peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/integrate
/tests
/test_quadrature.py
# mypy: disable-error-code="attr-defined" | |
import pytest | |
import numpy as np | |
from numpy import cos, sin, pi | |
from numpy.testing import (assert_equal, assert_almost_equal, assert_allclose, | |
assert_, suppress_warnings) | |
from hypothesis import given | |
import hypothesis.strategies as st | |
import hypothesis.extra.numpy as hyp_num | |
from scipy.integrate import (quadrature, romberg, romb, newton_cotes, | |
cumulative_trapezoid, cumtrapz, trapz, trapezoid, | |
quad, simpson, simps, fixed_quad, AccuracyWarning, | |
qmc_quad, cumulative_simpson) | |
from scipy.integrate._quadrature import _cumulative_simpson_unequal_intervals | |
from scipy import stats, special | |
class TestFixedQuad: | |
def test_scalar(self): | |
n = 4 | |
expected = 1/(2*n) | |
got, _ = fixed_quad(lambda x: x**(2*n - 1), 0, 1, n=n) | |
# quadrature exact for this input | |
assert_allclose(got, expected, rtol=1e-12) | |
def test_vector(self): | |
n = 4 | |
p = np.arange(1, 2*n) | |
expected = 1/(p + 1) | |
got, _ = fixed_quad(lambda x: x**p[:, None], 0, 1, n=n) | |
assert_allclose(got, expected, rtol=1e-12) | |
class TestQuadrature: | |
def quad(self, x, a, b, args): | |
raise NotImplementedError | |
def test_quadrature(self): | |
# Typical function with two extra arguments: | |
def myfunc(x, n, z): # Bessel function integrand | |
return cos(n*x-z*sin(x))/pi | |
val, err = quadrature(myfunc, 0, pi, (2, 1.8)) | |
table_val = 0.30614353532540296487 | |
assert_almost_equal(val, table_val, decimal=7) | |
def test_quadrature_rtol(self): | |
def myfunc(x, n, z): # Bessel function integrand | |
return 1e90 * cos(n*x-z*sin(x))/pi | |
val, err = quadrature(myfunc, 0, pi, (2, 1.8), rtol=1e-10) | |
table_val = 1e90 * 0.30614353532540296487 | |
assert_allclose(val, table_val, rtol=1e-10) | |
def test_quadrature_miniter(self): | |
# Typical function with two extra arguments: | |
def myfunc(x, n, z): # Bessel function integrand | |
return cos(n*x-z*sin(x))/pi | |
table_val = 0.30614353532540296487 | |
for miniter in [5, 52]: | |
val, err = quadrature(myfunc, 0, pi, (2, 1.8), miniter=miniter) | |
assert_almost_equal(val, table_val, decimal=7) | |
assert_(err < 1.0) | |
def test_quadrature_single_args(self): | |
def myfunc(x, n): | |
return 1e90 * cos(n*x-1.8*sin(x))/pi | |
val, err = quadrature(myfunc, 0, pi, args=2, rtol=1e-10) | |
table_val = 1e90 * 0.30614353532540296487 | |
assert_allclose(val, table_val, rtol=1e-10) | |
def test_romberg(self): | |
# Typical function with two extra arguments: | |
def myfunc(x, n, z): # Bessel function integrand | |
return cos(n*x-z*sin(x))/pi | |
val = romberg(myfunc, 0, pi, args=(2, 1.8)) | |
table_val = 0.30614353532540296487 | |
assert_almost_equal(val, table_val, decimal=7) | |
def test_romberg_rtol(self): | |
# Typical function with two extra arguments: | |
def myfunc(x, n, z): # Bessel function integrand | |
return 1e19*cos(n*x-z*sin(x))/pi | |
val = romberg(myfunc, 0, pi, args=(2, 1.8), rtol=1e-10) | |
table_val = 1e19*0.30614353532540296487 | |
