance from fixed | |
# end to moving end. | |
i = np.isinf(work.limit) # indices of unlimited brackets | |
work.d[i] *= work.factor[i] | |
x[i] = work.x0[i] + work.d[i] | |
# Limited brackets grow by decreasing the distance from the limit to | |
# the moving end. | |
ni = ~i # indices of limited brackets | |
work.d[ni] /= work.factor[ni] | |
x[ni] = work.limit[ni] - work.d[ni] | |
return x | |
def post_func_eval(x, f, work): | |
# Keep track of the previous location of the moving end so that we can | |
# return a narrower bracket. (The alternative is to remember the | |
# original fixed end, but then the bracket would be wider than needed.) | |
work.x_last = work.x | |
work.f_last = work.f | |
work.x = x | |
work.f = f | |
def check_termination(work): | |
stop = np.zeros_like(work.x, dtype=bool) | |
# Condition 1: a valid bracket (or the root itself) has been found | |
sf = np.sign(work.f) | |
sf_last = np.sign(work.f_last) | |
i = (sf_last == -sf) | (sf_last == 0) | (sf == 0) | |
work.status[i] = eim._ECONVERGED | |
stop[i] = True | |
# Condition 2: the other side's search found a valid bracket. | |
# (If we just found a bracket with the rightward search, we can stop | |
# the leftward search, and vice-versa.) | |
# To do this, we need to set the status of the other side's search; | |
# this is tricky because `work.status` contains only the *active* | |
# elements, so we don't immediately know the index of the element we | |
# need to set - or even if it's still there. (That search may have | |
# terminated already, e.g. by reaching its `limit`.) | |
# To facilitate this, `work.active` contains a unit integer index of | |
# each search. Index `k` (`k < n)` and `k + n` correspond with a | |
# leftward and rightward search, respectively. Elements are removed | |
# from `work.active` just as they are removed from `work.status`, so | |
# we use `work.active` to help find the right location in | |
# `work.status`. | |
# Get the integer indices of the elements that can also stop | |
also_stop = (work.active[i] + work.n) % (2*work.n) | |
# Check whether they are still active. | |
# To start, we need to find out where in `work.active` they would | |
# appear if they are indeed there. | |
j = np.searchsorted(work.active, also_stop) | |
# If the location exceeds the length of the `work.active`, they are | |
# not there. | |
j = j[j < len(work.active)] | |
# Check whether they are still there. | |
j = j[also_stop == work.active[j]] | |
# Now convert these to boolean indices to use with `work.status`. | |
i = np.zeros_like(stop) | |
i[j] = True # boolean indices of elements that can also stop | |
i = i & ~stop | |
work.status[i] = _ESTOPONESIDE | |
stop[i] = True | |
# Condition 3: moving end of bracket reaches limit | |
i = (work.x == work.limit) & ~stop | |
work.status[i] = _ELIMITS | |
stop[i] = True | |
# Condition 4: non-finite value encountered | |
i = ~(np.isfinite(work.x) & np.isfinite(work.f)) & ~stop | |
work.status[i] = eim._EVALUEERR | |
stop[i] = True | |
return stop | |
def post_termination_check(work): | |
pass | |
def customize_result(res, shape): | |
n = len(res['x']) // 2 | |
# To avoid ambiguity, below we refer to `xl0`, the initial left endpoint | |
# as `a` and `xr0`, the initial right endpoint, as `b`. | |
# Because we treat the two one-sided searches as though they were | |
# independent, what we keep track of in `work` and what we want to | |
# return in `res` look quite different. Combine the results from the | |
# two one-sided searches before reporting the results to the user. | |
# - "a" refers to the leftward search (the moving end started at `a`) | |
# - "b" refers to the rightward search (the moving end started at `b`) | |
# - "l" refers to the left end of the bracket (closer to -oo) | |
# - "r" refers to the right end of the bracket (closer to +oo) | |
xal = res['x'][:n] | |
xar = res['x_last'][:n] | |
xbl = res['x_last'][n:] | |
xbr = res['x'][n:] | |
fal = res['f'][:n] | |
far = res['f_last'][:n] | |
fbl = res['f_last'][n:] | |
fbr = res['f'][n:] | |
# Initialize the brackets and corresponding function values to return | |
# to the user. Brackets may not be valid (e.g. there is no root, | |
# there weren't enough iterations, NaN encountered), but we still need | |
# to return something. One option would be all NaNs, but what I've | |
# chosen here is the left- and right-most points at which the function | |
# has been evaluated. This gives the user some information about what | |
# interval of the real line has been searched and shows that there is | |
# no sign change between the two ends. | |
xl = xal.copy() | |
