peacock-data-public-datasets-idc-llm_eval
/
llmeval-env
/lib
/python3.10
/site-packages
/scipy
/optimize
/_tstutils.py
r""" | |
Parameters used in test and benchmark methods. | |
Collections of test cases suitable for testing 1-D root-finders | |
'original': The original benchmarking functions. | |
Real-valued functions of real-valued inputs on an interval | |
with a zero. | |
f1, .., f3 are continuous and infinitely differentiable | |
f4 has a left- and right- discontinuity at the root | |
f5 has a root at 1 replacing a 1st order pole | |
f6 is randomly positive on one side of the root, | |
randomly negative on the other. | |
f4 - f6 are not continuous at the root. | |
'aps': The test problems in the 1995 paper | |
TOMS "Algorithm 748: Enclosing Zeros of Continuous Functions" | |
by Alefeld, Potra and Shi. Real-valued functions of | |
real-valued inputs on an interval with a zero. | |
Suitable for methods which start with an enclosing interval, and | |
derivatives up to 2nd order. | |
'complex': Some complex-valued functions of complex-valued inputs. | |
No enclosing bracket is provided. | |
Suitable for methods which use one or more starting values, and | |
derivatives up to 2nd order. | |
The test cases are provided as a list of dictionaries. The dictionary | |
keys will be a subset of: | |
["f", "fprime", "fprime2", "args", "bracket", "smoothness", | |
"a", "b", "x0", "x1", "root", "ID"] | |
""" | |
# Sources: | |
# [1] Alefeld, G. E. and Potra, F. A. and Shi, Yixun, | |
# "Algorithm 748: Enclosing Zeros of Continuous Functions", | |
# ACM Trans. Math. Softw. Volume 221(1995) | |
# doi = {10.1145/210089.210111}, | |
# [2] Chandrupatla, Tirupathi R. "A new hybrid quadratic/bisection algorithm | |
# for finding the zero of a nonlinear function without using derivatives." | |
# Advances in Engineering Software 28.3 (1997): 145-149. | |
from random import random | |
import numpy as np | |
from scipy.optimize import _zeros_py as cc | |
# "description" refers to the original functions | |
description = """ | |
f2 is a symmetric parabola, x**2 - 1 | |
f3 is a quartic polynomial with large hump in interval | |
f4 is step function with a discontinuity at 1 | |
f5 is a hyperbola with vertical asymptote at 1 | |
f6 has random values positive to left of 1, negative to right | |
Of course, these are not real problems. They just test how the | |
'good' solvers behave in bad circumstances where bisection is | |
really the best. A good solver should not be much worse than | |
bisection in such circumstance, while being faster for smooth | |
monotone sorts of functions. | |
""" | |
def f1(x): | |
r"""f1 is a quadratic with roots at 0 and 1""" | |
return x * (x - 1.) | |
def f1_fp(x): | |
return 2 * x - 1 | |
def f1_fpp(x): | |
return 2 | |
def f2(x): | |
r"""f2 is a symmetric parabola, x**2 - 1""" | |
return x**2 - 1 | |
def f2_fp(x): | |
return 2 * x | |
def f2_fpp(x): | |
return 2 | |
def f3(x): | |
r"""A quartic with roots at 0, 1, 2 and 3""" | |
return x * (x - 1.) * (x - 2.) * (x - 3.) # x**4 - 6x**3 + 11x**2 - 6x | |
def f3_fp(x): | |
return 4 * x**3 - 18 * x**2 + 22 * x - 6 | |
def f3_fpp(x): | |
return 12 * x**2 - 36 * x + 22 | |
def f4(x): | |
r"""Piecewise linear, left- and right- discontinuous at x=1, the root.""" | |
if x > 1: | |
return 1.0 + .1 * x | |
if x < 1: | |
return -1.0 + .1 * x | |
return 0 | |
def f5(x): | |
r""" | |
Hyperbola with a pole at x=1, but pole replaced with 0. Not continuous at root. | |
""" | |
if x != 1: | |
return 1.0 / (1. - x) | |
return 0 | |
# f6(x) returns random value. Without memoization, calling twice with the | |
# same x returns different values, hence a "random value", not a | |
# "function with random values" | |
_f6_cache = {} | |
def f6(x): | |
v = _f6_cache.get(x, None) | |
if v is None: | |
if x > 1: | |
v = random() | |
elif x < 1: | |
v = -random() | |
else: | |
v = 0 | |
_f6_cache[x] = v | |
return v | |
# Each Original test case has | |
# - a function and its two derivatives, | |
# - additional arguments, | |
# - a bracket enclosing a root, | |
# - the order of differentiability (smoothness) on this interval | |
# - a starting value for methods which don't require a bracket | |
# - the root (inside the bracket) | |
# - an Identifier of the test case | |
_ORIGINAL_TESTS_KEYS = [ | |
