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MLPY/Lib/site-packages/mlagents-0.30.0.dist-info/INSTALLER

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+pip

MLPY/Lib/site-packages/mlagents-0.30.0.dist-info/METADATA

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+Metadata-Version: 2.1
+Name: mlagents
+Version: 0.30.0
+Summary: Unity Machine Learning Agents
+Home-page: https://github.com/Unity-Technologies/ml-agents
+Author: Unity Technologies
+Author-email: [email protected]
+Classifier: Intended Audience :: Developers
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Requires-Python: >=3.8.13,<=3.10.8
+Description-Content-Type: text/markdown
+Requires-Dist: grpcio >=1.11.0
+Requires-Dist: h5py >=2.9.0
+Requires-Dist: mlagents-envs ==0.30.0
+Requires-Dist: numpy <2.0,>=1.13.3
+Requires-Dist: Pillow >=4.2.1
+Requires-Dist: protobuf >=3.6
+Requires-Dist: pyyaml >=3.1.0
+Requires-Dist: tensorboard >=1.15
+Requires-Dist: attrs >=19.3.0
+Requires-Dist: torch <1.9.0,>=1.6.0 ; platform_system != "Windows" and python_version < "3.9"
+Requires-Dist: torch <=1.11.0,>=1.8.0 ; platform_system != "Windows" and python_version >= "3.9"
+Requires-Dist: pypiwin32 ==223 ; platform_system == "Windows"
+Requires-Dist: cattrs <1.1.0 ; python_version < "3.8"
+Requires-Dist: importlib-metadata ==4.4 ; python_version < "3.8"
+Requires-Dist: cattrs <1.7,>=1.1.0 ; python_version >= "3.8"
+
+# Unity ML-Agents Trainers
+
+The `mlagents` Python package is part of the
+[ML-Agents Toolkit](https://github.com/Unity-Technologies/ml-agents). `mlagents`
+provides a set of reinforcement and imitation learning algorithms designed to be
+used with Unity environments. The algorithms interface with the Python API
+provided by the `mlagents_envs` package. See [here](../docs/Python-LLAPI.md) for
+more information on `mlagents_envs`.
+
+The algorithms can be accessed using the: `mlagents-learn` access point. See
+[here](../docs/Training-ML-Agents.md) for more information on using this
+package.
+
+## Installation
+
+Install the `mlagents` package with:
+
+```sh
+python -m pip install mlagents==0.30.0
+```
+
+## Usage & More Information
+
+For more information on the ML-Agents Toolkit and how to instrument a Unity
+scene with the ML-Agents SDK, check out the main
+[ML-Agents Toolkit documentation](../docs/Readme.md).
+
+## Limitations
+
+- Resuming self-play from a checkpoint resets the reported ELO to the default
+  value.

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MLPY/Lib/site-packages/mpmath-1.3.0.dist-info/LICENSE

@@ -0,0 +1,27 @@
+Copyright (c) 2005-2021 Fredrik Johansson and mpmath contributors
+
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+  a. Redistributions of source code must retain the above copyright notice,
+     this list of conditions and the following disclaimer.
+  b. Redistributions in binary form must reproduce the above copyright
+     notice, this list of conditions and the following disclaimer in the
+     documentation and/or other materials provided with the distribution.
+  c. Neither the name of the copyright holder nor the names of its
+     contributors may be used to endorse or promote products derived
+     from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR CONTRIBUTORS BE LIABLE FOR
+ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY
+OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH
+DAMAGE.

MLPY/Lib/site-packages/mpmath-1.3.0.dist-info/METADATA

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+Metadata-Version: 2.1
+Name: mpmath
+Version: 1.3.0
+Summary: Python library for arbitrary-precision floating-point arithmetic
+Home-page: http://mpmath.org/
+Author: Fredrik Johansson
+Author-email: [email protected]
+License: BSD
+Project-URL: Source, https://github.com/fredrik-johansson/mpmath
+Project-URL: Tracker, https://github.com/fredrik-johansson/mpmath/issues
+Project-URL: Documentation, http://mpmath.org/doc/current/
+Classifier: License :: OSI Approved :: BSD License
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: Topic :: Software Development :: Libraries :: Python Modules
+Classifier: Programming Language :: Python
+Classifier: Programming Language :: Python :: 2
+Classifier: Programming Language :: Python :: 2.7
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.5
+Classifier: Programming Language :: Python :: 3.6
+Classifier: Programming Language :: Python :: 3.7
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: Implementation :: CPython
+Classifier: Programming Language :: Python :: Implementation :: PyPy
+License-File: LICENSE
+Provides-Extra: develop
+Requires-Dist: pytest (>=4.6) ; extra == 'develop'
+Requires-Dist: pycodestyle ; extra == 'develop'
+Requires-Dist: pytest-cov ; extra == 'develop'
+Requires-Dist: codecov ; extra == 'develop'
+Requires-Dist: wheel ; extra == 'develop'
+Provides-Extra: docs
+Requires-Dist: sphinx ; extra == 'docs'
+Provides-Extra: gmpy
+Requires-Dist: gmpy2 (>=2.1.0a4) ; (platform_python_implementation != "PyPy") and extra == 'gmpy'
+Provides-Extra: tests
+Requires-Dist: pytest (>=4.6) ; extra == 'tests'
+
+mpmath
+======
+
+|pypi version| |Build status| |Code coverage status| |Zenodo Badge|
+
+.. |pypi version| image:: https://img.shields.io/pypi/v/mpmath.svg
+   :target: https://pypi.python.org/pypi/mpmath
+.. |Build status| image:: https://github.com/fredrik-johansson/mpmath/workflows/test/badge.svg
+   :target: https://github.com/fredrik-johansson/mpmath/actions?workflow=test
+.. |Code coverage status| image:: https://codecov.io/gh/fredrik-johansson/mpmath/branch/master/graph/badge.svg
+   :target: https://codecov.io/gh/fredrik-johansson/mpmath
+.. |Zenodo Badge| image:: https://zenodo.org/badge/2934512.svg
+   :target: https://zenodo.org/badge/latestdoi/2934512
+
+A Python library for arbitrary-precision floating-point arithmetic.
+
+Website: http://mpmath.org/
+Main author: Fredrik Johansson <[email protected]>
+
+Mpmath is free software released under the New BSD License (see the
+LICENSE file for details)
+
+0. History and credits
+----------------------
+
+The following people (among others) have contributed major patches
+or new features to mpmath:
+
+* Pearu Peterson <[email protected]>
+* Mario Pernici <[email protected]>
+* Ondrej Certik <[email protected]>
+* Vinzent Steinberg <[email protected]>
+* Nimish Telang <[email protected]>
+* Mike Taschuk <[email protected]>
+* Case Van Horsen <[email protected]>
+* Jorn Baayen <[email protected]>
+* Chris Smith <[email protected]>
+* Juan Arias de Reyna <[email protected]>
+* Ioannis Tziakos <[email protected]>
+* Aaron Meurer <[email protected]>
+* Stefan Krastanov <[email protected]>
+* Ken Allen <[email protected]>
+* Timo Hartmann <[email protected]>
+* Sergey B Kirpichev <[email protected]>
+* Kris Kuhlman <[email protected]>
+* Paul Masson <[email protected]>
+* Michael Kagalenko <[email protected]>
+* Jonathan Warner <[email protected]>
+* Max Gaukler <[email protected]>
+* Guillermo Navas-Palencia <[email protected]>
+* Nike Dattani <[email protected]>
+
+Numerous other people have contributed by reporting bugs,
+requesting new features, or suggesting improvements to the
+documentation.
+
+For a detailed changelog, including individual contributions,
+see the CHANGES file.
+
+Fredrik's work on mpmath during summer 2008 was sponsored by Google
+as part of the Google Summer of Code program.
+
+Fredrik's work on mpmath during summer 2009 was sponsored by the
+American Institute of Mathematics under the support of the National Science
+Foundation Grant No. 0757627 (FRG: L-functions and Modular Forms).
+
+Any opinions, findings, and conclusions or recommendations expressed in this
+material are those of the author(s) and do not necessarily reflect the
+views of the sponsors.
+
+Credit also goes to:
+
+* The authors of the GMP library and the Python wrapper
+  gmpy, enabling mpmath to become much faster at
+  high precision
+* The authors of MPFR, pari/gp, MPFUN, and other arbitrary-
+  precision libraries, whose documentation has been helpful
+  for implementing many of the algorithms in mpmath
+* Wikipedia contributors; Abramowitz & Stegun; Gradshteyn & Ryzhik;
+  Wolfram Research for MathWorld and the Wolfram Functions site.
+  These are the main references used for special functions
+  implementations.
+* George Brandl for developing the Sphinx documentation tool
+  used to build mpmath's documentation
+
+Release history:
+
+* Version 1.3.0 released on March 7, 2023
+* Version 1.2.0 released on February 1, 2021
+* Version 1.1.0 released on December 11, 2018
+* Version 1.0.0 released on September 27, 2017
+* Version 0.19 released on June 10, 2014
+* Version 0.18 released on December 31, 2013
+* Version 0.17 released on February 1, 2011
+* Version 0.16 released on September 24, 2010
+* Version 0.15 released on June 6, 2010
+* Version 0.14 released on February 5, 2010
+* Version 0.13 released on August 13, 2009
+* Version 0.12 released on June 9, 2009
+* Version 0.11 released on January 26, 2009
+* Version 0.10 released on October 15, 2008
+* Version 0.9 released on August 23, 2008
+* Version 0.8 released on April 20, 2008
+* Version 0.7 released on March 12, 2008
+* Version 0.6 released on January 13, 2008
+* Version 0.5 released on November 24, 2007
+* Version 0.4 released on November 3, 2007
+* Version 0.3 released on October 5, 2007
+* Version 0.2 released on October 2, 2007
+* Version 0.1 released on September 27, 2007
+
+1. Download & installation
+--------------------------
+
+Mpmath requires Python 2.7 or 3.5 (or later versions). It has been tested
+with CPython 2.7, 3.5 through 3.7 and for PyPy.
+
+The latest release of mpmath can be downloaded from the mpmath
+website and from https://github.com/fredrik-johansson/mpmath/releases
+
+It should also be available in the Python Package Index at
+https://pypi.python.org/pypi/mpmath
+
+To install latest release of Mpmath with pip, simply run
+
+``pip install mpmath``
+
+Or unpack the mpmath archive and run
+
+``python setup.py install``
+
+Mpmath can also be installed using
+
+``python -m easy_install mpmath``
+
+The latest development code is available from
+https://github.com/fredrik-johansson/mpmath
+
+See the main documentation for more detailed instructions.
+
+2. Running tests
+----------------
+
+The unit tests in mpmath/tests/ can be run via the script
+runtests.py, but it is recommended to run them with py.test
+(https://pytest.org/), especially
+to generate more useful reports in case there are failures.
+
+You may also want to check out the demo scripts in the demo
+directory.
+
+The master branch is automatically tested by Travis CI.
+
+3. Documentation
+----------------
+
+Documentation in reStructuredText format is available in the
+doc directory included with the source package. These files
+are human-readable, but can be compiled to prettier HTML using
+the build.py script (requires Sphinx, http://sphinx.pocoo.org/).
+
+See setup.txt in the documentation for more information.
+
+The most recent documentation is also available in HTML format:
+
+http://mpmath.org/doc/current/
+
+4. Known problems
+-----------------
+
+Mpmath is a work in progress. Major issues include:
+
+* Some functions may return incorrect values when given extremely
+  large arguments or arguments very close to singularities.
+
+* Directed rounding works for arithmetic operations. It is implemented
+  heuristically for other operations, and their results may be off by one
+  or two units in the last place (even if otherwise accurate).
+
+* Some IEEE 754 features are not available. Inifinities and NaN are
+  partially supported; denormal rounding is currently not available
+  at all.
+
+* The interface for switching precision and rounding is not finalized.
+  The current method is not threadsafe.
+
+5. Help and bug reports
+-----------------------
+
+General questions and comments can be sent to the mpmath mailinglist,
+[email protected]
+
+You can also report bugs and send patches to the mpmath issue tracker,
+https://github.com/fredrik-johansson/mpmath/issues

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+mpmath/tests/test_hp.py,sha256=6hcENu6Te2klPEiTSeLBIRPlH7PADlJwFKbx8xpnOhg,10461
+mpmath/tests/test_identify.py,sha256=lGUIPfrB2paTg0cFUo64GmMzF77F9gs9FQjX7gxGHV8,692
+mpmath/tests/test_interval.py,sha256=TjYd7a9ca6iRJiLjw06isLeZTuGoGAPmgleDZ0cYfJ0,17527
+mpmath/tests/test_levin.py,sha256=P8M11yV1dj_gdSNv5xuwCzFiF86QyRDtPMjURy6wJ28,5090
+mpmath/tests/test_linalg.py,sha256=miKEnwB8iwWV13hi1bF1cg3hgB4rTKOR0fvDVfWmXds,10440
+mpmath/tests/test_matrices.py,sha256=qyA4Ml2CvNvW034lzB01G6wVgNr7UrgZqh2wkMXtpzM,7944
+mpmath/tests/test_mpmath.py,sha256=LVyJUeofiaxW-zLKWVBCz59L9UQsjlW0Ts9_oBiEv_4,196
+mpmath/tests/test_ode.py,sha256=zAxexBH4fnmFNO4bvEHbug1NJWC5zqfFaVDlYijowkY,1822
+mpmath/tests/test_pickle.py,sha256=Y8CKmDLFsJHUqG8CDaBw5ilrPP4YT1xijVduLpQ7XFE,401
+mpmath/tests/test_power.py,sha256=sz_K02SmNxpa6Kb1uJLN_N4tXTJGdQ___vPRshEN7Gk,5227
+mpmath/tests/test_quad.py,sha256=49Ltft0vZ_kdKLL5s-Kj-BzAVoF5LPVEUeNUzdOkghI,3893
+mpmath/tests/test_rootfinding.py,sha256=umQegEaKHmYOEl5jEyoD-VLKDtXsTJJkepKEr4c0dC0,3132
+mpmath/tests/test_special.py,sha256=YbMIoMIkJEvvKYIzS0CXthJFG0--j6un7-tcE6b7FPM,2848
+mpmath/tests/test_str.py,sha256=0WsGD9hMPRi8zcuYMA9Cu2mOvQiCFskPwMsMf8lBDK4,544
+mpmath/tests/test_summation.py,sha256=fdNlsvRVOsbWxbhlyDLDaEO2S8kTJrRMKIvB5-aNci0,2035
+mpmath/tests/test_trig.py,sha256=zPtkIEnZaThxcWur4k7BX8-2Jmj-AhO191Svv7ANYUU,4799
+mpmath/tests/test_visualization.py,sha256=1PqtkoUx-WsKYgTRiu5o9pBc85kwhf1lzU2eobDQCJM,944
+mpmath/tests/torture.py,sha256=LD95oES7JY2KroELK-m-jhvtbvZaKChnt0Cq7kFMNCw,7868
+mpmath/usertools.py,sha256=a-TDw7XSRsPdBEffxOooDV4WDFfuXnO58P75dcAD87I,3029
+mpmath/visualization.py,sha256=pnnbjcd9AhFVRBZavYX5gjx4ytK_kXoDDisYR6EpXhs,10627

MLPY/Lib/site-packages/mpmath-1.3.0.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: bdist_wheel (0.38.4)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

MLPY/Lib/site-packages/mpmath-1.3.0.dist-info/top_level.txt

@@ -0,0 +1 @@
+mpmath

MLPY/Lib/site-packages/mpmath/__init__.py

@@ -0,0 +1,468 @@
+__version__ = '1.3.0'
+
+from .usertools import monitor, timing
+
+from .ctx_fp import FPContext
+from .ctx_mp import MPContext
+from .ctx_iv import MPIntervalContext
+
+fp = FPContext()
+mp = MPContext()
+iv = MPIntervalContext()
+
+fp._mp = mp
+mp._mp = mp
+iv._mp = mp
+mp._fp = fp
+fp._fp = fp
+mp._iv = iv
+fp._iv = iv
+iv._iv = iv
+
+# XXX: extremely bad pickle hack
+from . import ctx_mp as _ctx_mp
+_ctx_mp._mpf_module.mpf = mp.mpf
+_ctx_mp._mpf_module.mpc = mp.mpc
+
+make_mpf = mp.make_mpf
+make_mpc = mp.make_mpc
+
+extraprec = mp.extraprec
+extradps = mp.extradps
+workprec = mp.workprec
+workdps = mp.workdps
+autoprec = mp.autoprec
+maxcalls = mp.maxcalls
+memoize = mp.memoize
+
+mag = mp.mag
+
+bernfrac = mp.bernfrac
+
+qfrom = mp.qfrom
+mfrom = mp.mfrom
+kfrom = mp.kfrom
+taufrom = mp.taufrom
+qbarfrom = mp.qbarfrom
+ellipfun = mp.ellipfun
+jtheta = mp.jtheta
+kleinj = mp.kleinj
+eta = mp.eta
+
+qp = mp.qp
+qhyper = mp.qhyper
+qgamma = mp.qgamma
+qfac = mp.qfac
+
+nint_distance = mp.nint_distance
+
+plot = mp.plot
+cplot = mp.cplot
+splot = mp.splot
+
+odefun = mp.odefun
+
+jacobian = mp.jacobian
+findroot = mp.findroot
+multiplicity = mp.multiplicity
+
+isinf = mp.isinf
+isnan = mp.isnan
+isnormal = mp.isnormal
+isint = mp.isint
+isfinite = mp.isfinite
+almosteq = mp.almosteq
+nan = mp.nan
+rand = mp.rand
+
+absmin = mp.absmin
+absmax = mp.absmax
+
+fraction = mp.fraction
+
+linspace = mp.linspace
+arange = mp.arange
+
+mpmathify = convert = mp.convert
+mpc = mp.mpc
+
+mpi = iv._mpi
+
+nstr = mp.nstr
+nprint = mp.nprint
+chop = mp.chop
+
+fneg = mp.fneg
+fadd = mp.fadd
+fsub = mp.fsub
+fmul = mp.fmul
+fdiv = mp.fdiv
+fprod = mp.fprod
+
+quad = mp.quad
+quadgl = mp.quadgl
+quadts = mp.quadts
+quadosc = mp.quadosc
+quadsubdiv = mp.quadsubdiv
+
+invertlaplace = mp.invertlaplace
+invlaptalbot = mp.invlaptalbot
+invlapstehfest = mp.invlapstehfest
+invlapdehoog = mp.invlapdehoog
+
+pslq = mp.pslq
+identify = mp.identify
+findpoly = mp.findpoly
+
+richardson = mp.richardson
+shanks = mp.shanks
+levin = mp.levin
+cohen_alt = mp.cohen_alt
+nsum = mp.nsum
+nprod = mp.nprod
+difference = mp.difference
+diff = mp.diff
+diffs = mp.diffs
+diffs_prod = mp.diffs_prod
+diffs_exp = mp.diffs_exp
+diffun = mp.diffun
+differint = mp.differint
+taylor = mp.taylor
+pade = mp.pade
+polyval = mp.polyval
+polyroots = mp.polyroots
+fourier = mp.fourier
+fourierval = mp.fourierval
+sumem = mp.sumem
+sumap = mp.sumap
+chebyfit = mp.chebyfit
+limit = mp.limit
+
+matrix = mp.matrix
+eye = mp.eye
+diag = mp.diag
+zeros = mp.zeros
+ones = mp.ones
+hilbert = mp.hilbert
+randmatrix = mp.randmatrix
+swap_row = mp.swap_row
+extend = mp.extend
+norm = mp.norm
+mnorm = mp.mnorm
+
+lu_solve = mp.lu_solve
+lu = mp.lu
+qr = mp.qr
+unitvector = mp.unitvector
+inverse = mp.inverse
+residual = mp.residual
+qr_solve = mp.qr_solve
+cholesky = mp.cholesky
+cholesky_solve = mp.cholesky_solve
+det = mp.det
+cond = mp.cond
+hessenberg = mp.hessenberg
+schur = mp.schur
+eig = mp.eig
+eig_sort = mp.eig_sort
+eigsy = mp.eigsy
+eighe = mp.eighe
+eigh = mp.eigh
+svd_r = mp.svd_r
+svd_c = mp.svd_c
+svd = mp.svd
+gauss_quadrature = mp.gauss_quadrature
+
+expm = mp.expm
+sqrtm = mp.sqrtm
+powm = mp.powm
+logm = mp.logm
+sinm = mp.sinm
+cosm = mp.cosm
+
+mpf = mp.mpf
+j = mp.j
+exp = mp.exp
+expj = mp.expj
+expjpi = mp.expjpi
+ln = mp.ln
+im = mp.im
+re = mp.re
+inf = mp.inf
+ninf = mp.ninf
+sign = mp.sign
+
+eps = mp.eps
+pi = mp.pi
+ln2 = mp.ln2
+ln10 = mp.ln10
+phi = mp.phi
+e = mp.e
+euler = mp.euler
+catalan = mp.catalan
+khinchin = mp.khinchin
+glaisher = mp.glaisher
+apery = mp.apery
+degree = mp.degree
+twinprime = mp.twinprime
+mertens = mp.mertens
+
+ldexp = mp.ldexp
+frexp = mp.frexp
+
+fsum = mp.fsum
+fdot = mp.fdot
+
+sqrt = mp.sqrt
+cbrt = mp.cbrt
+exp = mp.exp
+ln = mp.ln
+log = mp.log
+log10 = mp.log10
+power = mp.power
+cos = mp.cos
+sin = mp.sin
+tan = mp.tan
+cosh = mp.cosh
+sinh = mp.sinh
+tanh = mp.tanh
+acos = mp.acos
+asin = mp.asin
+atan = mp.atan
+asinh = mp.asinh
+acosh = mp.acosh
+atanh = mp.atanh
+sec = mp.sec
+csc = mp.csc
+cot = mp.cot
+sech = mp.sech
+csch = mp.csch
+coth = mp.coth
+asec = mp.asec
+acsc = mp.acsc
+acot = mp.acot
+asech = mp.asech
+acsch = mp.acsch
+acoth = mp.acoth
+cospi = mp.cospi
+sinpi = mp.sinpi
+sinc = mp.sinc
+sincpi = mp.sincpi
+cos_sin = mp.cos_sin
+cospi_sinpi = mp.cospi_sinpi
+fabs = mp.fabs
+re = mp.re
+im = mp.im
+conj = mp.conj
+floor = mp.floor
+ceil = mp.ceil
+nint = mp.nint
+frac = mp.frac
+root = mp.root
+nthroot = mp.nthroot
+hypot = mp.hypot
+fmod = mp.fmod
+ldexp = mp.ldexp
+frexp = mp.frexp
+sign = mp.sign
+arg = mp.arg
+phase = mp.phase
+polar = mp.polar
+rect = mp.rect
+degrees = mp.degrees
+radians = mp.radians
+atan2 = mp.atan2
+fib = mp.fib
+fibonacci = mp.fibonacci
+lambertw = mp.lambertw
+zeta = mp.zeta
+altzeta = mp.altzeta
+gamma = mp.gamma
+rgamma = mp.rgamma
+factorial = mp.factorial
+fac = mp.fac
+fac2 = mp.fac2
+beta = mp.beta
+betainc = mp.betainc
+psi = mp.psi
+#psi0 = mp.psi0
+#psi1 = mp.psi1
+#psi2 = mp.psi2
+#psi3 = mp.psi3
+polygamma = mp.polygamma
+digamma = mp.digamma
+#trigamma = mp.trigamma
+#tetragamma = mp.tetragamma
+#pentagamma = mp.pentagamma
+harmonic = mp.harmonic
+bernoulli = mp.bernoulli
+bernfrac = mp.bernfrac
+stieltjes = mp.stieltjes
+hurwitz = mp.hurwitz
+dirichlet = mp.dirichlet
+bernpoly = mp.bernpoly
+eulerpoly = mp.eulerpoly
+eulernum = mp.eulernum
+polylog = mp.polylog
+clsin = mp.clsin
+clcos = mp.clcos
+gammainc = mp.gammainc
+gammaprod = mp.gammaprod
+binomial = mp.binomial
+rf = mp.rf
+ff = mp.ff
+hyper = mp.hyper
+hyp0f1 = mp.hyp0f1
+hyp1f1 = mp.hyp1f1
+hyp1f2 = mp.hyp1f2
+hyp2f1 = mp.hyp2f1
+hyp2f2 = mp.hyp2f2
+hyp2f0 = mp.hyp2f0
+hyp2f3 = mp.hyp2f3
+hyp3f2 = mp.hyp3f2
+hyperu = mp.hyperu
+hypercomb = mp.hypercomb
+meijerg = mp.meijerg
+appellf1 = mp.appellf1
+appellf2 = mp.appellf2
+appellf3 = mp.appellf3
+appellf4 = mp.appellf4
+hyper2d = mp.hyper2d
+bihyper = mp.bihyper
+erf = mp.erf
+erfc = mp.erfc
+erfi = mp.erfi
+erfinv = mp.erfinv
+npdf = mp.npdf
+ncdf = mp.ncdf
+expint = mp.expint
+e1 = mp.e1
+ei = mp.ei
+li = mp.li
+ci = mp.ci
+si = mp.si
+chi = mp.chi
+shi = mp.shi
+fresnels = mp.fresnels
+fresnelc = mp.fresnelc
+airyai = mp.airyai
+airybi = mp.airybi
+airyaizero = mp.airyaizero
+airybizero = mp.airybizero
+scorergi = mp.scorergi
+scorerhi = mp.scorerhi
+ellipk = mp.ellipk
+ellipe = mp.ellipe
+ellipf = mp.ellipf
+ellippi = mp.ellippi
+elliprc = mp.elliprc
+elliprj = mp.elliprj
+elliprf = mp.elliprf
+elliprd = mp.elliprd
+elliprg = mp.elliprg
+agm = mp.agm
+jacobi = mp.jacobi
+chebyt = mp.chebyt
+chebyu = mp.chebyu
+legendre = mp.legendre
+legenp = mp.legenp
+legenq = mp.legenq
+hermite = mp.hermite
+pcfd = mp.pcfd
+pcfu = mp.pcfu
+pcfv = mp.pcfv
+pcfw = mp.pcfw
+gegenbauer = mp.gegenbauer
+laguerre = mp.laguerre
+spherharm = mp.spherharm
+besselj = mp.besselj
+j0 = mp.j0
+j1 = mp.j1
+besseli = mp.besseli
+bessely = mp.bessely
+besselk = mp.besselk
+besseljzero = mp.besseljzero
+besselyzero = mp.besselyzero
+hankel1 = mp.hankel1
+hankel2 = mp.hankel2
+struveh = mp.struveh
+struvel = mp.struvel
+angerj = mp.angerj
+webere = mp.webere
+lommels1 = mp.lommels1
+lommels2 = mp.lommels2
+whitm = mp.whitm
+whitw = mp.whitw
+ber = mp.ber
+bei = mp.bei
+ker = mp.ker
+kei = mp.kei
+coulombc = mp.coulombc
+coulombf = mp.coulombf
+coulombg = mp.coulombg
+barnesg = mp.barnesg
+superfac = mp.superfac
+hyperfac = mp.hyperfac
+loggamma = mp.loggamma
+siegeltheta = mp.siegeltheta
+siegelz = mp.siegelz
+grampoint = mp.grampoint
+zetazero = mp.zetazero
+riemannr = mp.riemannr
+primepi = mp.primepi
+primepi2 = mp.primepi2
+primezeta = mp.primezeta
+bell = mp.bell
+polyexp = mp.polyexp
+expm1 = mp.expm1
+log1p = mp.log1p
+powm1 = mp.powm1
+unitroots = mp.unitroots
+cyclotomic = mp.cyclotomic
+mangoldt = mp.mangoldt
+secondzeta = mp.secondzeta
+nzeros = mp.nzeros
+backlunds = mp.backlunds
+lerchphi = mp.lerchphi
+stirling1 = mp.stirling1
+stirling2 = mp.stirling2
+squarew = mp.squarew
+trianglew = mp.trianglew
+sawtoothw = mp.sawtoothw
+unit_triangle = mp.unit_triangle
+sigmoid = mp.sigmoid
+
+# be careful when changing this name, don't use test*!
+def runtests():
+    """
+    Run all mpmath tests and print output.
+    """
+    import os.path
+    from inspect import getsourcefile
+    from .tests import runtests as tests
+    testdir = os.path.dirname(os.path.abspath(getsourcefile(tests)))
+    importdir = os.path.abspath(testdir + '/../..')
+    tests.testit(importdir, testdir)
+
+def doctests(filter=[]):
+    import sys
+    from timeit import default_timer as clock
+    for i, arg in enumerate(sys.argv):
+        if '__init__.py' in arg:
+            filter = [sn for sn in sys.argv[i+1:] if not sn.startswith("-")]
+            break
+    import doctest
+    globs = globals().copy()
+    for obj in globs: #sorted(globs.keys()):
+        if filter:
+            if not sum([pat in obj for pat in filter]):
+                continue
+        sys.stdout.write(str(obj) + " ")
+        sys.stdout.flush()
+        t1 = clock()
+        doctest.run_docstring_examples(globs[obj], {}, verbose=("-v" in sys.argv))
+        t2 = clock()
+        print(round(t2-t1, 3))
+
+if __name__ == '__main__':
+    doctests()