assert_allclose(val, table_val, rtol=1e-10) | |
def test_romb(self): | |
assert_equal(romb(np.arange(17)), 128) | |
def test_romb_gh_3731(self): | |
# Check that romb makes maximal use of data points | |
x = np.arange(2**4+1) | |
y = np.cos(0.2*x) | |
val = romb(y) | |
val2, err = quad(lambda x: np.cos(0.2*x), x.min(), x.max()) | |
assert_allclose(val, val2, rtol=1e-8, atol=0) | |
# should be equal to romb with 2**k+1 samples | |
with suppress_warnings() as sup: | |
sup.filter(AccuracyWarning, "divmax .4. exceeded") | |
val3 = romberg(lambda x: np.cos(0.2*x), x.min(), x.max(), divmax=4) | |
assert_allclose(val, val3, rtol=1e-12, atol=0) | |
def test_non_dtype(self): | |
# Check that we work fine with functions returning float | |
import math | |
valmath = romberg(math.sin, 0, 1) | |
expected_val = 0.45969769413185085 | |
assert_almost_equal(valmath, expected_val, decimal=7) | |
def test_newton_cotes(self): | |
"""Test the first few degrees, for evenly spaced points.""" | |
n = 1 | |
wts, errcoff = newton_cotes(n, 1) | |
assert_equal(wts, n*np.array([0.5, 0.5])) | |
assert_almost_equal(errcoff, -n**3/12.0) | |
n = 2 | |
wts, errcoff = newton_cotes(n, 1) | |
assert_almost_equal(wts, n*np.array([1.0, 4.0, 1.0])/6.0) | |
assert_almost_equal(errcoff, -n**5/2880.0) | |
n = 3 | |
wts, errcoff = newton_cotes(n, 1) | |
assert_almost_equal(wts, n*np.array([1.0, 3.0, 3.0, 1.0])/8.0) | |
assert_almost_equal(errcoff, -n**5/6480.0) | |
n = 4 | |
wts, errcoff = newton_cotes(n, 1) | |
assert_almost_equal(wts, n*np.array([7.0, 32.0, 12.0, 32.0, 7.0])/90.0) | |
assert_almost_equal(errcoff, -n**7/1935360.0) | |
def test_newton_cotes2(self): | |
"""Test newton_cotes with points that are not evenly spaced.""" | |
x = np.array([0.0, 1.5, 2.0]) | |
y = x**2 | |
wts, errcoff = newton_cotes(x) | |
exact_integral = 8.0/3 | |
numeric_integral = np.dot(wts, y) | |
assert_almost_equal(numeric_integral, exact_integral) | |
x = np.array([0.0, 1.4, 2.1, 3.0]) | |
y = x**2 | |
wts, errcoff = newton_cotes(x) | |
exact_integral = 9.0 | |
numeric_integral = np.dot(wts, y) | |
assert_almost_equal(numeric_integral, exact_integral) | |
# ignore the DeprecationWarning emitted by the even kwd | |
def test_simpson(self): | |
y = np.arange(17) | |
assert_equal(simpson(y), 128) | |
assert_equal(simpson(y, dx=0.5), 64) | |
assert_equal(simpson(y, x=np.linspace(0, 4, 17)), 32) | |
y = np.arange(4) | |
x = 2**y | |
assert_equal(simpson(y, x=x, even='avg'), 13.875) | |
assert_equal(simpson(y, x=x, even='first'), 13.75) | |
assert_equal(simpson(y, x=x, even='last'), 14) | |
# `even='simpson'` | |
# integral should be exactly 21 | |
x = np.linspace(1, 4, 4) | |
def f(x): | |
return x**2 | |
assert_allclose(simpson(f(x), x=x, even='simpson'), 21.0) | |
assert_allclose(simpson(f(x), x=x, even='avg'), 21 + 1/6) | |
# integral should be exactly 114 | |
x = np.linspace(1, 7, 4) | |
assert_allclose(simpson(f(x), dx=2.0, even='simpson'), 114) | |
assert_allclose(simpson(f(x), dx=2.0, even='avg'), 115 + 1/3) | |
# `even='simpson'`, test multi-axis behaviour | |
a = np.arange(16).reshape(4, 4) | |
x = np.arange(64.).reshape(4, 4, 4) | |
