peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/optimize
/tests
/test_zeros.py
import pytest | |
from functools import lru_cache | |
from numpy.testing import (assert_warns, assert_, | |
assert_allclose, | |
assert_equal, | |
assert_array_equal, | |
suppress_warnings) | |
import numpy as np | |
from numpy import finfo, power, nan, isclose, sqrt, exp, sin, cos | |
from scipy import optimize | |
from scipy.optimize import (_zeros_py as zeros, newton, root_scalar, | |
OptimizeResult) | |
from scipy._lib._util import getfullargspec_no_self as _getfullargspec | |
# Import testing parameters | |
from scipy.optimize._tstutils import get_tests, functions as tstutils_functions | |
TOL = 4*np.finfo(float).eps # tolerance | |
_FLOAT_EPS = finfo(float).eps | |
bracket_methods = [zeros.bisect, zeros.ridder, zeros.brentq, zeros.brenth, | |
zeros.toms748] | |
gradient_methods = [zeros.newton] | |
all_methods = bracket_methods + gradient_methods | |
# A few test functions used frequently: | |
# # A simple quadratic, (x-1)^2 - 1 | |
def f1(x): | |
return x ** 2 - 2 * x - 1 | |
def f1_1(x): | |
return 2 * x - 2 | |
def f1_2(x): | |
return 2.0 + 0 * x | |
def f1_and_p_and_pp(x): | |
return f1(x), f1_1(x), f1_2(x) | |
# Simple transcendental function | |
def f2(x): | |
return exp(x) - cos(x) | |
def f2_1(x): | |
return exp(x) + sin(x) | |
def f2_2(x): | |
return exp(x) + cos(x) | |
# lru cached function | |
def f_lrucached(x): | |
return x | |
class TestScalarRootFinders: | |
# Basic tests for all scalar root finders | |
xtol = 4 * np.finfo(float).eps | |
rtol = 4 * np.finfo(float).eps | |
def _run_one_test(self, tc, method, sig_args_keys=None, | |
sig_kwargs_keys=None, **kwargs): | |
method_args = [] | |
for k in sig_args_keys or []: | |
if k not in tc: | |
# If a,b not present use x0, x1. Similarly for f and func | |
k = {'a': 'x0', 'b': 'x1', 'func': 'f'}.get(k, k) | |
method_args.append(tc[k]) | |
method_kwargs = dict(**kwargs) | |
method_kwargs.update({'full_output': True, 'disp': False}) | |
for k in sig_kwargs_keys or []: | |
method_kwargs[k] = tc[k] | |
root = tc.get('root') | |
func_args = tc.get('args', ()) | |
try: | |
r, rr = method(*method_args, args=func_args, **method_kwargs) | |
return root, rr, tc | |
except Exception: | |
return root, zeros.RootResults(nan, -1, -1, zeros._EVALUEERR, method), tc | |
def run_tests(self, tests, method, name, known_fail=None, **kwargs): | |
r"""Run test-cases using the specified method and the supplied signature. | |
Extract the arguments for the method call from the test case | |
dictionary using the supplied keys for the method's signature.""" | |
# The methods have one of two base signatures: | |
# (f, a, b, **kwargs) # newton | |
# (func, x0, **kwargs) # bisect/brentq/... | |
# FullArgSpec with args, varargs, varkw, defaults, ... | |
sig = _getfullargspec(method) | |
assert_(not sig.kwonlyargs) | |
nDefaults = len(sig.defaults) | |
nRequired = len(sig.args) - nDefaults | |
sig_args_keys = sig.args[:nRequired] | |
sig_kwargs_keys = [] | |
if name in ['secant', 'newton', 'halley']: | |
if name in ['newton', 'halley']: | |
sig_kwargs_keys.append('fprime') | |
if name in ['halley']: | |
sig_kwargs_keys.append('fprime2') | |
kwargs['tol'] = self.xtol | |
else: | |
kwargs['xtol'] = self.xtol | |
kwargs['rtol'] = self.rtol | |
results = [list(self._run_one_test( | |
tc, method, sig_args_keys=sig_args_keys, | |
sig_kwargs_keys=sig_kwargs_keys, **kwargs)) for tc in tests] | |
# results= [[true root, full output, tc], ...] | |
known_fail = known_fail or [] | |
notcvgd = [elt for elt in results if not elt[1].converged] | |
notcvgd = [elt for elt in notcvgd if elt[-1]['ID'] not in known_fail] | |
notcvged_IDS = [elt[-1]['ID'] for elt in notcvgd] | |
assert_equal([len(notcvged_IDS), notcvged_IDS], [0, []]) | |
# The usable xtol and rtol depend on the test | |
tols = {'xtol': self.xtol, 'rtol': self.rtol} | |
