peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/integrate
/_quadpack_py.py
# Author: Travis Oliphant 2001 | |
# Author: Nathan Woods 2013 (nquad &c) | |
import sys | |
import warnings | |
from functools import partial | |
from . import _quadpack | |
import numpy as np | |
__all__ = ["quad", "dblquad", "tplquad", "nquad", "IntegrationWarning"] | |
error = _quadpack.error | |
class IntegrationWarning(UserWarning): | |
""" | |
Warning on issues during integration. | |
""" | |
pass | |
def quad(func, a, b, args=(), full_output=0, epsabs=1.49e-8, epsrel=1.49e-8, | |
limit=50, points=None, weight=None, wvar=None, wopts=None, maxp1=50, | |
limlst=50, complex_func=False): | |
""" | |
Compute a definite integral. | |
Integrate func from `a` to `b` (possibly infinite interval) using a | |
technique from the Fortran library QUADPACK. | |
Parameters | |
---------- | |
func : {function, scipy.LowLevelCallable} | |
A Python function or method to integrate. If `func` takes many | |
arguments, it is integrated along the axis corresponding to the | |
first argument. | |
If the user desires improved integration performance, then `f` may | |
be a `scipy.LowLevelCallable` with one of the signatures:: | |
double func(double x) | |
double func(double x, void *user_data) | |
double func(int n, double *xx) | |
double func(int n, double *xx, void *user_data) | |
The ``user_data`` is the data contained in the `scipy.LowLevelCallable`. | |
In the call forms with ``xx``, ``n`` is the length of the ``xx`` | |
array which contains ``xx[0] == x`` and the rest of the items are | |
numbers contained in the ``args`` argument of quad. | |
In addition, certain ctypes call signatures are supported for | |
backward compatibility, but those should not be used in new code. | |
a : float | |
Lower limit of integration (use -numpy.inf for -infinity). | |
b : float | |
Upper limit of integration (use numpy.inf for +infinity). | |
args : tuple, optional | |
Extra arguments to pass to `func`. | |
full_output : int, optional | |
Non-zero to return a dictionary of integration information. | |
If non-zero, warning messages are also suppressed and the | |
message is appended to the output tuple. | |
complex_func : bool, optional | |
Indicate if the function's (`func`) return type is real | |
(``complex_func=False``: default) or complex (``complex_func=True``). | |
In both cases, the function's argument is real. | |
If full_output is also non-zero, the `infodict`, `message`, and | |
`explain` for the real and complex components are returned in | |
a dictionary with keys "real output" and "imag output". | |
Returns | |
------- | |
y : float | |
The integral of func from `a` to `b`. | |
abserr : float | |
An estimate of the absolute error in the result. | |
infodict : dict | |
A dictionary containing additional information. | |
message | |
A convergence message. | |
explain | |
Appended only with 'cos' or 'sin' weighting and infinite | |
integration limits, it contains an explanation of the codes in | |
infodict['ierlst'] | |
Other Parameters | |
---------------- | |
epsabs : float or int, optional | |
Absolute error tolerance. Default is 1.49e-8. `quad` tries to obtain | |
an accuracy of ``abs(i-result) <= max(epsabs, epsrel*abs(i))`` | |
where ``i`` = integral of `func` from `a` to `b`, and ``result`` is the | |
numerical approximation. See `epsrel` below. | |
epsrel : float or int, optional | |
Relative error tolerance. Default is 1.49e-8. | |
If ``epsabs <= 0``, `epsrel` must be greater than both 5e-29 | |
and ``50 * (machine epsilon)``. See `epsabs` above. | |
limit : float or int, optional | |
An upper bound on the number of subintervals used in the adaptive | |
algorithm. | |
points : (sequence of floats,ints), optional | |
A sequence of break points in the bounded integration interval | |
where local difficulties of the integrand may occur (e.g., | |
singularities, discontinuities). The sequence does not have | |
to be sorted. Note that this option cannot be used in conjunction | |
with ``weight``. | |
weight : float or int, optional | |
String indicating weighting function. Full explanation for this | |
and the remaining arguments can be found below. | |
wvar : optional | |
Variables for use with weighting functions. | |
wopts : optional | |
Optional input for reusing Chebyshev moments. | |
maxp1 : float or int, optional | |
An upper bound on the number of Chebyshev moments. | |
limlst : int, optional | |
Upper bound on the number of cycles (>=3) for use with a sinusoidal | |
weighting and an infinite end-point. | |
See Also | |
-------- | |
dblquad : double integral | |
tplquad : triple integral | |
nquad : n-dimensional integrals (uses `quad` recursively) | |
fixed_quad : fixed-order Gaussian quadrature | |
quadrature : adaptive Gaussian quadrature | |
odeint : ODE integrator | |
ode : ODE integrator | |
simpson : integrator for sampled data | |
romb : integrator for sampled data | |
scipy.special : for coefficients and roots of orthogonal polynomials | |
Notes | |
----- | |
For valid results, the integral must converge; behavior for divergent | |
integrals is not guaranteed. | |
**Extra information for quad() inputs and outputs** | |
If full_output is non-zero, then the third output argument | |
(infodict) is a dictionary with entries as tabulated below. For | |
infinite limits, the range is transformed to (0,1) and the | |
optional outputs are given with respect to this transformed range. | |
Let M be the input argument limit and let K be infodict['last']. | |
The entries are: | |
'neval' | |
The number of function evaluations. | |
'last' | |
The number, K, of subintervals produced in the subdivision process. | |
'alist' | |
A rank-1 array of length M, the first K elements of which are the | |
left end points of the subintervals in the partition of the | |
integration range. | |
'blist' | |
A rank-1 array of length M, the first K elements of which are the | |
right end points of the subintervals. | |
'rlist' | |
A rank-1 array of length M, the first K elements of which are the | |
integral approximations on the subintervals. | |