"f", "fprime", "fprime2", "args", "bracket", "smoothness", "x0", "root", "ID" | |
] | |
_ORIGINAL_TESTS = [ | |
[f1, f1_fp, f1_fpp, (), [0.5, np.sqrt(3)], np.inf, 0.6, 1.0, "original.01.00"], | |
[f2, f2_fp, f2_fpp, (), [0.5, np.sqrt(3)], np.inf, 0.6, 1.0, "original.02.00"], | |
[f3, f3_fp, f3_fpp, (), [0.5, np.sqrt(3)], np.inf, 0.6, 1.0, "original.03.00"], | |
[f4, None, None, (), [0.5, np.sqrt(3)], -1, 0.6, 1.0, "original.04.00"], | |
[f5, None, None, (), [0.5, np.sqrt(3)], -1, 0.6, 1.0, "original.05.00"], | |
[f6, None, None, (), [0.5, np.sqrt(3)], -np.inf, 0.6, 1.0, "original.05.00"] | |
] | |
_ORIGINAL_TESTS_DICTS = [ | |
dict(zip(_ORIGINAL_TESTS_KEYS, testcase)) for testcase in _ORIGINAL_TESTS | |
] | |
# ################## | |
# "APS" test cases | |
# Functions and test cases that appear in [1] | |
def aps01_f(x): | |
r"""Straightforward sum of trigonometric function and polynomial""" | |
return np.sin(x) - x / 2 | |
def aps01_fp(x): | |
return np.cos(x) - 1.0 / 2 | |
def aps01_fpp(x): | |
return -np.sin(x) | |
def aps02_f(x): | |
r"""poles at x=n**2, 1st and 2nd derivatives at root are also close to 0""" | |
ii = np.arange(1, 21) | |
return -2 * np.sum((2 * ii - 5)**2 / (x - ii**2)**3) | |
def aps02_fp(x): | |
ii = np.arange(1, 21) | |
return 6 * np.sum((2 * ii - 5)**2 / (x - ii**2)**4) | |
def aps02_fpp(x): | |
ii = np.arange(1, 21) | |
return 24 * np.sum((2 * ii - 5)**2 / (x - ii**2)**5) | |
def aps03_f(x, a, b): | |
r"""Rapidly changing at the root""" | |
return a * x * np.exp(b * x) | |
def aps03_fp(x, a, b): | |
return a * (b * x + 1) * np.exp(b * x) | |
def aps03_fpp(x, a, b): | |
return a * (b * (b * x + 1) + b) * np.exp(b * x) | |
def aps04_f(x, n, a): | |
r"""Medium-degree polynomial""" | |
return x**n - a | |
def aps04_fp(x, n, a): | |
return n * x**(n - 1) | |
def aps04_fpp(x, n, a): | |
return n * (n - 1) * x**(n - 2) | |
def aps05_f(x): | |
r"""Simple Trigonometric function""" | |
return np.sin(x) - 1.0 / 2 | |
def aps05_fp(x): | |
return np.cos(x) | |
def aps05_fpp(x): | |
return -np.sin(x) | |
def aps06_f(x, n): | |
r"""Exponential rapidly changing from -1 to 1 at x=0""" | |
return 2 * x * np.exp(-n) - 2 * np.exp(-n * x) + 1 | |
def aps06_fp(x, n): | |
return 2 * np.exp(-n) + 2 * n * np.exp(-n * x) | |
def aps06_fpp(x, n): | |
return -2 * n * n * np.exp(-n * x) | |
def aps07_f(x, n): | |
r"""Upside down parabola with parametrizable height""" | |
return (1 + (1 - n)**2) * x - (1 - n * x)**2 | |
def aps07_fp(x, n): | |
return (1 + (1 - n)**2) + 2 * n * (1 - n * x) | |
def aps07_fpp(x, n): | |
return -2 * n * n | |
def aps08_f(x, n): | |
r"""Degree n polynomial""" | |
return x * x - (1 - x)**n | |
def aps08_fp(x, n): | |
return 2 * x + n * (1 - x)**(n - 1) | |
def aps08_fpp(x, n): | |
return 2 - n * (n - 1) * (1 - x)**(n - 2) | |
def aps09_f(x, n): | |
r"""Upside down quartic with parametrizable height""" | |
return (1 + (1 - n)**4) * x - (1 - n * x)**4 | |
def aps09_fp(x, n): | |
return (1 + (1 - n)**4) + 4 * n * (1 - n * x)**3 | |
def aps09_fpp(x, n): | |
return -12 * n * (1 - n * x)**2 | |
def aps10_f(x, n): | |
r"""Exponential plus a polynomial""" | |
return np.exp(-n * x) * (x - 1) + x**n | |
def aps10_fp(x, n): | |
return np.exp(-n * x) * (-n * (x - 1) + 1) + n * x**(n - 1) | |
def aps10_fpp(x, n): | |
return (np.exp(-n * x) * (-n * (-n * (x - 1) + 1) + -n * x) | |
+ n * (n - 1) * x**(n - 2)) | |
def aps11_f(x, n): | |
r"""Rational function with a zero at x=1/n and a pole at x=0""" | |
return (n * x - 1) / ((n - 1) * x) | |
def aps11_fp(x, n): | |
return 1 / (n - 1) / x**2 | |
def aps11_fpp(x, n): | |
return -2 / (n - 1) / x**3 | |
def aps12_f(x, n): | |
r"""nth root of x, with a zero at x=n""" | |
return np.power(x, 1.0 / n) - np.power(n, 1.0 / n) | |
def aps12_fp(x, n): | |
return np.power(x, (1.0 - n) / n) / n | |
def aps12_fpp(x, n): | |
return np.power(x, (1.0 - 2 * n) / n) * (1.0 / n) * (1.0 - n) / n | |
_MAX_EXPABLE = np.log(np.finfo(float).max) | |
def aps13_f(x): | |
r"""Function with *all* derivatives 0 at the root""" | |
if x == 0: | |
return 0 | |
# x2 = 1.0/x**2 | |
# if x2 > 708: | |
# return 0 | |
y = 1 / x**2 | |
