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- # mypy: disable-error-code="attr-defined"
- import os
- import pytest
- import math
- import numpy as np
- from numpy.testing import assert_allclose
- import scipy._lib._elementwise_iterative_method as eim
- from scipy._lib._array_api_no_0d import xp_assert_close, xp_assert_equal
- from scipy._lib._array_api import (array_namespace, xp_size, xp_ravel, xp_copy,
- is_numpy, make_xp_test_case)
- from scipy import special, stats
- from scipy.integrate import quad_vec, nsum, tanhsinh as _tanhsinh
- from scipy.integrate._tanhsinh import _pair_cache
- from scipy.special._ufuncs import _gen_harmonic
- def norm_pdf(x, xp=None):
- xp = array_namespace(x) if xp is None else xp
- return 1/(2*xp.pi)**0.5 * xp.exp(-x**2/2)
- def norm_logpdf(x, xp=None):
- xp = array_namespace(x) if xp is None else xp
- return -0.5*math.log(2*xp.pi) - x**2/2
- def _vectorize(xp):
- # xp-compatible version of np.vectorize
- # assumes arguments are all arrays of the same shape
- def decorator(f):
- def wrapped(*arg_arrays):
- shape = arg_arrays[0].shape
- arg_arrays = [xp_ravel(arg_array) for arg_array in arg_arrays]
- res = []
- for i in range(math.prod(shape)):
- arg_scalars = [arg_array[i] for arg_array in arg_arrays]
- res.append(f(*arg_scalars))
- return res
- return wrapped
- return decorator
- @make_xp_test_case(_tanhsinh)
- class TestTanhSinh:
- # Test problems from [1] Section 6
- def f1(self, t):
- return t * np.log(1 + t)
- f1.ref = 0.25
- f1.b = 1
- def f2(self, t):
- return t ** 2 * np.arctan(t)
- f2.ref = (np.pi - 2 + 2 * np.log(2)) / 12
- f2.b = 1
- def f3(self, t):
- return np.exp(t) * np.cos(t)
- f3.ref = (np.exp(np.pi / 2) - 1) / 2
- f3.b = np.pi / 2
- def f4(self, t):
- a = np.sqrt(2 + t ** 2)
- return np.arctan(a) / ((1 + t ** 2) * a)
- f4.ref = 5 * np.pi ** 2 / 96
- f4.b = 1
- def f5(self, t):
- return np.sqrt(t) * np.log(t)
- f5.ref = -4 / 9
- f5.b = 1
- def f6(self, t):
- return np.sqrt(1 - t ** 2)
- f6.ref = np.pi / 4
- f6.b = 1
- def f7(self, t):
- return np.sqrt(t) / np.sqrt(1 - t ** 2)
- f7.ref = 2 * np.sqrt(np.pi) * special.gamma(3 / 4) / special.gamma(1 / 4)
- f7.b = 1
- def f8(self, t):
- return np.log(t) ** 2
- f8.ref = 2
- f8.b = 1
- def f9(self, t):
- return np.log(np.cos(t))
- f9.ref = -np.pi * np.log(2) / 2
- f9.b = np.pi / 2
- def f10(self, t):
- return np.sqrt(np.tan(t))
- f10.ref = np.pi * np.sqrt(2) / 2
- f10.b = np.pi / 2
- def f11(self, t):
- return 1 / (1 + t ** 2)
- f11.ref = np.pi / 2
- f11.b = np.inf
- def f12(self, t):
- return np.exp(-t) / np.sqrt(t)
- f12.ref = np.sqrt(np.pi)
- f12.b = np.inf
- def f13(self, t):
- return np.exp(-t ** 2 / 2)
- f13.ref = np.sqrt(np.pi / 2)
- f13.b = np.inf
- def f14(self, t):
- return np.exp(-t) * np.cos(t)
- f14.ref = 0.5
- f14.b = np.inf
- def f15(self, t):
- return np.sin(t) / t
- f15.ref = np.pi / 2
- f15.b = np.inf
- def error(self, res, ref, log=False, xp=None):
- xp = array_namespace(res, ref) if xp is None else xp
- err = abs(res - ref)
- if not log:
- return err
- with np.errstate(divide='ignore'):
- return xp.log10(err)
- def test_input_validation(self, xp):
- f = self.f1
- zero = xp.asarray(0)
- f_b = xp.asarray(f.b)
- message = '`f` must be callable.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(42, zero, f_b)
- message = '...must be True or False.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, log=2)
- message = '...must be real numbers.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, xp.asarray(1+1j), f_b)
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, atol='ekki')
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, rtol=pytest)
- message = '...must be non-negative and finite.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, rtol=-1)
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, atol=xp.inf)
- message = '...may not be positive infinity.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, rtol=xp.inf, log=True)
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, atol=xp.inf, log=True)
- message = '...must be integers.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, maxlevel=object())
- # with pytest.raises(ValueError, match=message): # unused for now
- # _tanhsinh(f, zero, f_b, maxfun=1+1j)
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, minlevel="migratory coconut")
- message = '...must be non-negative.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, maxlevel=-1)
- # with pytest.raises(ValueError, match=message): # unused for now
- # _tanhsinh(f, zero, f_b, maxfun=-1)
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, minlevel=-1)
- message = '...must be True or False.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, preserve_shape=2)
- message = '...must be callable.'
