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Reset repository and upload final project (part 22)

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  1. .gitattributes +24 -0
  2. .venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_basic.py +877 -0
  3. .venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_helper.py +54 -0
  4. .venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_import.py +33 -0
  5. .venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
  6. .venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_real_transforms.py +836 -0
  7. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._LICENSE_DOP +0 -0
  8. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.___init__.py +0 -0
  9. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.___pycache__ +0 -0
  10. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__bvp.py +0 -0
  11. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__cubature.py +0 -0
  12. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__dop.cpython-312-darwin.so +0 -0
  13. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__ivp +0 -0
  14. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__lebedev.py +0 -0
  15. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__ode.py +0 -0
  16. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__odepack.cpython-312-darwin.so +0 -0
  17. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__odepack_py.py +0 -0
  18. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__quad_vec.py +0 -0
  19. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__quadpack.cpython-312-darwin.so +0 -0
  20. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__quadpack_py.py +0 -0
  21. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__quadrature.py +0 -0
  22. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__rules +0 -0
  23. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__tanhsinh.py +0 -0
  24. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__test_multivariate.cpython-312-darwin.so +0 -0
  25. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/.__vode.cpython-312-darwin.so +0 -0
  26. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._dop.py +0 -0
  27. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._lsoda.py +0 -0
  28. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._odepack.py +0 -0
  29. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._quadpack.py +0 -0
  30. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._tests +0 -0
  31. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/._vode.py +0 -0
  32. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/LICENSE_DOP +76 -0
  33. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/__init__.py +122 -0
  34. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_bvp.py +1162 -0
  35. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_cubature.py +731 -0
  36. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_dop.cpython-312-darwin.so +0 -0
  37. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/.___init__.py +0 -0
  38. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/.___pycache__ +0 -0
  39. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._base.py +0 -0
  40. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._bdf.py +0 -0
  41. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._common.py +0 -0
  42. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._dop853_coefficients.py +0 -0
  43. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._ivp.py +0 -0
  44. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._lsoda.py +0 -0
  45. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._radau.py +0 -0
  46. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._rk.py +0 -0
  47. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._tests +0 -0
  48. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/__init__.py +8 -0
  49. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/base.py +298 -0
  50. .venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/bdf.py +479 -0
.gitattributes CHANGED
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1
+ # Created by Pearu Peterson, September 2002
2
+
3
+ from numpy.testing import (assert_, assert_equal, assert_array_almost_equal,
4
+ assert_array_almost_equal_nulp, assert_array_less)
5
+ import pytest
6
+ from pytest import raises as assert_raises
7
+ from scipy.fftpack import ifft, fft, fftn, ifftn, rfft, irfft, fft2
8
+
9
+ from numpy import (arange, array, asarray, zeros, dot, exp, pi,
10
+ swapaxes, double, cdouble)
11
+ import numpy as np
12
+ import numpy.fft
13
+ from numpy.random import rand
14
+
15
+ # "large" composite numbers supported by FFTPACK
16
+ LARGE_COMPOSITE_SIZES = [
17
+ 2**13,
18
+ 2**5 * 3**5,
19
+ 2**3 * 3**3 * 5**2,
20
+ ]
21
+ SMALL_COMPOSITE_SIZES = [
22
+ 2,
23
+ 2*3*5,
24
+ 2*2*3*3,
25
+ ]
26
+ # prime
27
+ LARGE_PRIME_SIZES = [
28
+ 2011
29
+ ]
30
+ SMALL_PRIME_SIZES = [
31
+ 29
32
+ ]
33
+
34
+
35
+ def _assert_close_in_norm(x, y, rtol, size, rdt):
36
+ # helper function for testing
37
+ err_msg = f"size: {size} rdt: {rdt}"
38
+ assert_array_less(np.linalg.norm(x - y), rtol*np.linalg.norm(x), err_msg)
39
+
40
+
41
+ def random(size):
42
+ return rand(*size)
43
+
44
+
45
+ def direct_dft(x):
46
+ x = asarray(x)
47
+ n = len(x)
48
+ y = zeros(n, dtype=cdouble)
49
+ w = -arange(n)*(2j*pi/n)
50
+ for i in range(n):
51
+ y[i] = dot(exp(i*w), x)
52
+ return y
53
+
54
+
55
+ def direct_idft(x):
56
+ x = asarray(x)
57
+ n = len(x)
58
+ y = zeros(n, dtype=cdouble)
59
+ w = arange(n)*(2j*pi/n)
60
+ for i in range(n):
61
+ y[i] = dot(exp(i*w), x)/n
62
+ return y
63
+
64
+
65
+ def direct_dftn(x):
66
+ x = asarray(x)
67
+ for axis in range(len(x.shape)):
68
+ x = fft(x, axis=axis)
69
+ return x
70
+
71
+
72
+ def direct_idftn(x):
73
+ x = asarray(x)
74
+ for axis in range(len(x.shape)):
75
+ x = ifft(x, axis=axis)
76
+ return x
77
+
78
+
79
+ def direct_rdft(x):
80
+ x = asarray(x)
81
+ n = len(x)
82
+ w = -arange(n)*(2j*pi/n)
83
+ r = zeros(n, dtype=double)
84
+ for i in range(n//2+1):
85
+ y = dot(exp(i*w), x)
86
+ if i:
87
+ r[2*i-1] = y.real
88
+ if 2*i < n:
89
+ r[2*i] = y.imag
90
+ else:
91
+ r[0] = y.real
92
+ return r
93
+
94
+
95
+ def direct_irdft(x):
96
+ x = asarray(x)
97
+ n = len(x)
98
+ x1 = zeros(n, dtype=cdouble)
99
+ for i in range(n//2+1):
100
+ if i:
101
+ if 2*i < n:
102
+ x1[i] = x[2*i-1] + 1j*x[2*i]
103
+ x1[n-i] = x[2*i-1] - 1j*x[2*i]
104
+ else:
105
+ x1[i] = x[2*i-1]
106
+ else:
107
+ x1[0] = x[0]
108
+ return direct_idft(x1).real
109
+
110
+
111
+ class _TestFFTBase:
112
+ def setup_method(self):
113
+ self.cdt = None
114
+ self.rdt = None
115
+ np.random.seed(1234)
116
+
117
+ def test_definition(self):
118
+ x = np.array([1,2,3,4+1j,1,2,3,4+2j], dtype=self.cdt)
119
+ y = fft(x)
120
+ assert_equal(y.dtype, self.cdt)
121
+ y1 = direct_dft(x)
122
+ assert_array_almost_equal(y,y1)
123
+ x = np.array([1,2,3,4+0j,5], dtype=self.cdt)
124
+ assert_array_almost_equal(fft(x),direct_dft(x))
125
+
126
+ def test_n_argument_real(self):
127
+ x1 = np.array([1,2,3,4], dtype=self.rdt)
128
+ x2 = np.array([1,2,3,4], dtype=self.rdt)
129
+ y = fft([x1,x2],n=4)
130
+ assert_equal(y.dtype, self.cdt)
131
+ assert_equal(y.shape,(2,4))
132
+ assert_array_almost_equal(y[0],direct_dft(x1))
133
+ assert_array_almost_equal(y[1],direct_dft(x2))
134
+
135
+ def _test_n_argument_complex(self):
136
+ x1 = np.array([1,2,3,4+1j], dtype=self.cdt)
137
+ x2 = np.array([1,2,3,4+1j], dtype=self.cdt)
138
+ y = fft([x1,x2],n=4)
139
+ assert_equal(y.dtype, self.cdt)
140
+ assert_equal(y.shape,(2,4))
141
+ assert_array_almost_equal(y[0],direct_dft(x1))
142
+ assert_array_almost_equal(y[1],direct_dft(x2))
143
+
144
+ def test_invalid_sizes(self):
145
+ assert_raises(ValueError, fft, [])
146
+ assert_raises(ValueError, fft, [[1,1],[2,2]], -5)
147
+
148
+
149
+ class TestDoubleFFT(_TestFFTBase):
150
+ def setup_method(self):
151
+ self.cdt = np.complex128
152
+ self.rdt = np.float64
153
+
154
+
155
+ class TestSingleFFT(_TestFFTBase):
156
+ def setup_method(self):
157
+ self.cdt = np.complex64
158
+ self.rdt = np.float32
159
+
160
+ reason = ("single-precision FFT implementation is partially disabled, "
161
+ "until accuracy issues with large prime powers are resolved")
162
+
163
+ @pytest.mark.xfail(run=False, reason=reason)
164
+ def test_notice(self):
165
+ pass
166
+
167
+
168
+ class TestFloat16FFT:
169
+
170
+ def test_1_argument_real(self):
171
+ x1 = np.array([1, 2, 3, 4], dtype=np.float16)
172
+ y = fft(x1, n=4)
173
+ assert_equal(y.dtype, np.complex64)
174
+ assert_equal(y.shape, (4, ))
175
+ assert_array_almost_equal(y, direct_dft(x1.astype(np.float32)))
176
+
177
+ def test_n_argument_real(self):
178
+ x1 = np.array([1, 2, 3, 4], dtype=np.float16)
179
+ x2 = np.array([1, 2, 3, 4], dtype=np.float16)
180
+ y = fft([x1, x2], n=4)
181
+ assert_equal(y.dtype, np.complex64)
182
+ assert_equal(y.shape, (2, 4))
183
+ assert_array_almost_equal(y[0], direct_dft(x1.astype(np.float32)))
184
+ assert_array_almost_equal(y[1], direct_dft(x2.astype(np.float32)))
185
+
186
+
187
+ class _TestIFFTBase:
188
+ def setup_method(self):
189
+ np.random.seed(1234)
190
+
191
+ def test_definition(self):
192
+ x = np.array([1,2,3,4+1j,1,2,3,4+2j], self.cdt)
193
+ y = ifft(x)
194
+ y1 = direct_idft(x)
195
+ assert_equal(y.dtype, self.cdt)
196
+ assert_array_almost_equal(y,y1)
197
+
198
+ x = np.array([1,2,3,4+0j,5], self.cdt)
199
+ assert_array_almost_equal(ifft(x),direct_idft(x))
200
+
201
+ def test_definition_real(self):
202
+ x = np.array([1,2,3,4,1,2,3,4], self.rdt)
203
+ y = ifft(x)
204
+ assert_equal(y.dtype, self.cdt)
205
+ y1 = direct_idft(x)
206
+ assert_array_almost_equal(y,y1)
207
+
208
+ x = np.array([1,2,3,4,5], dtype=self.rdt)
209
+ assert_equal(y.dtype, self.cdt)
210
+ assert_array_almost_equal(ifft(x),direct_idft(x))
211
+
212
+ def test_random_complex(self):
213
+ for size in [1,51,111,100,200,64,128,256,1024]:
214
+ x = random([size]).astype(self.cdt)
215
+ x = random([size]).astype(self.cdt) + 1j*x
216
+ y1 = ifft(fft(x))
217
+ y2 = fft(ifft(x))
218
+ assert_equal(y1.dtype, self.cdt)
219
+ assert_equal(y2.dtype, self.cdt)
220
+ assert_array_almost_equal(y1, x)
221
+ assert_array_almost_equal(y2, x)
222
+
223
+ def test_random_real(self):
224
+ for size in [1,51,111,100,200,64,128,256,1024]:
225
+ x = random([size]).astype(self.rdt)
226
+ y1 = ifft(fft(x))
227
+ y2 = fft(ifft(x))
228
+ assert_equal(y1.dtype, self.cdt)
229
+ assert_equal(y2.dtype, self.cdt)
230
+ assert_array_almost_equal(y1, x)
231
+ assert_array_almost_equal(y2, x)
232
+
233
+ def test_size_accuracy(self):
234
+ # Sanity check for the accuracy for prime and non-prime sized inputs
235
+ if self.rdt == np.float32:
236
+ rtol = 1e-5
237
+ elif self.rdt == np.float64:
238
+ rtol = 1e-10
239
+
240
+ for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
241
+ np.random.seed(1234)
242
+ x = np.random.rand(size).astype(self.rdt)
243
+ y = ifft(fft(x))
244
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
245
+ y = fft(ifft(x))
246
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
247
+
248
+ x = (x + 1j*np.random.rand(size)).astype(self.cdt)
249
+ y = ifft(fft(x))
250
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
251
+ y = fft(ifft(x))
252
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
253
+
254
+ def test_invalid_sizes(self):
255
+ assert_raises(ValueError, ifft, [])
256
+ assert_raises(ValueError, ifft, [[1,1],[2,2]], -5)
257
+
258
+
259
+ class TestDoubleIFFT(_TestIFFTBase):
260
+ def setup_method(self):
261
+ self.cdt = np.complex128
262
+ self.rdt = np.float64
263
+
264
+
265
+ class TestSingleIFFT(_TestIFFTBase):
266
+ def setup_method(self):
267
+ self.cdt = np.complex64
268
+ self.rdt = np.float32
269
+
270
+
271
+ class _TestRFFTBase:
272
+ def setup_method(self):
273
+ np.random.seed(1234)
274
+
275
+ def test_definition(self):
276
+ for t in [[1, 2, 3, 4, 1, 2, 3, 4], [1, 2, 3, 4, 1, 2, 3, 4, 5]]:
277
+ x = np.array(t, dtype=self.rdt)
278
+ y = rfft(x)
279
+ y1 = direct_rdft(x)
280
+ assert_array_almost_equal(y,y1)
281
+ assert_equal(y.dtype, self.rdt)
282
+
283
+ def test_invalid_sizes(self):
284
+ assert_raises(ValueError, rfft, [])
285
+ assert_raises(ValueError, rfft, [[1,1],[2,2]], -5)
286
+
287
+ # See gh-5790
288
+ class MockSeries:
289
+ def __init__(self, data):
290
+ self.data = np.asarray(data)
291
+
292
+ def __getattr__(self, item):
293
+ try:
294
+ return getattr(self.data, item)
295
+ except AttributeError as e:
296
+ raise AttributeError("'MockSeries' object "
297
+ f"has no attribute '{item}'") from e
298
+
299
+ def test_non_ndarray_with_dtype(self):
300
+ x = np.array([1., 2., 3., 4., 5.])
301
+ xs = _TestRFFTBase.MockSeries(x)
302
+
303
+ expected = [1, 2, 3, 4, 5]
304
+ rfft(xs)
305
+
306
+ # Data should not have been overwritten
307
+ assert_equal(x, expected)
308
+ assert_equal(xs.data, expected)
309
+
310
+ def test_complex_input(self):
311
+ assert_raises(TypeError, rfft, np.arange(4, dtype=np.complex64))
312
+
313
+
314
+ class TestRFFTDouble(_TestRFFTBase):
315
+ def setup_method(self):
316
+ self.cdt = np.complex128
317
+ self.rdt = np.float64
318
+
319
+
320
+ class TestRFFTSingle(_TestRFFTBase):
321
+ def setup_method(self):
322
+ self.cdt = np.complex64
323
+ self.rdt = np.float32
324
+
325
+
326
+ class _TestIRFFTBase:
327
+ def setup_method(self):
328
+ np.random.seed(1234)
329
+
330
+ def test_definition(self):
331
+ x1 = [1,2,3,4,1,2,3,4]
332
+ x1_1 = [1,2+3j,4+1j,2+3j,4,2-3j,4-1j,2-3j]
333
+ x2 = [1,2,3,4,1,2,3,4,5]
334
+ x2_1 = [1,2+3j,4+1j,2+3j,4+5j,4-5j,2-3j,4-1j,2-3j]
335
+
336
+ def _test(x, xr):
337
+ y = irfft(np.array(x, dtype=self.rdt))
338
+ y1 = direct_irdft(x)
339
+ assert_equal(y.dtype, self.rdt)
340
+ assert_array_almost_equal(y,y1, decimal=self.ndec)
341
+ assert_array_almost_equal(y,ifft(xr), decimal=self.ndec)
342
+
343
+ _test(x1, x1_1)
344
+ _test(x2, x2_1)
345
+
346
+ def test_random_real(self):
347
+ for size in [1,51,111,100,200,64,128,256,1024]:
348
+ x = random([size]).astype(self.rdt)
349
+ y1 = irfft(rfft(x))
350
+ y2 = rfft(irfft(x))
351
+ assert_equal(y1.dtype, self.rdt)
352
+ assert_equal(y2.dtype, self.rdt)
353
+ assert_array_almost_equal(y1, x, decimal=self.ndec, err_msg=f"size={size}")
354
+ assert_array_almost_equal(y2, x, decimal=self.ndec, err_msg=f"size={size}")
355
+
356
+ def test_size_accuracy(self):
357
+ # Sanity check for the accuracy for prime and non-prime sized inputs
358
+ if self.rdt == np.float32:
359
+ rtol = 1e-5
360
+ elif self.rdt == np.float64:
361
+ rtol = 1e-10
362
+
363
+ for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
364
+ np.random.seed(1234)
365
+ x = np.random.rand(size).astype(self.rdt)
366
+ y = irfft(rfft(x))
367
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
368
+ y = rfft(irfft(x))
369
+ _assert_close_in_norm(x, y, rtol, size, self.rdt)
370
+
371
+ def test_invalid_sizes(self):
372
+ assert_raises(ValueError, irfft, [])
373
+ assert_raises(ValueError, irfft, [[1,1],[2,2]], -5)
374
+
375
+ def test_complex_input(self):
376
+ assert_raises(TypeError, irfft, np.arange(4, dtype=np.complex64))
377
+
378
+
379
+ # self.ndec is bogus; we should have a assert_array_approx_equal for number of
380
+ # significant digits
381
+
382
+ class TestIRFFTDouble(_TestIRFFTBase):
383
+ def setup_method(self):
384
+ self.cdt = np.complex128
385
+ self.rdt = np.float64
386
+ self.ndec = 14
387
+
388
+
389
+ class TestIRFFTSingle(_TestIRFFTBase):
390
+ def setup_method(self):
391
+ self.cdt = np.complex64
392
+ self.rdt = np.float32
393
+ self.ndec = 5
394
+
395
+
396
+ class Testfft2:
397
+ def setup_method(self):
398
+ np.random.seed(1234)
399
+
400
+ def test_regression_244(self):
401
+ """FFT returns wrong result with axes parameter."""