MLPY/Lib/site-packages/mpmath/calculus/__init__.py

@@ -0,0 +1,6 @@
+from . import calculus
+# XXX: hack to set methods
+from . import approximation
+from . import differentiation
+from . import extrapolation
+from . import polynomials

MLPY/Lib/site-packages/mpmath/calculus/approximation.py

@@ -0,0 +1,246 @@
+from ..libmp.backend import xrange
+from .calculus import defun
+
+#----------------------------------------------------------------------------#
+#                              Approximation methods                         #
+#----------------------------------------------------------------------------#
+
+# The Chebyshev approximation formula is given at:
+# http://mathworld.wolfram.com/ChebyshevApproximationFormula.html
+
+# The only major changes in the following code is that we return the
+# expanded polynomial coefficients instead of Chebyshev coefficients,
+# and that we automatically transform [a,b] -> [-1,1] and back
+# for convenience.
+
+# Coefficient in Chebyshev approximation
+def chebcoeff(ctx,f,a,b,j,N):
+    s = ctx.mpf(0)
+    h = ctx.mpf(0.5)
+    for k in range(1, N+1):
+        t = ctx.cospi((k-h)/N)
+        s += f(t*(b-a)*h + (b+a)*h) * ctx.cospi(j*(k-h)/N)
+    return 2*s/N
+
+# Generate Chebyshev polynomials T_n(ax+b) in expanded form
+def chebT(ctx, a=1, b=0):
+    Tb = [1]
+    yield Tb
+    Ta = [b, a]
+    while 1:
+        yield Ta
+        # Recurrence: T[n+1](ax+b) = 2*(ax+b)*T[n](ax+b) - T[n-1](ax+b)
+        Tmp = [0] + [2*a*t for t in Ta]
+        for i, c in enumerate(Ta): Tmp[i] += 2*b*c
+        for i, c in enumerate(Tb): Tmp[i] -= c
+        Ta, Tb = Tmp, Ta
+
+@defun
+def chebyfit(ctx, f, interval, N, error=False):
+    r"""
+    Computes a polynomial of degree `N-1` that approximates the
+    given function `f` on the interval `[a, b]`. With ``error=True``,
+    :func:`~mpmath.chebyfit` also returns an accurate estimate of the
+    maximum absolute error; that is, the maximum value of
+    `|f(x) - P(x)|` for `x \in [a, b]`.
+
+    :func:`~mpmath.chebyfit` uses the Chebyshev approximation formula,
+    which gives a nearly optimal solution: that is, the maximum
+    error of the approximating polynomial is very close to
+    the smallest possible for any polynomial of the same degree.
+
+    Chebyshev approximation is very useful if one needs repeated
+    evaluation of an expensive function, such as function defined
+    implicitly by an integral or a differential equation. (For
+    example, it could be used to turn a slow mpmath function
+    into a fast machine-precision version of the same.)
+
+    **Examples**
+
+    Here we use :func:`~mpmath.chebyfit` to generate a low-degree approximation
+    of `f(x) = \cos(x)`, valid on the interval `[1, 2]`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> poly, err = chebyfit(cos, [1, 2], 5, error=True)
+        >>> nprint(poly)
+        [0.00291682, 0.146166, -0.732491, 0.174141, 0.949553]
+        >>> nprint(err, 12)
+        1.61351758081e-5
+
+    The polynomial can be evaluated using ``polyval``::
+
+        >>> nprint(polyval(poly, 1.6), 12)
+        -0.0291858904138
+        >>> nprint(cos(1.6), 12)
+        -0.0291995223013
+
+    Sampling the true error at 1000 points shows that the error
+    estimate generated by ``chebyfit`` is remarkably good::
+
+        >>> error = lambda x: abs(cos(x) - polyval(poly, x))
+        >>> nprint(max([error(1+n/1000.) for n in range(1000)]), 12)
+        1.61349954245e-5
+
+    **Choice of degree**
+
+    The degree `N` can be set arbitrarily high, to obtain an
+    arbitrarily good approximation. As a rule of thumb, an
+    `N`-term Chebyshev approximation is good to `N/(b-a)` decimal
+    places on a unit interval (although this depends on how
+    well-behaved `f` is). The cost grows accordingly: ``chebyfit``
+    evaluates the function `(N^2)/2` times to compute the
+    coefficients and an additional `N` times to estimate the error.
+
+    **Possible issues**
+
+    One should be careful to use a sufficiently high working
+    precision both when calling ``chebyfit`` and when evaluating
+    the resulting polynomial, as the polynomial is sometimes
+    ill-conditioned. It is for example difficult to reach
+    15-digit accuracy when evaluating the polynomial using
+    machine precision floats, no matter the theoretical
+    accuracy of the polynomial. (The option to return the
+    coefficients in Chebyshev form should be made available
+    in the future.)
+
+    It is important to note the Chebyshev approximation works
+    poorly if `f` is not smooth. A function containing singularities,
+    rapid oscillation, etc can be approximated more effectively by
+    multiplying it by a weight function that cancels out the
+    nonsmooth features, or by dividing the interval into several
+    segments.
+    """
+    a, b = ctx._as_points(interval)
+    orig = ctx.prec
+    try:
+        ctx.prec = orig + int(N**0.5) + 20
+        c = [chebcoeff(ctx,f,a,b,k,N) for k in range(N)]
+        d = [ctx.zero] * N
+        d[0] = -c[0]/2
+        h = ctx.mpf(0.5)
+        T = chebT(ctx, ctx.mpf(2)/(b-a), ctx.mpf(-1)*(b+a)/(b-a))
+        for (k, Tk) in zip(range(N), T):
+            for i in range(len(Tk)):
+                d[i] += c[k]*Tk[i]
+        d = d[::-1]
+        # Estimate maximum error
+        err = ctx.zero
+        for k in range(N):
+            x = ctx.cos(ctx.pi*k/N) * (b-a)*h + (b+a)*h
+            err = max(err, abs(f(x) - ctx.polyval(d, x)))
+    finally:
+        ctx.prec = orig
+    if error:
+        return d, +err
+    else:
+        return d
+
+@defun
+def fourier(ctx, f, interval, N):
+    r"""
+    Computes the Fourier series of degree `N` of the given function
+    on the interval `[a, b]`. More precisely, :func:`~mpmath.fourier` returns
+    two lists `(c, s)` of coefficients (the cosine series and sine
+    series, respectively), such that
+
+    .. math ::
+
+        f(x) \sim \sum_{k=0}^N
+            c_k \cos(k m x) + s_k \sin(k m x)
+
+    where `m = 2 \pi / (b-a)`.
+
+    Note that many texts define the first coefficient as `2 c_0` instead
+    of `c_0`. The easiest way to evaluate the computed series correctly
+    is to pass it to :func:`~mpmath.fourierval`.
+
+    **Examples**
+
+    The function `f(x) = x` has a simple Fourier series on the standard
+    interval `[-\pi, \pi]`. The cosine coefficients are all zero (because
+    the function has odd symmetry), and the sine coefficients are
+    rational numbers::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> c, s = fourier(lambda x: x, [-pi, pi], 5)
+        >>> nprint(c)
+        [0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
+        >>> nprint(s)
+        [0.0, 2.0, -1.0, 0.666667, -0.5, 0.4]
+
+    This computes a Fourier series of a nonsymmetric function on
+    a nonstandard interval::
+
+        >>> I = [-1, 1.5]
+        >>> f = lambda x: x**2 - 4*x + 1
+        >>> cs = fourier(f, I, 4)
+        >>> nprint(cs[0])
+        [0.583333, 1.12479, -1.27552, 0.904708, -0.441296]
+        >>> nprint(cs[1])
+        [0.0, -2.6255, 0.580905, 0.219974, -0.540057]
+
+    It is instructive to plot a function along with its truncated
+    Fourier series::
+
+        >>> plot([f, lambda x: fourierval(cs, I, x)], I) #doctest: +SKIP
+
+    Fourier series generally converge slowly (and may not converge
+    pointwise). For example, if `f(x) = \cosh(x)`, a 10-term Fourier
+    series gives an `L^2` error corresponding to 2-digit accuracy::
+
+        >>> I = [-1, 1]
+        >>> cs = fourier(cosh, I, 9)
+        >>> g = lambda x: (cosh(x) - fourierval(cs, I, x))**2
+        >>> nprint(sqrt(quad(g, I)))
+        0.00467963
+
+    :func:`~mpmath.fourier` uses numerical quadrature. For nonsmooth functions,
+    the accuracy (and speed) can be improved by including all singular
+    points in the interval specification::
+
+        >>> nprint(fourier(abs, [-1, 1], 0), 10)
+        ([0.5000441648], [0.0])
+        >>> nprint(fourier(abs, [-1, 0, 1], 0), 10)
+        ([0.5], [0.0])
+
+    """
+    interval = ctx._as_points(interval)
+    a = interval[0]
+    b = interval[-1]
+    L = b-a
+    cos_series = []
+    sin_series = []
+    cutoff = ctx.eps*10
+    for n in xrange(N+1):
+        m = 2*n*ctx.pi/L
+        an = 2*ctx.quadgl(lambda t: f(t)*ctx.cos(m*t), interval)/L
+        bn = 2*ctx.quadgl(lambda t: f(t)*ctx.sin(m*t), interval)/L
+        if n == 0:
+            an /= 2
+        if abs(an) < cutoff: an = ctx.zero
+        if abs(bn) < cutoff: bn = ctx.zero
+        cos_series.append(an)
+        sin_series.append(bn)
+    return cos_series, sin_series
+
+@defun
+def fourierval(ctx, series, interval, x):
+    """
+    Evaluates a Fourier series (in the format computed by
+    by :func:`~mpmath.fourier` for the given interval) at the point `x`.
+
+    The series should be a pair `(c, s)` where `c` is the
+    cosine series and `s` is the sine series. The two lists
+    need not have the same length.
+    """
+    cs, ss = series
+    ab = ctx._as_points(interval)
+    a = interval[0]
+    b = interval[-1]
+    m = 2*ctx.pi/(ab[-1]-ab[0])
+    s = ctx.zero
+    s += ctx.fsum(cs[n]*ctx.cos(m*n*x) for n in xrange(len(cs)) if cs[n])
+    s += ctx.fsum(ss[n]*ctx.sin(m*n*x) for n in xrange(len(ss)) if ss[n])
+    return s

MLPY/Lib/site-packages/mpmath/calculus/calculus.py

@@ -0,0 +1,6 @@
+class CalculusMethods(object):
+    pass
+
+def defun(f):
+    setattr(CalculusMethods, f.__name__, f)
+    return f

MLPY/Lib/site-packages/mpmath/calculus/differentiation.py

@@ -0,0 +1,647 @@
+from ..libmp.backend import xrange
+from .calculus import defun
+
+try:
+    iteritems = dict.iteritems
+except AttributeError:
+    iteritems = dict.items
+
+#----------------------------------------------------------------------------#
+#                                Differentiation                             #
+#----------------------------------------------------------------------------#
+
+@defun
+def difference(ctx, s, n):
+    r"""
+    Given a sequence `(s_k)` containing at least `n+1` items, returns the
+    `n`-th forward difference,
+
+    .. math ::
+
+        \Delta^n = \sum_{k=0}^{\infty} (-1)^{k+n} {n \choose k} s_k.
+    """
+    n = int(n)
+    d = ctx.zero
+    b = (-1) ** (n & 1)
+    for k in xrange(n+1):
+        d += b * s[k]
+        b = (b * (k-n)) // (k+1)
+    return d
+
+def hsteps(ctx, f, x, n, prec, **options):
+    singular = options.get('singular')
+    addprec = options.get('addprec', 10)
+    direction = options.get('direction', 0)
+    workprec = (prec+2*addprec) * (n+1)
+    orig = ctx.prec
+    try:
+        ctx.prec = workprec
+        h = options.get('h')
+        if h is None:
+            if options.get('relative'):
+                hextramag = int(ctx.mag(x))
+            else:
+                hextramag = 0
+            h = ctx.ldexp(1, -prec-addprec-hextramag)
+        else:
+            h = ctx.convert(h)
+        # Directed: steps x, x+h, ... x+n*h
+        direction = options.get('direction', 0)
+        if direction:
+            h *= ctx.sign(direction)
+            steps = xrange(n+1)
+            norm = h
+        # Central: steps x-n*h, x-(n-2)*h ..., x, ..., x+(n-2)*h, x+n*h
+        else:
+            steps = xrange(-n, n+1, 2)
+            norm = (2*h)
+        # Perturb
+        if singular:
+            x += 0.5*h
+        values = [f(x+k*h) for k in steps]
+        return values, norm, workprec
+    finally:
+        ctx.prec = orig
+
+
+@defun
+def diff(ctx, f, x, n=1, **options):
+    r"""
+    Numerically computes the derivative of `f`, `f'(x)`, or generally for
+    an integer `n \ge 0`, the `n`-th derivative `f^{(n)}(x)`.
+    A few basic examples are::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> diff(lambda x: x**2 + x, 1.0)
+        3.0
+        >>> diff(lambda x: x**2 + x, 1.0, 2)
+        2.0
+        >>> diff(lambda x: x**2 + x, 1.0, 3)
+        0.0
+        >>> nprint([diff(exp, 3, n) for n in range(5)])   # exp'(x) = exp(x)
+        [20.0855, 20.0855, 20.0855, 20.0855, 20.0855]
+
+    Even more generally, given a tuple of arguments `(x_1, \ldots, x_k)`
+    and order `(n_1, \ldots, n_k)`, the partial derivative
+    `f^{(n_1,\ldots,n_k)}(x_1,\ldots,x_k)` is evaluated. For example::
+
+        >>> diff(lambda x,y: 3*x*y + 2*y - x, (0.25, 0.5), (0,1))
+        2.75
+        >>> diff(lambda x,y: 3*x*y + 2*y - x, (0.25, 0.5), (1,1))
+        3.0
+
+    **Options**
+
+    The following optional keyword arguments are recognized:
+
+    ``method``
+        Supported methods are ``'step'`` or ``'quad'``: derivatives may be
+        computed using either a finite difference with a small step
+        size `h` (default), or numerical quadrature.
+    ``direction``
+        Direction of finite difference: can be -1 for a left
+        difference, 0 for a central difference (default), or +1
+        for a right difference; more generally can be any complex number.
+    ``addprec``
+        Extra precision for `h` used to account for the function's
+        sensitivity to perturbations (default = 10).
+    ``relative``
+        Choose `h` relative to the magnitude of `x`, rather than an
+        absolute value; useful for large or tiny `x` (default = False).
+    ``h``
+        As an alternative to ``addprec`` and ``relative``, manually
+        select the step size `h`.
+    ``singular``
+        If True, evaluation exactly at the point `x` is avoided; this is
+        useful for differentiating functions with removable singularities.
+        Default = False.
+    ``radius``
+        Radius of integration contour (with ``method = 'quad'``).
+        Default = 0.25. A larger radius typically is faster and more
+        accurate, but it must be chosen so that `f` has no
+        singularities within the radius from the evaluation point.
+
+    A finite difference requires `n+1` function evaluations and must be
+    performed at `(n+1)` times the target precision. Accordingly, `f` must
+    support fast evaluation at high precision.
+
+    With integration, a larger number of function evaluations is
+    required, but not much extra precision is required. For high order
+    derivatives, this method may thus be faster if f is very expensive to
+    evaluate at high precision.
+
+    **Further examples**
+
+    The direction option is useful for computing left- or right-sided
+    derivatives of nonsmooth functions::
+
+        >>> diff(abs, 0, direction=0)
+        0.0
+        >>> diff(abs, 0, direction=1)
+        1.0
+        >>> diff(abs, 0, direction=-1)
+        -1.0
+
+    More generally, if the direction is nonzero, a right difference
+    is computed where the step size is multiplied by sign(direction).
+    For example, with direction=+j, the derivative from the positive
+    imaginary direction will be computed::
+
+        >>> diff(abs, 0, direction=j)
+        (0.0 - 1.0j)
+
+    With integration, the result may have a small imaginary part
+    even even if the result is purely real::
+
+        >>> diff(sqrt, 1, method='quad')    # doctest:+ELLIPSIS
+        (0.5 - 4.59...e-26j)
+        >>> chop(_)
+        0.5
+
+    Adding precision to obtain an accurate value::
+
+        >>> diff(cos, 1e-30)
+        0.0
+        >>> diff(cos, 1e-30, h=0.0001)
+        -9.99999998328279e-31
+        >>> diff(cos, 1e-30, addprec=100)
+        -1.0e-30
+
+    """
+    partial = False
+    try:
+        orders = list(n)
+        x = list(x)
+        partial = True
+    except TypeError:
+        pass
+    if partial:
+        x = [ctx.convert(_) for _ in x]
+        return _partial_diff(ctx, f, x, orders, options)
+    method = options.get('method', 'step')
+    if n == 0 and method != 'quad' and not options.get('singular'):
+        return f(ctx.convert(x))
+    prec = ctx.prec
+    try:
+        if method == 'step':
+            values, norm, workprec = hsteps(ctx, f, x, n, prec, **options)
+            ctx.prec = workprec
+            v = ctx.difference(values, n) / norm**n
+        elif method == 'quad':
+            ctx.prec += 10
+            radius = ctx.convert(options.get('radius', 0.25))
+            def g(t):
+                rei = radius*ctx.expj(t)
+                z = x + rei
+                return f(z) / rei**n
+            d = ctx.quadts(g, [0, 2*ctx.pi])
+            v = d * ctx.factorial(n) / (2*ctx.pi)
+        else:
+            raise ValueError("unknown method: %r" % method)
+    finally:
+        ctx.prec = prec
+    return +v
+
+def _partial_diff(ctx, f, xs, orders, options):
+    if not orders:
+        return f()
+    if not sum(orders):
+        return f(*xs)
+    i = 0
+    for i in range(len(orders)):
+        if orders[i]:
+            break
+    order = orders[i]
+    def fdiff_inner(*f_args):
+        def inner(t):
+            return f(*(f_args[:i] + (t,) + f_args[i+1:]))
+        return ctx.diff(inner, f_args[i], order, **options)
+    orders[i] = 0
+    return _partial_diff(ctx, fdiff_inner, xs, orders, options)
+
+@defun
+def diffs(ctx, f, x, n=None, **options):
+    r"""
+    Returns a generator that yields the sequence of derivatives
+
+    .. math ::
+
+        f(x), f'(x), f''(x), \ldots, f^{(k)}(x), \ldots
+
+    With ``method='step'``, :func:`~mpmath.diffs` uses only `O(k)`
+    function evaluations to generate the first `k` derivatives,
+    rather than the roughly `O(k^2)` evaluations
+    required if one calls :func:`~mpmath.diff` `k` separate times.
+
+    With `n < \infty`, the generator stops as soon as the
+    `n`-th derivative has been generated. If the exact number of
+    needed derivatives is known in advance, this is further
+    slightly more efficient.
+
+    Options are the same as for :func:`~mpmath.diff`.
+
+    **Examples**
+
+        >>> from mpmath import *
+        >>> mp.dps = 15
+        >>> nprint(list(diffs(cos, 1, 5)))
+        [0.540302, -0.841471, -0.540302, 0.841471, 0.540302, -0.841471]
+        >>> for i, d in zip(range(6), diffs(cos, 1)):
+        ...     print("%s %s" % (i, d))
+        ...
+        0 0.54030230586814
+        1 -0.841470984807897
+        2 -0.54030230586814
+        3 0.841470984807897
+        4 0.54030230586814
+        5 -0.841470984807897
+
+    """
+    if n is None:
+        n = ctx.inf
+    else:
+        n = int(n)
+    if options.get('method', 'step') != 'step':
+        k = 0
+        while k < n + 1:
+            yield ctx.diff(f, x, k, **options)
+            k += 1
+        return
+    singular = options.get('singular')
+    if singular:
+        yield ctx.diff(f, x, 0, singular=True)
+    else:
+        yield f(ctx.convert(x))
+    if n < 1:
+        return
+    if n == ctx.inf:
+        A, B = 1, 2
+    else:
+        A, B = 1, n+1
+    while 1:
+        callprec = ctx.prec
+        y, norm, workprec = hsteps(ctx, f, x, B, callprec, **options)
+        for k in xrange(A, B):
+            try:
+                ctx.prec = workprec
+                d = ctx.difference(y, k) / norm**k
+            finally:
+                ctx.prec = callprec
+            yield +d
+            if k >= n:
+                return
+        A, B = B, int(A*1.4+1)
+        B = min(B, n)
+
+def iterable_to_function(gen):
+    gen = iter(gen)
+    data = []
+    def f(k):
+        for i in xrange(len(data), k+1):
+            data.append(next(gen))
+        return data[k]
+    return f
+
+@defun
+def diffs_prod(ctx, factors):
+    r"""
+    Given a list of `N` iterables or generators yielding
+    `f_k(x), f'_k(x), f''_k(x), \ldots` for `k = 1, \ldots, N`,
+    generate `g(x), g'(x), g''(x), \ldots` where
+    `g(x) = f_1(x) f_2(x) \cdots f_N(x)`.
+
+    At high precision and for large orders, this is typically more efficient
+    than numerical differentiation if the derivatives of each `f_k(x)`
+    admit direct computation.
+
+    Note: This function does not increase the working precision internally,
+    so guard digits may have to be added externally for full accuracy.
+
+    **Examples**
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> f = lambda x: exp(x)*cos(x)*sin(x)
+        >>> u = diffs(f, 1)
+        >>> v = mp.diffs_prod([diffs(exp,1), diffs(cos,1), diffs(sin,1)])
+        >>> next(u); next(v)
+        1.23586333600241
+        1.23586333600241
+        >>> next(u); next(v)
+        0.104658952245596
+        0.104658952245596
+        >>> next(u); next(v)
+        -5.96999877552086
+        -5.96999877552086
+        >>> next(u); next(v)
+        -12.4632923122697
+        -12.4632923122697
+
+    """
+    N = len(factors)
+    if N == 1:
+        for c in factors[0]:
+            yield c
+    else:
+        u = iterable_to_function(ctx.diffs_prod(factors[:N//2]))
+        v = iterable_to_function(ctx.diffs_prod(factors[N//2:]))
+        n = 0
+        while 1:
+            #yield sum(binomial(n,k)*u(n-k)*v(k) for k in xrange(n+1))
+            s = u(n) * v(0)
+            a = 1
+            for k in xrange(1,n+1):
+                a = a * (n-k+1) // k
+                s += a * u(n-k) * v(k)
+            yield s
+            n += 1
+
+def dpoly(n, _cache={}):
+    """
+    nth differentiation polynomial for exp (Faa di Bruno's formula).
+
+    TODO: most exponents are zero, so maybe a sparse representation
+    would be better.
+    """
+    if n in _cache:
+        return _cache[n]
+    if not _cache:
+        _cache[0] = {(0,):1}
+    R = dpoly(n-1)
+    R = dict((c+(0,),v) for (c,v) in iteritems(R))
+    Ra = {}
+    for powers, count in iteritems(R):
+        powers1 = (powers[0]+1,) + powers[1:]
+        if powers1 in Ra:
+            Ra[powers1] += count
+        else:
+            Ra[powers1] = count
+    for powers, count in iteritems(R):
+        if not sum(powers):
+            continue
+        for k,p in enumerate(powers):
+            if p:
+                powers2 = powers[:k] + (p-1,powers[k+1]+1) + powers[k+2:]
+                if powers2 in Ra:
+                    Ra[powers2] += p*count
+                else:
+                    Ra[powers2] = p*count
+    _cache[n] = Ra
+    return _cache[n]
+
+@defun
+def diffs_exp(ctx, fdiffs):
+    r"""
+    Given an iterable or generator yielding `f(x), f'(x), f''(x), \ldots`
+    generate `g(x), g'(x), g''(x), \ldots` where `g(x) = \exp(f(x))`.
+
+    At high precision and for large orders, this is typically more efficient
+    than numerical differentiation if the derivatives of `f(x)`
+    admit direct computation.
+
+    Note: This function does not increase the working precision internally,
+    so guard digits may have to be added externally for full accuracy.
+
+    **Examples**
+
+    The derivatives of the gamma function can be computed using
+    logarithmic differentiation::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>>
+        >>> def diffs_loggamma(x):
+        ...     yield loggamma(x)
+        ...     i = 0
+        ...     while 1:
+        ...         yield psi(i,x)
+        ...         i += 1
+        ...
+        >>> u = diffs_exp(diffs_loggamma(3))
+        >>> v = diffs(gamma, 3)
+        >>> next(u); next(v)
+        2.0
+        2.0
+        >>> next(u); next(v)
+        1.84556867019693
+        1.84556867019693
+        >>> next(u); next(v)
+        2.49292999190269
+        2.49292999190269
+        >>> next(u); next(v)
+        3.44996501352367
+        3.44996501352367
+
+    """
+    fn = iterable_to_function(fdiffs)
+    f0 = ctx.exp(fn(0))
+    yield f0
+    i = 1
+    while 1:
+        s = ctx.mpf(0)
+        for powers, c in iteritems(dpoly(i)):
+            s += c*ctx.fprod(fn(k+1)**p for (k,p) in enumerate(powers) if p)
+        yield s * f0
+        i += 1
+
+@defun
+def differint(ctx, f, x, n=1, x0=0):
+    r"""
+    Calculates the Riemann-Liouville differintegral, or fractional
+    derivative, defined by
+
+    .. math ::
+
+        \,_{x_0}{\mathbb{D}}^n_xf(x) = \frac{1}{\Gamma(m-n)} \frac{d^m}{dx^m}
+        \int_{x_0}^{x}(x-t)^{m-n-1}f(t)dt
+
+    where `f` is a given (presumably well-behaved) function,
+    `x` is the evaluation point, `n` is the order, and `x_0` is
+    the reference point of integration (`m` is an arbitrary
+    parameter selected automatically).
+
+    With `n = 1`, this is just the standard derivative `f'(x)`; with `n = 2`,
+    the second derivative `f''(x)`, etc. With `n = -1`, it gives
+    `\int_{x_0}^x f(t) dt`, with `n = -2`
+    it gives `\int_{x_0}^x \left( \int_{x_0}^t f(u) du \right) dt`, etc.
+
+    As `n` is permitted to be any number, this operator generalizes
+    iterated differentiation and iterated integration to a single
+    operator with a continuous order parameter.
+
+    **Examples**
+
+    There is an exact formula for the fractional derivative of a
+    monomial `x^p`, which may be used as a reference. For example,
+    the following gives a half-derivative (order 0.5)::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> x = mpf(3); p = 2; n = 0.5
+        >>> differint(lambda t: t**p, x, n)
+        7.81764019044672
+        >>> gamma(p+1)/gamma(p-n+1) * x**(p-n)
+        7.81764019044672
+
+    Another useful test function is the exponential function, whose
+    integration / differentiation formula easy generalizes
+    to arbitrary order. Here we first compute a third derivative,
+    and then a triply nested integral. (The reference point `x_0`
+    is set to `-\infty` to avoid nonzero endpoint terms.)::
+
+        >>> differint(lambda x: exp(pi*x), -1.5, 3)
+        0.278538406900792
+        >>> exp(pi*-1.5) * pi**3
+        0.278538406900792
+        >>> differint(lambda x: exp(pi*x), 3.5, -3, -inf)
+        1922.50563031149
+        >>> exp(pi*3.5) / pi**3
+        1922.50563031149
+
+    However, for noninteger `n`, the differentiation formula for the
+    exponential function must be modified to give the same result as the
+    Riemann-Liouville differintegral::
+
+        >>> x = mpf(3.5)
+        >>> c = pi
+        >>> n = 1+2*j
+        >>> differint(lambda x: exp(c*x), x, n)
+        (-123295.005390743 + 140955.117867654j)
+        >>> x**(-n) * exp(c)**x * (x*c)**n * gammainc(-n, 0, x*c) / gamma(-n)
+        (-123295.005390743 + 140955.117867654j)
+
+
+    """
+    m = max(int(ctx.ceil(ctx.re(n)))+1, 1)
+    r = m-n-1
+    g = lambda x: ctx.quad(lambda t: (x-t)**r * f(t), [x0, x])
+    return ctx.diff(g, x, m) / ctx.gamma(m-n)
+
+@defun
+def diffun(ctx, f, n=1, **options):
+    r"""
+    Given a function `f`, returns a function `g(x)` that evaluates the nth
+    derivative `f^{(n)}(x)`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> cos2 = diffun(sin)
+        >>> sin2 = diffun(sin, 4)
+        >>> cos(1.3), cos2(1.3)
+        (0.267498828624587, 0.267498828624587)
+        >>> sin(1.3), sin2(1.3)
+        (0.963558185417193, 0.963558185417193)
+
+    The function `f` must support arbitrary precision evaluation.
+    See :func:`~mpmath.diff` for additional details and supported
+    keyword options.
+    """
+    if n == 0:
+        return f
+    def g(x):
+        return ctx.diff(f, x, n, **options)
+    return g
+
+@defun
+def taylor(ctx, f, x, n, **options):
+    r"""
+    Produces a degree-`n` Taylor polynomial around the point `x` of the
+    given function `f`. The coefficients are returned as a list.
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> nprint(chop(taylor(sin, 0, 5)))
+        [0.0, 1.0, 0.0, -0.166667, 0.0, 0.00833333]
+
+    The coefficients are computed using high-order numerical
+    differentiation. The function must be possible to evaluate
+    to arbitrary precision. See :func:`~mpmath.diff` for additional details
+    and supported keyword options.
+
+    Note that to evaluate the Taylor polynomial as an approximation
+    of `f`, e.g. with :func:`~mpmath.polyval`, the coefficients must be reversed,
+    and the point of the Taylor expansion must be subtracted from
+    the argument:
+
+        >>> p = taylor(exp, 2.0, 10)
+        >>> polyval(p[::-1], 2.5 - 2.0)
+        12.1824939606092
+        >>> exp(2.5)
+        12.1824939607035
+
+    """
+    gen = enumerate(ctx.diffs(f, x, n, **options))
+    if options.get("chop", True):
+        return [ctx.chop(d)/ctx.factorial(i) for i, d in gen]
+    else:
+        return [d/ctx.factorial(i) for i, d in gen]
+
+@defun
+def pade(ctx, a, L, M):
+    r"""
+    Computes a Pade approximation of degree `(L, M)` to a function.
+    Given at least `L+M+1` Taylor coefficients `a` approximating
+    a function `A(x)`, :func:`~mpmath.pade` returns coefficients of
+    polynomials `P, Q` satisfying
+
+    .. math ::
+
+        P = \sum_{k=0}^L p_k x^k
+
+        Q = \sum_{k=0}^M q_k x^k
+
+        Q_0 = 1
+
+        A(x) Q(x) = P(x) + O(x^{L+M+1})
+
+    `P(x)/Q(x)` can provide a good approximation to an analytic function
+    beyond the radius of convergence of its Taylor series (example
+    from G.A. Baker 'Essentials of Pade Approximants' Academic Press,
+    Ch.1A)::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> one = mpf(1)
+        >>> def f(x):
+        ...     return sqrt((one + 2*x)/(one + x))
+        ...
+        >>> a = taylor(f, 0, 6)
+        >>> p, q = pade(a, 3, 3)
+        >>> x = 10
+        >>> polyval(p[::-1], x)/polyval(q[::-1], x)
+        1.38169105566806
+        >>> f(x)
+        1.38169855941551
+
+    """
+    # To determine L+1 coefficients of P and M coefficients of Q
+    # L+M+1 coefficients of A must be provided
+    if len(a) < L+M+1:
+        raise ValueError("L+M+1 Coefficients should be provided")
+
+    if M == 0:
+        if L == 0:
+            return [ctx.one], [ctx.one]
+        else:
+            return a[:L+1], [ctx.one]
+
+    # Solve first
+    # a[L]*q[1] + ... + a[L-M+1]*q[M] = -a[L+1]
+    # ...
+    # a[L+M-1]*q[1] + ... + a[L]*q[M] = -a[L+M]
+    A = ctx.matrix(M)
+    for j in range(M):
+        for i in range(min(M, L+j+1)):
+            A[j, i] = a[L+j-i]
+    v = -ctx.matrix(a[(L+1):(L+M+1)])
+    x = ctx.lu_solve(A, v)
+    q = [ctx.one] + list(x)
+    # compute p
+    p = [0]*(L+1)
+    for i in range(L+1):
+        s = a[i]
+        for j in range(1, min(M,i) + 1):
+            s += q[j]*a[i-j]
+        p[i] = s
+    return p, q