tols.update(**kwargs) | |
rtol = tols['rtol'] | |
atol = tols.get('tol', tols['xtol']) | |
cvgd = [elt for elt in results if elt[1].converged] | |
approx = [elt[1].root for elt in cvgd] | |
correct = [elt[0] for elt in cvgd] | |
# See if the root matches the reference value | |
notclose = [[a] + elt for a, c, elt in zip(approx, correct, cvgd) if | |
not isclose(a, c, rtol=rtol, atol=atol) | |
and elt[-1]['ID'] not in known_fail] | |
# If not, evaluate the function and see if is 0 at the purported root | |
fvs = [tc['f'](aroot, *tc.get('args', tuple())) | |
for aroot, c, fullout, tc in notclose] | |
notclose = [[fv] + elt for fv, elt in zip(fvs, notclose) if fv != 0] | |
assert_equal([notclose, len(notclose)], [[], 0]) | |
method_from_result = [result[1].method for result in results] | |
expected_method = [name for _ in results] | |
assert_equal(method_from_result, expected_method) | |
def run_collection(self, collection, method, name, smoothness=None, | |
known_fail=None, **kwargs): | |
r"""Run a collection of tests using the specified method. | |
The name is used to determine some optional arguments.""" | |
tests = get_tests(collection, smoothness=smoothness) | |
self.run_tests(tests, method, name, known_fail=known_fail, **kwargs) | |
class TestBracketMethods(TestScalarRootFinders): | |
def test_basic_root_scalar(self, method, function): | |
# Tests bracketing root finders called via `root_scalar` on a small | |
# set of simple problems, each of which has a root at `x=1`. Checks for | |
# converged status and that the root was found. | |
a, b = .5, sqrt(3) | |
r = root_scalar(function, method=method.__name__, bracket=[a, b], x0=a, | |
xtol=self.xtol, rtol=self.rtol) | |
assert r.converged | |
assert_allclose(r.root, 1.0, atol=self.xtol, rtol=self.rtol) | |
assert r.method == method.__name__ | |
def test_basic_individual(self, method, function): | |
# Tests individual bracketing root finders on a small set of simple | |
# problems, each of which has a root at `x=1`. Checks for converged | |
# status and that the root was found. | |
a, b = .5, sqrt(3) | |
root, r = method(function, a, b, xtol=self.xtol, rtol=self.rtol, | |
full_output=True) | |
assert r.converged | |
assert_allclose(root, 1.0, atol=self.xtol, rtol=self.rtol) | |
def test_aps_collection(self, method): | |
self.run_collection('aps', method, method.__name__, smoothness=1) | |
def test_chandrupatla_collection(self, method): | |
known_fail = {'fun7.4'} if method == zeros.ridder else {} | |
self.run_collection('chandrupatla', method, method.__name__, | |
known_fail=known_fail) | |
def test_lru_cached_individual(self, method): | |
# check that https://github.com/scipy/scipy/issues/10846 is fixed | |
# (`root_scalar` failed when passed a function that was `@lru_cache`d) | |
a, b = -1, 1 | |
root, r = method(f_lrucached, a, b, full_output=True) | |
assert r.converged | |
assert_allclose(root, 0) | |
class TestNewton(TestScalarRootFinders): | |
def test_newton_collections(self): | |
known_fail = ['aps.13.00'] | |
known_fail += ['aps.12.05', 'aps.12.17'] # fails under Windows Py27 | |
for collection in ['aps', 'complex']: | |
self.run_collection(collection, zeros.newton, 'newton', | |
smoothness=2, known_fail=known_fail) | |
def test_halley_collections(self): | |
known_fail = ['aps.12.06', 'aps.12.07', 'aps.12.08', 'aps.12.09', | |
'aps.12.10', 'aps.12.11', 'aps.12.12', 'aps.12.13', | |
'aps.12.14', 'aps.12.15', 'aps.12.16', 'aps.12.17', | |
'aps.12.18', 'aps.13.00'] | |
for collection in ['aps', 'complex']: | |
self.run_collection(collection, zeros.newton, 'halley', | |
smoothness=2, known_fail=known_fail) | |
def test_newton(self): | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
x = zeros.newton(f, 3, tol=1e-6) | |
assert_allclose(f(x), 0, atol=1e-6) | |
x = zeros.newton(f, 3, x1=5, tol=1e-6) # secant, x0 and x1 | |
assert_allclose(f(x), 0, atol=1e-6) | |