402
+ # fftn (and hence fft2) used to break when both axes and shape were
403
+ # used
404
+ x = numpy.ones((4, 4, 2))
405
+ y = fft2(x, shape=(8, 8), axes=(-3, -2))
406
+ y_r = numpy.fft.fftn(x, s=(8, 8), axes=(-3, -2))
407
+ assert_array_almost_equal(y, y_r)
408
+
409
+ def test_invalid_sizes(self):
410
+ assert_raises(ValueError, fft2, [[]])
411
+ assert_raises(ValueError, fft2, [[1, 1], [2, 2]], (4, -3))
412
+
413
+
414
+ class TestFftnSingle:
415
+ def setup_method(self):
416
+ np.random.seed(1234)
417
+
418
+ def test_definition(self):
419
+ x = [[1, 2, 3],
420
+ [4, 5, 6],
421
+ [7, 8, 9]]
422
+ y = fftn(np.array(x, np.float32))
423
+ assert_(y.dtype == np.complex64,
424
+ msg="double precision output with single precision")
425
+
426
+ y_r = np.array(fftn(x), np.complex64)
427
+ assert_array_almost_equal_nulp(y, y_r)
428
+
429
+ @pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
430
+ def test_size_accuracy_small(self, size):
431
+ rng = np.random.default_rng(1234)
432
+ x = rng.random((size, size)) + 1j*rng.random((size, size))
433
+ y1 = fftn(x.real.astype(np.float32))
434
+ y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
435
+
436
+ assert_equal(y1.dtype, np.complex64)
437
+ assert_array_almost_equal_nulp(y1, y2, 2000)
438
+
439
+ @pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
440
+ def test_size_accuracy_large(self, size):
441
+ rand = np.random.default_rng(1234)
442
+ x = rand.random((size, 3)) + 1j*rand.random((size, 3))
443
+ y1 = fftn(x.real.astype(np.float32))
444
+ y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
445
+
446
+ assert_equal(y1.dtype, np.complex64)
447
+ assert_array_almost_equal_nulp(y1, y2, 2000)
448
+
449
+ def test_definition_float16(self):
450
+ x = [[1, 2, 3],
451
+ [4, 5, 6],
452
+ [7, 8, 9]]
453
+ y = fftn(np.array(x, np.float16))
454
+ assert_equal(y.dtype, np.complex64)
455
+ y_r = np.array(fftn(x), np.complex64)
456
+ assert_array_almost_equal_nulp(y, y_r)
457
+
458
+ @pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
459
+ def test_float16_input_small(self, size):
460
+ rng = np.random.default_rng(1234)
461
+ x = rng.random((size, size)) + 1j * rng.random((size, size))
462
+ y1 = fftn(x.real.astype(np.float16))
463
+ y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
464
+
465
+ assert_equal(y1.dtype, np.complex64)
466
+ assert_array_almost_equal_nulp(y1, y2, 5e5)
467
+
468
+ @pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
469
+ def test_float16_input_large(self, size):
470
+ rng = np.random.default_rng(1234)
471
+ x = rng.random((size, 3)) + 1j*rng.random((size, 3))
472
+ y1 = fftn(x.real.astype(np.float16))
473
+ y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
474
+
475
+ assert_equal(y1.dtype, np.complex64)
476
+ assert_array_almost_equal_nulp(y1, y2, 2e6)
477
+
478
+
479
+ class TestFftn:
480
+ def setup_method(self):
481
+ np.random.seed(1234)
482
+
483
+ def test_definition(self):
484
+ x = [[1, 2, 3],
485
+ [4, 5, 6],
486
+ [7, 8, 9]]
487
+ y = fftn(x)
488
+ assert_array_almost_equal(y, direct_dftn(x))
489
+
490
+ x = random((20, 26))
491
+ assert_array_almost_equal(fftn(x), direct_dftn(x))
492
+
493
+ x = random((5, 4, 3, 20))
494
+ assert_array_almost_equal(fftn(x), direct_dftn(x))
495
+
496
+ def test_axes_argument(self):
497
+ # plane == ji_plane, x== kji_space
498
+ plane1 = [[1, 2, 3],
499
+ [4, 5, 6],
500
+ [7, 8, 9]]
501
+ plane2 = [[10, 11, 12],
502
+ [13, 14, 15],
503
+ [16, 17, 18]]
504
+ plane3 = [[19, 20, 21],
505
+ [22, 23, 24],
506
+ [25, 26, 27]]
507
+ ki_plane1 = [[1, 2, 3],
508
+ [10, 11, 12],
509
+ [19, 20, 21]]
510
+ ki_plane2 = [[4, 5, 6],
511
+ [13, 14, 15],
512
+ [22, 23, 24]]
513
+ ki_plane3 = [[7, 8, 9],
514
+ [16, 17, 18],
515
+ [25, 26, 27]]
516
+ jk_plane1 = [[1, 10, 19],
517
+ [4, 13, 22],
518
+ [7, 16, 25]]
519
+ jk_plane2 = [[2, 11, 20],
520
+ [5, 14, 23],
521
+ [8, 17, 26]]
522
+ jk_plane3 = [[3, 12, 21],
523
+ [6, 15, 24],
524
+ [9, 18, 27]]
525
+ kj_plane1 = [[1, 4, 7],
526
+ [10, 13, 16], [19, 22, 25]]
527
+ kj_plane2 = [[2, 5, 8],
528
+ [11, 14, 17], [20, 23, 26]]
529
+ kj_plane3 = [[3, 6, 9],
530
+ [12, 15, 18], [21, 24, 27]]
531
+ ij_plane1 = [[1, 4, 7],
532
+ [2, 5, 8],
533
+ [3, 6, 9]]
534
+ ij_plane2 = [[10, 13, 16],
535
+ [11, 14, 17],
536
+ [12, 15, 18]]
537
+ ij_plane3 = [[19, 22, 25],
538
+ [20, 23, 26],
539
+ [21, 24, 27]]
540
+ ik_plane1 = [[1, 10, 19],
541
+ [2, 11, 20],
542
+ [3, 12, 21]]
543
+ ik_plane2 = [[4, 13, 22],
544
+ [5, 14, 23],
545
+ [6, 15, 24]]
546
+ ik_plane3 = [[7, 16, 25],
547
+ [8, 17, 26],
548
+ [9, 18, 27]]
549
+ ijk_space = [jk_plane1, jk_plane2, jk_plane3]
550
+ ikj_space = [kj_plane1, kj_plane2, kj_plane3]
551
+ jik_space = [ik_plane1, ik_plane2, ik_plane3]
552
+ jki_space = [ki_plane1, ki_plane2, ki_plane3]
553
+ kij_space = [ij_plane1, ij_plane2, ij_plane3]
554
+ x = array([plane1, plane2, plane3])
555
+
556
+ assert_array_almost_equal(fftn(x),
557
+ fftn(x, axes=(-3, -2, -1))) # kji_space
558
+ assert_array_almost_equal(fftn(x), fftn(x, axes=(0, 1, 2)))
559
+ assert_array_almost_equal(fftn(x, axes=(0, 2)), fftn(x, axes=(0, -1)))
560
+ y = fftn(x, axes=(2, 1, 0)) # ijk_space
561
+ assert_array_almost_equal(swapaxes(y, -1, -3), fftn(ijk_space))
562
+ y = fftn(x, axes=(2, 0, 1)) # ikj_space
563
+ assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -1, -2),
564
+ fftn(ikj_space))
565
+ y = fftn(x, axes=(1, 2, 0)) # jik_space
566
+ assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -3, -2),
567
+ fftn(jik_space))
568
+ y = fftn(x, axes=(1, 0, 2)) # jki_space
569
+ assert_array_almost_equal(swapaxes(y, -2, -3), fftn(jki_space))
570
+ y = fftn(x, axes=(0, 2, 1)) # kij_space
571
+ assert_array_almost_equal(swapaxes(y, -2, -1), fftn(kij_space))
572
+
573
+ y = fftn(x, axes=(-2, -1)) # ji_plane
574
+ assert_array_almost_equal(fftn(plane1), y[0])
575
+ assert_array_almost_equal(fftn(plane2), y[1])
576
+ assert_array_almost_equal(fftn(plane3), y[2])
577
+
578
+ y = fftn(x, axes=(1, 2)) # ji_plane
579
+ assert_array_almost_equal(fftn(plane1), y[0])
580
+ assert_array_almost_equal(fftn(plane2), y[1])
581
+ assert_array_almost_equal(fftn(plane3), y[2])
582
+
583
+ y = fftn(x, axes=(-3, -2)) # kj_plane
584
+ assert_array_almost_equal(fftn(x[:, :, 0]), y[:, :, 0])
585
+ assert_array_almost_equal(fftn(x[:, :, 1]), y[:, :, 1])
586
+ assert_array_almost_equal(fftn(x[:, :, 2]), y[:, :, 2])
587
+
588
+ y = fftn(x, axes=(-3, -1)) # ki_plane
589
+ assert_array_almost_equal(fftn(x[:, 0, :]), y[:, 0, :])
590
+ assert_array_almost_equal(fftn(x[:, 1, :]), y[:, 1, :])
591
+ assert_array_almost_equal(fftn(x[:, 2, :]), y[:, 2, :])
592
+
593
+ y = fftn(x, axes=(-1, -2)) # ij_plane
594
+ assert_array_almost_equal(fftn(ij_plane1), swapaxes(y[0], -2, -1))
595
+ assert_array_almost_equal(fftn(ij_plane2), swapaxes(y[1], -2, -1))
596
+ assert_array_almost_equal(fftn(ij_plane3), swapaxes(y[2], -2, -1))
597
+
598
+ y = fftn(x, axes=(-1, -3)) # ik_plane
599
+ assert_array_almost_equal(fftn(ik_plane1),
600
+ swapaxes(y[:, 0, :], -1, -2))
601
+ assert_array_almost_equal(fftn(ik_plane2),
602
+ swapaxes(y[:, 1, :], -1, -2))
603
+ assert_array_almost_equal(fftn(ik_plane3),
604
+ swapaxes(y[:, 2, :], -1, -2))
605
+
606
+ y = fftn(x, axes=(-2, -3)) # jk_plane
607
+ assert_array_almost_equal(fftn(jk_plane1),
608
+ swapaxes(y[:, :, 0], -1, -2))
609
+ assert_array_almost_equal(fftn(jk_plane2),
610
+ swapaxes(y[:, :, 1], -1, -2))
611
+ assert_array_almost_equal(fftn(jk_plane3),
612
+ swapaxes(y[:, :, 2], -1, -2))
613
+
614
+ y = fftn(x, axes=(-1,)) # i_line
615
+ for i in range(3):
616
+ for j in range(3):
617
+ assert_array_almost_equal(fft(x[i, j, :]), y[i, j, :])
618
+ y = fftn(x, axes=(-2,)) # j_line
619
+ for i in range(3):
620
+ for j in range(3):
621
+ assert_array_almost_equal(fft(x[i, :, j]), y[i, :, j])
622
+ y = fftn(x, axes=(0,)) # k_line
623
+ for i in range(3):
624
+ for j in range(3):
625
+ assert_array_almost_equal(fft(x[:, i, j]), y[:, i, j])
626
+
627
+ y = fftn(x, axes=()) # point
628
+ assert_array_almost_equal(y, x)
629
+
630
+ def test_shape_argument(self):
631
+ small_x = [[1, 2, 3],
632
+ [4, 5, 6]]
633
+ large_x1 = [[1, 2, 3, 0],
634
+ [4, 5, 6, 0],
635
+ [0, 0, 0, 0],
636
+ [0, 0, 0, 0]]
637
+
638
+ y = fftn(small_x, shape=(4, 4))
639
+ assert_array_almost_equal(y, fftn(large_x1))
640
+
641
+ y = fftn(small_x, shape=(3, 4))
642
+ assert_array_almost_equal(y, fftn(large_x1[:-1]))
643
+
644
+ def test_shape_axes_argument(self):
645
+ small_x = [[1, 2, 3],
646
+ [4, 5, 6],
647
+ [7, 8, 9]]
648
+ large_x1 = array([[1, 2, 3, 0],
649
+ [4, 5, 6, 0],
650
+ [7, 8, 9, 0],
651
+ [0, 0, 0, 0]])
652
+ y = fftn(small_x, shape=(4, 4), axes=(-2, -1))
653
+ assert_array_almost_equal(y, fftn(large_x1))
654
+ y = fftn(small_x, shape=(4, 4), axes=(-1, -2))
655
+
656
+ assert_array_almost_equal(y, swapaxes(
657
+ fftn(swapaxes(large_x1, -1, -2)), -1, -2))
658
+
659
+ def test_shape_axes_argument2(self):
660
+ # Change shape of the last axis
661
+ x = numpy.random.random((10, 5, 3, 7))
662
+ y = fftn(x, axes=(-1,), shape=(8,))
663
+ assert_array_almost_equal(y, fft(x, axis=-1, n=8))
664
+
665
+ # Change shape of an arbitrary axis which is not the last one
666
+ x = numpy.random.random((10, 5, 3, 7))
667
+ y = fftn(x, axes=(-2,), shape=(8,))
668
+ assert_array_almost_equal(y, fft(x, axis=-2, n=8))
669
+
670
+ # Change shape of axes: cf #244, where shape and axes were mixed up
671
+ x = numpy.random.random((4, 4, 2))
672
+ y = fftn(x, axes=(-3, -2), shape=(8, 8))
673
+ assert_array_almost_equal(y,
674
+ numpy.fft.fftn(x, axes=(-3, -2), s=(8, 8)))
675
+
676
+ def test_shape_argument_more(self):
677
+ x = zeros((4, 4, 2))
678
+ with assert_raises(ValueError,
679
+ match="when given, axes and shape arguments"
680
+ " have to be of the same length"):
681
+ fftn(x, shape=(8, 8, 2, 1))
682
+
683
+ def test_invalid_sizes(self):
684
+ with assert_raises(ValueError,
685
+ match="invalid number of data points"
686
+ r" \(\[1, 0\]\) specified"):
687
+ fftn([[]])
688
+
689
+ with assert_raises(ValueError,
690
+ match="invalid number of data points"
691
+ r" \(\[4, -3\]\) specified"):
692
+ fftn([[1, 1], [2, 2]], (4, -3))
693
+
694
+
695
+ class TestIfftn:
696
+ dtype = None
697
+ cdtype = None
698
+
699
+ def setup_method(self):
700
+ np.random.seed(1234)
701
+
702
+ @pytest.mark.parametrize('dtype,cdtype,maxnlp',
703
+ [(np.float64, np.complex128, 2000),
704
+ (np.float32, np.complex64, 3500)])
705
+ def test_definition(self, dtype, cdtype, maxnlp):
706
+ rng = np.random.default_rng(1234)
707
+ x = np.array([[1, 2, 3],
708
+ [4, 5, 6],
709
+ [7, 8, 9]], dtype=dtype)
710
+ y = ifftn(x)
711
+ assert_equal(y.dtype, cdtype)
712
+ assert_array_almost_equal_nulp(y, direct_idftn(x), maxnlp)
713
+
714
+ x = rng.random((20, 26))
715
+ assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
716
+
717
+ x = rng.random((5, 4, 3, 20))
718
+ assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
719
+
720
+ @pytest.mark.parametrize('maxnlp', [2000, 3500])
721
+ @pytest.mark.parametrize('size', [1, 2, 51, 32, 64, 92])
722
+ def test_random_complex(self, maxnlp, size):
723
+ rng = np.random.default_rng(1234)
724
+ x = rng.random([size, size]) + 1j * rng.random([size, size])
725
+ assert_array_almost_equal_nulp(ifftn(fftn(x)), x, maxnlp)
726
+ assert_array_almost_equal_nulp(fftn(ifftn(x)), x, maxnlp)
727
+
728
+ def test_invalid_sizes(self):
729
+ with assert_raises(ValueError,
730
+ match="invalid number of data points"
731
+ r" \(\[1, 0\]\) specified"):
732
+ ifftn([[]])
733
+
734
+ with assert_raises(ValueError,
735
+ match="invalid number of data points"
736
+ r" \(\[4, -3\]\) specified"):
737
+ ifftn([[1, 1], [2, 2]], (4, -3))
738
+
739
+
740
+ class FakeArray:
741
+ def __init__(self, data):
742
+ self._data = data
743
+ self.__array_interface__ = data.__array_interface__
744
+
745
+
746
+ class FakeArray2:
747
+ def __init__(self, data):
748
+ self._data = data
749
+
750
+ def __array__(self, dtype=None, copy=None):
751
+ return self._data
752
+
753
+
754
+ class TestOverwrite:
755
+ """Check input overwrite behavior of the FFT functions."""
756
+
757
+ real_dtypes = (np.float32, np.float64)
758
+ dtypes = real_dtypes + (np.complex64, np.complex128)
759
+ fftsizes = [8, 16, 32]
760
+
761
+ def _check(self, x, routine, fftsize, axis, overwrite_x):
762
+ x2 = x.copy()
763
+ for fake in [lambda x: x, FakeArray, FakeArray2]:
764
+ routine(fake(x2), fftsize, axis, overwrite_x=overwrite_x)
765
+
766
+ sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {fftsize!r}, "
767
+ f"axis={axis!r}, overwrite_x={overwrite_x!r})")
768
+ if not overwrite_x:
769
+ assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
770
+
771
+ def _check_1d(self, routine, dtype, shape, axis, overwritable_dtypes,
772
+ fftsize, overwrite_x):
773
+ np.random.seed(1234)
774
+ if np.issubdtype(dtype, np.complexfloating):
775
+ data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
776
+ else:
777
+ data = np.random.randn(*shape)
778
+ data = data.astype(dtype)
779
+
780
+ self._check(data, routine, fftsize, axis,
781
+ overwrite_x=overwrite_x)
782
+
783
+ @pytest.mark.parametrize('dtype', dtypes)
784
+ @pytest.mark.parametrize('fftsize', fftsizes)
785
+ @pytest.mark.parametrize('overwrite_x', [True, False])
786
+ @pytest.mark.parametrize('shape,axes', [((16,), -1),
787
+ ((16, 2), 0),
788
+ ((2, 16), 1)])
789
+ def test_fft_ifft(self, dtype, fftsize, overwrite_x, shape, axes):
790
+ overwritable = (np.complex128, np.complex64)
791
+ self._check_1d(fft, dtype, shape, axes, overwritable,
792
+ fftsize, overwrite_x)
793
+ self._check_1d(ifft, dtype, shape, axes, overwritable,
794
+ fftsize, overwrite_x)
795
+
796
+ @pytest.mark.parametrize('dtype', real_dtypes)
797
+ @pytest.mark.parametrize('fftsize', fftsizes)
798
+ @pytest.mark.parametrize('overwrite_x', [True, False])
799
+ @pytest.mark.parametrize('shape,axes', [((16,), -1),
800
+ ((16, 2), 0),
801
+ ((2, 16), 1)])
802
+ def test_rfft_irfft(self, dtype, fftsize, overwrite_x, shape, axes):
803
+ overwritable = self.real_dtypes
804
+ self._check_1d(irfft, dtype, shape, axes, overwritable,
805
+ fftsize, overwrite_x)
806
+ self._check_1d(rfft, dtype, shape, axes, overwritable,
807
+ fftsize, overwrite_x)
808
+
809
+ def _check_nd_one(self, routine, dtype, shape, axes, overwritable_dtypes,
810
+ overwrite_x):
811
+ np.random.seed(1234)
812
+ if np.issubdtype(dtype, np.complexfloating):
813
+ data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
814
+ else:
815
+ data = np.random.randn(*shape)
816
+ data = data.astype(dtype)
817
+
818
+ def fftshape_iter(shp):
819
+ if len(shp) <= 0:
820
+ yield ()
821
+ else:
822
+ for j in (shp[0]//2, shp[0], shp[0]*2):
823
+ for rest in fftshape_iter(shp[1:]):
824
+ yield (j,) + rest
825
+
826
+ if axes is None:
827
+ part_shape = shape
828
+ else:
829
+ part_shape = tuple(np.take(shape, axes))
830
+
831
+ for fftshape in fftshape_iter(part_shape):
832
+ self._check(data, routine, fftshape, axes,
833
+ overwrite_x=overwrite_x)
834
+ if data.ndim > 1:
835
+ self._check(data.T, routine, fftshape, axes,
836
+ overwrite_x=overwrite_x)
837
+
838
+ @pytest.mark.parametrize('dtype', dtypes)
839
+ @pytest.mark.parametrize('overwrite_x', [True, False])
840
+ @pytest.mark.parametrize('shape,axes', [((16,), None),
841
+ ((16,), (0,)),
842
+ ((16, 2), (0,)),
843
+ ((2, 16), (1,)),
844
+ ((8, 16), None),
845
+ ((8, 16), (0, 1)),
846
+ ((8, 16, 2), (0, 1)),
847
+ ((8, 16, 2), (1, 2)),
848
+ ((8, 16, 2), (0,)),
849
+ ((8, 16, 2), (1,)),
850
+ ((8, 16, 2), (2,)),
851
+ ((8, 16, 2), None),
852
+ ((8, 16, 2), (0, 1, 2))])
853
+ def test_fftn_ifftn(self, dtype, overwrite_x, shape, axes):
854
+ overwritable = (np.complex128, np.complex64)
855
+ self._check_nd_one(fftn, dtype, shape, axes, overwritable,
856
+ overwrite_x)
857
+ self._check_nd_one(ifftn, dtype, shape, axes, overwritable,
858
+ overwrite_x)
859
+
860
+
861
+ @pytest.mark.parametrize('func', [fftn, ifftn, fft2])
862
+ def test_shape_axes_ndarray(func):
863
+ # Test fftn and ifftn work with NumPy arrays for shape and axes arguments
864
+ # Regression test for gh-13342
865
+ a = np.random.rand(10, 10)
866
+
867
+ expect = func(a, shape=(5, 5))
868
+ actual = func(a, shape=np.array([5, 5]))
869
+ assert_equal(expect, actual)
870
+
871
+ expect = func(a, axes=(-1,))
872
+ actual = func(a, axes=np.array([-1,]))
873
+ assert_equal(expect, actual)
874
+
875
+ expect = func(a, shape=(4, 7), axes=(1, 0))
876
+ actual = func(a, shape=np.array([4, 7]), axes=np.array([1, 0]))
877
+ assert_equal(expect, actual)
.venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_helper.py ADDED
@@ -0,0 +1,54 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Created by Pearu Peterson, September 2002
2
+
3
+ __usage__ = """
4
+ Build fftpack:
5
+ python setup_fftpack.py build
6
+ Run tests if scipy is installed:
7
+ python -c 'import scipy;scipy.fftpack.test(<level>)'
8
+ Run tests if fftpack is not installed:
9
+ python tests/test_helper.py [<level>]
10
+ """
11
+
12
+ from numpy.testing import assert_array_almost_equal
13
+ from scipy.fftpack import fftshift, ifftshift, fftfreq, rfftfreq
14
+
15
+ from numpy import pi, random
16
+
17
+ class TestFFTShift:
18
+
19
+ def test_definition(self):
20
+ x = [0,1,2,3,4,-4,-3,-2,-1]
21
+ y = [-4,-3,-2,-1,0,1,2,3,4]
22
+ assert_array_almost_equal(fftshift(x),y)
23
+ assert_array_almost_equal(ifftshift(y),x)
24
+ x = [0,1,2,3,4,-5,-4,-3,-2,-1]
25
+ y = [-5,-4,-3,-2,-1,0,1,2,3,4]
26
+ assert_array_almost_equal(fftshift(x),y)
27
+ assert_array_almost_equal(ifftshift(y),x)
28
+
29
+ def test_inverse(self):
30
+ for n in [1,4,9,100,211]:
31
+ x = random.random((n,))
32
+ assert_array_almost_equal(ifftshift(fftshift(x)),x)
33
+
34
+
35
+ class TestFFTFreq:
36
+
37
+ def test_definition(self):
38
+ x = [0,1,2,3,4,-4,-3,-2,-1]
39
+ assert_array_almost_equal(9*fftfreq(9),x)
40
+ assert_array_almost_equal(9*pi*fftfreq(9,pi),x)
41
+ x = [0,1,2,3,4,-5,-4,-3,-2,-1]
42
+ assert_array_almost_equal(10*fftfreq(10),x)
43
+ assert_array_almost_equal(10*pi*fftfreq(10,pi),x)
44
+
45
+
46
+ class TestRFFTFreq:
47
+
48
+ def test_definition(self):
49
+ x = [0,1,1,2,2,3,3,4,4]
50
+ assert_array_almost_equal(9*rfftfreq(9),x)
51
+ assert_array_almost_equal(9*pi*rfftfreq(9,pi),x)
52
+ x = [0,1,1,2,2,3,3,4,4,5]
53
+ assert_array_almost_equal(10*rfftfreq(10),x)
54
+ assert_array_almost_equal(10*pi*rfftfreq(10,pi),x)
.venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_import.py ADDED
@@ -0,0 +1,33 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Test possibility of patching fftpack with pyfftw.
2
+
3
+ No module source outside of scipy.fftpack should contain an import of
4
+ the form `from scipy.fftpack import ...`, so that a simple replacement
5
+ of scipy.fftpack by the corresponding fftw interface completely swaps
6
+ the two FFT implementations.
7
+
8
+ Because this simply inspects source files, we only need to run the test
9
+ on one version of Python.