- with pytest.raises(ValueError, match=message):
- _tanhsinh(f, zero, f_b, callback='elderberry')
- @pytest.mark.parametrize("limits, ref", [
- [(0, math.inf), 0.5], # b infinite
- [(-math.inf, 0), 0.5], # a infinite
- [(-math.inf, math.inf), 1.], # a and b infinite
- [(math.inf, -math.inf), -1.], # flipped limits
- [(1, -1), stats.norm.cdf(-1.) - stats.norm.cdf(1.)], # flipped limits
- ])
- def test_integral_transforms(self, limits, ref, xp):
- # Check that the integral transforms are behaving for both normal and
- # log integration
- limits = [xp.asarray(limit) for limit in limits]
- dtype = xp.asarray(float(limits[0])).dtype
- ref = xp.asarray(ref, dtype=dtype)
- res = _tanhsinh(norm_pdf, *limits)
- xp_assert_close(res.integral, ref)
- logres = _tanhsinh(norm_logpdf, *limits, log=True)
- xp_assert_close(xp.exp(logres.integral), ref, check_dtype=False)
- # Transformation should not make the result complex unnecessarily
- assert (xp.isdtype(logres.integral.dtype, "real floating") if ref > 0
- else xp.isdtype(logres.integral.dtype, "complex floating"))
- atol = 2 * xp.finfo(res.error.dtype).eps
- xp_assert_close(xp.exp(logres.error), res.error, atol=atol, check_dtype=False)
- # 15 skipped intentionally; it's very difficult numerically
- @pytest.mark.skip_xp_backends(np_only=True,
- reason='Cumbersome to convert everything.')
- @pytest.mark.parametrize('f_number', range(1, 15))
- def test_basic(self, f_number, xp):
- f = getattr(self, f"f{f_number}")
- rtol = 2e-8
- res = _tanhsinh(f, 0, f.b, rtol=rtol)
- assert_allclose(res.integral, f.ref, rtol=rtol)
- if f_number not in {7, 12, 14}: # mildly underestimates error here
- true_error = abs(self.error(res.integral, f.ref)/res.integral)
- assert true_error < res.error
- if f_number in {7, 10, 12}: # succeeds, but doesn't know it
- return
- assert res.success
- assert res.status == 0
- @pytest.mark.skip_xp_backends(np_only=True,
- reason="Distributions aren't xp-compatible.")
- @pytest.mark.parametrize('ref', (0.5, [0.4, 0.6]))
- @pytest.mark.parametrize('case', stats._distr_params.distcont)
- def test_accuracy(self, ref, case, xp):
- distname, params = case
- if distname in {'dgamma', 'dweibull', 'laplace', 'kstwo'}:
- # should split up interval at first-derivative discontinuity
- pytest.skip('tanh-sinh is not great for non-smooth integrands')
- if (distname in {'studentized_range', 'levy_stable'}
- and not int(os.getenv('SCIPY_XSLOW', 0))):
- pytest.skip('This case passes, but it is too slow.')
- dist = getattr(stats, distname)(*params)
- x = dist.interval(ref)
- res = _tanhsinh(dist.pdf, *x)
- assert_allclose(res.integral, ref)
- @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
- def test_vectorization(self, shape, xp):
- # Test for correct functionality, output shapes, and dtypes for various
- # input shapes.
- rng = np.random.default_rng(82456839535679456794)
- a = xp.asarray(rng.random(shape))
- b = xp.asarray(rng.random(shape))
- p = xp.asarray(rng.random(shape))
- n = math.prod(shape)
- def f(x, p):
- f.ncall += 1
- f.feval += 1 if (xp_size(x) == n or x.ndim <= 1) else x.shape[-1]
- return x**p
- f.ncall = 0
- f.feval = 0
- @_vectorize(xp)
- def _tanhsinh_single(a, b, p):
- return _tanhsinh(lambda x: x**p, a, b)
- res = _tanhsinh(f, a, b, args=(p,))
- refs = _tanhsinh_single(a, b, p)
- attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
- for attr in attrs:
- ref_attr = xp.stack([getattr(ref, attr) for ref in refs])
- res_attr = xp_ravel(getattr(res, attr))
- xp_assert_close(res_attr, ref_attr, rtol=1e-15)
- assert getattr(res, attr).shape == shape
- assert xp.isdtype(res.success.dtype, 'bool')
- assert xp.isdtype(res.status.dtype, 'integral')
- assert xp.isdtype(res.nfev.dtype, 'integral')
- assert xp.isdtype(res.maxlevel.dtype, 'integral')
- assert xp.max(res.nfev) == f.feval
- # maxlevel = 2 -> 3 function calls (2 initialization, 1 work)
- assert xp.max(res.maxlevel) >= 2
- assert xp.max(res.maxlevel) == f.ncall
- def test_flags(self, xp):
- # Test cases that should produce different status flags; show that all
- # can be produced simultaneously.
- def f(xs, js):
- f.nit += 1
- funcs = [lambda x: xp.exp(-x**2), # converges
- lambda x: xp.exp(x), # reaches maxiter due to order=2
- lambda x: xp.full_like(x, xp.nan)] # stops due to NaN
- res = []
- for i in range(xp_size(js)):
- x = xs[i, ...]
- j = int(xp_ravel(js)[i])
- res.append(funcs[j](x))
- return xp.stack(res)
- f.nit = 0
- args = (xp.arange(3, dtype=xp.int64),)
- a = xp.asarray([xp.inf]*3)
- b = xp.asarray([-xp.inf] * 3)
- res = _tanhsinh(f, a, b, maxlevel=5, args=args)
- ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
- xp_assert_equal(res.status, ref_flags)
- def test_flags_preserve_shape(self, xp):
- # Same test as above but using `preserve_shape` option to simplify.