x = zeros.newton(f, 3, fprime=f_1, tol=1e-6) # newton | |
assert_allclose(f(x), 0, atol=1e-6) | |
x = zeros.newton(f, 3, fprime=f_1, fprime2=f_2, tol=1e-6) # halley | |
assert_allclose(f(x), 0, atol=1e-6) | |
def test_newton_by_name(self): | |
r"""Invoke newton through root_scalar()""" | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
r = root_scalar(f, method='newton', x0=3, fprime=f_1, xtol=1e-6) | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
r = root_scalar(f, method='newton', x0=3, xtol=1e-6) # without f' | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
def test_secant_by_name(self): | |
r"""Invoke secant through root_scalar()""" | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
r = root_scalar(f, method='secant', x0=3, x1=2, xtol=1e-6) | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
r = root_scalar(f, method='secant', x0=3, x1=5, xtol=1e-6) | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
r = root_scalar(f, method='secant', x0=3, xtol=1e-6) # without x1 | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
def test_halley_by_name(self): | |
r"""Invoke halley through root_scalar()""" | |
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]: | |
r = root_scalar(f, method='halley', x0=3, | |
fprime=f_1, fprime2=f_2, xtol=1e-6) | |
assert_allclose(f(r.root), 0, atol=1e-6) | |
def test_root_scalar_fail(self): | |
message = 'fprime2 must be specified for halley' | |
with pytest.raises(ValueError, match=message): | |
root_scalar(f1, method='halley', fprime=f1_1, x0=3, xtol=1e-6) # no fprime2 | |
message = 'fprime must be specified for halley' | |
with pytest.raises(ValueError, match=message): | |
root_scalar(f1, method='halley', fprime2=f1_2, x0=3, xtol=1e-6) # no fprime | |
def test_array_newton(self): | |
"""test newton with array""" | |
def f1(x, *a): | |
b = a[0] + x * a[3] | |
return a[1] - a[2] * (np.exp(b / a[5]) - 1.0) - b / a[4] - x | |
def f1_1(x, *a): | |
b = a[3] / a[5] | |
return -a[2] * np.exp(a[0] / a[5] + x * b) * b - a[3] / a[4] - 1 | |
def f1_2(x, *a): | |
b = a[3] / a[5] | |
return -a[2] * np.exp(a[0] / a[5] + x * b) * b**2 | |
a0 = np.array([ | |
5.32725221, 5.48673747, 5.49539973, | |
5.36387202, 4.80237316, 1.43764452, | |
5.23063958, 5.46094772, 5.50512718, | |
5.42046290 | |
]) | |
a1 = (np.sin(range(10)) + 1.0) * 7.0 | |
args = (a0, a1, 1e-09, 0.004, 10, 0.27456) | |
x0 = [7.0] * 10 | |
x = zeros.newton(f1, x0, f1_1, args) | |
x_expected = ( | |
6.17264965, 11.7702805, 12.2219954, | |
7.11017681, 1.18151293, 0.143707955, | |
4.31928228, 10.5419107, 12.7552490, | |
8.91225749 | |
) | |
assert_allclose(x, x_expected) | |
# test halley's | |
x = zeros.newton(f1, x0, f1_1, args, fprime2=f1_2) | |
assert_allclose(x, x_expected) | |
# test secant | |
x = zeros.newton(f1, x0, args=args) | |
assert_allclose(x, x_expected) | |
def test_array_newton_complex(self): | |
def f(x): | |
return x + 1+1j | |
def fprime(x): | |
return 1.0 | |
t = np.full(4, 1j) | |
x = zeros.newton(f, t, fprime=fprime) | |
assert_allclose(f(x), 0.) | |
# should work even if x0 is not complex | |
t = np.ones(4) | |
x = zeros.newton(f, t, fprime=fprime) | |
assert_allclose(f(x), 0.) | |
x = zeros.newton(f, t) | |
assert_allclose(f(x), 0.) | |
def test_array_secant_active_zero_der(self): | |
"""test secant doesn't continue to iterate zero derivatives""" | |
x = zeros.newton(lambda x, *a: x*x - a[0], x0=[4.123, 5], | |
args=[np.array([17, 25])]) | |
assert_allclose(x, (4.123105625617661, 5.0)) | |
def test_array_newton_integers(self): | |
# test secant with float | |
x = zeros.newton(lambda y, z: z - y ** 2, [4.0] * 2, | |
args=([15.0, 17.0],)) | |
assert_allclose(x, (3.872983346207417, 4.123105625617661)) | |
# test integer becomes float | |
x = zeros.newton(lambda y, z: z - y ** 2, [4] * 2, args=([15, 17],)) | |
assert_allclose(x, (3.872983346207417, 4.123105625617661)) | |
def test_array_newton_zero_der_failures(self): | |
