peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/integrate
/tests
/test_tanhsinh.py
# mypy: disable-error-code="attr-defined" | |
import pytest | |
import numpy as np | |
from numpy.testing import assert_allclose, assert_equal | |
import scipy._lib._elementwise_iterative_method as eim | |
from scipy import special, stats | |
from scipy.integrate import quad_vec | |
from scipy.integrate._tanhsinh import _tanhsinh, _pair_cache, _nsum | |
from scipy.stats._discrete_distns import _gen_harmonic_gt1 | |
class TestTanhSinh: | |
# Test problems from [1] Section 6 | |
def f1(self, t): | |
return t * np.log(1 + t) | |
f1.ref = 0.25 | |
f1.b = 1 | |
def f2(self, t): | |
return t ** 2 * np.arctan(t) | |
f2.ref = (np.pi - 2 + 2 * np.log(2)) / 12 | |
f2.b = 1 | |
def f3(self, t): | |
return np.exp(t) * np.cos(t) | |
f3.ref = (np.exp(np.pi / 2) - 1) / 2 | |
f3.b = np.pi / 2 | |
def f4(self, t): | |
a = np.sqrt(2 + t ** 2) | |
return np.arctan(a) / ((1 + t ** 2) * a) | |
f4.ref = 5 * np.pi ** 2 / 96 | |
f4.b = 1 | |
def f5(self, t): | |
return np.sqrt(t) * np.log(t) | |
f5.ref = -4 / 9 | |
f5.b = 1 | |
def f6(self, t): | |
return np.sqrt(1 - t ** 2) | |
f6.ref = np.pi / 4 | |
f6.b = 1 | |
def f7(self, t): | |
return np.sqrt(t) / np.sqrt(1 - t ** 2) | |
f7.ref = 2 * np.sqrt(np.pi) * special.gamma(3 / 4) / special.gamma(1 / 4) | |
f7.b = 1 | |
def f8(self, t): | |
return np.log(t) ** 2 | |
f8.ref = 2 | |
f8.b = 1 | |
def f9(self, t): | |
return np.log(np.cos(t)) | |
f9.ref = -np.pi * np.log(2) / 2 | |
f9.b = np.pi / 2 | |
def f10(self, t): | |
return np.sqrt(np.tan(t)) | |
f10.ref = np.pi * np.sqrt(2) / 2 | |
f10.b = np.pi / 2 | |
def f11(self, t): | |
return 1 / (1 + t ** 2) | |
f11.ref = np.pi / 2 | |
f11.b = np.inf | |
def f12(self, t): | |
return np.exp(-t) / np.sqrt(t) | |
f12.ref = np.sqrt(np.pi) | |
f12.b = np.inf | |
def f13(self, t): | |
return np.exp(-t ** 2 / 2) | |
f13.ref = np.sqrt(np.pi / 2) | |
f13.b = np.inf | |
def f14(self, t): | |
return np.exp(-t) * np.cos(t) | |
f14.ref = 0.5 | |
f14.b = np.inf | |
def f15(self, t): | |
return np.sin(t) / t | |
f15.ref = np.pi / 2 | |
f15.b = np.inf | |
def error(self, res, ref, log=False): | |
err = abs(res - ref) | |
if not log: | |
return err | |
with np.errstate(divide='ignore'): | |
return np.log10(err) | |
def test_input_validation(self): | |
f = self.f1 | |
message = '`f` must be callable.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(42, 0, f.b) | |
message = '...must be True or False.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, log=2) | |
message = '...must be real numbers.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 1+1j, f.b) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, atol='ekki') | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, rtol=pytest) | |
message = '...must be non-negative and finite.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, rtol=-1) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, atol=np.inf) | |
message = '...may not be positive infinity.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, rtol=np.inf, log=True) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, atol=np.inf, log=True) | |
message = '...must be integers.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, maxlevel=object()) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, maxfun=1+1j) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, minlevel="migratory coconut") | |
message = '...must be non-negative.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, maxlevel=-1) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, maxfun=-1) | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, minlevel=-1) | |
