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- # mypy: disable-error-code="attr-defined"
- import pytest
- import numpy as np
- from numpy.testing import assert_equal, assert_almost_equal, assert_allclose
- from hypothesis import given
- import hypothesis.strategies as st
- import hypothesis.extra.numpy as hyp_num
- from scipy.integrate import (romb, newton_cotes,
- cumulative_trapezoid, trapezoid,
- quad, simpson, fixed_quad,
- qmc_quad, cumulative_simpson)
- from scipy.integrate._quadrature import _cumulative_simpson_unequal_intervals
- from scipy import stats, special, integrate
- from scipy.conftest import skip_xp_invalid_arg
- from scipy._lib._array_api import make_xp_test_case, xp_default_dtype, is_numpy
- from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal
- skip_xp_backends = pytest.mark.skip_xp_backends
- @make_xp_test_case(fixed_quad)
- class TestFixedQuad:
- def test_scalar(self):
- n = 4
- expected = 1/(2*n)
- got, _ = fixed_quad(lambda x: x**(2*n - 1), 0, 1, n=n)
- # quadrature exact for this input
- assert_allclose(got, expected, rtol=1e-12)
- def test_vector(self):
- n = 4
- p = np.arange(1, 2*n)
- expected = 1/(p + 1)
- got, _ = fixed_quad(lambda x: x**p[:, None], 0, 1, n=n)
- assert_allclose(got, expected, rtol=1e-12)
- @make_xp_test_case(romb)
- class TestRomb:
- def test_romb(self, xp):
- xp_assert_equal(romb(xp.arange(17.0)), xp.asarray(128.0, dtype=xp.float64))
- def test_romb_gh_3731(self, xp):
- # Check that romb makes maximal use of data points
- x = np.arange(2**4+1)
- y = np.cos(0.2*x)
- val = romb(xp.asarray(y))
- expected, _ = quad(lambda x: np.cos(np.array(0.2*x)), np.min(x), np.max(x))
- xp_assert_close(val, xp.asarray(expected, dtype=xp.float64), rtol=1e-8, atol=0)
- @make_xp_test_case(newton_cotes)
- class TestNewtonCotes:
- def test_newton_cotes(self):
- """Test the first few degrees, for evenly spaced points."""
- n = 1
- wts, errcoff = newton_cotes(n, 1)
- assert_equal(wts, n*np.array([0.5, 0.5]))
- assert_almost_equal(errcoff, -n**3/12.0)
- n = 2
- wts, errcoff = newton_cotes(n, 1)
- assert_almost_equal(wts, n*np.array([1.0, 4.0, 1.0])/6.0)
- assert_almost_equal(errcoff, -n**5/2880.0)
- n = 3
- wts, errcoff = newton_cotes(n, 1)
- assert_almost_equal(wts, n*np.array([1.0, 3.0, 3.0, 1.0])/8.0)
- assert_almost_equal(errcoff, -n**5/6480.0)
- n = 4
- wts, errcoff = newton_cotes(n, 1)
- assert_almost_equal(wts, n*np.array([7.0, 32.0, 12.0, 32.0, 7.0])/90.0)
- assert_almost_equal(errcoff, -n**7/1935360.0)
- def test_newton_cotes2(self):
- """Test newton_cotes with points that are not evenly spaced."""
