spam-classifier
/
venv
/lib
/python3.11
/site-packages
/scipy
/optimize
/tests
/test_chandrupatla.py
import math | |
import pytest | |
import numpy as np | |
from scipy import stats, special | |
import scipy._lib._elementwise_iterative_method as eim | |
from scipy.conftest import array_api_compatible | |
from scipy._lib._array_api import array_namespace, is_cupy, is_numpy, xp_ravel, xp_size | |
from scipy._lib._array_api_no_0d import (xp_assert_close, xp_assert_equal, | |
xp_assert_less) | |
from scipy.optimize.elementwise import find_minimum, find_root | |
from scipy.optimize._tstutils import _CHANDRUPATLA_TESTS | |
from itertools import permutations | |
from .test_zeros import TestScalarRootFinders | |
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, xp=xp) 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 | |
# These tests were originally written for the private `optimize._chandrupatla` | |
# interfaces, but now we want the tests to check the behavior of the public | |
# `optimize.elementwise` interfaces. Therefore, rather than importing | |
# `_chandrupatla`/`_chandrupatla_minimize` from `_chandrupatla.py`, we import | |
# `find_root`/`find_minimum` from `optimize.elementwise` and wrap those | |
# functions to conform to the private interface. This may look a little strange, | |
# since it effectively just inverts the interface transformation done within the | |
# `find_root`/`find_minimum` functions, but it allows us to run the original, | |
# unmodified tests on the public interfaces, simplifying the PR that adds | |
# the public interfaces. We'll refactor this when we want to @parametrize the | |
# tests over multiple `method`s. | |
def _wrap_chandrupatla(func): | |
def _chandrupatla_wrapper(f, *bracket, **kwargs): | |
# avoid passing arguments to `find_minimum` to this function | |
tol_keys = {'xatol', 'xrtol', 'fatol', 'frtol'} | |
tolerances = {key: kwargs.pop(key) for key in tol_keys if key in kwargs} | |
_callback = kwargs.pop('callback', None) | |
if callable(_callback): | |
def callback(res): | |
if func == find_root: | |
res.xl, res.xr = res.bracket | |
res.fl, res.fr = res.f_bracket | |
else: | |
res.xl, res.xm, res.xr = res.bracket | |
res.fl, res.fm, res.fr = res.f_bracket | |
res.fun = res.f_x | |
del res.bracket | |
del res.f_bracket | |
del res.f_x | |
return _callback(res) | |
else: | |
callback = _callback | |
res = func(f, bracket, tolerances=tolerances, callback=callback, **kwargs) | |
if func == find_root: | |
res.xl, res.xr = res.bracket | |
res.fl, res.fr = res.f_bracket | |
else: | |
res.xl, res.xm, res.xr = res.bracket | |
res.fl, res.fm, res.fr = res.f_bracket | |
res.fun = res.f_x | |
del res.bracket | |
del res.f_bracket | |
del res.f_x | |
return res | |
return _chandrupatla_wrapper | |
_chandrupatla_root = _wrap_chandrupatla(find_root) | |
_chandrupatla_minimize = _wrap_chandrupatla(find_minimum) | |
def f1(x): | |
return 100*(1 - x**3.)**2 + (1-x**2.) + 2*(1-x)**2. | |
def f2(x): | |
return 5 + (x - 2.)**6 | |
def f3(x): | |
xp = array_namespace(x) | |
return xp.exp(x) - 5*x | |
def f4(x): | |
return x**5. - 5*x**3. - 20.*x + 5. | |
def f5(x): | |
return 8*x**3 - 2*x**2 - 7*x + 3 | |
def _bracket_minimum(func, x1, x2): | |
phi = 1.61803398875 | |
maxiter = 100 | |
f1 = func(x1) | |
f2 = func(x2) | |
step = x2 - x1 | |
x1, x2, f1, f2, step = ((x2, x1, f2, f1, -step) if f2 > f1 | |
else (x1, x2, f1, f2, step)) | |
for i in range(maxiter): | |
step *= phi | |
x3 = x2 + step | |
f3 = func(x3) | |
if f3 < f2: | |
x1, x2, f1, f2 = x2, x3, f2, f3 | |
else: | |
break | |
return x1, x2, x3, f1, f2, f3 | |
cases = [ | |
(f1, -1, 11), | |
(f1, -2, 13), | |
(f1, -4, 13), | |
(f1, -8, 15), | |
(f1, -16, 16), | |
(f1, -32, 19), | |
(f1, -64, 20), | |
(f1, -128, 21), | |
(f1, -256, 21), | |
(f1, -512, 19), | |
(f1, -1024, 24), | |
(f2, -1, 8), | |
(f2, -2, 6), | |
(f2, -4, 6), | |
(f2, -8, 7), | |
(f2, -16, 8), | |
(f2, -32, 8), | |
(f2, -64, 9), | |
(f2, -128, 11), | |
(f2, -256, 13), | |
(f2, -512, 12), | |