- def f(x):
- res = [xp.exp(-x[0]**2), # converges
- xp.exp(x[1]), # reaches maxiter due to order=2
- xp.full_like(x[2], xp.nan)] # stops due to NaN
- return xp.stack(res)
- a = xp.asarray([xp.inf] * 3)
- b = xp.asarray([-xp.inf] * 3)
- res = _tanhsinh(f, a, b, maxlevel=5, preserve_shape=True)
- ref_flags = xp.asarray([0, -2, -3], dtype=xp.int32)
- xp_assert_equal(res.status, ref_flags)
- def test_preserve_shape(self, xp):
- # Test `preserve_shape` option
- def f(x, xp):
- return xp.stack([xp.stack([x, xp.sin(10 * x)]),
- xp.stack([xp.cos(30 * x), x * xp.sin(100 * x)])])
- ref = quad_vec(lambda x: f(x, np), 0, 1)
- res = _tanhsinh(lambda x: f(x, xp), xp.asarray(0), xp.asarray(1),
- preserve_shape=True)
- dtype = xp.asarray(0.).dtype
- xp_assert_close(res.integral, xp.asarray(ref[0], dtype=dtype))
- def test_convergence(self, xp):
- # demonstrate that number of accurate digits doubles each iteration
- dtype = xp.float64 # this only works with good precision
- def f(t):
- return t * xp.log(1 + t)
- ref = xp.asarray(0.25, dtype=dtype)
- a, b = xp.asarray(0., dtype=dtype), xp.asarray(1., dtype=dtype)
- last_logerr = 0
- for i in range(4):
- res = _tanhsinh(f, a, b, minlevel=0, maxlevel=i)
- logerr = self.error(res.integral, ref, log=True, xp=xp)
- assert (logerr < last_logerr * 2 or logerr < -15.5)
- last_logerr = logerr
- def test_options_and_result_attributes(self, xp):
- # demonstrate that options are behaving as advertised and status
- # messages are as intended
- def f(x):
- f.calls += 1
- f.feval += xp_size(xp.asarray(x))
- return x**2 * xp.atan(x)
- f.ref = xp.asarray((math.pi - 2 + 2 * math.log(2)) / 12, dtype=xp.float64)
- default_rtol = 1e-12
- default_atol = f.ref * default_rtol # effective default absolute tol
- # Keep things simpler by leaving tolerances fixed rather than
- # having to make them dtype-dependent
- a = xp.asarray(0., dtype=xp.float64)
- b = xp.asarray(1., dtype=xp.float64)
- # Test default options
- f.feval, f.calls = 0, 0
- ref = _tanhsinh(f, a, b)
- assert self.error(ref.integral, f.ref) < ref.error < default_atol
- assert ref.nfev == f.feval
- ref.calls = f.calls # reference number of function calls
- assert ref.success
- assert ref.status == 0
- # Test `maxlevel` equal to required max level
- # We should get all the same results
- f.feval, f.calls = 0, 0
- maxlevel = int(ref.maxlevel)
- res = _tanhsinh(f, a, b, maxlevel=maxlevel)
- res.calls = f.calls
- assert res == ref
- # Now reduce the maximum level. We won't meet tolerances.
- f.feval, f.calls = 0, 0
- maxlevel -= 1
- assert maxlevel >= 2 # can't compare errors otherwise
- res = _tanhsinh(f, a, b, maxlevel=maxlevel)
- assert self.error(res.integral, f.ref) < res.error > default_atol
- assert res.nfev == f.feval < ref.nfev
- assert f.calls == ref.calls - 1
- assert not res.success
- assert res.status == eim._ECONVERR
- # `maxfun` is currently not enforced
- # # Test `maxfun` equal to required number of function evaluations
- # # We should get all the same results
- # f.feval, f.calls = 0, 0
- # maxfun = ref.nfev
- # res = _tanhsinh(f, 0, f.b, maxfun = maxfun)
- # assert res == ref
- #
- # # Now reduce `maxfun`. We won't meet tolerances.
- # f.feval, f.calls = 0, 0
- # maxfun -= 1
- # res = _tanhsinh(f, 0, f.b, maxfun=maxfun)
- # assert self.error(res.integral, f.ref) < res.error > default_atol
- # assert res.nfev == f.feval < ref.nfev
- # assert f.calls == ref.calls - 1
- # assert not res.success
- # assert res.status == 2
- # Take this result to be the new reference
- ref = res
- ref.calls = f.calls
- # Test `atol`
- f.feval, f.calls = 0, 0
- # With this tolerance, we should get the exact same result as ref
- atol = np.nextafter(float(ref.error), np.inf)
- res = _tanhsinh(f, a, b, rtol=0, atol=atol)
- assert res.integral == ref.integral
- assert res.error == ref.error
- assert res.nfev == f.feval == ref.nfev
- assert f.calls == ref.calls
- # Except the result is considered to be successful
- assert res.success
- assert res.status == 0
- f.feval, f.calls = 0, 0
- # With a tighter tolerance, we should get a more accurate result
- atol = np.nextafter(float(ref.error), -np.inf)
- res = _tanhsinh(f, a, b, rtol=0, atol=atol)
- assert self.error(res.integral, f.ref) < res.error < atol
- assert res.nfev == f.feval > ref.nfev
- assert f.calls > ref.calls
- assert res.success
- assert res.status == 0
- # Test `rtol`
- f.feval, f.calls = 0, 0
- # With this tolerance, we should get the exact same result as ref
- rtol = np.nextafter(float(ref.error/ref.integral), np.inf)
- res = _tanhsinh(f, a, b, rtol=rtol)
- assert res.integral == ref.integral
- assert res.error == ref.error
- assert res.nfev == f.feval == ref.nfev
- assert f.calls == ref.calls
- # Except the result is considered to be successful
- assert res.success
- assert res.status == 0
- f.feval, f.calls = 0, 0
- # With a tighter tolerance, we should get a more accurate result
- rtol = np.nextafter(float(ref.error/ref.integral), -np.inf)
- res = _tanhsinh(f, a, b, rtol=rtol)
- assert self.error(res.integral, f.ref)/f.ref < res.error/res.integral < rtol
- assert res.nfev == f.feval > ref.nfev
- assert f.calls > ref.calls
- assert res.success
- assert res.status == 0
- @pytest.mark.skip_xp_backends('torch', reason=
- 'https://github.com/scipy/scipy/pull/21149#issuecomment-2330477359',
- )
- @pytest.mark.parametrize('rtol', [1e-4, 1e-14])
- def test_log(self, rtol, xp):
- # Test equivalence of log-integration and regular integration
- test_tols = dict(atol=1e-18, rtol=1e-15)
- # Positive integrand (real log-integrand)
- a = xp.asarray(-1., dtype=xp.float64)
- b = xp.asarray(2., dtype=xp.float64)
- res = _tanhsinh(norm_logpdf, a, b, log=True, rtol=math.log(rtol))
- ref = _tanhsinh(norm_pdf, a, b, rtol=rtol)
- xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols)
- xp_assert_close(xp.exp(res.error), ref.error, **test_tols)
- assert res.nfev == ref.nfev
- # Real integrand (complex log-integrand)
- def f(x):
- return -norm_logpdf(x)*norm_pdf(x)
- def logf(x):
- return xp.log(norm_logpdf(x) + 0j) + norm_logpdf(x) + xp.pi * 1j
- a = xp.asarray(-xp.inf, dtype=xp.float64)
- b = xp.asarray(xp.inf, dtype=xp.float64)
- res = _tanhsinh(logf, a, b, log=True)
- ref = _tanhsinh(f, a, b)
- # In gh-19173, we saw `invalid` warnings on one CI platform.