'elist' | |
A rank-1 array of length M, the first K elements of which are the | |
moduli of the absolute error estimates on the subintervals. | |
'iord' | |
A rank-1 integer array of length M, the first L elements of | |
which are pointers to the error estimates over the subintervals | |
with ``L=K`` if ``K<=M/2+2`` or ``L=M+1-K`` otherwise. Let I be the | |
sequence ``infodict['iord']`` and let E be the sequence | |
``infodict['elist']``. Then ``E[I[1]], ..., E[I[L]]`` forms a | |
decreasing sequence. | |
If the input argument points is provided (i.e., it is not None), | |
the following additional outputs are placed in the output | |
dictionary. Assume the points sequence is of length P. | |
'pts' | |
A rank-1 array of length P+2 containing the integration limits | |
and the break points of the intervals in ascending order. | |
This is an array giving the subintervals over which integration | |
will occur. | |
'level' | |
A rank-1 integer array of length M (=limit), containing the | |
subdivision levels of the subintervals, i.e., if (aa,bb) is a | |
subinterval of ``(pts[1], pts[2])`` where ``pts[0]`` and ``pts[2]`` | |
are adjacent elements of ``infodict['pts']``, then (aa,bb) has level l | |
if ``|bb-aa| = |pts[2]-pts[1]| * 2**(-l)``. | |
'ndin' | |
A rank-1 integer array of length P+2. After the first integration | |
over the intervals (pts[1], pts[2]), the error estimates over some | |
of the intervals may have been increased artificially in order to | |
put their subdivision forward. This array has ones in slots | |
corresponding to the subintervals for which this happens. | |
**Weighting the integrand** | |
The input variables, *weight* and *wvar*, are used to weight the | |
integrand by a select list of functions. Different integration | |
methods are used to compute the integral with these weighting | |
functions, and these do not support specifying break points. The | |
possible values of weight and the corresponding weighting functions are. | |
========== =================================== ===================== | |
``weight`` Weight function used ``wvar`` | |
========== =================================== ===================== | |
'cos' cos(w*x) wvar = w | |
'sin' sin(w*x) wvar = w | |
'alg' g(x) = ((x-a)**alpha)*((b-x)**beta) wvar = (alpha, beta) | |
'alg-loga' g(x)*log(x-a) wvar = (alpha, beta) | |
'alg-logb' g(x)*log(b-x) wvar = (alpha, beta) | |
'alg-log' g(x)*log(x-a)*log(b-x) wvar = (alpha, beta) | |
'cauchy' 1/(x-c) wvar = c | |
========== =================================== ===================== | |
wvar holds the parameter w, (alpha, beta), or c depending on the weight | |
selected. In these expressions, a and b are the integration limits. | |
For the 'cos' and 'sin' weighting, additional inputs and outputs are | |
available. | |
For finite integration limits, the integration is performed using a | |
Clenshaw-Curtis method which uses Chebyshev moments. For repeated | |
calculations, these moments are saved in the output dictionary: | |
'momcom' | |
The maximum level of Chebyshev moments that have been computed, | |
i.e., if ``M_c`` is ``infodict['momcom']`` then the moments have been | |
computed for intervals of length ``|b-a| * 2**(-l)``, | |
``l=0,1,...,M_c``. | |
'nnlog' | |
A rank-1 integer array of length M(=limit), containing the | |
subdivision levels of the subintervals, i.e., an element of this | |
array is equal to l if the corresponding subinterval is | |
``|b-a|* 2**(-l)``. | |
'chebmo' | |
A rank-2 array of shape (25, maxp1) containing the computed | |
Chebyshev moments. These can be passed on to an integration | |
over the same interval by passing this array as the second | |
element of the sequence wopts and passing infodict['momcom'] as | |
the first element. | |
If one of the integration limits is infinite, then a Fourier integral is | |
computed (assuming w neq 0). If full_output is 1 and a numerical error | |
is encountered, besides the error message attached to the output tuple, | |
a dictionary is also appended to the output tuple which translates the | |
error codes in the array ``info['ierlst']`` to English messages. The | |
output information dictionary contains the following entries instead of | |
'last', 'alist', 'blist', 'rlist', and 'elist': | |
'lst' | |
The number of subintervals needed for the integration (call it ``K_f``). | |
'rslst' | |
A rank-1 array of length M_f=limlst, whose first ``K_f`` elements | |
contain the integral contribution over the interval | |
``(a+(k-1)c, a+kc)`` where ``c = (2*floor(|w|) + 1) * pi / |w|`` | |
and ``k=1,2,...,K_f``. | |
'erlst' | |
A rank-1 array of length ``M_f`` containing the error estimate | |
corresponding to the interval in the same position in | |
``infodict['rslist']``. | |
'ierlst' | |
A rank-1 integer array of length ``M_f`` containing an error flag | |
corresponding to the interval in the same position in | |
``infodict['rslist']``. See the explanation dictionary (last entry | |
in the output tuple) for the meaning of the codes. | |
**Details of QUADPACK level routines** | |
`quad` calls routines from the FORTRAN library QUADPACK. This section | |
provides details on the conditions for each routine to be called and a | |
short description of each routine. The routine called depends on | |
`weight`, `points` and the integration limits `a` and `b`. | |
================ ============== ========== ===================== | |
QUADPACK routine `weight` `points` infinite bounds | |
================ ============== ========== ===================== | |
qagse None No No | |
qagie None No Yes | |
qagpe None Yes No | |
qawoe 'sin', 'cos' No No | |
qawfe 'sin', 'cos' No either `a` or `b` | |
qawse 'alg*' No No | |
qawce 'cauchy' No No | |
================ ============== ========== ===================== | |
The following provides a short description from [1]_ for each | |
routine. | |
qagse | |
is an integrator based on globally adaptive interval | |
subdivision in connection with extrapolation, which will | |
eliminate the effects of integrand singularities of | |
several types. | |
qagie | |