y = f(x) | |
for i in range(3): | |
r = simpson(y, x=x, even='simpson', axis=i) | |
it = np.nditer(a, flags=['multi_index']) | |
for _ in it: | |
idx = list(it.multi_index) | |
idx.insert(i, slice(None)) | |
integral = x[tuple(idx)][-1]**3 / 3 - x[tuple(idx)][0]**3 / 3 | |
assert_allclose(r[it.multi_index], integral) | |
# test when integration axis only has two points | |
x = np.arange(16).reshape(8, 2) | |
y = f(x) | |
for even in ['simpson', 'avg', 'first', 'last']: | |
r = simpson(y, x=x, even=even, axis=-1) | |
integral = 0.5 * (y[:, 1] + y[:, 0]) * (x[:, 1] - x[:, 0]) | |
assert_allclose(r, integral) | |
# odd points, test multi-axis behaviour | |
a = np.arange(25).reshape(5, 5) | |
x = np.arange(125).reshape(5, 5, 5) | |
y = f(x) | |
for i in range(3): | |
r = simpson(y, x=x, axis=i) | |
it = np.nditer(a, flags=['multi_index']) | |
for _ in it: | |
idx = list(it.multi_index) | |
idx.insert(i, slice(None)) | |
integral = x[tuple(idx)][-1]**3 / 3 - x[tuple(idx)][0]**3 / 3 | |
assert_allclose(r[it.multi_index], integral) | |
# Tests for checking base case | |
x = np.array([3]) | |
y = np.power(x, 2) | |
assert_allclose(simpson(y, x=x, axis=0), 0.0) | |
assert_allclose(simpson(y, x=x, axis=-1), 0.0) | |
x = np.array([3, 3, 3, 3]) | |
y = np.power(x, 2) | |
assert_allclose(simpson(y, x=x, axis=0), 0.0) | |
assert_allclose(simpson(y, x=x, axis=-1), 0.0) | |
x = np.array([[1, 2, 4, 8], [1, 2, 4, 8], [1, 2, 4, 8]]) | |
y = np.power(x, 2) | |
zero_axis = [0.0, 0.0, 0.0, 0.0] | |
default_axis = [170 + 1/3] * 3 # 8**3 / 3 - 1/3 | |
assert_allclose(simpson(y, x=x, axis=0), zero_axis) | |
# the following should be exact for even='simpson' | |
assert_allclose(simpson(y, x=x, axis=-1), default_axis) | |
x = np.array([[1, 2, 4, 8], [1, 2, 4, 8], [1, 8, 16, 32]]) | |
y = np.power(x, 2) | |
zero_axis = [0.0, 136.0, 1088.0, 8704.0] | |
default_axis = [170 + 1/3, 170 + 1/3, 32**3 / 3 - 1/3] | |
assert_allclose(simpson(y, x=x, axis=0), zero_axis) | |
assert_allclose(simpson(y, x=x, axis=-1), default_axis) | |
def test_simpson_deprecations(self): | |
x = np.linspace(0, 3, 4) | |
y = x**2 | |
with pytest.deprecated_call(match="The 'even' keyword is deprecated"): | |
simpson(y, x=x, even='first') | |
with pytest.deprecated_call(match="use keyword arguments"): | |
simpson(y, x) | |
def test_simpson_2d_integer_no_x(self, droplast): | |
# The inputs are 2d integer arrays. The results should be | |
# identical to the results when the inputs are floating point. | |
y = np.array([[2, 2, 4, 4, 8, 8, -4, 5], | |
[4, 4, 2, -4, 10, 22, -2, 10]]) | |
if droplast: | |
y = y[:, :-1] | |
result = simpson(y, axis=-1) | |
expected = simpson(np.array(y, dtype=np.float64), axis=-1) | |
assert_equal(result, expected) | |
def test_simps(self): | |
# Basic coverage test for the alias | |
y = np.arange(5) | |
x = 2**y | |
with pytest.deprecated_call(match="simpson"): | |
assert_allclose( | |
simpson(y, x=x, dx=0.5), | |
simps(y, x=x, dx=0.5) | |
) | |
def test_deprecate_integrator(func): | |
message = f"`scipy.integrate.{func.__name__}` is deprecated..." | |
with pytest.deprecated_call(match=message): | |