fl = fal.copy() | |
xr = xbr.copy() | |
fr = fbr.copy() | |
# `status` indicates whether the bracket is valid or not. If so, | |
# we want to adjust the bracket we return to be the narrowest possible | |
# given the points at which we evaluated the function. | |
# For example if bracket "a" is valid and smaller than bracket "b" OR | |
# if bracket "a" is valid and bracket "b" is not valid, we want to | |
# return bracket "a" (and vice versa). | |
sa = res['status'][:n] | |
sb = res['status'][n:] | |
da = xar - xal | |
db = xbr - xbl | |
i1 = ((da <= db) & (sa == 0)) | ((sa == 0) & (sb != 0)) | |
i2 = ((db <= da) & (sb == 0)) | ((sb == 0) & (sa != 0)) | |
xr[i1] = xar[i1] | |
fr[i1] = far[i1] | |
xl[i2] = xbl[i2] | |
fl[i2] = fbl[i2] | |
# Finish assembling the result object | |
res['xl'] = xl | |
res['xr'] = xr | |
res['fl'] = fl | |
res['fr'] = fr | |
res['nit'] = np.maximum(res['nit'][:n], res['nit'][n:]) | |
res['nfev'] = res['nfev'][:n] + res['nfev'][n:] | |
# If the status on one side is zero, the status is zero. In any case, | |
# report the status from one side only. | |
res['status'] = np.choose(sa == 0, (sb, sa)) | |
res['success'] = (res['status'] == 0) | |
del res['x'] | |
del res['f'] | |
del res['x_last'] | |
del res['f_last'] | |
return shape[:-1] | |
return eim._loop(work, callback, shape, maxiter, func, args, dtype, | |
pre_func_eval, post_func_eval, check_termination, | |
post_termination_check, customize_result, res_work_pairs) | |
def _bracket_minimum_iv(func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter): | |
if not callable(func): | |
raise ValueError('`func` must be callable.') | |
if not np.iterable(args): | |
args = (args,) | |
xm0 = np.asarray(xm0)[()] | |
if not np.issubdtype(xm0.dtype, np.number) or np.iscomplex(xm0).any(): | |
raise ValueError('`xm0` must be numeric and real.') | |
xmin = -np.inf if xmin is None else xmin | |
xmax = np.inf if xmax is None else xmax | |
xl0_not_supplied = False | |
if xl0 is None: | |
xl0 = xm0 - 0.5 | |
xl0_not_supplied = True | |
xr0_not_supplied = False | |
if xr0 is None: | |
xr0 = xm0 + 0.5 | |
xr0_not_supplied = True | |
factor = 2.0 if factor is None else factor | |
xl0, xm0, xr0, xmin, xmax, factor = np.broadcast_arrays( | |
xl0, xm0, xr0, xmin, xmax, factor | |
) | |
if not np.issubdtype(xl0.dtype, np.number) or np.iscomplex(xl0).any(): | |
raise ValueError('`xl0` must be numeric and real.') | |
if not np.issubdtype(xr0.dtype, np.number) or np.iscomplex(xr0).any(): | |
raise ValueError('`xr0` must be numeric and real.') | |
if not np.issubdtype(xmin.dtype, np.number) or np.iscomplex(xmin).any(): | |
raise ValueError('`xmin` must be numeric and real.') | |
if not np.issubdtype(xmax.dtype, np.number) or np.iscomplex(xmax).any(): | |
raise ValueError('`xmax` must be numeric and real.') | |
if not np.issubdtype(factor.dtype, np.number) or np.iscomplex(factor).any(): | |
raise ValueError('`factor` must be numeric and real.') | |
if not np.all(factor > 1): | |
raise ValueError('All elements of `factor` must be greater than 1.') | |
# Default choices for xl or xr might have exceeded xmin or xmax. Adjust | |
# to make sure this doesn't happen. We replace with copies because xl, and xr | |
# are read-only views produced by broadcast_arrays. | |
if xl0_not_supplied: | |
xl0 = xl0.copy() | |
cond = ~np.isinf(xmin) & (xl0 < xmin) | |
xl0[cond] = ( | |
xm0[cond] - xmin[cond] | |
) / np.array(16, dtype=xl0.dtype) | |
if xr0_not_supplied: | |
xr0 = xr0.copy() | |
cond = ~np.isinf(xmax) & (xmax < xr0) | |
xr0[cond] = ( | |
xmax[cond] - xm0[cond] | |
) / np.array(16, dtype=xr0.dtype) | |
maxiter = np.asarray(maxiter) | |
message = '`maxiter` must be a non-negative integer.' | |
if (not np.issubdtype(maxiter.dtype, np.number) or maxiter.shape != tuple() | |
or np.iscomplex(maxiter)): | |
raise ValueError(message) | |
maxiter_int = int(maxiter[()]) | |
if not maxiter == maxiter_int or maxiter < 0: | |
raise ValueError(message) | |
if not np.all((xmin <= xl0) & (xl0 < xm0) & (xm0 < xr0) & (xr0 <= xmax)): | |
raise ValueError( | |
'`xmin <= xl0 < xm0 < xr0 <= xmax` must be True (elementwise).' | |
