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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 array_api_compatible, skip_xp_invalid_arg
from scipy._lib._array_api_no_0d import xp_assert_close
skip_xp_backends = pytest.mark.skip_xp_backends
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_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)
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)
# 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)
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=0, 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=0)
y_expected = [0, -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=0)
y_expected = [0, -4.5, -6., -4.5, 0.]
assert_allclose(y_int, y_expected)
@pytest.mark.parametrize(
"initial", [1, 0.5]
)
def test_initial_error(self, initial):
"""If initial is not None or 0, a ValueError is raised."""
y = np.linspace(0, 10, num=10)
with pytest.raises(ValueError, match="`initial`"):
cumulative_trapezoid(y, initial=initial)
def test_zero_len_y(self):
with pytest.raises(ValueError, match="At least one point is required"):
cumulative_trapezoid(y=[])
@array_api_compatible
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))
@skip_xp_backends('jax.numpy',
reasons=["JAX arrays do not support item assignment"])
@pytest.mark.usefixtures("skip_xp_backends")
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)
@skip_xp_backends('jax.numpy',
reasons=["JAX arrays do not support item assignment"])
@pytest.mark.usefixtures("skip_xp_backends")
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)
@skip_xp_backends(np_only=True,
reasons=['array-likes only supported for NumPy backend'])
@pytest.mark.usefixtures("skip_xp_backends")
def test_array_like(self, xp):
x = list(range(5))
y = [t * t for t in x]
xarr = xp.asarray(x, dtype=xp.float64)
yarr = xp.asarray(y, dtype=xp.float64)
res = trapezoid(y, x)
resarr = trapezoid(yarr, xarr)
xp_assert_close(res, resarr)
class TestQMCQuad:
@pytest.mark.thread_unsafe
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=None):
if signs is None:
signs = np.ones(2)
ndim = 2
mean = np.zeros(ndim)
cov = np.eye(ndim)
def func(x):
return stats.multivariate_normal.pdf(x.T, 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, 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
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,
log=True, qrng=qrng)
assert_allclose(np.exp(logres.integral), res.integral, rtol=1e-14)
assert np.imag(logres.integral) == (np.pi if np.prod(signs) < 0 else 0)
assert_allclose(np.exp(logres.standard_error),
res.standard_error, rtol=1e-14, atol=1e-16)
@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.thread_unsafe
@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)
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
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):
# 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 = rng.random()
x = (np.sort(rng.random(n)) if order == 2
else np.arange(n)*dx + rng.random())
i = np.arange(order + 1)[:, np.newaxis]
c = rng.random(order + 1)[:, np.newaxis]
y = np.sum(c*x**i, axis=0)
Y = np.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:
assert_allclose(res, ref, rtol=2e-15)
else:
i0 = 0 if use_initial else 1
# all terms are "close"
assert_allclose(res, ref, rtol=0.0025)
# only even-interval terms are "exact"
assert_allclose(res[i0::2], ref[i0::2], rtol=2e-15)
@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):
# 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 = rng.random(size=shape)
x, dx = None, None
if dx:
dx = rng.random(size=shape_len_1) if x_ndim > 1 else rng.random()
else:
x = (np.sort(rng.random(size=shape), axis=axis) if x_ndim > 1
else np.sort(rng.random(size=shape[axis])))
initial = None if i_ndim is None else rng.random(size=i_shape)
# compare results
res = cumulative_simpson(y, x=x, dx=dx, initial=initial, axis=axis)
ref = cumulative_simpson_nd_reference(y, x=x, dx=dx, initial=initial, axis=axis)
np.testing.assert_allclose(res, 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):
kwargs0 = dict(y=self.y0, x=self.x0, dx=None, initial=None, axis=-1)
with pytest.raises(ValueError, match=message):
cumulative_simpson(**dict(kwargs0, **kwarg_update))
def test_special_cases(self):
# Test special cases not checked elsewhere
rng = np.random.default_rng(82456839535679456794)
y = rng.random(size=10)
res = cumulative_simpson(y, dx=0)
assert_equal(res, 0)
# 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.thread_unsafe
@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
):
"""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(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])
)
np.testing.assert_allclose(
res[..., 1:], ref[..., 1:] + theoretical_difference[..., 1:], atol=1e-16
)
@pytest.mark.thread_unsafe
@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
):
"""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(y, x=x)
ref = simpson_reference(y, x)
theoretical_difference = self._get_theoretical_diff_between_simps_and_cum_simps(
y, x
)
np.testing.assert_allclose(
res[..., 1:], ref[..., 1:] + theoretical_difference[..., 1:]
)
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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