handles integration over infinite intervals. The infinite range is | |
mapped onto a finite interval and subsequently the same strategy as | |
in ``QAGS`` is applied. | |
qagpe | |
serves the same purposes as QAGS, but also allows the | |
user to provide explicit information about the location | |
and type of trouble-spots i.e. the abscissae of internal | |
singularities, discontinuities and other difficulties of | |
the integrand function. | |
qawoe | |
is an integrator for the evaluation of | |
:math:`\\int^b_a \\cos(\\omega x)f(x)dx` or | |
:math:`\\int^b_a \\sin(\\omega x)f(x)dx` | |
over a finite interval [a,b], where :math:`\\omega` and :math:`f` | |
are specified by the user. The rule evaluation component is based | |
on the modified Clenshaw-Curtis technique | |
An adaptive subdivision scheme is used in connection | |
with an extrapolation procedure, which is a modification | |
of that in ``QAGS`` and allows the algorithm to deal with | |
singularities in :math:`f(x)`. | |
qawfe | |
calculates the Fourier transform | |
:math:`\\int^\\infty_a \\cos(\\omega x)f(x)dx` or | |
:math:`\\int^\\infty_a \\sin(\\omega x)f(x)dx` | |
for user-provided :math:`\\omega` and :math:`f`. The procedure of | |
``QAWO`` is applied on successive finite intervals, and convergence | |
acceleration by means of the :math:`\\varepsilon`-algorithm is applied | |
to the series of integral approximations. | |
qawse | |
approximate :math:`\\int^b_a w(x)f(x)dx`, with :math:`a < b` where | |
:math:`w(x) = (x-a)^{\\alpha}(b-x)^{\\beta}v(x)` with | |
:math:`\\alpha,\\beta > -1`, where :math:`v(x)` may be one of the | |
following functions: :math:`1`, :math:`\\log(x-a)`, :math:`\\log(b-x)`, | |
:math:`\\log(x-a)\\log(b-x)`. | |
The user specifies :math:`\\alpha`, :math:`\\beta` and the type of the | |
function :math:`v`. A globally adaptive subdivision strategy is | |
applied, with modified Clenshaw-Curtis integration on those | |
subintervals which contain `a` or `b`. | |
qawce | |
compute :math:`\\int^b_a f(x) / (x-c)dx` where the integral must be | |
interpreted as a Cauchy principal value integral, for user specified | |
:math:`c` and :math:`f`. The strategy is globally adaptive. Modified | |
Clenshaw-Curtis integration is used on those intervals containing the | |
point :math:`x = c`. | |
**Integration of Complex Function of a Real Variable** | |
A complex valued function, :math:`f`, of a real variable can be written as | |
:math:`f = g + ih`. Similarly, the integral of :math:`f` can be | |
written as | |
.. math:: | |
\\int_a^b f(x) dx = \\int_a^b g(x) dx + i\\int_a^b h(x) dx | |
assuming that the integrals of :math:`g` and :math:`h` exist | |
over the interval :math:`[a,b]` [2]_. Therefore, ``quad`` integrates | |
complex-valued functions by integrating the real and imaginary components | |
separately. | |
References | |
---------- | |
.. [1] Piessens, Robert; de Doncker-Kapenga, Elise; | |
Überhuber, Christoph W.; Kahaner, David (1983). | |
QUADPACK: A subroutine package for automatic integration. | |
Springer-Verlag. | |
ISBN 978-3-540-12553-2. | |
.. [2] McCullough, Thomas; Phillips, Keith (1973). | |
Foundations of Analysis in the Complex Plane. | |
Holt Rinehart Winston. | |
ISBN 0-03-086370-8 | |
Examples | |
-------- | |
Calculate :math:`\\int^4_0 x^2 dx` and compare with an analytic result | |
>>> from scipy import integrate | |
>>> import numpy as np | |
>>> x2 = lambda x: x**2 | |
>>> integrate.quad(x2, 0, 4) | |
(21.333333333333332, 2.3684757858670003e-13) | |
>>> print(4**3 / 3.) # analytical result | |
21.3333333333 | |
Calculate :math:`\\int^\\infty_0 e^{-x} dx` | |
>>> invexp = lambda x: np.exp(-x) | |
>>> integrate.quad(invexp, 0, np.inf) | |
(1.0, 5.842605999138044e-11) | |
Calculate :math:`\\int^1_0 a x \\,dx` for :math:`a = 1, 3` | |
>>> f = lambda x, a: a*x | |
>>> y, err = integrate.quad(f, 0, 1, args=(1,)) | |
>>> y | |
0.5 | |
>>> y, err = integrate.quad(f, 0, 1, args=(3,)) | |
>>> y | |
1.5 | |
Calculate :math:`\\int^1_0 x^2 + y^2 dx` with ctypes, holding | |
y parameter as 1:: | |
testlib.c => | |
double func(int n, double args[n]){ | |
return args[0]*args[0] + args[1]*args[1];} | |
compile to library testlib.* | |
:: | |
from scipy import integrate | |
import ctypes | |
lib = ctypes.CDLL('/home/.../testlib.*') #use absolute path | |
lib.func.restype = ctypes.c_double | |
lib.func.argtypes = (ctypes.c_int,ctypes.c_double) | |
integrate.quad(lib.func,0,1,(1)) | |
#(1.3333333333333333, 1.4802973661668752e-14) | |
print((1.0**3/3.0 + 1.0) - (0.0**3/3.0 + 0.0)) #Analytic result | |
# 1.3333333333333333 | |
Be aware that pulse shapes and other sharp features as compared to the | |
size of the integration interval may not be integrated correctly using | |
this method. A simplified example of this limitation is integrating a | |
y-axis reflected step function with many zero values within the integrals | |
bounds. | |
>>> y = lambda x: 1 if x<=0 else 0 | |
>>> integrate.quad(y, -1, 1) | |
(1.0, 1.1102230246251565e-14) | |
>>> integrate.quad(y, -1, 100) | |
(1.0000000002199108, 1.0189464580163188e-08) | |
>>> integrate.quad(y, -1, 10000) | |
(0.0, 0.0) | |
""" | |
if not isinstance(args, tuple): | |
args = (args,) | |
# check the limits of integration: \int_a^b, expect a < b | |
flip, a, b = b < a, min(a, b), max(a, b) | |
if complex_func: | |
def imfunc(x, *args): | |
return func(x, *args).imag | |
def refunc(x, *args): | |
return func(x, *args).real | |
re_retval = quad(refunc, a, b, args, full_output, epsabs, | |
epsrel, limit, points, weight, wvar, wopts, | |
maxp1, limlst, complex_func=False) | |
im_retval = quad(imfunc, a, b, args, full_output, epsabs, | |
epsrel, limit, points, weight, wvar, wopts, | |
maxp1, limlst, complex_func=False) | |
integral = re_retval[0] + 1j*im_retval[0] | |
error_estimate = re_retval[1] + 1j*im_retval[1] | |
retval = integral, error_estimate | |
if full_output: | |
msgexp = {} | |
msgexp["real"] = re_retval[2:] | |
msgexp["imag"] = im_retval[2:] | |
retval = retval + (msgexp,) | |
return retval | |
if weight is None: | |
retval = _quad(func, a, b, args, full_output, epsabs, epsrel, limit, | |