- # Silencing `all` because I can't reproduce locally and don't want
- # to risk the need to run CI again.
- with np.errstate(all='ignore'):
- xp_assert_close(xp.exp(res.integral), ref.integral, **test_tols,
- check_dtype=False)
- xp_assert_close(xp.exp(res.error), ref.error, **test_tols,
- check_dtype=False)
- assert res.nfev == ref.nfev
- def test_complex(self, xp):
- # Test integration of complex integrand
- # Finite limits
- def f(x):
- return xp.exp(1j * x)
- a, b = xp.asarray(0.), xp.asarray(xp.pi/4)
- res = _tanhsinh(f, a, b)
- ref = math.sqrt(2)/2 + (1-math.sqrt(2)/2)*1j
- xp_assert_close(res.integral, xp.asarray(ref))
- # Infinite limits
- def f(x):
- return norm_pdf(x) + 1j/2*norm_pdf(x/2)
- a, b = xp.asarray(xp.inf), xp.asarray(-xp.inf)
- res = _tanhsinh(f, a, b)
- xp_assert_close(res.integral, xp.asarray(-(1+1j)))
- @pytest.mark.parametrize("maxlevel", range(4))
- def test_minlevel(self, maxlevel, xp):
- # Verify that minlevel does not change the values at which the
- # integrand is evaluated or the integral/error estimates, only the
- # number of function calls
- def f(x):
- f.calls += 1
- f.feval += xp_size(xp.asarray(x))
- f.x = xp.concat((f.x, xp_ravel(x)))
- return x**2 * xp.atan(x)
- f.feval, f.calls, f.x = 0, 0, xp.asarray([])
- a = xp.asarray(0, dtype=xp.float64)
- b = xp.asarray(1, dtype=xp.float64)
- ref = _tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel)
- ref_x = xp.sort(f.x)
- for minlevel in range(0, maxlevel + 1):
- f.feval, f.calls, f.x = 0, 0, xp.asarray([])
- options = dict(minlevel=minlevel, maxlevel=maxlevel)
- res = _tanhsinh(f, a, b, **options)
- # Should be very close; all that has changed is the order of values
- xp_assert_close(res.integral, ref.integral, rtol=4e-16)
- # Difference in absolute errors << magnitude of integral
- xp_assert_close(res.error, ref.error, atol=4e-16 * ref.integral)
- assert res.nfev == f.feval == f.x.shape[0]
- assert f.calls == maxlevel - minlevel + 1 + 1 # 1 validation call
- assert res.status == ref.status
- xp_assert_equal(ref_x, xp.sort(f.x))
- def test_improper_integrals(self, xp):
- # Test handling of infinite limits of integration (mixed with finite limits)
- def f(x):
- x[xp.isinf(x)] = xp.nan
- return xp.exp(-x**2)
- a = xp.asarray([-xp.inf, 0, -xp.inf, xp.inf, -20, -xp.inf, -20])
- b = xp.asarray([xp.inf, xp.inf, 0, -xp.inf, 20, 20, xp.inf])
- ref = math.sqrt(math.pi)
- ref = xp.asarray([ref, ref/2, ref/2, -ref, ref, ref, ref])
- res = _tanhsinh(f, a, b)
- xp_assert_close(res.integral, ref)
- @pytest.mark.parametrize("limits", ((0, 3), ([-math.inf, 0], [3, 3])))
- @pytest.mark.parametrize("dtype", ('float32', 'float64'))
- def test_dtype(self, limits, dtype, xp):
- # Test that dtypes are preserved
- dtype = getattr(xp, dtype)
- a, b = xp.asarray(limits, dtype=dtype)
- def f(x):
- assert x.dtype == dtype
- return xp.exp(x)
- rtol = 1e-12 if dtype == xp.float64 else 1e-5
- res = _tanhsinh(f, a, b, rtol=rtol)
- assert res.integral.dtype == dtype
- assert res.error.dtype == dtype
- assert xp.all(res.success)
- xp_assert_close(res.integral, xp.exp(b)-xp.exp(a))
- def test_maxiter_callback(self, xp):
- # Test behavior of `maxiter` parameter and `callback` interface
- a, b = xp.asarray(-xp.inf), xp.asarray(xp.inf)
- def f(x):
- return xp.exp(-x*x)
- minlevel, maxlevel = 0, 2
- maxiter = maxlevel - minlevel + 1
- kwargs = dict(minlevel=minlevel, maxlevel=maxlevel, rtol=1e-15)
- res = _tanhsinh(f, a, b, **kwargs)
- assert not res.success
- assert res.maxlevel == maxlevel
- def callback(res):
- callback.iter += 1
- callback.res = res
- assert hasattr(res, 'integral')
- assert res.status == 1
- if callback.iter == maxiter:
- raise StopIteration
- callback.iter = -1 # callback called once before first iteration
- callback.res = None
- del kwargs['maxlevel']
- res2 = _tanhsinh(f, a, b, **kwargs, callback=callback)