(f2, -1024, 13), | |
(f3, -1, 11), | |
(f3, -2, 11), | |
(f3, -4, 11), | |
(f3, -8, 10), | |
(f3, -16, 14), | |
(f3, -32, 12), | |
(f3, -64, 15), | |
(f3, -128, 18), | |
(f3, -256, 18), | |
(f3, -512, 19), | |
(f3, -1024, 19), | |
(f4, -0.05, 9), | |
(f4, -0.10, 11), | |
(f4, -0.15, 11), | |
(f4, -0.20, 11), | |
(f4, -0.25, 11), | |
(f4, -0.30, 9), | |
(f4, -0.35, 9), | |
(f4, -0.40, 9), | |
(f4, -0.45, 10), | |
(f4, -0.50, 10), | |
(f4, -0.55, 10), | |
(f5, -0.05, 6), | |
(f5, -0.10, 7), | |
(f5, -0.15, 8), | |
(f5, -0.20, 10), | |
(f5, -0.25, 9), | |
(f5, -0.30, 8), | |
(f5, -0.35, 7), | |
(f5, -0.40, 7), | |
(f5, -0.45, 9), | |
(f5, -0.50, 9), | |
(f5, -0.55, 8) | |
] | |
class TestChandrupatlaMinimize: | |
def f(self, x, loc): | |
xp = array_namespace(x, loc) | |
res = -xp.exp(-1/2 * (x-loc)**2) / (2*xp.pi)**0.5 | |
return xp.asarray(res, dtype=x.dtype)[()] | |
def test_basic(self, loc, xp, dtype): | |
# Find mode of normal distribution. Compare mode against location | |
# parameter and value of pdf at mode against expected pdf. | |
rtol = {'float32': 5e-3, 'float64': 5e-7}[dtype] | |
dtype = getattr(xp, dtype) | |
bracket = (xp.asarray(xi, dtype=dtype) for xi in (-5, 0, 5)) | |
loc = xp.asarray(loc, dtype=dtype) | |
fun = xp.broadcast_to(xp.asarray(-stats.norm.pdf(0), dtype=dtype), loc.shape) | |
res = _chandrupatla_minimize(self.f, *bracket, args=(loc,)) | |
xp_assert_close(res.x, loc, rtol=rtol) | |
xp_assert_equal(res.fun, fun) | |
def test_vectorization(self, shape, xp): | |
# Test for correct functionality, output shapes, and dtypes for various | |
# input shapes. | |
loc = xp.linspace(-0.05, 1.05, 12).reshape(shape) if shape else xp.asarray(0.6) | |
args = (loc,) | |
bracket = xp.asarray(-5.), xp.asarray(0.), xp.asarray(5.) | |
xp_test = array_namespace(loc) # need xp.stack | |
def chandrupatla_single(loc_single): | |
return _chandrupatla_minimize(self.f, *bracket, args=(loc_single,)) | |
def f(*args, **kwargs): | |
f.f_evals += 1 | |
return self.f(*args, **kwargs) | |
f.f_evals = 0 | |
res = _chandrupatla_minimize(f, *bracket, args=args) | |
refs = chandrupatla_single(loc) | |
attrs = ['x', 'fun', 'success', 'status', 'nfev', 'nit', | |
'xl', 'xm', 'xr', 'fl', 'fm', 'fr'] | |
for attr in attrs: | |
ref_attr = xp_test.stack([getattr(ref, attr) for ref in refs]) | |
res_attr = xp_ravel(getattr(res, attr)) | |
xp_assert_equal(res_attr, ref_attr) | |
assert getattr(res, attr).shape == shape | |
xp_assert_equal(res.fun, self.f(res.x, *args)) | |
xp_assert_equal(res.fl, self.f(res.xl, *args)) | |
xp_assert_equal(res.fm, self.f(res.xm, *args)) | |
xp_assert_equal(res.fr, self.f(res.xr, *args)) | |
assert xp.max(res.nfev) == f.f_evals | |
assert xp.max(res.nit) == f.f_evals - 3 | |
assert xp_test.isdtype(res.success.dtype, 'bool') | |
assert xp_test.isdtype(res.status.dtype, 'integral') | |
assert xp_test.isdtype(res.nfev.dtype, 'integral') | |
assert xp_test.isdtype(res.nit.dtype, 'integral') | |
def test_flags(self, xp): | |
# Test cases that should produce different status flags; show that all | |
# can be produced simultaneously. | |
def f(xs, js): | |
funcs = [lambda x: (x - 2.5) ** 2, | |
lambda x: x - 10, | |
lambda x: (x - 2.5) ** 4, | |
lambda x: xp.full_like(x, xp.asarray(xp.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) | |
args = (xp.arange(4, dtype=xp.int64),) | |
bracket = (xp.asarray([0]*4, dtype=xp.float64), | |
xp.asarray([2]*4, dtype=xp.float64), | |
xp.asarray([np.pi]*4, dtype=xp.float64)) | |
res = _chandrupatla_minimize(f, *bracket, args=args, maxiter=10) | |
ref_flags = xp.asarray([eim._ECONVERGED, eim._ESIGNERR, eim._ECONVERR, | |
eim._EVALUEERR], dtype=xp.int32) | |
xp_assert_equal(res.status, ref_flags) | |
def test_convergence(self, xp): | |
# Test that the convergence tolerances behave as expected | |
rng = np.random.default_rng(2585255913088665241) | |
p = xp.asarray(rng.random(size=3)) | |
bracket = (xp.asarray(-5), xp.asarray(0), xp.asarray(5)) | |
args = (p,) | |
kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0) | |