# test derivative zero warning | |
assert_warns(RuntimeWarning, zeros.newton, | |
lambda y: y**2 - 2, [0., 0.], lambda y: 2 * y) | |
# test failures and zero_der | |
with pytest.warns(RuntimeWarning): | |
results = zeros.newton(lambda y: y**2 - 2, [0., 0.], | |
lambda y: 2*y, full_output=True) | |
assert_allclose(results.root, 0) | |
assert results.zero_der.all() | |
assert not results.converged.any() | |
def test_newton_combined(self): | |
def f1(x): | |
return x ** 2 - 2 * x - 1 | |
def f1_1(x): | |
return 2 * x - 2 | |
def f1_2(x): | |
return 2.0 + 0 * x | |
def f1_and_p_and_pp(x): | |
return x**2 - 2*x-1, 2*x-2, 2.0 | |
sol0 = root_scalar(f1, method='newton', x0=3, fprime=f1_1) | |
sol = root_scalar(f1_and_p_and_pp, method='newton', x0=3, fprime=True) | |
assert_allclose(sol0.root, sol.root, atol=1e-8) | |
assert_equal(2*sol.function_calls, sol0.function_calls) | |
sol0 = root_scalar(f1, method='halley', x0=3, fprime=f1_1, fprime2=f1_2) | |
sol = root_scalar(f1_and_p_and_pp, method='halley', x0=3, fprime2=True) | |
assert_allclose(sol0.root, sol.root, atol=1e-8) | |
assert_equal(3*sol.function_calls, sol0.function_calls) | |
def test_newton_full_output(self, capsys): | |
# Test the full_output capability, both when converging and not. | |
# Use simple polynomials, to avoid hitting platform dependencies | |
# (e.g., exp & trig) in number of iterations | |
x0 = 3 | |
expected_counts = [(6, 7), (5, 10), (3, 9)] | |
for derivs in range(3): | |
kwargs = {'tol': 1e-6, 'full_output': True, } | |
for k, v in [['fprime', f1_1], ['fprime2', f1_2]][:derivs]: | |
kwargs[k] = v | |
x, r = zeros.newton(f1, x0, disp=False, **kwargs) | |
assert_(r.converged) | |
assert_equal(x, r.root) | |
assert_equal((r.iterations, r.function_calls), expected_counts[derivs]) | |
if derivs == 0: | |
assert r.function_calls <= r.iterations + 1 | |
else: | |
assert_equal(r.function_calls, (derivs + 1) * r.iterations) | |
# Now repeat, allowing one fewer iteration to force convergence failure | |
iters = r.iterations - 1 | |
x, r = zeros.newton(f1, x0, maxiter=iters, disp=False, **kwargs) | |
assert_(not r.converged) | |
assert_equal(x, r.root) | |
assert_equal(r.iterations, iters) | |
if derivs == 1: | |
# Check that the correct Exception is raised and | |
# validate the start of the message. | |
msg = 'Failed to converge after %d iterations, value is .*' % (iters) | |
with pytest.raises(RuntimeError, match=msg): | |
x, r = zeros.newton(f1, x0, maxiter=iters, disp=True, **kwargs) | |
def test_deriv_zero_warning(self): | |
def func(x): | |
return x ** 2 - 2.0 | |
def dfunc(x): | |
return 2 * x | |
assert_warns(RuntimeWarning, zeros.newton, func, 0.0, dfunc, disp=False) | |
with pytest.raises(RuntimeError, match='Derivative was zero'): | |
zeros.newton(func, 0.0, dfunc) | |
def test_newton_does_not_modify_x0(self): | |
# https://github.com/scipy/scipy/issues/9964 | |
x0 = np.array([0.1, 3]) | |
x0_copy = x0.copy() # Copy to test for equality. | |
newton(np.sin, x0, np.cos) | |
assert_array_equal(x0, x0_copy) | |
def test_gh17570_defaults(self): | |
# Previously, when fprime was not specified, root_scalar would default | |
# to secant. When x1 was not specified, secant failed. | |
# Check that without fprime, the default is secant if x1 is specified | |
# and newton otherwise. | |
res_newton_default = root_scalar(f1, method='newton', x0=3, xtol=1e-6) | |
res_secant_default = root_scalar(f1, method='secant', x0=3, x1=2, | |
xtol=1e-6) | |
# `newton` uses the secant method when `x1` and `x2` are specified | |
res_secant = newton(f1, x0=3, x1=2, tol=1e-6, full_output=True)[1] | |
# all three found a root | |
assert_allclose(f1(res_newton_default.root), 0, atol=1e-6) | |
assert res_newton_default.root.shape == tuple() | |
assert_allclose(f1(res_secant_default.root), 0, atol=1e-6) | |
assert res_secant_default.root.shape == tuple() | |