10
+ """
11
+
12
+
13
+ from pathlib import Path
14
+ import re
15
+ import tokenize
16
+ import pytest
17
+ from numpy.testing import assert_
18
+ import scipy
19
+
20
+ class TestFFTPackImport:
21
+ @pytest.mark.slow
22
+ def test_fftpack_import(self):
23
+ base = Path(scipy.__file__).parent
24
+ regexp = r"\s*from.+\.fftpack import .*\n"
25
+ for path in base.rglob("*.py"):
26
+ if base / "fftpack" in path.parents:
27
+ continue
28
+ # use tokenize to auto-detect encoding on systems where no
29
+ # default encoding is defined (e.g., LANG='C')
30
+ with tokenize.open(str(path)) as file:
31
+ assert_(all(not re.fullmatch(regexp, line)
32
+ for line in file),
33
+ f"{path} contains an import from fftpack")
.venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_pseudo_diffs.py ADDED
@@ -0,0 +1,388 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Created by Pearu Peterson, September 2002
2
+
3
+ __usage__ = """
4
+ Build fftpack:
5
+ python setup_fftpack.py build
6
+ Run tests if scipy is installed:
7
+ python -c 'import scipy;scipy.fftpack.test(<level>)'
8
+ Run tests if fftpack is not installed:
9
+ python tests/test_pseudo_diffs.py [<level>]
10
+ """
11
+
12
+ from numpy.testing import (assert_equal, assert_almost_equal,
13
+ assert_array_almost_equal)
14
+ from scipy.fftpack import (diff, fft, ifft, tilbert, itilbert, hilbert,
15
+ ihilbert, shift, fftfreq, cs_diff, sc_diff,
16
+ ss_diff, cc_diff)
17
+
18
+ import numpy as np
19
+ from numpy import arange, sin, cos, pi, exp, tanh, sum, sign
20
+ from numpy.random import random
21
+
22
+
23
+ def direct_diff(x,k=1,period=None):
24
+ fx = fft(x)
25
+ n = len(fx)
26
+ if period is None:
27
+ period = 2*pi
28
+ w = fftfreq(n)*2j*pi/period*n
29
+ if k < 0:
30
+ w = 1 / w**k
31
+ w[0] = 0.0
32
+ else:
33
+ w = w**k
34
+ if n > 2000:
35
+ w[250:n-250] = 0.0
36
+ return ifft(w*fx).real
37
+
38
+
39
+ def direct_tilbert(x,h=1,period=None):
40
+ fx = fft(x)
41
+ n = len(fx)
42
+ if period is None:
43
+ period = 2*pi
44
+ w = fftfreq(n)*h*2*pi/period*n
45
+ w[0] = 1
46
+ w = 1j/tanh(w)
47
+ w[0] = 0j
48
+ return ifft(w*fx)
49
+
50
+
51
+ def direct_itilbert(x,h=1,period=None):
52
+ fx = fft(x)
53
+ n = len(fx)
54
+ if period is None:
55
+ period = 2*pi
56
+ w = fftfreq(n)*h*2*pi/period*n
57
+ w = -1j*tanh(w)
58
+ return ifft(w*fx)
59
+
60
+
61
+ def direct_hilbert(x):
62
+ fx = fft(x)
63
+ n = len(fx)
64
+ w = fftfreq(n)*n
65
+ w = 1j*sign(w)
66
+ return ifft(w*fx)
67
+
68
+
69
+ def direct_ihilbert(x):
70
+ return -direct_hilbert(x)
71
+
72
+
73
+ def direct_shift(x,a,period=None):
74
+ n = len(x)
75
+ if period is None:
76
+ k = fftfreq(n)*1j*n
77
+ else:
78
+ k = fftfreq(n)*2j*pi/period*n
79
+ return ifft(fft(x)*exp(k*a)).real
80
+
81
+
82
+ class TestDiff:
83
+
84
+ def test_definition(self):
85
+ for n in [16,17,64,127,32]:
86
+ x = arange(n)*2*pi/n
87
+ assert_array_almost_equal(diff(sin(x)),direct_diff(sin(x)))
88
+ assert_array_almost_equal(diff(sin(x),2),direct_diff(sin(x),2))
89
+ assert_array_almost_equal(diff(sin(x),3),direct_diff(sin(x),3))
90
+ assert_array_almost_equal(diff(sin(x),4),direct_diff(sin(x),4))
91
+ assert_array_almost_equal(diff(sin(x),5),direct_diff(sin(x),5))
92
+ assert_array_almost_equal(diff(sin(2*x),3),direct_diff(sin(2*x),3))
93
+ assert_array_almost_equal(diff(sin(2*x),4),direct_diff(sin(2*x),4))
94
+ assert_array_almost_equal(diff(cos(x)),direct_diff(cos(x)))
95
+ assert_array_almost_equal(diff(cos(x),2),direct_diff(cos(x),2))
96
+ assert_array_almost_equal(diff(cos(x),3),direct_diff(cos(x),3))
97
+ assert_array_almost_equal(diff(cos(x),4),direct_diff(cos(x),4))
98
+ assert_array_almost_equal(diff(cos(2*x)),direct_diff(cos(2*x)))
99
+ assert_array_almost_equal(diff(sin(x*n/8)),direct_diff(sin(x*n/8)))
100
+ assert_array_almost_equal(diff(cos(x*n/8)),direct_diff(cos(x*n/8)))
101
+ for k in range(5):
102
+ assert_array_almost_equal(diff(sin(4*x),k),direct_diff(sin(4*x),k))
103
+ assert_array_almost_equal(diff(cos(4*x),k),direct_diff(cos(4*x),k))
104
+
105
+ def test_period(self):
106
+ for n in [17,64]:
107
+ x = arange(n)/float(n)
108
+ assert_array_almost_equal(diff(sin(2*pi*x),period=1),
109
+ 2*pi*cos(2*pi*x))
110
+ assert_array_almost_equal(diff(sin(2*pi*x),3,period=1),
111
+ -(2*pi)**3*cos(2*pi*x))
112
+
113
+ def test_sin(self):
114
+ for n in [32,64,77]:
115
+ x = arange(n)*2*pi/n
116
+ assert_array_almost_equal(diff(sin(x)),cos(x))
117
+ assert_array_almost_equal(diff(cos(x)),-sin(x))
118
+ assert_array_almost_equal(diff(sin(x),2),-sin(x))
119
+ assert_array_almost_equal(diff(sin(x),4),sin(x))
120
+ assert_array_almost_equal(diff(sin(4*x)),4*cos(4*x))
121
+ assert_array_almost_equal(diff(sin(sin(x))),cos(x)*cos(sin(x)))
122
+
123
+ def test_expr(self):
124
+ for n in [64,77,100,128,256,512,1024,2048,4096,8192][:5]:
125
+ x = arange(n)*2*pi/n
126
+ f = sin(x)*cos(4*x)+exp(sin(3*x))
127
+ df = cos(x)*cos(4*x)-4*sin(x)*sin(4*x)+3*cos(3*x)*exp(sin(3*x))
128
+ ddf = -17*sin(x)*cos(4*x)-8*cos(x)*sin(4*x)\
129
+ - 9*sin(3*x)*exp(sin(3*x))+9*cos(3*x)**2*exp(sin(3*x))
130
+ d1 = diff(f)
131
+ assert_array_almost_equal(d1,df)
132
+ assert_array_almost_equal(diff(df),ddf)
133
+ assert_array_almost_equal(diff(f,2),ddf)
134
+ assert_array_almost_equal(diff(ddf,-1),df)
135
+
136
+ def test_expr_large(self):
137
+ for n in [2048,4096]:
138
+ x = arange(n)*2*pi/n
139
+ f = sin(x)*cos(4*x)+exp(sin(3*x))
140
+ df = cos(x)*cos(4*x)-4*sin(x)*sin(4*x)+3*cos(3*x)*exp(sin(3*x))
141
+ ddf = -17*sin(x)*cos(4*x)-8*cos(x)*sin(4*x)\
142
+ - 9*sin(3*x)*exp(sin(3*x))+9*cos(3*x)**2*exp(sin(3*x))
143
+ assert_array_almost_equal(diff(f),df)
144
+ assert_array_almost_equal(diff(df),ddf)
145
+ assert_array_almost_equal(diff(ddf,-1),df)
146
+ assert_array_almost_equal(diff(f,2),ddf)
147
+
148
+ def test_int(self):
149
+ n = 64
150
+ x = arange(n)*2*pi/n
151
+ assert_array_almost_equal(diff(sin(x),-1),-cos(x))
152
+ assert_array_almost_equal(diff(sin(x),-2),-sin(x))
153
+ assert_array_almost_equal(diff(sin(x),-4),sin(x))
154
+ assert_array_almost_equal(diff(2*cos(2*x),-1),sin(2*x))
155
+
156
+ def test_random_even(self):
157
+ rng = np.random.default_rng(1234)
158
+ for k in [0,2,4,6]:
159
+ for n in [60,32,64,56,55]:
160
+ f = rng.random((n,))
161
+ af = sum(f,axis=0)/n
162
+ f = f-af
163
+ # zeroing Nyquist mode:
164
+ f = diff(diff(f,1),-1)
165
+ assert_almost_equal(sum(f,axis=0),0.0)
166
+ assert_array_almost_equal(diff(diff(f,k),-k),f)
167
+ assert_array_almost_equal(diff(diff(f,-k),k),f)
168
+
169
+ def test_random_odd(self):
170
+ rng = np.random.default_rng(1234)
171
+ for k in [0,1,2,3,4,5,6]:
172
+ for n in [33,65,55]:
173
+ f = rng.random((n,))
174
+ af = sum(f,axis=0)/n
175
+ f = f-af
176
+ assert_almost_equal(sum(f,axis=0),0.0)
177
+ assert_array_almost_equal(diff(diff(f,k),-k),f)
178
+ assert_array_almost_equal(diff(diff(f,-k),k),f)
179
+
180
+ def test_zero_nyquist(self):
181
+ rng = np.random.default_rng(1234)
182
+ for k in [0,1,2,3,4,5,6]:
183
+ for n in [32,33,64,56,55]:
184
+ f = rng.random((n,))
185
+ af = sum(f,axis=0)/n
186
+ f = f-af
187
+ # zeroing Nyquist mode:
188
+ f = diff(diff(f,1),-1)
189
+ assert_almost_equal(sum(f,axis=0),0.0)
190
+ assert_array_almost_equal(diff(diff(f,k),-k),f)
191
+ assert_array_almost_equal(diff(diff(f,-k),k),f)
192
+
193
+
194
+ class TestTilbert:
195
+
196
+ def test_definition(self):
197
+ for h in [0.1,0.5,1,5.5,10]:
198
+ for n in [16,17,64,127]:
199
+ x = arange(n)*2*pi/n
200
+ y = tilbert(sin(x),h)
201
+ y1 = direct_tilbert(sin(x),h)
202
+ assert_array_almost_equal(y,y1)
203
+ assert_array_almost_equal(tilbert(sin(x),h),
204
+ direct_tilbert(sin(x),h))
205
+ assert_array_almost_equal(tilbert(sin(2*x),h),
206
+ direct_tilbert(sin(2*x),h))
207
+
208
+ def test_random_even(self):
209
+ for h in [0.1,0.5,1,5.5,10]:
210
+ for n in [32,64,56]:
211
+ f = random((n,))
212
+ af = sum(f,axis=0)/n
213
+ f = f-af
214
+ assert_almost_equal(sum(f,axis=0),0.0)
215
+ assert_array_almost_equal(direct_tilbert(direct_itilbert(f,h),h),f)
216
+
217
+ def test_random_odd(self):
218
+ rng = np.random.default_rng(1234)
219
+ for h in [0.1,0.5,1,5.5,10]:
220
+ for n in [33,65,55]:
221
+ f = rng.random((n,))
222
+ af = sum(f,axis=0)/n
223
+ f = f-af
224
+ assert_almost_equal(sum(f,axis=0),0.0)
225
+ assert_array_almost_equal(itilbert(tilbert(f,h),h),f)
226
+ assert_array_almost_equal(tilbert(itilbert(f,h),h),f)
227
+
228
+
229
+ class TestITilbert:
230
+
231
+ def test_definition(self):
232
+ for h in [0.1,0.5,1,5.5,10]:
233
+ for n in [16,17,64,127]:
234
+ x = arange(n)*2*pi/n
235
+ y = itilbert(sin(x),h)
236
+ y1 = direct_itilbert(sin(x),h)
237
+ assert_array_almost_equal(y,y1)
238
+ assert_array_almost_equal(itilbert(sin(x),h),
239
+ direct_itilbert(sin(x),h))
240
+ assert_array_almost_equal(itilbert(sin(2*x),h),
241
+ direct_itilbert(sin(2*x),h))
242
+
243
+
244
+ class TestHilbert:
245
+
246
+ def test_definition(self):
247
+ for n in [16,17,64,127]:
248
+ x = arange(n)*2*pi/n
249
+ y = hilbert(sin(x))
250
+ y1 = direct_hilbert(sin(x))
251
+ assert_array_almost_equal(y,y1)
252
+ assert_array_almost_equal(hilbert(sin(2*x)),
253
+ direct_hilbert(sin(2*x)))
254
+
255
+ def test_tilbert_relation(self):
256
+ for n in [16,17,64,127]:
257
+ x = arange(n)*2*pi/n
258
+ f = sin(x)+cos(2*x)*sin(x)
259
+ y = hilbert(f)
260
+ y1 = direct_hilbert(f)
261
+ assert_array_almost_equal(y,y1)
262
+ y2 = tilbert(f,h=10)
263
+ assert_array_almost_equal(y,y2)
264
+
265
+ def test_random_odd(self):
266
+ rng = np.random.default_rng(1234)
267
+ for n in [33,65,55]:
268
+ f = rng.random((n,))
269
+ af = sum(f,axis=0)/n
270
+ f = f-af
271
+ assert_almost_equal(sum(f,axis=0),0.0)
272
+ assert_array_almost_equal(ihilbert(hilbert(f)),f)
273
+ assert_array_almost_equal(hilbert(ihilbert(f)),f)
274
+
275
+ def test_random_even(self):
276
+ rng = np.random.default_rng(1234)
277
+ for n in [32,64,56]:
278
+ f = rng.random((n,))
279
+ af = sum(f,axis=0)/n
280
+ f = f-af
281
+ # zeroing Nyquist mode:
282
+ f = diff(diff(f,1),-1)
283
+ assert_almost_equal(sum(f,axis=0),0.0)
284
+ assert_array_almost_equal(direct_hilbert(direct_ihilbert(f)),f)
285
+ assert_array_almost_equal(hilbert(ihilbert(f)),f)
286
+
287
+
288
+ class TestIHilbert:
289
+
290
+ def test_definition(self):
291
+ for n in [16,17,64,127]:
292
+ x = arange(n)*2*pi/n
293
+ y = ihilbert(sin(x))
294
+ y1 = direct_ihilbert(sin(x))
295
+ assert_array_almost_equal(y,y1)
296
+ assert_array_almost_equal(ihilbert(sin(2*x)),
297
+ direct_ihilbert(sin(2*x)))
298
+
299
+ def test_itilbert_relation(self):
300
+ for n in [16,17,64,127]:
301
+ x = arange(n)*2*pi/n
302
+ f = sin(x)+cos(2*x)*sin(x)
303
+ y = ihilbert(f)
304
+ y1 = direct_ihilbert(f)
305
+ assert_array_almost_equal(y,y1)
306
+ y2 = itilbert(f,h=10)
307
+ assert_array_almost_equal(y,y2)
308
+
309
+
310
+ class TestShift:
311
+
312
+ def test_definition(self):
313
+ for n in [18,17,64,127,32,2048,256]:
314
+ x = arange(n)*2*pi/n
315
+ for a in [0.1,3]:
316
+ assert_array_almost_equal(shift(sin(x),a),direct_shift(sin(x),a))
317
+ assert_array_almost_equal(shift(sin(x),a),sin(x+a))
318
+ assert_array_almost_equal(shift(cos(x),a),cos(x+a))
319
+ assert_array_almost_equal(shift(cos(2*x)+sin(x),a),
320
+ cos(2*(x+a))+sin(x+a))
321
+ assert_array_almost_equal(shift(exp(sin(x)),a),exp(sin(x+a)))
322
+ assert_array_almost_equal(shift(sin(x),2*pi),sin(x))
323
+ assert_array_almost_equal(shift(sin(x),pi),-sin(x))
324
+ assert_array_almost_equal(shift(sin(x),pi/2),cos(x))
325
+
326
+
327
+ class TestOverwrite:
328
+ """Check input overwrite behavior """
329
+
330
+ real_dtypes = (np.float32, np.float64)
331
+ dtypes = real_dtypes + (np.complex64, np.complex128)
332
+
333
+ def _check(self, x, routine, *args, **kwargs):
334
+ x2 = x.copy()
335
+ routine(x2, *args, **kwargs)
336
+ sig = routine.__name__
337
+ if args:
338
+ sig += repr(args)
339
+ if kwargs:
340
+ sig += repr(kwargs)
341
+ assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
342
+
343
+ def _check_1d(self, routine, dtype, shape, *args, **kwargs):
344
+ # rng = np.random.default_rng(1234)
345
+ rng = np.random.RandomState(1234)
346
+ # np.random.seed(1234)
347
+ if np.issubdtype(dtype, np.complexfloating):
348
+ data = rng.randn(*shape) + 1j*rng.randn(*shape)
349
+ else:
350
+ data = rng.randn(*shape)
351
+ data = data.astype(dtype)
352
+ self._check(data, routine, *args, **kwargs)
353
+
354
+ def test_diff(self):
355
+ for dtype in self.dtypes:
356
+ self._check_1d(diff, dtype, (16,))
357
+
358
+ def test_tilbert(self):
359
+ for dtype in self.dtypes:
360
+ self._check_1d(tilbert, dtype, (16,), 1.6)
361
+
362
+ def test_itilbert(self):
363
+ for dtype in self.dtypes:
364
+ self._check_1d(itilbert, dtype, (16,), 1.6)
365
+
366
+ def test_hilbert(self):
367
+ for dtype in self.dtypes:
368
+ self._check_1d(hilbert, dtype, (16,))
369
+
370
+ def test_cs_diff(self):
371
+ for dtype in self.dtypes:
372
+ self._check_1d(cs_diff, dtype, (16,), 1.0, 4.0)
373
+
374
+ def test_sc_diff(self):
375
+ for dtype in self.dtypes:
376
+ self._check_1d(sc_diff, dtype, (16,), 1.0, 4.0)
377
+
378
+ def test_ss_diff(self):
379
+ for dtype in self.dtypes:
380
+ self._check_1d(ss_diff, dtype, (16,), 1.0, 4.0)
381
+
382
+ def test_cc_diff(self):
383
+ for dtype in self.dtypes:
384
+ self._check_1d(cc_diff, dtype, (16,), 1.0, 4.0)
385
+
386
+ def test_shift(self):
387
+ for dtype in self.dtypes:
388
+ self._check_1d(shift, dtype, (16,), 1.0)
.venv_haddock/lib/python3.12/site-packages/scipy/fftpack/tests/test_real_transforms.py ADDED
@@ -0,0 +1,836 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from os.path import join, dirname
2
+ import threading
3
+
4
+ import numpy as np
5
+ from numpy.testing import assert_array_almost_equal, assert_equal
6
+ import pytest
7
+ from pytest import raises as assert_raises
8
+
9
+ from scipy.fftpack._realtransforms import (
10
+ dct, idct, dst, idst, dctn, idctn, dstn, idstn)
11
+
12
+ # Matlab reference data
13
+ MDATA = np.load(join(dirname(__file__), 'test.npz'))
14
+ X = [MDATA[f'x{i}'] for i in range(8)]
15
+ Y = [MDATA[f'y{i}'] for i in range(8)]
16
+
17
+ # FFTW reference data: the data are organized as follows:
18
+ # * SIZES is an array containing all available sizes
19
+ # * for every type (1, 2, 3, 4) and every size, the array dct_type_size
20
+ # contains the output of the DCT applied to the input np.linspace(0, size-1,
21
+ # size)
22
+ FFTWDATA_DOUBLE = np.load(join(dirname(__file__), 'fftw_double_ref.npz'))
23
+ FFTWDATA_SINGLE = np.load(join(dirname(__file__), 'fftw_single_ref.npz'))
24
+ FFTWDATA_SIZES = FFTWDATA_DOUBLE['sizes']
25
+
26
+
27
+ def fftw_dct_ref(type, size, dt):
28
+ x = np.linspace(0, size-1, size).astype(dt)
29
+ dt = np.result_type(np.float32, dt)
30
+ if dt == np.float64:
31
+ data = FFTWDATA_DOUBLE
32
+ elif dt == np.float32:
33
+ data = FFTWDATA_SINGLE
34
+ else:
35
+ raise ValueError()
36
+ y = (data[f'dct_{type}_{size}']).astype(dt)
37
+ return x, y, dt
38
+
39
+
40
+ def fftw_dst_ref(type, size, dt):
41
+ x = np.linspace(0, size-1, size).astype(dt)
42
+ dt = np.result_type(np.float32, dt)
43
+ if dt == np.float64:
44
+ data = FFTWDATA_DOUBLE
45
+ elif dt == np.float32:
46
+ data = FFTWDATA_SINGLE
47
+ else:
48
+ raise ValueError()
49
+ y = (data[f'dst_{type}_{size}']).astype(dt)
50
+ return x, y, dt
51
+
52
+
53
+ def dct_2d_ref(x, **kwargs):
54
+ """Calculate reference values for testing dct2."""
55
+ x = np.array(x, copy=True)
56
+ for row in range(x.shape[0]):
57
+ x[row, :] = dct(x[row, :], **kwargs)
58
+ for col in range(x.shape[1]):
59
+ x[:, col] = dct(x[:, col], **kwargs)
60
+ return x
61
+
62
+
63
+ def idct_2d_ref(x, **kwargs):
64
+ """Calculate reference values for testing idct2."""
65
+ x = np.array(x, copy=True)
66
+ for row in range(x.shape[0]):
67
+ x[row, :] = idct(x[row, :], **kwargs)
68
+ for col in range(x.shape[1]):
69
+ x[:, col] = idct(x[:, col], **kwargs)
70
+ return x
71
+
72
+
73
+ def dst_2d_ref(x, **kwargs):
74
+ """Calculate reference values for testing dst2."""
75
+ x = np.array(x, copy=True)
76
+ for row in range(x.shape[0]):
77
+ x[row, :] = dst(x[row, :], **kwargs)
78
+ for col in range(x.shape[1]):
79
+ x[:, col] = dst(x[:, col], **kwargs)
80
+ return x
81
+
82
+
83
+ def idst_2d_ref(x, **kwargs):
84
+ """Calculate reference values for testing idst2."""
85
+ x = np.array(x, copy=True)
86
+ for row in range(x.shape[0]):
87
+ x[row, :] = idst(x[row, :], **kwargs)
88
+ for col in range(x.shape[1]):
89
+ x[:, col] = idst(x[:, col], **kwargs)
90
+ return x
91
+
92
+
93
+ def naive_dct1(x, norm=None):
94
+ """Calculate textbook definition version of DCT-I."""
95
+ x = np.array(x, copy=True)
96
+ N = len(x)
97
+ M = N-1
98
+ y = np.zeros(N)
99
+ m0, m = 1, 2
100
+ if norm == 'ortho':
101
+ m0 = np.sqrt(1.0/M)
102
+ m = np.sqrt(2.0/M)
103
+ for k in range(N):
104
+ for n in range(1, N-1):
105
+ y[k] += m*x[n]*np.cos(np.pi*n*k/M)
106
+ y[k] += m0 * x[0]
107
+ y[k] += m0 * x[N-1] * (1 if k % 2 == 0 else -1)
108
+ if norm == 'ortho':
109
+ y[0] *= 1/np.sqrt(2)
110
+ y[N-1] *= 1/np.sqrt(2)
111
+ return y
112
+
113
+
114
+ def naive_dst1(x, norm=None):
115
+ """Calculate textbook definition version of DST-I."""
116
+ x = np.array(x, copy=True)
117
+ N = len(x)
118
+ M = N+1
119
+ y = np.zeros(N)
120
+ for k in range(N):
121
+ for n in range(N):
122
+ y[k] += 2*x[n]*np.sin(np.pi*(n+1.0)*(k+1.0)/M)
123
+ if norm == 'ortho':
124
+ y *= np.sqrt(0.5/M)
125
+ return y
126
+
127
+
128
+ def naive_dct4(x, norm=None):
129
+ """Calculate textbook definition version of DCT-IV."""
130
+ x = np.array(x, copy=True)
131
+ N = len(x)
132
+ y = np.zeros(N)
133
+ for k in range(N):
134
+ for n in range(N):
135
+ y[k] += x[n]*np.cos(np.pi*(n+0.5)*(k+0.5)/(N))
136
+ if norm == 'ortho':
137
+ y *= np.sqrt(2.0/N)
138
+ else:
139
+ y *= 2
140
+ return y
141
+
142
+
143
+ def naive_dst4(x, norm=None):
144
+ """Calculate textbook definition version of DST-IV."""
145
+ x = np.array(x, copy=True)
146
+ N = len(x)
147
+ y = np.zeros(N)
148
+ for k in range(N):
149
+ for n in range(N):
150
+ y[k] += x[n]*np.sin(np.pi*(n+0.5)*(k+0.5)/(N))
151
+ if norm == 'ortho':
152
+ y *= np.sqrt(2.0/N)
153
+ else:
154
+ y *= 2
155
+ return y
156
+
157
+
158
+ class TestComplex:
159
+ def test_dct_complex64(self):
160
+ y = dct(1j*np.arange(5, dtype=np.complex64))
161
+ x = 1j*dct(np.arange(5))
162
+ assert_array_almost_equal(x, y)
163
+
164
+ def test_dct_complex(self):
165
+ y = dct(np.arange(5)*1j)
166
+ x = 1j*dct(np.arange(5))
167
+ assert_array_almost_equal(x, y)
168
+
169
+ def test_idct_complex(self):
170
+ y = idct(np.arange(5)*1j)
171
+ x = 1j*idct(np.arange(5))
172
+ assert_array_almost_equal(x, y)
173
+
174
+ def test_dst_complex64(self):
175
+ y = dst(np.arange(5, dtype=np.complex64)*1j)
176
+ x = 1j*dst(np.arange(5))
177
+ assert_array_almost_equal(x, y)
178
+
179
+ def test_dst_complex(self):
180
+ y = dst(np.arange(5)*1j)
181
+ x = 1j*dst(np.arange(5))
182
+ assert_array_almost_equal(x, y)
183
+
184
+ def test_idst_complex(self):
185
+ y = idst(np.arange(5)*1j)
186
+ x = 1j*idst(np.arange(5))
187
+ assert_array_almost_equal(x, y)
188
+
189
+
190
+ class _TestDCTBase:
191
+ def setup_method(self):
192
+ self.rdt = None
193
+ self.dec = 14
194
+ self.type = None
195
+
196
+ @pytest.fixture
197
+ def dct_lock(self):
198
+ return threading.Lock()
199
+
200
+ def test_definition(self, dct_lock):
201
+ for i in FFTWDATA_SIZES:
202
+ with dct_lock:
203
+ x, yr, dt = fftw_dct_ref(self.type, i, self.rdt)
204
+ y = dct(x, type=self.type)
205
+ assert_equal(y.dtype, dt)
206
+ # XXX: we divide by np.max(y) because the tests fail otherwise. We
207
+ # should really use something like assert_array_approx_equal. The
208
+ # difference is due to fftw using a better algorithm w.r.t error
209
+ # propagation compared to the ones from fftpack.
210
+ assert_array_almost_equal(y / np.max(y), yr / np.max(y), decimal=self.dec,
211
+ err_msg=f"Size {i} failed")
212
+
213
+ def test_axis(self):
214
+ nt = 2
215
+ rng = np.random.RandomState(1234)
216
+ for i in [7, 8, 9, 16, 32, 64]:
217
+ x = rng.randn(nt, i)
218
+ y = dct(x, type=self.type)
219
+ for j in range(nt):
220
+ assert_array_almost_equal(y[j], dct(x[j], type=self.type),
221
+ decimal=self.dec)
222
+
223
+ x = x.T
224
+ y = dct(x, axis=0, type=self.type)
225
+ for j in range(nt):
226
+ assert_array_almost_equal(y[:,j], dct(x[:,j], type=self.type),
227
+ decimal=self.dec)
228
+
229
+
230
+ class _TestDCTIBase(_TestDCTBase):
231
+ def test_definition_ortho(self):
232
+ # Test orthornomal mode.
233
+ dt = np.result_type(np.float32, self.rdt)
234
+ for xr in X:
235
+ x = np.array(xr, dtype=self.rdt)
236
+ y = dct(x, norm='ortho', type=1)
237
+ y2 = naive_dct1(x, norm='ortho')
238
+ assert_equal(y.dtype, dt)
239
+ assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
240
+
241
+ class _TestDCTIIBase(_TestDCTBase):
242
+ def test_definition_matlab(self):
243
+ # Test correspondence with MATLAB (orthornomal mode).
244
+ dt = np.result_type(np.float32, self.rdt)
245
+ for xr, yr in zip(X, Y):
246
+ x = np.array(xr, dtype=dt)
247
+ y = dct(x, norm="ortho", type=2)
248
+ assert_equal(y.dtype, dt)
249
+ assert_array_almost_equal(y, yr, decimal=self.dec)
250
+
251
+
252
+ class _TestDCTIIIBase(_TestDCTBase):
253
+ def test_definition_ortho(self):
254
+ # Test orthornomal mode.
255
+ dt = np.result_type(np.float32, self.rdt)
256
+ for xr in X:
257
+ x = np.array(xr, dtype=self.rdt)
258
+ y = dct(x, norm='ortho', type=2)
259
+ xi = dct(y, norm="ortho", type=3)
260
+ assert_equal(xi.dtype, dt)
261
+ assert_array_almost_equal(xi, x, decimal=self.dec)
262
+
263
+ class _TestDCTIVBase(_TestDCTBase):
264
+ def test_definition_ortho(self):
265
+ # Test orthornomal mode.