message = '...must be True or False.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, preserve_shape=2) | |
message = '...must be callable.' | |
with pytest.raises(ValueError, match=message): | |
_tanhsinh(f, 0, f.b, callback='elderberry') | |
def test_integral_transforms(self, limits, ref): | |
# Check that the integral transforms are behaving for both normal and | |
# log integration | |
dist = stats.norm() | |
res = _tanhsinh(dist.pdf, *limits) | |
assert_allclose(res.integral, ref) | |
logres = _tanhsinh(dist.logpdf, *limits, log=True) | |
assert_allclose(np.exp(logres.integral), ref) | |
# Transformation should not make the result complex unnecessarily | |
assert (np.issubdtype(logres.integral.dtype, np.floating) if ref > 0 | |
else np.issubdtype(logres.integral.dtype, np.complexfloating)) | |
assert_allclose(np.exp(logres.error), res.error, atol=1e-16) | |
# 15 skipped intentionally; it's very difficult numerically | |
def test_basic(self, f_number): | |
f = getattr(self, f"f{f_number}") | |
rtol = 2e-8 | |
res = _tanhsinh(f, 0, f.b, rtol=rtol) | |
assert_allclose(res.integral, f.ref, rtol=rtol) | |
if f_number not in {14}: # mildly underestimates error here | |
true_error = abs(self.error(res.integral, f.ref)/res.integral) | |
assert true_error < res.error | |
if f_number in {7, 10, 12}: # succeeds, but doesn't know it | |
return | |
assert res.success | |
assert res.status == 0 | |
def test_accuracy(self, ref, case): | |
distname, params = case | |
if distname in {'dgamma', 'dweibull', 'laplace', 'kstwo'}: | |
# should split up interval at first-derivative discontinuity | |
pytest.skip('tanh-sinh is not great for non-smooth integrands') | |
dist = getattr(stats, distname)(*params) | |
x = dist.interval(ref) | |
res = _tanhsinh(dist.pdf, *x) | |
assert_allclose(res.integral, ref) | |
def test_vectorization(self, shape): | |
# Test for correct functionality, output shapes, and dtypes for various | |
# input shapes. | |
rng = np.random.default_rng(82456839535679456794) | |
a = rng.random(shape) | |
b = rng.random(shape) | |
p = rng.random(shape) | |
n = np.prod(shape) | |
def f(x, p): | |
f.ncall += 1 | |
f.feval += 1 if (x.size == n or x.ndim <=1) else x.shape[-1] | |
return x**p | |
f.ncall = 0 | |
f.feval = 0 | |
def _tanhsinh_single(a, b, p): | |
return _tanhsinh(lambda x: x**p, a, b) | |
res = _tanhsinh(f, a, b, args=(p,)) | |
refs = _tanhsinh_single(a, b, p).ravel() | |
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel'] | |
for attr in attrs: | |
ref_attr = [getattr(ref, attr) for ref in refs] | |
res_attr = getattr(res, attr) | |
assert_allclose(res_attr.ravel(), ref_attr, rtol=1e-15) | |
assert_equal(res_attr.shape, shape) | |
assert np.issubdtype(res.success.dtype, np.bool_) | |
assert np.issubdtype(res.status.dtype, np.integer) | |
assert np.issubdtype(res.nfev.dtype, np.integer) | |
assert np.issubdtype(res.maxlevel.dtype, np.integer) | |
assert_equal(np.max(res.nfev), f.feval) | |
# maxlevel = 2 -> 3 function calls (2 initialization, 1 work) | |
assert np.max(res.maxlevel) >= 2 | |
assert_equal(np.max(res.maxlevel), f.ncall) | |
def test_flags(self): | |
# Test cases that should produce different status flags; show that all | |
# can be produced simultaneously. | |
def f(xs, js): | |
f.nit += 1 | |
funcs = [lambda x: np.exp(-x**2), # converges | |
lambda x: np.exp(x), # reaches maxiter due to order=2 | |
lambda x: np.full_like(x, np.nan)[()]] # stops due to NaN | |
res = [funcs[j](x) for x, j in zip(xs, js.ravel())] | |
return res | |
f.nit = 0 | |
args = (np.arange(3, dtype=np.int64),) | |