if y > _MAX_EXPABLE: | |
return 0 | |
return x / np.exp(y) | |
def aps13_fp(x): | |
if x == 0: | |
return 0 | |
y = 1 / x**2 | |
if y > _MAX_EXPABLE: | |
return 0 | |
return (1 + 2 / x**2) / np.exp(y) | |
def aps13_fpp(x): | |
if x == 0: | |
return 0 | |
y = 1 / x**2 | |
if y > _MAX_EXPABLE: | |
return 0 | |
return 2 * (2 - x**2) / x**5 / np.exp(y) | |
def aps14_f(x, n): | |
r"""0 for negative x-values, trigonometric+linear for x positive""" | |
if x <= 0: | |
return -n / 20.0 | |
return n / 20.0 * (x / 1.5 + np.sin(x) - 1) | |
def aps14_fp(x, n): | |
if x <= 0: | |
return 0 | |
return n / 20.0 * (1.0 / 1.5 + np.cos(x)) | |
def aps14_fpp(x, n): | |
if x <= 0: | |
return 0 | |
return -n / 20.0 * (np.sin(x)) | |
def aps15_f(x, n): | |
r"""piecewise linear, constant outside of [0, 0.002/(1+n)]""" | |
if x < 0: | |
return -0.859 | |
if x > 2 * 1e-3 / (1 + n): | |
return np.e - 1.859 | |
return np.exp((n + 1) * x / 2 * 1000) - 1.859 | |
def aps15_fp(x, n): | |
if not 0 <= x <= 2 * 1e-3 / (1 + n): | |
return np.e - 1.859 | |
return np.exp((n + 1) * x / 2 * 1000) * (n + 1) / 2 * 1000 | |
def aps15_fpp(x, n): | |
if not 0 <= x <= 2 * 1e-3 / (1 + n): | |
return np.e - 1.859 | |
return np.exp((n + 1) * x / 2 * 1000) * (n + 1) / 2 * 1000 * (n + 1) / 2 * 1000 | |
# Each APS test case has | |
# - a function and its two derivatives, | |
# - additional arguments, | |
# - a bracket enclosing a root, | |
# - the order of differentiability of the function on this interval | |
# - a starting value for methods which don't require a bracket | |
# - the root (inside the bracket) | |
# - an Identifier of the test case | |
# | |
# Algorithm 748 is a bracketing algorithm so a bracketing interval was provided | |
# in [1] for each test case. Newton and Halley methods need a single | |
# starting point x0, which was chosen to be near the middle of the interval, | |
# unless that would have made the problem too easy. | |
_APS_TESTS_KEYS = [ | |
"f", "fprime", "fprime2", "args", "bracket", "smoothness", "x0", "root", "ID" | |
] | |
_APS_TESTS = [ | |
[aps01_f, aps01_fp, aps01_fpp, (), [np.pi / 2, np.pi], np.inf, | |
3, 1.89549426703398094e+00, "aps.01.00"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [1 + 1e-9, 4 - 1e-9], np.inf, | |
2, 3.02291534727305677e+00, "aps.02.00"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [4 + 1e-9, 9 - 1e-9], np.inf, | |
5, 6.68375356080807848e+00, "aps.02.01"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [9 + 1e-9, 16 - 1e-9], np.inf, | |
10, 1.12387016550022114e+01, "aps.02.02"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [16 + 1e-9, 25 - 1e-9], np.inf, | |
17, 1.96760000806234103e+01, "aps.02.03"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [25 + 1e-9, 36 - 1e-9], np.inf, | |
26, 2.98282273265047557e+01, "aps.02.04"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [36 + 1e-9, 49 - 1e-9], np.inf, | |
37, 4.19061161952894139e+01, "aps.02.05"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [49 + 1e-9, 64 - 1e-9], np.inf, | |
50, 5.59535958001430913e+01, "aps.02.06"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [64 + 1e-9, 81 - 1e-9], np.inf, | |
65, 7.19856655865877997e+01, "aps.02.07"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [81 + 1e-9, 100 - 1e-9], np.inf, | |
82, 9.00088685391666701e+01, "aps.02.08"], | |
[aps02_f, aps02_fp, aps02_fpp, (), [100 + 1e-9, 121 - 1e-9], np.inf, | |
101, 1.10026532748330197e+02, "aps.02.09"], | |
[aps03_f, aps03_fp, aps03_fpp, (-40, -1), [-9, 31], np.inf, | |
-2, 0, "aps.03.00"], | |
[aps03_f, aps03_fp, aps03_fpp, (-100, -2), [-9, 31], np.inf, | |
-2, 0, "aps.03.01"], | |
[aps03_f, aps03_fp, aps03_fpp, (-200, -3), [-9, 31], np.inf, | |
-2, 0, "aps.03.02"], | |
[aps04_f, aps04_fp, aps04_fpp, (4, 0.2), [0, 5], np.inf, | |
2.5, 6.68740304976422006e-01, "aps.04.00"], | |
[aps04_f, aps04_fp, aps04_fpp, (6, 0.2), [0, 5], np.inf, | |
2.5, 7.64724491331730039e-01, "aps.04.01"], | |
[aps04_f, aps04_fp, aps04_fpp, (8, 0.2), [0, 5], np.inf, | |
2.5, 8.17765433957942545e-01, "aps.04.02"], | |
[aps04_f, aps04_fp, aps04_fpp, (10, 0.2), [0, 5], np.inf, | |
2.5, 8.51339922520784609e-01, "aps.04.03"], | |
[aps04_f, aps04_fp, aps04_fpp, (12, 0.2), [0, 5], np.inf, | |