) | |
return func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter | |
def _bracket_minimum(func, xm0, *, xl0=None, xr0=None, xmin=None, xmax=None, | |
factor=None, args=(), maxiter=1000): | |
"""Bracket the minimum of a unimodal scalar function of one variable | |
This function works elementwise when `xm0`, `xl0`, `xr0`, `xmin`, `xmax`, | |
and the elements of `args` are broadcastable arrays. | |
Parameters | |
---------- | |
func : callable | |
The function for which the minimum is to be bracketed. | |
The signature must be:: | |
func(x: ndarray, *args) -> ndarray | |
where each element of ``x`` is a finite real and ``args`` is a tuple, | |
which may contain an arbitrary number of arrays that are broadcastable | |
with ``x``. `func` must be an elementwise function: each element | |
``func(x)[i]`` must equal ``func(x[i])`` for all indices `i`. | |
xm0: float array_like | |
Starting guess for middle point of bracket. | |
xl0, xr0: float array_like, optional | |
Starting guesses for left and right endpoints of the bracket. Must be | |
broadcastable with one another and with `xm0`. | |
xmin, xmax : float array_like, optional | |
Minimum and maximum allowable endpoints of the bracket, inclusive. Must | |
be broadcastable with `xl0`, `xm0`, and `xr0`. | |
factor : float array_like, optional | |
Controls expansion of bracket endpoint in downhill direction. Works | |
differently in the cases where a limit is set in the downhill direction | |
with `xmax` or `xmin`. See Notes. | |
args : tuple, optional | |
Additional positional arguments to be passed to `func`. Must be arrays | |
broadcastable with `xl0`, `xm0`, `xr0`, `xmin`, and `xmax`. If the | |
callable to be bracketed requires arguments that are not broadcastable | |
with these arrays, wrap that callable with `func` such that `func` | |
accepts only ``x`` and broadcastable arrays. | |
maxiter : int, optional | |
The maximum number of iterations of the algorithm to perform. The number | |
of function evaluations is three greater than the number of iterations. | |
Returns | |
------- | |
res : _RichResult | |
An instance of `scipy._lib._util._RichResult` with the following | |
attributes. The descriptions are written as though the values will be | |
scalars; however, if `func` returns an array, the outputs will be | |
arrays of the same shape. | |
xl, xm, xr : float | |
The left, middle, and right points of the bracket, if the algorithm | |
terminated successfully. | |
fl, fm, fr : float | |
The function value at the left, middle, and right points of the bracket. | |
nfev : int | |
The number of function evaluations required to find the bracket. | |
nit : int | |
The number of iterations of the algorithm that were performed. | |
status : int | |
An integer representing the exit status of the algorithm. | |
- ``0`` : The algorithm produced a valid bracket. | |
- ``-1`` : The bracket expanded to the allowable limits. Assuming | |
unimodality, this implies the endpoint at the limit is a | |
minimizer. | |
- ``-2`` : The maximum number of iterations was reached. | |
- ``-3`` : A non-finite value was encountered. | |
success : bool | |
``True`` when the algorithm terminated successfully (status ``0``). | |
Notes | |
----- | |
Similar to `scipy.optimize.bracket`, this function seeks to find real | |
points ``xl < xm < xr`` such that ``f(xl) >= f(xm)`` and ``f(xr) >= f(xm)``, | |
where at least one of the inequalities is strict. Unlike `scipy.optimize.bracket`, | |
this function can operate in a vectorized manner on array input, so long as | |
the input arrays are broadcastable with each other. Also unlike | |
`scipy.optimize.bracket`, users may specify minimum and maximum endpoints | |
for the desired bracket. | |
Given an initial trio of points ``xl = xl0``, ``xm = xm0``, ``xr = xr0``, | |
the algorithm checks if these points already give a valid bracket. If not, | |
a new endpoint, ``w`` is chosen in the "downhill" direction, ``xm`` becomes the new | |
opposite endpoint, and either `xl` or `xr` becomes the new middle point, | |
depending on which direction is downhill. The algorithm repeats from here. | |
The new endpoint `w` is chosen differently depending on whether or not a | |
boundary `xmin` or `xmax` has been set in the downhill direction. Without | |
loss of generality, suppose the downhill direction is to the right, so that | |