res = _tanhsinh(f, [np.inf]*3, [-np.inf]*3, maxlevel=5, args=args) | |
ref_flags = np.array([0, -2, -3]) | |
assert_equal(res.status, ref_flags) | |
def test_flags_preserve_shape(self): | |
# Same test as above but using `preserve_shape` option to simplify. | |
def f(x): | |
return [np.exp(-x[0]**2), # converges | |
np.exp(x[1]), # reaches maxiter due to order=2 | |
np.full_like(x[2], np.nan)[()]] # stops due to NaN | |
res = _tanhsinh(f, [np.inf]*3, [-np.inf]*3, maxlevel=5, preserve_shape=True) | |
ref_flags = np.array([0, -2, -3]) | |
assert_equal(res.status, ref_flags) | |
def test_preserve_shape(self): | |
# Test `preserve_shape` option | |
def f(x): | |
return np.asarray([[x, np.sin(10 * x)], | |
[np.cos(30 * x), x * np.sin(100 * x)]]) | |
ref = quad_vec(f, 0, 1) | |
res = _tanhsinh(f, 0, 1, preserve_shape=True) | |
assert_allclose(res.integral, ref[0]) | |
def test_convergence(self): | |
# demonstrate that number of accurate digits doubles each iteration | |
f = self.f1 | |
last_logerr = 0 | |
for i in range(4): | |
res = _tanhsinh(f, 0, f.b, minlevel=0, maxlevel=i) | |
logerr = self.error(res.integral, f.ref, log=True) | |
assert (logerr < last_logerr * 2 or logerr < -15.5) | |
last_logerr = logerr | |
def test_options_and_result_attributes(self): | |
# demonstrate that options are behaving as advertised and status | |
# messages are as intended | |
def f(x): | |
f.calls += 1 | |
f.feval += np.size(x) | |
return self.f2(x) | |
f.ref = self.f2.ref | |
f.b = self.f2.b | |
default_rtol = 1e-12 | |
default_atol = f.ref * default_rtol # effective default absolute tol | |
# Test default options | |
f.feval, f.calls = 0, 0 | |
ref = _tanhsinh(f, 0, f.b) | |
assert self.error(ref.integral, f.ref) < ref.error < default_atol | |
assert ref.nfev == f.feval | |
ref.calls = f.calls # reference number of function calls | |
assert ref.success | |
assert ref.status == 0 | |
# Test `maxlevel` equal to required max level | |
# We should get all the same results | |
f.feval, f.calls = 0, 0 | |
maxlevel = ref.maxlevel | |
res = _tanhsinh(f, 0, f.b, maxlevel=maxlevel) | |
res.calls = f.calls | |
assert res == ref | |
# Now reduce the maximum level. We won't meet tolerances. | |
f.feval, f.calls = 0, 0 | |
maxlevel -= 1 | |
assert maxlevel >= 2 # can't compare errors otherwise | |
res = _tanhsinh(f, 0, f.b, maxlevel=maxlevel) | |
assert self.error(res.integral, f.ref) < res.error > default_atol | |
assert res.nfev == f.feval < ref.nfev | |
assert f.calls == ref.calls - 1 | |
assert not res.success | |
assert res.status == eim._ECONVERR | |
# `maxfun` is currently not enforced | |
# # Test `maxfun` equal to required number of function evaluations | |
# # We should get all the same results | |
# f.feval, f.calls = 0, 0 | |
# maxfun = ref.nfev | |
# res = _tanhsinh(f, 0, f.b, maxfun = maxfun) | |
# assert res == ref | |
# | |
# # Now reduce `maxfun`. We won't meet tolerances. | |
# f.feval, f.calls = 0, 0 | |
# maxfun -= 1 | |
# res = _tanhsinh(f, 0, f.b, maxfun=maxfun) | |
# assert self.error(res.integral, f.ref) < res.error > default_atol | |
# assert res.nfev == f.feval < ref.nfev | |
# assert f.calls == ref.calls - 1 | |
# assert not res.success | |
# assert res.status == 2 | |
# Take this result to be the new reference | |
ref = res | |
ref.calls = f.calls | |
# Test `atol` | |
f.feval, f.calls = 0, 0 | |
# With this tolerance, we should get the exact same result as ref | |
atol = np.nextafter(ref.error, np.inf) | |
res = _tanhsinh(f, 0, f.b, rtol=0, atol=atol) | |
assert res.integral == ref.integral | |
assert res.error == ref.error | |
assert res.nfev == f.feval == ref.nfev | |
assert f.calls == ref.calls | |