- x = np.array([0.0, 1.5, 2.0])
- y = x**2
- wts, errcoff = newton_cotes(x)
- exact_integral = 8.0/3
- numeric_integral = np.dot(wts, y)
- assert_almost_equal(numeric_integral, exact_integral)
- x = np.array([0.0, 1.4, 2.1, 3.0])
- y = x**2
- wts, errcoff = newton_cotes(x)
- exact_integral = 9.0
- numeric_integral = np.dot(wts, y)
- assert_almost_equal(numeric_integral, exact_integral)
- @make_xp_test_case(simpson)
- class TestSimpson:
- def test_simpson(self):
- y = np.arange(17)
- assert_equal(simpson(y), 128)
- assert_equal(simpson(y, dx=0.5), 64)
- assert_equal(simpson(y, x=np.linspace(0, 4, 17)), 32)
- # integral should be exactly 21
- x = np.linspace(1, 4, 4)
- def f(x):
- return x**2
- assert_allclose(simpson(f(x), x=x), 21.0)
- # integral should be exactly 114
- x = np.linspace(1, 7, 4)
- assert_allclose(simpson(f(x), dx=2.0), 114)
- # test multi-axis behaviour
- a = np.arange(16).reshape(4, 4)
- x = np.arange(64.).reshape(4, 4, 4)
- y = f(x)
- for i in range(3):
- r = simpson(y, x=x, axis=i)
- it = np.nditer(a, flags=['multi_index'])
- for _ in it:
- idx = list(it.multi_index)
- idx.insert(i, slice(None))
- integral = x[tuple(idx)][-1]**3 / 3 - x[tuple(idx)][0]**3 / 3
- assert_allclose(r[it.multi_index], integral)
- # test when integration axis only has two points
- x = np.arange(16).reshape(8, 2)
- y = f(x)
- r = simpson(y, x=x, axis=-1)
- integral = 0.5 * (y[:, 1] + y[:, 0]) * (x[:, 1] - x[:, 0])
- assert_allclose(r, integral)
- # odd points, test multi-axis behaviour
- a = np.arange(25).reshape(5, 5)
- x = np.arange(125).reshape(5, 5, 5)
- y = f(x)
- for i in range(3):
- r = simpson(y, x=x, axis=i)
- it = np.nditer(a, flags=['multi_index'])
- for _ in it:
- idx = list(it.multi_index)
- idx.insert(i, slice(None))
- integral = x[tuple(idx)][-1]**3 / 3 - x[tuple(idx)][0]**3 / 3
- assert_allclose(r[it.multi_index], integral)
- # Tests for checking base case
- x = np.array([3])
- y = np.power(x, 2)
- assert_allclose(simpson(y, x=x, axis=0), 0.0)
- assert_allclose(simpson(y, x=x, axis=-1), 0.0)
- x = np.array([3, 3, 3, 3])
- y = np.power(x, 2)
- assert_allclose(simpson(y, x=x, axis=0), 0.0)
- assert_allclose(simpson(y, x=x, axis=-1), 0.0)
- x = np.array([[1, 2, 4, 8], [1, 2, 4, 8], [1, 2, 4, 8]])
- y = np.power(x, 2)
- zero_axis = [0.0, 0.0, 0.0, 0.0]
- default_axis = [170 + 1/3] * 3 # 8**3 / 3 - 1/3
- assert_allclose(simpson(y, x=x, axis=0), zero_axis)
- # the following should be exact
- assert_allclose(simpson(y, x=x, axis=-1), default_axis)
- x = np.array([[1, 2, 4, 8], [1, 2, 4, 8], [1, 8, 16, 32]])
- y = np.power(x, 2)
- zero_axis = [0.0, 136.0, 1088.0, 8704.0]
- default_axis = [170 + 1/3, 170 + 1/3, 32**3 / 3 - 1/3]
- assert_allclose(simpson(y, x=x, axis=0), zero_axis)
- assert_allclose(simpson(y, x=x, axis=-1), default_axis)
- @pytest.mark.parametrize('droplast', [False, True])
- def test_simpson_2d_integer_no_x(self, droplast):
- # The inputs are 2d integer arrays. The results should be
- # identical to the results when the inputs are floating point.
- y = np.array([[2, 2, 4, 4, 8, 8, -4, 5],
- [4, 4, 2, -4, 10, 22, -2, 10]])
- if droplast:
- y = y[:, :-1]
- result = simpson(y, axis=-1)
- expected = simpson(np.array(y, dtype=np.float64), axis=-1)
- assert_equal(result, expected)
- @make_xp_test_case(cumulative_trapezoid)
- class TestCumulative_trapezoid:
- def test_1d(self, xp):
- x = xp.linspace(-2, 2, num=5)
- y = x
- y_int = cumulative_trapezoid(y, x, initial=0)
- y_expected = xp.asarray([0., -1.5, -2., -1.5, 0.])