2.5, 8.74485272221167897e-01, "aps.04.04"], | |
[aps04_f, aps04_fp, aps04_fpp, (4, 1), [0, 5], np.inf, | |
2.5, 1, "aps.04.05"], | |
[aps04_f, aps04_fp, aps04_fpp, (6, 1), [0, 5], np.inf, | |
2.5, 1, "aps.04.06"], | |
[aps04_f, aps04_fp, aps04_fpp, (8, 1), [0, 5], np.inf, | |
2.5, 1, "aps.04.07"], | |
[aps04_f, aps04_fp, aps04_fpp, (10, 1), [0, 5], np.inf, | |
2.5, 1, "aps.04.08"], | |
[aps04_f, aps04_fp, aps04_fpp, (12, 1), [0, 5], np.inf, | |
2.5, 1, "aps.04.09"], | |
[aps04_f, aps04_fp, aps04_fpp, (8, 1), [-0.95, 4.05], np.inf, | |
1.5, 1, "aps.04.10"], | |
[aps04_f, aps04_fp, aps04_fpp, (10, 1), [-0.95, 4.05], np.inf, | |
1.5, 1, "aps.04.11"], | |
[aps04_f, aps04_fp, aps04_fpp, (12, 1), [-0.95, 4.05], np.inf, | |
1.5, 1, "aps.04.12"], | |
[aps04_f, aps04_fp, aps04_fpp, (14, 1), [-0.95, 4.05], np.inf, | |
1.5, 1, "aps.04.13"], | |
[aps05_f, aps05_fp, aps05_fpp, (), [0, 1.5], np.inf, | |
1.3, np.pi / 6, "aps.05.00"], | |
[aps06_f, aps06_fp, aps06_fpp, (1,), [0, 1], np.inf, | |
0.5, 4.22477709641236709e-01, "aps.06.00"], | |
[aps06_f, aps06_fp, aps06_fpp, (2,), [0, 1], np.inf, | |
0.5, 3.06699410483203705e-01, "aps.06.01"], | |
[aps06_f, aps06_fp, aps06_fpp, (3,), [0, 1], np.inf, | |
0.5, 2.23705457654662959e-01, "aps.06.02"], | |
[aps06_f, aps06_fp, aps06_fpp, (4,), [0, 1], np.inf, | |
0.5, 1.71719147519508369e-01, "aps.06.03"], | |
[aps06_f, aps06_fp, aps06_fpp, (5,), [0, 1], np.inf, | |
0.4, 1.38257155056824066e-01, "aps.06.04"], | |
[aps06_f, aps06_fp, aps06_fpp, (20,), [0, 1], np.inf, | |
0.1, 3.46573590208538521e-02, "aps.06.05"], | |
[aps06_f, aps06_fp, aps06_fpp, (40,), [0, 1], np.inf, | |
5e-02, 1.73286795139986315e-02, "aps.06.06"], | |
[aps06_f, aps06_fp, aps06_fpp, (60,), [0, 1], np.inf, | |
1.0 / 30, 1.15524530093324210e-02, "aps.06.07"], | |
[aps06_f, aps06_fp, aps06_fpp, (80,), [0, 1], np.inf, | |
2.5e-02, 8.66433975699931573e-03, "aps.06.08"], | |
[aps06_f, aps06_fp, aps06_fpp, (100,), [0, 1], np.inf, | |
2e-02, 6.93147180559945415e-03, "aps.06.09"], | |
[aps07_f, aps07_fp, aps07_fpp, (5,), [0, 1], np.inf, | |
0.4, 3.84025518406218985e-02, "aps.07.00"], | |
[aps07_f, aps07_fp, aps07_fpp, (10,), [0, 1], np.inf, | |
0.4, 9.90000999800049949e-03, "aps.07.01"], | |
[aps07_f, aps07_fp, aps07_fpp, (20,), [0, 1], np.inf, | |
0.4, 2.49375003906201174e-03, "aps.07.02"], | |
[aps08_f, aps08_fp, aps08_fpp, (2,), [0, 1], np.inf, | |
0.9, 0.5, "aps.08.00"], | |
[aps08_f, aps08_fp, aps08_fpp, (5,), [0, 1], np.inf, | |
0.9, 3.45954815848242059e-01, "aps.08.01"], | |
[aps08_f, aps08_fp, aps08_fpp, (10,), [0, 1], np.inf, | |
0.9, 2.45122333753307220e-01, "aps.08.02"], | |
[aps08_f, aps08_fp, aps08_fpp, (15,), [0, 1], np.inf, | |
0.9, 1.95547623536565629e-01, "aps.08.03"], | |
[aps08_f, aps08_fp, aps08_fpp, (20,), [0, 1], np.inf, | |
0.9, 1.64920957276440960e-01, "aps.08.04"], | |
[aps09_f, aps09_fp, aps09_fpp, (1,), [0, 1], np.inf, | |
0.5, 2.75508040999484394e-01, "aps.09.00"], | |
[aps09_f, aps09_fp, aps09_fpp, (2,), [0, 1], np.inf, | |
0.5, 1.37754020499742197e-01, "aps.09.01"], | |
[aps09_f, aps09_fp, aps09_fpp, (4,), [0, 1], np.inf, | |
0.5, 1.03052837781564422e-02, "aps.09.02"], | |
[aps09_f, aps09_fp, aps09_fpp, (5,), [0, 1], np.inf, | |
0.5, 3.61710817890406339e-03, "aps.09.03"], | |
[aps09_f, aps09_fp, aps09_fpp, (8,), [0, 1], np.inf, | |
0.5, 4.10872918496395375e-04, "aps.09.04"], | |
[aps09_f, aps09_fp, aps09_fpp, (15,), [0, 1], np.inf, | |
0.5, 2.59895758929076292e-05, "aps.09.05"], | |
[aps09_f, aps09_fp, aps09_fpp, (20,), [0, 1], np.inf, | |
0.5, 7.66859512218533719e-06, "aps.09.06"], | |
[aps10_f, aps10_fp, aps10_fpp, (1,), [0, 1], np.inf, | |
0.9, 4.01058137541547011e-01, "aps.10.00"], | |
[aps10_f, aps10_fp, aps10_fpp, (5,), [0, 1], np.inf, | |
0.9, 5.16153518757933583e-01, "aps.10.01"], | |
[aps10_f, aps10_fp, aps10_fpp, (10,), [0, 1], np.inf, | |
0.9, 5.39522226908415781e-01, "aps.10.02"], | |
[aps10_f, aps10_fp, aps10_fpp, (15,), [0, 1], np.inf, | |
0.9, 5.48182294340655241e-01, "aps.10.03"], | |
[aps10_f, aps10_fp, aps10_fpp, (20,), [0, 1], np.inf, | |
0.9, 5.52704666678487833e-01, "aps.10.04"], | |
[aps11_f, aps11_fp, aps11_fpp, (2,), [0.01, 1], np.inf, | |
1e-02, 1.0 / 2, "aps.11.00"], | |
[aps11_f, aps11_fp, aps11_fpp, (5,), [0.01, 1], np.inf, | |