# Except the result is considered to be successful | |
assert res.success | |
assert res.status == 0 | |
f.feval, f.calls = 0, 0 | |
# With a tighter tolerance, we should get a more accurate result | |
atol = np.nextafter(ref.error, -np.inf) | |
res = _tanhsinh(f, 0, f.b, rtol=0, atol=atol) | |
assert self.error(res.integral, f.ref) < res.error < atol | |
assert res.nfev == f.feval > ref.nfev | |
assert f.calls > ref.calls | |
assert res.success | |
assert res.status == 0 | |
# Test `rtol` | |
f.feval, f.calls = 0, 0 | |
# With this tolerance, we should get the exact same result as ref | |
rtol = np.nextafter(ref.error/ref.integral, np.inf) | |
res = _tanhsinh(f, 0, f.b, rtol=rtol) | |
assert res.integral == ref.integral | |
assert res.error == ref.error | |
assert res.nfev == f.feval == ref.nfev | |
assert f.calls == ref.calls | |
# Except the result is considered to be successful | |
assert res.success | |
assert res.status == 0 | |
f.feval, f.calls = 0, 0 | |
# With a tighter tolerance, we should get a more accurate result | |
rtol = np.nextafter(ref.error/ref.integral, -np.inf) | |
res = _tanhsinh(f, 0, f.b, rtol=rtol) | |
assert self.error(res.integral, f.ref)/f.ref < res.error/res.integral < rtol | |
assert res.nfev == f.feval > ref.nfev | |
assert f.calls > ref.calls | |
assert res.success | |
assert res.status == 0 | |
def test_log(self, rtol): | |
# Test equivalence of log-integration and regular integration | |
dist = stats.norm() | |
test_tols = dict(atol=1e-18, rtol=1e-15) | |
# Positive integrand (real log-integrand) | |
res = _tanhsinh(dist.logpdf, -1, 2, log=True, rtol=np.log(rtol)) | |
ref = _tanhsinh(dist.pdf, -1, 2, rtol=rtol) | |
assert_allclose(np.exp(res.integral), ref.integral, **test_tols) | |
assert_allclose(np.exp(res.error), ref.error, **test_tols) | |
assert res.nfev == ref.nfev | |
# Real integrand (complex log-integrand) | |
def f(x): | |
return -dist.logpdf(x)*dist.pdf(x) | |
def logf(x): | |
return np.log(dist.logpdf(x) + 0j) + dist.logpdf(x) + np.pi * 1j | |
res = _tanhsinh(logf, -np.inf, np.inf, log=True) | |
ref = _tanhsinh(f, -np.inf, np.inf) | |
# In gh-19173, we saw `invalid` warnings on one CI platform. | |
# Silencing `all` because I can't reproduce locally and don't want | |
# to risk the need to run CI again. | |
with np.errstate(all='ignore'): | |
assert_allclose(np.exp(res.integral), ref.integral, **test_tols) | |
assert_allclose(np.exp(res.error), ref.error, **test_tols) | |
assert res.nfev == ref.nfev | |
def test_complex(self): | |
# Test integration of complex integrand | |
# Finite limits | |
def f(x): | |
return np.exp(1j * x) | |
res = _tanhsinh(f, 0, np.pi/4) | |
ref = np.sqrt(2)/2 + (1-np.sqrt(2)/2)*1j | |
assert_allclose(res.integral, ref) | |
# Infinite limits | |
dist1 = stats.norm(scale=1) | |
dist2 = stats.norm(scale=2) | |
def f(x): | |
return dist1.pdf(x) + 1j*dist2.pdf(x) | |
res = _tanhsinh(f, np.inf, -np.inf) | |
assert_allclose(res.integral, -(1+1j)) | |
def test_minlevel(self, maxlevel): | |
# Verify that minlevel does not change the values at which the | |
# integrand is evaluated or the integral/error estimates, only the | |
# number of function calls | |
def f(x): | |
f.calls += 1 | |
f.feval += np.size(x) | |
f.x = np.concatenate((f.x, x.ravel())) | |
return self.f2(x) | |
f.feval, f.calls, f.x = 0, 0, np.array([]) | |
ref = _tanhsinh(f, 0, self.f2.b, minlevel=0, maxlevel=maxlevel) | |
ref_x = np.sort(f.x) | |
for minlevel in range(0, maxlevel + 1): | |
f.feval, f.calls, f.x = 0, 0, np.array([]) | |
options = dict(minlevel=minlevel, maxlevel=maxlevel) | |
res = _tanhsinh(f, 0, self.f2.b, **options) | |