- xp_assert_close(y_int, y_expected)
- y_int = cumulative_trapezoid(y, x, initial=None)
- xp_assert_close(y_int, y_expected[1:])
- def test_y_nd_x_nd(self, xp):
- x = xp.reshape(xp.arange(3 * 2 * 4, dtype=xp_default_dtype(xp)), (3, 2, 4))
- y = x
- y_int = cumulative_trapezoid(y, x, initial=0)
- y_expected = xp.asarray([[[0., 0.5, 2., 4.5],
- [0., 4.5, 10., 16.5]],
- [[0., 8.5, 18., 28.5],
- [0., 12.5, 26., 40.5]],
- [[0., 16.5, 34., 52.5],
- [0., 20.5, 42., 64.5]]])
- xp_assert_close(y_int, y_expected)
- # Try with all axes
- shapes = [(2, 2, 4), (3, 1, 4), (3, 2, 3)]
- for axis, shape in zip([0, 1, 2], shapes):
- y_int = cumulative_trapezoid(y, x, initial=0, axis=axis)
- assert y_int.shape == (3, 2, 4)
- y_int = cumulative_trapezoid(y, x, initial=None, axis=axis)
- assert y_int.shape == shape
- def test_y_nd_x_1d(self, xp):
- y = xp.reshape(xp.arange(3 * 2 * 4, dtype=xp_default_dtype(xp)), (3, 2, 4))
- x = xp.arange(4, dtype=xp_default_dtype(xp))**2
- # Try with all axes
- ys_expected = (
- xp.asarray([[[4., 5., 6., 7.],
- [8., 9., 10., 11.]],
- [[40., 44., 48., 52.],
- [56., 60., 64., 68.]]]),
- xp.asarray([[[2., 3., 4., 5.]],
- [[10., 11., 12., 13.]],
- [[18., 19., 20., 21.]]]),
- xp.asarray([[[0.5, 5., 17.5],
- [4.5, 21., 53.5]],
- [[8.5, 37., 89.5],
- [12.5, 53., 125.5]],
- [[16.5, 69., 161.5],
- [20.5, 85., 197.5]]]))
- for axis, y_expected in zip([0, 1, 2], ys_expected):
- y_int = cumulative_trapezoid(y, x=x[:y.shape[axis]], axis=axis,
- initial=None)
- xp_assert_close(y_int, y_expected)
- def test_x_none(self, xp):
- y = xp.linspace(-2, 2, num=5)
- y_int = cumulative_trapezoid(y)
- y_expected = xp.asarray([-1.5, -2., -1.5, 0.])
- xp_assert_close(y_int, y_expected)
- y_int = cumulative_trapezoid(y, initial=0)
- y_expected = xp.asarray([0, -1.5, -2., -1.5, 0.])
- xp_assert_close(y_int, y_expected)
- y_int = cumulative_trapezoid(y, dx=3)
- y_expected = xp.asarray([-4.5, -6., -4.5, 0.])
- xp_assert_close(y_int, y_expected)
- y_int = cumulative_trapezoid(y, dx=3, initial=0)
- y_expected = xp.asarray([0, -4.5, -6., -4.5, 0.])
- xp_assert_close(y_int, y_expected)
- @pytest.mark.parametrize(
- "initial", [1, 0.5]
- )
- def test_initial_error(self, initial, xp):
- """If initial is not None or 0, a ValueError is raised."""