func(np.exp, 0, 1) | |
class TestCumulative_trapezoid: | |
def test_1d(self): | |
x = np.linspace(-2, 2, num=5) | |
y = x | |
y_int = cumulative_trapezoid(y, x, initial=0) | |
y_expected = [0., -1.5, -2., -1.5, 0.] | |
assert_allclose(y_int, y_expected) | |
y_int = cumulative_trapezoid(y, x, initial=None) | |
assert_allclose(y_int, y_expected[1:]) | |
def test_y_nd_x_nd(self): | |
x = np.arange(3 * 2 * 4).reshape(3, 2, 4) | |
y = x | |
y_int = cumulative_trapezoid(y, x, initial=0) | |
y_expected = np.array([[[0., 0.5, 2., 4.5], | |
[0., 4.5, 10., 16.5]], | |
[[0., 8.5, 18., 28.5], | |
[0., 12.5, 26., 40.5]], | |
[[0., 16.5, 34., 52.5], | |
[0., 20.5, 42., 64.5]]]) | |
assert_allclose(y_int, y_expected) | |
# Try with all axes | |
shapes = [(2, 2, 4), (3, 1, 4), (3, 2, 3)] | |
for axis, shape in zip([0, 1, 2], shapes): | |
y_int = cumulative_trapezoid(y, x, initial=0, axis=axis) | |
assert_equal(y_int.shape, (3, 2, 4)) | |
y_int = cumulative_trapezoid(y, x, initial=None, axis=axis) | |
assert_equal(y_int.shape, shape) | |
def test_y_nd_x_1d(self): | |
y = np.arange(3 * 2 * 4).reshape(3, 2, 4) | |
x = np.arange(4)**2 | |
# Try with all axes | |
ys_expected = ( | |
np.array([[[4., 5., 6., 7.], | |
[8., 9., 10., 11.]], | |
[[40., 44., 48., 52.], | |
[56., 60., 64., 68.]]]), | |
np.array([[[2., 3., 4., 5.]], | |
[[10., 11., 12., 13.]], | |
[[18., 19., 20., 21.]]]), | |
np.array([[[0.5, 5., 17.5], | |
[4.5, 21., 53.5]], | |
[[8.5, 37., 89.5], | |
[12.5, 53., 125.5]], | |
[[16.5, 69., 161.5], | |
[20.5, 85., 197.5]]])) | |
for axis, y_expected in zip([0, 1, 2], ys_expected): | |
y_int = cumulative_trapezoid(y, x=x[:y.shape[axis]], axis=axis, | |
initial=None) | |
assert_allclose(y_int, y_expected) | |
def test_x_none(self): | |
y = np.linspace(-2, 2, num=5) | |
y_int = cumulative_trapezoid(y) | |
y_expected = [-1.5, -2., -1.5, 0.] | |
assert_allclose(y_int, y_expected) | |
y_int = cumulative_trapezoid(y, initial=0) | |
y_expected = [0, -1.5, -2., -1.5, 0.] | |
assert_allclose(y_int, y_expected) | |
y_int = cumulative_trapezoid(y, dx=3) | |
y_expected = [-4.5, -6., -4.5, 0.] | |
assert_allclose(y_int, y_expected) | |
y_int = cumulative_trapezoid(y, dx=3, initial=0) | |
y_expected = [0, -4.5, -6., -4.5, 0.] | |
assert_allclose(y_int, y_expected) | |
def test_initial_warning(self, initial): | |
"""If initial is not None or 0, a ValueError is raised.""" | |
y = np.linspace(0, 10, num=10) | |
with pytest.deprecated_call(match="`initial`"): | |
res = cumulative_trapezoid(y, initial=initial) | |
assert_allclose(res, [initial, *np.cumsum(y[1:] + y[:-1])/2]) | |
def test_zero_len_y(self): | |
with pytest.raises(ValueError, match="At least one point is required"): | |
cumulative_trapezoid(y=[]) | |
def test_cumtrapz(self): | |
# Basic coverage test for the alias | |
x = np.arange(3 * 2 * 4).reshape(3, 2, 4) | |
y = x | |
with pytest.deprecated_call(match="cumulative_trapezoid"): | |
assert_allclose(cumulative_trapezoid(y, x, dx=0.5, axis=0, initial=0), | |
cumtrapz(y, x, dx=0.5, axis=0, initial=0), | |
rtol=1e-14) | |
class TestTrapezoid: | |
def test_simple(self): | |