# Should be very close; all that has changed is the order of values | |
assert_allclose(res.integral, ref.integral, rtol=4e-16) | |
# Difference in absolute errors << magnitude of integral | |
assert_allclose(res.error, ref.error, atol=4e-16 * ref.integral) | |
assert res.nfev == f.feval == len(f.x) | |
assert f.calls == maxlevel - minlevel + 1 + 1 # 1 validation call | |
assert res.status == ref.status | |
assert_equal(ref_x, np.sort(f.x)) | |
def test_improper_integrals(self): | |
# Test handling of infinite limits of integration (mixed with finite limits) | |
def f(x): | |
x[np.isinf(x)] = np.nan | |
return np.exp(-x**2) | |
a = [-np.inf, 0, -np.inf, np.inf, -20, -np.inf, -20] | |
b = [np.inf, np.inf, 0, -np.inf, 20, 20, np.inf] | |
ref = np.sqrt(np.pi) | |
res = _tanhsinh(f, a, b) | |
assert_allclose(res.integral, [ref, ref/2, ref/2, -ref, ref, ref, ref]) | |
def test_dtype(self, limits, dtype): | |
# Test that dtypes are preserved | |
a, b = np.asarray(limits, dtype=dtype)[()] | |
def f(x): | |
assert x.dtype == dtype | |
return np.exp(x) | |
rtol = 1e-12 if dtype == np.float64 else 1e-5 | |
res = _tanhsinh(f, a, b, rtol=rtol) | |
assert res.integral.dtype == dtype | |
assert res.error.dtype == dtype | |
assert np.all(res.success) | |
assert_allclose(res.integral, np.exp(b)-np.exp(a), rtol=rtol) | |
def test_maxiter_callback(self): | |
# Test behavior of `maxiter` parameter and `callback` interface | |
a, b = -np.inf, np.inf | |
def f(x): | |
return np.exp(-x*x) | |
minlevel, maxlevel = 0, 2 | |
maxiter = maxlevel - minlevel + 1 | |
kwargs = dict(minlevel=minlevel, maxlevel=maxlevel, rtol=1e-15) | |
res = _tanhsinh(f, a, b, **kwargs) | |
assert not res.success | |
assert res.maxlevel == maxlevel | |
def callback(res): | |
callback.iter += 1 | |
callback.res = res | |
assert hasattr(res, 'integral') | |
assert res.status == 1 | |
if callback.iter == maxiter: | |
raise StopIteration | |
callback.iter = -1 # callback called once before first iteration | |
callback.res = None | |
del kwargs['maxlevel'] | |
res2 = _tanhsinh(f, a, b, **kwargs, callback=callback) | |
# terminating with callback is identical to terminating due to maxiter | |
# (except for `status`) | |
for key in res.keys(): | |
if key == 'status': | |
assert callback.res[key] == 1 | |
assert res[key] == -2 | |
assert res2[key] == -4 | |
else: | |
assert res2[key] == callback.res[key] == res[key] | |
def test_jumpstart(self): | |
# The intermediate results at each level i should be the same as the | |
# final results when jumpstarting at level i; i.e. minlevel=maxlevel=i | |
a, b = -np.inf, np.inf | |
def f(x): | |
return np.exp(-x*x) | |
def callback(res): | |
callback.integrals.append(res.integral) | |
callback.errors.append(res.error) | |
callback.integrals = [] | |
callback.errors = [] | |
maxlevel = 4 | |
_tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel, callback=callback) | |
integrals = [] | |
errors = [] | |
for i in range(maxlevel + 1): | |
res = _tanhsinh(f, a, b, minlevel=i, maxlevel=i) | |
integrals.append(res.integral) | |
errors.append(res.error) | |
assert_allclose(callback.integrals[1:], integrals, rtol=1e-15) | |
assert_allclose(callback.errors[1:], errors, rtol=1e-15, atol=1e-16) | |
def test_special_cases(self): | |
# Test edge cases and other special cases | |
# Test that integers are not passed to `f` | |
# (otherwise this would overflow) | |
def f(x): | |
assert np.issubdtype(x.dtype, np.floating) | |
return x ** 99 | |
res = _tanhsinh(f, 0, 1) | |
assert res.success | |
assert_allclose(res.integral, 1/100) | |
# Test levels 0 and 1; error is NaN | |
res = _tanhsinh(f, 0, 1, maxlevel=0) | |