kwargs = kwargs0.copy() | |
kwargs['xatol'] = 1e-3 | |
res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
j1 = xp.abs(res1.xr - res1.xl) | |
tol = xp.asarray(4*kwargs['xatol'], dtype=p.dtype) | |
xp_assert_less(j1, xp.full((3,), tol, dtype=p.dtype)) | |
kwargs['xatol'] = 1e-6 | |
res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
j2 = xp.abs(res2.xr - res2.xl) | |
tol = xp.asarray(4*kwargs['xatol'], dtype=p.dtype) | |
xp_assert_less(j2, xp.full((3,), tol, dtype=p.dtype)) | |
xp_assert_less(j2, j1) | |
kwargs = kwargs0.copy() | |
kwargs['xrtol'] = 1e-3 | |
res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
j1 = xp.abs(res1.xr - res1.xl) | |
tol = xp.asarray(4*kwargs['xrtol']*xp.abs(res1.x), dtype=p.dtype) | |
xp_assert_less(j1, tol) | |
kwargs['xrtol'] = 1e-6 | |
res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
j2 = xp.abs(res2.xr - res2.xl) | |
tol = xp.asarray(4*kwargs['xrtol']*xp.abs(res2.x), dtype=p.dtype) | |
xp_assert_less(j2, tol) | |
xp_assert_less(j2, j1) | |
kwargs = kwargs0.copy() | |
kwargs['fatol'] = 1e-3 | |
res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
h1 = xp.abs(res1.fl - 2 * res1.fm + res1.fr) | |
tol = xp.asarray(2*kwargs['fatol'], dtype=p.dtype) | |
xp_assert_less(h1, xp.full((3,), tol, dtype=p.dtype)) | |
kwargs['fatol'] = 1e-6 | |
res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
h2 = xp.abs(res2.fl - 2 * res2.fm + res2.fr) | |
tol = xp.asarray(2*kwargs['fatol'], dtype=p.dtype) | |
xp_assert_less(h2, xp.full((3,), tol, dtype=p.dtype)) | |
xp_assert_less(h2, h1) | |
kwargs = kwargs0.copy() | |
kwargs['frtol'] = 1e-3 | |
res1 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
h1 = xp.abs(res1.fl - 2 * res1.fm + res1.fr) | |
tol = xp.asarray(2*kwargs['frtol']*xp.abs(res1.fun), dtype=p.dtype) | |
xp_assert_less(h1, tol) | |
kwargs['frtol'] = 1e-6 | |
res2 = _chandrupatla_minimize(self.f, *bracket, **kwargs) | |
h2 = xp.abs(res2.fl - 2 * res2.fm + res2.fr) | |
tol = xp.asarray(2*kwargs['frtol']*abs(res2.fun), dtype=p.dtype) | |
xp_assert_less(h2, tol) | |
xp_assert_less(h2, h1) | |
def test_maxiter_callback(self, xp): | |
# Test behavior of `maxiter` parameter and `callback` interface | |
loc = xp.asarray(0.612814) | |
bracket = (xp.asarray(-5), xp.asarray(0), xp.asarray(5)) | |
maxiter = 5 | |
res = _chandrupatla_minimize(self.f, *bracket, args=(loc,), | |
maxiter=maxiter) | |
assert not xp.any(res.success) | |
assert xp.all(res.nfev == maxiter+3) | |
assert xp.all(res.nit == maxiter) | |
def callback(res): | |
callback.iter += 1 | |
callback.res = res | |
assert hasattr(res, 'x') | |
if callback.iter == 0: | |
# callback is called once with initial bracket | |
assert (res.xl, res.xm, res.xr) == bracket | |
else: | |
changed_xr = (res.xl == callback.xl) & (res.xr != callback.xr) | |
changed_xl = (res.xl != callback.xl) & (res.xr == callback.xr) | |
assert xp.all(changed_xr | changed_xl) | |
callback.xl = res.xl | |
callback.xr = res.xr | |
assert res.status == eim._EINPROGRESS | |
xp_assert_equal(self.f(res.xl, loc), res.fl) | |
xp_assert_equal(self.f(res.xm, loc), res.fm) | |
xp_assert_equal(self.f(res.xr, loc), res.fr) | |
xp_assert_equal(self.f(res.x, loc), res.fun) | |
if callback.iter == maxiter: | |
raise StopIteration | |
callback.xl = xp.nan | |
callback.xr = xp.nan | |
callback.iter = -1 # callback called once before first iteration | |
callback.res = None | |
res2 = _chandrupatla_minimize(self.f, *bracket, args=(loc,), | |
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] == eim._ECONVERR | |
# assert callback.res[key] == eim._EINPROGRESS | |
assert res2[key] == eim._ECALLBACK | |
else: | |
assert res2[key] == callback.res[key] == res[key] | |
def test_nit_expected(self, case, xp): | |
# Test that `_chandrupatla` implements Chandrupatla's algorithm: | |
# in all 55 test cases, the number of iterations performed | |
# matches the number reported in the original paper. | |
func, x1, nit = case | |
# Find bracket using the algorithm in the paper | |
step = 0.2 | |