assert_allclose(f1(res_secant.root), 0, atol=1e-6) | |
assert res_secant.root.shape == tuple() | |
# Defaults are correct | |
assert (res_secant_default.root | |
== res_secant.root | |
!= res_newton_default.iterations) | |
assert (res_secant_default.iterations | |
== res_secant_default.function_calls - 1 # true for secant | |
== res_secant.iterations | |
!= res_newton_default.iterations | |
== res_newton_default.function_calls/2) # newton 2-point diff | |
def test_args_gh19090(self, kwargs): | |
def f(x, a, b): | |
assert a == 3 | |
assert b == 1 | |
return (x ** a - b) | |
res = optimize.root_scalar(f, x0=3, args=(3, 1), **kwargs) | |
assert res.converged | |
assert_allclose(res.root, 1) | |
def test_int_x0_gh19280(self, method): | |
# Originally, `newton` ensured that only floats were passed to the | |
# callable. This was indadvertently changed by gh-17669. Check that | |
# it has been changed back. | |
def f(x): | |
# an integer raised to a negative integer power would fail | |
return x**-2 - 2 | |
res = optimize.root_scalar(f, x0=1, method=method) | |
assert res.converged | |
assert_allclose(abs(res.root), 2**-0.5) | |
assert res.root.dtype == np.dtype(np.float64) | |
def test_gh_5555(): | |
root = 0.1 | |
def f(x): | |
return x - root | |
methods = [zeros.bisect, zeros.ridder] | |
xtol = rtol = TOL | |
for method in methods: | |
res = method(f, -1e8, 1e7, xtol=xtol, rtol=rtol) | |
assert_allclose(root, res, atol=xtol, rtol=rtol, | |
err_msg='method %s' % method.__name__) | |
def test_gh_5557(): | |
# Show that without the changes in 5557 brentq and brenth might | |
# only achieve a tolerance of 2*(xtol + rtol*|res|). | |
# f linearly interpolates (0, -0.1), (0.5, -0.1), and (1, | |
# 0.4). The important parts are that |f(0)| < |f(1)| (so that | |
# brent takes 0 as the initial guess), |f(0)| < atol (so that | |
# brent accepts 0 as the root), and that the exact root of f lies | |
# more than atol away from 0 (so that brent doesn't achieve the | |
# desired tolerance). | |
def f(x): | |
if x < 0.5: | |
return -0.1 | |
else: | |
return x - 0.6 | |
atol = 0.51 | |
rtol = 4 * _FLOAT_EPS | |
methods = [zeros.brentq, zeros.brenth] | |
for method in methods: | |
res = method(f, 0, 1, xtol=atol, rtol=rtol) | |
assert_allclose(0.6, res, atol=atol, rtol=rtol) | |
def test_brent_underflow_in_root_bracketing(): | |
# Testing if an interval [a,b] brackets a zero of a function | |
# by checking f(a)*f(b) < 0 is not reliable when the product | |
# underflows/overflows. (reported in issue# 13737) | |
underflow_scenario = (-450.0, -350.0, -400.0) | |
overflow_scenario = (350.0, 450.0, 400.0) | |
for a, b, root in [underflow_scenario, overflow_scenario]: | |
c = np.exp(root) | |
for method in [zeros.brenth, zeros.brentq]: | |
res = method(lambda x: np.exp(x)-c, a, b) | |
assert_allclose(root, res) | |
class TestRootResults: | |
r = zeros.RootResults(root=1.0, iterations=44, function_calls=46, flag=0, | |
method="newton") | |
def test_repr(self): | |
expected_repr = (" converged: True\n flag: converged" | |
"\n function_calls: 46\n iterations: 44\n" | |
" root: 1.0\n method: newton") | |
assert_equal(repr(self.r), expected_repr) | |
def test_type(self): | |
assert isinstance(self.r, OptimizeResult) | |
def test_complex_halley(): | |
"""Test Halley's works with complex roots""" | |
def f(x, *a): | |
return a[0] * x**2 + a[1] * x + a[2] | |
def f_1(x, *a): | |
return 2 * a[0] * x + a[1] | |
def f_2(x, *a): | |
retval = 2 * a[0] | |
try: | |
size = len(x) | |
except TypeError: | |
return retval | |
else: | |
return [retval] * size | |
z = complex(1.0, 2.0) | |
coeffs = (2.0, 3.0, 4.0) | |
y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6) | |
# (-0.75000000000000078+1.1989578808281789j) | |
assert_allclose(f(y, *coeffs), 0, atol=1e-6) | |
z = [z] * 10 | |
coeffs = (2.0, 3.0, 4.0) | |
y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6) | |