assert res.integral > 0 | |
assert_equal(res.error, np.nan) | |
res = _tanhsinh(f, 0, 1, maxlevel=1) | |
assert res.integral > 0 | |
assert_equal(res.error, np.nan) | |
# Tes equal left and right integration limits | |
res = _tanhsinh(f, 1, 1) | |
assert res.success | |
assert res.maxlevel == -1 | |
assert_allclose(res.integral, 0) | |
# Test scalar `args` (not in tuple) | |
def f(x, c): | |
return x**c | |
res = _tanhsinh(f, 0, 1, args=99) | |
assert_allclose(res.integral, 1/100) | |
# Test NaNs | |
a = [np.nan, 0, 0, 0] | |
b = [1, np.nan, 1, 1] | |
c = [1, 1, np.nan, 1] | |
res = _tanhsinh(f, a, b, args=(c,)) | |
assert_allclose(res.integral, [np.nan, np.nan, np.nan, 0.5]) | |
assert_allclose(res.error[:3], np.nan) | |
assert_equal(res.status, [-3, -3, -3, 0]) | |
assert_equal(res.success, [False, False, False, True]) | |
assert_equal(res.nfev[:3], 1) | |
# Test complex integral followed by real integral | |
# Previously, h0 was of the result dtype. If the `dtype` were complex, | |
# this could lead to complex cached abscissae/weights. If these get | |
# cast to real dtype for a subsequent real integral, we would get a | |
# ComplexWarning. Check that this is avoided. | |
_pair_cache.xjc = np.empty(0) | |
_pair_cache.wj = np.empty(0) | |
_pair_cache.indices = [0] | |
_pair_cache.h0 = None | |
res = _tanhsinh(lambda x: x*1j, 0, 1) | |
assert_allclose(res.integral, 0.5*1j) | |
res = _tanhsinh(lambda x: x, 0, 1) | |
assert_allclose(res.integral, 0.5) | |
# Test zero-size | |
shape = (0, 3) | |
res = _tanhsinh(lambda x: x, 0, np.zeros(shape)) | |
attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel'] | |
for attr in attrs: | |
assert_equal(res[attr].shape, shape) | |
class TestNSum: | |
rng = np.random.default_rng(5895448232066142650) | |
p = rng.uniform(1, 10, size=10) | |
def f1(self, k): | |
# Integers are never passed to `f1`; if they were, we'd get | |
# integer to negative integer power error | |
return k**(-2) | |
f1.ref = np.pi**2/6 | |
f1.a = 1 | |
f1.b = np.inf | |
f1.args = tuple() | |
def f2(self, k, p): | |
return 1 / k**p | |
f2.ref = special.zeta(p, 1) | |
f2.a = 1 | |
f2.b = np.inf | |
f2.args = (p,) | |
def f3(self, k, p): | |
return 1 / k**p | |
f3.a = 1 | |
f3.b = rng.integers(5, 15, size=(3, 1)) | |
f3.ref = _gen_harmonic_gt1(f3.b, p) | |
f3.args = (p,) | |
def test_input_validation(self): | |
f = self.f1 | |
message = '`f` must be callable.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(42, f.a, f.b) | |
message = '...must be True or False.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, log=2) | |
message = '...must be real numbers.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, 1+1j, f.b) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, None) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, step=object()) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, atol='ekki') | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, rtol=pytest) | |
with np.errstate(all='ignore'): | |
res = _nsum(f, [np.nan, -np.inf, np.inf], 1) | |
assert np.all((res.status == -1) & np.isnan(res.sum) | |
& np.isnan(res.error) & ~res.success & res.nfev == 1) | |
res = _nsum(f, 10, [np.nan, 1]) | |
assert np.all((res.status == -1) & np.isnan(res.sum) | |
& np.isnan(res.error) & ~res.success & res.nfev == 1) | |
res = _nsum(f, 1, 10, step=[np.nan, -np.inf, np.inf, -1, 0]) | |
assert np.all((res.status == -1) & np.isnan(res.sum) | |
& np.isnan(res.error) & ~res.success & res.nfev == 1) | |
message = '...must be non-negative and finite.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, rtol=-1) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, atol=np.inf) | |