- # terminating with callback is identical to terminating due to maxiter
- # (except for `status`)
- for key in res.keys():
- if key == 'status':
- assert res[key] == -2
- assert res2[key] == -4
- else:
- assert res2[key] == callback.res[key] == res[key]
- def test_jumpstart(self, xp):
- # The intermediate results at each level i should be the same as the
- # final results when jumpstarting at level i; i.e. minlevel=maxlevel=i
- a = xp.asarray(-xp.inf, dtype=xp.float64)
- b = xp.asarray(xp.inf, dtype=xp.float64)
- def f(x):
- return xp.exp(-x*x)
- def callback(res):
- callback.integrals.append(xp_copy(res.integral)[()])
- callback.errors.append(xp_copy(res.error)[()])
- callback.integrals = []
- callback.errors = []
- maxlevel = 4
- _tanhsinh(f, a, b, minlevel=0, maxlevel=maxlevel, callback=callback)
- for i in range(maxlevel + 1):
- res = _tanhsinh(f, a, b, minlevel=i, maxlevel=i)
- xp_assert_close(callback.integrals[1+i], res.integral, rtol=1e-15)
- xp_assert_close(callback.errors[1+i], res.error, rtol=1e-15, atol=1e-16)
- def test_special_cases(self, xp):
- # Test edge cases and other special cases
- a, b = xp.asarray(0), xp.asarray(1)
- def f(x):
- assert xp.isdtype(x.dtype, "real floating")
- return x
- res = _tanhsinh(f, a, b)
- assert res.success
- xp_assert_close(res.integral, xp.asarray(0.5))
- # Test levels 0 and 1; error is NaN
- res = _tanhsinh(f, a, b, maxlevel=0)
- assert res.integral > 0
- xp_assert_equal(res.error, xp.asarray(xp.nan))
- res = _tanhsinh(f, a, b, maxlevel=1)
- assert res.integral > 0
- xp_assert_equal(res.error, xp.asarray(xp.nan))
- # Test equal left and right integration limits
- res = _tanhsinh(f, b, b)
- assert res.success
- assert res.maxlevel == -1
- xp_assert_close(res.integral, xp.asarray(0.))
- # Test scalar `args` (not in tuple)
- def f(x, c):
- return x**c
- res = _tanhsinh(f, a, b, args=29)
- xp_assert_close(res.integral, xp.asarray(1/30))
- # Test NaNs
- a = xp.asarray([xp.nan, 0, 0, 0])
- b = xp.asarray([1, xp.nan, 1, 1])
- c = xp.asarray([1, 1, xp.nan, 1])
- res = _tanhsinh(f, a, b, args=(c,))
- xp_assert_close(res.integral, xp.asarray([xp.nan, xp.nan, xp.nan, 0.5]))
- xp_assert_equal(res.error[:3], xp.full((3,), xp.nan))
- xp_assert_equal(res.status, xp.asarray([-3, -3, -3, 0], dtype=xp.int32))
- xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
- xp_assert_equal(res.nfev[:3], xp.full((3,), 1, dtype=xp.int32))
- # Test complex integral followed by real integral
- # Previously, h0 was of the result dtype. If the `dtype` were complex,
- # this could lead to complex cached abscissae/weights. If these get
- # cast to real dtype for a subsequent real integral, we would get a
- # ComplexWarning. Check that this is avoided.
- _pair_cache.xjc = xp.empty(0)
- _pair_cache.wj = xp.empty(0)
- _pair_cache.indices = [0]
- _pair_cache.h0 = None
- a, b = xp.asarray(0), xp.asarray(1)
- res = _tanhsinh(lambda x: xp.asarray(x*1j), a, b)
- xp_assert_close(res.integral, xp.asarray(0.5*1j))
- res = _tanhsinh(lambda x: x, a, b)
- xp_assert_close(res.integral, xp.asarray(0.5))
- # Test zero-size
- shape = (0, 3)
- res = _tanhsinh(lambda x: x, xp.asarray(0), xp.zeros(shape))
- attrs = ['integral', 'error', 'success', 'status', 'nfev', 'maxlevel']
- for attr in attrs:
- assert res[attr].shape == shape
- @pytest.mark.skip_xp_backends(np_only=True)
- def test_compress_nodes_weights_gh21496(self, xp):
- # See discussion in:
- # https://github.com/scipy/scipy/pull/21496#discussion_r1878681049
- # This would cause "ValueError: attempt to get argmax of an empty sequence"
- # Check that this has been resolved.
- x = np.full(65, 3)
- x[-1] = 1000
- _tanhsinh(np.sin, 1, x)
- def test_gh_22681_finite_error(self, xp):
- # gh-22681 noted a case in which the error was NaN on some platforms;
- # check that this does in fact fail in CI.