points) | |
else: | |
if points is not None: | |
msg = ("Break points cannot be specified when using weighted integrand.\n" | |
"Continuing, ignoring specified points.") | |
warnings.warn(msg, IntegrationWarning, stacklevel=2) | |
retval = _quad_weight(func, a, b, args, full_output, epsabs, epsrel, | |
limlst, limit, maxp1, weight, wvar, wopts) | |
if flip: | |
retval = (-retval[0],) + retval[1:] | |
ier = retval[-1] | |
if ier == 0: | |
return retval[:-1] | |
msgs = {80: "A Python error occurred possibly while calling the function.", | |
1: f"The maximum number of subdivisions ({limit}) has been achieved.\n " | |
f"If increasing the limit yields no improvement it is advised to " | |
f"analyze \n the integrand in order to determine the difficulties. " | |
f"If the position of a \n local difficulty can be determined " | |
f"(singularity, discontinuity) one will \n probably gain from " | |
f"splitting up the interval and calling the integrator \n on the " | |
f"subranges. Perhaps a special-purpose integrator should be used.", | |
2: "The occurrence of roundoff error is detected, which prevents \n " | |
"the requested tolerance from being achieved. " | |
"The error may be \n underestimated.", | |
3: "Extremely bad integrand behavior occurs at some points of the\n " | |
"integration interval.", | |
4: "The algorithm does not converge. Roundoff error is detected\n " | |
"in the extrapolation table. It is assumed that the requested " | |
"tolerance\n cannot be achieved, and that the returned result " | |
"(if full_output = 1) is \n the best which can be obtained.", | |
5: "The integral is probably divergent, or slowly convergent.", | |
6: "The input is invalid.", | |
7: "Abnormal termination of the routine. The estimates for result\n " | |
"and error are less reliable. It is assumed that the requested " | |
"accuracy\n has not been achieved.", | |
'unknown': "Unknown error."} | |
if weight in ['cos','sin'] and (b == np.inf or a == -np.inf): | |
msgs[1] = ( | |
"The maximum number of cycles allowed has been achieved., e.e.\n of " | |
"subintervals (a+(k-1)c, a+kc) where c = (2*int(abs(omega)+1))\n " | |
"*pi/abs(omega), for k = 1, 2, ..., lst. " | |
"One can allow more cycles by increasing the value of limlst. " | |
"Look at info['ierlst'] with full_output=1." | |
) | |
msgs[4] = ( | |
"The extrapolation table constructed for convergence acceleration\n of " | |
"the series formed by the integral contributions over the cycles, \n does " | |
"not converge to within the requested accuracy. " | |
"Look at \n info['ierlst'] with full_output=1." | |
) | |
msgs[7] = ( | |
"Bad integrand behavior occurs within one or more of the cycles.\n " | |
"Location and type of the difficulty involved can be determined from \n " | |
"the vector info['ierlist'] obtained with full_output=1." | |
) | |
explain = {1: "The maximum number of subdivisions (= limit) has been \n " | |
"achieved on this cycle.", | |
2: "The occurrence of roundoff error is detected and prevents\n " | |
"the tolerance imposed on this cycle from being achieved.", | |
3: "Extremely bad integrand behavior occurs at some points of\n " | |
"this cycle.", | |
4: "The integral over this cycle does not converge (to within the " | |
"required accuracy) due to roundoff in the extrapolation " | |
"procedure invoked on this cycle. It is assumed that the result " | |
"on this interval is the best which can be obtained.", | |
5: "The integral over this cycle is probably divergent or " | |
"slowly convergent."} | |
try: | |
msg = msgs[ier] | |
except KeyError: | |
msg = msgs['unknown'] | |
if ier in [1,2,3,4,5,7]: | |
if full_output: | |
if weight in ['cos', 'sin'] and (b == np.inf or a == -np.inf): | |
return retval[:-1] + (msg, explain) | |
else: | |
return retval[:-1] + (msg,) | |
else: | |
warnings.warn(msg, IntegrationWarning, stacklevel=2) | |
return retval[:-1] | |
elif ier == 6: # Forensic decision tree when QUADPACK throws ier=6 | |
if epsabs <= 0: # Small error tolerance - applies to all methods | |
if epsrel < max(50 * sys.float_info.epsilon, 5e-29): | |
msg = ("If 'epsabs'<=0, 'epsrel' must be greater than both" | |
" 5e-29 and 50*(machine epsilon).") | |
elif weight in ['sin', 'cos'] and (abs(a) + abs(b) == np.inf): | |
msg = ("Sine or cosine weighted integrals with infinite domain" | |
" must have 'epsabs'>0.") | |
elif weight is None: | |
if points is None: # QAGSE/QAGIE | |
msg = ("Invalid 'limit' argument. There must be" | |
" at least one subinterval") | |
else: # QAGPE | |
if not (min(a, b) <= min(points) <= max(points) <= max(a, b)): | |
msg = ("All break points in 'points' must lie within the" | |
" integration limits.") | |
elif len(points) >= limit: | |
msg = (f"Number of break points ({len(points):d}) " | |
f"must be less than subinterval limit ({limit:d})") | |
else: | |
if maxp1 < 1: | |
msg = "Chebyshev moment limit maxp1 must be >=1." | |
elif weight in ('cos', 'sin') and abs(a+b) == np.inf: # QAWFE | |
msg = "Cycle limit limlst must be >=3." | |
elif weight.startswith('alg'): # QAWSE | |
if min(wvar) < -1: | |
msg = "wvar parameters (alpha, beta) must both be >= -1." | |
if b < a: | |
msg = "Integration limits a, b must satistfy a<b." | |
elif weight == 'cauchy' and wvar in (a, b): | |
msg = ("Parameter 'wvar' must not equal" | |
" integration limits 'a' or 'b'.") | |
raise ValueError(msg) | |
def _quad(func,a,b,args,full_output,epsabs,epsrel,limit,points): | |
infbounds = 0 | |
if (b != np.inf and a != -np.inf): | |
pass # standard integration | |
elif (b == np.inf and a != -np.inf): | |
infbounds = 1 | |
bound = a | |
elif (b == np.inf and a == -np.inf): | |
infbounds = 2 | |
bound = 0 # ignored | |
elif (b != np.inf and a == -np.inf): | |
infbounds = -1 | |
bound = b | |
else: | |
raise RuntimeError("Infinity comparisons don't work for you.") | |
if points is None: | |
if infbounds == 0: | |
return _quadpack._qagse(func,a,b,args,full_output,epsabs,epsrel,limit) | |
else: | |
return _quadpack._qagie(func, bound, infbounds, args, full_output, | |
epsabs, epsrel, limit) | |
else: | |
if infbounds != 0: | |