message = '...may not be positive infinity.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, rtol=np.inf, log=True) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, atol=np.inf, log=True) | |
message = '...must be a non-negative integer.' | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, maxterms=3.5) | |
with pytest.raises(ValueError, match=message): | |
_nsum(f, f.a, f.b, maxterms=-2) | |
def test_basic(self, f_number): | |
f = getattr(self, f"f{f_number}") | |
res = _nsum(f, f.a, f.b, args=f.args) | |
assert_allclose(res.sum, f.ref) | |
assert_equal(res.status, 0) | |
assert_equal(res.success, True) | |
with np.errstate(divide='ignore'): | |
logres = _nsum(lambda *args: np.log(f(*args)), | |
f.a, f.b, log=True, args=f.args) | |
assert_allclose(np.exp(logres.sum), res.sum) | |
assert_allclose(np.exp(logres.error), res.error) | |
assert_equal(logres.status, 0) | |
assert_equal(logres.success, True) | |
def test_integral(self, maxterms): | |
# test precise behavior of integral approximation | |
f = self.f1 | |
def logf(x): | |
return -2*np.log(x) | |
def F(x): | |
return -1 / x | |
a = np.asarray([1, 5])[:, np.newaxis] | |
b = np.asarray([20, 100, np.inf])[:, np.newaxis, np.newaxis] | |
step = np.asarray([0.5, 1, 2]).reshape((-1, 1, 1, 1)) | |
nsteps = np.floor((b - a)/step) | |
b_original = b | |
b = a + nsteps*step | |
k = a + maxterms*step | |
# partial sum | |
direct = f(a + np.arange(maxterms)*step).sum(axis=-1, keepdims=True) | |
integral = (F(b) - F(k))/step # integral approximation of remainder | |
low = direct + integral + f(b) # theoretical lower bound | |
high = direct + integral + f(k) # theoretical upper bound | |
ref_sum = (low + high)/2 # _nsum uses average of the two | |
ref_err = (high - low)/2 # error (assuming perfect quadrature) | |
# correct reference values where number of terms < maxterms | |
a, b, step = np.broadcast_arrays(a, b, step) | |
for i in np.ndindex(a.shape): | |
ai, bi, stepi = a[i], b[i], step[i] | |
if (bi - ai)/stepi + 1 <= maxterms: | |
direct = f(np.arange(ai, bi+stepi, stepi)).sum() | |
ref_sum[i] = direct | |
ref_err[i] = direct * np.finfo(direct).eps | |
rtol = 1e-12 | |
res = _nsum(f, a, b_original, step=step, maxterms=maxterms, rtol=rtol) | |
assert_allclose(res.sum, ref_sum, rtol=10*rtol) | |
assert_allclose(res.error, ref_err, rtol=100*rtol) | |
assert_equal(res.status, 0) | |
assert_equal(res.success, True) | |
i = ((b_original - a)/step + 1 <= maxterms) | |
assert_allclose(res.sum[i], ref_sum[i], rtol=1e-15) | |
assert_allclose(res.error[i], ref_err[i], rtol=1e-15) | |
logres = _nsum(logf, a, b_original, step=step, log=True, | |
rtol=np.log(rtol), maxterms=maxterms) | |
assert_allclose(np.exp(logres.sum), res.sum) | |
assert_allclose(np.exp(logres.error), res.error) | |
assert_equal(logres.status, 0) | |
assert_equal(logres.success, True) | |
def test_vectorization(self, shape): | |
# Test for correct functionality, output shapes, and dtypes for various | |
# input shapes. | |
rng = np.random.default_rng(82456839535679456794) | |
a = rng.integers(1, 10, size=shape) | |
# when the sum can be computed directly or `maxterms` is large enough | |
# to meet `atol`, there are slight differences (for good reason) | |
# between vectorized call and looping. | |
b = np.inf | |
p = rng.random(shape) + 1 | |
n = np.prod(shape) | |
def f(x, p): | |
f.feval += 1 if (x.size == n or x.ndim <= 1) else x.shape[-1] | |
return 1 / x ** p | |
f.feval = 0 | |
def _nsum_single(a, b, p, maxterms): | |
return _nsum(lambda x: 1 / x**p, a, b, maxterms=maxterms) | |