x2 = x1 + step | |
x1, x2, x3, f1, f2, f3 = _bracket_minimum(func, x1, x2) | |
# Use tolerances from original paper | |
xatol = 0.0001 | |
fatol = 0.000001 | |
xrtol = 1e-16 | |
frtol = 1e-16 | |
bracket = xp.asarray(x1), xp.asarray(x2), xp.asarray(x3, dtype=xp.float64) | |
res = _chandrupatla_minimize(func, *bracket, xatol=xatol, | |
fatol=fatol, xrtol=xrtol, frtol=frtol) | |
xp_assert_equal(res.nit, xp.asarray(nit, dtype=xp.int32)) | |
def test_dtype(self, loc, dtype, xp): | |
# Test that dtypes are preserved | |
dtype = getattr(xp, dtype) | |
loc = xp.asarray(loc, dtype=dtype) | |
bracket = (xp.asarray(-3, dtype=dtype), | |
xp.asarray(1, dtype=dtype), | |
xp.asarray(5, dtype=dtype)) | |
xp_test = array_namespace(loc) # need astype | |
def f(x, loc): | |
assert x.dtype == dtype | |
return xp_test.astype((x - loc)**2, dtype) | |
res = _chandrupatla_minimize(f, *bracket, args=(loc,)) | |
assert res.x.dtype == dtype | |
xp_assert_close(res.x, loc, rtol=math.sqrt(xp.finfo(dtype).eps)) | |
def test_input_validation(self, xp): | |
# Test input validation for appropriate error messages | |
message = '`func` must be callable.' | |
bracket = xp.asarray(-4), xp.asarray(0), xp.asarray(4) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(None, *bracket) | |
message = 'Abscissae and function output must be real numbers.' | |
bracket = xp.asarray(-4 + 1j), xp.asarray(0), xp.asarray(4) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket) | |
message = "...be broadcast..." | |
bracket = xp.asarray([-2, -3]), xp.asarray([0, 0]), xp.asarray([3, 4, 5]) | |
# raised by `np.broadcast, but the traceback is readable IMO | |
with pytest.raises((ValueError, RuntimeError), match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket) | |
message = "The shape of the array returned by `func` must be the same" | |
bracket = xp.asarray([-3, -3]), xp.asarray([0, 0]), xp.asarray([5, 5]) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: [x[0, ...], x[1, ...], x[1, ...]], | |
*bracket) | |
message = 'Tolerances must be non-negative scalars.' | |
bracket = xp.asarray(-4), xp.asarray(0), xp.asarray(4) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, xatol=-1) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, xrtol=xp.nan) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, fatol='ekki') | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, frtol=xp.nan) | |
message = '`maxiter` must be a non-negative integer.' | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, maxiter=1.5) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, maxiter=-1) | |
message = '`callback` must be callable.' | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_minimize(lambda x: x, *bracket, callback='shrubbery') | |
def test_bracket_order(self, xp): | |
# Confirm that order of points in bracket doesn't | |
xp_test = array_namespace(xp.asarray(1.)) # need `xp.newaxis` | |
loc = xp.linspace(-1, 1, 6)[:, xp_test.newaxis] | |
brackets = xp.asarray(list(permutations([-5, 0, 5]))).T | |
res = _chandrupatla_minimize(self.f, *brackets, args=(loc,)) | |
assert xp.all(xp.isclose(res.x, loc) | (res.fun == self.f(loc, loc))) | |
ref = res.x[:, 0] # all columns should be the same | |
xp_test = array_namespace(loc) # need `xp.broadcast_arrays | |
xp_assert_close(*xp_test.broadcast_arrays(res.x.T, ref), rtol=1e-15) | |
def test_special_cases(self, xp): | |
# Test edge cases and other special cases | |
# Test that integers are not passed to `f` | |
xp_test = array_namespace(xp.asarray(1.)) # need `xp.isdtype` | |
def f(x): | |
assert xp_test.isdtype(x.dtype, "real floating") | |
return (x - 1)**2 | |
bracket = xp.asarray(-7), xp.asarray(0), xp.asarray(8) | |
with np.errstate(invalid='ignore'): | |
res = _chandrupatla_minimize(f, *bracket, fatol=0, frtol=0) | |
assert res.success | |
xp_assert_close(res.x, xp.asarray(1.), rtol=1e-3) | |
xp_assert_close(res.fun, xp.asarray(0.), atol=1e-200) | |
# Test that if all elements of bracket equal minimizer, algorithm | |
# reports convergence | |
def f(x): | |