raise ValueError("Infinity inputs cannot be used with break points.") | |
else: | |
#Duplicates force function evaluation at singular points | |
the_points = np.unique(points) | |
the_points = the_points[a < the_points] | |
the_points = the_points[the_points < b] | |
the_points = np.concatenate((the_points, (0., 0.))) | |
return _quadpack._qagpe(func, a, b, the_points, args, full_output, | |
epsabs, epsrel, limit) | |
def _quad_weight(func, a, b, args, full_output, epsabs, epsrel, | |
limlst, limit, maxp1,weight, wvar, wopts): | |
if weight not in ['cos','sin','alg','alg-loga','alg-logb','alg-log','cauchy']: | |
raise ValueError("%s not a recognized weighting function." % weight) | |
strdict = {'cos':1,'sin':2,'alg':1,'alg-loga':2,'alg-logb':3,'alg-log':4} | |
if weight in ['cos','sin']: | |
integr = strdict[weight] | |
if (b != np.inf and a != -np.inf): # finite limits | |
if wopts is None: # no precomputed Chebyshev moments | |
return _quadpack._qawoe(func, a, b, wvar, integr, args, full_output, | |
epsabs, epsrel, limit, maxp1,1) | |
else: # precomputed Chebyshev moments | |
momcom = wopts[0] | |
chebcom = wopts[1] | |
return _quadpack._qawoe(func, a, b, wvar, integr, args, | |
full_output,epsabs, epsrel, limit, maxp1, 2, | |
momcom, chebcom) | |
elif (b == np.inf and a != -np.inf): | |
return _quadpack._qawfe(func, a, wvar, integr, args, full_output, | |
epsabs, limlst, limit, maxp1) | |
elif (b != np.inf and a == -np.inf): # remap function and interval | |
if weight == 'cos': | |
def thefunc(x,*myargs): | |
y = -x | |
func = myargs[0] | |
myargs = (y,) + myargs[1:] | |
return func(*myargs) | |
else: | |
def thefunc(x,*myargs): | |
y = -x | |
func = myargs[0] | |
myargs = (y,) + myargs[1:] | |
return -func(*myargs) | |
args = (func,) + args | |
return _quadpack._qawfe(thefunc, -b, wvar, integr, args, | |
full_output, epsabs, limlst, limit, maxp1) | |
else: | |
raise ValueError("Cannot integrate with this weight from -Inf to +Inf.") | |
else: | |
if a in [-np.inf, np.inf] or b in [-np.inf, np.inf]: | |
message = "Cannot integrate with this weight over an infinite interval." | |
raise ValueError(message) | |
if weight.startswith('alg'): | |
integr = strdict[weight] | |
return _quadpack._qawse(func, a, b, wvar, integr, args, | |
full_output, epsabs, epsrel, limit) | |
else: # weight == 'cauchy' | |
return _quadpack._qawce(func, a, b, wvar, args, full_output, | |
epsabs, epsrel, limit) | |
def dblquad(func, a, b, gfun, hfun, args=(), epsabs=1.49e-8, epsrel=1.49e-8): | |
""" | |
Compute a double integral. | |
Return the double (definite) integral of ``func(y, x)`` from ``x = a..b`` | |
and ``y = gfun(x)..hfun(x)``. | |
Parameters | |
---------- | |
func : callable | |
A Python function or method of at least two variables: y must be the | |
first argument and x the second argument. | |
a, b : float | |
The limits of integration in x: `a` < `b` | |
gfun : callable or float | |
The lower boundary curve in y which is a function taking a single | |
floating point argument (x) and returning a floating point result | |
or a float indicating a constant boundary curve. | |
hfun : callable or float | |
The upper boundary curve in y (same requirements as `gfun`). | |
args : sequence, optional | |
Extra arguments to pass to `func`. | |
epsabs : float, optional | |
Absolute tolerance passed directly to the inner 1-D quadrature | |
integration. Default is 1.49e-8. ``dblquad`` tries to obtain | |
an accuracy of ``abs(i-result) <= max(epsabs, epsrel*abs(i))`` | |
where ``i`` = inner integral of ``func(y, x)`` from ``gfun(x)`` | |
to ``hfun(x)``, and ``result`` is the numerical approximation. | |
See `epsrel` below. | |
epsrel : float, optional | |
Relative tolerance of the inner 1-D integrals. Default is 1.49e-8. | |
If ``epsabs <= 0``, `epsrel` must be greater than both 5e-29 | |
and ``50 * (machine epsilon)``. See `epsabs` above. | |
Returns | |
------- | |
y : float | |
The resultant integral. | |
abserr : float | |
An estimate of the error. | |
See Also | |
-------- | |
quad : single integral | |
tplquad : triple integral | |
nquad : N-dimensional integrals | |
fixed_quad : fixed-order Gaussian quadrature | |
quadrature : adaptive Gaussian quadrature | |
odeint : ODE integrator | |
ode : ODE integrator | |
simpson : integrator for sampled data | |
romb : integrator for sampled data | |
scipy.special : for coefficients and roots of orthogonal polynomials | |
Notes | |
----- | |
For valid results, the integral must converge; behavior for divergent | |
integrals is not guaranteed. | |
**Details of QUADPACK level routines** | |
`quad` calls routines from the FORTRAN library QUADPACK. This section | |
provides details on the conditions for each routine to be called and a | |
short description of each routine. For each level of integration, ``qagse`` | |
is used for finite limits or ``qagie`` is used if either limit (or both!) | |
are infinite. The following provides a short description from [1]_ for each | |
routine. | |
qagse | |
is an integrator based on globally adaptive interval | |
subdivision in connection with extrapolation, which will | |
eliminate the effects of integrand singularities of | |
several types. | |
qagie | |
handles integration over infinite intervals. The infinite range is | |
mapped onto a finite interval and subsequently the same strategy as | |
in ``QAGS`` is applied. | |
References | |
---------- | |
.. [1] Piessens, Robert; de Doncker-Kapenga, Elise; | |
Überhuber, Christoph W.; Kahaner, David (1983). | |
QUADPACK: A subroutine package for automatic integration. | |
Springer-Verlag. | |
ISBN 978-3-540-12553-2. | |
Examples | |
-------- | |
Compute the double integral of ``x * y**2`` over the box | |
``x`` ranging from 0 to 2 and ``y`` ranging from 0 to 1. | |
That is, :math:`\\int^{x=2}_{x=0} \\int^{y=1}_{y=0} x y^2 \\,dy \\,dx`. | |
>>> import numpy as np | |
>>> from scipy import integrate | |
>>> f = lambda y, x: x*y**2 | |
>>> integrate.dblquad(f, 0, 2, 0, 1) | |
(0.6666666666666667, 7.401486830834377e-15) | |
Calculate :math:`\\int^{x=\\pi/4}_{x=0} \\int^{y=\\cos(x)}_{y=\\sin(x)} 1 | |