1e-02, 1.0 / 5, "aps.11.01"], | |
[aps11_f, aps11_fp, aps11_fpp, (15,), [0.01, 1], np.inf, | |
1e-02, 1.0 / 15, "aps.11.02"], | |
[aps11_f, aps11_fp, aps11_fpp, (20,), [0.01, 1], np.inf, | |
1e-02, 1.0 / 20, "aps.11.03"], | |
[aps12_f, aps12_fp, aps12_fpp, (2,), [1, 100], np.inf, | |
1.1, 2, "aps.12.00"], | |
[aps12_f, aps12_fp, aps12_fpp, (3,), [1, 100], np.inf, | |
1.1, 3, "aps.12.01"], | |
[aps12_f, aps12_fp, aps12_fpp, (4,), [1, 100], np.inf, | |
1.1, 4, "aps.12.02"], | |
[aps12_f, aps12_fp, aps12_fpp, (5,), [1, 100], np.inf, | |
1.1, 5, "aps.12.03"], | |
[aps12_f, aps12_fp, aps12_fpp, (6,), [1, 100], np.inf, | |
1.1, 6, "aps.12.04"], | |
[aps12_f, aps12_fp, aps12_fpp, (7,), [1, 100], np.inf, | |
1.1, 7, "aps.12.05"], | |
[aps12_f, aps12_fp, aps12_fpp, (9,), [1, 100], np.inf, | |
1.1, 9, "aps.12.06"], | |
[aps12_f, aps12_fp, aps12_fpp, (11,), [1, 100], np.inf, | |
1.1, 11, "aps.12.07"], | |
[aps12_f, aps12_fp, aps12_fpp, (13,), [1, 100], np.inf, | |
1.1, 13, "aps.12.08"], | |
[aps12_f, aps12_fp, aps12_fpp, (15,), [1, 100], np.inf, | |
1.1, 15, "aps.12.09"], | |
[aps12_f, aps12_fp, aps12_fpp, (17,), [1, 100], np.inf, | |
1.1, 17, "aps.12.10"], | |
[aps12_f, aps12_fp, aps12_fpp, (19,), [1, 100], np.inf, | |
1.1, 19, "aps.12.11"], | |
[aps12_f, aps12_fp, aps12_fpp, (21,), [1, 100], np.inf, | |
1.1, 21, "aps.12.12"], | |
[aps12_f, aps12_fp, aps12_fpp, (23,), [1, 100], np.inf, | |
1.1, 23, "aps.12.13"], | |
[aps12_f, aps12_fp, aps12_fpp, (25,), [1, 100], np.inf, | |
1.1, 25, "aps.12.14"], | |
[aps12_f, aps12_fp, aps12_fpp, (27,), [1, 100], np.inf, | |
1.1, 27, "aps.12.15"], | |
[aps12_f, aps12_fp, aps12_fpp, (29,), [1, 100], np.inf, | |
1.1, 29, "aps.12.16"], | |
[aps12_f, aps12_fp, aps12_fpp, (31,), [1, 100], np.inf, | |
1.1, 31, "aps.12.17"], | |
[aps12_f, aps12_fp, aps12_fpp, (33,), [1, 100], np.inf, | |
1.1, 33, "aps.12.18"], | |
[aps13_f, aps13_fp, aps13_fpp, (), [-1, 4], np.inf, | |
1.5, 0, "aps.13.00"], | |
[aps14_f, aps14_fp, aps14_fpp, (1,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.00"], | |
[aps14_f, aps14_fp, aps14_fpp, (2,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.01"], | |
[aps14_f, aps14_fp, aps14_fpp, (3,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.02"], | |
[aps14_f, aps14_fp, aps14_fpp, (4,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.03"], | |
[aps14_f, aps14_fp, aps14_fpp, (5,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.04"], | |
[aps14_f, aps14_fp, aps14_fpp, (6,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.05"], | |
[aps14_f, aps14_fp, aps14_fpp, (7,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.06"], | |
[aps14_f, aps14_fp, aps14_fpp, (8,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.07"], | |
[aps14_f, aps14_fp, aps14_fpp, (9,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.08"], | |
[aps14_f, aps14_fp, aps14_fpp, (10,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.09"], | |
[aps14_f, aps14_fp, aps14_fpp, (11,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.10"], | |
[aps14_f, aps14_fp, aps14_fpp, (12,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.11"], | |
[aps14_f, aps14_fp, aps14_fpp, (13,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.12"], | |
[aps14_f, aps14_fp, aps14_fpp, (14,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.13"], | |
[aps14_f, aps14_fp, aps14_fpp, (15,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.14"], | |
[aps14_f, aps14_fp, aps14_fpp, (16,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.15"], | |
[aps14_f, aps14_fp, aps14_fpp, (17,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.16"], | |
[aps14_f, aps14_fp, aps14_fpp, (18,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.17"], | |
[aps14_f, aps14_fp, aps14_fpp, (19,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.18"], | |
[aps14_f, aps14_fp, aps14_fpp, (20,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.19"], | |
[aps14_f, aps14_fp, aps14_fpp, (21,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.20"], | |
[aps14_f, aps14_fp, aps14_fpp, (22,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.21"], | |
[aps14_f, aps14_fp, aps14_fpp, (23,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.22"], | |