MLPY/Lib/site-packages/mpmath/calculus/extrapolation.py

@@ -0,0 +1,2115 @@
+try:
+    from itertools import izip
+except ImportError:
+    izip = zip
+
+from ..libmp.backend import xrange
+from .calculus import defun
+
+try:
+    next = next
+except NameError:
+    next = lambda _: _.next()
+
+@defun
+def richardson(ctx, seq):
+    r"""
+    Given a list ``seq`` of the first `N` elements of a slowly convergent
+    infinite sequence, :func:`~mpmath.richardson` computes the `N`-term
+    Richardson extrapolate for the limit.
+
+    :func:`~mpmath.richardson` returns `(v, c)` where `v` is the estimated
+    limit and `c` is the magnitude of the largest weight used during the
+    computation. The weight provides an estimate of the precision
+    lost to cancellation. Due to cancellation effects, the sequence must
+    be typically be computed at a much higher precision than the target
+    accuracy of the extrapolation.
+
+    **Applicability and issues**
+
+    The `N`-step Richardson extrapolation algorithm used by
+    :func:`~mpmath.richardson` is described in [1].
+
+    Richardson extrapolation only works for a specific type of sequence,
+    namely one converging like partial sums of
+    `P(1)/Q(1) + P(2)/Q(2) + \ldots` where `P` and `Q` are polynomials.
+    When the sequence does not convergence at such a rate
+    :func:`~mpmath.richardson` generally produces garbage.
+
+    Richardson extrapolation has the advantage of being fast: the `N`-term
+    extrapolate requires only `O(N)` arithmetic operations, and usually
+    produces an estimate that is accurate to `O(N)` digits. Contrast with
+    the Shanks transformation (see :func:`~mpmath.shanks`), which requires
+    `O(N^2)` operations.
+
+    :func:`~mpmath.richardson` is unable to produce an estimate for the
+    approximation error. One way to estimate the error is to perform
+    two extrapolations with slightly different `N` and comparing the
+    results.
+
+    Richardson extrapolation does not work for oscillating sequences.
+    As a simple workaround, :func:`~mpmath.richardson` detects if the last
+    three elements do not differ monotonically, and in that case
+    applies extrapolation only to the even-index elements.
+
+    **Example**
+
+    Applying Richardson extrapolation to the Leibniz series for `\pi`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 30; mp.pretty = True
+        >>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m))
+        ...     for m in range(1,30)]
+        >>> v, c = richardson(S[:10])
+        >>> v
+        3.2126984126984126984126984127
+        >>> nprint([v-pi, c])
+        [0.0711058, 2.0]
+
+        >>> v, c = richardson(S[:30])
+        >>> v
+        3.14159265468624052829954206226
+        >>> nprint([v-pi, c])
+        [1.09645e-9, 20833.3]
+
+    **References**
+
+    1. [BenderOrszag]_ pp. 375-376
+
+    """
+    if len(seq) < 3:
+        raise ValueError("seq should be of minimum length 3")
+    if ctx.sign(seq[-1]-seq[-2]) != ctx.sign(seq[-2]-seq[-3]):
+        seq = seq[::2]
+    N = len(seq)//2-1
+    s = ctx.zero
+    # The general weight is c[k] = (N+k)**N * (-1)**(k+N) / k! / (N-k)!
+    # To avoid repeated factorials, we simplify the quotient
+    # of successive weights to obtain a recurrence relation
+    c = (-1)**N * N**N / ctx.mpf(ctx._ifac(N))
+    maxc = 1
+    for k in xrange(N+1):
+        s += c * seq[N+k]
+        maxc = max(abs(c), maxc)
+        c *= (k-N)*ctx.mpf(k+N+1)**N
+        c /= ((1+k)*ctx.mpf(k+N)**N)
+    return s, maxc
+
+@defun
+def shanks(ctx, seq, table=None, randomized=False):
+    r"""
+    Given a list ``seq`` of the first `N` elements of a slowly
+    convergent infinite sequence `(A_k)`, :func:`~mpmath.shanks` computes the iterated
+    Shanks transformation `S(A), S(S(A)), \ldots, S^{N/2}(A)`. The Shanks
+    transformation often provides strong convergence acceleration,
+    especially if the sequence is oscillating.
+
+    The iterated Shanks transformation is computed using the Wynn
+    epsilon algorithm (see [1]). :func:`~mpmath.shanks` returns the full
+    epsilon table generated by Wynn's algorithm, which can be read
+    off as follows:
+
+    * The table is a list of lists forming a lower triangular matrix,
+      where higher row and column indices correspond to more accurate
+      values.
+    * The columns with even index hold dummy entries (required for the
+      computation) and the columns with odd index hold the actual
+      extrapolates.
+    * The last element in the last row is typically the most
+      accurate estimate of the limit.
+    * The difference to the third last element in the last row
+      provides an estimate of the approximation error.
+    * The magnitude of the second last element provides an estimate
+      of the numerical accuracy lost to cancellation.
+
+    For convenience, so the extrapolation is stopped at an odd index
+    so that ``shanks(seq)[-1][-1]`` always gives an estimate of the
+    limit.
+
+    Optionally, an existing table can be passed to :func:`~mpmath.shanks`.
+    This can be used to efficiently extend a previous computation after
+    new elements have been appended to the sequence. The table will
+    then be updated in-place.
+
+    **The Shanks transformation**
+
+    The Shanks transformation is defined as follows (see [2]): given
+    the input sequence `(A_0, A_1, \ldots)`, the transformed sequence is
+    given by
+
+    .. math ::
+
+        S(A_k) = \frac{A_{k+1}A_{k-1}-A_k^2}{A_{k+1}+A_{k-1}-2 A_k}
+
+    The Shanks transformation gives the exact limit `A_{\infty}` in a
+    single step if `A_k = A + a q^k`. Note in particular that it
+    extrapolates the exact sum of a geometric series in a single step.
+
+    Applying the Shanks transformation once often improves convergence
+    substantially for an arbitrary sequence, but the optimal effect is
+    obtained by applying it iteratively:
+    `S(S(A_k)), S(S(S(A_k))), \ldots`.
+
+    Wynn's epsilon algorithm provides an efficient way to generate
+    the table of iterated Shanks transformations. It reduces the
+    computation of each element to essentially a single division, at
+    the cost of requiring dummy elements in the table. See [1] for
+    details.
+
+    **Precision issues**
+
+    Due to cancellation effects, the sequence must be typically be
+    computed at a much higher precision than the target accuracy
+    of the extrapolation.
+
+    If the Shanks transformation converges to the exact limit (such
+    as if the sequence is a geometric series), then a division by
+    zero occurs. By default, :func:`~mpmath.shanks` handles this case by
+    terminating the iteration and returning the table it has
+    generated so far. With *randomized=True*, it will instead
+    replace the zero by a pseudorandom number close to zero.
+    (TODO: find a better solution to this problem.)
+
+    **Examples**
+
+    We illustrate by applying Shanks transformation to the Leibniz
+    series for `\pi`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 50
+        >>> S = [4*sum(mpf(-1)**n/(2*n+1) for n in range(m))
+        ...     for m in range(1,30)]
+        >>>
+        >>> T = shanks(S[:7])
+        >>> for row in T:
+        ...     nprint(row)
+        ...
+        [-0.75]
+        [1.25, 3.16667]
+        [-1.75, 3.13333, -28.75]
+        [2.25, 3.14524, 82.25, 3.14234]
+        [-2.75, 3.13968, -177.75, 3.14139, -969.937]
+        [3.25, 3.14271, 327.25, 3.14166, 3515.06, 3.14161]
+
+    The extrapolated accuracy is about 4 digits, and about 4 digits
+    may have been lost due to cancellation::
+
+        >>> L = T[-1]
+        >>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])])
+        [2.22532e-5, 4.78309e-5, 3515.06]
+
+    Now we extend the computation::
+
+        >>> T = shanks(S[:25], T)
+        >>> L = T[-1]
+        >>> nprint([abs(L[-1] - pi), abs(L[-1] - L[-3]), abs(L[-2])])
+        [3.75527e-19, 1.48478e-19, 2.96014e+17]
+
+    The value for pi is now accurate to 18 digits. About 18 digits may
+    also have been lost to cancellation.
+
+    Here is an example with a geometric series, where the convergence
+    is immediate (the sum is exactly 1)::
+
+        >>> mp.dps = 15
+        >>> for row in shanks([0.5, 0.75, 0.875, 0.9375, 0.96875]):
+        ...     nprint(row)
+        [4.0]
+        [8.0, 1.0]
+
+    **References**
+
+    1. [GravesMorris]_
+
+    2. [BenderOrszag]_ pp. 368-375
+
+    """
+    if len(seq) < 2:
+        raise ValueError("seq should be of minimum length 2")
+    if table:
+        START = len(table)
+    else:
+        START = 0
+        table = []
+    STOP = len(seq) - 1
+    if STOP & 1:
+        STOP -= 1
+    one = ctx.one
+    eps = +ctx.eps
+    if randomized:
+        from random import Random
+        rnd = Random()
+        rnd.seed(START)
+    for i in xrange(START, STOP):
+        row = []
+        for j in xrange(i+1):
+            if j == 0:
+                a, b = 0, seq[i+1]-seq[i]
+            else:
+                if j == 1:
+                    a = seq[i]
+                else:
+                    a = table[i-1][j-2]
+                b = row[j-1] - table[i-1][j-1]
+            if not b:
+                if randomized:
+                    b = (1 + rnd.getrandbits(10))*eps
+                elif i & 1:
+                    return table[:-1]
+                else:
+                    return table
+            row.append(a + one/b)
+        table.append(row)
+    return table
+
+
+class levin_class:
+    # levin: Copyright 2013 Timo Hartmann (thartmann15 at gmail.com)
+    r"""
+    This interface implements Levin's (nonlinear) sequence transformation for
+    convergence acceleration and summation of divergent series. It performs
+    better than the Shanks/Wynn-epsilon algorithm for logarithmic convergent
+    or alternating divergent series.
+
+    Let *A* be the series we want to sum:
+
+    .. math ::
+
+        A = \sum_{k=0}^{\infty} a_k
+
+    Attention: all `a_k` must be non-zero!
+
+    Let `s_n` be the partial sums of this series:
+
+    .. math ::
+
+        s_n = \sum_{k=0}^n a_k.
+
+    **Methods**
+
+    Calling ``levin`` returns an object with the following methods.
+
+    ``update(...)`` works with the list of individual terms `a_k` of *A*, and
+    ``update_step(...)`` works with the list of partial sums `s_k` of *A*:
+
+    .. code ::
+
+        v, e = ...update([a_0, a_1,..., a_k])
+        v, e = ...update_psum([s_0, s_1,..., s_k])
+
+    ``step(...)`` works with the individual terms `a_k` and ``step_psum(...)``
+    works with the partial sums `s_k`:
+
+    .. code ::
+
+        v, e = ...step(a_k)
+        v, e = ...step_psum(s_k)
+
+    *v* is the current estimate for *A*, and *e* is an error estimate which is
+    simply the difference between the current estimate and the last estimate.
+    One should not mix ``update``, ``update_psum``, ``step`` and ``step_psum``.
+
+    **A word of caution**
+
+    One can only hope for good results (i.e. convergence acceleration or
+    resummation) if the `s_n` have some well defind asymptotic behavior for
+    large `n` and are not erratic or random. Furthermore one usually needs very
+    high working precision because of the numerical cancellation. If the working
+    precision is insufficient, levin may produce silently numerical garbage.
+    Furthermore even if the Levin-transformation converges, in the general case
+    there is no proof that the result is mathematically sound. Only for very
+    special classes of problems one can prove that the Levin-transformation
+    converges to the expected result (for example Stieltjes-type integrals).
+    Furthermore the Levin-transform is quite expensive (i.e. slow) in comparison
+    to Shanks/Wynn-epsilon, Richardson & co.
+    In summary one can say that the Levin-transformation is powerful but
+    unreliable and that it may need a copious amount of working precision.
+
+    The Levin transform has several variants differing in the choice of weights.
+    Some variants are better suited for the possible flavours of convergence
+    behaviour of *A* than other variants:
+
+    .. code ::
+
+       convergence behaviour   levin-u   levin-t   levin-v   shanks/wynn-epsilon
+
+       logarithmic               +         -         +           -
+       linear                    +         +         +           +
+       alternating divergent     +         +         +           +
+
+         "+" means the variant is suitable,"-" means the variant is not suitable;
+         for comparison the Shanks/Wynn-epsilon transform is listed, too.
+
+    The variant is controlled though the variant keyword (i.e. ``variant="u"``,
+    ``variant="t"`` or ``variant="v"``). Overall "u" is probably the best choice.
+
+    Finally it is possible to use the Sidi-S transform instead of the Levin transform
+    by using the keyword ``method='sidi'``. The Sidi-S transform works better than the
+    Levin transformation for some divergent series (see the examples).
+
+    Parameters:
+
+    .. code ::
+
+       method      "levin" or "sidi" chooses either the Levin or the Sidi-S transformation
+       variant     "u","t" or "v" chooses the weight variant.
+
+    The Levin transform is also accessible through the nsum interface.
+    ``method="l"`` or ``method="levin"`` select the normal Levin transform while
+    ``method="sidi"``
+    selects the Sidi-S transform. The variant is in both cases selected through the
+    levin_variant keyword. The stepsize in :func:`~mpmath.nsum` must not be chosen too large, otherwise
+    it will miss the point where the Levin transform converges resulting in numerical
+    overflow/garbage. For highly divergent series a copious amount of working precision
+    must be chosen.
+
+    **Examples**
+
+    First we sum the zeta function::
+
+        >>> from mpmath import mp
+        >>> mp.prec = 53
+        >>> eps = mp.mpf(mp.eps)
+        >>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision
+        ...     L = mp.levin(method = "levin", variant = "u")
+        ...     S, s, n = [], 0, 1
+        ...     while 1:
+        ...         s += mp.one / (n * n)
+        ...         n += 1
+        ...         S.append(s)
+        ...         v, e = L.update_psum(S)
+        ...         if e < eps:
+        ...             break
+        ...         if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> print(mp.chop(v - mp.pi ** 2 / 6))
+        0.0
+        >>> w = mp.nsum(lambda n: 1 / (n*n), [1, mp.inf], method = "levin", levin_variant = "u")
+        >>> print(mp.chop(v - w))
+        0.0
+
+    Now we sum the zeta function outside its range of convergence
+    (attention: This does not work at the negative integers!)::
+
+        >>> eps = mp.mpf(mp.eps)
+        >>> with mp.extraprec(2 * mp.prec): # levin needs a high working precision
+        ...     L = mp.levin(method = "levin", variant = "v")
+        ...     A, n = [], 1
+        ...     while 1:
+        ...         s = mp.mpf(n) ** (2 + 3j)
+        ...         n += 1
+        ...         A.append(s)
+        ...         v, e = L.update(A)
+        ...         if e < eps:
+        ...             break
+        ...         if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> print(mp.chop(v - mp.zeta(-2-3j)))
+        0.0
+        >>> w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v")
+        >>> print(mp.chop(v - w))
+        0.0
+
+    Now we sum the divergent asymptotic expansion of an integral related to the
+    exponential integral (see also [2] p.373). The Sidi-S transform works best here::
+
+        >>> z = mp.mpf(10)
+        >>> exact = mp.quad(lambda x: mp.exp(-x)/(1+x/z),[0,mp.inf])
+        >>> # exact = z * mp.exp(z) * mp.expint(1,z) # this is the symbolic expression for the integral
+        >>> eps = mp.mpf(mp.eps)
+        >>> with mp.extraprec(2 * mp.prec): # high working precisions are mandatory for divergent resummation
+        ...     L = mp.levin(method = "sidi", variant = "t")
+        ...     n = 0
+        ...     while 1:
+        ...         s = (-1)**n * mp.fac(n) * z ** (-n)
+        ...         v, e = L.step(s)
+        ...         n += 1
+        ...         if e < eps:
+        ...             break
+        ...         if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> print(mp.chop(v - exact))
+        0.0
+        >>> w = mp.nsum(lambda n: (-1) ** n * mp.fac(n) * z ** (-n), [0, mp.inf], method = "sidi", levin_variant = "t")
+        >>> print(mp.chop(v - w))
+        0.0
+
+    Another highly divergent integral is also summable::
+
+        >>> z = mp.mpf(2)
+        >>> eps = mp.mpf(mp.eps)
+        >>> exact = mp.quad(lambda x: mp.exp( -x * x / 2 - z * x ** 4), [0,mp.inf]) * 2 / mp.sqrt(2 * mp.pi)
+        >>> # exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) # this is the symbolic expression for the integral
+        >>> with mp.extraprec(7 * mp.prec):  # we need copious amount of precision to sum this highly divergent series
+        ...     L = mp.levin(method = "levin", variant = "t")
+        ...     n, s = 0, 0
+        ...     while 1:
+        ...         s += (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n))
+        ...         n += 1
+        ...         v, e = L.step_psum(s)
+        ...         if e < eps:
+        ...             break
+        ...         if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> print(mp.chop(v - exact))
+        0.0
+        >>> w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)),
+        ...   [0, mp.inf], method = "levin", levin_variant = "t", workprec = 8*mp.prec, steps = [2] + [1 for x in xrange(1000)])
+        >>> print(mp.chop(v - w))
+        0.0
+
+    These examples run with 15-20 decimal digits precision. For higher precision the
+    working precision must be raised.
+
+    **Examples for nsum**
+
+    Here we calculate Euler's constant as the constant term in the Laurent
+    expansion of `\zeta(s)` at `s=1`. This sum converges extremly slowly because of
+    the logarithmic convergence behaviour of the Dirichlet series for zeta::
+
+        >>> mp.dps = 30
+        >>> z = mp.mpf(10) ** (-10)
+        >>> a = mp.nsum(lambda n: n**(-(1+z)), [1, mp.inf], method = "l") - 1 / z
+        >>> print(mp.chop(a - mp.euler, tol = 1e-10))
+        0.0
+
+    The Sidi-S transform performs excellently for the alternating series of `\log(2)`::
+
+        >>> a = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "sidi")
+        >>> print(mp.chop(a - mp.log(2)))
+        0.0
+
+    Hypergeometric series can also be summed outside their range of convergence.
+    The stepsize in :func:`~mpmath.nsum` must not be chosen too large, otherwise it will miss the
+    point where the Levin transform converges resulting in numerical overflow/garbage::
+
+        >>> z = 2 + 1j
+        >>> exact = mp.hyp2f1(2 / mp.mpf(3), 4 / mp.mpf(3), 1 / mp.mpf(3), z)
+        >>> f = lambda n: mp.rf(2 / mp.mpf(3), n) * mp.rf(4 / mp.mpf(3), n) * z**n / (mp.rf(1 / mp.mpf(3), n) * mp.fac(n))
+        >>> v = mp.nsum(f, [0, mp.inf], method = "levin", steps = [10 for x in xrange(1000)])
+        >>> print(mp.chop(exact-v))
+        0.0
+
+    References:
+
+      [1] E.J. Weniger - "Nonlinear Sequence Transformations for the Acceleration of
+          Convergence and the Summation of Divergent Series" arXiv:math/0306302
+
+      [2] A. Sidi - "Pratical Extrapolation Methods"
+
+      [3] H.H.H. Homeier - "Scalar Levin-Type Sequence Transformations" arXiv:math/0005209
+
+    """
+
+    def __init__(self, method = "levin", variant = "u"):
+        self.variant = variant
+        self.n = 0
+        self.a0 = 0
+        self.theta = 1
+        self.A = []
+        self.B = []
+        self.last = 0
+        self.last_s = False
+
+        if method == "levin":
+            self.factor = self.factor_levin
+        elif method == "sidi":
+            self.factor = self.factor_sidi
+        else:
+            raise ValueError("levin: unknown method \"%s\"" % method)
+
+    def factor_levin(self, i):
+        # original levin
+        # [1] p.50,e.7.5-7 (with n-j replaced by i)
+        return (self.theta + i) * (self.theta + self.n - 1) ** (self.n - i - 2) / self.ctx.mpf(self.theta + self.n) ** (self.n - i - 1)
+
+    def factor_sidi(self, i):
+        # sidi analogon to levin (factorial series)
+        # [1] p.59,e.8.3-16 (with n-j replaced by i)
+        return (self.theta + self.n - 1) * (self.theta + self.n - 2) / self.ctx.mpf((self.theta + 2 * self.n - i - 2) * (self.theta + 2 * self.n - i - 3))
+
+    def run(self, s, a0, a1 = 0):
+        if self.variant=="t":
+            # levin t
+            w=a0
+        elif self.variant=="u":
+            # levin u
+            w=a0*(self.theta+self.n)
+        elif self.variant=="v":
+            # levin v
+            w=a0*a1/(a0-a1)
+        else:
+            assert False, "unknown variant"
+
+        if w==0:
+            raise ValueError("levin: zero weight")
+
+        self.A.append(s/w)
+        self.B.append(1/w)
+
+        for i in range(self.n-1,-1,-1):
+            if i==self.n-1:
+                f=1
+            else:
+                f=self.factor(i)
+
+            self.A[i]=self.A[i+1]-f*self.A[i]
+            self.B[i]=self.B[i+1]-f*self.B[i]
+
+        self.n+=1
+
+    ###########################################################################
+
+    def update_psum(self,S):
+        """
+        This routine applies the convergence acceleration to the list of partial sums.
+
+        A   = sum(a_k, k = 0..infinity)
+        s_n = sum(a_k, k = 0..n)
+
+        v, e = ...update_psum([s_0, s_1,..., s_k])
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        if self.variant!="v":
+            if self.n==0:
+                self.run(S[0],S[0])
+            while self.n<len(S):
+                self.run(S[self.n],S[self.n]-S[self.n-1])
+        else:
+            if len(S)==1:
+                self.last=0
+                return S[0],abs(S[0])
+
+            if self.n==0:
+                self.a1=S[1]-S[0]
+                self.run(S[0],S[0],self.a1)
+
+            while self.n<len(S)-1:
+                na1=S[self.n+1]-S[self.n]
+                self.run(S[self.n],self.a1,na1)
+                self.a1=na1
+
+        value=self.A[0]/self.B[0]
+        err=abs(value-self.last)
+        self.last=value
+
+        return value,err
+
+    def update(self,X):
+        """
+        This routine applies the convergence acceleration to the list of individual terms.
+
+        A = sum(a_k, k = 0..infinity)
+
+        v, e = ...update([a_0, a_1,..., a_k])
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        if self.variant!="v":
+            if self.n==0:
+                self.s=X[0]
+                self.run(self.s,X[0])
+            while self.n<len(X):
+                self.s+=X[self.n]
+                self.run(self.s,X[self.n])
+        else:
+            if len(X)==1:
+                self.last=0
+                return X[0],abs(X[0])
+
+            if self.n==0:
+                self.s=X[0]
+                self.run(self.s,X[0],X[1])
+
+            while self.n<len(X)-1:
+                self.s+=X[self.n]
+                self.run(self.s,X[self.n],X[self.n+1])
+
+        value=self.A[0]/self.B[0]
+        err=abs(value-self.last)
+        self.last=value
+
+        return value,err
+
+    ###########################################################################
+
+    def step_psum(self,s):
+        """
+        This routine applies the convergence acceleration to the partial sums.
+
+        A   = sum(a_k, k = 0..infinity)
+        s_n = sum(a_k, k = 0..n)
+
+        v, e = ...step_psum(s_k)
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        if self.variant!="v":
+            if self.n==0:
+                self.last_s=s
+                self.run(s,s)
+            else:
+                self.run(s,s-self.last_s)
+                self.last_s=s
+        else:
+            if isinstance(self.last_s,bool):
+                self.last_s=s
+                self.last_w=s
+                self.last=0
+                return s,abs(s)
+
+            na1=s-self.last_s
+            self.run(self.last_s,self.last_w,na1)
+            self.last_w=na1
+            self.last_s=s
+
+        value=self.A[0]/self.B[0]
+        err=abs(value-self.last)
+        self.last=value
+
+        return value,err
+
+    def step(self,x):
+        """
+        This routine applies the convergence acceleration to the individual terms.
+
+        A = sum(a_k, k = 0..infinity)
+
+        v, e = ...step(a_k)
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        if self.variant!="v":
+            if self.n==0:
+                self.s=x
+                self.run(self.s,x)
+            else:
+                self.s+=x
+                self.run(self.s,x)
+        else:
+            if isinstance(self.last_s,bool):
+                self.last_s=x
+                self.s=0
+                self.last=0
+                return x,abs(x)
+
+            self.s+=self.last_s
+            self.run(self.s,self.last_s,x)
+            self.last_s=x
+
+        value=self.A[0]/self.B[0]
+        err=abs(value-self.last)
+        self.last=value
+
+        return value,err
+
+def levin(ctx, method = "levin", variant = "u"):
+    L = levin_class(method = method, variant = variant)
+    L.ctx = ctx
+    return L
+
+levin.__doc__ = levin_class.__doc__
+defun(levin)
+
+
+class cohen_alt_class:
+    # cohen_alt: Copyright 2013 Timo Hartmann (thartmann15 at gmail.com)
+    r"""
+    This interface implements the convergence acceleration of alternating series
+    as described in H. Cohen, F.R. Villegas, D. Zagier - "Convergence Acceleration
+    of Alternating Series". This series transformation works only well if the
+    individual terms of the series have an alternating sign. It belongs to the
+    class of linear series transformations (in contrast to the Shanks/Wynn-epsilon
+    or Levin transform). This series transformation is also able to sum some types
+    of divergent series. See the paper under which conditions this resummation is
+    mathematical sound.
+
+    Let *A* be the series we want to sum:
+
+    .. math ::
+
+        A = \sum_{k=0}^{\infty} a_k
+
+    Let `s_n` be the partial sums of this series:
+
+    .. math ::
+
+        s_n = \sum_{k=0}^n a_k.
+
+
+    **Interface**
+
+    Calling ``cohen_alt`` returns an object with the following methods.
+
+    Then ``update(...)`` works with the list of individual terms `a_k` and
+    ``update_psum(...)`` works with the list of partial sums `s_k`:
+
+    .. code ::
+
+        v, e = ...update([a_0, a_1,..., a_k])
+        v, e = ...update_psum([s_0, s_1,..., s_k])
+
+    *v* is the current estimate for *A*, and *e* is an error estimate which is
+    simply the difference between the current estimate and the last estimate.
+
+    **Examples**
+
+    Here we compute the alternating zeta function using ``update_psum``::
+
+        >>> from mpmath import mp
+        >>> AC = mp.cohen_alt()
+        >>> S, s, n = [], 0, 1
+        >>> while 1:
+        ...     s += -((-1) ** n) * mp.one / (n * n)
+        ...     n += 1
+        ...     S.append(s)
+        ...     v, e = AC.update_psum(S)
+        ...     if e < mp.eps:
+        ...         break
+        ...     if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> print(mp.chop(v - mp.pi ** 2 / 12))
+        0.0
+
+    Here we compute the product `\prod_{n=1}^{\infty} \Gamma(1+1/(2n-1)) / \Gamma(1+1/(2n))`::
+
+        >>> A = []
+        >>> AC = mp.cohen_alt()
+        >>> n = 1
+        >>> while 1:
+        ...     A.append( mp.loggamma(1 + mp.one / (2 * n - 1)))
+        ...     A.append(-mp.loggamma(1 + mp.one / (2 * n)))
+        ...     n += 1
+        ...     v, e = AC.update(A)
+        ...     if e < mp.eps:
+        ...         break
+        ...     if n > 1000: raise RuntimeError("iteration limit exceeded")
+        >>> v = mp.exp(v)
+        >>> print(mp.chop(v - 1.06215090557106, tol = 1e-12))
+        0.0
+
+    ``cohen_alt`` is also accessible through the :func:`~mpmath.nsum` interface::
+
+        >>> v = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "a")
+        >>> print(mp.chop(v - mp.log(2)))
+        0.0
+        >>> v = mp.nsum(lambda n: (-1)**n / (2 * n + 1), [0, mp.inf], method = "a")
+        >>> print(mp.chop(v - mp.pi / 4))
+        0.0
+        >>> v = mp.nsum(lambda n: (-1)**n * mp.log(n) * n, [1, mp.inf], method = "a")
+        >>> print(mp.chop(v - mp.diff(lambda s: mp.altzeta(s), -1)))
+        0.0
+
+    """
+
+    def __init__(self):
+        self.last=0
+
+    def update(self, A):
+        """
+        This routine applies the convergence acceleration to the list of individual terms.
+
+        A    = sum(a_k, k = 0..infinity)
+
+        v, e = ...update([a_0, a_1,..., a_k])
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        n = len(A)
+        d = (3 + self.ctx.sqrt(8)) ** n
+        d = (d + 1 / d) / 2
+        b = -self.ctx.one
+        c = -d
+        s = 0
+
+        for k in xrange(n):
+            c = b - c
+            if k % 2 == 0:
+                s = s + c * A[k]
+            else:
+                s = s - c * A[k]
+            b = 2 * (k + n) * (k - n) * b / ((2 * k + 1) * (k + self.ctx.one))
+
+        value = s / d
+
+        err = abs(value - self.last)
+        self.last = value
+
+        return value, err
+
+    def update_psum(self, S):
+        """
+        This routine applies the convergence acceleration to the list of partial sums.
+
+        A   = sum(a_k, k = 0..infinity)
+        s_n = sum(a_k ,k = 0..n)
+
+        v, e = ...update_psum([s_0, s_1,..., s_k])
+
+        output:
+          v      current estimate of the series A
+          e      an error estimate which is simply the difference between the current
+                 estimate and the last estimate.
+        """
+
+        n = len(S)
+        d = (3 + self.ctx.sqrt(8)) ** n
+        d = (d + 1 / d) / 2
+        b = self.ctx.one
+        s = 0
+
+        for k in xrange(n):
+            b = 2 * (n + k) * (n - k) * b / ((2 * k + 1) * (k + self.ctx.one))
+            s += b * S[k]
+
+        value = s / d
+
+        err = abs(value - self.last)
+        self.last = value
+
+        return value, err
+
+def cohen_alt(ctx):
+    L = cohen_alt_class()
+    L.ctx = ctx
+    return L
+
+cohen_alt.__doc__ = cohen_alt_class.__doc__
+defun(cohen_alt)
+
+
+@defun
+def sumap(ctx, f, interval, integral=None, error=False):
+    r"""
+    Evaluates an infinite series of an analytic summand *f* using the
+    Abel-Plana formula
+
+    .. math ::
+
+        \sum_{k=0}^{\infty} f(k) = \int_0^{\infty} f(t) dt + \frac{1}{2} f(0) +
+            i \int_0^{\infty} \frac{f(it)-f(-it)}{e^{2\pi t}-1} dt.
+
+    Unlike the Euler-Maclaurin formula (see :func:`~mpmath.sumem`),
+    the Abel-Plana formula does not require derivatives. However,
+    it only works when `|f(it)-f(-it)|` does not
+    increase too rapidly with `t`.
+
+    **Examples**
+
+    The Abel-Plana formula is particularly useful when the summand
+    decreases like a power of `k`; for example when the sum is a pure
+    zeta function::
+
+        >>> from mpmath import *
+        >>> mp.dps = 25; mp.pretty = True
+        >>> sumap(lambda k: 1/k**2.5, [1,inf])
+        1.34148725725091717975677
+        >>> zeta(2.5)
+        1.34148725725091717975677
+        >>> sumap(lambda k: 1/(k+1j)**(2.5+2.5j), [1,inf])
+        (-3.385361068546473342286084 - 0.7432082105196321803869551j)
+        >>> zeta(2.5+2.5j, 1+1j)
+        (-3.385361068546473342286084 - 0.7432082105196321803869551j)
+
+    If the series is alternating, numerical quadrature along the real
+    line is likely to give poor results, so it is better to evaluate
+    the first term symbolically whenever possible:
+
+        >>> n=3; z=-0.75
+        >>> I = expint(n,-log(z))
+        >>> chop(sumap(lambda k: z**k / k**n, [1,inf], integral=I))
+        -0.6917036036904594510141448
+        >>> polylog(n,z)
+        -0.6917036036904594510141448
+
+    """
+    prec = ctx.prec
+    try:
+        ctx.prec += 10
+        a, b = interval
+        if  b != ctx.inf:
+            raise ValueError("b should be equal to ctx.inf")
+        g = lambda x: f(x+a)
+        if integral is None:
+            i1, err1 = ctx.quad(g, [0,ctx.inf], error=True)
+        else:
+            i1, err1 = integral, 0
+        j = ctx.j
+        p = ctx.pi * 2
+        if ctx._is_real_type(i1):
+            h = lambda t: -2 * ctx.im(g(j*t)) / ctx.expm1(p*t)
+        else:
+            h = lambda t: j*(g(j*t)-g(-j*t)) / ctx.expm1(p*t)
+        i2, err2 = ctx.quad(h, [0,ctx.inf], error=True)
+        err = err1+err2
+        v = i1+i2+0.5*g(ctx.mpf(0))
+    finally:
+        ctx.prec = prec
+    if error:
+        return +v, err
+    return +v
+
+
+@defun
+def sumem(ctx, f, interval, tol=None, reject=10, integral=None,
+    adiffs=None, bdiffs=None, verbose=False, error=False,
+    _fast_abort=False):
+    r"""
+    Uses the Euler-Maclaurin formula to compute an approximation accurate
+    to within ``tol`` (which defaults to the present epsilon) of the sum
+
+    .. math ::
+
+        S = \sum_{k=a}^b f(k)
+
+    where `(a,b)` are given by ``interval`` and `a` or `b` may be
+    infinite. The approximation is
+
+    .. math ::
+
+        S \sim \int_a^b f(x) \,dx + \frac{f(a)+f(b)}{2} +
+        \sum_{k=1}^{\infty} \frac{B_{2k}}{(2k)!}
+        \left(f^{(2k-1)}(b)-f^{(2k-1)}(a)\right).
+
+    The last sum in the Euler-Maclaurin formula is not generally
+    convergent (a notable exception is if `f` is a polynomial, in
+    which case Euler-Maclaurin actually gives an exact result).
+
+    The summation is stopped as soon as the quotient between two
+    consecutive terms falls below *reject*. That is, by default
+    (*reject* = 10), the summation is continued as long as each
+    term adds at least one decimal.
+
+    Although not convergent, convergence to a given tolerance can
+    often be "forced" if `b = \infty` by summing up to `a+N` and then
+    applying the Euler-Maclaurin formula to the sum over the range
+    `(a+N+1, \ldots, \infty)`. This procedure is implemented by
+    :func:`~mpmath.nsum`.
+
+    By default numerical quadrature and differentiation is used.
+    If the symbolic values of the integral and endpoint derivatives
+    are known, it is more efficient to pass the value of the
+    integral explicitly as ``integral`` and the derivatives
+    explicitly as ``adiffs`` and ``bdiffs``. The derivatives
+    should be given as iterables that yield
+    `f(a), f'(a), f''(a), \ldots` (and the equivalent for `b`).
+
+    **Examples**
+
+    Summation of an infinite series, with automatic and symbolic
+    integral and derivative values (the second should be much faster)::
+
+        >>> from mpmath import *
+        >>> mp.dps = 50; mp.pretty = True
+        >>> sumem(lambda n: 1/n**2, [32, inf])
+        0.03174336652030209012658168043874142714132886413417
+        >>> I = mpf(1)/32
+        >>> D = adiffs=((-1)**n*fac(n+1)*32**(-2-n) for n in range(999))
+        >>> sumem(lambda n: 1/n**2, [32, inf], integral=I, adiffs=D)
+        0.03174336652030209012658168043874142714132886413417
+
+    An exact evaluation of a finite polynomial sum::
+
+        >>> sumem(lambda n: n**5-12*n**2+3*n, [-100000, 200000])
+        10500155000624963999742499550000.0
+        >>> print(sum(n**5-12*n**2+3*n for n in range(-100000, 200001)))
+        10500155000624963999742499550000
+
+    """
+    tol = tol or +ctx.eps
+    interval = ctx._as_points(interval)
+    a = ctx.convert(interval[0])
+    b = ctx.convert(interval[-1])
+    err = ctx.zero
+    prev = 0
+    M = 10000
+    if a == ctx.ninf: adiffs = (0 for n in xrange(M))
+    else:             adiffs = adiffs or ctx.diffs(f, a)
+    if b == ctx.inf:  bdiffs = (0 for n in xrange(M))
+    else:             bdiffs = bdiffs or ctx.diffs(f, b)
+    orig = ctx.prec
+    #verbose = 1
+    try:
+        ctx.prec += 10
+        s = ctx.zero
+        for k, (da, db) in enumerate(izip(adiffs, bdiffs)):
+            if k & 1:
+                term = (db-da) * ctx.bernoulli(k+1) / ctx.factorial(k+1)
+                mag = abs(term)
+                if verbose:
+                    print("term", k, "magnitude =", ctx.nstr(mag))
+                if k > 4 and mag < tol:
+                    s += term
+                    break
+                elif k > 4 and abs(prev) / mag < reject:
+                    err += mag
+                    if _fast_abort:
+                        return [s, (s, err)][error]
+                    if verbose:
+                        print("Failed to converge")
+                    break
+                else:
+                    s += term
+                prev = term
+        # Endpoint correction
+        if a != ctx.ninf: s += f(a)/2
+        if b != ctx.inf: s += f(b)/2
+        # Tail integral
+        if verbose:
+            print("Integrating f(x) from x = %s to %s" % (ctx.nstr(a), ctx.nstr(b)))
+        if integral:
+            s += integral
+        else:
+            integral, ierr = ctx.quad(f, interval, error=True)
+            if verbose:
+                print("Integration error:", ierr)
+            s += integral
+            err += ierr
+    finally:
+        ctx.prec = orig
+    if error:
+        return s, err
+    else:
+        return s
+
+@defun
+def adaptive_extrapolation(ctx, update, emfun, kwargs):
+    option = kwargs.get
+    if ctx._fixed_precision:
+        tol = option('tol', ctx.eps*2**10)
+    else:
+        tol = option('tol', ctx.eps/2**10)
+    verbose = option('verbose', False)
+    maxterms = option('maxterms', ctx.dps*10)
+    method = set(option('method', 'r+s').split('+'))
+    skip = option('skip', 0)
+    steps = iter(option('steps', xrange(10, 10**9, 10)))
+    strict = option('strict')
+    #steps = (10 for i in xrange(1000))
+    summer=[]
+    if 'd' in method or 'direct' in method:
+        TRY_RICHARDSON = TRY_SHANKS = TRY_EULER_MACLAURIN = False
+    else:
+        TRY_RICHARDSON = ('r' in method) or ('richardson' in method)
+        TRY_SHANKS = ('s' in method) or ('shanks' in method)
+        TRY_EULER_MACLAURIN = ('e' in method) or \
+            ('euler-maclaurin' in method)
+
+        def init_levin(m):
+            variant = kwargs.get("levin_variant", "u")
+            if isinstance(variant, str):
+                if variant == "all":
+                    variant = ["u", "v", "t"]
+                else:
+                    variant = [variant]
+            for s in variant:
+                L = levin_class(method = m, variant = s)
+                L.ctx = ctx
+                L.name = m + "(" + s + ")"
+                summer.append(L)
+
+        if ('l' in method) or ('levin' in method):
+            init_levin("levin")
+
+        if ('sidi' in method):
+            init_levin("sidi")
+
+        if ('a' in method) or ('alternating' in method):
+            L = cohen_alt_class()
+            L.ctx = ctx
+            L.name = "alternating"
+            summer.append(L)
+
+    last_richardson_value = 0
+    shanks_table = []
+    index = 0
+    step = 10
+    partial = []
+    best = ctx.zero
+    orig = ctx.prec
+    try:
+        if 'workprec' in kwargs:
+            ctx.prec = kwargs['workprec']
+        elif TRY_RICHARDSON or TRY_SHANKS or len(summer)!=0:
+            ctx.prec = (ctx.prec+10) * 4
+        else:
+            ctx.prec += 30
+        while 1:
+            if index >= maxterms:
+                break
+
+            # Get new batch of terms
+            try:
+                step = next(steps)
+            except StopIteration:
+                pass
+            if verbose:
+                print("-"*70)
+                print("Adding terms #%i-#%i" % (index, index+step))
+            update(partial, xrange(index, index+step))
+            index += step
+
+            # Check direct error
+            best = partial[-1]
+            error = abs(best - partial[-2])
+            if verbose:
+                print("Direct error: %s" % ctx.nstr(error))
+            if error <= tol:
+                return best
+
+            # Check each extrapolation method
+            if TRY_RICHARDSON:
+                value, maxc = ctx.richardson(partial)
+                # Convergence
+                richardson_error = abs(value - last_richardson_value)
+                if verbose:
+                    print("Richardson error: %s" % ctx.nstr(richardson_error))
+                # Convergence
+                if richardson_error <= tol:
+                    return value
+                last_richardson_value = value
+                # Unreliable due to cancellation
+                if ctx.eps*maxc > tol:
+                    if verbose:
+                        print("Ran out of precision for Richardson")
+                    TRY_RICHARDSON = False
+                if richardson_error < error:
+                    error = richardson_error
+                    best = value
+            if TRY_SHANKS:
+                shanks_table = ctx.shanks(partial, shanks_table, randomized=True)
+                row = shanks_table[-1]
+                if len(row) == 2:
+                    est1 = row[-1]
+                    shanks_error = 0
+                else:
+                    est1, maxc, est2 = row[-1], abs(row[-2]), row[-3]
+                    shanks_error = abs(est1-est2)
+                if verbose:
+                    print("Shanks error: %s" % ctx.nstr(shanks_error))
+                if shanks_error <= tol:
+                    return est1
+                if ctx.eps*maxc > tol:
+                    if verbose:
+                        print("Ran out of precision for Shanks")
+                    TRY_SHANKS = False
+                if shanks_error < error:
+                    error = shanks_error
+                    best = est1
+            for L in summer:
+                est, lerror = L.update_psum(partial)
+                if verbose:
+                    print("%s error: %s" % (L.name, ctx.nstr(lerror)))
+                if lerror <= tol:
+                    return est
+                if lerror < error:
+                    error = lerror
+                    best = est
+            if TRY_EULER_MACLAURIN:
+                if ctx.almosteq(ctx.mpc(ctx.sign(partial[-1]) / ctx.sign(partial[-2])), -1):
+                    if verbose:
+                        print ("NOT using Euler-Maclaurin: the series appears"
+                            " to be alternating, so numerical\n quadrature"
+                            " will most likely fail")
+                    TRY_EULER_MACLAURIN = False
+                else:
+                    value, em_error = emfun(index, tol)
+                    value += partial[-1]
+                    if verbose:
+                        print("Euler-Maclaurin error: %s" % ctx.nstr(em_error))
+                    if em_error <= tol:
+                        return value
+                    if em_error < error:
+                        best = value
+    finally:
+        ctx.prec = orig
+    if strict:
+        raise ctx.NoConvergence
+    if verbose:
+        print("Warning: failed to converge to target accuracy")
+    return best
+
+@defun
+def nsum(ctx, f, *intervals, **options):
+    r"""
+    Computes the sum
+
+    .. math :: S = \sum_{k=a}^b f(k)
+
+    where `(a, b)` = *interval*, and where `a = -\infty` and/or
+    `b = \infty` are allowed, or more generally
+
+    .. math :: S = \sum_{k_1=a_1}^{b_1} \cdots
+                   \sum_{k_n=a_n}^{b_n} f(k_1,\ldots,k_n)
+
+    if multiple intervals are given.
+
+    Two examples of infinite series that can be summed by :func:`~mpmath.nsum`,
+    where the first converges rapidly and the second converges slowly,
+    are::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> nsum(lambda n: 1/fac(n), [0, inf])
+        2.71828182845905
+        >>> nsum(lambda n: 1/n**2, [1, inf])
+        1.64493406684823
+
+    When appropriate, :func:`~mpmath.nsum` applies convergence acceleration to
+    accurately estimate the sums of slowly convergent series. If the series is
+    finite, :func:`~mpmath.nsum` currently does not attempt to perform any
+    extrapolation, and simply calls :func:`~mpmath.fsum`.
+
+    Multidimensional infinite series are reduced to a single-dimensional
+    series over expanding hypercubes; if both infinite and finite dimensions
+    are present, the finite ranges are moved innermost. For more advanced
+    control over the summation order, use nested calls to :func:`~mpmath.nsum`,
+    or manually rewrite the sum as a single-dimensional series.
+
+    **Options**
+
+    *tol*
+        Desired maximum final error. Defaults roughly to the
+        epsilon of the working precision.
+
+    *method*
+        Which summation algorithm to use (described below).
+        Default: ``'richardson+shanks'``.
+
+    *maxterms*
+        Cancel after at most this many terms. Default: 10*dps.
+
+    *steps*
+        An iterable giving the number of terms to add between
+        each extrapolation attempt. The default sequence is
+        [10, 20, 30, 40, ...]. For example, if you know that
+        approximately 100 terms will be required, efficiency might be
+        improved by setting this to [100, 10]. Then the first
+        extrapolation will be performed after 100 terms, the second
+        after 110, etc.
+
+    *verbose*
+        Print details about progress.
+
+    *ignore*
+        If enabled, any term that raises ``ArithmeticError``
+        or ``ValueError`` (e.g. through division by zero) is replaced
+        by a zero. This is convenient for lattice sums with
+        a singular term near the origin.
+
+    **Methods**
+
+    Unfortunately, an algorithm that can efficiently sum any infinite
+    series does not exist. :func:`~mpmath.nsum` implements several different
+    algorithms that each work well in different cases. The *method*
+    keyword argument selects a method.
+
+    The default method is ``'r+s'``, i.e. both Richardson extrapolation
+    and Shanks transformation is attempted. A slower method that
+    handles more cases is ``'r+s+e'``. For very high precision
+    summation, or if the summation needs to be fast (for example if
+    multiple sums need to be evaluated), it is a good idea to
+    investigate which one method works best and only use that.
+
+    ``'richardson'`` / ``'r'``:
+        Uses Richardson extrapolation. Provides useful extrapolation
+        when `f(k) \sim P(k)/Q(k)` or when `f(k) \sim (-1)^k P(k)/Q(k)`
+        for polynomials `P` and `Q`. See :func:`~mpmath.richardson` for
+        additional information.
+
+    ``'shanks'`` / ``'s'``:
+        Uses Shanks transformation. Typically provides useful
+        extrapolation when `f(k) \sim c^k` or when successive terms
+        alternate signs. Is able to sum some divergent series.
+        See :func:`~mpmath.shanks` for additional information.
+
+    ``'levin'`` / ``'l'``:
+        Uses the Levin transformation. It performs better than the Shanks
+        transformation for logarithmic convergent or alternating divergent
+        series. The ``'levin_variant'``-keyword selects the variant. Valid
+        choices are "u", "t", "v" and "all" whereby "all" uses all three
+        u,t and v simultanously (This is good for performance comparison in
+        conjunction with "verbose=True"). Instead of the Levin transform one can
+        also use the Sidi-S transform by selecting the method ``'sidi'``.
+        See :func:`~mpmath.levin` for additional details.
+
+    ``'alternating'`` / ``'a'``:
+        This is the convergence acceleration of alternating series developped
+        by Cohen, Villegras and Zagier.
+        See :func:`~mpmath.cohen_alt` for additional details.
+
+    ``'euler-maclaurin'`` / ``'e'``:
+        Uses the Euler-Maclaurin summation formula to approximate
+        the remainder sum by an integral. This requires high-order
+        numerical derivatives and numerical integration. The advantage
+        of this algorithm is that it works regardless of the
+        decay rate of `f`, as long as `f` is sufficiently smooth.
+        See :func:`~mpmath.sumem` for additional information.
+
+    ``'direct'`` / ``'d'``:
+        Does not perform any extrapolation. This can be used
+        (and should only be used for) rapidly convergent series.
+        The summation automatically stops when the terms
+        decrease below the target tolerance.
+
+    **Basic examples**
+
+    A finite sum::
+
+        >>> nsum(lambda k: 1/k, [1, 6])
+        2.45
+
+    Summation of a series going to negative infinity and a doubly
+    infinite series::
+
+        >>> nsum(lambda k: 1/k**2, [-inf, -1])
+        1.64493406684823
+        >>> nsum(lambda k: 1/(1+k**2), [-inf, inf])
+        3.15334809493716
+
+    :func:`~mpmath.nsum` handles sums of complex numbers::
+
+        >>> nsum(lambda k: (0.5+0.25j)**k, [0, inf])
+        (1.6 + 0.8j)
+
+    The following sum converges very rapidly, so it is most
+    efficient to sum it by disabling convergence acceleration::
+
+        >>> mp.dps = 1000
+        >>> a = nsum(lambda k: -(-1)**k * k**2 / fac(2*k), [1, inf],
+        ...     method='direct')
+        >>> b = (cos(1)+sin(1))/4
+        >>> abs(a-b) < mpf('1e-998')
+        True
+