\\,dy \\,dx`. | |
>>> f = lambda y, x: 1 | |
>>> integrate.dblquad(f, 0, np.pi/4, np.sin, np.cos) | |
(0.41421356237309503, 1.1083280054755938e-14) | |
Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=2-x}_{y=x} a x y \\,dy \\,dx` | |
for :math:`a=1, 3`. | |
>>> f = lambda y, x, a: a*x*y | |
>>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(1,)) | |
(0.33333333333333337, 5.551115123125783e-15) | |
>>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(3,)) | |
(0.9999999999999999, 1.6653345369377348e-14) | |
Compute the two-dimensional Gaussian Integral, which is the integral of the | |
Gaussian function :math:`f(x,y) = e^{-(x^{2} + y^{2})}`, over | |
:math:`(-\\infty,+\\infty)`. That is, compute the integral | |
:math:`\\iint^{+\\infty}_{-\\infty} e^{-(x^{2} + y^{2})} \\,dy\\,dx`. | |
>>> f = lambda x, y: np.exp(-(x ** 2 + y ** 2)) | |
>>> integrate.dblquad(f, -np.inf, np.inf, -np.inf, np.inf) | |
(3.141592653589777, 2.5173086737433208e-08) | |
""" | |
def temp_ranges(*args): | |
return [gfun(args[0]) if callable(gfun) else gfun, | |
hfun(args[0]) if callable(hfun) else hfun] | |
return nquad(func, [temp_ranges, [a, b]], args=args, | |
opts={"epsabs": epsabs, "epsrel": epsrel}) | |
def tplquad(func, a, b, gfun, hfun, qfun, rfun, args=(), epsabs=1.49e-8, | |
epsrel=1.49e-8): | |
""" | |
Compute a triple (definite) integral. | |
Return the triple integral of ``func(z, y, x)`` from ``x = a..b``, | |
``y = gfun(x)..hfun(x)``, and ``z = qfun(x,y)..rfun(x,y)``. | |
Parameters | |
---------- | |
func : function | |
A Python function or method of at least three variables in the | |
order (z, y, x). | |
a, b : float | |
The limits of integration in x: `a` < `b` | |
gfun : function or float | |
The lower boundary curve in y which is a function taking a single | |
floating point argument (x) and returning a floating point result | |
or a float indicating a constant boundary curve. | |
hfun : function or float | |
The upper boundary curve in y (same requirements as `gfun`). | |
qfun : function or float | |
The lower boundary surface in z. It must be a function that takes | |
two floats in the order (x, y) and returns a float or a float | |
indicating a constant boundary surface. | |
rfun : function or float | |
The upper boundary surface in z. (Same requirements as `qfun`.) | |
args : tuple, optional | |
Extra arguments to pass to `func`. | |
epsabs : float, optional | |
Absolute tolerance passed directly to the innermost 1-D quadrature | |
integration. Default is 1.49e-8. | |
epsrel : float, optional | |
Relative tolerance of the innermost 1-D integrals. Default is 1.49e-8. | |
Returns | |
------- | |
y : float | |
The resultant integral. | |
abserr : float | |
An estimate of the error. | |
See Also | |
-------- | |
quad : Adaptive quadrature using QUADPACK | |
quadrature : Adaptive Gaussian quadrature | |
fixed_quad : Fixed-order Gaussian quadrature | |
dblquad : Double integrals | |
nquad : N-dimensional integrals | |
romb : Integrators for sampled data | |
simpson : Integrators for sampled data | |
ode : ODE integrators | |
odeint : ODE integrators | |
scipy.special : For coefficients and roots of orthogonal polynomials | |
Notes | |
----- | |
For valid results, the integral must converge; behavior for divergent | |
integrals is not guaranteed. | |
**Details of QUADPACK level routines** | |
`quad` calls routines from the FORTRAN library QUADPACK. This section | |
provides details on the conditions for each routine to be called and a | |
short description of each routine. For each level of integration, ``qagse`` | |
is used for finite limits or ``qagie`` is used, if either limit (or both!) | |
are infinite. The following provides a short description from [1]_ for each | |
routine. | |
qagse | |
is an integrator based on globally adaptive interval | |
subdivision in connection with extrapolation, which will | |
eliminate the effects of integrand singularities of | |
several types. | |
qagie | |
handles integration over infinite intervals. The infinite range is | |
mapped onto a finite interval and subsequently the same strategy as | |
in ``QAGS`` is applied. | |
References | |
---------- | |
.. [1] Piessens, Robert; de Doncker-Kapenga, Elise; | |
Überhuber, Christoph W.; Kahaner, David (1983). | |
QUADPACK: A subroutine package for automatic integration. | |
Springer-Verlag. | |
ISBN 978-3-540-12553-2. | |
Examples | |
-------- | |
Compute the triple integral of ``x * y * z``, over ``x`` ranging | |
from 1 to 2, ``y`` ranging from 2 to 3, ``z`` ranging from 0 to 1. | |
That is, :math:`\\int^{x=2}_{x=1} \\int^{y=3}_{y=2} \\int^{z=1}_{z=0} x y z | |
\\,dz \\,dy \\,dx`. | |
>>> import numpy as np | |
>>> from scipy import integrate | |
>>> f = lambda z, y, x: x*y*z | |
>>> integrate.tplquad(f, 1, 2, 2, 3, 0, 1) | |
(1.8749999999999998, 3.3246447942574074e-14) | |
Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=1-2x}_{y=0} | |
\\int^{z=1-x-2y}_{z=0} x y z \\,dz \\,dy \\,dx`. | |
Note: `qfun`/`rfun` takes arguments in the order (x, y), even though ``f`` | |
takes arguments in the order (z, y, x). | |
>>> f = lambda z, y, x: x*y*z | |
>>> integrate.tplquad(f, 0, 1, 0, lambda x: 1-2*x, 0, lambda x, y: 1-x-2*y) | |
(0.05416666666666668, 2.1774196738157757e-14) | |
Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=1}_{y=0} \\int^{z=1}_{z=0} | |
a x y z \\,dz \\,dy \\,dx` for :math:`a=1, 3`. | |
>>> f = lambda z, y, x, a: a*x*y*z | |
>>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(1,)) | |
(0.125, 5.527033708952211e-15) | |
>>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(3,)) | |
(0.375, 1.6581101126856635e-14) | |
Compute the three-dimensional Gaussian Integral, which is the integral of | |
the Gaussian function :math:`f(x,y,z) = e^{-(x^{2} + y^{2} + z^{2})}`, over | |
:math:`(-\\infty,+\\infty)`. That is, compute the integral | |
:math:`\\iiint^{+\\infty}_{-\\infty} e^{-(x^{2} + y^{2} + z^{2})} \\,dz | |
\\,dy\\,dx`. | |
>>> f = lambda x, y, z: np.exp(-(x ** 2 + y ** 2 + z ** 2)) | |
>>> integrate.tplquad(f, -np.inf, np.inf, -np.inf, np.inf, -np.inf, np.inf) | |