assert_allclose(f(y, *coeffs), 0, atol=1e-6) | |
def test_zero_der_nz_dp(capsys): | |
"""Test secant method with a non-zero dp, but an infinite newton step""" | |
# pick a symmetrical functions and choose a point on the side that with dx | |
# makes a secant that is a flat line with zero slope, EG: f = (x - 100)**2, | |
# which has a root at x = 100 and is symmetrical around the line x = 100 | |
# we have to pick a really big number so that it is consistently true | |
# now find a point on each side so that the secant has a zero slope | |
dx = np.finfo(float).eps ** 0.33 | |
# 100 - p0 = p1 - 100 = p0 * (1 + dx) + dx - 100 | |
# -> 200 = p0 * (2 + dx) + dx | |
p0 = (200.0 - dx) / (2.0 + dx) | |
with suppress_warnings() as sup: | |
sup.filter(RuntimeWarning, "RMS of") | |
x = zeros.newton(lambda y: (y - 100.0)**2, x0=[p0] * 10) | |
assert_allclose(x, [100] * 10) | |
# test scalar cases too | |
p0 = (2.0 - 1e-4) / (2.0 + 1e-4) | |
with suppress_warnings() as sup: | |
sup.filter(RuntimeWarning, "Tolerance of") | |
x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=False) | |
assert_allclose(x, 1) | |
with pytest.raises(RuntimeError, match='Tolerance of'): | |
x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=True) | |
p0 = (-2.0 + 1e-4) / (2.0 + 1e-4) | |
with suppress_warnings() as sup: | |
sup.filter(RuntimeWarning, "Tolerance of") | |
x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=False) | |
assert_allclose(x, -1) | |
with pytest.raises(RuntimeError, match='Tolerance of'): | |
x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=True) | |
def test_array_newton_failures(): | |
"""Test that array newton fails as expected""" | |
# p = 0.68 # [MPa] | |
# dp = -0.068 * 1e6 # [Pa] | |
# T = 323 # [K] | |
diameter = 0.10 # [m] | |
# L = 100 # [m] | |
roughness = 0.00015 # [m] | |
rho = 988.1 # [kg/m**3] | |
mu = 5.4790e-04 # [Pa*s] | |
u = 2.488 # [m/s] | |
reynolds_number = rho * u * diameter / mu # Reynolds number | |
def colebrook_eqn(darcy_friction, re, dia): | |
return (1 / np.sqrt(darcy_friction) + | |
2 * np.log10(roughness / 3.7 / dia + | |
2.51 / re / np.sqrt(darcy_friction))) | |
# only some failures | |
with pytest.warns(RuntimeWarning): | |
result = zeros.newton( | |
colebrook_eqn, x0=[0.01, 0.2, 0.02223, 0.3], maxiter=2, | |
args=[reynolds_number, diameter], full_output=True | |
) | |
assert not result.converged.all() | |
# they all fail | |
with pytest.raises(RuntimeError): | |
result = zeros.newton( | |
colebrook_eqn, x0=[0.01] * 2, maxiter=2, | |
args=[reynolds_number, diameter], full_output=True | |
) | |
# this test should **not** raise a RuntimeWarning | |
def test_gh8904_zeroder_at_root_fails(): | |
"""Test that Newton or Halley don't warn if zero derivative at root""" | |
# a function that has a zero derivative at it's root | |
def f_zeroder_root(x): | |
return x**3 - x**2 | |
# should work with secant | |
r = zeros.newton(f_zeroder_root, x0=0) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# test again with array | |
r = zeros.newton(f_zeroder_root, x0=[0]*10) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# 1st derivative | |
def fder(x): | |
return 3 * x**2 - 2 * x | |
# 2nd derivative | |
def fder2(x): | |
return 6*x - 2 | |
# should work with newton and halley | |
r = zeros.newton(f_zeroder_root, x0=0, fprime=fder) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
r = zeros.newton(f_zeroder_root, x0=0, fprime=fder, | |
fprime2=fder2) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# test again with array | |
r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder, | |
fprime2=fder2) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# also test that if a root is found we do not raise RuntimeWarning even if | |