266
+ dt = np.result_type(np.float32, self.rdt)
267
+ for xr in X:
268
+ x = np.array(xr, dtype=self.rdt)
269
+ y = dct(x, norm='ortho', type=4)
270
+ y2 = naive_dct4(x, norm='ortho')
271
+ assert_equal(y.dtype, dt)
272
+ assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
273
+
274
+
275
+ class TestDCTIDouble(_TestDCTIBase):
276
+ def setup_method(self):
277
+ self.rdt = np.float64
278
+ self.dec = 10
279
+ self.type = 1
280
+
281
+
282
+ class TestDCTIFloat(_TestDCTIBase):
283
+ def setup_method(self):
284
+ self.rdt = np.float32
285
+ self.dec = 4
286
+ self.type = 1
287
+
288
+
289
+ class TestDCTIInt(_TestDCTIBase):
290
+ def setup_method(self):
291
+ self.rdt = int
292
+ self.dec = 5
293
+ self.type = 1
294
+
295
+
296
+ class TestDCTIIDouble(_TestDCTIIBase):
297
+ def setup_method(self):
298
+ self.rdt = np.float64
299
+ self.dec = 10
300
+ self.type = 2
301
+
302
+
303
+ class TestDCTIIFloat(_TestDCTIIBase):
304
+ def setup_method(self):
305
+ self.rdt = np.float32
306
+ self.dec = 5
307
+ self.type = 2
308
+
309
+
310
+ class TestDCTIIInt(_TestDCTIIBase):
311
+ def setup_method(self):
312
+ self.rdt = int
313
+ self.dec = 5
314
+ self.type = 2
315
+
316
+
317
+ class TestDCTIIIDouble(_TestDCTIIIBase):
318
+ def setup_method(self):
319
+ self.rdt = np.float64
320
+ self.dec = 14
321
+ self.type = 3
322
+
323
+
324
+ class TestDCTIIIFloat(_TestDCTIIIBase):
325
+ def setup_method(self):
326
+ self.rdt = np.float32
327
+ self.dec = 5
328
+ self.type = 3
329
+
330
+
331
+ class TestDCTIIIInt(_TestDCTIIIBase):
332
+ def setup_method(self):
333
+ self.rdt = int
334
+ self.dec = 5
335
+ self.type = 3
336
+
337
+
338
+ class TestDCTIVDouble(_TestDCTIVBase):
339
+ def setup_method(self):
340
+ self.rdt = np.float64
341
+ self.dec = 12
342
+ self.type = 3
343
+
344
+
345
+ class TestDCTIVFloat(_TestDCTIVBase):
346
+ def setup_method(self):
347
+ self.rdt = np.float32
348
+ self.dec = 5
349
+ self.type = 3
350
+
351
+
352
+ class TestDCTIVInt(_TestDCTIVBase):
353
+ def setup_method(self):
354
+ self.rdt = int
355
+ self.dec = 5
356
+ self.type = 3
357
+
358
+
359
+ class _TestIDCTBase:
360
+ def setup_method(self):
361
+ self.rdt = None
362
+ self.dec = 14
363
+ self.type = None
364
+
365
+ @pytest.fixture
366
+ def idct_lock(self):
367
+ return threading.Lock()
368
+
369
+ def test_definition(self, idct_lock):
370
+ for i in FFTWDATA_SIZES:
371
+ with idct_lock:
372
+ xr, yr, dt = fftw_dct_ref(self.type, i, self.rdt)
373
+ x = idct(yr, type=self.type)
374
+ if self.type == 1:
375
+ x /= 2 * (i-1)
376
+ else:
377
+ x /= 2 * i
378
+ assert_equal(x.dtype, dt)
379
+ # XXX: we divide by np.max(y) because the tests fail otherwise. We
380
+ # should really use something like assert_array_approx_equal. The
381
+ # difference is due to fftw using a better algorithm w.r.t error
382
+ # propagation compared to the ones from fftpack.
383
+ assert_array_almost_equal(x / np.max(x), xr / np.max(x), decimal=self.dec,
384
+ err_msg=f"Size {i} failed")
385
+
386
+ class TestIDCTIDouble(_TestIDCTBase):
387
+ def setup_method(self):
388
+ self.rdt = np.float64
389
+ self.dec = 10
390
+ self.type = 1
391
+
392
+
393
+ class TestIDCTIFloat(_TestIDCTBase):
394
+ def setup_method(self):
395
+ self.rdt = np.float32
396
+ self.dec = 4
397
+ self.type = 1
398
+
399
+
400
+ class TestIDCTIInt(_TestIDCTBase):
401
+ def setup_method(self):
402
+ self.rdt = int
403
+ self.dec = 4
404
+ self.type = 1
405
+
406
+
407
+ class TestIDCTIIDouble(_TestIDCTBase):
408
+ def setup_method(self):
409
+ self.rdt = np.float64
410
+ self.dec = 10
411
+ self.type = 2
412
+
413
+
414
+ class TestIDCTIIFloat(_TestIDCTBase):
415
+ def setup_method(self):
416
+ self.rdt = np.float32
417
+ self.dec = 5
418
+ self.type = 2
419
+
420
+
421
+ class TestIDCTIIInt(_TestIDCTBase):
422
+ def setup_method(self):
423
+ self.rdt = int
424
+ self.dec = 5
425
+ self.type = 2
426
+
427
+
428
+ class TestIDCTIIIDouble(_TestIDCTBase):
429
+ def setup_method(self):
430
+ self.rdt = np.float64
431
+ self.dec = 14
432
+ self.type = 3
433
+
434
+
435
+ class TestIDCTIIIFloat(_TestIDCTBase):
436
+ def setup_method(self):
437
+ self.rdt = np.float32
438
+ self.dec = 5
439
+ self.type = 3
440
+
441
+
442
+ class TestIDCTIIIInt(_TestIDCTBase):
443
+ def setup_method(self):
444
+ self.rdt = int
445
+ self.dec = 5
446
+ self.type = 3
447
+
448
+ class TestIDCTIVDouble(_TestIDCTBase):
449
+ def setup_method(self):
450
+ self.rdt = np.float64
451
+ self.dec = 12
452
+ self.type = 4
453
+
454
+
455
+ class TestIDCTIVFloat(_TestIDCTBase):
456
+ def setup_method(self):
457
+ self.rdt = np.float32
458
+ self.dec = 5
459
+ self.type = 4
460
+
461
+
462
+ class TestIDCTIVInt(_TestIDCTBase):
463
+ def setup_method(self):
464
+ self.rdt = int
465
+ self.dec = 5
466
+ self.type = 4
467
+
468
+ class _TestDSTBase:
469
+ def setup_method(self):
470
+ self.rdt = None # dtype
471
+ self.dec = None # number of decimals to match
472
+ self.type = None # dst type
473
+
474
+ @pytest.fixture
475
+ def dst_lock(self):
476
+ return threading.Lock()
477
+
478
+ def test_definition(self, dst_lock):
479
+ for i in FFTWDATA_SIZES:
480
+ with dst_lock:
481
+ xr, yr, dt = fftw_dst_ref(self.type, i, self.rdt)
482
+ y = dst(xr, type=self.type)
483
+ assert_equal(y.dtype, dt)
484
+ # XXX: we divide by np.max(y) because the tests fail otherwise. We
485
+ # should really use something like assert_array_approx_equal. The
486
+ # difference is due to fftw using a better algorithm w.r.t error
487
+ # propagation compared to the ones from fftpack.
488
+ assert_array_almost_equal(y / np.max(y), yr / np.max(y), decimal=self.dec,
489
+ err_msg=f"Size {i} failed")
490
+
491
+
492
+ class _TestDSTIBase(_TestDSTBase):
493
+ def test_definition_ortho(self):
494
+ # Test orthornomal mode.
495
+ dt = np.result_type(np.float32, self.rdt)
496
+ for xr in X:
497
+ x = np.array(xr, dtype=self.rdt)
498
+ y = dst(x, norm='ortho', type=1)
499
+ y2 = naive_dst1(x, norm='ortho')
500
+ assert_equal(y.dtype, dt)
501
+ assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
502
+
503
+ class _TestDSTIVBase(_TestDSTBase):
504
+ def test_definition_ortho(self):
505
+ # Test orthornomal mode.
506
+ dt = np.result_type(np.float32, self.rdt)
507
+ for xr in X:
508
+ x = np.array(xr, dtype=self.rdt)
509
+ y = dst(x, norm='ortho', type=4)
510
+ y2 = naive_dst4(x, norm='ortho')
511
+ assert_equal(y.dtype, dt)
512
+ assert_array_almost_equal(y, y2, decimal=self.dec)
513
+
514
+ class TestDSTIDouble(_TestDSTIBase):
515
+ def setup_method(self):
516
+ self.rdt = np.float64
517
+ self.dec = 12
518
+ self.type = 1
519
+
520
+
521
+ class TestDSTIFloat(_TestDSTIBase):
522
+ def setup_method(self):
523
+ self.rdt = np.float32
524
+ self.dec = 4
525
+ self.type = 1
526
+
527
+
528
+ class TestDSTIInt(_TestDSTIBase):
529
+ def setup_method(self):
530
+ self.rdt = int
531
+ self.dec = 5
532
+ self.type = 1
533
+
534
+
535
+ class TestDSTIIDouble(_TestDSTBase):
536
+ def setup_method(self):
537
+ self.rdt = np.float64
538
+ self.dec = 14
539
+ self.type = 2
540
+
541
+
542
+ class TestDSTIIFloat(_TestDSTBase):
543
+ def setup_method(self):
544
+ self.rdt = np.float32
545
+ self.dec = 6
546
+ self.type = 2
547
+
548
+
549
+ class TestDSTIIInt(_TestDSTBase):
550
+ def setup_method(self):
551
+ self.rdt = int
552
+ self.dec = 6
553
+ self.type = 2
554
+
555
+
556
+ class TestDSTIIIDouble(_TestDSTBase):
557
+ def setup_method(self):
558
+ self.rdt = np.float64
559
+ self.dec = 14
560
+ self.type = 3
561
+
562
+
563
+ class TestDSTIIIFloat(_TestDSTBase):
564
+ def setup_method(self):
565
+ self.rdt = np.float32
566
+ self.dec = 7
567
+ self.type = 3
568
+
569
+
570
+ class TestDSTIIIInt(_TestDSTBase):
571
+ def setup_method(self):
572
+ self.rdt = int
573
+ self.dec = 7
574
+ self.type = 3
575
+
576
+
577
+ class TestDSTIVDouble(_TestDSTIVBase):
578
+ def setup_method(self):
579
+ self.rdt = np.float64
580
+ self.dec = 12
581
+ self.type = 4
582
+
583
+
584
+ class TestDSTIVFloat(_TestDSTIVBase):
585
+ def setup_method(self):
586
+ self.rdt = np.float32
587
+ self.dec = 4
588
+ self.type = 4
589
+
590
+
591
+ class TestDSTIVInt(_TestDSTIVBase):
592
+ def setup_method(self):
593
+ self.rdt = int
594
+ self.dec = 5
595
+ self.type = 4
596
+
597
+
598
+ class _TestIDSTBase:
599
+ def setup_method(self):
600
+ self.rdt = None
601
+ self.dec = None
602
+ self.type = None
603
+
604
+ @pytest.fixture
605
+ def idst_lock(self):
606
+ return threading.Lock()
607
+
608
+ def test_definition(self, idst_lock):
609
+ for i in FFTWDATA_SIZES:
610
+ with idst_lock:
611
+ xr, yr, dt = fftw_dst_ref(self.type, i, self.rdt)
612
+ x = idst(yr, type=self.type)
613
+ if self.type == 1:
614
+ x /= 2 * (i+1)
615
+ else:
616
+ x /= 2 * i
617
+ assert_equal(x.dtype, dt)
618
+ # XXX: we divide by np.max(x) because the tests fail otherwise. We
619
+ # should really use something like assert_array_approx_equal. The
620
+ # difference is due to fftw using a better algorithm w.r.t error
621
+ # propagation compared to the ones from fftpack.
622
+ assert_array_almost_equal(x / np.max(x), xr / np.max(x), decimal=self.dec,
623
+ err_msg=f"Size {i} failed")
624
+
625
+
626
+ class TestIDSTIDouble(_TestIDSTBase):
627
+ def setup_method(self):
628
+ self.rdt = np.float64
629
+ self.dec = 12
630
+ self.type = 1
631
+
632
+
633
+ class TestIDSTIFloat(_TestIDSTBase):
634
+ def setup_method(self):
635
+ self.rdt = np.float32
636
+ self.dec = 4
637
+ self.type = 1
638
+
639
+
640
+ class TestIDSTIInt(_TestIDSTBase):
641
+ def setup_method(self):
642
+ self.rdt = int
643
+ self.dec = 4
644
+ self.type = 1
645
+
646
+
647
+ class TestIDSTIIDouble(_TestIDSTBase):
648
+ def setup_method(self):
649
+ self.rdt = np.float64
650
+ self.dec = 14
651
+ self.type = 2
652
+
653
+
654
+ class TestIDSTIIFloat(_TestIDSTBase):
655
+ def setup_method(self):
656
+ self.rdt = np.float32
657
+ self.dec = 6
658
+ self.type = 2
659
+
660
+
661
+ class TestIDSTIIInt(_TestIDSTBase):
662
+ def setup_method(self):
663
+ self.rdt = int
664
+ self.dec = 6
665
+ self.type = 2
666
+
667
+
668
+ class TestIDSTIIIDouble(_TestIDSTBase):
669
+ def setup_method(self):
670
+ self.rdt = np.float64
671
+ self.dec = 14
672
+ self.type = 3
673
+
674
+
675
+ class TestIDSTIIIFloat(_TestIDSTBase):
676
+ def setup_method(self):
677
+ self.rdt = np.float32
678
+ self.dec = 6
679
+ self.type = 3
680
+
681
+
682
+ class TestIDSTIIIInt(_TestIDSTBase):
683
+ def setup_method(self):
684
+ self.rdt = int
685
+ self.dec = 6
686
+ self.type = 3
687
+
688
+
689
+ class TestIDSTIVDouble(_TestIDSTBase):
690
+ def setup_method(self):
691
+ self.rdt = np.float64
692
+ self.dec = 12
693
+ self.type = 4
694
+
695
+
696
+ class TestIDSTIVFloat(_TestIDSTBase):
697
+ def setup_method(self):
698
+ self.rdt = np.float32
699
+ self.dec = 6
700
+ self.type = 4
701
+
702
+
703
+ class TestIDSTIVnt(_TestIDSTBase):
704
+ def setup_method(self):
705
+ self.rdt = int
706
+ self.dec = 6
707
+ self.type = 4
708
+
709
+
710
+ class TestOverwrite:
711
+ """Check input overwrite behavior."""
712
+
713
+ real_dtypes = [np.float32, np.float64]
714
+
715
+ def _check(self, x, routine, type, fftsize, axis, norm, overwrite_x, **kw):
716
+ x2 = x.copy()
717
+ routine(x2, type, fftsize, axis, norm, overwrite_x=overwrite_x)
718
+
719
+ sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {fftsize!r}, "
720
+ f"axis={axis!r}, overwrite_x={overwrite_x!r})")
721
+ if not overwrite_x:
722
+ assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
723
+
724
+ def _check_1d(self, routine, dtype, shape, axis):
725
+ rng = np.random.RandomState(1234)
726
+ if np.issubdtype(dtype, np.complexfloating):
727
+ data = rng.randn(*shape) + 1j*rng.randn(*shape)
728
+ else:
729
+ data = rng.randn(*shape)
730
+ data = data.astype(dtype)
731
+
732
+ for type in [1, 2, 3, 4]:
733
+ for overwrite_x in [True, False]:
734
+ for norm in [None, 'ortho']:
735
+ self._check(data, routine, type, None, axis, norm,
736
+ overwrite_x)
737
+
738
+ def test_dct(self):
739
+ for dtype in self.real_dtypes:
740
+ self._check_1d(dct, dtype, (16,), -1)
741
+ self._check_1d(dct, dtype, (16, 2), 0)
742
+ self._check_1d(dct, dtype, (2, 16), 1)
743
+
744
+ def test_idct(self):
745
+ for dtype in self.real_dtypes:
746
+ self._check_1d(idct, dtype, (16,), -1)
747
+ self._check_1d(idct, dtype, (16, 2), 0)
748
+ self._check_1d(idct, dtype, (2, 16), 1)
749
+
750
+ def test_dst(self):
751
+ for dtype in self.real_dtypes:
752
+ self._check_1d(dst, dtype, (16,), -1)
753
+ self._check_1d(dst, dtype, (16, 2), 0)
754
+ self._check_1d(dst, dtype, (2, 16), 1)
755
+
756
+ def test_idst(self):
757
+ for dtype in self.real_dtypes:
758
+ self._check_1d(idst, dtype, (16,), -1)
759
+ self._check_1d(idst, dtype, (16, 2), 0)
760
+ self._check_1d(idst, dtype, (2, 16), 1)
761
+
762
+
763
+ class Test_DCTN_IDCTN:
764
+ dec = 14
765
+ dct_type = [1, 2, 3, 4]
766
+ norms = [None, 'ortho']
767
+ rstate = np.random.RandomState(1234)
768
+ shape = (32, 16)
769
+ data = rstate.randn(*shape)
770
+
771
+ @pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
772
+ (dstn, idstn)])
773
+ @pytest.mark.parametrize('axes', [None,
774
+ 1, (1,), [1],
775
+ 0, (0,), [0],
776
+ (0, 1), [0, 1],
777
+ (-2, -1), [-2, -1]])
778
+ @pytest.mark.parametrize('dct_type', dct_type)
779
+ @pytest.mark.parametrize('norm', ['ortho'])
780
+ def test_axes_round_trip(self, fforward, finverse, axes, dct_type, norm):
781
+ tmp = fforward(self.data, type=dct_type, axes=axes, norm=norm)
782
+ tmp = finverse(tmp, type=dct_type, axes=axes, norm=norm)
783
+ assert_array_almost_equal(self.data, tmp, decimal=12)
784
+
785
+ @pytest.mark.parametrize('fforward,fforward_ref', [(dctn, dct_2d_ref),
786
+ (dstn, dst_2d_ref)])
787
+ @pytest.mark.parametrize('dct_type', dct_type)
788
+ @pytest.mark.parametrize('norm', norms)
789
+ def test_dctn_vs_2d_reference(self, fforward, fforward_ref,
790
+ dct_type, norm):
791
+ y1 = fforward(self.data, type=dct_type, axes=None, norm=norm)
792
+ y2 = fforward_ref(self.data, type=dct_type, norm=norm)
793
+ assert_array_almost_equal(y1, y2, decimal=11)
794
+
795
+ @pytest.mark.parametrize('finverse,finverse_ref', [(idctn, idct_2d_ref),
796
+ (idstn, idst_2d_ref)])
797
+ @pytest.mark.parametrize('dct_type', dct_type)
798
+ @pytest.mark.parametrize('norm', [None, 'ortho'])
799
+ def test_idctn_vs_2d_reference(self, finverse, finverse_ref,
800
+ dct_type, norm):
801
+ fdata = dctn(self.data, type=dct_type, norm=norm)
802
+ y1 = finverse(fdata, type=dct_type, norm=norm)
803
+ y2 = finverse_ref(fdata, type=dct_type, norm=norm)
804
+ assert_array_almost_equal(y1, y2, decimal=11)
805
+
806
+ @pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
807
+ (dstn, idstn)])
808
+ def test_axes_and_shape(self, fforward, finverse):
809
+ with assert_raises(ValueError,
810
+ match="when given, axes and shape arguments"
811
+ " have to be of the same length"):
812
+ fforward(self.data, shape=self.data.shape[0], axes=(0, 1))
813
+
814
+ with assert_raises(ValueError,
815
+ match="when given, axes and shape arguments"
816
+ " have to be of the same length"):
817
+ fforward(self.data, shape=self.data.shape[0], axes=None)
818
+
819
+ with assert_raises(ValueError,
820
+ match="when given, axes and shape arguments"
821
+ " have to be of the same length"):
822
+ fforward(self.data, shape=self.data.shape, axes=0)
823
+
824
+ @pytest.mark.parametrize('fforward', [dctn, dstn])
825
+ def test_shape(self, fforward):
826
+ tmp = fforward(self.data, shape=(128, 128), axes=None)
827
+ assert_equal(tmp.shape, (128, 128))
828
+
829
+ @pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
830
+ (dstn, idstn)])
831
+ @pytest.mark.parametrize('axes', [1, (1,), [1],
832
+ 0, (0,), [0]])
833
+ def test_shape_is_none_with_axes(self, fforward, finverse, axes):
834
+ tmp = fforward(self.data, shape=None, axes=axes, norm='ortho')
835
+ tmp = finverse(tmp, shape=None, axes=axes, norm='ortho')
836
+ assert_array_almost_equal(self.data, tmp, decimal=self.dec)
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/LICENSE_DOP ADDED
@@ -0,0 +1,76 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ Copyright (C) 2025 SciPy developers
2
+
3
+ Redistribution and use in source and binary forms, with or without
4
+ modification, are permitted provided that the following conditions are met:
5
+
6
+ a. Redistributions of source code must retain the above copyright notice,
7
+ this list of conditions and the following disclaimer.
8
+ b. Redistributions in binary form must reproduce the above copyright
9
+ notice, this list of conditions and the following disclaimer in the
10
+ documentation and/or other materials provided with the distribution.
11
+ c. Names of the SciPy Developers may not be used to endorse or promote
12
+ products derived from this software without specific prior written
13
+ permission.
14
+
15
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
16
+ AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
17
+ IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
18
+ ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS OR CONTRIBUTORS
19
+ BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY,
20
+ OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
21
+ SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
22
+ INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
23
+ CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
24
+ ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
25
+ THE POSSIBILITY OF SUCH DAMAGE.
26
+
27
+
28
+ DOP library consisting Dormand-Prince (4)5 and 8(5,3) integrators, is a
29
+ C translation of the Fortran code written by Ernst Hairer, and Gerhard
30
+ Wanner with the original descriptions below.
31
+
32
+ * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
33
+ * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
34
+ NUMERICAL SOLUTION OF A SYSTEM OF FIRST 0RDER
35
+ ORDINARY DIFFERENTIAL EQUATIONS Y'=F(X,Y).
36
+ THIS IS AN EXPLICIT RUNGE-KUTTA METHOD OF ORDER 8(5,3)
37
+ DUE TO DORMAND & PRINCE (WITH STEPSIZE CONTROL AND
38
+ DENSE OUTPUT)
39
+
40
+ AUTHORS: E. HAIRER AND G. WANNER
41
+ UNIVERSITE DE GENEVE, DEPT. DE MATHEMATIQUES
42
+ CH-1211 GENEVE 24, SWITZERLAND
43
+ E-MAIL: Ernst.Hairer@math.unige.ch
44
+ Gerhard.Wanner@math.unige.ch
45
+
46
+ THIS CODE IS DESCRIBED IN:
47
+ E. HAIRER, S.P. NORSETT AND G. WANNER, SOLVING ORDINARY
48
+ DIFFERENTIAL EQUATIONS I. NONSTIFF PROBLEMS. 2ND EDITION.
49
+ SPRINGER SERIES IN COMPUTATIONAL MATHEMATICS,
50
+ SPRINGER-VERLAG (1993)
51
+
52
+ VERSION OF APRIL 25, 1996
53
+ (latest correction of a small bug: August 8, 2005)
54
+
55
+ * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
56
+ NUMERICAL SOLUTION OF A SYSTEM OF FIRST 0RDER
57
+ ORDINARY DIFFERENTIAL EQUATIONS Y'=F(X,Y).
58
+ THIS IS AN EXPLICIT RUNGE-KUTTA METHOD OF ORDER (4)5
59
+ DUE TO DORMAND & PRINCE (WITH STEPSIZE CONTROL AND
60
+ DENSE OUTPUT).
61
+
62
+ AUTHORS: E. HAIRER AND G. WANNER
63
+ UNIVERSITE DE GENEVE, DEPT. DE MATHEMATIQUES
64
+ CH-1211 GENEVE 24, SWITZERLAND
65
+ E-MAIL: Ernst.Hairer@math.unige.ch
66
+ Gerhard.Wanner@math.unige.ch
67
+
68
+ THIS CODE IS DESCRIBED IN:
69
+ E. HAIRER, S.P. NORSETT AND G. WANNER, SOLVING ORDINARY
70
+ DIFFERENTIAL EQUATIONS I. NONSTIFF PROBLEMS. 2ND EDITION.
71
+ SPRINGER SERIES IN COMPUTATIONAL MATHEMATICS,
72
+ SPRINGER-VERLAG (1993)
73
+
74
+ VERSION OF APRIL 25, 1996
75
+ * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
76
+ * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * *
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/__init__.py ADDED
@@ -0,0 +1,122 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """
2
+ =============================================
3
+ Integration and ODEs (:mod:`scipy.integrate`)
4
+ =============================================
5
+
6
+ .. currentmodule:: scipy.integrate
7
+
8
+ Integrating functions, given function object
9
+ ============================================
10
+
11
+ .. autosummary::
12
+ :toctree: generated/
13
+
14
+ quad -- General purpose integration
15
+ quad_vec -- General purpose integration of vector-valued functions
16
+ cubature -- General purpose multi-dimensional integration of array-valued functions
17
+ dblquad -- General purpose double integration
18
+ tplquad -- General purpose triple integration
19
+ nquad -- General purpose N-D integration
20
+ tanhsinh -- General purpose elementwise integration
21
+ fixed_quad -- Integrate func(x) using Gaussian quadrature of order n
22
+ newton_cotes -- Weights and error coefficient for Newton-Cotes integration
23
+ lebedev_rule
24
+ qmc_quad -- N-D integration using Quasi-Monte Carlo quadrature
25
+ IntegrationWarning -- Warning on issues during integration
26
+
27
+
28
+ Integrating functions, given fixed samples
29
+ ==========================================
30
+
31
+ .. autosummary::
32
+ :toctree: generated/
33
+
34
+ trapezoid -- Use trapezoidal rule to compute integral.