+    **Examples with Richardson extrapolation**
+
+    Richardson extrapolation works well for sums over rational
+    functions, as well as their alternating counterparts::
+
+        >>> mp.dps = 50
+        >>> nsum(lambda k: 1 / k**3, [1, inf],
+        ...     method='richardson')
+        1.2020569031595942853997381615114499907649862923405
+        >>> zeta(3)
+        1.2020569031595942853997381615114499907649862923405
+
+        >>> nsum(lambda n: (n + 3)/(n**3 + n**2), [1, inf],
+        ...     method='richardson')
+        2.9348022005446793094172454999380755676568497036204
+        >>> pi**2/2-2
+        2.9348022005446793094172454999380755676568497036204
+
+        >>> nsum(lambda k: (-1)**k / k**3, [1, inf],
+        ...     method='richardson')
+        -0.90154267736969571404980362113358749307373971925537
+        >>> -3*zeta(3)/4
+        -0.90154267736969571404980362113358749307373971925538
+
+    **Examples with Shanks transformation**
+
+    The Shanks transformation works well for geometric series
+    and typically provides excellent acceleration for Taylor
+    series near the border of their disk of convergence.
+    Here we apply it to a series for `\log(2)`, which can be
+    seen as the Taylor series for `\log(1+x)` with `x = 1`::
+
+        >>> nsum(lambda k: -(-1)**k/k, [1, inf],
+        ...     method='shanks')
+        0.69314718055994530941723212145817656807550013436025
+        >>> log(2)
+        0.69314718055994530941723212145817656807550013436025
+
+    Here we apply it to a slowly convergent geometric series::
+
+        >>> nsum(lambda k: mpf('0.995')**k, [0, inf],
+        ...     method='shanks')
+        200.0
+
+    Finally, Shanks' method works very well for alternating series
+    where `f(k) = (-1)^k g(k)`, and often does so regardless of
+    the exact decay rate of `g(k)`::
+
+        >>> mp.dps = 15
+        >>> nsum(lambda k: (-1)**(k+1) / k**1.5, [1, inf],
+        ...     method='shanks')
+        0.765147024625408
+        >>> (2-sqrt(2))*zeta(1.5)/2
+        0.765147024625408
+
+    The following slowly convergent alternating series has no known
+    closed-form value. Evaluating the sum a second time at higher
+    precision indicates that the value is probably correct::
+
+        >>> nsum(lambda k: (-1)**k / log(k), [2, inf],
+        ...     method='shanks')
+        0.924299897222939
+        >>> mp.dps = 30
+        >>> nsum(lambda k: (-1)**k / log(k), [2, inf],
+        ...     method='shanks')
+        0.92429989722293885595957018136
+
+    **Examples with Levin transformation**
+
+    The following example calculates Euler's constant as the constant term in
+    the Laurent expansion of zeta(s) at s=1. This sum converges extremly slow
+    because of the logarithmic convergence behaviour of the Dirichlet series
+    for zeta.
+
+      >>> mp.dps = 30
+      >>> z = mp.mpf(10) ** (-10)
+      >>> a = mp.nsum(lambda n: n**(-(1+z)), [1, mp.inf], method = "levin") - 1 / z
+      >>> print(mp.chop(a - mp.euler, tol = 1e-10))
+      0.0
+
+    Now we sum the zeta function outside its range of convergence
+    (attention: This does not work at the negative integers!):
+
+      >>> mp.dps = 15
+      >>> w = mp.nsum(lambda n: n ** (2 + 3j), [1, mp.inf], method = "levin", levin_variant = "v")
+      >>> print(mp.chop(w - mp.zeta(-2-3j)))
+      0.0
+
+    The next example resummates an asymptotic series expansion of an integral
+    related to the exponential integral.
+
+      >>> mp.dps = 15
+      >>> z = mp.mpf(10)
+      >>> # exact = mp.quad(lambda x: mp.exp(-x)/(1+x/z),[0,mp.inf])
+      >>> exact = z * mp.exp(z) * mp.expint(1,z) # this is the symbolic expression for the integral
+      >>> w = mp.nsum(lambda n: (-1) ** n * mp.fac(n) * z ** (-n), [0, mp.inf], method = "sidi", levin_variant = "t")
+      >>> print(mp.chop(w - exact))
+      0.0
+
+    Following highly divergent asymptotic expansion needs some care. Firstly we
+    need copious amount of working precision. Secondly the stepsize must not be
+    chosen to large, otherwise nsum may miss the point where the Levin transform
+    converges and reach the point where only numerical garbage is produced due to
+    numerical cancellation.
+
+      >>> mp.dps = 15
+      >>> z = mp.mpf(2)
+      >>> # exact = mp.quad(lambda x: mp.exp( -x * x / 2 - z * x ** 4), [0,mp.inf]) * 2 / mp.sqrt(2 * mp.pi)
+      >>> exact = mp.exp(mp.one / (32 * z)) * mp.besselk(mp.one / 4, mp.one / (32 * z)) / (4 * mp.sqrt(z * mp.pi)) # this is the symbolic expression for the integral
+      >>> w = mp.nsum(lambda n: (-z)**n * mp.fac(4 * n) / (mp.fac(n) * mp.fac(2 * n) * (4 ** n)),
+      ...   [0, mp.inf], method = "levin", levin_variant = "t", workprec = 8*mp.prec, steps = [2] + [1 for x in xrange(1000)])
+      >>> print(mp.chop(w - exact))
+      0.0
+
+    The hypergeoemtric function can also be summed outside its range of convergence:
+
+      >>> mp.dps = 15
+      >>> z = 2 + 1j
+      >>> exact = mp.hyp2f1(2 / mp.mpf(3), 4 / mp.mpf(3), 1 / mp.mpf(3), z)
+      >>> f = lambda n: mp.rf(2 / mp.mpf(3), n) * mp.rf(4 / mp.mpf(3), n) * z**n / (mp.rf(1 / mp.mpf(3), n) * mp.fac(n))
+      >>> v = mp.nsum(f, [0, mp.inf], method = "levin", steps = [10 for x in xrange(1000)])
+      >>> print(mp.chop(exact-v))
+      0.0
+
+    **Examples with Cohen's alternating series resummation**
+
+      The next example sums the alternating zeta function:
+
+      >>> v = mp.nsum(lambda n: (-1)**(n-1) / n, [1, mp.inf], method = "a")
+      >>> print(mp.chop(v - mp.log(2)))
+      0.0
+
+      The derivate of the alternating zeta function outside its range of
+      convergence:
+
+      >>> v = mp.nsum(lambda n: (-1)**n * mp.log(n) * n, [1, mp.inf], method = "a")
+      >>> print(mp.chop(v - mp.diff(lambda s: mp.altzeta(s), -1)))
+      0.0
+
+    **Examples with Euler-Maclaurin summation**
+
+    The sum in the following example has the wrong rate of convergence
+    for either Richardson or Shanks to be effective.
+
+        >>> f = lambda k: log(k)/k**2.5
+        >>> mp.dps = 15
+        >>> nsum(f, [1, inf], method='euler-maclaurin')
+        0.38734195032621
+        >>> -diff(zeta, 2.5)
+        0.38734195032621
+
+    Increasing ``steps`` improves speed at higher precision::
+
+        >>> mp.dps = 50
+        >>> nsum(f, [1, inf], method='euler-maclaurin', steps=[250])
+        0.38734195032620997271199237593105101319948228874688
+        >>> -diff(zeta, 2.5)
+        0.38734195032620997271199237593105101319948228874688
+
+    **Divergent series**
+
+    The Shanks transformation is able to sum some *divergent*
+    series. In particular, it is often able to sum Taylor series
+    beyond their radius of convergence (this is due to a relation
+    between the Shanks transformation and Pade approximations;
+    see :func:`~mpmath.pade` for an alternative way to evaluate divergent
+    Taylor series). Furthermore the Levin-transform examples above
+    contain some divergent series resummation.
+
+    Here we apply it to `\log(1+x)` far outside the region of
+    convergence::
+
+        >>> mp.dps = 50
+        >>> nsum(lambda k: -(-9)**k/k, [1, inf],
+        ...     method='shanks')
+        2.3025850929940456840179914546843642076011014886288
+        >>> log(10)
+        2.3025850929940456840179914546843642076011014886288
+
+    A particular type of divergent series that can be summed
+    using the Shanks transformation is geometric series.
+    The result is the same as using the closed-form formula
+    for an infinite geometric series::
+
+        >>> mp.dps = 15
+        >>> for n in range(-8, 8):
+        ...     if n == 1:
+        ...         continue
+        ...     print("%s %s %s" % (mpf(n), mpf(1)/(1-n),
+        ...         nsum(lambda k: n**k, [0, inf], method='shanks')))
+        ...
+        -8.0 0.111111111111111 0.111111111111111
+        -7.0 0.125 0.125
+        -6.0 0.142857142857143 0.142857142857143
+        -5.0 0.166666666666667 0.166666666666667
+        -4.0 0.2 0.2
+        -3.0 0.25 0.25
+        -2.0 0.333333333333333 0.333333333333333
+        -1.0 0.5 0.5
+        0.0 1.0 1.0
+        2.0 -1.0 -1.0
+        3.0 -0.5 -0.5
+        4.0 -0.333333333333333 -0.333333333333333
+        5.0 -0.25 -0.25
+        6.0 -0.2 -0.2
+        7.0 -0.166666666666667 -0.166666666666667
+
+    **Multidimensional sums**
+
+    Any combination of finite and infinite ranges is allowed for the
+    summation indices::
+
+        >>> mp.dps = 15
+        >>> nsum(lambda x,y: x+y, [2,3], [4,5])
+        28.0
+        >>> nsum(lambda x,y: x/2**y, [1,3], [1,inf])
+        6.0
+        >>> nsum(lambda x,y: y/2**x, [1,inf], [1,3])
+        6.0
+        >>> nsum(lambda x,y,z: z/(2**x*2**y), [1,inf], [1,inf], [3,4])
+        7.0
+        >>> nsum(lambda x,y,z: y/(2**x*2**z), [1,inf], [3,4], [1,inf])
+        7.0
+        >>> nsum(lambda x,y,z: x/(2**z*2**y), [3,4], [1,inf], [1,inf])
+        7.0
+
+    Some nice examples of double series with analytic solutions or
+    reductions to single-dimensional series (see [1])::
+
+        >>> nsum(lambda m, n: 1/2**(m*n), [1,inf], [1,inf])
+        1.60669515241529
+        >>> nsum(lambda n: 1/(2**n-1), [1,inf])
+        1.60669515241529
+
+        >>> nsum(lambda i,j: (-1)**(i+j)/(i**2+j**2), [1,inf], [1,inf])
+        0.278070510848213
+        >>> pi*(pi-3*ln2)/12
+        0.278070510848213
+
+        >>> nsum(lambda i,j: (-1)**(i+j)/(i+j)**2, [1,inf], [1,inf])
+        0.129319852864168
+        >>> altzeta(2) - altzeta(1)
+        0.129319852864168
+
+        >>> nsum(lambda i,j: (-1)**(i+j)/(i+j)**3, [1,inf], [1,inf])
+        0.0790756439455825
+        >>> altzeta(3) - altzeta(2)
+        0.0790756439455825
+
+        >>> nsum(lambda m,n: m**2*n/(3**m*(n*3**m+m*3**n)),
+        ...     [1,inf], [1,inf])
+        0.28125
+        >>> mpf(9)/32
+        0.28125
+
+        >>> nsum(lambda i,j: fac(i-1)*fac(j-1)/fac(i+j),
+        ...     [1,inf], [1,inf], workprec=400)
+        1.64493406684823
+        >>> zeta(2)
+        1.64493406684823
+
+    A hard example of a multidimensional sum is the Madelung constant
+    in three dimensions (see [2]). The defining sum converges very
+    slowly and only conditionally, so :func:`~mpmath.nsum` is lucky to
+    obtain an accurate value through convergence acceleration. The
+    second evaluation below uses a much more efficient, rapidly
+    convergent 2D sum::
+
+        >>> nsum(lambda x,y,z: (-1)**(x+y+z)/(x*x+y*y+z*z)**0.5,
+        ...     [-inf,inf], [-inf,inf], [-inf,inf], ignore=True)
+        -1.74756459463318
+        >>> nsum(lambda x,y: -12*pi*sech(0.5*pi * \
+        ...     sqrt((2*x+1)**2+(2*y+1)**2))**2, [0,inf], [0,inf])
+        -1.74756459463318
+
+    Another example of a lattice sum in 2D::
+
+        >>> nsum(lambda x,y: (-1)**(x+y) / (x**2+y**2), [-inf,inf],
+        ...     [-inf,inf], ignore=True)
+        -2.1775860903036
+        >>> -pi*ln2
+        -2.1775860903036
+
+    An example of an Eisenstein series::
+
+        >>> nsum(lambda m,n: (m+n*1j)**(-4), [-inf,inf], [-inf,inf],
+        ...     ignore=True)
+        (3.1512120021539 + 0.0j)
+
+    **References**
+
+    1. [Weisstein]_ http://mathworld.wolfram.com/DoubleSeries.html,
+    2. [Weisstein]_ http://mathworld.wolfram.com/MadelungConstants.html
+
+    """
+    infinite, g = standardize(ctx, f, intervals, options)
+    if not infinite:
+        return +g()
+
+    def update(partial_sums, indices):
+        if partial_sums:
+            psum = partial_sums[-1]
+        else:
+            psum = ctx.zero
+        for k in indices:
+            psum = psum + g(ctx.mpf(k))
+            partial_sums.append(psum)
+
+    prec = ctx.prec
+
+    def emfun(point, tol):
+        workprec = ctx.prec
+        ctx.prec = prec + 10
+        v = ctx.sumem(g, [point, ctx.inf], tol, error=1)
+        ctx.prec = workprec
+        return v
+
+    return +ctx.adaptive_extrapolation(update, emfun, options)
+
+
+def wrapsafe(f):
+    def g(*args):
+        try:
+            return f(*args)
+        except (ArithmeticError, ValueError):
+            return 0
+    return g
+
+def standardize(ctx, f, intervals, options):
+    if options.get("ignore"):
+        f = wrapsafe(f)
+    finite = []
+    infinite = []
+    for k, points in enumerate(intervals):
+        a, b = ctx._as_points(points)
+        if b < a:
+            return False, (lambda: ctx.zero)
+        if a == ctx.ninf or b == ctx.inf:
+            infinite.append((k, (a,b)))
+        else:
+            finite.append((k, (int(a), int(b))))
+    if finite:
+        f = fold_finite(ctx, f, finite)
+        if not infinite:
+            return False, lambda: f(*([0]*len(intervals)))
+    if infinite:
+        f = standardize_infinite(ctx, f, infinite)
+        f = fold_infinite(ctx, f, infinite)
+        args = [0] * len(intervals)
+        d = infinite[0][0]
+        def g(k):
+            args[d] = k
+            return f(*args)
+        return True, g
+
+# backwards compatible itertools.product
+def cartesian_product(args):
+    pools = map(tuple, args)
+    result = [[]]
+    for pool in pools:
+        result = [x+[y] for x in result for y in pool]
+    for prod in result:
+        yield tuple(prod)
+
+def fold_finite(ctx, f, intervals):
+    if not intervals:
+        return f
+    indices = [v[0] for v in intervals]
+    points = [v[1] for v in intervals]
+    ranges = [xrange(a, b+1) for (a,b) in points]
+    def g(*args):
+        args = list(args)
+        s = ctx.zero
+        for xs in cartesian_product(ranges):
+            for dim, x in zip(indices, xs):
+                args[dim] = ctx.mpf(x)
+            s += f(*args)
+        return s
+    #print "Folded finite", indices
+    return g
+
+# Standardize each interval to [0,inf]
+def standardize_infinite(ctx, f, intervals):
+    if not intervals:
+        return f
+    dim, [a,b] = intervals[-1]
+    if a == ctx.ninf:
+        if b == ctx.inf:
+            def g(*args):
+                args = list(args)
+                k = args[dim]
+                if k:
+                    s = f(*args)
+                    args[dim] = -k
+                    s += f(*args)
+                    return s
+                else:
+                    return f(*args)
+        else:
+            def g(*args):
+                args = list(args)
+                args[dim] = b - args[dim]
+                return f(*args)
+    else:
+        def g(*args):
+            args = list(args)
+            args[dim] += a
+            return f(*args)
+    #print "Standardized infinity along dimension", dim, a, b
+    return standardize_infinite(ctx, g, intervals[:-1])
+
+def fold_infinite(ctx, f, intervals):
+    if len(intervals) < 2:
+        return f
+    dim1 = intervals[-2][0]
+    dim2 = intervals[-1][0]
+    # Assume intervals are [0,inf] x [0,inf] x ...
+    def g(*args):
+        args = list(args)
+        #args.insert(dim2, None)
+        n = int(args[dim1])
+        s = ctx.zero
+        #y = ctx.mpf(n)
+        args[dim2] = ctx.mpf(n) #y
+        for x in xrange(n+1):
+            args[dim1] = ctx.mpf(x)
+            s += f(*args)
+        args[dim1] = ctx.mpf(n) #ctx.mpf(n)
+        for y in xrange(n):
+            args[dim2] = ctx.mpf(y)
+            s += f(*args)
+        return s
+    #print "Folded infinite from", len(intervals), "to", (len(intervals)-1)
+    return fold_infinite(ctx, g, intervals[:-1])
+
+@defun
+def nprod(ctx, f, interval, nsum=False, **kwargs):
+    r"""
+    Computes the product
+
+    .. math ::
+
+        P = \prod_{k=a}^b f(k)
+
+    where `(a, b)` = *interval*, and where `a = -\infty` and/or
+    `b = \infty` are allowed.
+
+    By default, :func:`~mpmath.nprod` uses the same extrapolation methods as
+    :func:`~mpmath.nsum`, except applied to the partial products rather than
+    partial sums, and the same keyword options as for :func:`~mpmath.nsum` are
+    supported. If ``nsum=True``, the product is instead computed via
+    :func:`~mpmath.nsum` as
+
+    .. math ::
+
+        P = \exp\left( \sum_{k=a}^b \log(f(k)) \right).
+
+    This is slower, but can sometimes yield better results. It is
+    also required (and used automatically) when Euler-Maclaurin
+    summation is requested.
+
+    **Examples**
+
+    A simple finite product::
+
+        >>> from mpmath import *
+        >>> mp.dps = 25; mp.pretty = True
+        >>> nprod(lambda k: k, [1, 4])
+        24.0
+
+    A large number of infinite products have known exact values,
+    and can therefore be used as a reference. Most of the following
+    examples are taken from MathWorld [1].
+
+    A few infinite products with simple values are::
+
+        >>> 2*nprod(lambda k: (4*k**2)/(4*k**2-1), [1, inf])
+        3.141592653589793238462643
+        >>> nprod(lambda k: (1+1/k)**2/(1+2/k), [1, inf])
+        2.0
+        >>> nprod(lambda k: (k**3-1)/(k**3+1), [2, inf])
+        0.6666666666666666666666667
+        >>> nprod(lambda k: (1-1/k**2), [2, inf])
+        0.5
+
+    Next, several more infinite products with more complicated
+    values::
+
+        >>> nprod(lambda k: exp(1/k**2), [1, inf]); exp(pi**2/6)
+        5.180668317897115748416626
+        5.180668317897115748416626
+
+        >>> nprod(lambda k: (k**2-1)/(k**2+1), [2, inf]); pi*csch(pi)
+        0.2720290549821331629502366
+        0.2720290549821331629502366
+
+        >>> nprod(lambda k: (k**4-1)/(k**4+1), [2, inf])
+        0.8480540493529003921296502
+        >>> pi*sinh(pi)/(cosh(sqrt(2)*pi)-cos(sqrt(2)*pi))
+        0.8480540493529003921296502
+
+        >>> nprod(lambda k: (1+1/k+1/k**2)**2/(1+2/k+3/k**2), [1, inf])
+        1.848936182858244485224927
+        >>> 3*sqrt(2)*cosh(pi*sqrt(3)/2)**2*csch(pi*sqrt(2))/pi
+        1.848936182858244485224927
+
+        >>> nprod(lambda k: (1-1/k**4), [2, inf]); sinh(pi)/(4*pi)
+        0.9190194775937444301739244
+        0.9190194775937444301739244
+
+        >>> nprod(lambda k: (1-1/k**6), [2, inf])
+        0.9826842777421925183244759
+        >>> (1+cosh(pi*sqrt(3)))/(12*pi**2)
+        0.9826842777421925183244759
+
+        >>> nprod(lambda k: (1+1/k**2), [2, inf]); sinh(pi)/(2*pi)
+        1.838038955187488860347849
+        1.838038955187488860347849
+
+        >>> nprod(lambda n: (1+1/n)**n * exp(1/(2*n)-1), [1, inf])
+        1.447255926890365298959138
+        >>> exp(1+euler/2)/sqrt(2*pi)
+        1.447255926890365298959138
+
+    The following two products are equivalent and can be evaluated in
+    terms of a Jacobi theta function. Pi can be replaced by any value
+    (as long as convergence is preserved)::
+
+        >>> nprod(lambda k: (1-pi**-k)/(1+pi**-k), [1, inf])
+        0.3838451207481672404778686
+        >>> nprod(lambda k: tanh(k*log(pi)/2), [1, inf])
+        0.3838451207481672404778686
+        >>> jtheta(4,0,1/pi)
+        0.3838451207481672404778686
+
+    This product does not have a known closed form value::
+
+        >>> nprod(lambda k: (1-1/2**k), [1, inf])
+        0.2887880950866024212788997
+
+    A product taken from `-\infty`::
+
+        >>> nprod(lambda k: 1-k**(-3), [-inf,-2])
+        0.8093965973662901095786805
+        >>> cosh(pi*sqrt(3)/2)/(3*pi)
+        0.8093965973662901095786805
+
+    A doubly infinite product::
+
+        >>> nprod(lambda k: exp(1/(1+k**2)), [-inf, inf])
+        23.41432688231864337420035
+        >>> exp(pi/tanh(pi))
+        23.41432688231864337420035
+
+    A product requiring the use of Euler-Maclaurin summation to compute
+    an accurate value::
+
+        >>> nprod(lambda k: (1-1/k**2.5), [2, inf], method='e')
+        0.696155111336231052898125
+
+    **References**
+
+    1. [Weisstein]_ http://mathworld.wolfram.com/InfiniteProduct.html
+
+    """
+    if nsum or ('e' in kwargs.get('method', '')):
+        orig = ctx.prec
+        try:
+            # TODO: we are evaluating log(1+eps) -> eps, which is
+            # inaccurate. This currently works because nsum greatly
+            # increases the working precision. But we should be
+            # more intelligent and handle the precision here.
+            ctx.prec += 10
+            v = ctx.nsum(lambda n: ctx.ln(f(n)), interval, **kwargs)
+        finally:
+            ctx.prec = orig
+        return +ctx.exp(v)
+
+    a, b = ctx._as_points(interval)
+    if a == ctx.ninf:
+        if b == ctx.inf:
+            return f(0) * ctx.nprod(lambda k: f(-k) * f(k), [1, ctx.inf], **kwargs)
+        return ctx.nprod(f, [-b, ctx.inf], **kwargs)
+    elif b != ctx.inf:
+        return ctx.fprod(f(ctx.mpf(k)) for k in xrange(int(a), int(b)+1))
+
+    a = int(a)
+
+    def update(partial_products, indices):
+        if partial_products:
+            pprod = partial_products[-1]
+        else:
+            pprod = ctx.one
+        for k in indices:
+            pprod = pprod * f(a + ctx.mpf(k))
+            partial_products.append(pprod)
+
+    return +ctx.adaptive_extrapolation(update, None, kwargs)
+
+
+@defun
+def limit(ctx, f, x, direction=1, exp=False, **kwargs):
+    r"""
+    Computes an estimate of the limit
+
+    .. math ::
+
+        \lim_{t \to x} f(t)
+
+    where `x` may be finite or infinite.
+
+    For finite `x`, :func:`~mpmath.limit` evaluates `f(x + d/n)` for
+    consecutive integer values of `n`, where the approach direction
+    `d` may be specified using the *direction* keyword argument.
+    For infinite `x`, :func:`~mpmath.limit` evaluates values of
+    `f(\mathrm{sign}(x) \cdot n)`.
+
+    If the approach to the limit is not sufficiently fast to give
+    an accurate estimate directly, :func:`~mpmath.limit` attempts to find
+    the limit using Richardson extrapolation or the Shanks
+    transformation. You can select between these methods using
+    the *method* keyword (see documentation of :func:`~mpmath.nsum` for
+    more information).
+
+    **Options**
+
+    The following options are available with essentially the
+    same meaning as for :func:`~mpmath.nsum`: *tol*, *method*, *maxterms*,
+    *steps*, *verbose*.
+
+    If the option *exp=True* is set, `f` will be
+    sampled at exponentially spaced points `n = 2^1, 2^2, 2^3, \ldots`
+    instead of the linearly spaced points `n = 1, 2, 3, \ldots`.
+    This can sometimes improve the rate of convergence so that
+    :func:`~mpmath.limit` may return a more accurate answer (and faster).
+    However, do note that this can only be used if `f`
+    supports fast and accurate evaluation for arguments that
+    are extremely close to the limit point (or if infinite,
+    very large arguments).
+
+    **Examples**
+
+    A basic evaluation of a removable singularity::
+
+        >>> from mpmath import *
+        >>> mp.dps = 30; mp.pretty = True
+        >>> limit(lambda x: (x-sin(x))/x**3, 0)
+        0.166666666666666666666666666667
+
+    Computing the exponential function using its limit definition::
+
+        >>> limit(lambda n: (1+3/n)**n, inf)
+        20.0855369231876677409285296546
+        >>> exp(3)
+        20.0855369231876677409285296546
+
+    A limit for `\pi`::
+
+        >>> f = lambda n: 2**(4*n+1)*fac(n)**4/(2*n+1)/fac(2*n)**2
+        >>> limit(f, inf)
+        3.14159265358979323846264338328
+
+    Calculating the coefficient in Stirling's formula::
+
+        >>> limit(lambda n: fac(n) / (sqrt(n)*(n/e)**n), inf)
+        2.50662827463100050241576528481
+        >>> sqrt(2*pi)
+        2.50662827463100050241576528481
+
+    Evaluating Euler's constant `\gamma` using the limit representation
+
+    .. math ::
+
+        \gamma = \lim_{n \rightarrow \infty } \left[ \left(
+        \sum_{k=1}^n \frac{1}{k} \right) - \log(n) \right]
+
+    (which converges notoriously slowly)::
+
+        >>> f = lambda n: sum([mpf(1)/k for k in range(1,int(n)+1)]) - log(n)
+        >>> limit(f, inf)
+        0.577215664901532860606512090082
+        >>> +euler
+        0.577215664901532860606512090082
+
+    With default settings, the following limit converges too slowly
+    to be evaluated accurately. Changing to exponential sampling
+    however gives a perfect result::
+
+        >>> f = lambda x: sqrt(x**3+x**2)/(sqrt(x**3)+x)
+        >>> limit(f, inf)
+        0.992831158558330281129249686491
+        >>> limit(f, inf, exp=True)
+        1.0
+
+    """
+
+    if ctx.isinf(x):
+        direction = ctx.sign(x)
+        g = lambda k: f(ctx.mpf(k+1)*direction)
+    else:
+        direction *= ctx.one
+        g = lambda k: f(x + direction/(k+1))
+    if exp:
+        h = g
+        g = lambda k: h(2**k)
+
+    def update(values, indices):
+        for k in indices:
+            values.append(g(k+1))
+
+    # XXX: steps used by nsum don't work well
+    if not 'steps' in kwargs:
+        kwargs['steps'] = [10]
+
+    return +ctx.adaptive_extrapolation(update, None, kwargs)