- y = xp.linspace(0, 10, num=10)
- with pytest.raises(ValueError, match="`initial`"):
- cumulative_trapezoid(y, initial=initial)
- def test_zero_len_y(self, xp):
- with pytest.raises(ValueError, match="At least one point is required"):
- cumulative_trapezoid(y=xp.asarray([]))
- @make_xp_test_case(trapezoid)
- class TestTrapezoid:
- def test_simple(self, xp):
- x = xp.arange(-10, 10, .1)
- r = trapezoid(xp.exp(-.5 * x ** 2) / xp.sqrt(2 * xp.asarray(xp.pi)), dx=0.1)
- # check integral of normal equals 1
- xp_assert_close(r, xp.asarray(1.0))
- def test_ndim(self, xp):
- x = xp.linspace(0, 1, 3)
- y = xp.linspace(0, 2, 8)
- z = xp.linspace(0, 3, 13)
- wx = xp.ones_like(x) * (x[1] - x[0])
- wx[0] /= 2
- wx[-1] /= 2
- wy = xp.ones_like(y) * (y[1] - y[0])
- wy[0] /= 2
- wy[-1] /= 2
- wz = xp.ones_like(z) * (z[1] - z[0])
- wz[0] /= 2
- wz[-1] /= 2
- q = x[:, None, None] + y[None,:, None] + z[None, None,:]
- qx = xp.sum(q * wx[:, None, None], axis=0)
- qy = xp.sum(q * wy[None, :, None], axis=1)
- qz = xp.sum(q * wz[None, None, :], axis=2)
- # n-d `x`
- r = trapezoid(q, x=x[:, None, None], axis=0)
- xp_assert_close(r, qx)
- r = trapezoid(q, x=y[None,:, None], axis=1)
- xp_assert_close(r, qy)
- r = trapezoid(q, x=z[None, None,:], axis=2)
- xp_assert_close(r, qz)
- # 1-d `x`
- r = trapezoid(q, x=x, axis=0)
- xp_assert_close(r, qx)
- r = trapezoid(q, x=y, axis=1)
- xp_assert_close(r, qy)
- r = trapezoid(q, x=z, axis=2)
- xp_assert_close(r, qz)
- def test_gh21908(self, xp):
- # extended testing for n-dim arrays
- x = xp.reshape(xp.linspace(0, 29, 30), (3, 10))
- y = xp.reshape(xp.linspace(0, 29, 30), (3, 10))
- out0 = xp.linspace(200, 380, 10)
- xp_assert_close(trapezoid(y, x=x, axis=0), out0)
- xp_assert_close(trapezoid(y, x=xp.asarray([0, 10., 20.]), axis=0), out0)
- # x needs to be broadcastable against y
- xp_assert_close(
- trapezoid(y, x=xp.asarray([0, 10., 20.])[:, None], axis=0),
- out0
- )
- with pytest.raises(Exception):
- # x is not broadcastable against y
- trapezoid(y, x=xp.asarray([0, 10., 20.])[None, :], axis=0)
- out1 = xp.asarray([ 40.5, 130.5, 220.5])
- xp_assert_close(trapezoid(y, x=x, axis=1), out1)
- xp_assert_close(
- trapezoid(y, x=xp.linspace(0, 9, 10), axis=1),
- out1
- )
- @skip_xp_invalid_arg
- def test_masked(self, xp):
- # Testing that masked arrays behave as if the function is 0 where
- # masked
- x = np.arange(5)
- y = x * x
- mask = x == 2
- ym = np.ma.array(y, mask=mask)
- r = 13.0 # sum(0.5 * (0 + 1) * 1.0 + 0.5 * (9 + 16))
- assert_allclose(trapezoid(ym, x), r)
- xm = np.ma.array(x, mask=mask)
- assert_allclose(trapezoid(ym, xm), r)
- xm = np.ma.array(x, mask=mask)
- assert_allclose(trapezoid(y, xm), r)
- def test_array_like(self):
- x = list(range(5))
- y = [t * t for t in x]
- xarr = np.asarray(x, dtype=np.float64)
- yarr = np.asarray(y, dtype=np.float64)
- res = trapezoid(y, x)
- resarr = trapezoid(yarr, xarr)
- xp_assert_close(res, resarr)
- @make_xp_test_case(qmc_quad)
- class TestQMCQuad:
- def test_input_validation(self, xp):
- a = xp.asarray([0., 0.])
- b = xp.asarray([1., 1.])
- message = "`func` must be callable."
- with pytest.raises(TypeError, match=message):
- qmc_quad("a duck", a, b)
- message = "`func` must evaluate the integrand at points..."
- with pytest.raises(ValueError, match=message):
- qmc_quad(lambda: 1, a, b)
- def func(x):
- assert x.ndim == 1
- return xp.sum(x)
- message = "Exception encountered when attempting vectorized call..."
- if is_numpy(xp):
- with pytest.warns(UserWarning, match=message):
- qmc_quad(func, a, b)
- else:
- with pytest.raises(ValueError, match=message):
- qmc_quad(func, a, b)
- message = "`n_points` must be an integer."