# the derivative is zero, EG: at x = 0.5, then fval = -0.125 and | |
# fder = -0.25 so the next guess is 0.5 - (-0.125/-0.5) = 0 which is the | |
# root, but if the solver continued with that guess, then it will calculate | |
# a zero derivative, so it should return the root w/o RuntimeWarning | |
r = zeros.newton(f_zeroder_root, x0=0.5, fprime=fder) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# test again with array | |
r = zeros.newton(f_zeroder_root, x0=[0.5]*10, fprime=fder) | |
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol) | |
# doesn't apply to halley | |
def test_gh_8881(): | |
r"""Test that Halley's method realizes that the 2nd order adjustment | |
is too big and drops off to the 1st order adjustment.""" | |
n = 9 | |
def f(x): | |
return power(x, 1.0/n) - power(n, 1.0/n) | |
def fp(x): | |
return power(x, (1.0-n)/n)/n | |
def fpp(x): | |
return power(x, (1.0-2*n)/n) * (1.0/n) * (1.0-n)/n | |
x0 = 0.1 | |
# The root is at x=9. | |
# The function has positive slope, x0 < root. | |
# Newton succeeds in 8 iterations | |
rt, r = newton(f, x0, fprime=fp, full_output=True) | |
assert r.converged | |
# Before the Issue 8881/PR 8882, halley would send x in the wrong direction. | |
# Check that it now succeeds. | |
rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True) | |
assert r.converged | |
def test_gh_9608_preserve_array_shape(): | |
""" | |
Test that shape is preserved for array inputs even if fprime or fprime2 is | |
scalar | |
""" | |
def f(x): | |
return x**2 | |
def fp(x): | |
return 2 * x | |
def fpp(x): | |
return 2 | |
x0 = np.array([-2], dtype=np.float32) | |
rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True) | |
assert r.converged | |
x0_array = np.array([-2, -3], dtype=np.float32) | |
# This next invocation should fail | |
with pytest.raises(IndexError): | |
result = zeros.newton( | |
f, x0_array, fprime=fp, fprime2=fpp, full_output=True | |
) | |
def fpp_array(x): | |
return np.full(np.shape(x), 2, dtype=np.float32) | |
result = zeros.newton( | |
f, x0_array, fprime=fp, fprime2=fpp_array, full_output=True | |
) | |
assert result.converged.all() | |
def test_gh9254_flag_if_maxiter_exceeded(maximum_iterations, flag_expected): | |
""" | |
Test that if the maximum iterations is exceeded that the flag is not | |
converged. | |
""" | |
result = zeros.brentq( | |
lambda x: ((1.2*x - 2.3)*x + 3.4)*x - 4.5, | |
-30, 30, (), 1e-6, 1e-6, maximum_iterations, | |
full_output=True, disp=False) | |
assert result[1].flag == flag_expected | |
if flag_expected == zeros.CONVERR: | |
# didn't converge because exceeded maximum iterations | |
assert result[1].iterations == maximum_iterations | |
elif flag_expected == zeros.CONVERGED: | |
# converged before maximum iterations | |
assert result[1].iterations < maximum_iterations | |
def test_gh9551_raise_error_if_disp_true(): | |
"""Test that if disp is true then zero derivative raises RuntimeError""" | |
def f(x): | |
return x*x + 1 | |
def f_p(x): | |
return 2*x | |
assert_warns(RuntimeWarning, zeros.newton, f, 1.0, f_p, disp=False) | |
with pytest.raises( | |
RuntimeError, | |
match=r'^Derivative was zero\. Failed to converge after \d+ iterations, ' | |
r'value is [+-]?\d*\.\d+\.$'): | |
zeros.newton(f, 1.0, f_p) | |
root = zeros.newton(f, complex(10.0, 10.0), f_p) | |
assert_allclose(root, complex(0.0, 1.0)) | |
def test_gh3089_8394(solver_name): | |
# gh-3089 and gh-8394 reported that bracketing solvers returned incorrect | |
# results when they encountered NaNs. Check that this is resolved. | |
def f(x): | |
return np.nan | |
solver = getattr(zeros, solver_name) | |
with pytest.raises(ValueError, match="The function value at x..."): | |
solver(f, 0, 1) | |
def test_gh18171(method): | |
# gh-3089 and gh-8394 reported that bracketing solvers returned incorrect | |
# results when they encountered NaNs. Check that `root_scalar` returns | |
# normally but indicates that convergence was unsuccessful. See gh-18171. | |
def f(x): | |
f._count += 1 | |
return np.nan | |
f._count = 0 | |
res = root_scalar(f, bracket=(0, 1), method=method) | |