(5.568327996830833, 4.4619078828029765e-08) | |
""" | |
# f(z, y, x) | |
# qfun/rfun(x, y) | |
# gfun/hfun(x) | |
# nquad will hand (y, x, t0, ...) to ranges0 | |
# nquad will hand (x, t0, ...) to ranges1 | |
# Only qfun / rfun is different API... | |
def ranges0(*args): | |
return [qfun(args[1], args[0]) if callable(qfun) else qfun, | |
rfun(args[1], args[0]) if callable(rfun) else rfun] | |
def ranges1(*args): | |
return [gfun(args[0]) if callable(gfun) else gfun, | |
hfun(args[0]) if callable(hfun) else hfun] | |
ranges = [ranges0, ranges1, [a, b]] | |
return nquad(func, ranges, args=args, | |
opts={"epsabs": epsabs, "epsrel": epsrel}) | |
def nquad(func, ranges, args=None, opts=None, full_output=False): | |
r""" | |
Integration over multiple variables. | |
Wraps `quad` to enable integration over multiple variables. | |
Various options allow improved integration of discontinuous functions, as | |
well as the use of weighted integration, and generally finer control of the | |
integration process. | |
Parameters | |
---------- | |
func : {callable, scipy.LowLevelCallable} | |
The function to be integrated. Has arguments of ``x0, ... xn``, | |
``t0, ... tm``, where integration is carried out over ``x0, ... xn``, | |
which must be floats. Where ``t0, ... tm`` are extra arguments | |
passed in args. | |
Function signature should be ``func(x0, x1, ..., xn, t0, t1, ..., tm)``. | |
Integration is carried out in order. That is, integration over ``x0`` | |
is the innermost integral, and ``xn`` is the outermost. | |
If the user desires improved integration performance, then `f` may | |
be a `scipy.LowLevelCallable` with one of the signatures:: | |
double func(int n, double *xx) | |
double func(int n, double *xx, void *user_data) | |
where ``n`` is the number of variables and args. The ``xx`` array | |
contains the coordinates and extra arguments. ``user_data`` is the data | |
contained in the `scipy.LowLevelCallable`. | |
ranges : iterable object | |
Each element of ranges may be either a sequence of 2 numbers, or else | |
a callable that returns such a sequence. ``ranges[0]`` corresponds to | |
integration over x0, and so on. If an element of ranges is a callable, | |
then it will be called with all of the integration arguments available, | |
as well as any parametric arguments. e.g., if | |
``func = f(x0, x1, x2, t0, t1)``, then ``ranges[0]`` may be defined as | |
either ``(a, b)`` or else as ``(a, b) = range0(x1, x2, t0, t1)``. | |
args : iterable object, optional | |
Additional arguments ``t0, ... tn``, required by ``func``, ``ranges``, | |
and ``opts``. | |
opts : iterable object or dict, optional | |
Options to be passed to `quad`. May be empty, a dict, or | |
a sequence of dicts or functions that return a dict. If empty, the | |
default options from scipy.integrate.quad are used. If a dict, the same | |
options are used for all levels of integraion. If a sequence, then each | |
element of the sequence corresponds to a particular integration. e.g., | |
``opts[0]`` corresponds to integration over ``x0``, and so on. If a | |
callable, the signature must be the same as for ``ranges``. The | |
available options together with their default values are: | |
- epsabs = 1.49e-08 | |
- epsrel = 1.49e-08 | |
- limit = 50 | |
- points = None | |
- weight = None | |
- wvar = None | |
- wopts = None | |
For more information on these options, see `quad`. | |
full_output : bool, optional | |
Partial implementation of ``full_output`` from scipy.integrate.quad. | |
The number of integrand function evaluations ``neval`` can be obtained | |
by setting ``full_output=True`` when calling nquad. | |
Returns | |
------- | |
result : float | |
The result of the integration. | |
abserr : float | |
The maximum of the estimates of the absolute error in the various | |
integration results. | |
out_dict : dict, optional | |
A dict containing additional information on the integration. | |
See Also | |
-------- | |
quad : 1-D numerical integration | |
dblquad, tplquad : double and triple integrals | |
fixed_quad : fixed-order Gaussian quadrature | |
quadrature : adaptive Gaussian quadrature | |
Notes | |
----- | |
For valid results, the integral must converge; behavior for divergent | |
integrals is not guaranteed. | |
**Details of QUADPACK level routines** | |
`nquad` calls routines from the FORTRAN library QUADPACK. This section | |
provides details on the conditions for each routine to be called and a | |
short description of each routine. The routine called depends on | |
`weight`, `points` and the integration limits `a` and `b`. | |
================ ============== ========== ===================== | |
QUADPACK routine `weight` `points` infinite bounds | |
================ ============== ========== ===================== | |
qagse None No No | |
qagie None No Yes | |
qagpe None Yes No | |
qawoe 'sin', 'cos' No No | |
qawfe 'sin', 'cos' No either `a` or `b` | |
qawse 'alg*' No No | |
qawce 'cauchy' No No | |
================ ============== ========== ===================== | |
The following provides a short description from [1]_ for each | |
routine. | |
qagse | |
is an integrator based on globally adaptive interval | |
subdivision in connection with extrapolation, which will | |
eliminate the effects of integrand singularities of | |
several types. | |
qagie | |
handles integration over infinite intervals. The infinite range is | |
mapped onto a finite interval and subsequently the same strategy as | |
in ``QAGS`` is applied. | |
qagpe | |
serves the same purposes as QAGS, but also allows the | |
user to provide explicit information about the location | |
and type of trouble-spots i.e. the abscissae of internal | |
singularities, discontinuities and other difficulties of | |
the integrand function. | |
qawoe | |
is an integrator for the evaluation of | |
:math:`\int^b_a \cos(\omega x)f(x)dx` or | |
:math:`\int^b_a \sin(\omega x)f(x)dx` | |
over a finite interval [a,b], where :math:`\omega` and :math:`f` | |
are specified by the user. The rule evaluation component is based | |
on the modified Clenshaw-Curtis technique | |