- with pytest.raises(TypeError, match=message):
- qmc_quad(lambda x: 1, a, b, n_points=1024.5)
- message = "`n_estimates` must be an integer."
- with pytest.raises(TypeError, match=message):
- qmc_quad(lambda x: 1, a, b, n_estimates=8.5)
- message = "`qrng` must be an instance of scipy.stats.qmc.QMCEngine."
- with pytest.raises(TypeError, match=message):
- qmc_quad(lambda x: 1, a, b, qrng="a duck")
- message = "`qrng` must be initialized with dimensionality equal to "
- with pytest.raises(ValueError, match=message):
- qmc_quad(lambda x: 1, a, b, qrng=stats.qmc.Sobol(1))
- message = r"`log` must be boolean \(`True` or `False`\)."
- with pytest.raises(TypeError, match=message):
- qmc_quad(lambda x: 1, a, b, log=10)
- def basic_test(self, n_points=2**8, n_estimates=8, signs=None, xp=None):
- dtype = xp_default_dtype(xp)
- if signs is None:
- signs = np.ones(2)
- ndim = 2
- mean = np.zeros(ndim)
- cov = np.eye(ndim)
- def func(x):
- # standard multivariate normal PDF in two dimensions
- return xp.exp(-0.5 * xp.sum(x*x, axis=0)) / (2 * xp.pi)
- rng = np.random.default_rng(2879434385674690281)
- qrng = stats.qmc.Sobol(ndim, seed=rng)
- a = np.zeros(ndim)
- b = np.ones(ndim) * signs
- res = qmc_quad(func, xp.asarray(a, dtype=dtype), xp.asarray(b, dtype=dtype),
- n_points=n_points, n_estimates=n_estimates, qrng=qrng)
- ref = stats.multivariate_normal.cdf(b, mean, cov, lower_limit=a)
- atol = special.stdtrit(n_estimates-1, 0.995) * res.standard_error # 99% CI
- xp_assert_close(res.integral, xp.asarray(ref, dtype=dtype), atol=atol)
- assert np.prod(signs)*res.integral > 0
- rng = np.random.default_rng(2879434385674690281)
- qrng = stats.qmc.Sobol(ndim, seed=rng)
- logres = qmc_quad(lambda *args: xp.log(func(*args)),
- xp.asarray(a, dtype=dtype), xp.asarray(b, dtype=dtype),
- n_points=n_points, n_estimates=n_estimates,
- log=True, qrng=qrng)
- rtol = 1e-14 if res.integral.dtype == xp.float64 else 2e-6
- xp_assert_close(xp.real(xp.exp(logres.integral)), res.integral, rtol=rtol)
- assert xp.imag(logres.integral + 0j) == (xp.pi if np.prod(signs) < 0 else 0)
- xp_assert_close(xp.exp(logres.standard_error),
- res.standard_error, rtol=rtol, atol=rtol/100)
- @pytest.mark.parametrize("n_points", [2**8, 2**12])
- @pytest.mark.parametrize("n_estimates", [8, 16])
- def test_basic(self, n_points, n_estimates, xp):
- self.basic_test(n_points, n_estimates, xp=xp)
- @pytest.mark.parametrize("signs", [[1., 1.], [-1., -1.], [-1., 1.], [1., -1.]])