res = _nsum(f, a, b, maxterms=1000, args=(p,)) | |
refs = _nsum_single(a, b, p, maxterms=1000).ravel() | |
attrs = ['sum', 'error', 'success', 'status', 'nfev'] | |
for attr in attrs: | |
ref_attr = [getattr(ref, attr) for ref in refs] | |
res_attr = getattr(res, attr) | |
assert_allclose(res_attr.ravel(), ref_attr, rtol=1e-15) | |
assert_equal(res_attr.shape, shape) | |
assert np.issubdtype(res.success.dtype, np.bool_) | |
assert np.issubdtype(res.status.dtype, np.integer) | |
assert np.issubdtype(res.nfev.dtype, np.integer) | |
assert_equal(np.max(res.nfev), f.feval) | |
def test_status(self): | |
f = self.f2 | |
p = [2, 2, 0.9, 1.1] | |
a = [0, 0, 1, 1] | |
b = [10, np.inf, np.inf, np.inf] | |
ref = special.zeta(p, 1) | |
with np.errstate(divide='ignore'): # intentionally dividing by zero | |
res = _nsum(f, a, b, args=(p,)) | |
assert_equal(res.success, [False, False, False, True]) | |
assert_equal(res.status, [-3, -3, -2, 0]) | |
assert_allclose(res.sum[res.success], ref[res.success]) | |
def test_nfev(self): | |
def f(x): | |
f.nfev += np.size(x) | |
return 1 / x**2 | |
f.nfev = 0 | |
res = _nsum(f, 1, 10) | |
assert_equal(res.nfev, f.nfev) | |
f.nfev = 0 | |
res = _nsum(f, 1, np.inf, atol=1e-6) | |
assert_equal(res.nfev, f.nfev) | |
def test_inclusive(self): | |
# There was an edge case off-by one bug when `_direct` was called with | |
# `inclusive=True`. Check that this is resolved. | |
res = _nsum(lambda k: 1 / k ** 2, [1, 4], np.inf, maxterms=500, atol=0.1) | |
ref = _nsum(lambda k: 1 / k ** 2, [1, 4], np.inf) | |
assert np.all(res.sum > (ref.sum - res.error)) | |
assert np.all(res.sum < (ref.sum + res.error)) | |
def test_special_case(self): | |
# test equal lower/upper limit | |
f = self.f1 | |
a = b = 2 | |
res = _nsum(f, a, b) | |
assert_equal(res.sum, f(a)) | |
# Test scalar `args` (not in tuple) | |
res = _nsum(self.f2, 1, np.inf, args=2) | |
assert_allclose(res.sum, self.f1.ref) # f1.ref is correct w/ args=2 | |
# Test 0 size input | |
a = np.empty((3, 1, 1)) # arbitrary broadcastable shapes | |
b = np.empty((0, 1)) # could use Hypothesis | |
p = np.empty(4) # but it's overkill | |
shape = np.broadcast_shapes(a.shape, b.shape, p.shape) | |
res = _nsum(self.f2, a, b, args=(p,)) | |
assert res.sum.shape == shape | |
assert res.status.shape == shape | |
assert res.nfev.shape == shape | |
# Test maxterms=0 | |
def f(x): | |
with np.errstate(divide='ignore'): | |
return 1 / x | |
res = _nsum(f, 0, 10, maxterms=0) | |
assert np.isnan(res.sum) | |
assert np.isnan(res.error) | |
assert res.status == -2 | |
res = _nsum(f, 0, 10, maxterms=1) | |
assert np.isnan(res.sum) | |
assert np.isnan(res.error) | |
assert res.status == -3 | |
# Test NaNs | |
# should skip both direct and integral methods if there are NaNs | |
a = [np.nan, 1, 1, 1] | |
b = [np.inf, np.nan, np.inf, np.inf] | |
p = [2, 2, np.nan, 2] | |
res = _nsum(self.f2, a, b, args=(p,)) | |
assert_allclose(res.sum, [np.nan, np.nan, np.nan, self.f1.ref]) | |
assert_allclose(res.error[:3], np.nan) | |
assert_equal(res.status, [-1, -1, -3, 0]) | |
assert_equal(res.success, [False, False, False, True]) | |
# Ideally res.nfev[2] would be 1, but `tanhsinh` has some function evals | |
assert_equal(res.nfev[:2], 1) | |
def test_dtype(self, dtype): | |
def f(k): | |
assert k.dtype == dtype | |
return 1 / k ** np.asarray(2, dtype=dtype)[()] | |
a = np.asarray(1, dtype=dtype) | |
b = np.asarray([10, np.inf], dtype=dtype) | |
res = _nsum(f, a, b) | |
assert res.sum.dtype == dtype | |
assert res.error.dtype == dtype | |
rtol = 1e-12 if dtype == np.float64 else 1e-6 | |
ref = _gen_harmonic_gt1(b, 2) | |
assert_allclose(res.sum, ref, rtol=rtol) | |