x = np.arange(-10, 10, .1) | |
r = trapezoid(np.exp(-.5 * x ** 2) / np.sqrt(2 * np.pi), dx=0.1) | |
# check integral of normal equals 1 | |
assert_allclose(r, 1) | |
def test_ndim(self): | |
x = np.linspace(0, 1, 3) | |
y = np.linspace(0, 2, 8) | |
z = np.linspace(0, 3, 13) | |
wx = np.ones_like(x) * (x[1] - x[0]) | |
wx[0] /= 2 | |
wx[-1] /= 2 | |
wy = np.ones_like(y) * (y[1] - y[0]) | |
wy[0] /= 2 | |
wy[-1] /= 2 | |
wz = np.ones_like(z) * (z[1] - z[0]) | |
wz[0] /= 2 | |
wz[-1] /= 2 | |
q = x[:, None, None] + y[None,:, None] + z[None, None,:] | |
qx = (q * wx[:, None, None]).sum(axis=0) | |
qy = (q * wy[None, :, None]).sum(axis=1) | |
qz = (q * wz[None, None, :]).sum(axis=2) | |
# n-d `x` | |
r = trapezoid(q, x=x[:, None, None], axis=0) | |
assert_allclose(r, qx) | |
r = trapezoid(q, x=y[None,:, None], axis=1) | |
assert_allclose(r, qy) | |
r = trapezoid(q, x=z[None, None,:], axis=2) | |
assert_allclose(r, qz) | |
# 1-d `x` | |
r = trapezoid(q, x=x, axis=0) | |
assert_allclose(r, qx) | |
r = trapezoid(q, x=y, axis=1) | |
assert_allclose(r, qy) | |
r = trapezoid(q, x=z, axis=2) | |
assert_allclose(r, qz) | |
def test_masked(self): | |
# Testing that masked arrays behave as if the function is 0 where | |
# masked | |
x = np.arange(5) | |
y = x * x | |
mask = x == 2 | |
ym = np.ma.array(y, mask=mask) | |
r = 13.0 # sum(0.5 * (0 + 1) * 1.0 + 0.5 * (9 + 16)) | |
assert_allclose(trapezoid(ym, x), r) | |
xm = np.ma.array(x, mask=mask) | |
assert_allclose(trapezoid(ym, xm), r) | |
xm = np.ma.array(x, mask=mask) | |
assert_allclose(trapezoid(y, xm), r) | |
def test_trapz_alias(self): | |
# Basic coverage test for the alias | |
y = np.arange(4) | |
x = 2**y | |
with pytest.deprecated_call(match="trapezoid"): | |
assert_equal(trapezoid(y, x=x, dx=0.5, axis=0), | |
trapz(y, x=x, dx=0.5, axis=0)) | |
class TestQMCQuad: | |
def test_input_validation(self): | |
message = "`func` must be callable." | |
with pytest.raises(TypeError, match=message): | |
qmc_quad("a duck", [0, 0], [1, 1]) | |
message = "`func` must evaluate the integrand at points..." | |
with pytest.raises(ValueError, match=message): | |
qmc_quad(lambda: 1, [0, 0], [1, 1]) | |
def func(x): | |
assert x.ndim == 1 | |
return np.sum(x) | |
message = "Exception encountered when attempting vectorized call..." | |
with pytest.warns(UserWarning, match=message): | |
qmc_quad(func, [0, 0], [1, 1]) | |
message = "`n_points` must be an integer." | |
with pytest.raises(TypeError, match=message): | |
qmc_quad(lambda x: 1, [0, 0], [1, 1], n_points=1024.5) | |
message = "`n_estimates` must be an integer." | |
with pytest.raises(TypeError, match=message): | |
qmc_quad(lambda x: 1, [0, 0], [1, 1], n_estimates=8.5) | |
message = "`qrng` must be an instance of scipy.stats.qmc.QMCEngine." | |
with pytest.raises(TypeError, match=message): | |
qmc_quad(lambda x: 1, [0, 0], [1, 1], qrng="a duck") | |
message = "`qrng` must be initialized with dimensionality equal to " | |
with pytest.raises(ValueError, match=message): | |
qmc_quad(lambda x: 1, [0, 0], [1, 1], qrng=stats.qmc.Sobol(1)) | |
message = r"`log` must be boolean \(`True` or `False`\)." | |