- c1 = complex(12, -10)
- c2 = complex(12, 39)
- def f(t):
- return xp.sin(c1 * (1 - t) + c2 * t)
- a, b = xp.asarray(0., dtype=xp.float64), xp.asarray(1., dtype=xp.float64)
- ref = _tanhsinh(f, a, b, atol=0, rtol=0, maxlevel=10)
- assert xp.isfinite(ref.error)
- # Previously, tanhsinh would not detect convergence
- res = _tanhsinh(f, a, b, rtol=1e-14)
- assert res.success
- assert res.maxlevel < 5
- xp_assert_close(res.integral, ref.integral, rtol=1e-15)
- @make_xp_test_case(nsum)
- class TestNSum:
- rng = np.random.default_rng(5895448232066142650)
- p = rng.uniform(1, 10, size=10).tolist()
- def f1(self, k):
- # Integers are never passed to `f1`; if they were, we'd get
- # integer to negative integer power error
- return k**(-2)
- f1.ref = np.pi**2/6
- f1.a = 1
- f1.b = np.inf
- f1.args = tuple()
- def f2(self, k, p):
- return 1 / k**p
- f2.ref = special.zeta(p, 1)
- f2.a = 1.
- f2.b = np.inf
- f2.args = (p,)
- def f3(self, k, p):
- return 1 / k**p
- f3.a = 1
- f3.b = rng.integers(5, 15, size=(3, 1))
- f3.ref = _gen_harmonic(f3.b, p)
- f3.args = (p,)
- def test_input_validation(self, xp):
- f = self.f1
- a, b = xp.asarray(f.a), xp.asarray(f.b)
- message = '`f` must be callable.'
- with pytest.raises(ValueError, match=message):
- nsum(42, a, b)
- message = '...must be True or False.'
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, log=2)
- message = '...must be real numbers.'
- with pytest.raises(ValueError, match=message):
- nsum(f, xp.asarray(1+1j), b)
- with pytest.raises(ValueError, match=message):
- nsum(f, a, xp.asarray(1+1j))
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, step=xp.asarray(1+1j))
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(atol='ekki'))
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(rtol=pytest))
- with (np.errstate(all='ignore')):
- res = nsum(f, xp.asarray([np.nan, np.inf]), xp.asarray(1.))
- assert (res.status[0] == -1) and not res.success[0]
- assert xp.isnan(res.sum[0]) and xp.isnan(res.error[0])
- assert (res.status[1] == 0) and res.success[1]
- assert res.sum[1] == res.error[1]
- assert xp.all(res.nfev[0] == 1)
- res = nsum(f, xp.asarray(10.), xp.asarray([np.nan, 1]))
- assert (res.status[0] == -1) and not res.success[0]
- assert xp.isnan(res.sum[0]) and xp.isnan(res.error[0])
- assert (res.status[1] == 0) and res.success[1]
- assert res.sum[1] == res.error[1]
- assert xp.all(res.nfev[0] == 1)
- res = nsum(f, xp.asarray(1.), xp.asarray(10.),
- step=xp.asarray([xp.nan, -xp.inf, xp.inf, -1, 0]))
- assert xp.all((res.status == -1) & xp.isnan(res.sum)
- & xp.isnan(res.error) & ~res.success & res.nfev == 1)
- message = '...must be non-negative and finite.'
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(rtol=-1))
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(atol=np.inf))
- message = '...may not be positive infinity.'
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(rtol=np.inf), log=True)
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, tolerances=dict(atol=np.inf), log=True)
- message = '...must be a non-negative integer.'
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, maxterms=3.5)
- with pytest.raises(ValueError, match=message):
- nsum(f, a, b, maxterms=-2)
- @pytest.mark.parametrize('f_number', range(1, 4))
- def test_basic(self, f_number, xp):
- dtype = xp.asarray(1.).dtype
- f = getattr(self, f"f{f_number}")
- a, b = xp.asarray(f.a), xp.asarray(f.b),
- args = tuple(xp.asarray(arg) for arg in f.args)
- ref = xp.asarray(f.ref, dtype=dtype)
- res = nsum(f, a, b, args=args)
- xp_assert_close(res.sum, ref)
- xp_assert_equal(res.status, xp.zeros(ref.shape, dtype=xp.int32))
- xp_assert_equal(res.success, xp.ones(ref.shape, dtype=xp.bool))
- with np.errstate(divide='ignore'):
- logres = nsum(lambda *args: xp.log(f(*args)),
- a, b, log=True, args=args)
- xp_assert_close(xp.exp(logres.sum), res.sum)
- xp_assert_close(xp.exp(logres.error), res.error, atol=1e-15)
- xp_assert_equal(logres.status, res.status)
- xp_assert_equal(logres.success, res.success)
- @pytest.mark.parametrize('maxterms', [0, 1, 10, 20, 100])
- def test_integral(self, maxterms, xp):
- # test precise behavior of integral approximation
- f = self.f1
- def logf(x):
- return -2*xp.log(x)
- def F(x):
- return -1 / x
- a = xp.asarray([1, 5], dtype=xp.float64)[:, xp.newaxis]
- b = xp.asarray([20, 100, xp.inf], dtype=xp.float64)[:, xp.newaxis, xp.newaxis]
- step = xp.asarray([0.5, 1, 2], dtype=xp.float64).reshape((-1, 1, 1, 1))
- nsteps = xp.floor((b - a)/step)
- b_original = b
- b = a + nsteps*step
- k = a + maxterms*step
- # partial sum
- direct = xp.sum(f(a + xp.arange(maxterms)*step), axis=-1, keepdims=True)
- integral = (F(b) - F(k))/step # integral approximation of remainder
- low = direct + integral + f(b) # theoretical lower bound
- high = direct + integral + f(k) # theoretical upper bound
- ref_sum = (low + high)/2 # nsum uses average of the two
- ref_err = (high - low)/2 # error (assuming perfect quadrature)
- # correct reference values where number of terms < maxterms
- a, b, step = xp.broadcast_arrays(a, b, step)
- for i in np.ndindex(a.shape):
- ai, bi, stepi = float(a[i]), float(b[i]), float(step[i])
- if (bi - ai)/stepi + 1 <= maxterms:
- direct = xp.sum(f(xp.arange(ai, bi+stepi, stepi, dtype=xp.float64)))
- ref_sum[i] = direct
- ref_err[i] = direct * xp.finfo(direct.dtype).eps
- rtol = 1e-12
- res = nsum(f, a, b_original, step=step, maxterms=maxterms,
- tolerances=dict(rtol=rtol))
- xp_assert_close(res.sum, ref_sum, rtol=10*rtol)
- xp_assert_close(res.error, ref_err, rtol=100*rtol)
- i = ((b_original - a)/step + 1 <= maxterms)
- xp_assert_close(res.sum[i], ref_sum[i], rtol=1e-15)
- xp_assert_close(res.error[i], ref_err[i], rtol=1e-15)
- logres = nsum(logf, a, b_original, step=step, log=True,
- tolerances=dict(rtol=math.log(rtol)), maxterms=maxterms)
- xp_assert_close(xp.exp(logres.sum), res.sum)
- xp_assert_close(xp.exp(logres.error), res.error)
- @pytest.mark.parametrize('shape', [tuple(), (12,), (3, 4), (3, 2, 2)])
- def test_vectorization(self, shape, xp):
- # Test for correct functionality, output shapes, and dtypes for various
- # input shapes.