- def test_sign(self, signs, xp):
- self.basic_test(signs=signs, xp=xp)
- @pytest.mark.parametrize("log", [False, True])
- def test_zero(self, log, xp):
- message = "A lower limit was equal to an upper limit, so"
- with pytest.warns(UserWarning, match=message):
- res = qmc_quad(lambda x: 1, xp.asarray([0, 0]), xp.asarray([0, 1]), log=log)
- assert res.integral == (-xp.inf if log else 0)
- assert res.standard_error == 0
- def test_flexible_input(self):
- # check that qrng is not required
- # also checks that for 1d problems, a and b can be scalars
- def func(x):
- return stats.norm.pdf(x, scale=2)
- res = qmc_quad(func, 0, 1)
- ref = stats.norm.cdf(1, scale=2) - stats.norm.cdf(0, scale=2)
- assert_allclose(res.integral, ref, 1e-2)
- def cumulative_simpson_nd_reference(y, *, x=None, dx=None, initial=None, axis=-1):
- # Use cumulative_trapezoid if length of y < 3
- if y.shape[axis] < 3:
- if initial is None:
- return cumulative_trapezoid(y, x=x, dx=dx, axis=axis, initial=None)
- else:
- return initial + cumulative_trapezoid(y, x=x, dx=dx, axis=axis, initial=0)
- # Ensure that working axis is last axis
- y = np.moveaxis(y, axis, -1)
- x = np.moveaxis(x, axis, -1) if np.ndim(x) > 1 else x
- dx = np.moveaxis(dx, axis, -1) if np.ndim(dx) > 1 else dx
- initial = np.moveaxis(initial, axis, -1) if np.ndim(initial) > 1 else initial
- # If `x` is not present, create it from `dx`
- n = y.shape[-1]
- x = dx * np.arange(n) if dx is not None else x
- # Similarly, if `initial` is not present, set it to 0
- initial_was_none = initial is None
- initial = 0 if initial_was_none else initial
- # `np.apply_along_axis` accepts only one array, so concatenate arguments
- x = np.broadcast_to(x, y.shape)
- initial = np.broadcast_to(initial, y.shape[:-1] + (1,))
- z = np.concatenate((y, x, initial), axis=-1)
- # Use `np.apply_along_axis` to compute result
- def f(z):
- return cumulative_simpson(z[:n], x=z[n:2*n], initial=z[2*n:])
- res = np.apply_along_axis(f, -1, z)
- # Remove `initial` and undo axis move as needed
- res = res[..., 1:] if initial_was_none else res
- res = np.moveaxis(res, -1, axis)
- return res
- @make_xp_test_case(cumulative_simpson)
- class TestCumulativeSimpson:
- x0 = np.arange(4)
- y0 = x0**2
- @pytest.mark.parametrize('use_dx', (False, True))
- @pytest.mark.parametrize('use_initial', (False, True))
- def test_1d(self, use_dx, use_initial, xp):
- # Test for exact agreement with polynomial of highest
- # possible order (3 if `dx` is constant, 2 otherwise).
- rng = np.random.default_rng(82456839535679456794)
- n = 10
- # Generate random polynomials and ground truth
- # integral of appropriate order
- order = 3 if use_dx else 2
- dx = xp.asarray(rng.random())
- if order == 2:
- x = xp.asarray(np.sort(rng.random(n)))
- else:
- x = xp.arange(n, dtype=xp.float64)*dx + xp.asarray(rng.random())
- i = xp.arange(order + 1, dtype=xp.float64)[:, xp.newaxis]
- c = xp.asarray(rng.random(order + 1))[:, xp.newaxis]
- y = xp.sum(c*x**i, axis=0)
- Y = xp.sum(c*x**(i + 1)/(i + 1), axis=0)
- ref = Y if use_initial else (Y-Y[0])[1:]
- # Integrate with `cumulative_simpson`
- initial = Y[0] if use_initial else None
- kwarg = {'dx': dx} if use_dx else {'x': x}
- res = cumulative_simpson(y, **kwarg, initial=initial)
- # Compare result against reference
- if not use_dx:
- xp_assert_close(res, ref, rtol=2e-15)
- else:
- i0 = 0 if use_initial else 1
- # all terms are "close"