MLPY/Lib/site-packages/mpmath/calculus/inverselaplace.py

@@ -0,0 +1,973 @@
+# contributed to mpmath by Kristopher L. Kuhlman, February 2017
+# contributed to mpmath by Guillermo Navas-Palencia, February 2022
+
+class InverseLaplaceTransform(object):
+    r"""
+    Inverse Laplace transform methods are implemented using this
+    class, in order to simplify the code and provide a common
+    infrastructure.
+
+    Implement a custom inverse Laplace transform algorithm by
+    subclassing :class:`InverseLaplaceTransform` and implementing the
+    appropriate methods. The subclass can then be used by
+    :func:`~mpmath.invertlaplace` by passing it as the *method*
+    argument.
+    """
+
+    def __init__(self, ctx):
+        self.ctx = ctx
+
+    def calc_laplace_parameter(self, t, **kwargs):
+        r"""
+        Determine the vector of Laplace parameter values needed for an
+        algorithm, this will depend on the choice of algorithm (de
+        Hoog is default), the algorithm-specific parameters passed (or
+        default ones), and desired time.
+        """
+        raise NotImplementedError
+
+    def calc_time_domain_solution(self, fp):
+        r"""
+        Compute the time domain solution, after computing the
+        Laplace-space function evaluations at the abscissa required
+        for the algorithm. Abscissa computed for one algorithm are
+        typically not useful for another algorithm.
+        """
+        raise NotImplementedError
+
+
+class FixedTalbot(InverseLaplaceTransform):
+
+    def calc_laplace_parameter(self, t, **kwargs):
+        r"""The "fixed" Talbot method deforms the Bromwich contour towards
+        `-\infty` in the shape of a parabola. Traditionally the Talbot
+        algorithm has adjustable parameters, but the "fixed" version
+        does not. The `r` parameter could be passed in as a parameter,
+        if you want to override the default given by (Abate & Valko,
+        2004).
+
+        The Laplace parameter is sampled along a parabola opening
+        along the negative imaginary axis, with the base of the
+        parabola along the real axis at
+        `p=\frac{r}{t_\mathrm{max}}`. As the number of terms used in
+        the approximation (degree) grows, the abscissa required for
+        function evaluation tend towards `-\infty`, requiring high
+        precision to prevent overflow.  If any poles, branch cuts or
+        other singularities exist such that the deformed Bromwich
+        contour lies to the left of the singularity, the method will
+        fail.
+
+        **Optional arguments**
+
+        :class:`~mpmath.calculus.inverselaplace.FixedTalbot.calc_laplace_parameter`
+        recognizes the following keywords
+
+        *tmax*
+            maximum time associated with vector of times
+            (typically just the time requested)
+        *degree*
+            integer order of approximation (M = number of terms)
+        *r*
+            abscissa for `p_0` (otherwise computed using rule
+            of thumb `2M/5`)
+
+        The working precision will be increased according to a rule of
+        thumb. If 'degree' is not specified, the working precision and
+        degree are chosen to hopefully achieve the dps of the calling
+        context. If 'degree' is specified, the working precision is
+        chosen to achieve maximum resulting precision for the
+        specified degree.
+
+        .. math ::
+
+            p_0=\frac{r}{t}
+
+        .. math ::
+
+            p_i=\frac{i r \pi}{Mt_\mathrm{max}}\left[\cot\left(
+            \frac{i\pi}{M}\right) + j \right] \qquad 1\le i <M
+
+        where `j=\sqrt{-1}`, `r=2M/5`, and `t_\mathrm{max}` is the
+        maximum specified time.
+
+        """
+
+        # required
+        # ------------------------------
+        # time of desired approximation
+        self.t = self.ctx.convert(t)
+
+        # optional
+        # ------------------------------
+        # maximum time desired (used for scaling) default is requested
+        # time.
+        self.tmax = self.ctx.convert(kwargs.get('tmax', self.t))
+
+        # empirical relationships used here based on a linear fit of
+        # requested and delivered dps for exponentially decaying time
+        # functions for requested dps up to 512.
+
+        if 'degree' in kwargs:
+            self.degree = kwargs['degree']
+            self.dps_goal = self.degree
+        else:
+            self.dps_goal = int(1.72*self.ctx.dps)
+            self.degree = max(12, int(1.38*self.dps_goal))
+
+        M = self.degree
+
+        # this is adjusting the dps of the calling context hopefully
+        # the caller doesn't monkey around with it between calling
+        # this routine and calc_time_domain_solution()
+        self.dps_orig = self.ctx.dps
+        self.ctx.dps = self.dps_goal
+
+        # Abate & Valko rule of thumb for r parameter
+        self.r = kwargs.get('r', self.ctx.fraction(2, 5)*M)
+
+        self.theta = self.ctx.linspace(0.0, self.ctx.pi, M+1)
+
+        self.cot_theta = self.ctx.matrix(M, 1)
+        self.cot_theta[0] = 0  # not used
+
+        # all but time-dependent part of p
+        self.delta = self.ctx.matrix(M, 1)
+        self.delta[0] = self.r
+
+        for i in range(1, M):
+            self.cot_theta[i] = self.ctx.cot(self.theta[i])
+            self.delta[i] = self.r*self.theta[i]*(self.cot_theta[i] + 1j)
+
+        self.p = self.ctx.matrix(M, 1)
+        self.p = self.delta/self.tmax
+
+        # NB: p is complex (mpc)
+
+    def calc_time_domain_solution(self, fp, t, manual_prec=False):
+        r"""The fixed Talbot time-domain solution is computed from the
+        Laplace-space function evaluations using
+
+        .. math ::
+
+            f(t,M)=\frac{2}{5t}\sum_{k=0}^{M-1}\Re \left[
+            \gamma_k \bar{f}(p_k)\right]
+
+        where
+
+        .. math ::
+
+            \gamma_0 = \frac{1}{2}e^{r}\bar{f}(p_0)
+
+        .. math ::
+
+            \gamma_k = e^{tp_k}\left\lbrace 1 + \frac{jk\pi}{M}\left[1 +
+            \cot \left( \frac{k \pi}{M} \right)^2 \right] - j\cot\left(
+            \frac{k \pi}{M}\right)\right \rbrace \qquad 1\le k<M.
+
+        Again, `j=\sqrt{-1}`.
+
+        Before calling this function, call
+        :class:`~mpmath.calculus.inverselaplace.FixedTalbot.calc_laplace_parameter`
+        to set the parameters and compute the required coefficients.
+
+        **References**
+
+        1. Abate, J., P. Valko (2004). Multi-precision Laplace
+           transform inversion. *International Journal for Numerical
+           Methods in Engineering* 60:979-993,
+           http://dx.doi.org/10.1002/nme.995
+        2. Talbot, A. (1979). The accurate numerical inversion of
+           Laplace transforms. *IMA Journal of Applied Mathematics*
+           23(1):97, http://dx.doi.org/10.1093/imamat/23.1.97
+        """
+
+        # required
+        # ------------------------------
+        self.t = self.ctx.convert(t)
+
+        # assume fp was computed from p matrix returned from
+        # calc_laplace_parameter(), so is already a list or matrix of
+        # mpmath 'mpc' types
+
+        # these were computed in previous call to
+        # calc_laplace_parameter()
+        theta = self.theta
+        delta = self.delta
+        M = self.degree
+        p = self.p
+        r = self.r
+
+        ans = self.ctx.matrix(M, 1)
+        ans[0] = self.ctx.exp(delta[0])*fp[0]/2
+
+        for i in range(1, M):
+            ans[i] = self.ctx.exp(delta[i])*fp[i]*(
+                1 + 1j*theta[i]*(1 + self.cot_theta[i]**2) -
+                1j*self.cot_theta[i])
+
+        result = self.ctx.fraction(2, 5)*self.ctx.fsum(ans)/self.t
+
+        # setting dps back to value when calc_laplace_parameter was
+        # called, unless flag is set.
+        if not manual_prec:
+            self.ctx.dps = self.dps_orig
+
+        return result.real
+
+
+# ****************************************
+
+class Stehfest(InverseLaplaceTransform):
+
+    def calc_laplace_parameter(self, t, **kwargs):
+        r"""
+        The Gaver-Stehfest method is a discrete approximation of the
+        Widder-Post inversion algorithm, rather than a direct
+        approximation of the Bromwich contour integral.
+
+        The method abscissa along the real axis, and therefore has
+        issues inverting oscillatory functions (which have poles in
+        pairs away from the real axis).
+
+        The working precision will be increased according to a rule of
+        thumb. If 'degree' is not specified, the working precision and
+        degree are chosen to hopefully achieve the dps of the calling
+        context. If 'degree' is specified, the working precision is
+        chosen to achieve maximum resulting precision for the
+        specified degree.
+
+        .. math ::
+
+            p_k = \frac{k \log 2}{t} \qquad 1 \le k \le M
+        """
+
+        # required
+        # ------------------------------
+        # time of desired approximation
+        self.t = self.ctx.convert(t)
+
+        # optional
+        # ------------------------------
+
+        # empirical relationships used here based on a linear fit of
+        # requested and delivered dps for exponentially decaying time
+        # functions for requested dps up to 512.
+
+        if 'degree' in kwargs:
+            self.degree = kwargs['degree']
+            self.dps_goal = int(1.38*self.degree)
+        else:
+            self.dps_goal = int(2.93*self.ctx.dps)
+            self.degree = max(16, self.dps_goal)
+
+        # _coeff routine requires even degree
+        if self.degree % 2 > 0:
+            self.degree += 1
+
+        M = self.degree
+
+        # this is adjusting the dps of the calling context
+        # hopefully the caller doesn't monkey around with it
+        # between calling this routine and calc_time_domain_solution()
+        self.dps_orig = self.ctx.dps
+        self.ctx.dps = self.dps_goal
+
+        self.V = self._coeff()
+        self.p = self.ctx.matrix(self.ctx.arange(1, M+1))*self.ctx.ln2/self.t
+
+        # NB: p is real (mpf)
+
+    def _coeff(self):
+        r"""Salzer summation weights (aka, "Stehfest coefficients")
+        only depend on the approximation order (M) and the precision"""
+
+        M = self.degree
+        M2 = int(M/2)  # checked earlier that M is even
+
+        V = self.ctx.matrix(M, 1)
+
+        # Salzer summation weights
+        # get very large in magnitude and oscillate in sign,
+        # if the precision is not high enough, there will be
+        # catastrophic cancellation
+        for k in range(1, M+1):
+            z = self.ctx.matrix(min(k, M2)+1, 1)
+            for j in range(int((k+1)/2), min(k, M2)+1):
+                z[j] = (self.ctx.power(j, M2)*self.ctx.fac(2*j)/
+                        (self.ctx.fac(M2-j)*self.ctx.fac(j)*
+                         self.ctx.fac(j-1)*self.ctx.fac(k-j)*
+                         self.ctx.fac(2*j-k)))
+            V[k-1] = self.ctx.power(-1, k+M2)*self.ctx.fsum(z)
+
+        return V
+
+    def calc_time_domain_solution(self, fp, t, manual_prec=False):
+        r"""Compute time-domain Stehfest algorithm solution.
+
+        .. math ::
+
+            f(t,M) = \frac{\log 2}{t} \sum_{k=1}^{M} V_k \bar{f}\left(
+            p_k \right)
+
+        where
+
+        .. math ::
+
+            V_k = (-1)^{k + N/2} \sum^{\min(k,N/2)}_{i=\lfloor(k+1)/2 \rfloor}
+            \frac{i^{\frac{N}{2}}(2i)!}{\left(\frac{N}{2}-i \right)! \, i! \,
+            \left(i-1 \right)! \, \left(k-i\right)! \, \left(2i-k \right)!}
+
+        As the degree increases, the abscissa (`p_k`) only increase
+        linearly towards `\infty`, but the Stehfest coefficients
+        (`V_k`) alternate in sign and increase rapidly in sign,
+        requiring high precision to prevent overflow or loss of
+        significance when evaluating the sum.
+
+        **References**
+
+        1. Widder, D. (1941). *The Laplace Transform*. Princeton.
+        2. Stehfest, H. (1970). Algorithm 368: numerical inversion of
+           Laplace transforms. *Communications of the ACM* 13(1):47-49,
+           http://dx.doi.org/10.1145/361953.361969
+
+        """
+
+        # required
+        self.t = self.ctx.convert(t)
+
+        # assume fp was computed from p matrix returned from
+        # calc_laplace_parameter(), so is already
+        # a list or matrix of mpmath 'mpf' types
+
+        result = self.ctx.fdot(self.V, fp)*self.ctx.ln2/self.t
+
+        # setting dps back to value when calc_laplace_parameter was called
+        if not manual_prec:
+            self.ctx.dps = self.dps_orig
+
+        # ignore any small imaginary part
+        return result.real
+
+
+# ****************************************
+
+class deHoog(InverseLaplaceTransform):
+
+    def calc_laplace_parameter(self, t, **kwargs):
+        r"""the de Hoog, Knight & Stokes algorithm is an
+        accelerated form of the Fourier series numerical
+        inverse Laplace transform algorithms.
+
+        .. math ::
+
+            p_k = \gamma + \frac{jk}{T} \qquad 0 \le k < 2M+1
+
+        where
+
+        .. math ::
+
+            \gamma = \alpha - \frac{\log \mathrm{tol}}{2T},
+
+        `j=\sqrt{-1}`, `T = 2t_\mathrm{max}` is a scaled time,
+        `\alpha=10^{-\mathrm{dps\_goal}}` is the real part of the
+        rightmost pole or singularity, which is chosen based on the
+        desired accuracy (assuming the rightmost singularity is 0),
+        and `\mathrm{tol}=10\alpha` is the desired tolerance, which is
+        chosen in relation to `\alpha`.`
+
+        When increasing the degree, the abscissa increase towards
+        `j\infty`, but more slowly than the fixed Talbot
+        algorithm. The de Hoog et al. algorithm typically does better
+        with oscillatory functions of time, and less well-behaved
+        functions. The method tends to be slower than the Talbot and
+        Stehfest algorithsm, especially so at very high precision
+        (e.g., `>500` digits precision).
+
+        """
+
+        # required
+        # ------------------------------
+        self.t = self.ctx.convert(t)
+
+        # optional
+        # ------------------------------
+        self.tmax = kwargs.get('tmax', self.t)
+
+        # empirical relationships used here based on a linear fit of
+        # requested and delivered dps for exponentially decaying time
+        # functions for requested dps up to 512.
+
+        if 'degree' in kwargs:
+            self.degree = kwargs['degree']
+            self.dps_goal = int(1.38*self.degree)
+        else:
+            self.dps_goal = int(self.ctx.dps*1.36)
+            self.degree = max(10, self.dps_goal)
+
+        # 2*M+1 terms in approximation
+        M = self.degree
+
+        # adjust alpha component of abscissa of convergence for higher
+        # precision
+        tmp = self.ctx.power(10.0, -self.dps_goal)
+        self.alpha = self.ctx.convert(kwargs.get('alpha', tmp))
+
+        # desired tolerance (here simply related to alpha)
+        self.tol = self.ctx.convert(kwargs.get('tol', self.alpha*10.0))
+        self.np = 2*self.degree+1  # number of terms in approximation
+
+        # this is adjusting the dps of the calling context
+        # hopefully the caller doesn't monkey around with it
+        # between calling this routine and calc_time_domain_solution()
+        self.dps_orig = self.ctx.dps
+        self.ctx.dps = self.dps_goal
+
+        # scaling factor (likely tun-able, but 2 is typical)
+        self.scale = kwargs.get('scale', 2)
+        self.T = self.ctx.convert(kwargs.get('T', self.scale*self.tmax))
+
+        self.p = self.ctx.matrix(2*M+1, 1)
+        self.gamma = self.alpha - self.ctx.log(self.tol)/(self.scale*self.T)
+        self.p = (self.gamma + self.ctx.pi*
+                  self.ctx.matrix(self.ctx.arange(self.np))/self.T*1j)
+
+        # NB: p is complex (mpc)
+
+    def calc_time_domain_solution(self, fp, t, manual_prec=False):
+        r"""Calculate time-domain solution for
+        de Hoog, Knight & Stokes algorithm.
+
+        The un-accelerated Fourier series approach is:
+
+        .. math ::
+
+            f(t,2M+1) = \frac{e^{\gamma t}}{T} \sum_{k=0}^{2M}{}^{'}
+            \Re\left[\bar{f}\left( p_k \right)
+            e^{i\pi t/T} \right],
+
+        where the prime on the summation indicates the first term is halved.
+
+        This simplistic approach requires so many function evaluations
+        that it is not practical. Non-linear acceleration is
+        accomplished via Pade-approximation and an analytic expression
+        for the remainder of the continued fraction. See the original
+        paper (reference 2 below) a detailed description of the
+        numerical approach.
+
+        **References**
+
+        1. Davies, B. (2005). *Integral Transforms and their
+           Applications*, Third Edition. Springer.
+        2. de Hoog, F., J. Knight, A. Stokes (1982). An improved
+           method for numerical inversion of Laplace transforms. *SIAM
+           Journal of Scientific and Statistical Computing* 3:357-366,
+           http://dx.doi.org/10.1137/0903022
+
+        """
+
+        M = self.degree
+        np = self.np
+        T = self.T
+
+        self.t = self.ctx.convert(t)
+
+        # would it be useful to try re-using
+        # space between e&q and A&B?
+        e = self.ctx.zeros(np, M+1)
+        q = self.ctx.matrix(2*M, M)
+        d = self.ctx.matrix(np, 1)
+        A = self.ctx.zeros(np+1, 1)
+        B = self.ctx.ones(np+1, 1)
+
+        # initialize Q-D table
+        e[:, 0] = 0.0 + 0j
+        q[0, 0] = fp[1]/(fp[0]/2)
+        for i in range(1, 2*M):
+            q[i, 0] = fp[i+1]/fp[i]
+
+        # rhombus rule for filling triangular Q-D table (e & q)
+        for r in range(1, M+1):
+            # start with e, column 1, 0:2*M-2
+            mr = 2*(M-r) + 1
+            e[0:mr, r] = q[1:mr+1, r-1] - q[0:mr, r-1] + e[1:mr+1, r-1]
+            if not r == M:
+                rq = r+1
+                mr = 2*(M-rq)+1 + 2
+                for i in range(mr):
+                    q[i, rq-1] = q[i+1, rq-2]*e[i+1, rq-1]/e[i, rq-1]
+
+        # build up continued fraction coefficients (d)
+        d[0] = fp[0]/2
+        for r in range(1, M+1):
+            d[2*r-1] = -q[0, r-1]  # even terms
+            d[2*r]   = -e[0, r]    # odd terms
+
+        # seed A and B for recurrence
+        A[0] = 0.0 + 0.0j
+        A[1] = d[0]
+        B[0:2] = 1.0 + 0.0j
+
+        # base of the power series
+        z = self.ctx.expjpi(self.t/T)  # i*pi is already in fcn
+
+        # coefficients of Pade approximation (A & B)
+        # using recurrence for all but last term
+        for i in range(1, 2*M):
+            A[i+1] = A[i] + d[i]*A[i-1]*z
+            B[i+1] = B[i] + d[i]*B[i-1]*z
+
+        # "improved remainder" to continued fraction
+        brem = (1 + (d[2*M-1] - d[2*M])*z)/2
+        # powm1(x,y) computes x^y - 1 more accurately near zero
+        rem = brem*self.ctx.powm1(1 + d[2*M]*z/brem,
+                                  self.ctx.fraction(1, 2))
+
+        # last term of recurrence using new remainder
+        A[np] = A[2*M] + rem*A[2*M-1]
+        B[np] = B[2*M] + rem*B[2*M-1]
+
+        # diagonal Pade approximation
+        # F=A/B represents accelerated trapezoid rule
+        result = self.ctx.exp(self.gamma*self.t)/T*(A[np]/B[np]).real
+
+        # setting dps back to value when calc_laplace_parameter was called
+        if not manual_prec:
+            self.ctx.dps = self.dps_orig
+
+        return result
+
+
+# ****************************************
+
+class Cohen(InverseLaplaceTransform):
+
+    def calc_laplace_parameter(self, t, **kwargs):
+        r"""The Cohen algorithm accelerates the convergence of the nearly
+        alternating series resulting from the application of the trapezoidal
+        rule to the Bromwich contour inversion integral.
+
+        .. math ::
+
+            p_k = \frac{\gamma}{2 t} + \frac{\pi i k}{t} \qquad 0 \le k < M
+
+        where
+
+        .. math ::
+
+            \gamma = \frac{2}{3} (d + \log(10) + \log(2 t)),
+
+        `d = \mathrm{dps\_goal}`, which is chosen based on the desired
+        accuracy using the method developed in [1] to improve numerical
+        stability. The Cohen algorithm shows robustness similar to the de Hoog
+        et al. algorithm, but it is faster than the fixed Talbot algorithm.
+
+        **Optional arguments**
+
+        *degree*
+            integer order of the approximation (M = number of terms)
+        *alpha*
+            abscissa for `p_0` (controls the discretization error)
+
+        The working precision will be increased according to a rule of
+        thumb. If 'degree' is not specified, the working precision and
+        degree are chosen to hopefully achieve the dps of the calling
+        context. If 'degree' is specified, the working precision is
+        chosen to achieve maximum resulting precision for the
+        specified degree.
+
+        **References**
+
+        1. P. Glasserman, J. Ruiz-Mata (2006). Computing the credit loss
+        distribution in the Gaussian copula model: a comparison of methods.
+        *Journal of Credit Risk* 2(4):33-66, 10.21314/JCR.2006.057
+
+        """
+        self.t = self.ctx.convert(t)
+
+        if 'degree' in kwargs:
+            self.degree = kwargs['degree']
+            self.dps_goal = int(1.5 * self.degree)
+        else:
+            self.dps_goal = int(self.ctx.dps * 1.74)
+            self.degree = max(22, int(1.31 * self.dps_goal))
+
+        M = self.degree + 1
+
+        # this is adjusting the dps of the calling context hopefully
+        # the caller doesn't monkey around with it between calling
+        # this routine and calc_time_domain_solution()
+        self.dps_orig = self.ctx.dps
+        self.ctx.dps = self.dps_goal
+
+        ttwo = 2 * self.t
+        tmp = self.ctx.dps * self.ctx.log(10) + self.ctx.log(ttwo)
+        tmp = self.ctx.fraction(2, 3) * tmp
+        self.alpha = self.ctx.convert(kwargs.get('alpha', tmp))
+
+        # all but time-dependent part of p
+        a_t = self.alpha / ttwo
+        p_t = self.ctx.pi * 1j / self.t
+
+        self.p = self.ctx.matrix(M, 1)
+        self.p[0] = a_t
+
+        for i in range(1, M):
+            self.p[i] = a_t + i * p_t
+
+    def calc_time_domain_solution(self, fp, t, manual_prec=False):
+        r"""Calculate time-domain solution for Cohen algorithm.
+
+        The accelerated nearly alternating series is:
+
+        .. math ::
+
+            f(t, M) = \frac{e^{\gamma / 2}}{t} \left[\frac{1}{2}
+            \Re\left(\bar{f}\left(\frac{\gamma}{2t}\right) \right) -
+            \sum_{k=0}^{M-1}\frac{c_{M,k}}{d_M}\Re\left(\bar{f}
+            \left(\frac{\gamma + 2(k+1) \pi i}{2t}\right)\right)\right],
+
+        where coefficients `\frac{c_{M, k}}{d_M}` are described in [1].
+
+        1. H. Cohen, F. Rodriguez Villegas, D. Zagier (2000). Convergence
+        acceleration of alternating series. *Experiment. Math* 9(1):3-12
+
+        """
+        self.t = self.ctx.convert(t)
+
+        n = self.degree
+        M = n + 1
+
+        A = self.ctx.matrix(M, 1)
+        for i in range(M):
+            A[i] = fp[i].real
+
+        d = (3 + self.ctx.sqrt(8)) ** n
+        d = (d + 1 / d) / 2
+        b = -self.ctx.one
+        c = -d
+        s = 0
+
+        for k in range(n):
+            c = b - c
+            s = s + c * A[k + 1]
+            b = 2 * (k + n) * (k - n) * b / ((2 * k + 1) * (k + self.ctx.one))
+
+        result = self.ctx.exp(self.alpha / 2) / self.t * (A[0] / 2 - s / d)
+
+        # setting dps back to value when calc_laplace_parameter was
+        # called, unless flag is set.
+        if not manual_prec:
+            self.ctx.dps = self.dps_orig
+
+        return result
+
+
+# ****************************************
+
+class LaplaceTransformInversionMethods(object):
+    def __init__(ctx, *args, **kwargs):
+        ctx._fixed_talbot = FixedTalbot(ctx)
+        ctx._stehfest = Stehfest(ctx)
+        ctx._de_hoog = deHoog(ctx)
+        ctx._cohen = Cohen(ctx)
+
+    def invertlaplace(ctx, f, t, **kwargs):
+        r"""Computes the numerical inverse Laplace transform for a
+        Laplace-space function at a given time.  The function being
+        evaluated is assumed to be a real-valued function of time.
+
+        The user must supply a Laplace-space function `\bar{f}(p)`,
+        and a desired time at which to estimate the time-domain
+        solution `f(t)`.
+
+        A few basic examples of Laplace-space functions with known
+        inverses (see references [1,2]) :
+
+        .. math ::
+
+            \mathcal{L}\left\lbrace f(t) \right\rbrace=\bar{f}(p)
+
+        .. math ::
+
+            \mathcal{L}^{-1}\left\lbrace \bar{f}(p) \right\rbrace = f(t)
+
+        .. math ::
+
+            \bar{f}(p) = \frac{1}{(p+1)^2}
+
+        .. math ::
+
+            f(t) = t e^{-t}
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> tt = [0.001, 0.01, 0.1, 1, 10]
+        >>> fp = lambda p: 1/(p+1)**2
+        >>> ft = lambda t: t*exp(-t)
+        >>> ft(tt[0]),ft(tt[0])-invertlaplace(fp,tt[0],method='talbot')
+        (0.000999000499833375, 8.57923043561212e-20)
+        >>> ft(tt[1]),ft(tt[1])-invertlaplace(fp,tt[1],method='talbot')
+        (0.00990049833749168, 3.27007646698047e-19)
+        >>> ft(tt[2]),ft(tt[2])-invertlaplace(fp,tt[2],method='talbot')
+        (0.090483741803596, -1.75215800052168e-18)
+        >>> ft(tt[3]),ft(tt[3])-invertlaplace(fp,tt[3],method='talbot')
+        (0.367879441171442, 1.2428864009344e-17)
+        >>> ft(tt[4]),ft(tt[4])-invertlaplace(fp,tt[4],method='talbot')
+        (0.000453999297624849, 4.04513489306658e-20)
+
+        The methods also work for higher precision:
+
+        >>> mp.dps = 100; mp.pretty = True
+        >>> nstr(ft(tt[0]),15),nstr(ft(tt[0])-invertlaplace(fp,tt[0],method='talbot'),15)
+        ('0.000999000499833375', '-4.96868310693356e-105')
+        >>> nstr(ft(tt[1]),15),nstr(ft(tt[1])-invertlaplace(fp,tt[1],method='talbot'),15)
+        ('0.00990049833749168', '1.23032291513122e-104')
+
+        .. math ::
+
+            \bar{f}(p) = \frac{1}{p^2+1}
+
+        .. math ::
+
+            f(t) = \mathrm{J}_0(t)
+
+        >>> mp.dps = 15; mp.pretty = True
+        >>> fp = lambda p: 1/sqrt(p*p + 1)
+        >>> ft = lambda t: besselj(0,t)
+        >>> ft(tt[0]),ft(tt[0])-invertlaplace(fp,tt[0],method='dehoog')
+        (0.999999750000016, -6.09717765032273e-18)
+        >>> ft(tt[1]),ft(tt[1])-invertlaplace(fp,tt[1],method='dehoog')
+        (0.99997500015625, -5.61756281076169e-17)
+
+        .. math ::
+
+            \bar{f}(p) = \frac{\log p}{p}
+
+        .. math ::
+
+            f(t) = -\gamma -\log t
+
+        >>> mp.dps = 15; mp.pretty = True
+        >>> fp = lambda p: log(p)/p
+        >>> ft = lambda t: -euler-log(t)
+        >>> ft(tt[0]),ft(tt[0])-invertlaplace(fp,tt[0],method='stehfest')
+        (6.3305396140806, -1.92126634837863e-16)
+        >>> ft(tt[1]),ft(tt[1])-invertlaplace(fp,tt[1],method='stehfest')
+        (4.02795452108656, -4.81486093200704e-16)
+
+        **Options**
+
+        :func:`~mpmath.invertlaplace` recognizes the following optional
+        keywords valid for all methods:
+
+        *method*
+            Chooses numerical inverse Laplace transform algorithm
+            (described below).
+        *degree*
+            Number of terms used in the approximation
+
+        **Algorithms**
+
+        Mpmath implements four numerical inverse Laplace transform
+        algorithms, attributed to: Talbot, Stehfest, and de Hoog,
+        Knight and Stokes. These can be selected by using
+        *method='talbot'*, *method='stehfest'*, *method='dehoog'* or
+        *method='cohen'* or by passing the classes *method=FixedTalbot*,
+        *method=Stehfest*, *method=deHoog*, or *method=Cohen*. The functions
+        :func:`~mpmath.invlaptalbot`, :func:`~mpmath.invlapstehfest`,
+        :func:`~mpmath.invlapdehoog`, and :func:`~mpmath.invlapcohen`
+        are also available as shortcuts.
+
+        All four algorithms implement a heuristic balance between the
+        requested precision and the precision used internally for the
+        calculations. This has been tuned for a typical exponentially
+        decaying function and precision up to few hundred decimal
+        digits.
+
+        The Laplace transform converts the variable time (i.e., along
+        a line) into a parameter given by the right half of the
+        complex `p`-plane.  Singularities, poles, and branch cuts in
+        the complex `p`-plane contain all the information regarding
+        the time behavior of the corresponding function. Any numerical
+        method must therefore sample `p`-plane "close enough" to the
+        singularities to accurately characterize them, while not
+        getting too close to have catastrophic cancellation, overflow,
+        or underflow issues. Most significantly, if one or more of the
+        singularities in the `p`-plane is not on the left side of the
+        Bromwich contour, its effects will be left out of the computed
+        solution, and the answer will be completely wrong.
+
+        *Talbot*
+
+        The fixed Talbot method is high accuracy and fast, but the
+        method can catastrophically fail for certain classes of time-domain
+        behavior, including a Heaviside step function for positive
+        time (e.g., `H(t-2)`), or some oscillatory behaviors. The
+        Talbot method usually has adjustable parameters, but the
+        "fixed" variety implemented here does not. This method
+        deforms the Bromwich integral contour in the shape of a
+        parabola towards `-\infty`, which leads to problems
+        when the solution has a decaying exponential in it (e.g., a
+        Heaviside step function is equivalent to multiplying by a
+        decaying exponential in Laplace space).
+
+        *Stehfest*
+
+        The Stehfest algorithm only uses abscissa along the real axis
+        of the complex `p`-plane to estimate the time-domain
+        function. Oscillatory time-domain functions have poles away
+        from the real axis, so this method does not work well with
+        oscillatory functions, especially high-frequency ones. This
+        method also depends on summation of terms in a series that
+        grows very large, and will have catastrophic cancellation
+        during summation if the working precision is too low.
+
+        *de Hoog et al.*
+
+        The de Hoog, Knight, and Stokes method is essentially a
+        Fourier-series quadrature-type approximation to the Bromwich
+        contour integral, with non-linear series acceleration and an
+        analytical expression for the remainder term. This method is
+        typically one of the most robust. This method also involves the
+        greatest amount of overhead, so it is typically the slowest of the
+        four methods at high precision.
+
+        *Cohen*
+
+        The Cohen method is a trapezoidal rule approximation to the Bromwich
+        contour integral, with linear acceleration for alternating
+        series. This method is as robust as the de Hoog et al method and the
+        fastest of the four methods at high precision, and is therefore the
+        default method.
+
+        **Singularities**
+
+        All numerical inverse Laplace transform methods have problems
+        at large time when the Laplace-space function has poles,
+        singularities, or branch cuts to the right of the origin in
+        the complex plane. For simple poles in `\bar{f}(p)` at the
+        `p`-plane origin, the time function is constant in time (e.g.,
+        `\mathcal{L}\left\lbrace 1 \right\rbrace=1/p` has a pole at
+        `p=0`). A pole in `\bar{f}(p)` to the left of the origin is a
+        decreasing function of time (e.g., `\mathcal{L}\left\lbrace
+        e^{-t/2} \right\rbrace=1/(p+1/2)` has a pole at `p=-1/2`), and
+        a pole to the right of the origin leads to an increasing
+        function in time (e.g., `\mathcal{L}\left\lbrace t e^{t/4}
+        \right\rbrace = 1/(p-1/4)^2` has a pole at `p=1/4`).  When
+        singularities occur off the real `p` axis, the time-domain
+        function is oscillatory. For example `\mathcal{L}\left\lbrace
+        \mathrm{J}_0(t) \right\rbrace=1/\sqrt{p^2+1}` has a branch cut
+        starting at `p=j=\sqrt{-1}` and is a decaying oscillatory
+        function, This range of behaviors is illustrated in Duffy [3]
+        Figure 4.10.4, p. 228.
+
+        In general as `p \rightarrow \infty` `t \rightarrow 0` and
+        vice-versa. All numerical inverse Laplace transform methods
+        require their abscissa to shift closer to the origin for
+        larger times. If the abscissa shift left of the rightmost
+        singularity in the Laplace domain, the answer will be
+        completely wrong (the effect of singularities to the right of
+        the Bromwich contour are not included in the results).
+
+        For example, the following exponentially growing function has
+        a pole at `p=3`:
+
+        .. math ::
+
+            \bar{f}(p)=\frac{1}{p^2-9}
+
+        .. math ::
+
+            f(t)=\frac{1}{3}\sinh 3t
+
+        >>> mp.dps = 15; mp.pretty = True
+        >>> fp = lambda p: 1/(p*p-9)
+        >>> ft = lambda t: sinh(3*t)/3
+        >>> tt = [0.01,0.1,1.0,10.0]
+        >>> ft(tt[0]),invertlaplace(fp,tt[0],method='talbot')
+        (0.0100015000675014, 0.0100015000675014)
+        >>> ft(tt[1]),invertlaplace(fp,tt[1],method='talbot')
+        (0.101506764482381, 0.101506764482381)
+        >>> ft(tt[2]),invertlaplace(fp,tt[2],method='talbot')
+        (3.33929164246997, 3.33929164246997)
+        >>> ft(tt[3]),invertlaplace(fp,tt[3],method='talbot')
+        (1781079096920.74, -1.61331069624091e-14)
+
+        **References**
+
+        1. [DLMF]_ section 1.14 (http://dlmf.nist.gov/1.14T4)
+        2. Cohen, A.M. (2007). Numerical Methods for Laplace Transform
+           Inversion, Springer.
+        3. Duffy, D.G. (1998). Advanced Engineering Mathematics, CRC Press.
+
+        **Numerical Inverse Laplace Transform Reviews**
+
+        1. Bellman, R., R.E. Kalaba, J.A. Lockett (1966). *Numerical
+           inversion of the Laplace transform: Applications to Biology,
+           Economics, Engineering, and Physics*. Elsevier.
+        2. Davies, B., B. Martin (1979). Numerical inversion of the
+           Laplace transform: a survey and comparison of methods. *Journal
+           of Computational Physics* 33:1-32,
+           http://dx.doi.org/10.1016/0021-9991(79)90025-1
+        3. Duffy, D.G. (1993). On the numerical inversion of Laplace
+           transforms: Comparison of three new methods on characteristic
+           problems from applications. *ACM Transactions on Mathematical
+           Software* 19(3):333-359, http://dx.doi.org/10.1145/155743.155788
+        4. Kuhlman, K.L., (2013). Review of Inverse Laplace Transform
+           Algorithms for Laplace-Space Numerical Approaches, *Numerical
+           Algorithms*, 63(2):339-355.
+           http://dx.doi.org/10.1007/s11075-012-9625-3
+
+        """
+
+        rule = kwargs.get('method', 'cohen')
+        if type(rule) is str:
+            lrule = rule.lower()
+            if lrule == 'talbot':
+                rule = ctx._fixed_talbot
+            elif lrule == 'stehfest':
+                rule = ctx._stehfest
+            elif lrule == 'dehoog':
+                rule = ctx._de_hoog
+            elif rule == 'cohen':
+                rule = ctx._cohen
+            else:
+                raise ValueError("unknown invlap algorithm: %s" % rule)
+        else:
+            rule = rule(ctx)
+
+        # determine the vector of Laplace-space parameter
+        # needed for the requested method and desired time
+        rule.calc_laplace_parameter(t, **kwargs)
+
+        # compute the Laplace-space function evalutations
+        # at the required abscissa.
+        fp = [f(p) for p in rule.p]
+
+        # compute the time-domain solution from the
+        # Laplace-space function evaluations
+        return rule.calc_time_domain_solution(fp, t)
+
+    # shortcuts for the above function for specific methods
+    def invlaptalbot(ctx, *args, **kwargs):
+        kwargs['method'] = 'talbot'
+        return ctx.invertlaplace(*args, **kwargs)
+
+    def invlapstehfest(ctx, *args, **kwargs):
+        kwargs['method'] = 'stehfest'
+        return ctx.invertlaplace(*args, **kwargs)
+
+    def invlapdehoog(ctx, *args, **kwargs):
+        kwargs['method'] = 'dehoog'
+        return ctx.invertlaplace(*args, **kwargs)
+
+    def invlapcohen(ctx, *args, **kwargs):
+        kwargs['method'] = 'cohen'
+        return ctx.invertlaplace(*args, **kwargs)
+
+
+# ****************************************
+
+if __name__ == '__main__':
+    import doctest
+    doctest.testmod()