An adaptive subdivision scheme is used in connection | |
with an extrapolation procedure, which is a modification | |
of that in ``QAGS`` and allows the algorithm to deal with | |
singularities in :math:`f(x)`. | |
qawfe | |
calculates the Fourier transform | |
:math:`\int^\infty_a \cos(\omega x)f(x)dx` or | |
:math:`\int^\infty_a \sin(\omega x)f(x)dx` | |
for user-provided :math:`\omega` and :math:`f`. The procedure of | |
``QAWO`` is applied on successive finite intervals, and convergence | |
acceleration by means of the :math:`\varepsilon`-algorithm is applied | |
to the series of integral approximations. | |
qawse | |
approximate :math:`\int^b_a w(x)f(x)dx`, with :math:`a < b` where | |
:math:`w(x) = (x-a)^{\alpha}(b-x)^{\beta}v(x)` with | |
:math:`\alpha,\beta > -1`, where :math:`v(x)` may be one of the | |
following functions: :math:`1`, :math:`\log(x-a)`, :math:`\log(b-x)`, | |
:math:`\log(x-a)\log(b-x)`. | |
The user specifies :math:`\alpha`, :math:`\beta` and the type of the | |
function :math:`v`. A globally adaptive subdivision strategy is | |
applied, with modified Clenshaw-Curtis integration on those | |
subintervals which contain `a` or `b`. | |
qawce | |
compute :math:`\int^b_a f(x) / (x-c)dx` where the integral must be | |
interpreted as a Cauchy principal value integral, for user specified | |
:math:`c` and :math:`f`. The strategy is globally adaptive. Modified | |
Clenshaw-Curtis integration is used on those intervals containing the | |
point :math:`x = c`. | |
References | |
---------- | |
.. [1] Piessens, Robert; de Doncker-Kapenga, Elise; | |
Überhuber, Christoph W.; Kahaner, David (1983). | |
QUADPACK: A subroutine package for automatic integration. | |
Springer-Verlag. | |
ISBN 978-3-540-12553-2. | |
Examples | |
-------- | |
Calculate | |
.. math:: | |
\int^{1}_{-0.15} \int^{0.8}_{0.13} \int^{1}_{-1} \int^{1}_{0} | |
f(x_0, x_1, x_2, x_3) \,dx_0 \,dx_1 \,dx_2 \,dx_3 , | |
where | |
.. math:: | |
f(x_0, x_1, x_2, x_3) = \begin{cases} | |
x_0^2+x_1 x_2-x_3^3+ \sin{x_0}+1 & (x_0-0.2 x_3-0.5-0.25 x_1 > 0) \\ | |
x_0^2+x_1 x_2-x_3^3+ \sin{x_0}+0 & (x_0-0.2 x_3-0.5-0.25 x_1 \leq 0) | |
\end{cases} . | |
>>> import numpy as np | |
>>> from scipy import integrate | |
>>> func = lambda x0,x1,x2,x3 : x0**2 + x1*x2 - x3**3 + np.sin(x0) + ( | |
... 1 if (x0-.2*x3-.5-.25*x1>0) else 0) | |
>>> def opts0(*args, **kwargs): | |
... return {'points':[0.2*args[2] + 0.5 + 0.25*args[0]]} | |
>>> integrate.nquad(func, [[0,1], [-1,1], [.13,.8], [-.15,1]], | |
... opts=[opts0,{},{},{}], full_output=True) | |
(1.5267454070738633, 2.9437360001402324e-14, {'neval': 388962}) | |
Calculate | |
.. math:: | |
\int^{t_0+t_1+1}_{t_0+t_1-1} | |
\int^{x_2+t_0^2 t_1^3+1}_{x_2+t_0^2 t_1^3-1} | |
\int^{t_0 x_1+t_1 x_2+1}_{t_0 x_1+t_1 x_2-1} | |
f(x_0,x_1, x_2,t_0,t_1) | |
\,dx_0 \,dx_1 \,dx_2, | |
where | |
.. math:: | |
f(x_0, x_1, x_2, t_0, t_1) = \begin{cases} | |
x_0 x_2^2 + \sin{x_1}+2 & (x_0+t_1 x_1-t_0 > 0) \\ | |
x_0 x_2^2 +\sin{x_1}+1 & (x_0+t_1 x_1-t_0 \leq 0) | |
\end{cases} | |
and :math:`(t_0, t_1) = (0, 1)` . | |
>>> def func2(x0, x1, x2, t0, t1): | |
... return x0*x2**2 + np.sin(x1) + 1 + (1 if x0+t1*x1-t0>0 else 0) | |
>>> def lim0(x1, x2, t0, t1): | |
... return [t0*x1 + t1*x2 - 1, t0*x1 + t1*x2 + 1] | |
>>> def lim1(x2, t0, t1): | |
... return [x2 + t0**2*t1**3 - 1, x2 + t0**2*t1**3 + 1] | |
>>> def lim2(t0, t1): | |
... return [t0 + t1 - 1, t0 + t1 + 1] | |
>>> def opts0(x1, x2, t0, t1): | |
... return {'points' : [t0 - t1*x1]} | |
>>> def opts1(x2, t0, t1): | |
... return {} | |
>>> def opts2(t0, t1): | |
... return {} | |
>>> integrate.nquad(func2, [lim0, lim1, lim2], args=(0,1), | |
... opts=[opts0, opts1, opts2]) | |
(36.099919226771625, 1.8546948553373528e-07) | |
""" | |
depth = len(ranges) | |
ranges = [rng if callable(rng) else _RangeFunc(rng) for rng in ranges] | |
if args is None: | |
args = () | |
if opts is None: | |
opts = [dict([])] * depth | |
if isinstance(opts, dict): | |
opts = [_OptFunc(opts)] * depth | |
else: | |
opts = [opt if callable(opt) else _OptFunc(opt) for opt in opts] | |
return _NQuad(func, ranges, opts, full_output).integrate(*args) | |
class _RangeFunc: | |
def __init__(self, range_): | |
self.range_ = range_ | |
def __call__(self, *args): | |
"""Return stored value. | |
*args needed because range_ can be float or func, and is called with | |
variable number of parameters. | |
""" | |
return self.range_ | |
class _OptFunc: | |
def __init__(self, opt): | |
self.opt = opt | |
def __call__(self, *args): | |
"""Return stored dict.""" | |
return self.opt | |
class _NQuad: | |
def __init__(self, func, ranges, opts, full_output): | |
self.abserr = 0 | |
self.func = func | |
self.ranges = ranges | |
self.opts = opts | |
self.maxdepth = len(ranges) | |
self.full_output = full_output | |
if self.full_output: | |
self.out_dict = {'neval': 0} | |
def integrate(self, *args, **kwargs): | |
depth = kwargs.pop('depth', 0) | |
if kwargs: | |
raise ValueError('unexpected kwargs') | |
# Get the integration range and options for this depth. | |
ind = -(depth + 1) | |
fn_range = self.ranges[ind] | |
low, high = fn_range(*args) | |
fn_opt = self.opts[ind] | |
opt = dict(fn_opt(*args)) | |
if 'points' in opt: | |
opt['points'] = [x for x in opt['points'] if low <= x <= high] | |
if depth + 1 == self.maxdepth: | |
f = self.func | |
else: | |
f = partial(self.integrate, depth=depth+1) | |
quad_r = quad(f, low, high, args=args, full_output=self.full_output, | |
**opt) | |
value = quad_r[0] | |
abserr = quad_r[1] | |
if self.full_output: | |
infodict = quad_r[2] | |
# The 'neval' parameter in full_output returns the total | |
# number of times the integrand function was evaluated. | |
# Therefore, only the innermost integration loop counts. | |
if depth + 1 == self.maxdepth: | |
self.out_dict['neval'] += infodict['neval'] | |
self.abserr = max(self.abserr, abserr) | |
if depth > 0: | |
return value | |
else: | |
# Final result of N-D integration with error | |
if self.full_output: | |
return value, self.abserr, self.out_dict | |
else: | |
return value, self.abserr | |