- xp_assert_close(res, ref, rtol=0.0025)
- # only even-interval terms are "exact"
- xp_assert_close(res[i0::2], ref[i0::2], rtol=2e-15)
- @skip_xp_backends(cpu_only=True) # uses np.apply_along_axis
- @pytest.mark.parametrize('axis', np.arange(-3, 3))
- @pytest.mark.parametrize('x_ndim', (1, 3))
- @pytest.mark.parametrize('x_len', (1, 2, 7))
- @pytest.mark.parametrize('i_ndim', (None, 0, 3,))
- @pytest.mark.parametrize('dx', (None, True))
- def test_nd(self, axis, x_ndim, x_len, i_ndim, dx, xp):
- # Test behavior of `cumulative_simpson` with N-D `y`
- rng = np.random.default_rng(82456839535679456794)
- # determine shapes
- shape = [5, 6, x_len]
- shape[axis], shape[-1] = shape[-1], shape[axis]
- shape_len_1 = shape.copy()
- shape_len_1[axis] = 1
- i_shape = shape_len_1 if i_ndim == 3 else ()
- # initialize arguments
- y = xp.asarray(rng.random(size=shape))
- x, dx = None, None
- if dx:
- dx = rng.random(size=shape_len_1) if x_ndim > 1 else rng.random()
- dx = xp.asarray(dx)
- else:
- x = (np.sort(rng.random(size=shape), axis=axis) if x_ndim > 1
- else np.sort(rng.random(size=shape[axis])))
- x = xp.asarray(x)
- initial = None if i_ndim is None else xp.asarray(rng.random(size=i_shape))
- # compare results
- res = cumulative_simpson(y, x=x, dx=dx, initial=initial, axis=axis)
- # use np to generate `ref` as `cumulative_simpson_nd_ref`
- # uses `apply_along_axis`
- ref = cumulative_simpson_nd_reference(
- np.asarray(y), x=np.asarray(x), dx=None if dx is None else np.asarray(dx),
- initial=None if initial is None else np.asarray(initial), axis=axis
- )
- xp_assert_close(res, xp.asarray(ref), rtol=1e-15)
- @pytest.mark.parametrize(('message', 'kwarg_update'), [
- ("x must be strictly increasing", dict(x=[2, 2, 3, 4])),
- ("x must be strictly increasing", dict(x=[x0, [2, 2, 4, 8]], y=[y0, y0])),
- ("x must be strictly increasing", dict(x=[x0, x0, x0], y=[y0, y0, y0], axis=0)),
- ("At least one point is required", dict(x=[], y=[])),
- ("`axis=4` is not valid for `y` with `y.ndim=1`", dict(axis=4)),
- ("shape of `x` must be the same as `y` or 1-D", dict(x=np.arange(5))),
- ("`initial` must either be a scalar or...", dict(initial=np.arange(5))),
- ("`dx` must either be a scalar or...", dict(x=None, dx=np.arange(5))),
- ])
- def test_simpson_exceptions(self, message, kwarg_update, xp):
- kwargs0 = dict(y=xp.asarray(self.y0), x=xp.asarray(self.x0), dx=None,
- initial=None, axis=-1)
- kwarg_update = {k: xp.asarray(np.asarray(v)) if isinstance(v, list) else v
- for k, v in kwarg_update.items()}
- with pytest.raises(ValueError, match=message):
- cumulative_simpson(**dict(kwargs0, **kwarg_update))
- def test_special_cases(self, xp):
- # Test special cases not checked elsewhere
- rng = np.random.default_rng(82456839535679456794)
- y = xp.asarray(rng.random(size=10))
- res = cumulative_simpson(y, dx=0.)
- xp_assert_equal(res, xp.zeros(9, dtype=xp.float64))
- # Should add tests of:
- # - all elements of `x` identical
- # These should work as they do for `simpson`
- def _get_theoretical_diff_between_simps_and_cum_simps(self, y, x):
- """`cumulative_simpson` and `simpson` can be tested against other to verify
- they give consistent results. `simpson` will iteratively be called with
- successively higher upper limits of integration. This function calculates
- the theoretical correction required to `simpson` at even intervals to match
- with `cumulative_simpson`.