[aps14_f, aps14_fp, aps14_fpp, (24,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.23"], | |
[aps14_f, aps14_fp, aps14_fpp, (25,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.24"], | |
[aps14_f, aps14_fp, aps14_fpp, (26,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.25"], | |
[aps14_f, aps14_fp, aps14_fpp, (27,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.26"], | |
[aps14_f, aps14_fp, aps14_fpp, (28,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.27"], | |
[aps14_f, aps14_fp, aps14_fpp, (29,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.28"], | |
[aps14_f, aps14_fp, aps14_fpp, (30,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.29"], | |
[aps14_f, aps14_fp, aps14_fpp, (31,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.30"], | |
[aps14_f, aps14_fp, aps14_fpp, (32,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.31"], | |
[aps14_f, aps14_fp, aps14_fpp, (33,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.32"], | |
[aps14_f, aps14_fp, aps14_fpp, (34,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.33"], | |
[aps14_f, aps14_fp, aps14_fpp, (35,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.34"], | |
[aps14_f, aps14_fp, aps14_fpp, (36,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.35"], | |
[aps14_f, aps14_fp, aps14_fpp, (37,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.36"], | |
[aps14_f, aps14_fp, aps14_fpp, (38,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.37"], | |
[aps14_f, aps14_fp, aps14_fpp, (39,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.38"], | |
[aps14_f, aps14_fp, aps14_fpp, (40,), [-1000, np.pi / 2], 0, | |
1, 6.23806518961612433e-01, "aps.14.39"], | |
[aps15_f, aps15_fp, aps15_fpp, (20,), [-1000, 1e-4], 0, | |
-2, 5.90513055942197166e-05, "aps.15.00"], | |
[aps15_f, aps15_fp, aps15_fpp, (21,), [-1000, 1e-4], 0, | |
-2, 5.63671553399369967e-05, "aps.15.01"], | |
[aps15_f, aps15_fp, aps15_fpp, (22,), [-1000, 1e-4], 0, | |
-2, 5.39164094555919196e-05, "aps.15.02"], | |
[aps15_f, aps15_fp, aps15_fpp, (23,), [-1000, 1e-4], 0, | |
-2, 5.16698923949422470e-05, "aps.15.03"], | |
[aps15_f, aps15_fp, aps15_fpp, (24,), [-1000, 1e-4], 0, | |
-2, 4.96030966991445609e-05, "aps.15.04"], | |
[aps15_f, aps15_fp, aps15_fpp, (25,), [-1000, 1e-4], 0, | |
-2, 4.76952852876389951e-05, "aps.15.05"], | |
[aps15_f, aps15_fp, aps15_fpp, (26,), [-1000, 1e-4], 0, | |
-2, 4.59287932399486662e-05, "aps.15.06"], | |
[aps15_f, aps15_fp, aps15_fpp, (27,), [-1000, 1e-4], 0, | |
-2, 4.42884791956647841e-05, "aps.15.07"], | |
[aps15_f, aps15_fp, aps15_fpp, (28,), [-1000, 1e-4], 0, | |
-2, 4.27612902578832391e-05, "aps.15.08"], | |
[aps15_f, aps15_fp, aps15_fpp, (29,), [-1000, 1e-4], 0, | |
-2, 4.13359139159538030e-05, "aps.15.09"], | |
[aps15_f, aps15_fp, aps15_fpp, (30,), [-1000, 1e-4], 0, | |
-2, 4.00024973380198076e-05, "aps.15.10"], | |
[aps15_f, aps15_fp, aps15_fpp, (31,), [-1000, 1e-4], 0, | |
-2, 3.87524192962066869e-05, "aps.15.11"], | |
[aps15_f, aps15_fp, aps15_fpp, (32,), [-1000, 1e-4], 0, | |
-2, 3.75781035599579910e-05, "aps.15.12"], | |
[aps15_f, aps15_fp, aps15_fpp, (33,), [-1000, 1e-4], 0, | |
-2, 3.64728652199592355e-05, "aps.15.13"], | |
[aps15_f, aps15_fp, aps15_fpp, (34,), [-1000, 1e-4], 0, | |
-2, 3.54307833565318273e-05, "aps.15.14"], | |
[aps15_f, aps15_fp, aps15_fpp, (35,), [-1000, 1e-4], 0, | |
-2, 3.44465949299614980e-05, "aps.15.15"], | |
[aps15_f, aps15_fp, aps15_fpp, (36,), [-1000, 1e-4], 0, | |
-2, 3.35156058778003705e-05, "aps.15.16"], | |
[aps15_f, aps15_fp, aps15_fpp, (37,), [-1000, 1e-4], 0, | |
-2, 3.26336162494372125e-05, "aps.15.17"], | |
[aps15_f, aps15_fp, aps15_fpp, (38,), [-1000, 1e-4], 0, | |
-2, 3.17968568584260013e-05, "aps.15.18"], | |
[aps15_f, aps15_fp, aps15_fpp, (39,), [-1000, 1e-4], 0, | |
-2, 3.10019354369653455e-05, "aps.15.19"], | |
[aps15_f, aps15_fp, aps15_fpp, (40,), [-1000, 1e-4], 0, | |
-2, 3.02457906702100968e-05, "aps.15.20"], | |
[aps15_f, aps15_fp, aps15_fpp, (100,), [-1000, 1e-4], 0, | |
-2, 1.22779942324615231e-05, "aps.15.21"], | |
[aps15_f, aps15_fp, aps15_fpp, (200,), [-1000, 1e-4], 0, | |
-2, 6.16953939044086617e-06, "aps.15.22"], | |
[aps15_f, aps15_fp, aps15_fpp, (300,), [-1000, 1e-4], 0, | |