with pytest.raises(TypeError, match=message): | |
qmc_quad(lambda x: 1, [0, 0], [1, 1], log=10) | |
def basic_test(self, n_points=2**8, n_estimates=8, signs=np.ones(2)): | |
ndim = 2 | |
mean = np.zeros(ndim) | |
cov = np.eye(ndim) | |
def func(x): | |
return stats.multivariate_normal.pdf(x.T, mean, cov) | |
rng = np.random.default_rng(2879434385674690281) | |
qrng = stats.qmc.Sobol(ndim, seed=rng) | |
a = np.zeros(ndim) | |
b = np.ones(ndim) * signs | |
res = qmc_quad(func, a, b, n_points=n_points, | |
n_estimates=n_estimates, qrng=qrng) | |
ref = stats.multivariate_normal.cdf(b, mean, cov, lower_limit=a) | |
atol = special.stdtrit(n_estimates-1, 0.995) * res.standard_error # 99% CI | |
assert_allclose(res.integral, ref, atol=atol) | |
assert np.prod(signs)*res.integral > 0 | |
rng = np.random.default_rng(2879434385674690281) | |
qrng = stats.qmc.Sobol(ndim, seed=rng) | |
logres = qmc_quad(lambda *args: np.log(func(*args)), a, b, | |
n_points=n_points, n_estimates=n_estimates, | |
log=True, qrng=qrng) | |
assert_allclose(np.exp(logres.integral), res.integral, rtol=1e-14) | |
assert np.imag(logres.integral) == (np.pi if np.prod(signs) < 0 else 0) | |
assert_allclose(np.exp(logres.standard_error), | |
res.standard_error, rtol=1e-14, atol=1e-16) | |
def test_basic(self, n_points, n_estimates): | |
self.basic_test(n_points, n_estimates) | |
def test_sign(self, signs): | |
self.basic_test(signs=signs) | |
def test_zero(self, log): | |
message = "A lower limit was equal to an upper limit, so" | |
with pytest.warns(UserWarning, match=message): | |
res = qmc_quad(lambda x: 1, [0, 0], [0, 1], log=log) | |
assert res.integral == (-np.inf if log else 0) | |
assert res.standard_error == 0 | |
def test_flexible_input(self): | |
# check that qrng is not required | |
# also checks that for 1d problems, a and b can be scalars | |
def func(x): | |
return stats.norm.pdf(x, scale=2) | |
res = qmc_quad(func, 0, 1) | |
ref = stats.norm.cdf(1, scale=2) - stats.norm.cdf(0, scale=2) | |
assert_allclose(res.integral, ref, 1e-2) | |
def cumulative_simpson_nd_reference(y, *, x=None, dx=None, initial=None, axis=-1): | |
# Use cumulative_trapezoid if length of y < 3 | |
if y.shape[axis] < 3: | |
if initial is None: | |
return cumulative_trapezoid(y, x=x, dx=dx, axis=axis, initial=None) | |
else: | |
return initial + cumulative_trapezoid(y, x=x, dx=dx, axis=axis, initial=0) | |
# Ensure that working axis is last axis | |
y = np.moveaxis(y, axis, -1) | |
x = np.moveaxis(x, axis, -1) if np.ndim(x) > 1 else x | |
dx = np.moveaxis(dx, axis, -1) if np.ndim(dx) > 1 else dx | |
initial = np.moveaxis(initial, axis, -1) if np.ndim(initial) > 1 else initial | |
# If `x` is not present, create it from `dx` | |
n = y.shape[-1] | |
x = dx * np.arange(n) if dx is not None else x | |
# Similarly, if `initial` is not present, set it to 0 | |
initial_was_none = initial is None | |
initial = 0 if initial_was_none else initial | |
# `np.apply_along_axis` accepts only one array, so concatenate arguments | |
x = np.broadcast_to(x, y.shape) | |
initial = np.broadcast_to(initial, y.shape[:-1] + (1,)) | |