``f(xl) > f(xm) > f(xr)``. If there is no boundary to the right, then `w` | |
is chosen to be ``xr + factor * (xr - xm)`` where `factor` is controlled by | |
the user (defaults to 2.0) so that step sizes increase in geometric proportion. | |
If there is a boundary, `xmax` in this case, then `w` is chosen to be | |
``xmax - (xmax - xr)/factor``, with steps slowing to a stop at | |
`xmax`. This cautious approach ensures that a minimum near but distinct from | |
the boundary isn't missed while also detecting whether or not the `xmax` is | |
a minimizer when `xmax` is reached after a finite number of steps. | |
""" # noqa: E501 | |
callback = None # works; I just don't want to test it | |
temp = _bracket_minimum_iv(func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter) | |
func, xm0, xl0, xr0, xmin, xmax, factor, args, maxiter = temp | |
xs = (xl0, xm0, xr0) | |
func, xs, fs, args, shape, dtype = eim._initialize(func, xs, args) | |
xl0, xm0, xr0 = xs | |
fl0, fm0, fr0 = fs | |
xmin = np.broadcast_to(xmin, shape).astype(dtype, copy=False).ravel() | |
xmax = np.broadcast_to(xmax, shape).astype(dtype, copy=False).ravel() | |
# We will modify factor later on so make a copy. np.broadcast_to returns | |
# a read-only view. | |
factor = np.broadcast_to(factor, shape).astype(dtype, copy=True).ravel() | |
# To simplify the logic, swap xl and xr if f(xl) < f(xr). We should always be | |
# marching downhill in the direction from xl to xr. | |
comp = fl0 < fr0 | |
xl0[comp], xr0[comp] = xr0[comp], xl0[comp] | |
fl0[comp], fr0[comp] = fr0[comp], fl0[comp] | |
# We only need the boundary in the direction we're traveling. | |
limit = np.where(comp, xmin, xmax) | |
unlimited = np.isinf(limit) | |
limited = ~unlimited | |
step = np.empty_like(xl0) | |
step[unlimited] = (xr0[unlimited] - xm0[unlimited]) | |
step[limited] = (limit[limited] - xr0[limited]) | |
# Step size is divided by factor for case where there is a limit. | |
factor[limited] = 1 / factor[limited] | |
status = np.full_like(xl0, eim._EINPROGRESS, dtype=int) | |
nit, nfev = 0, 3 | |
work = _RichResult(xl=xl0, xm=xm0, xr=xr0, xr0=xr0, fl=fl0, fm=fm0, fr=fr0, | |
step=step, limit=limit, limited=limited, factor=factor, nit=nit, | |
nfev=nfev, status=status, args=args) | |
res_work_pairs = [('status', 'status'), ('xl', 'xl'), ('xm', 'xm'), ('xr', 'xr'), | |
('nit', 'nit'), ('nfev', 'nfev'), ('fl', 'fl'), ('fm', 'fm'), | |
('fr', 'fr')] | |
def pre_func_eval(work): | |
work.step *= work.factor | |
x = np.empty_like(work.xr) | |
x[~work.limited] = work.xr0[~work.limited] + work.step[~work.limited] | |
x[work.limited] = work.limit[work.limited] - work.step[work.limited] | |
# Since the new bracket endpoint is calculated from an offset with the | |
# limit, it may be the case that the new endpoint equals the old endpoint, | |
# when the old endpoint is sufficiently close to the limit. We use the | |
# limit itself as the new endpoint in these cases. | |
x[work.limited] = np.where( | |
x[work.limited] == work.xr[work.limited], | |
work.limit[work.limited], | |
x[work.limited], | |
) | |
return x | |
def post_func_eval(x, f, work): | |
work.xl, work.xm, work.xr = work.xm, work.xr, x | |
work.fl, work.fm, work.fr = work.fm, work.fr, f | |
def check_termination(work): | |
# Condition 1: A valid bracket has been found. | |
stop = ( | |
(work.fl >= work.fm) & (work.fr > work.fm) | |
| (work.fl > work.fm) & (work.fr >= work.fm) | |
) | |
work.status[stop] = eim._ECONVERGED | |
# Condition 2: Moving end of bracket reaches limit. | |
i = (work.xr == work.limit) & ~stop | |
work.status[i] = _ELIMITS | |
stop[i] = True | |
# Condition 3: non-finite value encountered | |
i = ~(np.isfinite(work.xr) & np.isfinite(work.fr)) & ~stop | |
work.status[i] = eim._EVALUEERR | |
stop[i] = True | |
return stop | |
def post_termination_check(work): | |
pass | |
def customize_result(res, shape): | |
# Reorder entries of xl and xr if they were swapped due to f(xl0) < f(xr0). | |
comp = res['xl'] > res['xr'] | |
res['xl'][comp], res['xr'][comp] = res['xr'][comp], res['xl'][comp] | |
res['fl'][comp], res['fr'][comp] = res['fr'][comp], res['fl'][comp] | |
return shape | |
return eim._loop(work, callback, shape, | |
maxiter, func, args, dtype, | |
pre_func_eval, post_func_eval, | |
check_termination, post_termination_check, | |
customize_result, res_work_pairs) | |