-2, 4.11985852982928163e-06, "aps.15.23"], | |
[aps15_f, aps15_fp, aps15_fpp, (400,), [-1000, 1e-4], 0, | |
-2, 3.09246238772721682e-06, "aps.15.24"], | |
[aps15_f, aps15_fp, aps15_fpp, (500,), [-1000, 1e-4], 0, | |
-2, 2.47520442610501789e-06, "aps.15.25"], | |
[aps15_f, aps15_fp, aps15_fpp, (600,), [-1000, 1e-4], 0, | |
-2, 2.06335676785127107e-06, "aps.15.26"], | |
[aps15_f, aps15_fp, aps15_fpp, (700,), [-1000, 1e-4], 0, | |
-2, 1.76901200781542651e-06, "aps.15.27"], | |
[aps15_f, aps15_fp, aps15_fpp, (800,), [-1000, 1e-4], 0, | |
-2, 1.54816156988591016e-06, "aps.15.28"], | |
[aps15_f, aps15_fp, aps15_fpp, (900,), [-1000, 1e-4], 0, | |
-2, 1.37633453660223511e-06, "aps.15.29"], | |
[aps15_f, aps15_fp, aps15_fpp, (1000,), [-1000, 1e-4], 0, | |
-2, 1.23883857889971403e-06, "aps.15.30"] | |
] | |
_APS_TESTS_DICTS = [dict(zip(_APS_TESTS_KEYS, testcase)) for testcase in _APS_TESTS] | |
# ################## | |
# "complex" test cases | |
# A few simple, complex-valued, functions, defined on the complex plane. | |
def cplx01_f(z, n, a): | |
r"""z**n-a: Use to find the nth root of a""" | |
return z**n - a | |
def cplx01_fp(z, n, a): | |
return n * z**(n - 1) | |
def cplx01_fpp(z, n, a): | |
return n * (n - 1) * z**(n - 2) | |
def cplx02_f(z, a): | |
r"""e**z - a: Use to find the log of a""" | |
return np.exp(z) - a | |
def cplx02_fp(z, a): | |
return np.exp(z) | |
def cplx02_fpp(z, a): | |
return np.exp(z) | |
# Each "complex" test case has | |
# - a function and its two derivatives, | |
# - additional arguments, | |
# - the order of differentiability of the function on this interval | |
# - two starting values x0 and x1 | |
# - the root | |
# - an Identifier of the test case | |
# | |
# Algorithm 748 is a bracketing algorithm so a bracketing interval was provided | |
# in [1] for each test case. Newton and Halley need a single starting point | |
# x0, which was chosen to be near the middle of the interval, unless that | |
# would make the problem too easy. | |
_COMPLEX_TESTS_KEYS = [ | |
"f", "fprime", "fprime2", "args", "smoothness", "x0", "x1", "root", "ID" | |
] | |
_COMPLEX_TESTS = [ | |
[cplx01_f, cplx01_fp, cplx01_fpp, (2, -1), np.inf, | |
(1 + 1j), (0.5 + 0.5j), 1j, "complex.01.00"], | |
[cplx01_f, cplx01_fp, cplx01_fpp, (3, 1), np.inf, | |
(-1 + 1j), (-0.5 + 2.0j), (-0.5 + np.sqrt(3) / 2 * 1.0j), | |
"complex.01.01"], | |
[cplx01_f, cplx01_fp, cplx01_fpp, (3, -1), np.inf, | |
1j, (0.5 + 0.5j), (0.5 + np.sqrt(3) / 2 * 1.0j), | |
"complex.01.02"], | |
[cplx01_f, cplx01_fp, cplx01_fpp, (3, 8), np.inf, | |
5, 4, 2, "complex.01.03"], | |
[cplx02_f, cplx02_fp, cplx02_fpp, (-1,), np.inf, | |
(1 + 2j), (0.5 + 0.5j), np.pi * 1.0j, "complex.02.00"], | |
[cplx02_f, cplx02_fp, cplx02_fpp, (1j,), np.inf, | |
(1 + 2j), (0.5 + 0.5j), np.pi * 0.5j, "complex.02.01"], | |
] | |
_COMPLEX_TESTS_DICTS = [ | |
dict(zip(_COMPLEX_TESTS_KEYS, testcase)) for testcase in _COMPLEX_TESTS | |
] | |
def _add_a_b(tests): | |
r"""Add "a" and "b" keys to each test from the "bracket" value""" | |
for d in tests: | |
for k, v in zip(['a', 'b'], d.get('bracket', [])): | |
d[k] = v | |
_add_a_b(_ORIGINAL_TESTS_DICTS) | |
_add_a_b(_APS_TESTS_DICTS) | |
_add_a_b(_COMPLEX_TESTS_DICTS) | |
def get_tests(collection='original', smoothness=None): | |
r"""Return the requested collection of test cases, as an array of dicts with subset-specific keys | |
Allowed values of collection: | |
'original': The original benchmarking functions. | |
Real-valued functions of real-valued inputs on an interval with a zero. | |
f1, .., f3 are continuous and infinitely differentiable | |
f4 has a single discontinuity at the root | |
f5 has a root at 1 replacing a 1st order pole | |
f6 is randomly positive on one side of the root, randomly negative on the other | |
'aps': The test problems in the TOMS "Algorithm 748: Enclosing Zeros of Continuous Functions" | |
paper by Alefeld, Potra and Shi. Real-valued functions of | |
real-valued inputs on an interval with a zero. | |
Suitable for methods which start with an enclosing interval, and | |
derivatives up to 2nd order. | |
'complex': Some complex-valued functions of complex-valued inputs. | |
No enclosing bracket is provided. | |