return (x-1)**2 | |
bracket = xp.asarray(1), xp.asarray(1), xp.asarray(1) | |
res = _chandrupatla_minimize(f, *bracket) | |
assert res.success | |
xp_assert_equal(res.x, xp.asarray(1.)) | |
# Test maxiter = 0. Should do nothing to bracket. | |
def f(x): | |
return (x-1)**2 | |
bracket = xp.asarray(-3), xp.asarray(1.1), xp.asarray(5) | |
res = _chandrupatla_minimize(f, *bracket, maxiter=0) | |
assert res.xl, res.xr == bracket | |
assert res.nit == 0 | |
assert res.nfev == 3 | |
assert res.status == -2 | |
assert res.x == 1.1 # best so far | |
# Test scalar `args` (not in tuple) | |
def f(x, c): | |
return (x-c)**2 - 1 | |
bracket = xp.asarray(-1), xp.asarray(0), xp.asarray(1) | |
c = xp.asarray(1/3) | |
res = _chandrupatla_minimize(f, *bracket, args=(c,)) | |
xp_assert_close(res.x, c) | |
# Test zero tolerances | |
def f(x): | |
return -xp.sin(x) | |
bracket = xp.asarray(0), xp.asarray(1), xp.asarray(xp.pi) | |
res = _chandrupatla_minimize(f, *bracket, xatol=0, xrtol=0, fatol=0, frtol=0) | |
assert res.success | |
# found a minimum exactly (according to floating point arithmetic) | |
assert res.xl < res.xm < res.xr | |
assert f(res.xl) == f(res.xm) == f(res.xr) | |
class TestChandrupatla(TestScalarRootFinders): | |
def f(self, q, p): | |
return special.ndtr(q) - p | |
def test_basic(self, p, xp): | |
# Invert distribution CDF and compare against distribution `ppf` | |
a, b = xp.asarray(-5.), xp.asarray(5.) | |
res = _chandrupatla_root(self.f, a, b, args=(xp.asarray(p),)) | |
ref = xp.asarray(stats.norm().ppf(p), dtype=xp.asarray(p).dtype) | |
xp_assert_close(res.x, ref) | |
def test_vectorization(self, shape, xp): | |
# Test for correct functionality, output shapes, and dtypes for various | |
# input shapes. | |
p = (np.linspace(-0.05, 1.05, 12).reshape(shape) if shape | |
else np.float64(0.6)) | |
p_xp = xp.asarray(p) | |
args_xp = (p_xp,) | |
dtype = p_xp.dtype | |
xp_test = array_namespace(p_xp) # need xp.bool | |
def chandrupatla_single(p): | |
return _chandrupatla_root(self.f, -5, 5, args=(p,)) | |
def f(*args, **kwargs): | |
f.f_evals += 1 | |
return self.f(*args, **kwargs) | |
f.f_evals = 0 | |
res = _chandrupatla_root(f, xp.asarray(-5.), xp.asarray(5.), args=args_xp) | |
refs = chandrupatla_single(p).ravel() | |
ref_x = [ref.x for ref in refs] | |
ref_x = xp.reshape(xp.asarray(ref_x, dtype=dtype), shape) | |
xp_assert_close(res.x, ref_x) | |
ref_fun = [ref.fun for ref in refs] | |
ref_fun = xp.reshape(xp.asarray(ref_fun, dtype=dtype), shape) | |
xp_assert_close(res.fun, ref_fun, atol=1e-15) | |
xp_assert_equal(res.fun, self.f(res.x, *args_xp)) | |
ref_success = [bool(ref.success) for ref in refs] | |
ref_success = xp.reshape(xp.asarray(ref_success, dtype=xp_test.bool), shape) | |
xp_assert_equal(res.success, ref_success) | |
ref_flag = [ref.status for ref in refs] | |
ref_flag = xp.reshape(xp.asarray(ref_flag, dtype=xp.int32), shape) | |
xp_assert_equal(res.status, ref_flag) | |
ref_nfev = [ref.nfev for ref in refs] | |
ref_nfev = xp.reshape(xp.asarray(ref_nfev, dtype=xp.int32), shape) | |
if is_numpy(xp): | |
xp_assert_equal(res.nfev, ref_nfev) | |
assert xp.max(res.nfev) == f.f_evals | |
else: # different backend may lead to different nfev | |
assert res.nfev.shape == shape | |
assert res.nfev.dtype == xp.int32 | |
ref_nit = [ref.nit for ref in refs] | |
ref_nit = xp.reshape(xp.asarray(ref_nit, dtype=xp.int32), shape) | |
if is_numpy(xp): | |
xp_assert_equal(res.nit, ref_nit) | |
assert xp.max(res.nit) == f.f_evals-2 | |
else: | |
assert res.nit.shape == shape | |
assert res.nit.dtype == xp.int32 | |
ref_xl = [ref.xl for ref in refs] | |
ref_xl = xp.reshape(xp.asarray(ref_xl, dtype=dtype), shape) | |
xp_assert_close(res.xl, ref_xl) | |
ref_xr = [ref.xr for ref in refs] | |
ref_xr = xp.reshape(xp.asarray(ref_xr, dtype=dtype), shape) | |
xp_assert_close(res.xr, ref_xr) | |
xp_assert_less(res.xl, res.xr) | |
finite = xp.isfinite(res.x) | |
assert xp.all((res.x[finite] == res.xl[finite]) | |
| (res.x[finite] == res.xr[finite])) | |