MLPY/Lib/site-packages/mpmath/calculus/odes.py

@@ -0,0 +1,288 @@
+from bisect import bisect
+from ..libmp.backend import xrange
+
+class ODEMethods(object):
+    pass
+
+def ode_taylor(ctx, derivs, x0, y0, tol_prec, n):
+    h = tol = ctx.ldexp(1, -tol_prec)
+    dim = len(y0)
+    xs = [x0]
+    ys = [y0]
+    x = x0
+    y = y0
+    orig = ctx.prec
+    try:
+        ctx.prec = orig*(1+n)
+        # Use n steps with Euler's method to get
+        # evaluation points for derivatives
+        for i in range(n):
+            fxy = derivs(x, y)
+            y = [y[i]+h*fxy[i] for i in xrange(len(y))]
+            x += h
+            xs.append(x)
+            ys.append(y)
+        # Compute derivatives
+        ser = [[] for d in range(dim)]
+        for j in range(n+1):
+            s = [0]*dim
+            b = (-1) ** (j & 1)
+            k = 1
+            for i in range(j+1):
+                for d in range(dim):
+                    s[d] += b * ys[i][d]
+                b = (b * (j-k+1)) // (-k)
+                k += 1
+            scale = h**(-j) / ctx.fac(j)
+            for d in range(dim):
+                s[d] = s[d] * scale
+                ser[d].append(s[d])
+    finally:
+        ctx.prec = orig
+    # Estimate radius for which we can get full accuracy.
+    # XXX: do this right for zeros
+    radius = ctx.one
+    for ts in ser:
+        if ts[-1]:
+            radius = min(radius, ctx.nthroot(tol/abs(ts[-1]), n))
+    radius /= 2  # XXX
+    return ser, x0+radius
+
+def odefun(ctx, F, x0, y0, tol=None, degree=None, method='taylor', verbose=False):
+    r"""
+    Returns a function `y(x) = [y_0(x), y_1(x), \ldots, y_n(x)]`
+    that is a numerical solution of the `n+1`-dimensional first-order
+    ordinary differential equation (ODE) system
+
+    .. math ::
+
+        y_0'(x) = F_0(x, [y_0(x), y_1(x), \ldots, y_n(x)])
+
+        y_1'(x) = F_1(x, [y_0(x), y_1(x), \ldots, y_n(x)])
+
+        \vdots
+
+        y_n'(x) = F_n(x, [y_0(x), y_1(x), \ldots, y_n(x)])
+
+    The derivatives are specified by the vector-valued function
+    *F* that evaluates
+    `[y_0', \ldots, y_n'] = F(x, [y_0, \ldots, y_n])`.
+    The initial point `x_0` is specified by the scalar argument *x0*,
+    and the initial value `y(x_0) =  [y_0(x_0), \ldots, y_n(x_0)]` is
+    specified by the vector argument *y0*.
+
+    For convenience, if the system is one-dimensional, you may optionally
+    provide just a scalar value for *y0*. In this case, *F* should accept
+    a scalar *y* argument and return a scalar. The solution function
+    *y* will return scalar values instead of length-1 vectors.
+
+    Evaluation of the solution function `y(x)` is permitted
+    for any `x \ge x_0`.
+
+    A high-order ODE can be solved by transforming it into first-order
+    vector form. This transformation is described in standard texts
+    on ODEs. Examples will also be given below.
+
+    **Options, speed and accuracy**
+
+    By default, :func:`~mpmath.odefun` uses a high-order Taylor series
+    method. For reasonably well-behaved problems, the solution will
+    be fully accurate to within the working precision. Note that
+    *F* must be possible to evaluate to very high precision
+    for the generation of Taylor series to work.
+
+    To get a faster but less accurate solution, you can set a large
+    value for *tol* (which defaults roughly to *eps*). If you just
+    want to plot the solution or perform a basic simulation,
+    *tol = 0.01* is likely sufficient.
+
+    The *degree* argument controls the degree of the solver (with
+    *method='taylor'*, this is the degree of the Taylor series
+    expansion). A higher degree means that a longer step can be taken
+    before a new local solution must be generated from *F*,
+    meaning that fewer steps are required to get from `x_0` to a given
+    `x_1`. On the other hand, a higher degree also means that each
+    local solution becomes more expensive (i.e., more evaluations of
+    *F* are required per step, and at higher precision).
+
+    The optimal setting therefore involves a tradeoff. Generally,
+    decreasing the *degree* for Taylor series is likely to give faster
+    solution at low precision, while increasing is likely to be better
+    at higher precision.
+
+    The function
+    object returned by :func:`~mpmath.odefun` caches the solutions at all step
+    points and uses polynomial interpolation between step points.
+    Therefore, once `y(x_1)` has been evaluated for some `x_1`,
+    `y(x)` can be evaluated very quickly for any `x_0 \le x \le x_1`.
+    and continuing the evaluation up to `x_2 > x_1` is also fast.
+
+    **Examples of first-order ODEs**
+
+    We will solve the standard test problem `y'(x) = y(x), y(0) = 1`
+    which has explicit solution `y(x) = \exp(x)`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> f = odefun(lambda x, y: y, 0, 1)
+        >>> for x in [0, 1, 2.5]:
+        ...     print((f(x), exp(x)))
+        ...
+        (1.0, 1.0)
+        (2.71828182845905, 2.71828182845905)
+        (12.1824939607035, 12.1824939607035)
+
+    The solution with high precision::
+
+        >>> mp.dps = 50
+        >>> f = odefun(lambda x, y: y, 0, 1)
+        >>> f(1)
+        2.7182818284590452353602874713526624977572470937
+        >>> exp(1)
+        2.7182818284590452353602874713526624977572470937
+
+    Using the more general vectorized form, the test problem
+    can be input as (note that *f* returns a 1-element vector)::
+
+        >>> mp.dps = 15
+        >>> f = odefun(lambda x, y: [y[0]], 0, [1])
+        >>> f(1)
+        [2.71828182845905]
+
+    :func:`~mpmath.odefun` can solve nonlinear ODEs, which are generally
+    impossible (and at best difficult) to solve analytically. As
+    an example of a nonlinear ODE, we will solve `y'(x) = x \sin(y(x))`
+    for `y(0) = \pi/2`. An exact solution happens to be known
+    for this problem, and is given by
+    `y(x) = 2 \tan^{-1}\left(\exp\left(x^2/2\right)\right)`::
+
+        >>> f = odefun(lambda x, y: x*sin(y), 0, pi/2)
+        >>> for x in [2, 5, 10]:
+        ...     print((f(x), 2*atan(exp(mpf(x)**2/2))))
+        ...
+        (2.87255666284091, 2.87255666284091)
+        (3.14158520028345, 3.14158520028345)
+        (3.14159265358979, 3.14159265358979)
+
+    If `F` is independent of `y`, an ODE can be solved using direct
+    integration. We can therefore obtain a reference solution with
+    :func:`~mpmath.quad`::
+
+        >>> f = lambda x: (1+x**2)/(1+x**3)
+        >>> g = odefun(lambda x, y: f(x), pi, 0)
+        >>> g(2*pi)
+        0.72128263801696
+        >>> quad(f, [pi, 2*pi])
+        0.72128263801696
+
+    **Examples of second-order ODEs**
+
+    We will solve the harmonic oscillator equation `y''(x) + y(x) = 0`.
+    To do this, we introduce the helper functions `y_0 = y, y_1 = y_0'`
+    whereby the original equation can be written as `y_1' + y_0' = 0`. Put
+    together, we get the first-order, two-dimensional vector ODE
+
+    .. math ::
+
+        \begin{cases}
+        y_0' = y_1 \\
+        y_1' = -y_0
+        \end{cases}
+
+    To get a well-defined IVP, we need two initial values. With
+    `y(0) = y_0(0) = 1` and `-y'(0) = y_1(0) = 0`, the problem will of
+    course be solved by `y(x) = y_0(x) = \cos(x)` and
+    `-y'(x) = y_1(x) = \sin(x)`. We check this::
+
+        >>> f = odefun(lambda x, y: [-y[1], y[0]], 0, [1, 0])
+        >>> for x in [0, 1, 2.5, 10]:
+        ...     nprint(f(x), 15)
+        ...     nprint([cos(x), sin(x)], 15)
+        ...     print("---")
+        ...
+        [1.0, 0.0]
+        [1.0, 0.0]
+        ---
+        [0.54030230586814, 0.841470984807897]
+        [0.54030230586814, 0.841470984807897]
+        ---
+        [-0.801143615546934, 0.598472144103957]
+        [-0.801143615546934, 0.598472144103957]
+        ---
+        [-0.839071529076452, -0.54402111088937]
+        [-0.839071529076452, -0.54402111088937]
+        ---
+
+    Note that we get both the sine and the cosine solutions
+    simultaneously.
+
+    **TODO**
+
+    * Better automatic choice of degree and step size
+    * Make determination of Taylor series convergence radius
+      more robust
+    * Allow solution for `x < x_0`
+    * Allow solution for complex `x`
+    * Test for difficult (ill-conditioned) problems
+    * Implement Runge-Kutta and other algorithms
+
+    """
+    if tol:
+        tol_prec = int(-ctx.log(tol, 2))+10
+    else:
+        tol_prec = ctx.prec+10
+    degree = degree or (3 + int(3*ctx.dps/2.))
+    workprec = ctx.prec + 40
+    try:
+        len(y0)
+        return_vector = True
+    except TypeError:
+        F_ = F
+        F = lambda x, y: [F_(x, y[0])]
+        y0 = [y0]
+        return_vector = False
+    ser, xb = ode_taylor(ctx, F, x0, y0, tol_prec, degree)
+    series_boundaries = [x0, xb]
+    series_data = [(ser, x0, xb)]
+    # We will be working with vectors of Taylor series
+    def mpolyval(ser, a):
+        return [ctx.polyval(s[::-1], a) for s in ser]
+    # Find nearest expansion point; compute if necessary
+    def get_series(x):
+        if x < x0:
+            raise ValueError
+        n = bisect(series_boundaries, x)
+        if n < len(series_boundaries):
+            return series_data[n-1]
+        while 1:
+            ser, xa, xb = series_data[-1]
+            if verbose:
+                print("Computing Taylor series for [%f, %f]" % (xa, xb))
+            y = mpolyval(ser, xb-xa)
+            xa = xb
+            ser, xb = ode_taylor(ctx, F, xb, y, tol_prec, degree)
+            series_boundaries.append(xb)
+            series_data.append((ser, xa, xb))
+            if x <= xb:
+                return series_data[-1]
+    # Evaluation function
+    def interpolant(x):
+        x = ctx.convert(x)
+        orig = ctx.prec
+        try:
+            ctx.prec = workprec
+            ser, xa, xb = get_series(x)
+            y = mpolyval(ser, x-xa)
+        finally:
+            ctx.prec = orig
+        if return_vector:
+            return [+yk for yk in y]
+        else:
+            return +y[0]
+    return interpolant
+
+ODEMethods.odefun = odefun
+
+if __name__ == "__main__":
+    import doctest
+    doctest.testmod()