35
+ cumulative_trapezoid -- Use trapezoidal rule to cumulatively compute integral.
36
+ simpson -- Use Simpson's rule to compute integral from samples.
37
+ cumulative_simpson -- Use Simpson's rule to cumulatively compute integral from samples.
38
+ romb -- Use Romberg Integration to compute integral from
39
+ -- (2**k + 1) evenly-spaced samples.
40
+
41
+ .. seealso::
42
+
43
+ :mod:`scipy.special` for orthogonal polynomials (special) for Gaussian
44
+ quadrature roots and weights for other weighting factors and regions.
45
+
46
+ Summation
47
+ =========
48
+
49
+ .. autosummary::
50
+ :toctree: generated/
51
+
52
+ nsum
53
+
54
+ Solving initial value problems for ODE systems
55
+ ==============================================
56
+
57
+ The solvers are implemented as individual classes, which can be used directly
58
+ (low-level usage) or through a convenience function.
59
+
60
+ .. autosummary::
61
+ :toctree: generated/
62
+
63
+ solve_ivp -- Convenient function for ODE integration.
64
+ RK23 -- Explicit Runge-Kutta solver of order 3(2).
65
+ RK45 -- Explicit Runge-Kutta solver of order 5(4).
66
+ DOP853 -- Explicit Runge-Kutta solver of order 8.
67
+ Radau -- Implicit Runge-Kutta solver of order 5.
68
+ BDF -- Implicit multi-step variable order (1 to 5) solver.
69
+ LSODA -- LSODA solver from ODEPACK Fortran package.
70
+ OdeSolver -- Base class for ODE solvers.
71
+ DenseOutput -- Local interpolant for computing a dense output.
72
+ OdeSolution -- Class which represents a continuous ODE solution.
73
+
74
+
75
+ Old API
76
+ -------
77
+
78
+ These are the routines developed earlier for SciPy. They wrap older solvers
79
+ implemented in Fortran (mostly ODEPACK). While the interface to them is not
80
+ particularly convenient and certain features are missing compared to the new
81
+ API, the solvers themselves are of good quality and work fast as compiled
82
+ Fortran code. In some cases, it might be worth using this old API.
83
+
84
+ .. autosummary::
85
+ :toctree: generated/
86
+
87
+ odeint -- General integration of ordinary differential equations.
88
+ ode -- Integrate ODE using VODE and ZVODE routines.
89
+ complex_ode -- Convert a complex-valued ODE to real-valued and integrate.
90
+ ODEintWarning -- Warning raised during the execution of `odeint`.
91
+
92
+
93
+ Solving boundary value problems for ODE systems
94
+ ===============================================
95
+
96
+ .. autosummary::
97
+ :toctree: generated/
98
+
99
+ solve_bvp -- Solve a boundary value problem for a system of ODEs.
100
+ """ # noqa: E501
101
+
102
+
103
+ from ._quadrature import *
104
+ from ._odepack_py import *
105
+ from ._quadpack_py import *
106
+ from ._ode import *
107
+ from ._bvp import solve_bvp
108
+ from ._ivp import (solve_ivp, OdeSolution, DenseOutput,
109
+ OdeSolver, RK23, RK45, DOP853, Radau, BDF, LSODA)
110
+ from ._quad_vec import quad_vec
111
+ from ._tanhsinh import nsum, tanhsinh
112
+ from ._cubature import cubature
113
+ from ._lebedev import lebedev_rule
114
+
115
+ # Deprecated namespaces, to be removed in v2.0.0
116
+ from . import dop, lsoda, vode, odepack, quadpack
117
+
118
+ __all__ = [s for s in dir() if not s.startswith('_')]
119
+
120
+ from scipy._lib._testutils import PytestTester
121
+ test = PytestTester(__name__)
122
+ del PytestTester
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_bvp.py ADDED
@@ -0,0 +1,1162 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Boundary value problem solver."""
2
+ from warnings import warn
3
+
4
+ import numpy as np
5
+ from numpy.linalg import pinv
6
+
7
+ from scipy.sparse import coo_matrix, csc_matrix
8
+ from scipy.sparse.linalg import splu
9
+ from scipy.optimize import OptimizeResult
10
+ from scipy._lib._array_api import xp_capabilities
11
+
12
+
13
+ EPS = np.finfo(float).eps
14
+
15
+
16
+ def estimate_fun_jac(fun, x, y, p, f0=None):
17
+ """Estimate derivatives of an ODE system rhs with forward differences.
18
+
19
+ Returns
20
+ -------
21
+ df_dy : ndarray, shape (n, n, m)
22
+ Derivatives with respect to y. An element (i, j, q) corresponds to
23
+ d f_i(x_q, y_q) / d (y_q)_j.
24
+ df_dp : ndarray with shape (n, k, m) or None
25
+ Derivatives with respect to p. An element (i, j, q) corresponds to
26
+ d f_i(x_q, y_q, p) / d p_j. If `p` is empty, None is returned.
27
+ """
28
+ n, m = y.shape
29
+ if f0 is None:
30
+ f0 = fun(x, y, p)
31
+
32
+ dtype = y.dtype
33
+
34
+ df_dy = np.empty((n, n, m), dtype=dtype)
35
+ h = EPS**0.5 * (1 + np.abs(y))
36
+ for i in range(n):
37
+ y_new = y.copy()
38
+ y_new[i] += h[i]
39
+ hi = y_new[i] - y[i]
40
+ f_new = fun(x, y_new, p)
41
+ df_dy[:, i, :] = (f_new - f0) / hi
42
+
43
+ k = p.shape[0]
44
+ if k == 0:
45
+ df_dp = None
46
+ else:
47
+ df_dp = np.empty((n, k, m), dtype=dtype)
48
+ h = EPS**0.5 * (1 + np.abs(p))
49
+ for i in range(k):
50
+ p_new = p.copy()
51
+ p_new[i] += h[i]
52
+ hi = p_new[i] - p[i]
53
+ f_new = fun(x, y, p_new)
54
+ df_dp[:, i, :] = (f_new - f0) / hi
55
+
56
+ return df_dy, df_dp
57
+
58
+
59
+ def estimate_bc_jac(bc, ya, yb, p, bc0=None):
60
+ """Estimate derivatives of boundary conditions with forward differences.
61
+
62
+ Returns
63
+ -------
64
+ dbc_dya : ndarray, shape (n + k, n)
65
+ Derivatives with respect to ya. An element (i, j) corresponds to
66
+ d bc_i / d ya_j.
67
+ dbc_dyb : ndarray, shape (n + k, n)
68
+ Derivatives with respect to yb. An element (i, j) corresponds to
69
+ d bc_i / d ya_j.
70
+ dbc_dp : ndarray with shape (n + k, k) or None
71
+ Derivatives with respect to p. An element (i, j) corresponds to
72
+ d bc_i / d p_j. If `p` is empty, None is returned.
73
+ """
74
+ n = ya.shape[0]
75
+ k = p.shape[0]
76
+
77
+ if bc0 is None:
78
+ bc0 = bc(ya, yb, p)
79
+
80
+ dtype = ya.dtype
81
+
82
+ dbc_dya = np.empty((n, n + k), dtype=dtype)
83
+ h = EPS**0.5 * (1 + np.abs(ya))
84
+ for i in range(n):
85
+ ya_new = ya.copy()
86
+ ya_new[i] += h[i]
87
+ hi = ya_new[i] - ya[i]
88
+ bc_new = bc(ya_new, yb, p)
89
+ dbc_dya[i] = (bc_new - bc0) / hi
90
+ dbc_dya = dbc_dya.T
91
+
92
+ h = EPS**0.5 * (1 + np.abs(yb))
93
+ dbc_dyb = np.empty((n, n + k), dtype=dtype)
94
+ for i in range(n):
95
+ yb_new = yb.copy()
96
+ yb_new[i] += h[i]
97
+ hi = yb_new[i] - yb[i]
98
+ bc_new = bc(ya, yb_new, p)
99
+ dbc_dyb[i] = (bc_new - bc0) / hi
100
+ dbc_dyb = dbc_dyb.T
101
+
102
+ if k == 0:
103
+ dbc_dp = None
104
+ else:
105
+ h = EPS**0.5 * (1 + np.abs(p))
106
+ dbc_dp = np.empty((k, n + k), dtype=dtype)
107
+ for i in range(k):
108
+ p_new = p.copy()
109
+ p_new[i] += h[i]
110
+ hi = p_new[i] - p[i]
111
+ bc_new = bc(ya, yb, p_new)
112
+ dbc_dp[i] = (bc_new - bc0) / hi
113
+ dbc_dp = dbc_dp.T
114
+
115
+ return dbc_dya, dbc_dyb, dbc_dp
116
+
117
+
118
+ def compute_jac_indices(n, m, k):
119
+ """Compute indices for the collocation system Jacobian construction.
120
+
121
+ See `construct_global_jac` for the explanation.
122
+ """
123
+ i_col = np.repeat(np.arange((m - 1) * n), n)
124
+ j_col = (np.tile(np.arange(n), n * (m - 1)) +
125
+ np.repeat(np.arange(m - 1) * n, n**2))
126
+
127
+ i_bc = np.repeat(np.arange((m - 1) * n, m * n + k), n)
128
+ j_bc = np.tile(np.arange(n), n + k)
129
+
130
+ i_p_col = np.repeat(np.arange((m - 1) * n), k)
131
+ j_p_col = np.tile(np.arange(m * n, m * n + k), (m - 1) * n)
132
+
133
+ i_p_bc = np.repeat(np.arange((m - 1) * n, m * n + k), k)
134
+ j_p_bc = np.tile(np.arange(m * n, m * n + k), n + k)
135
+
136
+ i = np.hstack((i_col, i_col, i_bc, i_bc, i_p_col, i_p_bc))
137
+ j = np.hstack((j_col, j_col + n,
138
+ j_bc, j_bc + (m - 1) * n,
139
+ j_p_col, j_p_bc))
140
+
141
+ return i, j
142
+
143
+
144
+ def stacked_matmul(a, b):
145
+ """Stacked matrix multiply: out[i,:,:] = np.dot(a[i,:,:], b[i,:,:]).
146
+
147
+ Empirical optimization. Use outer Python loop and BLAS for large
148
+ matrices, otherwise use a single einsum call.
149
+ """
150
+ if a.shape[1] > 50:
151
+ out = np.empty((a.shape[0], a.shape[1], b.shape[2]))
152
+ for i in range(a.shape[0]):
153
+ out[i] = np.dot(a[i], b[i])
154
+ return out
155
+ else:
156
+ return np.einsum('...ij,...jk->...ik', a, b)
157
+
158
+
159
+ def construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle, df_dp,
160
+ df_dp_middle, dbc_dya, dbc_dyb, dbc_dp):
161
+ """Construct the Jacobian of the collocation system.
162
+
163
+ There are n * m + k functions: m - 1 collocations residuals, each
164
+ containing n components, followed by n + k boundary condition residuals.
165
+
166
+ There are n * m + k variables: m vectors of y, each containing n
167
+ components, followed by k values of vector p.
168
+
169
+ For example, let m = 4, n = 2 and k = 1, then the Jacobian will have
170
+ the following sparsity structure:
171
+
172
+ 1 1 2 2 0 0 0 0 5
173
+ 1 1 2 2 0 0 0 0 5
174
+ 0 0 1 1 2 2 0 0 5
175
+ 0 0 1 1 2 2 0 0 5
176
+ 0 0 0 0 1 1 2 2 5
177
+ 0 0 0 0 1 1 2 2 5
178
+
179
+ 3 3 0 0 0 0 4 4 6
180
+ 3 3 0 0 0 0 4 4 6
181
+ 3 3 0 0 0 0 4 4 6
182
+
183
+ Zeros denote identically zero values, other values denote different kinds
184
+ of blocks in the matrix (see below). The blank row indicates the separation
185
+ of collocation residuals from boundary conditions. And the blank column
186
+ indicates the separation of y values from p values.
187
+
188
+ Refer to [1]_ (p. 306) for the formula of n x n blocks for derivatives
189
+ of collocation residuals with respect to y.
190
+
191
+ Parameters
192
+ ----------
193
+ n : int
194
+ Number of equations in the ODE system.
195
+ m : int
196
+ Number of nodes in the mesh.
197
+ k : int
198
+ Number of the unknown parameters.
199
+ i_jac, j_jac : ndarray
200
+ Row and column indices returned by `compute_jac_indices`. They
201
+ represent different blocks in the Jacobian matrix in the following
202
+ order (see the scheme above):
203
+
204
+ * 1: m - 1 diagonal n x n blocks for the collocation residuals.
205
+ * 2: m - 1 off-diagonal n x n blocks for the collocation residuals.
206
+ * 3 : (n + k) x n block for the dependency of the boundary
207
+ conditions on ya.
208
+ * 4: (n + k) x n block for the dependency of the boundary
209
+ conditions on yb.
210
+ * 5: (m - 1) * n x k block for the dependency of the collocation
211
+ residuals on p.
212
+ * 6: (n + k) x k block for the dependency of the boundary
213
+ conditions on p.
214
+
215
+ df_dy : ndarray, shape (n, n, m)
216
+ Jacobian of f with respect to y computed at the mesh nodes.
217
+ df_dy_middle : ndarray, shape (n, n, m - 1)
218
+ Jacobian of f with respect to y computed at the middle between the
219
+ mesh nodes.
220
+ df_dp : ndarray with shape (n, k, m) or None
221
+ Jacobian of f with respect to p computed at the mesh nodes.
222
+ df_dp_middle : ndarray with shape (n, k, m - 1) or None
223
+ Jacobian of f with respect to p computed at the middle between the
224
+ mesh nodes.
225
+ dbc_dya, dbc_dyb : ndarray, shape (n, n)
226
+ Jacobian of bc with respect to ya and yb.
227
+ dbc_dp : ndarray with shape (n, k) or None
228
+ Jacobian of bc with respect to p.
229
+
230
+ Returns
231
+ -------
232
+ J : csc_matrix, shape (n * m + k, n * m + k)
233
+ Jacobian of the collocation system in a sparse form.
234
+
235
+ References
236
+ ----------
237
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
238
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
239
+ Number 3, pp. 299-316, 2001.
240
+ """
241
+ df_dy = np.transpose(df_dy, (2, 0, 1))
242
+ df_dy_middle = np.transpose(df_dy_middle, (2, 0, 1))
243
+
244
+ h = h[:, np.newaxis, np.newaxis]
245
+
246
+ dtype = df_dy.dtype
247
+
248
+ # Computing diagonal n x n blocks.
249
+ dPhi_dy_0 = np.empty((m - 1, n, n), dtype=dtype)
250
+ dPhi_dy_0[:] = -np.identity(n)
251
+ dPhi_dy_0 -= h / 6 * (df_dy[:-1] + 2 * df_dy_middle)
252
+ T = stacked_matmul(df_dy_middle, df_dy[:-1])
253
+ dPhi_dy_0 -= h**2 / 12 * T
254
+
255
+ # Computing off-diagonal n x n blocks.
256
+ dPhi_dy_1 = np.empty((m - 1, n, n), dtype=dtype)
257
+ dPhi_dy_1[:] = np.identity(n)
258
+ dPhi_dy_1 -= h / 6 * (df_dy[1:] + 2 * df_dy_middle)
259
+ T = stacked_matmul(df_dy_middle, df_dy[1:])
260
+ dPhi_dy_1 += h**2 / 12 * T
261
+
262
+ values = np.hstack((dPhi_dy_0.ravel(), dPhi_dy_1.ravel(), dbc_dya.ravel(),
263
+ dbc_dyb.ravel()))
264
+
265
+ if k > 0:
266
+ df_dp = np.transpose(df_dp, (2, 0, 1))
267
+ df_dp_middle = np.transpose(df_dp_middle, (2, 0, 1))
268
+ T = stacked_matmul(df_dy_middle, df_dp[:-1] - df_dp[1:])
269
+ df_dp_middle += 0.125 * h * T
270
+ dPhi_dp = -h/6 * (df_dp[:-1] + df_dp[1:] + 4 * df_dp_middle)
271
+ values = np.hstack((values, dPhi_dp.ravel(), dbc_dp.ravel()))
272
+
273
+ J = coo_matrix((values, (i_jac, j_jac)))
274
+ return csc_matrix(J)
275
+
276
+
277
+ def collocation_fun(fun, y, p, x, h):
278
+ """Evaluate collocation residuals.
279
+
280
+ This function lies in the core of the method. The solution is sought
281
+ as a cubic C1 continuous spline with derivatives matching the ODE rhs
282
+ at given nodes `x`. Collocation conditions are formed from the equality
283
+ of the spline derivatives and rhs of the ODE system in the middle points
284
+ between nodes.
285
+
286
+ Such method is classified to Lobbato IIIA family in ODE literature.
287
+ Refer to [1]_ for the formula and some discussion.
288
+
289
+ Returns
290
+ -------
291
+ col_res : ndarray, shape (n, m - 1)
292
+ Collocation residuals at the middle points of the mesh intervals.
293
+ y_middle : ndarray, shape (n, m - 1)
294
+ Values of the cubic spline evaluated at the middle points of the mesh
295
+ intervals.
296
+ f : ndarray, shape (n, m)
297
+ RHS of the ODE system evaluated at the mesh nodes.
298
+ f_middle : ndarray, shape (n, m - 1)
299
+ RHS of the ODE system evaluated at the middle points of the mesh
300
+ intervals (and using `y_middle`).
301
+
302
+ References
303
+ ----------
304
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
305
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
306
+ Number 3, pp. 299-316, 2001.
307
+ """
308
+ f = fun(x, y, p)
309
+ y_middle = (0.5 * (y[:, 1:] + y[:, :-1]) -
310
+ 0.125 * h * (f[:, 1:] - f[:, :-1]))
311
+ f_middle = fun(x[:-1] + 0.5 * h, y_middle, p)
312
+ col_res = y[:, 1:] - y[:, :-1] - h / 6 * (f[:, :-1] + f[:, 1:] +
313
+ 4 * f_middle)
314
+
315
+ return col_res, y_middle, f, f_middle
316
+
317
+
318
+ def prepare_sys(n, m, k, fun, bc, fun_jac, bc_jac, x, h):
319
+ """Create the function and the Jacobian for the collocation system."""
320
+ x_middle = x[:-1] + 0.5 * h
321
+ i_jac, j_jac = compute_jac_indices(n, m, k)
322
+
323
+ def col_fun(y, p):
324
+ return collocation_fun(fun, y, p, x, h)
325
+
326
+ def sys_jac(y, p, y_middle, f, f_middle, bc0):
327
+ if fun_jac is None:
328
+ df_dy, df_dp = estimate_fun_jac(fun, x, y, p, f)
329
+ df_dy_middle, df_dp_middle = estimate_fun_jac(
330
+ fun, x_middle, y_middle, p, f_middle)
331
+ else:
332
+ df_dy, df_dp = fun_jac(x, y, p)
333
+ df_dy_middle, df_dp_middle = fun_jac(x_middle, y_middle, p)
334
+
335
+ if bc_jac is None:
336
+ dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(bc, y[:, 0], y[:, -1],
337
+ p, bc0)
338
+ else:
339
+ dbc_dya, dbc_dyb, dbc_dp = bc_jac(y[:, 0], y[:, -1], p)
340
+
341
+ return construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy,
342
+ df_dy_middle, df_dp, df_dp_middle, dbc_dya,
343
+ dbc_dyb, dbc_dp)
344
+
345
+ return col_fun, sys_jac
346
+
347
+
348
+ def solve_newton(n, m, h, col_fun, bc, jac, y, p, B, bvp_tol, bc_tol):
349
+ """Solve the nonlinear collocation system by a Newton method.
350
+
351
+ This is a simple Newton method with a backtracking line search. As
352
+ advised in [1]_, an affine-invariant criterion function F = ||J^-1 r||^2
353
+ is used, where J is the Jacobian matrix at the current iteration and r is
354
+ the vector or collocation residuals (values of the system lhs).
355
+
356
+ The method alters between full Newton iterations and the fixed-Jacobian
357
+ iterations based
358
+
359
+ There are other tricks proposed in [1]_, but they are not used as they
360
+ don't seem to improve anything significantly, and even break the
361
+ convergence on some test problems I tried.
362
+
363
+ All important parameters of the algorithm are defined inside the function.
364
+
365
+ Parameters
366
+ ----------
367
+ n : int
368
+ Number of equations in the ODE system.
369
+ m : int
370
+ Number of nodes in the mesh.
371
+ h : ndarray, shape (m-1,)
372
+ Mesh intervals.
373
+ col_fun : callable
374
+ Function computing collocation residuals.
375
+ bc : callable
376
+ Function computing boundary condition residuals.
377
+ jac : callable
378
+ Function computing the Jacobian of the whole system (including
379
+ collocation and boundary condition residuals). It is supposed to
380
+ return csc_matrix.
381
+ y : ndarray, shape (n, m)
382
+ Initial guess for the function values at the mesh nodes.
383
+ p : ndarray, shape (k,)
384
+ Initial guess for the unknown parameters.
385
+ B : ndarray with shape (n, n) or None
386
+ Matrix to force the S y(a) = 0 condition for a problems with the
387
+ singular term. If None, the singular term is assumed to be absent.
388
+ bvp_tol : float
389
+ Tolerance to which we want to solve a BVP.
390
+ bc_tol : float
391
+ Tolerance to which we want to satisfy the boundary conditions.
392
+
393
+ Returns
394
+ -------
395
+ y : ndarray, shape (n, m)
396
+ Final iterate for the function values at the mesh nodes.
397
+ p : ndarray, shape (k,)
398
+ Final iterate for the unknown parameters.
399
+ singular : bool
400
+ True, if the LU decomposition failed because Jacobian turned out
401
+ to be singular.
402
+
403
+ References
404
+ ----------
405
+ .. [1] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
406
+ Boundary Value Problems for Ordinary Differential Equations",
407
+ Philidelphia, PA: Society for Industrial and Applied Mathematics,
408
+ 1995.
409
+ """
410
+ # We know that the solution residuals at the middle points of the mesh
411
+ # are connected with collocation residuals r_middle = 1.5 * col_res / h.
412
+ # As our BVP solver tries to decrease relative residuals below a certain
413
+ # tolerance, it seems reasonable to terminated Newton iterations by
414
+ # comparison of r_middle / (1 + np.abs(f_middle)) with a certain threshold,
415
+ # which we choose to be 1.5 orders lower than the BVP tolerance. We rewrite
416
+ # the condition as col_res < tol_r * (1 + np.abs(f_middle)), then tol_r
417
+ # should be computed as follows:
418
+ tol_r = 2/3 * h * 5e-2 * bvp_tol
419
+
420
+ # Maximum allowed number of Jacobian evaluation and factorization, in
421
+ # other words, the maximum number of full Newton iterations. A small value
422
+ # is recommended in the literature.
423
+ max_njev = 4
424
+
425
+ # Maximum number of iterations, considering that some of them can be
426
+ # performed with the fixed Jacobian. In theory, such iterations are cheap,
427
+ # but it's not that simple in Python.
428
+ max_iter = 8
429
+
430
+ # Minimum relative improvement of the criterion function to accept the
431
+ # step (Armijo constant).
432
+ sigma = 0.2
433
+
434
+ # Step size decrease factor for backtracking.
435
+ tau = 0.5
436
+
437
+ # Maximum number of backtracking steps, the minimum step is then
438
+ # tau ** n_trial.
439
+ n_trial = 4
440
+
441
+ col_res, y_middle, f, f_middle = col_fun(y, p)
442
+ bc_res = bc(y[:, 0], y[:, -1], p)
443
+ res = np.hstack((col_res.ravel(order='F'), bc_res))
444
+
445
+ njev = 0
446
+ singular = False
447
+ recompute_jac = True
448
+ for iteration in range(max_iter):
449
+ if recompute_jac:
450
+ J = jac(y, p, y_middle, f, f_middle, bc_res)
451
+ njev += 1
452
+ try:
453
+ LU = splu(J)
454
+ except RuntimeError:
455
+ singular = True
456
+ break
457
+
458
+ step = LU.solve(res)
459
+ cost = np.dot(step, step)
460
+
461
+ y_step = step[:m * n].reshape((n, m), order='F')
462
+ p_step = step[m * n:]
463
+
464
+ alpha = 1
465
+ for trial in range(n_trial + 1):
466
+ y_new = y - alpha * y_step
467
+ if B is not None:
468
+ y_new[:, 0] = np.dot(B, y_new[:, 0])
469
+ p_new = p - alpha * p_step
470
+
471
+ col_res, y_middle, f, f_middle = col_fun(y_new, p_new)
472
+ bc_res = bc(y_new[:, 0], y_new[:, -1], p_new)
473
+ res = np.hstack((col_res.ravel(order='F'), bc_res))
474
+
475
+ step_new = LU.solve(res)
476
+ cost_new = np.dot(step_new, step_new)
477
+ if cost_new < (1 - 2 * alpha * sigma) * cost:
478
+ break
479
+
480
+ if trial < n_trial:
481
+ alpha *= tau
482
+
483
+ y = y_new
484
+ p = p_new
485
+
486
+ if njev == max_njev:
487
+ break
488
+
489
+ if (np.all(np.abs(col_res) < tol_r * (1 + np.abs(f_middle))) and
490
+ np.all(np.abs(bc_res) < bc_tol)):
491
+ break
492
+
493
+ # If the full step was taken, then we are going to continue with
494
+ # the same Jacobian. This is the approach of BVP_SOLVER.