# PyTorch and CuPy don't solve to the same accuracy as NumPy - that's OK. | |
atol = 1e-15 if is_numpy(xp) else 1e-9 | |
ref_fl = [ref.fl for ref in refs] | |
ref_fl = xp.reshape(xp.asarray(ref_fl, dtype=dtype), shape) | |
xp_assert_close(res.fl, ref_fl, atol=atol) | |
xp_assert_equal(res.fl, self.f(res.xl, *args_xp)) | |
ref_fr = [ref.fr for ref in refs] | |
ref_fr = xp.reshape(xp.asarray(ref_fr, dtype=dtype), shape) | |
xp_assert_close(res.fr, ref_fr, atol=atol) | |
xp_assert_equal(res.fr, self.f(res.xr, *args_xp)) | |
assert xp.all(xp.abs(res.fun[finite]) == | |
xp.minimum(xp.abs(res.fl[finite]), | |
xp.abs(res.fr[finite]))) | |
def test_flags(self, xp): | |
# Test cases that should produce different status flags; show that all | |
# can be produced simultaneously. | |
def f(xs, js): | |
# Note that full_like and int(j) shouldn't really be required. CuPy | |
# is just really picky here, so I'm making it a special case to | |
# make sure the other backends work when the user is less careful. | |
assert js.dtype == xp.int64 | |
if is_cupy(xp): | |
funcs = [lambda x: x - 2.5, | |
lambda x: x - 10, | |
lambda x: (x - 0.1)**3, | |
lambda x: xp.full_like(x, xp.asarray(xp.nan))] | |
return [funcs[int(j)](x) for x, j in zip(xs, js)] | |
funcs = [lambda x: x - 2.5, | |
lambda x: x - 10, | |
lambda x: (x - 0.1) ** 3, | |
lambda x: xp.nan] | |
return [funcs[j](x) for x, j in zip(xs, js)] | |
args = (xp.arange(4, dtype=xp.int64),) | |
a, b = xp.asarray([0.]*4), xp.asarray([xp.pi]*4) | |
res = _chandrupatla_root(f, a, b, args=args, maxiter=2) | |
ref_flags = xp.asarray([eim._ECONVERGED, | |
eim._ESIGNERR, | |
eim._ECONVERR, | |
eim._EVALUEERR], dtype=xp.int32) | |
xp_assert_equal(res.status, ref_flags) | |
def test_convergence(self, xp): | |
# Test that the convergence tolerances behave as expected | |
rng = np.random.default_rng(2585255913088665241) | |
p = xp.asarray(rng.random(size=3)) | |
bracket = (-xp.asarray(5.), xp.asarray(5.)) | |
args = (p,) | |
kwargs0 = dict(args=args, xatol=0, xrtol=0, fatol=0, frtol=0) | |
kwargs = kwargs0.copy() | |
kwargs['xatol'] = 1e-3 | |
res1 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(res1.xr - res1.xl, xp.full_like(p, xp.asarray(1e-3))) | |
kwargs['xatol'] = 1e-6 | |
res2 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(res2.xr - res2.xl, xp.full_like(p, xp.asarray(1e-6))) | |
xp_assert_less(res2.xr - res2.xl, res1.xr - res1.xl) | |
kwargs = kwargs0.copy() | |
kwargs['xrtol'] = 1e-3 | |
res1 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(res1.xr - res1.xl, 1e-3 * xp.abs(res1.x)) | |
kwargs['xrtol'] = 1e-6 | |
res2 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(res2.xr - res2.xl, 1e-6 * xp.abs(res2.x)) | |
xp_assert_less(res2.xr - res2.xl, res1.xr - res1.xl) | |
kwargs = kwargs0.copy() | |
kwargs['fatol'] = 1e-3 | |
res1 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(xp.abs(res1.fun), xp.full_like(p, xp.asarray(1e-3))) | |
kwargs['fatol'] = 1e-6 | |
res2 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(xp.abs(res2.fun), xp.full_like(p, xp.asarray(1e-6))) | |
xp_assert_less(xp.abs(res2.fun), xp.abs(res1.fun)) | |
kwargs = kwargs0.copy() | |
kwargs['frtol'] = 1e-3 | |
x1, x2 = bracket | |
f0 = xp.minimum(xp.abs(self.f(x1, *args)), xp.abs(self.f(x2, *args))) | |
res1 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(xp.abs(res1.fun), 1e-3*f0) | |
kwargs['frtol'] = 1e-6 | |
res2 = _chandrupatla_root(self.f, *bracket, **kwargs) | |
xp_assert_less(xp.abs(res2.fun), 1e-6*f0) | |
xp_assert_less(xp.abs(res2.fun), xp.abs(res1.fun)) | |
def test_maxiter_callback(self, xp): | |
# Test behavior of `maxiter` parameter and `callback` interface | |
p = xp.asarray(0.612814) | |
bracket = (xp.asarray(-5.), xp.asarray(5.)) | |
maxiter = 5 | |
def f(q, p): | |
res = special.ndtr(q) - p | |
f.x = q | |
f.fun = res | |
return res | |
f.x = None | |
f.fun = None | |
res = _chandrupatla_root(f, *bracket, args=(p,), maxiter=maxiter) | |
assert not xp.any(res.success) | |