- """
- d = np.diff(x, axis=-1)
- sub_integrals_h1 = _cumulative_simpson_unequal_intervals(y, d)
- sub_integrals_h2 = _cumulative_simpson_unequal_intervals(
- y[..., ::-1], d[..., ::-1]
- )[..., ::-1]
- # Concatenate to build difference array
- zeros_shape = (*y.shape[:-1], 1)
- theoretical_difference = np.concatenate(
- [
- np.zeros(zeros_shape),
- (sub_integrals_h1[..., 1:] - sub_integrals_h2[..., :-1]),
- np.zeros(zeros_shape),
- ],
- axis=-1,
- )
- # Differences only expected at even intervals. Odd intervals will
- # match exactly so there is no correction
- theoretical_difference[..., 1::2] = 0.0
- # Note: the first interval will not match from this correction as
- # `simpson` uses the trapezoidal rule
- return theoretical_difference
- @pytest.mark.fail_slow(10)
- @pytest.mark.slow
- @given(
- y=hyp_num.arrays(
- np.float64,
- hyp_num.array_shapes(max_dims=4, min_side=3, max_side=10),
- elements=st.floats(-10, 10, allow_nan=False).filter(lambda x: abs(x) > 1e-7)
- )
- )
- def test_cumulative_simpson_against_simpson_with_default_dx(
- self, y, xp
- ):
- """Theoretically, the output of `cumulative_simpson` will be identical
- to `simpson` at all even indices and in the last index. The first index
- will not match as `simpson` uses the trapezoidal rule when there are only two
- data points. Odd indices after the first index are shown to match with
- a mathematically-derived correction."""
- def simpson_reference(y):
- return np.stack(
- [simpson(y[..., :i], dx=1.0) for i in range(2, y.shape[-1]+1)], axis=-1,
- )
- res = cumulative_simpson(xp.asarray(y), dx=1.0)
- ref = simpson_reference(y)
- theoretical_difference = self._get_theoretical_diff_between_simps_and_cum_simps(
- y, x=np.arange(y.shape[-1])
- )
- xp_assert_close(
- res[..., 1:], xp.asarray(ref[..., 1:] + theoretical_difference[..., 1:]),
- atol=1e-16
- )
- @pytest.mark.fail_slow(10)
- @pytest.mark.slow
- @given(
- y=hyp_num.arrays(
- np.float64,
- hyp_num.array_shapes(max_dims=4, min_side=3, max_side=10),
- elements=st.floats(-10, 10, allow_nan=False).filter(lambda x: abs(x) > 1e-7)
- )
- )
- def test_cumulative_simpson_against_simpson(
- self, y, xp
- ):
- """Theoretically, the output of `cumulative_simpson` will be identical
- to `simpson` at all even indices and in the last index. The first index
- will not match as `simpson` uses the trapezoidal rule when there are only two
- data points. Odd indices after the first index are shown to match with
- a mathematically-derived correction."""
- interval = 10/(y.shape[-1] - 1)
- x = np.linspace(0, 10, num=y.shape[-1])
- x[1:] = x[1:] + 0.2*interval*np.random.uniform(-1, 1, len(x) - 1)
- def simpson_reference(y, x):
- return np.stack(
- [simpson(y[..., :i], x=x[..., :i]) for i in range(2, y.shape[-1]+1)],
- axis=-1,
- )
- res = cumulative_simpson(xp.asarray(y), x=xp.asarray(x))
- ref = simpson_reference(y, x)
- theoretical_difference = self._get_theoretical_diff_between_simps_and_cum_simps(
- y, x
- )
- xp_assert_close(
- res[..., 1:], xp.asarray(ref[..., 1:] + theoretical_difference[..., 1:])
- )
- @make_xp_test_case(integrate.lebedev_rule)
- class TestLebedev:
- def test_input_validation(self):
- # only certain rules are available
- message = "Order n=-1 not available..."
- with pytest.raises(NotImplementedError, match=message):
- integrate.lebedev_rule(-1)
- def test_quadrature(self):
- # Test points/weights to integrate an example function
- def f(x):
- return np.exp(x[0])
- x, w = integrate.lebedev_rule(15)
- res = w @ f(x)
- ref = 14.7680137457653 # lebedev_rule reference [3]
- assert_allclose(res, ref, rtol=1e-14)
- assert_allclose(np.sum(w), 4 * np.pi)
- @pytest.mark.parametrize('order', list(range(3, 32, 2)) + list(range(35, 132, 6)))
- def test_properties(self, order):
- x, w = integrate.lebedev_rule(order)
- # dispersion should be maximal; no clear spherical mean
- with np.errstate(divide='ignore', invalid='ignore'):
- res = stats.directional_stats(x.T, axis=0)
- assert_allclose(res.mean_resultant_length, 0, atol=1e-15)
- # weights should sum to 4*pi (surface area of unit sphere)
- assert_allclose(np.sum(w), 4*np.pi)
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