495
+ if alpha == 1:
496
+ step = step_new
497
+ cost = cost_new
498
+ recompute_jac = False
499
+ else:
500
+ recompute_jac = True
501
+
502
+ return y, p, singular
503
+
504
+
505
+ def print_iteration_header():
506
+ print(f"{'Iteration':^15}{'Max residual':^15}{'Max BC residual':^15}"
507
+ f"{'Total nodes':^15}{'Nodes added':^15}")
508
+
509
+
510
+ def print_iteration_progress(iteration, residual, bc_residual, total_nodes,
511
+ nodes_added):
512
+ print(f"{iteration:^15}{residual:^15.2e}{bc_residual:^15.2e}"
513
+ f"{total_nodes:^15}{nodes_added:^15}")
514
+
515
+
516
+ class BVPResult(OptimizeResult):
517
+ pass
518
+
519
+
520
+ TERMINATION_MESSAGES = {
521
+ 0: "The algorithm converged to the desired accuracy.",
522
+ 1: "The maximum number of mesh nodes is exceeded.",
523
+ 2: "A singular Jacobian encountered when solving the collocation system.",
524
+ 3: "The solver was unable to satisfy boundary conditions tolerance on iteration 10."
525
+ }
526
+
527
+
528
+ def estimate_rms_residuals(fun, sol, x, h, p, r_middle, f_middle):
529
+ """Estimate rms values of collocation residuals using Lobatto quadrature.
530
+
531
+ The residuals are defined as the difference between the derivatives of
532
+ our solution and rhs of the ODE system. We use relative residuals, i.e.,
533
+ normalized by 1 + np.abs(f). RMS values are computed as sqrt from the
534
+ normalized integrals of the squared relative residuals over each interval.
535
+ Integrals are estimated using 5-point Lobatto quadrature [1]_, we use the
536
+ fact that residuals at the mesh nodes are identically zero.
537
+
538
+ In [2] they don't normalize integrals by interval lengths, which gives
539
+ a higher rate of convergence of the residuals by the factor of h**0.5.
540
+ I chose to do such normalization for an ease of interpretation of return
541
+ values as RMS estimates.
542
+
543
+ Returns
544
+ -------
545
+ rms_res : ndarray, shape (m - 1,)
546
+ Estimated rms values of the relative residuals over each interval.
547
+
548
+ References
549
+ ----------
550
+ .. [1] http://mathworld.wolfram.com/LobattoQuadrature.html
551
+ .. [2] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
552
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
553
+ Number 3, pp. 299-316, 2001.
554
+ """
555
+ x_middle = x[:-1] + 0.5 * h
556
+ s = 0.5 * h * (3/7)**0.5
557
+ x1 = x_middle + s
558
+ x2 = x_middle - s
559
+ y1 = sol(x1)
560
+ y2 = sol(x2)
561
+ y1_prime = sol(x1, 1)
562
+ y2_prime = sol(x2, 1)
563
+ f1 = fun(x1, y1, p)
564
+ f2 = fun(x2, y2, p)
565
+ r1 = y1_prime - f1
566
+ r2 = y2_prime - f2
567
+
568
+ r_middle /= 1 + np.abs(f_middle)
569
+ r1 /= 1 + np.abs(f1)
570
+ r2 /= 1 + np.abs(f2)
571
+
572
+ r1 = np.sum(np.real(r1 * np.conj(r1)), axis=0)
573
+ r2 = np.sum(np.real(r2 * np.conj(r2)), axis=0)
574
+ r_middle = np.sum(np.real(r_middle * np.conj(r_middle)), axis=0)
575
+
576
+ return (0.5 * (32 / 45 * r_middle + 49 / 90 * (r1 + r2))) ** 0.5
577
+
578
+
579
+ def create_spline(y, yp, x, h):
580
+ """Create a cubic spline given values and derivatives.
581
+
582
+ Formulas for the coefficients are taken from interpolate.CubicSpline.
583
+
584
+ Returns
585
+ -------
586
+ sol : PPoly
587
+ Constructed spline as a PPoly instance.
588
+ """
589
+ from scipy.interpolate import PPoly
590
+
591
+ n, m = y.shape
592
+ c = np.empty((4, n, m - 1), dtype=y.dtype)
593
+ slope = (y[:, 1:] - y[:, :-1]) / h
594
+ t = (yp[:, :-1] + yp[:, 1:] - 2 * slope) / h
595
+ c[0] = t / h
596
+ c[1] = (slope - yp[:, :-1]) / h - t
597
+ c[2] = yp[:, :-1]
598
+ c[3] = y[:, :-1]
599
+ c = np.moveaxis(c, 1, 0)
600
+
601
+ return PPoly(c, x, extrapolate=True, axis=1)
602
+
603
+
604
+ def modify_mesh(x, insert_1, insert_2):
605
+ """Insert nodes into a mesh.
606
+
607
+ Nodes removal logic is not established, its impact on the solver is
608
+ presumably negligible. So, only insertion is done in this function.
609
+
610
+ Parameters
611
+ ----------
612
+ x : ndarray, shape (m,)
613
+ Mesh nodes.
614
+ insert_1 : ndarray
615
+ Intervals to each insert 1 new node in the middle.
616
+ insert_2 : ndarray
617
+ Intervals to each insert 2 new nodes, such that divide an interval
618
+ into 3 equal parts.
619
+
620
+ Returns
621
+ -------
622
+ x_new : ndarray
623
+ New mesh nodes.
624
+
625
+ Notes
626
+ -----
627
+ `insert_1` and `insert_2` should not have common values.
628
+ """
629
+ # Because np.insert implementation apparently varies with a version of
630
+ # NumPy, we use a simple and reliable approach with sorting.
631
+ return np.sort(np.hstack((
632
+ x,
633
+ 0.5 * (x[insert_1] + x[insert_1 + 1]),
634
+ (2 * x[insert_2] + x[insert_2 + 1]) / 3,
635
+ (x[insert_2] + 2 * x[insert_2 + 1]) / 3
636
+ )))
637
+
638
+
639
+ def wrap_functions(fun, bc, fun_jac, bc_jac, k, a, S, D, dtype):
640
+ """Wrap functions for unified usage in the solver."""
641
+ if fun_jac is None:
642
+ fun_jac_wrapped = None
643
+
644
+ if bc_jac is None:
645
+ bc_jac_wrapped = None
646
+
647
+ if k == 0:
648
+ def fun_p(x, y, _):
649
+ return np.asarray(fun(x, y), dtype)
650
+
651
+ def bc_wrapped(ya, yb, _):
652
+ return np.asarray(bc(ya, yb), dtype)
653
+
654
+ if fun_jac is not None:
655
+ def fun_jac_p(x, y, _):
656
+ return np.asarray(fun_jac(x, y), dtype), None
657
+
658
+ if bc_jac is not None:
659
+ def bc_jac_wrapped(ya, yb, _):
660
+ dbc_dya, dbc_dyb = bc_jac(ya, yb)
661
+ return (np.asarray(dbc_dya, dtype),
662
+ np.asarray(dbc_dyb, dtype), None)
663
+ else:
664
+ def fun_p(x, y, p):
665
+ return np.asarray(fun(x, y, p), dtype)
666
+
667
+ def bc_wrapped(x, y, p):
668
+ return np.asarray(bc(x, y, p), dtype)
669
+
670
+ if fun_jac is not None:
671
+ def fun_jac_p(x, y, p):
672
+ df_dy, df_dp = fun_jac(x, y, p)
673
+ return np.asarray(df_dy, dtype), np.asarray(df_dp, dtype)
674
+
675
+ if bc_jac is not None:
676
+ def bc_jac_wrapped(ya, yb, p):
677
+ dbc_dya, dbc_dyb, dbc_dp = bc_jac(ya, yb, p)
678
+ return (np.asarray(dbc_dya, dtype), np.asarray(dbc_dyb, dtype),
679
+ np.asarray(dbc_dp, dtype))
680
+
681
+ if S is None:
682
+ fun_wrapped = fun_p
683
+ else:
684
+ def fun_wrapped(x, y, p):
685
+ f = fun_p(x, y, p)
686
+ if x[0] == a:
687
+ f[:, 0] = np.dot(D, f[:, 0])
688
+ f[:, 1:] += np.dot(S, y[:, 1:]) / (x[1:] - a)
689
+ else:
690
+ f += np.dot(S, y) / (x - a)
691
+ return f
692
+
693
+ if fun_jac is not None:
694
+ if S is None:
695
+ fun_jac_wrapped = fun_jac_p
696
+ else:
697
+ Sr = S[:, :, np.newaxis]
698
+
699
+ def fun_jac_wrapped(x, y, p):
700
+ df_dy, df_dp = fun_jac_p(x, y, p)
701
+ if x[0] == a:
702
+ df_dy[:, :, 0] = np.dot(D, df_dy[:, :, 0])
703
+ df_dy[:, :, 1:] += Sr / (x[1:] - a)
704
+ else:
705
+ df_dy += Sr / (x - a)
706
+
707
+ return df_dy, df_dp
708
+
709
+ return fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped
710
+
711
+
712
+ @xp_capabilities(np_only=True)
713
+ def solve_bvp(fun, bc, x, y, p=None, S=None, fun_jac=None, bc_jac=None,
714
+ tol=1e-3, max_nodes=1000, verbose=0, bc_tol=None):
715
+ """Solve a boundary value problem for a system of ODEs.
716
+
717
+ This function numerically solves a first order system of ODEs subject to
718
+ two-point boundary conditions::
719
+
720
+ dy / dx = f(x, y, p) + S * y / (x - a), a <= x <= b
721
+ bc(y(a), y(b), p) = 0
722
+
723
+ Here x is a 1-D independent variable, y(x) is an n-D
724
+ vector-valued function and p is a k-D vector of unknown
725
+ parameters which is to be found along with y(x). For the problem to be
726
+ determined, there must be n + k boundary conditions, i.e., bc must be an
727
+ (n + k)-D function.
728
+
729
+ The last singular term on the right-hand side of the system is optional.
730
+ It is defined by an n-by-n matrix S, such that the solution must satisfy
731
+ S y(a) = 0. This condition will be forced during iterations, so it must not
732
+ contradict boundary conditions. See [2]_ for the explanation how this term
733
+ is handled when solving BVPs numerically.
734
+
735
+ Problems in a complex domain can be solved as well. In this case, y and p
736
+ are considered to be complex, and f and bc are assumed to be complex-valued
737
+ functions, but x stays real. Note that f and bc must be complex
738
+ differentiable (satisfy Cauchy-Riemann equations [4]_), otherwise you
739
+ should rewrite your problem for real and imaginary parts separately. To
740
+ solve a problem in a complex domain, pass an initial guess for y with a
741
+ complex data type (see below).
742
+
743
+ Parameters
744
+ ----------
745
+ fun : callable
746
+ Right-hand side of the system. The calling signature is ``fun(x, y)``,
747
+ or ``fun(x, y, p)`` if parameters are present. All arguments are
748
+ ndarray: ``x`` with shape (m,), ``y`` with shape (n, m), meaning that
749
+ ``y[:, i]`` corresponds to ``x[i]``, and ``p`` with shape (k,). The
750
+ return value must be an array with shape (n, m) and with the same
751
+ layout as ``y``.
752
+ bc : callable
753
+ Function evaluating residuals of the boundary conditions. The calling
754
+ signature is ``bc(ya, yb)``, or ``bc(ya, yb, p)`` if parameters are
755
+ present. All arguments are ndarray: ``ya`` and ``yb`` with shape (n,),
756
+ and ``p`` with shape (k,). The return value must be an array with
757
+ shape (n + k,).
758
+ x : array_like, shape (m,)
759
+ Initial mesh. Must be a strictly increasing sequence of real numbers
760
+ with ``x[0]=a`` and ``x[-1]=b``.
761
+ y : array_like, shape (n, m)
762
+ Initial guess for the function values at the mesh nodes, ith column
763
+ corresponds to ``x[i]``. For problems in a complex domain pass `y`
764
+ with a complex data type (even if the initial guess is purely real).
765
+ p : array_like with shape (k,) or None, optional
766
+ Initial guess for the unknown parameters. If None (default), it is
767
+ assumed that the problem doesn't depend on any parameters.
768
+ S : array_like with shape (n, n) or None
769
+ Matrix defining the singular term. If None (default), the problem is
770
+ solved without the singular term.
771
+ fun_jac : callable or None, optional
772
+ Function computing derivatives of f with respect to y and p. The
773
+ calling signature is ``fun_jac(x, y)``, or ``fun_jac(x, y, p)`` if
774
+ parameters are present. The return must contain 1 or 2 elements in the
775
+ following order:
776
+
777
+ * df_dy : array_like with shape (n, n, m), where an element
778
+ (i, j, q) equals to d f_i(x_q, y_q, p) / d (y_q)_j.
779
+ * df_dp : array_like with shape (n, k, m), where an element
780
+ (i, j, q) equals to d f_i(x_q, y_q, p) / d p_j.
781
+
782
+ Here q numbers nodes at which x and y are defined, whereas i and j
783
+ number vector components. If the problem is solved without unknown
784
+ parameters, df_dp should not be returned.
785
+
786
+ If `fun_jac` is None (default), the derivatives will be estimated
787
+ by the forward finite differences.
788
+ bc_jac : callable or None, optional
789
+ Function computing derivatives of bc with respect to ya, yb, and p.
790
+ The calling signature is ``bc_jac(ya, yb)``, or ``bc_jac(ya, yb, p)``
791
+ if parameters are present. The return must contain 2 or 3 elements in
792
+ the following order:
793
+
794
+ * dbc_dya : array_like with shape (n, n), where an element (i, j)
795
+ equals to d bc_i(ya, yb, p) / d ya_j.
796
+ * dbc_dyb : array_like with shape (n, n), where an element (i, j)
797
+ equals to d bc_i(ya, yb, p) / d yb_j.
798
+ * dbc_dp : array_like with shape (n, k), where an element (i, j)
799
+ equals to d bc_i(ya, yb, p) / d p_j.
800
+
801
+ If the problem is solved without unknown parameters, dbc_dp should not
802
+ be returned.
803
+
804
+ If `bc_jac` is None (default), the derivatives will be estimated by
805
+ the forward finite differences.
806
+ tol : float, optional
807
+ Desired tolerance of the solution. If we define ``r = y' - f(x, y)``,
808
+ where y is the found solution, then the solver tries to achieve on each
809
+ mesh interval ``norm(r / (1 + abs(f)) < tol``, where ``norm`` is
810
+ estimated in a root mean squared sense (using a numerical quadrature
811
+ formula). Default is 1e-3.
812
+ max_nodes : int, optional
813
+ Maximum allowed number of the mesh nodes. If exceeded, the algorithm
814
+ terminates. Default is 1000.
815
+ verbose : {0, 1, 2}, optional
816
+ Level of algorithm's verbosity:
817
+
818
+ * 0 (default) : work silently.
819
+ * 1 : display a termination report.
820
+ * 2 : display progress during iterations.
821
+ bc_tol : float, optional
822
+ Desired absolute tolerance for the boundary condition residuals: `bc`
823
+ value should satisfy ``abs(bc) < bc_tol`` component-wise.
824
+ Equals to `tol` by default. Up to 10 iterations are allowed to achieve this
825
+ tolerance.
826
+
827
+ Returns
828
+ -------
829
+ Bunch object with the following fields defined:
830
+ sol : PPoly
831
+ Found solution for y as `scipy.interpolate.PPoly` instance, a C1
832
+ continuous cubic spline.
833
+ p : ndarray or None, shape (k,)
834
+ Found parameters. None, if the parameters were not present in the
835
+ problem.
836
+ x : ndarray, shape (m,)
837
+ Nodes of the final mesh.
838
+ y : ndarray, shape (n, m)
839
+ Solution values at the mesh nodes.
840
+ yp : ndarray, shape (n, m)
841
+ Solution derivatives at the mesh nodes.
842
+ rms_residuals : ndarray, shape (m - 1,)
843
+ RMS values of the relative residuals over each mesh interval (see the
844
+ description of `tol` parameter).
845
+ niter : int
846
+ Number of completed iterations.
847
+ status : int
848
+ Reason for algorithm termination:
849
+
850
+ * 0: The algorithm converged to the desired accuracy.
851
+ * 1: The maximum number of mesh nodes is exceeded.
852
+ * 2: A singular Jacobian encountered when solving the collocation
853
+ system.
854
+
855
+ message : string
856
+ Verbal description of the termination reason.
857
+ success : bool
858
+ True if the algorithm converged to the desired accuracy (``status=0``).
859
+
860
+ Notes
861
+ -----
862
+ This function implements a 4th order collocation algorithm with the
863
+ control of residuals similar to [1]_. A collocation system is solved
864
+ by a damped Newton method with an affine-invariant criterion function as
865
+ described in [3]_.
866
+
867
+ Note that in [1]_ integral residuals are defined without normalization
868
+ by interval lengths. So, their definition is different by a multiplier of
869
+ h**0.5 (h is an interval length) from the definition used here.
870
+
871
+ .. versionadded:: 0.18.0
872
+
873
+ References
874
+ ----------
875
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
876
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
877
+ Number 3, pp. 299-316, 2001.
878
+ .. [2] L.F. Shampine, P. H. Muir and H. Xu, "A User-Friendly Fortran BVP
879
+ Solver", J. Numer. Anal., Ind. Appl. Math. (JNAIAM), Vol. 1,
880
+ Number 2, pp. 201-217, 2006.
881
+ .. [3] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
882
+ Boundary Value Problems for Ordinary Differential Equations",
883
+ Philidelphia, PA: Society for Industrial and Applied Mathematics,
884
+ 1995.
885
+ :doi:`10.1137/1.9781611971231`
886
+ .. [4] `Cauchy-Riemann equations
887
+ <https://en.wikipedia.org/wiki/Cauchy-Riemann_equations>`_ on
888
+ Wikipedia.
889
+
890
+ Examples
891
+ --------
892
+ In the first example, we solve Bratu's problem::
893
+
894
+ y'' + k * exp(y) = 0
895
+ y(0) = y(1) = 0
896
+
897
+ for k = 1.
898
+
899
+ We rewrite the equation as a first-order system and implement its
900
+ right-hand side evaluation::
901
+
902
+ y1' = y2
903
+ y2' = -exp(y1)
904
+
905
+ >>> import numpy as np
906
+ >>> def fun(x, y):
907
+ ... return np.vstack((y[1], -np.exp(y[0])))
908
+
909
+ Implement evaluation of the boundary condition residuals:
910
+
911
+ >>> def bc(ya, yb):
912
+ ... return np.array([ya[0], yb[0]])
913
+
914
+ Define the initial mesh with 5 nodes:
915
+
916
+ >>> x = np.linspace(0, 1, 5)
917
+
918
+ This problem is known to have two solutions. To obtain both of them, we
919
+ use two different initial guesses for y. We denote them by subscripts
920
+ a and b.
921
+
922
+ >>> y_a = np.zeros((2, x.size))
923
+ >>> y_b = np.zeros((2, x.size))
924
+ >>> y_b[0] = 3
925
+
926
+ Now we are ready to run the solver.
927
+
928
+ >>> from scipy.integrate import solve_bvp
929
+ >>> res_a = solve_bvp(fun, bc, x, y_a)
930
+ >>> res_b = solve_bvp(fun, bc, x, y_b)
931
+
932
+ Let's plot the two found solutions. We take an advantage of having the
933
+ solution in a spline form to produce a smooth plot.
934
+
935
+ >>> x_plot = np.linspace(0, 1, 100)
936
+ >>> y_plot_a = res_a.sol(x_plot)[0]
937
+ >>> y_plot_b = res_b.sol(x_plot)[0]
938
+ >>> import matplotlib.pyplot as plt
939
+ >>> plt.plot(x_plot, y_plot_a, label='y_a')
940
+ >>> plt.plot(x_plot, y_plot_b, label='y_b')
941
+ >>> plt.legend()
942
+ >>> plt.xlabel("x")
943
+ >>> plt.ylabel("y")
944
+ >>> plt.show()
945
+
946
+ We see that the two solutions have similar shape, but differ in scale
947
+ significantly.
948
+
949
+ In the second example, we solve a simple Sturm-Liouville problem::
950
+
951
+ y'' + k**2 * y = 0
952
+ y(0) = y(1) = 0
953
+
954
+ It is known that a non-trivial solution y = A * sin(k * x) is possible for
955
+ k = pi * n, where n is an integer. To establish the normalization constant
956
+ A = 1 we add a boundary condition::
957
+
958
+ y'(0) = k
959
+
960
+ Again, we rewrite our equation as a first-order system and implement its
961
+ right-hand side evaluation::
962
+
963
+ y1' = y2
964
+ y2' = -k**2 * y1
965
+
966
+ >>> def fun(x, y, p):
967
+ ... k = p[0]
968
+ ... return np.vstack((y[1], -k**2 * y[0]))
969
+
970
+ Note that parameters p are passed as a vector (with one element in our
971
+ case).
972
+
973
+ Implement the boundary conditions:
974
+
975
+ >>> def bc(ya, yb, p):
976
+ ... k = p[0]
977
+ ... return np.array([ya[0], yb[0], ya[1] - k])
978
+
979
+ Set up the initial mesh and guess for y. We aim to find the solution for
980
+ k = 2 * pi, to achieve that we set values of y to approximately follow
981
+ sin(2 * pi * x):
982
+
983
+ >>> x = np.linspace(0, 1, 5)
984
+ >>> y = np.zeros((2, x.size))
985
+ >>> y[0, 1] = 1
986
+ >>> y[0, 3] = -1
987
+
988
+ Run the solver with 6 as an initial guess for k.
989
+
990
+ >>> sol = solve_bvp(fun, bc, x, y, p=[6])
991
+
992
+ We see that the found k is approximately correct:
993
+
994
+ >>> sol.p[0]
995
+ 6.28329460046
996
+
997
+ And, finally, plot the solution to see the anticipated sinusoid:
998
+
999
+ >>> x_plot = np.linspace(0, 1, 100)
1000
+ >>> y_plot = sol.sol(x_plot)[0]
1001
+ >>> plt.plot(x_plot, y_plot)
1002
+ >>> plt.xlabel("x")
1003
+ >>> plt.ylabel("y")
1004
+ >>> plt.show()
1005
+ """
1006
+ x = np.asarray(x, dtype=float)
1007
+ if x.ndim != 1:
1008
+ raise ValueError("`x` must be 1 dimensional.")
1009
+ h = np.diff(x)
1010
+ if np.any(h <= 0):
1011
+ raise ValueError("`x` must be strictly increasing.")
1012
+ a = x[0]
1013
+
1014
+ y = np.asarray(y)
1015
+ if np.issubdtype(y.dtype, np.complexfloating):
1016
+ dtype = complex
1017
+ else:
1018
+ dtype = float
1019
+ y = y.astype(dtype, copy=False)
1020
+
1021
+ if y.ndim != 2:
1022
+ raise ValueError("`y` must be 2 dimensional.")
1023
+ if y.shape[1] != x.shape[0]:
1024
+ raise ValueError(f"`y` is expected to have {x.shape[0]} columns, but actually "
1025
+ f"has {y.shape[1]}.")
1026
+
1027
+ if p is None:
1028
+ p = np.array([])
1029
+ else:
1030
+ p = np.asarray(p, dtype=dtype)
1031
+ if p.ndim != 1:
1032
+ raise ValueError("`p` must be 1 dimensional.")
1033
+
1034
+ if tol < 100 * EPS:
1035
+ warn(f"`tol` is too low, setting to {100 * EPS:.2e}", stacklevel=2)
1036
+ tol = 100 * EPS
1037
+
1038
+ if verbose not in [0, 1, 2]:
1039
+ raise ValueError("`verbose` must be in [0, 1, 2].")
1040
+
1041
+ n = y.shape[0]
1042
+ k = p.shape[0]
1043
+
1044
+ if S is not None:
1045
+ S = np.asarray(S, dtype=dtype)
1046
+ if S.shape != (n, n):
1047
+ raise ValueError(f"`S` is expected to have shape {(n, n)}, "
1048
+ f"but actually has {S.shape}")
1049
+
1050
+ # Compute I - S^+ S to impose necessary boundary conditions.
1051
+ B = np.identity(n) - np.dot(pinv(S), S)
1052
+
1053
+ y[:, 0] = np.dot(B, y[:, 0])
1054
+
1055
+ # Compute (I - S)^+ to correct derivatives at x=a.