z = np.concatenate((y, x, initial), axis=-1) | |
# Use `np.apply_along_axis` to compute result | |
def f(z): | |
return cumulative_simpson(z[:n], x=z[n:2*n], initial=z[2*n:]) | |
res = np.apply_along_axis(f, -1, z) | |
# Remove `initial` and undo axis move as needed | |
res = res[..., 1:] if initial_was_none else res | |
res = np.moveaxis(res, -1, axis) | |
return res | |
class TestCumulativeSimpson: | |
x0 = np.arange(4) | |
y0 = x0**2 | |
def test_1d(self, use_dx, use_initial): | |
# Test for exact agreement with polynomial of highest | |
# possible order (3 if `dx` is constant, 2 otherwise). | |
rng = np.random.default_rng(82456839535679456794) | |
n = 10 | |
# Generate random polynomials and ground truth | |
# integral of appropriate order | |
order = 3 if use_dx else 2 | |
dx = rng.random() | |
x = (np.sort(rng.random(n)) if order == 2 | |
else np.arange(n)*dx + rng.random()) | |
i = np.arange(order + 1)[:, np.newaxis] | |
c = rng.random(order + 1)[:, np.newaxis] | |
y = np.sum(c*x**i, axis=0) | |
Y = np.sum(c*x**(i + 1)/(i + 1), axis=0) | |
ref = Y if use_initial else (Y-Y[0])[1:] | |
# Integrate with `cumulative_simpson` | |
initial = Y[0] if use_initial else None | |
kwarg = {'dx': dx} if use_dx else {'x': x} | |
res = cumulative_simpson(y, **kwarg, initial=initial) | |
# Compare result against reference | |
if not use_dx: | |
assert_allclose(res, ref, rtol=2e-15) | |
else: | |
i0 = 0 if use_initial else 1 | |
# all terms are "close" | |
assert_allclose(res, ref, rtol=0.0025) | |
# only even-interval terms are "exact" | |
assert_allclose(res[i0::2], ref[i0::2], rtol=2e-15) | |
def test_nd(self, axis, x_ndim, x_len, i_ndim, dx): | |
# Test behavior of `cumulative_simpson` with N-D `y` | |
rng = np.random.default_rng(82456839535679456794) | |
# determine shapes | |
shape = [5, 6, x_len] | |
shape[axis], shape[-1] = shape[-1], shape[axis] | |
shape_len_1 = shape.copy() | |
shape_len_1[axis] = 1 | |
i_shape = shape_len_1 if i_ndim == 3 else () | |
# initialize arguments | |
y = rng.random(size=shape) | |
x, dx = None, None | |
if dx: | |
dx = rng.random(size=shape_len_1) if x_ndim > 1 else rng.random() | |
else: | |
x = (np.sort(rng.random(size=shape), axis=axis) if x_ndim > 1 | |
else np.sort(rng.random(size=shape[axis]))) | |
initial = None if i_ndim is None else rng.random(size=i_shape) | |
# compare results | |
res = cumulative_simpson(y, x=x, dx=dx, initial=initial, axis=axis) | |
ref = cumulative_simpson_nd_reference(y, x=x, dx=dx, initial=initial, axis=axis) | |
np.testing.assert_allclose(res, ref, rtol=1e-15) | |
def test_simpson_exceptions(self, message, kwarg_update): | |
kwargs0 = dict(y=self.y0, x=self.x0, dx=None, initial=None, axis=-1) | |
with pytest.raises(ValueError, match=message): | |
cumulative_simpson(**dict(kwargs0, **kwarg_update)) | |
def test_special_cases(self): | |
# Test special cases not checked elsewhere | |
rng = np.random.default_rng(82456839535679456794) | |
y = rng.random(size=10) | |
res = cumulative_simpson(y, dx=0) | |
assert_equal(res, 0) | |
