import pytest import numpy as np from numpy import cos, sin, pi from numpy.testing import (assert_equal, assert_almost_equal, assert_allclose, assert_, suppress_warnings) from scipy.integrate import (quadrature, romberg, romb, newton_cotes, cumulative_trapezoid, cumtrapz, trapz, trapezoid, quad, simpson, simps, fixed_quad, AccuracyWarning) from scipy.integrate._quadrature import _qmc_quad as qmc_quad from scipy import stats, special as sc 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) class TestQuadrature: def quad(self, x, a, b, args): raise NotImplementedError def test_quadrature(self): # Typical function with two extra arguments: def myfunc(x, n, z): # Bessel function integrand return cos(n*x-z*sin(x))/pi val, err = quadrature(myfunc, 0, pi, (2, 1.8)) table_val = 0.30614353532540296487 assert_almost_equal(val, table_val, decimal=7) def test_quadrature_rtol(self): def myfunc(x, n, z): # Bessel function integrand return 1e90 * cos(n*x-z*sin(x))/pi val, err = quadrature(myfunc, 0, pi, (2, 1.8), rtol=1e-10) table_val = 1e90 * 0.30614353532540296487 assert_allclose(val, table_val, rtol=1e-10) def test_quadrature_miniter(self): # Typical function with two extra arguments: def myfunc(x, n, z): # Bessel function integrand return cos(n*x-z*sin(x))/pi table_val = 0.30614353532540296487 for miniter in [5, 52]: val, err = quadrature(myfunc, 0, pi, (2, 1.8), miniter=miniter) assert_almost_equal(val, table_val, decimal=7) assert_(err < 1.0) def test_quadrature_single_args(self): def myfunc(x, n): return 1e90 * cos(n*x-1.8*sin(x))/pi val, err = quadrature(myfunc, 0, pi, args=2, rtol=1e-10) table_val = 1e90 * 0.30614353532540296487 assert_allclose(val, table_val, rtol=1e-10) def test_romberg(self): # Typical function with two extra arguments: def myfunc(x, n, z): # Bessel function integrand return cos(n*x-z*sin(x))/pi val = romberg(myfunc, 0, pi, args=(2, 1.8)) table_val = 0.30614353532540296487 assert_almost_equal(val, table_val, decimal=7) def test_romberg_rtol(self): # Typical function with two extra arguments: def myfunc(x, n, z): # Bessel function integrand return 1e19*cos(n*x-z*sin(x))/pi val = romberg(myfunc, 0, pi, args=(2, 1.8), rtol=1e-10) table_val = 1e19*0.30614353532540296487 assert_allclose(val, table_val, rtol=1e-10) def test_romb(self): assert_equal(romb(np.arange(17)), 128) def test_romb_gh_3731(self): # Check that romb makes maximal use of data points x = np.arange(2**4+1) y = np.cos(0.2*x) val = romb(y) val2, err = quad(lambda x: np.cos(0.2*x), x.min(), x.max()) assert_allclose(val, val2, rtol=1e-8, atol=0) # should be equal to romb with 2**k+1 samples with suppress_warnings() as sup: sup.filter(AccuracyWarning, "divmax .4. exceeded") val3 = romberg(lambda x: np.cos(0.2*x), x.min(), x.max(), divmax=4) assert_allclose(val, val3, rtol=1e-12, atol=0) def test_non_dtype(self): # Check that we work fine with functions returning float import math valmath = romberg(math.sin, 0, 1) expected_val = 0.45969769413185085 assert_almost_equal(valmath, expected_val, decimal=7) 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) 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) y = np.arange(4) x = 2**y assert_equal(simpson(y, x=x, even='avg'), 13.875) assert_equal(simpson(y, x=x, even='first'), 13.75) assert_equal(simpson(y, x=x, even='last'), 14) # Tests for checking base case x = np.array([3]) y = np.power(x, 2) assert_equal(simpson(y, x=x, axis=0), 0.0) assert_equal(simpson(y, x=x, axis=-1), 0.0) x = np.array([3, 3, 3, 3]) y = np.power(x, 2) assert_equal(simpson(y, x=x, axis=0), 0.0) assert_equal(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 = [175.75, 175.75, 175.75] assert_equal(simpson(y, x=x, axis=0), zero_axis) assert_equal(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 = [175.75, 175.75, 11292.25] assert_equal(simpson(y, x=x, axis=0), zero_axis) assert_equal(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) def test_simps(self): # Basic coverage test for the alias y = np.arange(4) x = 2**y assert_equal(simpson(y, x=x, dx=0.5, even='first'), simps(y, x=x, dx=0.5, even='first')) class TestCumulative_trapezoid: def test_1d(self): x = np.linspace(-2, 2, num=5) y = x y_int = cumulative_trapezoid(y, x, initial=0) y_expected = [0., -1.5, -2., -1.5, 0.] assert_allclose(y_int, y_expected) y_int = cumulative_trapezoid(y, x, initial=None) assert_allclose(y_int, y_expected[1:]) def test_y_nd_x_nd(self): x = np.arange(3 * 2 * 4).reshape(3, 2, 4) y = x y_int = cumulative_trapezoid(y, x, initial=0) y_expected = np.array([[[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]]]) assert_allclose(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=3.45, axis=axis) assert_equal(y_int.shape, (3, 2, 4)) y_int = cumulative_trapezoid(y, x, initial=None, axis=axis) assert_equal(y_int.shape, shape) def test_y_nd_x_1d(self): y = np.arange(3 * 2 * 4).reshape(3, 2, 4) x = np.arange(4)**2 # Try with all axes ys_expected = ( np.array([[[4., 5., 6., 7.], [8., 9., 10., 11.]], [[40., 44., 48., 52.], [56., 60., 64., 68.]]]), np.array([[[2., 3., 4., 5.]], [[10., 11., 12., 13.]], [[18., 19., 20., 21.]]]), np.array([[[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) assert_allclose(y_int, y_expected) def test_x_none(self): y = np.linspace(-2, 2, num=5) y_int = cumulative_trapezoid(y) y_expected = [-1.5, -2., -1.5, 0.] assert_allclose(y_int, y_expected) y_int = cumulative_trapezoid(y, initial=1.23) y_expected = [1.23, -1.5, -2., -1.5, 0.] assert_allclose(y_int, y_expected) y_int = cumulative_trapezoid(y, dx=3) y_expected = [-4.5, -6., -4.5, 0.] assert_allclose(y_int, y_expected) y_int = cumulative_trapezoid(y, dx=3, initial=1.23) y_expected = [1.23, -4.5, -6., -4.5, 0.] assert_allclose(y_int, y_expected) def test_cumtrapz(self): # Basic coverage test for the alias x = np.arange(3 * 2 * 4).reshape(3, 2, 4) y = x assert_allclose(cumulative_trapezoid(y, x, dx=0.5, axis=0, initial=0), cumtrapz(y, x, dx=0.5, axis=0, initial=0), rtol=1e-14) class TestTrapezoid(): """This function is tested in NumPy more extensive, just do some basic due diligence here.""" def test_trapezoid(self): y = np.arange(17) assert_equal(trapezoid(y), 128) assert_equal(trapezoid(y, dx=0.5), 64) assert_equal(trapezoid(y, x=np.linspace(0, 4, 17)), 32) y = np.arange(4) x = 2**y assert_equal(trapezoid(y, x=x, dx=0.1), 13.5) def test_trapz(self): # Basic coverage test for the alias y = np.arange(4) x = 2**y assert_equal(trapezoid(y, x=x, dx=0.5, axis=0), trapz(y, x=x, dx=0.5, axis=0)) class TestQMCQuad(): def test_input_validation(self): message = "`func` must be callable." with pytest.raises(TypeError, match=message): qmc_quad("a duck", [0, 0], [1, 1]) message = "`func` must evaluate the integrand at points..." with pytest.raises(ValueError, match=message): qmc_quad(lambda: 1, [0, 0], [1, 1]) def func(x): assert x.ndim == 1 return np.sum(x) message = "Exception encountered when attempting vectorized call..." with pytest.warns(UserWarning, match=message): qmc_quad(func, [0, 0], [1, 1]) message = "`n_points` must be an integer." with pytest.raises(TypeError, match=message): qmc_quad(lambda x: 1, [0, 0], [1, 1], n_points=1024.5) message = "`n_estimates` must be an integer." with pytest.raises(TypeError, match=message): qmc_quad(lambda x: 1, [0, 0], [1, 1], 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, [0, 0], [1, 1], qrng="a duck") message = "`qrng` must be initialized with dimensionality equal to " with pytest.raises(ValueError, match=message): qmc_quad(lambda x: 1, [0, 0], [1, 1], 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, [0, 0], [1, 1], log=10) def basic_test(self, n_points=2**8, n_estimates=8, signs=np.ones(2)): ndim = 2 mean = np.zeros(ndim) cov = np.eye(ndim) def func(x): return stats.multivariate_normal.pdf(x, mean, cov) 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, a, b, n_points=n_points, n_estimates=n_estimates, args=(mean, cov), qrng=qrng) ref = stats.multivariate_normal.cdf(b, mean, cov, lower_limit=a) atol = sc.stdtrit(n_estimates-1, 0.995) * res.standard_error # 99% CI assert_allclose(res.integral, ref, 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: np.log(func(*args)), a, b, n_points=n_points, n_estimates=n_estimates, args=(mean, cov), log=True, qrng=qrng) assert_allclose(np.exp(logres.integral), res.integral) assert np.imag(logres.integral) == (np.pi if np.prod(signs) < 0 else 0) @pytest.mark.parametrize("n_points", [2**8, 2**12]) @pytest.mark.parametrize("n_estimates", [8, 16]) def test_basic(self, n_points, n_estimates): self.basic_test(n_points, n_estimates) @pytest.mark.parametrize("signs", [[1, 1], [-1, -1], [-1, 1], [1, -1]]) def test_sign(self, signs): self.basic_test(signs=signs) @pytest.mark.parametrize("log", [False, True]) def test_zero(self, log): message = "A lower limit was equal to an upper limit, so" with pytest.warns(UserWarning, match=message): res = qmc_quad(lambda x: 1, [0, 0], [0, 1], log=log) assert res.integral == (-np.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)