1056
+ D = pinv(np.identity(n) - S)
1057
+ else:
1058
+ B = None
1059
+ D = None
1060
+
1061
+ if bc_tol is None:
1062
+ bc_tol = tol
1063
+
1064
+ # Maximum number of iterations
1065
+ max_iteration = 10
1066
+
1067
+ fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped = wrap_functions(
1068
+ fun, bc, fun_jac, bc_jac, k, a, S, D, dtype)
1069
+
1070
+ f = fun_wrapped(x, y, p)
1071
+ if f.shape != y.shape:
1072
+ raise ValueError(f"`fun` return is expected to have shape {y.shape}, "
1073
+ f"but actually has {f.shape}.")
1074
+
1075
+ bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
1076
+ if bc_res.shape != (n + k,):
1077
+ raise ValueError(f"`bc` return is expected to have shape {(n + k,)}, "
1078
+ f"but actually has {bc_res.shape}.")
1079
+
1080
+ status = 0
1081
+ iteration = 0
1082
+ if verbose == 2:
1083
+ print_iteration_header()
1084
+
1085
+ while True:
1086
+ m = x.shape[0]
1087
+
1088
+ col_fun, jac_sys = prepare_sys(n, m, k, fun_wrapped, bc_wrapped,
1089
+ fun_jac_wrapped, bc_jac_wrapped, x, h)
1090
+ y, p, singular = solve_newton(n, m, h, col_fun, bc_wrapped, jac_sys,
1091
+ y, p, B, tol, bc_tol)
1092
+ iteration += 1
1093
+
1094
+ col_res, y_middle, f, f_middle = collocation_fun(fun_wrapped, y,
1095
+ p, x, h)
1096
+ bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
1097
+ max_bc_res = np.max(abs(bc_res))
1098
+
1099
+ # This relation is not trivial, but can be verified.
1100
+ r_middle = 1.5 * col_res / h
1101
+ sol = create_spline(y, f, x, h)
1102
+ rms_res = estimate_rms_residuals(fun_wrapped, sol, x, h, p,
1103
+ r_middle, f_middle)
1104
+ max_rms_res = np.max(rms_res)
1105
+
1106
+ if singular:
1107
+ status = 2
1108
+ break
1109
+
1110
+ insert_1, = np.nonzero((rms_res > tol) & (rms_res < 100 * tol))
1111
+ insert_2, = np.nonzero(rms_res >= 100 * tol)
1112
+ nodes_added = insert_1.shape[0] + 2 * insert_2.shape[0]
1113
+
1114
+ if m + nodes_added > max_nodes:
1115
+ status = 1
1116
+ if verbose == 2:
1117
+ nodes_added = f"({nodes_added})"
1118
+ print_iteration_progress(iteration, max_rms_res, max_bc_res,
1119
+ m, nodes_added)
1120
+ break
1121
+
1122
+ if verbose == 2:
1123
+ print_iteration_progress(iteration, max_rms_res, max_bc_res, m,
1124
+ nodes_added)
1125
+
1126
+ if nodes_added > 0:
1127
+ x = modify_mesh(x, insert_1, insert_2)
1128
+ h = np.diff(x)
1129
+ y = sol(x)
1130
+ elif max_bc_res <= bc_tol:
1131
+ status = 0
1132
+ break
1133
+ elif iteration >= max_iteration:
1134
+ status = 3
1135
+ break
1136
+
1137
+ if verbose > 0:
1138
+ if status == 0:
1139
+ print(f"Solved in {iteration} iterations, number of nodes {x.shape[0]}. \n"
1140
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1141
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1142
+ elif status == 1:
1143
+ print(f"Number of nodes is exceeded after iteration {iteration}. \n"
1144
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1145
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1146
+ elif status == 2:
1147
+ print("Singular Jacobian encountered when solving the collocation "
1148
+ f"system on iteration {iteration}. \n"
1149
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1150
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1151
+ elif status == 3:
1152
+ print("The solver was unable to satisfy boundary conditions "
1153
+ f"tolerance on iteration {iteration}. \n"
1154
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1155
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1156
+
1157
+ if p.size == 0:
1158
+ p = None
1159
+
1160
+ return BVPResult(sol=sol, p=p, x=x, y=y, yp=f, rms_residuals=rms_res,
1161
+ niter=iteration, status=status,
1162
+ message=TERMINATION_MESSAGES[status], success=status == 0)
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_cubature.py ADDED
@@ -0,0 +1,731 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import math
2
+ import heapq
3
+ import itertools
4
+
5
+ from dataclasses import dataclass, field
6
+ from types import ModuleType
7
+ from typing import Any, TypeAlias
8
+
9
+ from scipy._lib._array_api import (
10
+ array_namespace,
11
+ xp_size,
12
+ xp_copy,
13
+ xp_promote,
14
+ xp_capabilities
15
+ )
16
+ from scipy._lib._util import MapWrapper
17
+
18
+ from scipy.integrate._rules import (
19
+ ProductNestedFixed,
20
+ GaussKronrodQuadrature,
21
+ GenzMalikCubature,
22
+ )
23
+ from scipy.integrate._rules._base import _split_subregion
24
+
25
+ __all__ = ['cubature']
26
+
27
+ Array: TypeAlias = Any # To be changed to an array-api-typing Protocol later
28
+
29
+
30
+ @dataclass
31
+ class CubatureRegion:
32
+ estimate: Array
33
+ error: Array
34
+ a: Array
35
+ b: Array
36
+ _xp: ModuleType = field(repr=False)
37
+
38
+ def __lt__(self, other):
39
+ # Consider regions with higher error estimates as being "less than" regions with
40
+ # lower order estimates, so that regions with high error estimates are placed at
41
+ # the top of the heap.
42
+
43
+ this_err = self._xp.max(self._xp.abs(self.error))
44
+ other_err = self._xp.max(self._xp.abs(other.error))
45
+
46
+ return this_err > other_err
47
+
48
+
49
+ @dataclass
50
+ class CubatureResult:
51
+ estimate: Array
52
+ error: Array
53
+ status: str
54
+ regions: list[CubatureRegion]
55
+ subdivisions: int
56
+ atol: float
57
+ rtol: float
58
+
59
+
60
+ @xp_capabilities(allow_dask_compute=True, jax_jit=False)
61
+ def cubature(f, a, b, *, rule="gk21", rtol=1e-8, atol=0, max_subdivisions=10000,
62
+ args=(), workers=1, points=None):
63
+ r"""
64
+ Adaptive cubature of multidimensional array-valued function.
65
+
66
+ Given an arbitrary integration rule, this function returns an estimate of the
67
+ integral to the requested tolerance over the region defined by the arrays `a` and
68
+ `b` specifying the corners of a hypercube.
69
+
70
+ Convergence is not guaranteed for all integrals.
71
+
72
+ Parameters
73
+ ----------
74
+ f : callable
75
+ Function to integrate. `f` must have the signature::
76
+
77
+ f(x : ndarray, *args) -> ndarray
78
+
79
+ `f` should accept arrays ``x`` of shape::
80
+
81
+ (npoints, ndim)
82
+
83
+ and output arrays of shape::
84
+
85
+ (npoints, output_dim_1, ..., output_dim_n)
86
+
87
+ In this case, `cubature` will return arrays of shape::
88
+
89
+ (output_dim_1, ..., output_dim_n)
90
+ a, b : array_like
91
+ Lower and upper limits of integration as 1D arrays specifying the left and right
92
+ endpoints of the intervals being integrated over. Limits can be infinite.
93
+ rule : str, optional
94
+ Rule used to estimate the integral. If passing a string, the options are
95
+ "gauss-kronrod" (21 node), or "genz-malik" (degree 7). If a rule like
96
+ "gauss-kronrod" is specified for an ``n``-dim integrand, the corresponding
97
+ Cartesian product rule is used. "gk21", "gk15" are also supported for
98
+ compatibility with `quad_vec`. See Notes.
99
+ rtol, atol : float, optional
100
+ Relative and absolute tolerances. Iterations are performed until the error is
101
+ estimated to be less than ``atol + rtol * abs(est)``. Here `rtol` controls
102
+ relative accuracy (number of correct digits), while `atol` controls absolute
103
+ accuracy (number of correct decimal places). To achieve the desired `rtol`, set
104
+ `atol` to be smaller than the smallest value that can be expected from
105
+ ``rtol * abs(y)`` so that `rtol` dominates the allowable error. If `atol` is
106
+ larger than ``rtol * abs(y)`` the number of correct digits is not guaranteed.
107
+ Conversely, to achieve the desired `atol`, set `rtol` such that
108
+ ``rtol * abs(y)`` is always smaller than `atol`. Default values are 1e-8 for
109
+ `rtol` and 0 for `atol`.
110
+ max_subdivisions : int, optional
111
+ Upper bound on the number of subdivisions to perform. Default is 10,000.
112
+ args : tuple, optional
113
+ Additional positional args passed to `f`, if any.
114
+ workers : int or map-like callable, optional
115
+ If `workers` is an integer, part of the computation is done in parallel
116
+ subdivided to this many tasks (using :class:`python:multiprocessing.pool.Pool`).
117
+ Supply `-1` to use all cores available to the Process. Alternatively, supply a
118
+ map-like callable, such as :meth:`python:multiprocessing.pool.Pool.map` for
119
+ evaluating the population in parallel. This evaluation is carried out as
120
+ ``workers(func, iterable)``.
121
+ points : list of array_like, optional
122
+ List of points to avoid evaluating `f` at, under the condition that the rule
123
+ being used does not evaluate `f` on the boundary of a region (which is the
124
+ case for all Genz-Malik and Gauss-Kronrod rules). This can be useful if `f` has
125
+ a singularity at the specified point. This should be a list of array-likes where
126
+ each element has length ``ndim``. Default is empty. See Examples.
127
+
128
+ Returns
129
+ -------
130
+ res : object
131
+ Object containing the results of the estimation. It has the following
132
+ attributes:
133
+
134
+ estimate : ndarray
135
+ Estimate of the value of the integral over the overall region specified.
136
+ error : ndarray
137
+ Estimate of the error of the approximation over the overall region
138
+ specified.
139
+ status : str
140
+ Whether the estimation was successful. Can be either: "converged",
141
+ "not_converged".
142
+ subdivisions : int
143
+ Number of subdivisions performed.
144
+ atol, rtol : float
145
+ Requested tolerances for the approximation.
146
+ regions: list of object
147
+ List of objects containing the estimates of the integral over smaller
148
+ regions of the domain.
149
+
150
+ Each object in ``regions`` has the following attributes:
151
+
152
+ a, b : ndarray
153
+ Points describing the corners of the region. If the original integral
154
+ contained infinite limits or was over a region described by `region`,
155
+ then `a` and `b` are in the transformed coordinates.
156
+ estimate : ndarray
157
+ Estimate of the value of the integral over this region.
158
+ error : ndarray
159
+ Estimate of the error of the approximation over this region.
160
+
161
+ Notes
162
+ -----
163
+ The algorithm uses a similar algorithm to `quad_vec`, which itself is based on the
164
+ implementation of QUADPACK's DQAG* algorithms, implementing global error control and
165
+ adaptive subdivision.
166
+
167
+ The source of the nodes and weights used for Gauss-Kronrod quadrature can be found
168
+ in [1]_, and the algorithm for calculating the nodes and weights in Genz-Malik
169
+ cubature can be found in [2]_.
170
+
171
+ The rules currently supported via the `rule` argument are:
172
+
173
+ - ``"gauss-kronrod"``, 21-node Gauss-Kronrod
174
+ - ``"genz-malik"``, n-node Genz-Malik
175
+
176
+ If using Gauss-Kronrod for an ``n``-dim integrand where ``n > 2``, then the
177
+ corresponding Cartesian product rule will be found by taking the Cartesian product
178
+ of the nodes in the 1D case. This means that the number of nodes scales
179
+ exponentially as ``21^n`` in the Gauss-Kronrod case, which may be problematic in a
180
+ moderate number of dimensions.
181
+
182
+ Genz-Malik is typically less accurate than Gauss-Kronrod but has much fewer nodes,
183
+ so in this situation using "genz-malik" might be preferable.
184
+
185
+ Infinite limits are handled with an appropriate variable transformation. Assuming
186
+ ``a = [a_1, ..., a_n]`` and ``b = [b_1, ..., b_n]``:
187
+
188
+ If :math:`a_i = -\infty` and :math:`b_i = \infty`, the i-th integration variable
189
+ will use the transformation :math:`x = \frac{1-|t|}{t}` and :math:`t \in (-1, 1)`.
190
+
191
+ If :math:`a_i \ne \pm\infty` and :math:`b_i = \infty`, the i-th integration variable
192
+ will use the transformation :math:`x = a_i + \frac{1-t}{t}` and
193
+ :math:`t \in (0, 1)`.
194
+
195
+ If :math:`a_i = -\infty` and :math:`b_i \ne \pm\infty`, the i-th integration
196
+ variable will use the transformation :math:`x = b_i - \frac{1-t}{t}` and
197
+ :math:`t \in (0, 1)`.
198
+
199
+ References
200
+ ----------
201
+ .. [1] R. Piessens, E. de Doncker, Quadpack: A Subroutine Package for Automatic
202
+ Integration, files: dqk21.f, dqk15.f (1983).
203
+
204
+ .. [2] A.C. Genz, A.A. Malik, Remarks on algorithm 006: An adaptive algorithm for
205
+ numerical integration over an N-dimensional rectangular region, Journal of
206
+ Computational and Applied Mathematics, Volume 6, Issue 4, 1980, Pages 295-302,
207
+ ISSN 0377-0427
208
+ :doi:`10.1016/0771-050X(80)90039-X`
209
+
210
+ Examples
211
+ --------
212
+ **1D integral with vector output**:
213
+
214
+ .. math::
215
+
216
+ \int^1_0 \mathbf f(x) \text dx
217
+
218
+ Where ``f(x) = x^n`` and ``n = np.arange(10)`` is a vector. Since no rule is
219
+ specified, the default "gk21" is used, which corresponds to Gauss-Kronrod
220
+ integration with 21 nodes.
221
+
222
+ >>> import numpy as np
223
+ >>> from scipy.integrate import cubature
224
+ >>> def f(x, n):
225
+ ... # Make sure x and n are broadcastable
226
+ ... return x[:, np.newaxis]**n[np.newaxis, :]
227
+ >>> res = cubature(
228
+ ... f,
229
+ ... a=[0],
230
+ ... b=[1],
231
+ ... args=(np.arange(10),),
232
+ ... )
233
+ >>> res.estimate
234
+ array([1. , 0.5 , 0.33333333, 0.25 , 0.2 ,
235
+ 0.16666667, 0.14285714, 0.125 , 0.11111111, 0.1 ])
236
+
237
+ **7D integral with arbitrary-shaped array output**::
238
+
239
+ f(x) = cos(2*pi*r + alphas @ x)
240
+
241
+ for some ``r`` and ``alphas``, and the integral is performed over the unit
242
+ hybercube, :math:`[0, 1]^7`. Since the integral is in a moderate number of
243
+ dimensions, "genz-malik" is used rather than the default "gauss-kronrod" to
244
+ avoid constructing a product rule with :math:`21^7 \approx 2 \times 10^9` nodes.
245
+
246
+ >>> import numpy as np
247
+ >>> from scipy.integrate import cubature
248
+ >>> def f(x, r, alphas):
249
+ ... # f(x) = cos(2*pi*r + alphas @ x)
250
+ ... # Need to allow r and alphas to be arbitrary shape
251
+ ... npoints, ndim = x.shape[0], x.shape[-1]
252
+ ... alphas = alphas[np.newaxis, ...]
253
+ ... x = x.reshape(npoints, *([1]*(len(alphas.shape) - 1)), ndim)
254
+ ... return np.cos(2*np.pi*r + np.sum(alphas * x, axis=-1))
255
+ >>> rng = np.random.default_rng()
256
+ >>> r, alphas = rng.random((2, 3)), rng.random((2, 3, 7))
257
+ >>> res = cubature(
258
+ ... f=f,
259
+ ... a=np.array([0, 0, 0, 0, 0, 0, 0]),
260
+ ... b=np.array([1, 1, 1, 1, 1, 1, 1]),
261
+ ... rtol=1e-5,
262
+ ... rule="genz-malik",
263
+ ... args=(r, alphas),
264
+ ... )
265
+ >>> res.estimate
266
+ array([[-0.79812452, 0.35246913, -0.52273628],
267
+ [ 0.88392779, 0.59139899, 0.41895111]])
268
+
269
+ **Parallel computation with** `workers`:
270
+
271
+ >>> from concurrent.futures import ThreadPoolExecutor
272
+ >>> with ThreadPoolExecutor() as executor:
273
+ ... res = cubature(
274
+ ... f=f,
275
+ ... a=np.array([0, 0, 0, 0, 0, 0, 0]),
276
+ ... b=np.array([1, 1, 1, 1, 1, 1, 1]),
277
+ ... rtol=1e-5,
278
+ ... rule="genz-malik",
279
+ ... args=(r, alphas),
280
+ ... workers=executor.map,
281
+ ... )
282
+ >>> res.estimate
283
+ array([[-0.79812452, 0.35246913, -0.52273628],
284
+ [ 0.88392779, 0.59139899, 0.41895111]])
285
+
286
+ **2D integral with infinite limits**:
287
+
288
+ .. math::
289
+
290
+ \int^{ \infty }_{ -\infty }
291
+ \int^{ \infty }_{ -\infty }
292
+ e^{-x^2-y^2}
293
+ \text dy
294
+ \text dx
295
+
296
+ >>> def gaussian(x):
297
+ ... return np.exp(-np.sum(x**2, axis=-1))
298
+ >>> res = cubature(gaussian, [-np.inf, -np.inf], [np.inf, np.inf])
299
+ >>> res.estimate
300
+ 3.1415926
301
+
302
+ **1D integral with singularities avoided using** `points`:
303
+
304
+ .. math::
305
+
306
+ \int^{ 1 }_{ -1 }
307
+ \frac{\sin(x)}{x}
308
+ \text dx
309
+
310
+ It is necessary to use the `points` parameter to avoid evaluating `f` at the origin.
311
+
312
+ >>> def sinc(x):
313
+ ... return np.sin(x)/x
314
+ >>> res = cubature(sinc, [-1], [1], points=[[0]])
315
+ >>> res.estimate
316
+ 1.8921661
317
+ """
318
+
319
+ # It is also possible to use a custom rule, but this is not yet part of the public
320
+ # API. An example of this can be found in the class scipy.integrate._rules.Rule.
321
+
322
+ xp = array_namespace(a, b)
323
+ max_subdivisions = float("inf") if max_subdivisions is None else max_subdivisions
324
+ points = [] if points is None else points
325
+
326
+ # Convert a and b to arrays and convert each point in points to an array, promoting
327
+ # each to a common floating dtype.
328
+ a, b, *points = xp_promote(a, b, *points, broadcast=True, force_floating=True,
329
+ xp=xp)
330
+ result_dtype = a.dtype
331
+
332
+ if xp_size(a) == 0 or xp_size(b) == 0:
333
+ raise ValueError("`a` and `b` must be nonempty")
334
+
335
+ if a.ndim != 1 or b.ndim != 1:
336
+ raise ValueError("`a` and `b` must be 1D arrays")
337
+
338
+ # If the rule is a string, convert to a corresponding product rule
339
+ if isinstance(rule, str):
340
+ ndim = xp_size(a)
341
+
342
+ if rule == "genz-malik":
343
+ rule = GenzMalikCubature(ndim, xp=xp)
344
+ else:
345
+ quadratues = {
346
+ "gauss-kronrod": GaussKronrodQuadrature(21, xp=xp),
347
+
348
+ # Also allow names quad_vec uses:
349
+ "gk21": GaussKronrodQuadrature(21, xp=xp),
350
+ "gk15": GaussKronrodQuadrature(15, xp=xp),
351
+ }
352
+
353
+ base_rule = quadratues.get(rule)
354
+
355
+ if base_rule is None:
356
+ raise ValueError(f"unknown rule {rule}")
357
+
358
+ rule = ProductNestedFixed([base_rule] * ndim)
359
+
360
+ # If any of limits are the wrong way around (a > b), flip them and keep track of
361
+ # the sign.
362
+ sign = (-1) ** xp.sum(xp.astype(a > b, xp.int8), dtype=result_dtype)
363
+
364
+ a_flipped = xp.min(xp.stack([a, b]), axis=0)
365
+ b_flipped = xp.max(xp.stack([a, b]), axis=0)
366
+
367
+ a, b = a_flipped, b_flipped
368
+
369
+ # If any of the limits are infinite, apply a transformation
370
+ if xp.any(xp.isinf(a)) or xp.any(xp.isinf(b)):
371
+ f = _InfiniteLimitsTransform(f, a, b, xp=xp)
372
+ a, b = f.transformed_limits
373
+
374
+ # Map points from the original coordinates to the new transformed coordinates.
375
+ #
376
+ # `points` is a list of arrays of shape (ndim,), but transformations are applied
377
+ # to arrays of shape (npoints, ndim).
378
+ #
379
+ # It is not possible to combine all the points into one array and then apply
380
+ # f.inv to all of them at once since `points` needs to remain iterable.
381
+ # Instead, each point is reshaped to an array of shape (1, ndim), `f.inv` is
382
+ # applied, and then each is reshaped back to (ndim,).
383
+ points = [xp.reshape(point, (1, -1)) for point in points]
384
+ points = [f.inv(point) for point in points]
385
+ points = [xp.reshape(point, (-1,)) for point in points]
386
+
387
+ # Include any problematic points introduced by the transformation
388
+ points.extend(f.points)
389
+
390
+ # If any problematic points are specified, divide the initial region so that these
391
+ # points lie on the edge of a subregion.
392
+ #
393
+ # This means ``f`` won't be evaluated there if the rule being used has no evaluation
394
+ # points on the boundary.
395
+ if len(points) == 0:
396
+ initial_regions = [(a, b)]
397
+ else:
398
+ initial_regions = _split_region_at_points(a, b, points, xp)
399
+
400
+ regions = []
401
+ est = 0.0
402
+ err = 0.0
403
+
404
+ for a_k, b_k in initial_regions:
405
+ est_k = rule.estimate(f, a_k, b_k, args)
406
+ err_k = rule.estimate_error(f, a_k, b_k, args)
407
+ regions.append(CubatureRegion(est_k, err_k, a_k, b_k, xp))
408
+
409
+ est += est_k
410
+ err += err_k
411
+
412
+ subdivisions = 0
413
+ success = True
414
+
415
+ with MapWrapper(workers) as mapwrapper:
416
+ while xp.any(err > atol + rtol * xp.abs(est)):
417
+ # region_k is the region with highest estimated error
418
+ region_k = heapq.heappop(regions)
419
+
420
+ est_k = region_k.estimate
421
+ err_k = region_k.error
422
+
423
+ a_k, b_k = region_k.a, region_k.b
424
+
425
+ # Subtract the estimate of the integral and its error over this region from
426
+ # the current global estimates, since these will be refined in the loop over
427
+ # all subregions.
428
+ est -= est_k
429
+ err -= err_k
430
+
431
+ # Find all 2^ndim subregions formed by splitting region_k along each axis,
432
+ # e.g. for 1D integrals this splits an estimate over an interval into an
433
+ # estimate over two subintervals, for 3D integrals this splits an estimate
434
+ # over a cube into 8 subcubes.
435
+ #
436
+ # For each of the new subregions, calculate an estimate for the integral and
437
+ # the error there, and push these regions onto the heap for potential
438
+ # further subdividing.
439
+
440
+ executor_args = zip(
441
+ itertools.repeat(f),
442
+ itertools.repeat(rule),
443
+ itertools.repeat(args),
444
+ _split_subregion(a_k, b_k, xp),
445
+ )
446
+
447
+ for subdivision_result in mapwrapper(_process_subregion, executor_args):
448
+ a_k_sub, b_k_sub, est_sub, err_sub = subdivision_result
449
+
450
+ est += est_sub
451
+ err += err_sub
452
+
453
+ new_region = CubatureRegion(est_sub, err_sub, a_k_sub, b_k_sub, xp)
454
+
455
+ heapq.heappush(regions, new_region)
456
+
457
+ subdivisions += 1
458
+
459
+ if subdivisions >= max_subdivisions:
460
+ success = False
461
+ break
462
+
463
+ status = "converged" if success else "not_converged"
464
+
465
+ # Apply sign change to handle any limits which were initially flipped.