- rng = np.random.default_rng(82456839535679456794)
- a = rng.integers(1, 10, size=shape)
- # when the sum can be computed directly or `maxterms` is large enough
- # to meet `atol`, there are slight differences (for good reason)
- # between vectorized call and looping.
- b = np.inf
- p = rng.random(shape) + 1
- n = math.prod(shape)
- def f(x, p):
- f.feval += 1 if (x.size == n or x.ndim <= 1) else x.shape[-1]
- return 1 / x ** p
- f.feval = 0
- @np.vectorize
- def nsum_single(a, b, p, maxterms):
- return nsum(lambda x: 1 / x**p, a, b, maxterms=maxterms)
- res = nsum(f, xp.asarray(a), xp.asarray(b), maxterms=1000,
- args=(xp.asarray(p),))
- refs = nsum_single(a, b, p, maxterms=1000).ravel()
- attrs = ['sum', 'error', 'success', 'status', 'nfev']
- for attr in attrs:
- ref_attr = [xp.asarray(getattr(ref, attr)) for ref in refs]
- res_attr = getattr(res, attr)
- xp_assert_close(xp_ravel(res_attr), xp.asarray(ref_attr), rtol=1e-15)
- assert res_attr.shape == shape
- assert xp.isdtype(res.success.dtype, 'bool')
- assert xp.isdtype(res.status.dtype, 'integral')
- assert xp.isdtype(res.nfev.dtype, 'integral')
- if is_numpy(xp): # other libraries might have different number
- assert int(xp.max(res.nfev)) == f.feval
- def test_status(self, xp):
- f = self.f2
- p = [2, 2, 0.9, 1.1, 2, 2]
- a = xp.asarray([0, 0, 1, 1, 1, np.nan], dtype=xp.float64)
- b = xp.asarray([10, np.inf, np.inf, np.inf, np.inf, np.inf], dtype=xp.float64)
- ref = special.zeta(p, 1)
- p = xp.asarray(p, dtype=xp.float64)
- with np.errstate(divide='ignore'): # intentionally dividing by zero
- res = nsum(f, a, b, args=(p,))
- ref_success = xp.asarray([False, False, False, False, True, False])
- ref_status = xp.asarray([-3, -3, -2, -4, 0, -1], dtype=xp.int32)
- xp_assert_equal(res.success, ref_success)
- xp_assert_equal(res.status, ref_status)
- xp_assert_close(res.sum[res.success], xp.asarray(ref)[res.success])
- def test_nfev(self, xp):
- def f(x):
- f.nfev += xp_size(x)
- return 1 / x**2
- f.nfev = 0
- res = nsum(f, xp.asarray(1), xp.asarray(10))
- assert res.nfev == f.nfev
- f.nfev = 0
- res = nsum(f, xp.asarray(1), xp.asarray(xp.inf), tolerances=dict(atol=1e-6))
- assert res.nfev == f.nfev
- def test_inclusive(self, xp):
- # There was an edge case off-by one bug when `_direct` was called with
- # `inclusive=True`. Check that this is resolved.
- a = xp.asarray([1, 4])
- b = xp.asarray(xp.inf)
- res = nsum(lambda k: 1 / k ** 2, a, b,
- maxterms=500, tolerances=dict(atol=0.1))
- ref = nsum(lambda k: 1 / k ** 2, a, b)
- assert xp.all(res.sum > (ref.sum - res.error))
- assert xp.all(res.sum < (ref.sum + res.error))
- @pytest.mark.parametrize('log', [True, False])
- def test_infinite_bounds(self, log, xp):
- a = xp.asarray([1, -np.inf, -np.inf])
- b = xp.asarray([np.inf, -1, np.inf])
- c = xp.asarray([1, 2, 3])
- def f(x, a):
- return (xp.log(xp.tanh(a / 2)) - a*xp.abs(x) if log
- else xp.tanh(a/2) * xp.exp(-a*xp.abs(x)))
- res = nsum(f, a, b, args=(c,), log=log)
- ref = xp.asarray([stats.dlaplace.sf(0, 1), stats.dlaplace.sf(0, 2), 1])
- ref = xp.log(ref) if log else ref
- atol = (1e-10 if a.dtype==xp.float64 else 1e-5) if log else 0
- xp_assert_close(res.sum, xp.asarray(ref, dtype=a.dtype), atol=atol)
- # # Make sure the sign of `x` passed into `f` is correct.
- def f(x, c):
- return -3*xp.log(c*x) if log else 1 / (c*x)**3
- a = xp.asarray([1, -np.inf])
- b = xp.asarray([np.inf, -1])
- arg = xp.asarray([1, -1])
- res = nsum(f, a, b, args=(arg,), log=log)
- ref = np.log(special.zeta(3)) if log else special.zeta(3)
- xp_assert_close(res.sum, xp.full(a.shape, ref, dtype=a.dtype))
- def test_decreasing_check(self, xp):
- # Test accuracy when we start sum on an uphill slope.