# Should add tests of: | |
# - all elements of `x` identical | |
# These should work as they do for `simpson` | |
def _get_theoretical_diff_between_simps_and_cum_simps(self, y, x): | |
"""`cumulative_simpson` and `simpson` can be tested against other to verify | |
they give consistent results. `simpson` will iteratively be called with | |
successively higher upper limits of integration. This function calculates | |
the theoretical correction required to `simpson` at even intervals to match | |
with `cumulative_simpson`. | |
""" | |
d = np.diff(x, axis=-1) | |
sub_integrals_h1 = _cumulative_simpson_unequal_intervals(y, d) | |
sub_integrals_h2 = _cumulative_simpson_unequal_intervals( | |
y[..., ::-1], d[..., ::-1] | |
)[..., ::-1] | |
# Concatenate to build difference array | |
zeros_shape = (*y.shape[:-1], 1) | |
theoretical_difference = np.concatenate( | |
[ | |
np.zeros(zeros_shape), | |
(sub_integrals_h1[..., 1:] - sub_integrals_h2[..., :-1]), | |
np.zeros(zeros_shape), | |
], | |
axis=-1, | |
) | |
# Differences only expected at even intervals. Odd intervals will | |
# match exactly so there is no correction | |
theoretical_difference[..., 1::2] = 0.0 | |
# Note: the first interval will not match from this correction as | |
# `simpson` uses the trapezoidal rule | |
return theoretical_difference | |
def test_cumulative_simpson_against_simpson_with_default_dx( | |
self, y | |
): | |
"""Theoretically, the output of `cumulative_simpson` will be identical | |
to `simpson` at all even indices and in the last index. The first index | |
will not match as `simpson` uses the trapezoidal rule when there are only two | |
data points. Odd indices after the first index are shown to match with | |
a mathematically-derived correction.""" | |
def simpson_reference(y): | |
return np.stack( | |
[simpson(y[..., :i], dx=1.0) for i in range(2, y.shape[-1]+1)], axis=-1, | |
) | |
res = cumulative_simpson(y, dx=1.0) | |
ref = simpson_reference(y) | |
theoretical_difference = self._get_theoretical_diff_between_simps_and_cum_simps( | |
y, x=np.arange(y.shape[-1]) | |
) | |
np.testing.assert_allclose( | |
res[..., 1:], ref[..., 1:] + theoretical_difference[..., 1:] | |
) | |
def test_cumulative_simpson_against_simpson( | |
self, y | |
): | |
"""Theoretically, the output of `cumulative_simpson` will be identical | |
to `simpson` at all even indices and in the last index. The first index | |
will not match as `simpson` uses the trapezoidal rule when there are only two | |
data points. Odd indices after the first index are shown to match with | |
a mathematically-derived correction.""" | |
interval = 10/(y.shape[-1] - 1) | |
x = np.linspace(0, 10, num=y.shape[-1]) | |
x[1:] = x[1:] + 0.2*interval*np.random.uniform(-1, 1, len(x) - 1) | |
def simpson_reference(y, x): | |
return np.stack( | |
[simpson(y[..., :i], x=x[..., :i]) for i in range(2, y.shape[-1]+1)], | |
axis=-1, | |
) | |
res = cumulative_simpson(y, x=x) | |
ref = simpson_reference(y, x) | |
theoretical_difference = self._get_theoretical_diff_between_simps_and_cum_simps( | |
y, x | |
) | |
np.testing.assert_allclose( | |
res[..., 1:], ref[..., 1:] + theoretical_difference[..., 1:] | |
) | |