assert xp.all(res.nfev == maxiter+2) | |
assert xp.all(res.nit == maxiter) | |
def callback(res): | |
callback.iter += 1 | |
callback.res = res | |
assert hasattr(res, 'x') | |
if callback.iter == 0: | |
# callback is called once with initial bracket | |
assert (res.xl, res.xr) == bracket | |
else: | |
changed = (((res.xl == callback.xl) & (res.xr != callback.xr)) | |
| ((res.xl != callback.xl) & (res.xr == callback.xr))) | |
assert xp.all(changed) | |
callback.xl = res.xl | |
callback.xr = res.xr | |
assert res.status == eim._EINPROGRESS | |
xp_assert_equal(self.f(res.xl, p), res.fl) | |
xp_assert_equal(self.f(res.xr, p), res.fr) | |
xp_assert_equal(self.f(res.x, p), res.fun) | |
if callback.iter == maxiter: | |
raise StopIteration | |
callback.iter = -1 # callback called once before first iteration | |
callback.res = None | |
callback.xl = None | |
callback.xr = None | |
res2 = _chandrupatla_root(f, *bracket, args=(p,), callback=callback) | |
# terminating with callback is identical to terminating due to maxiter | |
# (except for `status`) | |
for key in res.keys(): | |
if key == 'status': | |
xp_assert_equal(res[key], xp.asarray(eim._ECONVERR, dtype=xp.int32)) | |
xp_assert_equal(res2[key], xp.asarray(eim._ECALLBACK, dtype=xp.int32)) | |
elif key.startswith('_'): | |
continue | |
else: | |
xp_assert_equal(res2[key], res[key]) | |
def test_nit_expected(self, case, xp): | |
# Test that `_chandrupatla` implements Chandrupatla's algorithm: | |
# in all 40 test cases, the number of iterations performed | |
# matches the number reported in the original paper. | |
f, bracket, root, nfeval, id = case | |
# Chandrupatla's criterion is equivalent to | |
# abs(x2-x1) < 4*abs(xmin)*xrtol + xatol, but we use the more standard | |
# abs(x2-x1) < abs(xmin)*xrtol + xatol. Therefore, set xrtol to 4x | |
# that used by Chandrupatla in tests. | |
bracket = (xp.asarray(bracket[0], dtype=xp.float64), | |
xp.asarray(bracket[1], dtype=xp.float64)) | |
root = xp.asarray(root, dtype=xp.float64) | |
res = _chandrupatla_root(f, *bracket, xrtol=4e-10, xatol=1e-5) | |
xp_assert_close(res.fun, xp.asarray(f(root), dtype=xp.float64), | |
rtol=1e-8, atol=2e-3) | |
xp_assert_equal(res.nfev, xp.asarray(nfeval, dtype=xp.int32)) | |
def test_dtype(self, root, dtype, xp): | |
# Test that dtypes are preserved | |
not_numpy = not is_numpy(xp) | |
if not_numpy and dtype == 'float16': | |
pytest.skip("`float16` dtype only supported for NumPy arrays.") | |
dtype = getattr(xp, dtype, None) | |
if dtype is None: | |
pytest.skip(f"{xp} does not support {dtype}") | |
def f(x, root): | |
res = (x - root) ** 3. | |
if is_numpy(xp): # NumPy does not preserve dtype | |
return xp.asarray(res, dtype=dtype) | |
return res | |
a, b = xp.asarray(-3, dtype=dtype), xp.asarray(3, dtype=dtype) | |
root = xp.asarray(root, dtype=dtype) | |
res = _chandrupatla_root(f, a, b, args=(root,), xatol=1e-3) | |
try: | |
xp_assert_close(res.x, root, atol=1e-3) | |
except AssertionError: | |
assert res.x.dtype == dtype | |
xp.all(res.fun == 0) | |
def test_input_validation(self, xp): | |
# Test input validation for appropriate error messages | |
def func(x): | |
return x | |
message = '`func` must be callable.' | |
with pytest.raises(ValueError, match=message): | |
bracket = xp.asarray(-4), xp.asarray(4) | |
_chandrupatla_root(None, *bracket) | |
message = 'Abscissae and function output must be real numbers.' | |
with pytest.raises(ValueError, match=message): | |
bracket = xp.asarray(-4+1j), xp.asarray(4) | |
_chandrupatla_root(func, *bracket) | |
# raised by `np.broadcast, but the traceback is readable IMO | |
message = "...not be broadcast..." # all messages include this part | |
with pytest.raises((ValueError, RuntimeError), match=message): | |
bracket = xp.asarray([-2, -3]), xp.asarray([3, 4, 5]) | |
_chandrupatla_root(func, *bracket) | |
message = "The shape of the array returned by `func`..." | |
with pytest.raises(ValueError, match=message): | |
bracket = xp.asarray([-3, -3]), xp.asarray([5, 5]) | |