assert res.converged is False | |
assert res.flag.startswith("The function value at x") | |
assert res.function_calls == f._count | |
assert str(res.root) in res.flag | |
def test_function_calls(solver_name, rs_interface): | |
# There do not appear to be checks that the bracketing solvers report the | |
# correct number of function evaluations. Check that this is the case. | |
solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b))) | |
if rs_interface else getattr(zeros, solver_name)) | |
def f(x): | |
f.calls += 1 | |
return x**2 - 1 | |
f.calls = 0 | |
res = solver(f, 0, 10, full_output=True) | |
if rs_interface: | |
assert res.function_calls == f.calls | |
else: | |
assert res[1].function_calls == f.calls | |
def test_gh_14486_converged_false(): | |
"""Test that zero slope with secant method results in a converged=False""" | |
def lhs(x): | |
return x * np.exp(-x*x) - 0.07 | |
with pytest.warns(RuntimeWarning, match='Tolerance of'): | |
res = root_scalar(lhs, method='secant', x0=-0.15, x1=1.0) | |
assert not res.converged | |
assert res.flag == 'convergence error' | |
with pytest.warns(RuntimeWarning, match='Tolerance of'): | |
res = newton(lhs, x0=-0.15, x1=1.0, disp=False, full_output=True)[1] | |
assert not res.converged | |
assert res.flag == 'convergence error' | |
def test_gh5584(solver_name, rs_interface): | |
# gh-5584 reported that an underflow can cause sign checks in the algorithm | |
# to fail. Check that this is resolved. | |
solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b))) | |
if rs_interface else getattr(zeros, solver_name)) | |
def f(x): | |
return 1e-200*x | |
# Report failure when signs are the same | |
with pytest.raises(ValueError, match='...must have different signs'): | |
solver(f, -0.5, -0.4, full_output=True) | |
# Solve successfully when signs are different | |
res = solver(f, -0.5, 0.4, full_output=True) | |
res = res if rs_interface else res[1] | |
assert res.converged | |
assert_allclose(res.root, 0, atol=1e-8) | |
# Solve successfully when one side is negative zero | |
res = solver(f, -0.5, float('-0.0'), full_output=True) | |
res = res if rs_interface else res[1] | |
assert res.converged | |
assert_allclose(res.root, 0, atol=1e-8) | |
def test_gh13407(): | |
# gh-13407 reported that the message produced by `scipy.optimize.toms748` | |
# when `rtol < eps` is incorrect, and also that toms748 is unusual in | |
# accepting `rtol` as low as eps while other solvers raise at 4*eps. Check | |
# that the error message has been corrected and that `rtol=eps` can produce | |
# a lower function value than `rtol=4*eps`. | |
def f(x): | |
return x**3 - 2*x - 5 | |
xtol = 1e-300 | |
eps = np.finfo(float).eps | |
x1 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=1*eps) | |
f1 = f(x1) | |
x4 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=4*eps) | |
f4 = f(x4) | |
assert f1 < f4 | |
# using old-style syntax to get exactly the same message | |
message = fr"rtol too small \({eps/2:g} < {eps:g}\)" | |
with pytest.raises(ValueError, match=message): | |
zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=eps/2) | |
def test_newton_complex_gh10103(): | |
# gh-10103 reported a problem when `newton` is pass a Python complex x0, | |
# no `fprime` (secant method), and no `x1` (`x1` must be constructed). | |
# Check that this is resolved. | |
def f(z): | |
return z - 1 | |
res = newton(f, 1+1j) | |
assert_allclose(res, 1, atol=1e-12) | |
res = root_scalar(f, x0=1+1j, x1=2+1.5j, method='secant') | |
assert_allclose(res.root, 1, atol=1e-12) | |
def test_maxiter_int_check_gh10236(method): | |
# gh-10236 reported that the error message when `maxiter` is not an integer | |
# was difficult to interpret. Check that this was resolved (by gh-10907). | |
message = "'float' object cannot be interpreted as an integer" | |
with pytest.raises(TypeError, match=message): | |
method(f1, 0.0, 1.0, maxiter=72.45) | |