Suitable for methods which use one or more starting values, and | |
derivatives up to 2nd order. | |
The dictionary keys will be a subset of | |
["f", "fprime", "fprime2", "args", "bracket", "a", b", "smoothness", "x0", "x1", "root", "ID"] | |
""" # noqa: E501 | |
collection = collection or "original" | |
subsets = {"aps": _APS_TESTS_DICTS, | |
"complex": _COMPLEX_TESTS_DICTS, | |
"original": _ORIGINAL_TESTS_DICTS, | |
"chandrupatla": _CHANDRUPATLA_TESTS_DICTS} | |
tests = subsets.get(collection, []) | |
if smoothness is not None: | |
tests = [tc for tc in tests if tc['smoothness'] >= smoothness] | |
return tests | |
# Backwards compatibility | |
methods = [cc.bisect, cc.ridder, cc.brenth, cc.brentq] | |
mstrings = ['cc.bisect', 'cc.ridder', 'cc.brenth', 'cc.brentq'] | |
functions = [f2, f3, f4, f5, f6] | |
fstrings = ['f2', 'f3', 'f4', 'f5', 'f6'] | |
# ################## | |
# "Chandrupatla" test cases | |
# Functions and test cases that appear in [2] | |
def fun1(x): | |
return x**3 - 2*x - 5 | |
fun1.root = 2.0945514815423265 # additional precision using mpmath.findroot | |
def fun2(x): | |
return 1 - 1/x**2 | |
fun2.root = 1 | |
def fun3(x): | |
return (x-3)**3 | |
fun3.root = 3 | |
def fun4(x): | |
return 6*(x-2)**5 | |
fun4.root = 2 | |
def fun5(x): | |
return x**9 | |
fun5.root = 0 | |
def fun6(x): | |
return x**19 | |
fun6.root = 0 | |
def fun7(x): | |
return 0 if abs(x) < 3.8e-4 else x*np.exp(-x**(-2)) | |
fun7.root = 0 | |
def fun8(x): | |
xi = 0.61489 | |
return -(3062*(1-xi)*np.exp(-x))/(xi + (1-xi)*np.exp(-x)) - 1013 + 1628/x | |
fun8.root = 1.0375360332870405 | |
def fun9(x): | |
return np.exp(x) - 2 - 0.01/x**2 + .000002/x**3 | |
fun9.root = 0.7032048403631358 | |
# Each "chandropatla" test case has | |
# - a function, | |
# - two starting values x0 and x1 | |
# - the root | |
# - the number of function evaluations required by Chandrupatla's algorithm | |
# - an Identifier of the test case | |
# | |
# Chandrupatla's is a bracketing algorithm, so a bracketing interval was | |
# provided in [2] for each test case. No special support for testing with | |
# secant/Newton/Halley is provided. | |
_CHANDRUPATLA_TESTS_KEYS = ["f", "bracket", "root", "nfeval", "ID"] | |
_CHANDRUPATLA_TESTS = [ | |
[fun1, [2, 3], fun1.root, 7], | |
[fun1, [1, 10], fun1.root, 11], | |
[fun1, [1, 100], fun1.root, 14], | |
[fun1, [-1e4, 1e4], fun1.root, 23], | |
[fun1, [-1e10, 1e10], fun1.root, 43], | |
[fun2, [0.5, 1.51], fun2.root, 8], | |
[fun2, [1e-4, 1e4], fun2.root, 22], | |
[fun2, [1e-6, 1e6], fun2.root, 28], | |
[fun2, [1e-10, 1e10], fun2.root, 41], | |
[fun2, [1e-12, 1e12], fun2.root, 48], | |
[fun3, [0, 5], fun3.root, 21], | |
[fun3, [-10, 10], fun3.root, 23], | |
[fun3, [-1e4, 1e4], fun3.root, 36], | |
[fun3, [-1e6, 1e6], fun3.root, 45], | |
[fun3, [-1e10, 1e10], fun3.root, 55], | |
[fun4, [0, 5], fun4.root, 21], | |
[fun4, [-10, 10], fun4.root, 23], | |
[fun4, [-1e4, 1e4], fun4.root, 33], | |
[fun4, [-1e6, 1e6], fun4.root, 43], | |
[fun4, [-1e10, 1e10], fun4.root, 54], | |
[fun5, [-1, 4], fun5.root, 21], | |
[fun5, [-2, 5], fun5.root, 22], | |
[fun5, [-1, 10], fun5.root, 23], | |
[fun5, [-5, 50], fun5.root, 25], | |
[fun5, [-10, 100], fun5.root, 26], | |
[fun6, [-1., 4.], fun6.root, 21], | |
[fun6, [-2., 5.], fun6.root, 22], | |
[fun6, [-1., 10.], fun6.root, 23], | |
[fun6, [-5., 50.], fun6.root, 25], | |
[fun6, [-10., 100.], fun6.root, 26], | |
[fun7, [-1, 4], fun7.root, 8], | |
[fun7, [-2, 5], fun7.root, 8], | |
[fun7, [-1, 10], fun7.root, 11], | |
[fun7, [-5, 50], fun7.root, 18], | |
[fun7, [-10, 100], fun7.root, 19], | |
[fun8, [2e-4, 2], fun8.root, 9], | |
[fun8, [2e-4, 3], fun8.root, 10], | |
[fun8, [2e-4, 9], fun8.root, 11], | |
[fun8, [2e-4, 27], fun8.root, 12], | |
[fun8, [2e-4, 81], fun8.root, 14], | |
[fun9, [2e-4, 1], fun9.root, 7], | |
[fun9, [2e-4, 3], fun9.root, 8], | |
[fun9, [2e-4, 9], fun9.root, 10], | |
[fun9, [2e-4, 27], fun9.root, 11], | |
[fun9, [2e-4, 81], fun9.root, 13], | |
] | |
_CHANDRUPATLA_TESTS = [test + [f'{test[0].__name__}.{i%5+1}'] | |
for i, test in enumerate(_CHANDRUPATLA_TESTS)] | |
_CHANDRUPATLA_TESTS_DICTS = [dict(zip(_CHANDRUPATLA_TESTS_KEYS, testcase)) | |
for testcase in _CHANDRUPATLA_TESTS] | |
_add_a_b(_CHANDRUPATLA_TESTS_DICTS) | |