MLPY/Lib/site-packages/mpmath/calculus/optimization.py

@@ -0,0 +1,1102 @@
+from __future__ import print_function
+
+from copy import copy
+
+from ..libmp.backend import xrange
+
+class OptimizationMethods(object):
+    def __init__(ctx):
+        pass
+
+##############
+# 1D-SOLVERS #
+##############
+
+class Newton:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Needs starting points x0 close to the root.
+
+    Pro:
+
+    * converges fast
+    * sometimes more robust than secant with bad second starting point
+
+    Contra:
+
+    * converges slowly for multiple roots
+    * needs first derivative
+    * 2 function evaluations per iteration
+    """
+    maxsteps = 20
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if len(x0) == 1:
+            self.x0 = x0[0]
+        else:
+            raise ValueError('expected 1 starting point, got %i' % len(x0))
+        self.f = f
+        if not 'df' in kwargs:
+            def df(x):
+                return self.ctx.diff(f, x)
+        else:
+            df = kwargs['df']
+        self.df = df
+
+    def __iter__(self):
+        f = self.f
+        df = self.df
+        x0 = self.x0
+        while True:
+            x1 = x0 - f(x0) / df(x0)
+            error = abs(x1 - x0)
+            x0 = x1
+            yield (x1, error)
+
+class Secant:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Needs starting points x0 and x1 close to the root.
+    x1 defaults to x0 + 0.25.
+
+    Pro:
+
+    * converges fast
+
+    Contra:
+
+    * converges slowly for multiple roots
+    """
+    maxsteps = 30
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if len(x0) == 1:
+            self.x0 = x0[0]
+            self.x1 = self.x0 + 0.25
+        elif len(x0) == 2:
+            self.x0 = x0[0]
+            self.x1 = x0[1]
+        else:
+            raise ValueError('expected 1 or 2 starting points, got %i' % len(x0))
+        self.f = f
+
+    def __iter__(self):
+        f = self.f
+        x0 = self.x0
+        x1 = self.x1
+        f0 = f(x0)
+        while True:
+            f1 = f(x1)
+            l = x1 - x0
+            if not l:
+                break
+            s = (f1 - f0) / l
+            if not s:
+                break
+            x0, x1 = x1, x1 - f1/s
+            f0 = f1
+            yield x1, abs(l)
+
+class MNewton:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Needs starting point x0 close to the root.
+    Uses modified Newton's method that converges fast regardless of the
+    multiplicity of the root.
+
+    Pro:
+
+    * converges fast for multiple roots
+
+    Contra:
+
+    * needs first and second derivative of f
+    * 3 function evaluations per iteration
+    """
+    maxsteps = 20
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if not len(x0) == 1:
+            raise ValueError('expected 1 starting point, got %i' % len(x0))
+        self.x0 = x0[0]
+        self.f = f
+        if not 'df' in kwargs:
+            def df(x):
+                return self.ctx.diff(f, x)
+        else:
+            df = kwargs['df']
+        self.df = df
+        if not 'd2f' in kwargs:
+            def d2f(x):
+                return self.ctx.diff(df, x)
+        else:
+            d2f = kwargs['df']
+        self.d2f = d2f
+
+    def __iter__(self):
+        x = self.x0
+        f = self.f
+        df = self.df
+        d2f = self.d2f
+        while True:
+            prevx = x
+            fx = f(x)
+            if fx == 0:
+                break
+            dfx = df(x)
+            d2fx = d2f(x)
+            # x = x - F(x)/F'(x) with F(x) = f(x)/f'(x)
+            x -= fx / (dfx - fx * d2fx / dfx)
+            error = abs(x - prevx)
+            yield x, error
+
+class Halley:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Needs a starting point x0 close to the root.
+    Uses Halley's method with cubic convergence rate.
+
+    Pro:
+
+    * converges even faster the Newton's method
+    * useful when computing with *many* digits
+
+    Contra:
+
+    * needs first and second derivative of f
+    * 3 function evaluations per iteration
+    * converges slowly for multiple roots
+    """
+
+    maxsteps = 20
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if not len(x0) == 1:
+            raise ValueError('expected 1 starting point, got %i' % len(x0))
+        self.x0 = x0[0]
+        self.f = f
+        if not 'df' in kwargs:
+            def df(x):
+                return self.ctx.diff(f, x)
+        else:
+            df = kwargs['df']
+        self.df = df
+        if not 'd2f' in kwargs:
+            def d2f(x):
+                return self.ctx.diff(df, x)
+        else:
+            d2f = kwargs['df']
+        self.d2f = d2f
+
+    def __iter__(self):
+        x = self.x0
+        f = self.f
+        df = self.df
+        d2f = self.d2f
+        while True:
+            prevx = x
+            fx = f(x)
+            dfx = df(x)
+            d2fx = d2f(x)
+            x -=  2*fx*dfx / (2*dfx**2 - fx*d2fx)
+            error = abs(x - prevx)
+            yield x, error
+
+class Muller:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Needs starting points x0, x1 and x2 close to the root.
+    x1 defaults to x0 + 0.25; x2 to x1 + 0.25.
+    Uses Muller's method that converges towards complex roots.
+
+    Pro:
+
+    * converges fast (somewhat faster than secant)
+    * can find complex roots
+
+    Contra:
+
+    * converges slowly for multiple roots
+    * may have complex values for real starting points and real roots
+
+    http://en.wikipedia.org/wiki/Muller's_method
+    """
+    maxsteps = 30
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if len(x0) == 1:
+            self.x0 = x0[0]
+            self.x1 = self.x0 + 0.25
+            self.x2 = self.x1 + 0.25
+        elif len(x0) == 2:
+            self.x0 = x0[0]
+            self.x1 = x0[1]
+            self.x2 = self.x1 + 0.25
+        elif len(x0) == 3:
+            self.x0 = x0[0]
+            self.x1 = x0[1]
+            self.x2 = x0[2]
+        else:
+            raise ValueError('expected 1, 2 or 3 starting points, got %i'
+                             % len(x0))
+        self.f = f
+        self.verbose = kwargs['verbose']
+
+    def __iter__(self):
+        f = self.f
+        x0 = self.x0
+        x1 = self.x1
+        x2 = self.x2
+        fx0 = f(x0)
+        fx1 = f(x1)
+        fx2 = f(x2)
+        while True:
+            # TODO: maybe refactoring with function for divided differences
+            # calculate divided differences
+            fx2x1 = (fx1 - fx2) / (x1 - x2)
+            fx2x0 = (fx0 - fx2) / (x0 - x2)
+            fx1x0 = (fx0 - fx1) / (x0 - x1)
+            w = fx2x1 + fx2x0 - fx1x0
+            fx2x1x0 = (fx1x0 - fx2x1) / (x0 - x2)
+            if w == 0 and fx2x1x0 == 0:
+                if self.verbose:
+                    print('canceled with')
+                    print('x0 =', x0, ', x1 =', x1, 'and x2 =', x2)
+                break
+            x0 = x1
+            fx0 = fx1
+            x1 = x2
+            fx1 = fx2
+            # denominator should be as large as possible => choose sign
+            r = self.ctx.sqrt(w**2 - 4*fx2*fx2x1x0)
+            if abs(w - r) > abs(w + r):
+                r = -r
+            x2 -= 2*fx2 / (w + r)
+            fx2 = f(x2)
+            error = abs(x2 - x1)
+            yield x2, error
+
+# TODO: consider raising a ValueError when there's no sign change in a and b
+class Bisection:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Uses bisection method to find a root of f in [a, b].
+    Might fail for multiple roots (needs sign change).
+
+    Pro:
+
+    * robust and reliable
+
+    Contra:
+
+    * converges slowly
+    * needs sign change
+    """
+    maxsteps = 100
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if len(x0) != 2:
+            raise ValueError('expected interval of 2 points, got %i' % len(x0))
+        self.f = f
+        self.a = x0[0]
+        self.b = x0[1]
+
+    def __iter__(self):
+        f = self.f
+        a = self.a
+        b = self.b
+        l = b - a
+        fb = f(b)
+        while True:
+            m = self.ctx.ldexp(a + b, -1)
+            fm = f(m)
+            sign = fm * fb
+            if sign < 0:
+                a = m
+            elif sign > 0:
+                b = m
+                fb = fm
+            else:
+                yield m, self.ctx.zero
+            l /= 2
+            yield (a + b)/2, abs(l)
+
+def _getm(method):
+    """
+    Return a function to calculate m for Illinois-like methods.
+    """
+    if method == 'illinois':
+        def getm(fz, fb):
+            return 0.5
+    elif method == 'pegasus':
+        def getm(fz, fb):
+            return fb/(fb + fz)
+    elif method == 'anderson':
+        def getm(fz, fb):
+            m = 1 - fz/fb
+            if m > 0:
+                return m
+            else:
+                return 0.5
+    else:
+        raise ValueError("method '%s' not recognized" % method)
+    return getm
+
+class Illinois:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Uses Illinois method or similar to find a root of f in [a, b].
+    Might fail for multiple roots (needs sign change).
+    Combines bisect with secant (improved regula falsi).
+
+    The only difference between the methods is the scaling factor m, which is
+    used to ensure convergence (you can choose one using the 'method' keyword):
+
+    Illinois method ('illinois'):
+        m = 0.5
+
+    Pegasus method ('pegasus'):
+        m = fb/(fb + fz)
+
+    Anderson-Bjoerk method ('anderson'):
+        m = 1 - fz/fb if positive else 0.5
+
+    Pro:
+
+    * converges very fast
+
+    Contra:
+
+    * has problems with multiple roots
+    * needs sign change
+    """
+    maxsteps = 30
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if len(x0) != 2:
+            raise ValueError('expected interval of 2 points, got %i' % len(x0))
+        self.a = x0[0]
+        self.b = x0[1]
+        self.f = f
+        self.tol = kwargs['tol']
+        self.verbose = kwargs['verbose']
+        self.method = kwargs.get('method', 'illinois')
+        self.getm = _getm(self.method)
+        if self.verbose:
+            print('using %s method' % self.method)
+
+    def __iter__(self):
+        method = self.method
+        f = self.f
+        a = self.a
+        b = self.b
+        fa = f(a)
+        fb = f(b)
+        m = None
+        while True:
+            l = b - a
+            if l == 0:
+                break
+            s = (fb - fa) / l
+            z = a - fa/s
+            fz = f(z)
+            if abs(fz) < self.tol:
+                # TODO: better condition (when f is very flat)
+                if self.verbose:
+                    print('canceled with z =', z)
+                yield z, l
+                break
+            if fz * fb < 0: # root in [z, b]
+                a = b
+                fa = fb
+                b = z
+                fb = fz
+            else: # root in [a, z]
+                m = self.getm(fz, fb)
+                b = z
+                fb = fz
+                fa = m*fa # scale down to ensure convergence
+            if self.verbose and m and not method == 'illinois':
+                print('m:', m)
+            yield (a + b)/2, abs(l)
+
+def Pegasus(*args, **kwargs):
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Uses Pegasus method to find a root of f in [a, b].
+    Wrapper for illinois to use method='pegasus'.
+    """
+    kwargs['method'] = 'pegasus'
+    return Illinois(*args, **kwargs)
+
+def Anderson(*args, **kwargs):
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Uses Anderson-Bjoerk method to find a root of f in [a, b].
+    Wrapper for illinois to use method='pegasus'.
+    """
+    kwargs['method'] = 'anderson'
+    return Illinois(*args, **kwargs)
+
+# TODO: check whether it's possible to combine it with Illinois stuff
+class Ridder:
+    """
+    1d-solver generating pairs of approximative root and error.
+
+    Ridders' method to find a root of f in [a, b].
+    Is told to perform as well as Brent's method while being simpler.
+
+    Pro:
+
+    * very fast
+    * simpler than Brent's method
+
+    Contra:
+
+    * two function evaluations per step
+    * has problems with multiple roots
+    * needs sign change
+
+    http://en.wikipedia.org/wiki/Ridders'_method
+    """
+    maxsteps = 30
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        self.f = f
+        if len(x0) != 2:
+            raise ValueError('expected interval of 2 points, got %i' % len(x0))
+        self.x1 = x0[0]
+        self.x2 = x0[1]
+        self.verbose = kwargs['verbose']
+        self.tol = kwargs['tol']
+
+    def __iter__(self):
+        ctx = self.ctx
+        f = self.f
+        x1 = self.x1
+        fx1 = f(x1)
+        x2 = self.x2
+        fx2 = f(x2)
+        while True:
+            x3 = 0.5*(x1 + x2)
+            fx3 = f(x3)
+            x4 = x3 + (x3 - x1) * ctx.sign(fx1 - fx2) * fx3 / ctx.sqrt(fx3**2 - fx1*fx2)
+            fx4 = f(x4)
+            if abs(fx4) < self.tol:
+                # TODO: better condition (when f is very flat)
+                if self.verbose:
+                    print('canceled with f(x4) =', fx4)
+                yield x4, abs(x1 - x2)
+                break
+            if fx4 * fx2 < 0: # root in [x4, x2]
+                x1 = x4
+                fx1 = fx4
+            else: # root in [x1, x4]
+                x2 = x4
+                fx2 = fx4
+            error = abs(x1 - x2)
+            yield (x1 + x2)/2, error
+
+class ANewton:
+    """
+    EXPERIMENTAL 1d-solver generating pairs of approximative root and error.
+
+    Uses Newton's method modified to use Steffensens method when convergence is
+    slow. (I.e. for multiple roots.)
+    """
+    maxsteps = 20
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        if not len(x0) == 1:
+            raise ValueError('expected 1 starting point, got %i' % len(x0))
+        self.x0 = x0[0]
+        self.f = f
+        if not 'df' in kwargs:
+            def df(x):
+                return self.ctx.diff(f, x)
+        else:
+            df = kwargs['df']
+        self.df = df
+        def phi(x):
+            return x - f(x) / df(x)
+        self.phi = phi
+        self.verbose = kwargs['verbose']
+
+    def __iter__(self):
+        x0 = self.x0
+        f = self.f
+        df = self.df
+        phi = self.phi
+        error = 0
+        counter = 0
+        while True:
+            prevx = x0
+            try:
+                x0 = phi(x0)
+            except ZeroDivisionError:
+                if self.verbose:
+                    print('ZeroDivisionError: canceled with x =', x0)
+                break
+            preverror = error
+            error = abs(prevx - x0)
+            # TODO: decide not to use convergence acceleration
+            if error and abs(error - preverror) / error < 1:
+                if self.verbose:
+                    print('converging slowly')
+                counter += 1
+            if counter >= 3:
+                # accelerate convergence
+                phi = steffensen(phi)
+                counter = 0
+                if self.verbose:
+                    print('accelerating convergence')
+            yield x0, error
+
+# TODO: add Brent
+
+############################
+# MULTIDIMENSIONAL SOLVERS #
+############################
+
+def jacobian(ctx, f, x):
+    """
+    Calculate the Jacobian matrix of a function at the point x0.
+
+    This is the first derivative of a vectorial function:
+
+        f : R^m -> R^n with m >= n
+    """
+    x = ctx.matrix(x)
+    h = ctx.sqrt(ctx.eps)
+    fx = ctx.matrix(f(*x))
+    m = len(fx)
+    n = len(x)
+    J = ctx.matrix(m, n)
+    for j in xrange(n):
+        xj = x.copy()
+        xj[j] += h
+        Jj = (ctx.matrix(f(*xj)) - fx) / h
+        for i in xrange(m):
+            J[i,j] = Jj[i]
+    return J
+
+# TODO: test with user-specified jacobian matrix
+class MDNewton:
+    """
+    Find the root of a vector function numerically using Newton's method.
+
+    f is a vector function representing a nonlinear equation system.
+
+    x0 is the starting point close to the root.
+
+    J is a function returning the Jacobian matrix for a point.
+
+    Supports overdetermined systems.
+
+    Use the 'norm' keyword to specify which norm to use. Defaults to max-norm.
+    The function to calculate the Jacobian matrix can be given using the
+    keyword 'J'. Otherwise it will be calculated numerically.
+
+    Please note that this method converges only locally. Especially for high-
+    dimensional systems it is not trivial to find a good starting point being
+    close enough to the root.
+
+    It is recommended to use a faster, low-precision solver from SciPy [1] or
+    OpenOpt [2] to get an initial guess. Afterwards you can use this method for
+    root-polishing to any precision.
+
+    [1] http://scipy.org
+
+    [2] http://openopt.org/Welcome
+    """
+    maxsteps = 10
+
+    def __init__(self, ctx, f, x0, **kwargs):
+        self.ctx = ctx
+        self.f = f
+        if isinstance(x0, (tuple, list)):
+            x0 = ctx.matrix(x0)
+        assert x0.cols == 1, 'need a vector'
+        self.x0 = x0
+        if 'J' in kwargs:
+            self.J = kwargs['J']
+        else:
+            def J(*x):
+                return ctx.jacobian(f, x)
+            self.J = J
+        self.norm = kwargs['norm']
+        self.verbose = kwargs['verbose']
+
+    def __iter__(self):
+        f = self.f
+        x0 = self.x0
+        norm = self.norm
+        J = self.J
+        fx = self.ctx.matrix(f(*x0))
+        fxnorm = norm(fx)
+        cancel = False
+        while not cancel:
+            # get direction of descent
+            fxn = -fx
+            Jx = J(*x0)
+            s = self.ctx.lu_solve(Jx, fxn)
+            if self.verbose:
+                print('Jx:')
+                print(Jx)
+                print('s:', s)
+            # damping step size TODO: better strategy (hard task)
+            l = self.ctx.one
+            x1 = x0 + s
+            while True:
+                if x1 == x0:
+                    if self.verbose:
+                        print("canceled, won't get more excact")
+                    cancel = True
+                    break
+                fx = self.ctx.matrix(f(*x1))
+                newnorm = norm(fx)
+                if newnorm < fxnorm:
+                    # new x accepted
+                    fxnorm = newnorm
+                    x0 = x1
+                    break
+                l /= 2
+                x1 = x0 + l*s
+            yield (x0, fxnorm)
+
+#############
+# UTILITIES #
+#############
+
+str2solver = {'newton':Newton, 'secant':Secant, 'mnewton':MNewton,
+              'halley':Halley, 'muller':Muller, 'bisect':Bisection,
+              'illinois':Illinois, 'pegasus':Pegasus, 'anderson':Anderson,
+              'ridder':Ridder, 'anewton':ANewton, 'mdnewton':MDNewton}
+
+def findroot(ctx, f, x0, solver='secant', tol=None, verbose=False, verify=True, **kwargs):
+    r"""
+    Find an approximate solution to `f(x) = 0`, using *x0* as starting point or
+    interval for *x*.
+
+    Multidimensional overdetermined systems are supported.
+    You can specify them using a function or a list of functions.
+
+    Mathematically speaking, this function returns `x` such that
+    `|f(x)|^2 \leq \mathrm{tol}` is true within the current working precision.
+    If the computed value does not meet this criterion, an exception is raised.
+    This exception can be disabled with *verify=False*.
+
+    For interval arithmetic (``iv.findroot()``), please note that
+    the returned interval ``x`` is not guaranteed to contain `f(x)=0`!
+    It is only some `x` for which `|f(x)|^2 \leq \mathrm{tol}` certainly holds
+    regardless of numerical error. This may be improved in the future.
+
+    **Arguments**
+
+    *f*
+        one dimensional function
+    *x0*
+        starting point, several starting points or interval (depends on solver)
+    *tol*
+        the returned solution has an error smaller than this
+    *verbose*
+        print additional information for each iteration if true
+    *verify*
+        verify the solution and raise a ValueError if `|f(x)|^2 > \mathrm{tol}`
+    *solver*
+        a generator for *f* and *x0* returning approximative solution and error
+    *maxsteps*
+        after how many steps the solver will cancel
+    *df*
+        first derivative of *f* (used by some solvers)
+    *d2f*
+        second derivative of *f* (used by some solvers)
+    *multidimensional*
+        force multidimensional solving
+    *J*
+        Jacobian matrix of *f* (used by multidimensional solvers)
+    *norm*
+        used vector norm (used by multidimensional solvers)
+
+    solver has to be callable with ``(f, x0, **kwargs)`` and return an generator
+    yielding pairs of approximative solution and estimated error (which is
+    expected to be positive).
+    You can use the following string aliases:
+    'secant', 'mnewton', 'halley', 'muller', 'illinois', 'pegasus', 'anderson',
+    'ridder', 'anewton', 'bisect'
+
+    See mpmath.calculus.optimization for their documentation.
+
+    **Examples**
+
+    The function :func:`~mpmath.findroot` locates a root of a given function using the
+    secant method by default. A simple example use of the secant method is to
+    compute `\pi` as the root of `\sin x` closest to `x_0 = 3`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 30; mp.pretty = True
+        >>> findroot(sin, 3)
+        3.14159265358979323846264338328
+
+    The secant method can be used to find complex roots of analytic functions,
+    although it must in that case generally be given a nonreal starting value
+    (or else it will never leave the real line)::
+
+        >>> mp.dps = 15
+        >>> findroot(lambda x: x**3 + 2*x + 1, j)
+        (0.226698825758202 + 1.46771150871022j)
+
+    A nice application is to compute nontrivial roots of the Riemann zeta
+    function with many digits (good initial values are needed for convergence)::
+
+        >>> mp.dps = 30
+        >>> findroot(zeta, 0.5+14j)
+        (0.5 + 14.1347251417346937904572519836j)
+
+    The secant method can also be used as an optimization algorithm, by passing
+    it a derivative of a function. The following example locates the positive
+    minimum of the gamma function::
+
+        >>> mp.dps = 20
+        >>> findroot(lambda x: diff(gamma, x), 1)
+        1.4616321449683623413
+
+    Finally, a useful application is to compute inverse functions, such as the
+    Lambert W function which is the inverse of `w e^w`, given the first
+    term of the solution's asymptotic expansion as the initial value. In basic
+    cases, this gives identical results to mpmath's built-in ``lambertw``
+    function::
+
+        >>> def lambert(x):
+        ...     return findroot(lambda w: w*exp(w) - x, log(1+x))
+        ...
+        >>> mp.dps = 15
+        >>> lambert(1); lambertw(1)
+        0.567143290409784
+        0.567143290409784
+        >>> lambert(1000); lambert(1000)
+        5.2496028524016
+        5.2496028524016
+
+    Multidimensional functions are also supported::
+
+        >>> f = [lambda x1, x2: x1**2 + x2,
+        ...      lambda x1, x2: 5*x1**2 - 3*x1 + 2*x2 - 3]
+        >>> findroot(f, (0, 0))
+        [-0.618033988749895]
+        [-0.381966011250105]
+        >>> findroot(f, (10, 10))
+        [ 1.61803398874989]
+        [-2.61803398874989]
+
+    You can verify this by solving the system manually.
+
+    Please note that the following (more general) syntax also works::
+
+        >>> def f(x1, x2):
+        ...     return x1**2 + x2, 5*x1**2 - 3*x1 + 2*x2 - 3
+        ...
+        >>> findroot(f, (0, 0))
+        [-0.618033988749895]
+        [-0.381966011250105]
+
+
+    **Multiple roots**
+
+    For multiple roots all methods of the Newtonian family (including secant)
+    converge slowly. Consider this example::
+
+        >>> f = lambda x: (x - 1)**99
+        >>> findroot(f, 0.9, verify=False)
+        0.918073542444929
+
+    Even for a very close starting point the secant method converges very
+    slowly. Use ``verbose=True`` to illustrate this.
+
+    It is possible to modify Newton's method to make it converge regardless of
+    the root's multiplicity::
+
+        >>> findroot(f, -10, solver='mnewton')
+        1.0
+
+    This variant uses the first and second derivative of the function, which is
+    not very efficient.
+
+    Alternatively you can use an experimental Newtonian solver that keeps track
+    of the speed of convergence and accelerates it using Steffensen's method if
+    necessary::
+
+        >>> findroot(f, -10, solver='anewton', verbose=True)
+        x:     -9.88888888888888888889
+        error: 0.111111111111111111111
+        converging slowly
+        x:     -9.77890011223344556678
+        error: 0.10998877665544332211
+        converging slowly
+        x:     -9.67002233332199662166
+        error: 0.108877778911448945119
+        converging slowly
+        accelerating convergence
+        x:     -9.5622443299551077669
+        error: 0.107778003366888854764
+        converging slowly
+        x:     0.99999999999999999214
+        error: 10.562244329955107759
+        x:     1.0
+        error: 7.8598304758094664213e-18
+        ZeroDivisionError: canceled with x = 1.0
+        1.0
+
+    **Complex roots**
+
+    For complex roots it's recommended to use Muller's method as it converges
+    even for real starting points very fast::
+
+        >>> findroot(lambda x: x**4 + x + 1, (0, 1, 2), solver='muller')
+        (0.727136084491197 + 0.934099289460529j)
+
+
+    **Intersection methods**
+
+    When you need to find a root in a known interval, it's highly recommended to
+    use an intersection-based solver like ``'anderson'`` or ``'ridder'``.
+    Usually they converge faster and more reliable. They have however problems
+    with multiple roots and usually need a sign change to find a root::
+
+        >>> findroot(lambda x: x**3, (-1, 1), solver='anderson')
+        0.0
+
+    Be careful with symmetric functions::
+
+        >>> findroot(lambda x: x**2, (-1, 1), solver='anderson') #doctest:+ELLIPSIS
+        Traceback (most recent call last):
+          ...
+        ZeroDivisionError
+
+    It fails even for better starting points, because there is no sign change::
+
+        >>> findroot(lambda x: x**2, (-1, .5), solver='anderson')
+        Traceback (most recent call last):
+          ...
+        ValueError: Could not find root within given tolerance. (1.0 > 2.16840434497100886801e-19)
+        Try another starting point or tweak arguments.
+
+    """
+    prec = ctx.prec
+    try:
+        ctx.prec += 20
+
+        # initialize arguments
+        if tol is None:
+            tol = ctx.eps * 2**10
+
+        kwargs['verbose'] = kwargs.get('verbose', verbose)
+
+        if 'd1f' in kwargs:
+            kwargs['df'] = kwargs['d1f']
+
+        kwargs['tol'] = tol
+        if isinstance(x0, (list, tuple)):
+            x0 = [ctx.convert(x) for x in x0]
+        else:
+            x0 = [ctx.convert(x0)]
+
+        if isinstance(solver, str):
+            try:
+                solver = str2solver[solver]
+            except KeyError:
+                raise ValueError('could not recognize solver')
+
+        # accept list of functions
+        if isinstance(f, (list, tuple)):
+            f2 = copy(f)
+            def tmp(*args):
+                return [fn(*args) for fn in f2]
+            f = tmp
+
+        # detect multidimensional functions
+        try:
+            fx = f(*x0)
+            multidimensional = isinstance(fx, (list, tuple, ctx.matrix))
+        except TypeError:
+            fx = f(x0[0])
+            multidimensional = False
+        if 'multidimensional' in kwargs:
+            multidimensional = kwargs['multidimensional']
+        if multidimensional:
+            # only one multidimensional solver available at the moment
+            solver = MDNewton
+            if not 'norm' in kwargs:
+                norm = lambda x: ctx.norm(x, 'inf')
+                kwargs['norm'] = norm
+            else:
+                norm = kwargs['norm']
+        else:
+            norm = abs
+
+        # happily return starting point if it's a root
+        if norm(fx) == 0:
+            if multidimensional:
+                return ctx.matrix(x0)
+            else:
+                return x0[0]
+
+        # use solver
+        iterations = solver(ctx, f, x0, **kwargs)
+        if 'maxsteps' in kwargs:
+            maxsteps = kwargs['maxsteps']
+        else:
+            maxsteps = iterations.maxsteps
+        i = 0
+        for x, error in iterations:
+            if verbose:
+                print('x:    ', x)
+                print('error:', error)
+            i += 1
+            if error < tol * max(1, norm(x)) or i >= maxsteps:
+                break
+        else:
+            if not i:
+                raise ValueError('Could not find root using the given solver.\n'
+                                 'Try another starting point or tweak arguments.')
+        if not isinstance(x, (list, tuple, ctx.matrix)):
+            xl = [x]
+        else:
+            xl = x
+        if verify and norm(f(*xl))**2 > tol: # TODO: better condition?
+            raise ValueError('Could not find root within given tolerance. '
+                             '(%s > %s)\n'
+                             'Try another starting point or tweak arguments.'
+                             % (norm(f(*xl))**2, tol))
+        return x
+    finally:
+        ctx.prec = prec
+
+
+def multiplicity(ctx, f, root, tol=None, maxsteps=10, **kwargs):
+    """
+    Return the multiplicity of a given root of f.
+
+    Internally, numerical derivatives are used. This might be inefficient for
+    higher order derviatives. Due to this, ``multiplicity`` cancels after
+    evaluating 10 derivatives by default. You can be specify the n-th derivative
+    using the dnf keyword.
+
+    >>> from mpmath import *
+    >>> multiplicity(lambda x: sin(x) - 1, pi/2)
+    2
+
+    """
+    if tol is None:
+        tol = ctx.eps ** 0.8
+    kwargs['d0f'] = f
+    for i in xrange(maxsteps):
+        dfstr = 'd' + str(i) + 'f'
+        if dfstr in kwargs:
+            df = kwargs[dfstr]
+        else:
+            df = lambda x: ctx.diff(f, x, i)
+        if not abs(df(root)) < tol:
+            break
+    return i
+
+def steffensen(f):
+    """
+    linear convergent function -> quadratic convergent function
+
+    Steffensen's method for quadratic convergence of a linear converging
+    sequence.
+    Don not use it for higher rates of convergence.
+    It may even work for divergent sequences.
+
+    Definition:
+    F(x) = (x*f(f(x)) - f(x)**2) / (f(f(x)) - 2*f(x) + x)
+
+    Example
+    .......
+
+    You can use Steffensen's method to accelerate a fixpoint iteration of linear
+    (or less) convergence.
+
+    x* is a fixpoint of the iteration x_{k+1} = phi(x_k) if x* = phi(x*). For
+    phi(x) = x**2 there are two fixpoints: 0 and 1.
+
+    Let's try Steffensen's method:
+
+    >>> f = lambda x: x**2
+    >>> from mpmath.calculus.optimization import steffensen
+    >>> F = steffensen(f)
+    >>> for x in [0.5, 0.9, 2.0]:
+    ...     fx = Fx = x
+    ...     for i in xrange(9):
+    ...         try:
+    ...             fx = f(fx)
+    ...         except OverflowError:
+    ...             pass
+    ...         try:
+    ...             Fx = F(Fx)
+    ...         except ZeroDivisionError:
+    ...             pass
+    ...         print('%20g  %20g' % (fx, Fx))
+                    0.25                  -0.5
+                  0.0625                   0.1
+              0.00390625            -0.0011236
+             1.52588e-05           1.41691e-09
+             2.32831e-10          -2.84465e-27
+             5.42101e-20           2.30189e-80
+             2.93874e-39          -1.2197e-239
+             8.63617e-78                     0
+            7.45834e-155                     0
+                    0.81               1.02676
+                  0.6561               1.00134
+                0.430467                     1
+                0.185302                     1
+               0.0343368                     1
+              0.00117902                     1
+             1.39008e-06                     1
+             1.93233e-12                     1
+             3.73392e-24                     1
+                       4                   1.6
+                      16                1.2962
+                     256               1.10194
+                   65536               1.01659
+             4.29497e+09               1.00053
+             1.84467e+19                     1
+             3.40282e+38                     1
+             1.15792e+77                     1
+            1.34078e+154                     1
+
+    Unmodified, the iteration converges only towards 0. Modified it converges
+    not only much faster, it converges even to the repelling fixpoint 1.
+    """
+    def F(x):
+        fx = f(x)
+        ffx = f(fx)
+        return (x*ffx - fx**2) / (ffx - 2*fx + x)
+    return F
+
+OptimizationMethods.jacobian = jacobian
+OptimizationMethods.findroot = findroot
+OptimizationMethods.multiplicity = multiplicity
+
+if __name__ == '__main__':
+    import doctest
+    doctest.testmod()

MLPY/Lib/site-packages/mpmath/calculus/polynomials.py

@@ -0,0 +1,213 @@
+from ..libmp.backend import xrange
+from .calculus import defun
+
+#----------------------------------------------------------------------------#
+#                                Polynomials                                 #
+#----------------------------------------------------------------------------#
+
+# XXX: extra precision
+@defun
+def polyval(ctx, coeffs, x, derivative=False):
+    r"""
+    Given coefficients `[c_n, \ldots, c_2, c_1, c_0]` and a number `x`,
+    :func:`~mpmath.polyval` evaluates the polynomial
+
+    .. math ::
+
+        P(x) = c_n x^n + \ldots + c_2 x^2 + c_1 x + c_0.
+
+    If *derivative=True* is set, :func:`~mpmath.polyval` simultaneously
+    evaluates `P(x)` with the derivative, `P'(x)`, and returns the
+    tuple `(P(x), P'(x))`.
+
+        >>> from mpmath import *
+        >>> mp.pretty = True
+        >>> polyval([3, 0, 2], 0.5)
+        2.75
+        >>> polyval([3, 0, 2], 0.5, derivative=True)
+        (2.75, 3.0)
+
+    The coefficients and the evaluation point may be any combination
+    of real or complex numbers.
+    """
+    if not coeffs:
+        return ctx.zero
+    p = ctx.convert(coeffs[0])
+    q = ctx.zero
+    for c in coeffs[1:]:
+        if derivative:
+            q = p + x*q
+        p = c + x*p
+    if derivative:
+        return p, q
+    else:
+        return p
+
+@defun
+def polyroots(ctx, coeffs, maxsteps=50, cleanup=True, extraprec=10,
+        error=False, roots_init=None):
+    """
+    Computes all roots (real or complex) of a given polynomial.
+
+    The roots are returned as a sorted list, where real roots appear first
+    followed by complex conjugate roots as adjacent elements. The polynomial
+    should be given as a list of coefficients, in the format used by
+    :func:`~mpmath.polyval`. The leading coefficient must be nonzero.
+
+    With *error=True*, :func:`~mpmath.polyroots` returns a tuple *(roots, err)*
+    where *err* is an estimate of the maximum error among the computed roots.
+
+    **Examples**
+
+    Finding the three real roots of `x^3 - x^2 - 14x + 24`::
+
+        >>> from mpmath import *
+        >>> mp.dps = 15; mp.pretty = True
+        >>> nprint(polyroots([1,-1,-14,24]), 4)
+        [-4.0, 2.0, 3.0]
+
+    Finding the two complex conjugate roots of `4x^2 + 3x + 2`, with an
+    error estimate::
+
+        >>> roots, err = polyroots([4,3,2], error=True)
+        >>> for r in roots:
+        ...     print(r)
+        ...
+        (-0.375 + 0.59947894041409j)
+        (-0.375 - 0.59947894041409j)
+        >>>
+        >>> err
+        2.22044604925031e-16
+        >>>
+        >>> polyval([4,3,2], roots[0])
+        (2.22044604925031e-16 + 0.0j)
+        >>> polyval([4,3,2], roots[1])
+        (2.22044604925031e-16 + 0.0j)
+
+    The following example computes all the 5th roots of unity; that is,
+    the roots of `x^5 - 1`::
+
+        >>> mp.dps = 20
+        >>> for r in polyroots([1, 0, 0, 0, 0, -1]):
+        ...     print(r)
+        ...
+        1.0
+        (-0.8090169943749474241 + 0.58778525229247312917j)
+        (-0.8090169943749474241 - 0.58778525229247312917j)
+        (0.3090169943749474241 + 0.95105651629515357212j)
+        (0.3090169943749474241 - 0.95105651629515357212j)
+
+    **Precision and conditioning**
+
+    The roots are computed to the current working precision accuracy. If this
+    accuracy cannot be achieved in ``maxsteps`` steps, then a
+    ``NoConvergence`` exception is raised. The algorithm internally is using
+    the current working precision extended by ``extraprec``. If
+    ``NoConvergence`` was raised, that is caused either by not having enough
+    extra precision to achieve convergence (in which case increasing
+    ``extraprec`` should fix the problem) or too low ``maxsteps`` (in which
+    case increasing ``maxsteps`` should fix the problem), or a combination of
+    both.
+
+    The user should always do a convergence study with regards to
+    ``extraprec`` to ensure accurate results. It is possible to get
+    convergence to a wrong answer with too low ``extraprec``.
+
+    Provided there are no repeated roots, :func:`~mpmath.polyroots` can
+    typically compute all roots of an arbitrary polynomial to high precision::
+
+        >>> mp.dps = 60
+        >>> for r in polyroots([1, 0, -10, 0, 1]):
+        ...     print(r)
+        ...
+        -3.14626436994197234232913506571557044551247712918732870123249
+        -0.317837245195782244725757617296174288373133378433432554879127
+        0.317837245195782244725757617296174288373133378433432554879127
+        3.14626436994197234232913506571557044551247712918732870123249
+        >>>
+        >>> sqrt(3) + sqrt(2)
+        3.14626436994197234232913506571557044551247712918732870123249
+        >>> sqrt(3) - sqrt(2)
+        0.317837245195782244725757617296174288373133378433432554879127
+
+    **Algorithm**
+
+    :func:`~mpmath.polyroots` implements the Durand-Kerner method [1], which
+    uses complex arithmetic to locate all roots simultaneously.
+    The Durand-Kerner method can be viewed as approximately performing
+    simultaneous Newton iteration for all the roots. In particular,
+    the convergence to simple roots is quadratic, just like Newton's
+    method.
+
+    Although all roots are internally calculated using complex arithmetic, any
+    root found to have an imaginary part smaller than the estimated numerical
+    error is truncated to a real number (small real parts are also chopped).
+    Real roots are placed first in the returned list, sorted by value. The
+    remaining complex roots are sorted by their real parts so that conjugate
+    roots end up next to each other.
+
+    **References**
+
+    1. http://en.wikipedia.org/wiki/Durand-Kerner_method
+
+    """
+    if len(coeffs) <= 1:
+        if not coeffs or not coeffs[0]:
+            raise ValueError("Input to polyroots must not be the zero polynomial")
+        # Constant polynomial with no roots
+        return []
+
+    orig = ctx.prec
+    tol = +ctx.eps
+    with ctx.extraprec(extraprec):
+        deg = len(coeffs) - 1
+        # Must be monic
+        lead = ctx.convert(coeffs[0])
+        if lead == 1:
+            coeffs = [ctx.convert(c) for c in coeffs]
+        else:
+            coeffs = [c/lead for c in coeffs]
+        f = lambda x: ctx.polyval(coeffs, x)
+        if roots_init is None:
+            roots = [ctx.mpc((0.4+0.9j)**n) for n in xrange(deg)]
+        else:
+            roots = [None]*deg;
+            deg_init = min(deg, len(roots_init))
+            roots[:deg_init] = list(roots_init[:deg_init])
+            roots[deg_init:] = [ctx.mpc((0.4+0.9j)**n) for n
+                                in xrange(deg_init,deg)]
+        err = [ctx.one for n in xrange(deg)]
+        # Durand-Kerner iteration until convergence
+        for step in xrange(maxsteps):
+            if abs(max(err)) < tol:
+                break
+            for i in xrange(deg):
+                p = roots[i]
+                x = f(p)
+                for j in range(deg):
+                    if i != j:
+                        try:
+                            x /= (p-roots[j])
+                        except ZeroDivisionError:
+                            continue
+                roots[i] = p - x
+                err[i] = abs(x)
+        if abs(max(err)) >= tol:
+            raise ctx.NoConvergence("Didn't converge in maxsteps=%d steps." \
+                    % maxsteps)
+        # Remove small real or imaginary parts
+        if cleanup:
+            for i in xrange(deg):
+                if abs(roots[i]) < tol:
+                    roots[i] = ctx.zero
+                elif abs(ctx._im(roots[i])) < tol:
+                    roots[i] = roots[i].real
+                elif abs(ctx._re(roots[i])) < tol:
+                    roots[i] = roots[i].imag * 1j
+        roots.sort(key=lambda x: (abs(ctx._im(x)), ctx._re(x)))
+    if error:
+        err = max(err)
+        err = max(err, ctx.ldexp(1, -orig+1))
+        return [+r for r in roots], +err
+    else:
+        return [+r for r in roots]