_chandrupatla_root(lambda x: [x[0], x[1], x[1]], *bracket) | |
message = 'Tolerances must be non-negative scalars.' | |
bracket = xp.asarray(-4), xp.asarray(4) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, xatol=-1) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, xrtol=xp.nan) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, fatol='ekki') | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, frtol=xp.nan) | |
message = '`maxiter` must be a non-negative integer.' | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, maxiter=1.5) | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, maxiter=-1) | |
message = '`callback` must be callable.' | |
with pytest.raises(ValueError, match=message): | |
_chandrupatla_root(func, *bracket, callback='shrubbery') | |
def test_special_cases(self, xp): | |
# Test edge cases and other special cases | |
# Test infinite function values | |
def f(x): | |
return 1 / x + 1 - 1 / (-x + 1) | |
a, b = xp.asarray([0.1, 0., 0., 0.1]), xp.asarray([0.9, 1.0, 0.9, 1.0]) | |
with np.errstate(divide='ignore', invalid='ignore'): | |
res = _chandrupatla_root(f, a, b) | |
assert xp.all(res.success) | |
xp_assert_close(res.x[1:], xp.full((3,), res.x[0])) | |
# Test that integers are not passed to `f` | |
# (otherwise this would overflow) | |
xp_test = array_namespace(a) # need isdtype | |
def f(x): | |
assert xp_test.isdtype(x.dtype, "real floating") | |
# this would overflow if x were an xp integer dtype | |
return x ** 31 - 1 | |
# note that all inputs are integer type; result is automatically default float | |
res = _chandrupatla_root(f, xp.asarray(-7), xp.asarray(5)) | |
assert res.success | |
xp_assert_close(res.x, xp.asarray(1.)) | |
# Test that if both ends of bracket equal root, algorithm reports | |
# convergence. | |
def f(x, root): | |
return x**2 - root | |
root = xp.asarray([0, 1]) | |
res = _chandrupatla_root(f, xp.asarray(1), xp.asarray(1), args=(root,)) | |
xp_assert_equal(res.success, xp.asarray([False, True])) | |
xp_assert_equal(res.x, xp.asarray([xp.nan, 1.])) | |
def f(x): | |
return 1/x | |
with np.errstate(invalid='ignore'): | |
inf = xp.asarray(xp.inf) | |
res = _chandrupatla_root(f, inf, inf) | |
assert res.success | |
xp_assert_equal(res.x, xp.asarray(xp.inf)) | |
# Test maxiter = 0. Should do nothing to bracket. | |
def f(x): | |
return x**3 - 1 | |
a, b = xp.asarray(-3.), xp.asarray(5.) | |
res = _chandrupatla_root(f, a, b, maxiter=0) | |
xp_assert_equal(res.success, xp.asarray(False)) | |
xp_assert_equal(res.status, xp.asarray(-2, dtype=xp.int32)) | |
xp_assert_equal(res.nit, xp.asarray(0, dtype=xp.int32)) | |
xp_assert_equal(res.nfev, xp.asarray(2, dtype=xp.int32)) | |
xp_assert_equal(res.xl, a) | |
xp_assert_equal(res.xr, b) | |
# The `x` attribute is the one with the smaller function value | |
xp_assert_equal(res.x, a) | |
# Reverse bracket; check that this is still true | |
res = _chandrupatla_root(f, -b, -a, maxiter=0) | |
xp_assert_equal(res.x, -a) | |
# Test maxiter = 1 | |
res = _chandrupatla_root(f, a, b, maxiter=1) | |
xp_assert_equal(res.success, xp.asarray(True)) | |
xp_assert_equal(res.status, xp.asarray(0, dtype=xp.int32)) | |
xp_assert_equal(res.nit, xp.asarray(1, dtype=xp.int32)) | |
xp_assert_equal(res.nfev, xp.asarray(3, dtype=xp.int32)) | |
xp_assert_close(res.x, xp.asarray(1.)) | |
# Test scalar `args` (not in tuple) | |
def f(x, c): | |
return c*x - 1 | |
res = _chandrupatla_root(f, xp.asarray(-1), xp.asarray(1), args=xp.asarray(3)) | |
xp_assert_close(res.x, xp.asarray(1/3)) | |
# # TODO: Test zero tolerance | |
# # ~~What's going on here - why are iterations repeated?~~ | |
# # tl goes to zero when xatol=xrtol=0. When function is nearly linear, | |
# # this causes convergence issues. | |
# def f(x): | |
# return np.cos(x) | |
# | |
# res = _chandrupatla_root(f, 0, np.pi, xatol=0, xrtol=0) | |
# assert res.nit < 100 | |
# xp = np.nextafter(res.x, np.inf) | |
# xm = np.nextafter(res.x, -np.inf) | |
# assert np.abs(res.fun) < np.abs(f(xp)) | |
# assert np.abs(res.fun) < np.abs(f(xm)) | |