- # Without the decreasing check, the terms would look small enough to
- # use the integral approximation. Because the function is not decreasing,
- # the error is not bounded by the magnitude of the last term of the
- # partial sum. In this case, the error would be ~1e-4, causing the test
- # to fail.
- def f(x):
- return xp.exp(-x ** 2)
- a, b = xp.asarray(-25, dtype=xp.float64), xp.asarray(np.inf, dtype=xp.float64)
- res = nsum(f, a, b)
- # Reference computed with mpmath:
- # from mpmath import mp
- # mp.dps = 50
- # def fmp(x): return mp.exp(-x**2)
- # ref = mp.nsum(fmp, (-25, 0)) + mp.nsum(fmp, (1, mp.inf))
- ref = xp.asarray(1.772637204826652, dtype=xp.float64)
- xp_assert_close(res.sum, ref, rtol=1e-15)
- def test_special_case(self, xp):
- # test equal lower/upper limit
- f = self.f1
- a = b = xp.asarray(2)
- res = nsum(f, a, b)
- xp_assert_equal(res.sum, xp.asarray(f(2)))
- # Test scalar `args` (not in tuple)
- res = nsum(self.f2, xp.asarray(1), xp.asarray(np.inf), args=xp.asarray(2))
- xp_assert_close(res.sum, xp.asarray(self.f1.ref)) # f1.ref is correct w/ args=2
- # Test 0 size input
- a = xp.empty((3, 1, 1)) # arbitrary broadcastable shapes
- b = xp.empty((0, 1)) # could use Hypothesis
- p = xp.empty(4) # but it's overkill
- shape = np.broadcast_shapes(a.shape, b.shape, p.shape)
- res = nsum(self.f2, a, b, args=(p,))
- assert res.sum.shape == shape
- assert res.status.shape == shape
- assert res.nfev.shape == shape
- # Test maxterms=0
- def f(x):
- with np.errstate(divide='ignore'):
- return 1 / x
- res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=0)
- assert xp.isinf(res.sum)
- assert xp.isinf(res.error)
- assert res.status == -2
- res = nsum(f, xp.asarray(0), xp.asarray(10), maxterms=1)
- assert xp.isnan(res.sum)
- assert xp.isnan(res.error)
- assert res.status == -3
- # Test NaNs
- # should skip both direct and integral methods if there are NaNs
- a = xp.asarray([xp.nan, 1, 1, 1])
- b = xp.asarray([xp.inf, xp.nan, xp.inf, xp.inf])
- p = xp.asarray([2, 2, xp.nan, 2])
- res = nsum(self.f2, a, b, args=(p,))
- xp_assert_close(res.sum, xp.asarray([xp.nan, xp.nan, xp.nan, self.f1.ref]))
- xp_assert_close(res.error[:3], xp.full((3,), xp.nan))
- xp_assert_equal(res.status, xp.asarray([-1, -1, -3, 0], dtype=xp.int32))
- xp_assert_equal(res.success, xp.asarray([False, False, False, True]))
- # Ideally res.nfev[2] would be 1, but `tanhsinh` has some function evals
- xp_assert_equal(res.nfev[:2], xp.full((2,), 1, dtype=xp.int32))
- @pytest.mark.parametrize('dtype', ['float32', 'float64'])
- def test_dtype(self, dtype, xp):
- dtype = getattr(xp, dtype)
- def f(k):
- assert k.dtype == dtype
- return 1 / k ** xp.asarray(2, dtype=dtype)
- a = xp.asarray(1, dtype=dtype)
- b = xp.asarray([10, xp.inf], dtype=dtype)
- res = nsum(f, a, b)
- assert res.sum.dtype == dtype
- assert res.error.dtype == dtype
- rtol = 1e-12 if dtype == xp.float64 else 1e-6
- ref = [_gen_harmonic(10, 2), special.zeta(2, 1)]
- xp_assert_close(res.sum, xp.asarray(ref, dtype=dtype), rtol=rtol)
- @pytest.mark.parametrize('case', [(10, 100), (100, 10)])
- def test_nondivisible_interval(self, case, xp):
- # When the limits of the sum are such that (b - a)/step
- # is not exactly integral, check that only floor((b - a)/step)
- # terms are included.
- n, maxterms = case
- def f(k):
- return 1 / k ** 2
- a = np.e
- step = 1 / 3
- b0 = a + n * step
- i = np.arange(-2, 3)
- b = b0 + i * np.spacing(b0)
- ns = np.floor((b - a) / step)
- assert len(set(ns)) == 2
- a, b = xp.asarray(a, dtype=xp.float64), xp.asarray(b, dtype=xp.float64)
- step, ns = xp.asarray(step, dtype=xp.float64), xp.asarray(ns, dtype=xp.float64)
- res = nsum(f, a, b, step=step, maxterms=maxterms)
- xp_assert_equal(xp.diff(ns) > 0, xp.diff(res.sum) > 0)
- xp_assert_close(res.sum[-1], res.sum[0] + f(b0))
- @pytest.mark.skip_xp_backends(np_only=True, reason='Needs beta function.')
- def test_logser_kurtosis_gh20648(self, xp):
- # Some functions return NaN at infinity rather than 0 like they should.
- # Check that this is accounted for.
- ref = stats.yulesimon.moment(4, 5)
- def f(x):
- return stats.yulesimon._pmf(x, 5) * x**4
- with np.errstate(invalid='ignore'):
- assert np.isnan(f(np.inf))
- res = nsum(f, 1, np.inf)
- assert_allclose(res.sum, ref)
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