466
+ est = sign * est
467
+
468
+ return CubatureResult(
469
+ estimate=est,
470
+ error=err,
471
+ status=status,
472
+ subdivisions=subdivisions,
473
+ regions=regions,
474
+ atol=atol,
475
+ rtol=rtol,
476
+ )
477
+
478
+
479
+ def _process_subregion(data):
480
+ f, rule, args, coord = data
481
+ a_k_sub, b_k_sub = coord
482
+
483
+ est_sub = rule.estimate(f, a_k_sub, b_k_sub, args)
484
+ err_sub = rule.estimate_error(f, a_k_sub, b_k_sub, args)
485
+
486
+ return a_k_sub, b_k_sub, est_sub, err_sub
487
+
488
+
489
+ def _is_strictly_in_region(a, b, point, xp):
490
+ if xp.all(point == a) or xp.all(point == b):
491
+ return False
492
+
493
+ return xp.all(a <= point) and xp.all(point <= b)
494
+
495
+
496
+ def _split_region_at_points(a, b, points, xp):
497
+ """
498
+ Given the integration limits `a` and `b` describing a rectangular region and a list
499
+ of `points`, find the list of ``[(a_1, b_1), ..., (a_l, b_l)]`` which breaks up the
500
+ initial region into smaller subregion such that no `points` lie strictly inside
501
+ any of the subregions.
502
+ """
503
+
504
+ regions = [(a, b)]
505
+
506
+ for point in points:
507
+ if xp.any(xp.isinf(point)):
508
+ # If a point is specified at infinity, ignore.
509
+ #
510
+ # This case occurs when points are given by the user to avoid, but after
511
+ # applying a transformation, they are removed.
512
+ continue
513
+
514
+ new_subregions = []
515
+
516
+ for a_k, b_k in regions:
517
+ if _is_strictly_in_region(a_k, b_k, point, xp):
518
+ subregions = _split_subregion(a_k, b_k, xp, point)
519
+
520
+ for left, right in subregions:
521
+ # Skip any zero-width regions.
522
+ if xp.any(left == right):
523
+ continue
524
+ else:
525
+ new_subregions.append((left, right))
526
+
527
+ new_subregions.extend(subregions)
528
+
529
+ else:
530
+ new_subregions.append((a_k, b_k))
531
+
532
+ regions = new_subregions
533
+
534
+ return regions
535
+
536
+
537
+ class _VariableTransform:
538
+ """
539
+ A transformation that can be applied to an integral.
540
+ """
541
+
542
+ @property
543
+ def transformed_limits(self):
544
+ """
545
+ New limits of integration after applying the transformation.
546
+ """
547
+
548
+ raise NotImplementedError
549
+
550
+ @property
551
+ def points(self):
552
+ """
553
+ Any problematic points introduced by the transformation.
554
+
555
+ These should be specified as points where ``_VariableTransform(f)(self, point)``
556
+ would be problematic.
557
+
558
+ For example, if the transformation ``x = 1/((1-t)(1+t))`` is applied to a
559
+ univariate integral, then points should return ``[ [1], [-1] ]``.
560
+ """
561
+
562
+ return []
563
+
564
+ def inv(self, x):
565
+ """
566
+ Map points ``x`` to ``t`` such that if ``f`` is the original function and ``g``
567
+ is the function after the transformation is applied, then::
568
+
569
+ f(x) = g(self.inv(x))
570
+ """
571
+
572
+ raise NotImplementedError
573
+
574
+ def __call__(self, t, *args, **kwargs):
575
+ """
576
+ Apply the transformation to ``f`` and multiply by the Jacobian determinant.
577
+ This should be the new integrand after the transformation has been applied so
578
+ that the following is satisfied::
579
+
580
+ f_transformed = _VariableTransform(f)
581
+
582
+ cubature(f, a, b) == cubature(
583
+ f_transformed,
584
+ *f_transformed.transformed_limits(a, b),
585
+ )
586
+ """
587
+
588
+ raise NotImplementedError
589
+
590
+
591
+ class _InfiniteLimitsTransform(_VariableTransform):
592
+ r"""
593
+ Transformation for handling infinite limits.
594
+
595
+ Assuming ``a = [a_1, ..., a_n]`` and ``b = [b_1, ..., b_n]``:
596
+
597
+ If :math:`a_i = -\infty` and :math:`b_i = \infty`, the i-th integration variable
598
+ will use the transformation :math:`x = \frac{1-|t|}{t}` and :math:`t \in (-1, 1)`.
599
+
600
+ If :math:`a_i \ne \pm\infty` and :math:`b_i = \infty`, the i-th integration variable
601
+ will use the transformation :math:`x = a_i + \frac{1-t}{t}` and
602
+ :math:`t \in (0, 1)`.
603
+
604
+ If :math:`a_i = -\infty` and :math:`b_i \ne \pm\infty`, the i-th integration
605
+ variable will use the transformation :math:`x = b_i - \frac{1-t}{t}` and
606
+ :math:`t \in (0, 1)`.
607
+ """
608
+
609
+ def __init__(self, f, a, b, xp):
610
+ self._xp = xp
611
+
612
+ self._f = f
613
+ self._orig_a = a
614
+ self._orig_b = b
615
+
616
+ # (-oo, oo) will be mapped to (-1, 1).
617
+ self._double_inf_pos = (a == -math.inf) & (b == math.inf)
618
+
619
+ # (start, oo) will be mapped to (0, 1).
620
+ start_inf_mask = (a != -math.inf) & (b == math.inf)
621
+
622
+ # (-oo, end) will be mapped to (0, 1).
623
+ inf_end_mask = (a == -math.inf) & (b != math.inf)
624
+
625
+ # This is handled by making the transformation t = -x and reducing it to
626
+ # the other semi-infinite case.
627
+ self._semi_inf_pos = start_inf_mask | inf_end_mask
628
+
629
+ # Since we flip the limits, we don't need to separately multiply the
630
+ # integrand by -1.
631
+ self._orig_a[inf_end_mask] = -b[inf_end_mask]
632
+ self._orig_b[inf_end_mask] = -a[inf_end_mask]
633
+
634
+ self._num_inf = self._xp.sum(
635
+ self._xp.astype(self._double_inf_pos | self._semi_inf_pos, self._xp.int64),
636
+ ).__int__()
637
+
638
+ @property
639
+ def transformed_limits(self):
640
+ a = xp_copy(self._orig_a)
641
+ b = xp_copy(self._orig_b)
642
+
643
+ a[self._double_inf_pos] = -1
644
+ b[self._double_inf_pos] = 1
645
+
646
+ a[self._semi_inf_pos] = 0
647
+ b[self._semi_inf_pos] = 1
648
+
649
+ return a, b
650
+
651
+ @property
652
+ def points(self):
653
+ # If there are infinite limits, then the origin becomes a problematic point
654
+ # due to a division by zero there.
655
+
656
+ # If the function using this class only wraps f when a and b contain infinite
657
+ # limits, this condition will always be met (as is the case with cubature).
658
+ #
659
+ # If a and b do not contain infinite limits but f is still wrapped with this
660
+ # class, then without this condition the initial region of integration will
661
+ # be split around the origin unnecessarily.
662
+ if self._num_inf != 0:
663
+ return [self._xp.zeros(self._orig_a.shape)]
664
+ else:
665
+ return []
666
+
667
+ def inv(self, x):
668
+ t = xp_copy(x)
669
+ npoints = x.shape[0]
670
+
671
+ double_inf_mask = self._xp.tile(
672
+ self._double_inf_pos[self._xp.newaxis, :],
673
+ (npoints, 1),
674
+ )
675
+
676
+ semi_inf_mask = self._xp.tile(
677
+ self._semi_inf_pos[self._xp.newaxis, :],
678
+ (npoints, 1),
679
+ )
680
+
681
+ # If any components of x are 0, then this component will be mapped to infinity
682
+ # under the transformation used for doubly-infinite limits.
683
+ #
684
+ # Handle the zero values and non-zero values separately to avoid division by
685
+ # zero.
686
+ zero_mask = x[double_inf_mask] == 0
687
+ non_zero_mask = double_inf_mask & ~zero_mask
688
+ t[zero_mask] = math.inf
689
+ t[non_zero_mask] = 1/(x[non_zero_mask] + self._xp.sign(x[non_zero_mask]))
690
+
691
+ start = self._xp.tile(self._orig_a[self._semi_inf_pos], (npoints,))
692
+ t[semi_inf_mask] = 1/(x[semi_inf_mask] - start + 1)
693
+
694
+ return t
695
+
696
+ def __call__(self, t, *args, **kwargs):
697
+ x = xp_copy(t)
698
+ npoints = t.shape[0]
699
+
700
+ double_inf_mask = self._xp.tile(
701
+ self._double_inf_pos[self._xp.newaxis, :],
702
+ (npoints, 1),
703
+ )
704
+
705
+ semi_inf_mask = self._xp.tile(
706
+ self._semi_inf_pos[self._xp.newaxis, :],
707
+ (npoints, 1),
708
+ )
709
+
710
+ # For (-oo, oo) -> (-1, 1), use the transformation x = (1-|t|)/t.
711
+ x[double_inf_mask] = (
712
+ (1 - self._xp.abs(t[double_inf_mask])) / t[double_inf_mask]
713
+ )
714
+
715
+ start = self._xp.tile(self._orig_a[self._semi_inf_pos], (npoints,))
716
+
717
+ # For (start, oo) -> (0, 1), use the transformation x = start + (1-t)/t.
718
+ x[semi_inf_mask] = start + (1 - t[semi_inf_mask]) / t[semi_inf_mask]
719
+
720
+ jacobian_det = 1/self._xp.prod(
721
+ self._xp.reshape(
722
+ t[semi_inf_mask | double_inf_mask]**2,
723
+ (-1, self._num_inf),
724
+ ),
725
+ axis=-1,
726
+ )
727
+
728
+ f_x = self._f(x, *args, **kwargs)
729
+ jacobian_det = self._xp.reshape(jacobian_det, (-1, *([1]*(len(f_x.shape) - 1))))
730
+
731
+ return f_x * jacobian_det
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_dop.cpython-312-darwin.so ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._common.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._dop853_coefficients.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._ivp.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._lsoda.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._radau.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._rk.py ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/._tests ADDED
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.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/__init__.py ADDED
@@ -0,0 +1,8 @@
 
 
 
 
 
 
 
 
 
1
+ """Suite of ODE solvers implemented in Python."""
2
+ from .ivp import solve_ivp
3
+ from .rk import RK23, RK45, DOP853
4
+ from .radau import Radau
5
+ from .bdf import BDF
6
+ from .lsoda import LSODA
7
+ from .common import OdeSolution
8
+ from .base import DenseOutput, OdeSolver
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/base.py ADDED
@@ -0,0 +1,298 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from types import GenericAlias
2
+ import numpy as np
3
+
4
+
5
+ def check_arguments(fun, y0, support_complex):
6
+ """Helper function for checking arguments common to all solvers."""
7
+ y0 = np.asarray(y0)
8
+ if np.issubdtype(y0.dtype, np.complexfloating):
9
+ if not support_complex:
10
+ raise ValueError("`y0` is complex, but the chosen solver does "
11
+ "not support integration in a complex domain.")
12
+ dtype = complex
13
+ else:
14
+ dtype = float
15
+ y0 = y0.astype(dtype, copy=False)
16
+
17
+ if y0.ndim != 1:
18
+ raise ValueError("`y0` must be 1-dimensional.")
19
+
20
+ if not np.isfinite(y0).all():
21
+ raise ValueError("All components of the initial state `y0` must be finite.")
22
+
23
+ def fun_wrapped(t, y):
24
+ return np.asarray(fun(t, y), dtype=dtype)
25
+
26
+ return fun_wrapped, y0
27
+
28
+
29
+ class OdeSolver:
30
+ """Base class for ODE solvers.
31
+
32
+ In order to implement a new solver you need to follow the guidelines:
33
+
34
+ 1. A constructor must accept parameters presented in the base class
35
+ (listed below) along with any other parameters specific to a solver.
36
+ 2. A constructor must accept arbitrary extraneous arguments
37
+ ``**extraneous``, but warn that these arguments are irrelevant
38
+ using `common.warn_extraneous` function. Do not pass these
39
+ arguments to the base class.
40
+ 3. A solver must implement a private method `_step_impl(self)` which
41
+ propagates a solver one step further. It must return tuple
42
+ ``(success, message)``, where ``success`` is a boolean indicating
43
+ whether a step was successful, and ``message`` is a string
44
+ containing description of a failure if a step failed or None
45
+ otherwise.
46
+ 4. A solver must implement a private method `_dense_output_impl(self)`,
47
+ which returns a `DenseOutput` object covering the last successful
48
+ step.
49
+ 5. A solver must have attributes listed below in Attributes section.
50
+ Note that ``t_old`` and ``step_size`` are updated automatically.
51
+ 6. Use `fun(self, t, y)` method for the system rhs evaluation, this
52
+ way the number of function evaluations (`nfev`) will be tracked
53
+ automatically.
54
+ 7. For convenience, a base class provides `fun_single(self, t, y)` and
55
+ `fun_vectorized(self, t, y)` for evaluating the rhs in
56
+ non-vectorized and vectorized fashions respectively (regardless of
57
+ how `fun` from the constructor is implemented). These calls don't
58
+ increment `nfev`.
59
+ 8. If a solver uses a Jacobian matrix and LU decompositions, it should
60
+ track the number of Jacobian evaluations (`njev`) and the number of
61
+ LU decompositions (`nlu`).
62
+ 9. By convention, the function evaluations used to compute a finite
63
+ difference approximation of the Jacobian should not be counted in
64
+ `nfev`, thus use `fun_single(self, t, y)` or
65
+ `fun_vectorized(self, t, y)` when computing a finite difference
66
+ approximation of the Jacobian.
67
+
68
+ Parameters
69
+ ----------
70
+ fun : callable
71
+ Right-hand side of the system: the time derivative of the state ``y``
72
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
73
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
74
+ return an array of the same shape as ``y``. See `vectorized` for more
75
+ information.
76
+ t0 : float
77
+ Initial time.
78
+ y0 : array_like, shape (n,)
79
+ Initial state.
80
+ t_bound : float
81
+ Boundary time --- the integration won't continue beyond it. It also
82
+ determines the direction of the integration.
83
+ vectorized : bool
84
+ Whether `fun` can be called in a vectorized fashion. Default is False.
85
+
86
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
87
+ shape ``(n,)``, where ``n = len(y0)``.
88
+
89
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
90
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
91
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
92
+ the returned array is the time derivative of the state corresponding
93
+ with a column of ``y``).
94
+
95
+ Setting ``vectorized=True`` allows for faster finite difference
96
+ approximation of the Jacobian by methods 'Radau' and 'BDF', but
97
+ will result in slower execution for other methods. It can also
98
+ result in slower overall execution for 'Radau' and 'BDF' in some
99
+ circumstances (e.g. small ``len(y0)``).
100
+ support_complex : bool, optional
101
+ Whether integration in a complex domain should be supported.
102
+ Generally determined by a derived solver class capabilities.
103
+ Default is False.
104
+
105
+ Attributes
106
+ ----------
107
+ n : int
108
+ Number of equations.
109
+ status : string
110
+ Current status of the solver: 'running', 'finished' or 'failed'.
111
+ t_bound : float
112
+ Boundary time.
113
+ direction : float
114
+ Integration direction: +1 or -1.
115
+ t : float
116
+ Current time.
117
+ y : ndarray
118
+ Current state.
119
+ t_old : float
120
+ Previous time. None if no steps were made yet.
121
+ step_size : float
122
+ Size of the last successful step. None if no steps were made yet.
123
+ nfev : int
124
+ Number of the system's rhs evaluations.
125
+ njev : int
126
+ Number of the Jacobian evaluations.
127
+ nlu : int
128
+ Number of LU decompositions.
129
+ """
130
+ TOO_SMALL_STEP = "Required step size is less than spacing between numbers."
131
+
132
+ # generic type compatibility with scipy-stubs
133
+ __class_getitem__ = classmethod(GenericAlias)
134
+
135
+ def __init__(self, fun, t0, y0, t_bound, vectorized,
136
+ support_complex=False):
137
+ self.t_old = None
138
+ self.t = t0
139
+ self._fun, self.y = check_arguments(fun, y0, support_complex)
140
+ self.t_bound = t_bound
141
+ self.vectorized = vectorized
142
+
143
+ if vectorized:
144
+ def fun_single(t, y):
145
+ return self._fun(t, y[:, None]).ravel()
146
+ fun_vectorized = self._fun
147
+ else:
148
+ fun_single = self._fun
149
+
150
+ def fun_vectorized(t, y):
151
+ f = np.empty_like(y)
152
+ for i, yi in enumerate(y.T):
153
+ f[:, i] = self._fun(t, yi)
154
+ return f
155
+
156
+ def fun(t, y):
157
+ self.nfev += 1
158
+ return self.fun_single(t, y)
159
+
160
+ self.fun = fun
161
+ self.fun_single = fun_single
162
+ self.fun_vectorized = fun_vectorized
163
+
164
+ self.direction = np.sign(t_bound - t0) if t_bound != t0 else 1
165
+ self.n = self.y.size
166
+ self.status = 'running'
167
+
168
+ self.nfev = 0
169
+ self.njev = 0
170
+ self.nlu = 0
171
+
172
+ @property
173
+ def step_size(self):
174
+ if self.t_old is None:
175
+ return None
176
+ else:
177
+ return np.abs(self.t - self.t_old)
178
+
179
+ def step(self):
180
+ """Perform one integration step.
181
+
182
+ Returns
183
+ -------
184
+ message : string or None
185
+ Report from the solver. Typically a reason for a failure if
186
+ `self.status` is 'failed' after the step was taken or None
187
+ otherwise.
188
+ """
189
+ if self.status != 'running':
190
+ raise RuntimeError("Attempt to step on a failed or finished "
191
+ "solver.")
192
+
193
+ if self.n == 0 or self.t == self.t_bound:
194
+ # Handle corner cases of empty solver or no integration.
195
+ self.t_old = self.t
196
+ self.t = self.t_bound
197
+ message = None
198
+ self.status = 'finished'
199
+ else:
200
+ t = self.t
201
+ success, message = self._step_impl()
202
+
203
+ if not success:
204
+ self.status = 'failed'
205
+ else:
206
+ self.t_old = t
207
+ if self.direction * (self.t - self.t_bound) >= 0:
208
+ self.status = 'finished'
209
+
210
+ return message
211
+
212
+ def dense_output(self):
213
+ """Compute a local interpolant over the last successful step.
214
+
215
+ Returns
216
+ -------
217
+ sol : `DenseOutput`
218
+ Local interpolant over the last successful step.
219
+ """
220
+ if self.t_old is None:
221
+ raise RuntimeError("Dense output is available after a successful "
222
+ "step was made.")
223
+
224
+ if self.n == 0 or self.t == self.t_old:
225
+ # Handle corner cases of empty solver and no integration.
226
+ return ConstantDenseOutput(self.t_old, self.t, self.y)
227
+ else:
228
+ return self._dense_output_impl()
229
+
230
+ def _step_impl(self):
231
+ raise NotImplementedError
232
+
233
+ def _dense_output_impl(self):
234
+ raise NotImplementedError
235
+
236
+
237
+ class DenseOutput:
238
+ """Base class for local interpolant over step made by an ODE solver.
239
+
240
+ It interpolates between `t_min` and `t_max` (see Attributes below).
241
+ Evaluation outside this interval is not forbidden, but the accuracy is not
242
+ guaranteed.
243
+
244
+ Attributes
245
+ ----------
246
+ t_min, t_max : float
247
+ Time range of the interpolation.
248
+ """
249
+
250
+ # generic type compatibility with scipy-stubs
251
+ __class_getitem__ = classmethod(GenericAlias)
252
+
253
+ def __init__(self, t_old, t):
254
+ self.t_old = t_old
255
+ self.t = t
256
+ self.t_min = min(t, t_old)
257
+ self.t_max = max(t, t_old)
258
+
259
+ def __call__(self, t):
260
+ """Evaluate the interpolant.
261
+
262
+ Parameters
263
+ ----------
264
+ t : float or array_like with shape (n_points,)
265
+ Points to evaluate the solution at.
266
+
267
+ Returns
268
+ -------
269
+ y : ndarray, shape (n,) or (n, n_points)
270
+ Computed values. Shape depends on whether `t` was a scalar or a
271
+ 1-D array.
272
+ """
273
+ t = np.asarray(t)
274
+ if t.ndim > 1:
275
+ raise ValueError("`t` must be a float or a 1-D array.")
276
+ return self._call_impl(t)
277
+
278
+ def _call_impl(self, t):
279
+ raise NotImplementedError
280
+
281
+
282
+ class ConstantDenseOutput(DenseOutput):
283
+ """Constant value interpolator.
284
+
285
+ This class used for degenerate integration cases: equal integration limits
286
+ or a system with 0 equations.
287
+ """
288
+ def __init__(self, t_old, t, value):
289
+ super().__init__(t_old, t)
290
+ self.value = value
291
+
292
+ def _call_impl(self, t):
293
+ if t.ndim == 0:
294
+ return self.value
295
+ else:
296
+ ret = np.empty((self.value.shape[0], t.shape[0]))
297
+ ret[:] = self.value[:, None]
298
+ return ret
.venv_haddock/lib/python3.12/site-packages/scipy/integrate/_ivp/bdf.py ADDED
@@ -0,0 +1,479 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.linalg import lu_factor, lu_solve
3
+ from scipy.sparse import issparse, csc_matrix, eye
4
+ from scipy.sparse.linalg import splu
5
+ from scipy.optimize._numdiff import group_columns
6
+ from .common import (validate_max_step, validate_tol, select_initial_step,
7
+ norm, EPS, num_jac, validate_first_step,
8
+ warn_extraneous)
9
+ from .base import OdeSolver, DenseOutput
10
+
11
+
12
+ MAX_ORDER = 5
13
+ NEWTON_MAXITER = 4
14
+ MIN_FACTOR = 0.2
15
+ MAX_FACTOR = 10
16
+
17
+
18
+ def compute_R(order, factor):
19
+ """Compute the matrix for changing the differences array."""
20
+ I = np.arange(1, order + 1)[:, None]
21
+ J = np.arange(1, order + 1)
22
+ M = np.zeros((order + 1, order + 1))
23
+ M[1:, 1:] = (I - 1 - factor * J) / I
24
+ M[0] = 1
25
+ return np.cumprod(M, axis=0)
26
+
27
+
28
+ def change_D(D, order, factor):
29
+ """Change differences array in-place when step size is changed."""
30
+ R = compute_R(order, factor)
31
+ U = compute_R(order, 1)
32
+ RU = R.dot(U)
33
+ D[:order + 1] = np.dot(RU.T, D[:order + 1])
34
+
35
+
36
+ def solve_bdf_system(fun, t_new, y_predict, c, psi, LU, solve_lu, scale, tol):
37
+ """Solve the algebraic system resulting from BDF method."""
38
+ d = 0
39
+ y = y_predict.copy()
40
+ dy_norm_old = None
41
+ converged = False
42
+ for k in range(NEWTON_MAXITER):
43
+ f = fun(t_new, y)
44
+ if not np.all(np.isfinite(f)):
45
+ break
46
+
47
+ dy = solve_lu(LU, c * f - psi - d)
48
+ dy_norm = norm(dy / scale)
49
+
50
+ if dy_norm_old is None:
51
+ rate = None
52
+ else:
53
+ rate = dy_norm / dy_norm_old
54
+
55
+ if (rate is not None and (rate >= 1 or
56
+ rate ** (NEWTON_MAXITER - k) / (1 - rate) * dy_norm > tol)):
57
+ break
58
+
59
+ y += dy
60
+ d += dy
61
+
62
+ if (dy_norm == 0 or
63
+ rate is not None and rate / (1 - rate) * dy_norm < tol):
64
+ converged = True
65
+ break
66
+
67
+ dy_norm_old = dy_norm
68
+
69
+ return converged, k + 1, y, d
70
+
71
+
72
+ class BDF(OdeSolver):
73
+ """Implicit method based on backward-differentiation formulas.
74
+
75
+ This is a variable order method with the order varying automatically from
76
+ 1 to 5. The general framework of the BDF algorithm is described in [1]_.
77
+ This class implements a quasi-constant step size as explained in [2]_.
78
+ The error estimation strategy for the constant-step BDF is derived in [3]_.
79
+ An accuracy enhancement using modified formulas (NDF) [2]_ is also implemented.
80
+
81
+ Can be applied in the complex domain.
82
+
83
+ Parameters
84
+ ----------
85
+ fun : callable
86
+ Right-hand side of the system: the time derivative of the state ``y``
87
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
88
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
89
+ return an array of the same shape as ``y``. See `vectorized` for more
90
+ information.
91
+ t0 : float
92
+ Initial time.
93
+ y0 : array_like, shape (n,)
94
+ Initial state.
95
+ t_bound : float
96
+ Boundary time - the integration won't continue beyond it. It also
97
+ determines the direction of the integration.
98
+ first_step : float or None, optional
99
+ Initial step size. Default is ``None`` which means that the algorithm
100
+ should choose.
101
+ max_step : float, optional
102
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
103
+ bounded and determined solely by the solver.
104
+ rtol, atol : float and array_like, optional
105
+ Relative and absolute tolerances. The solver keeps the local error
106
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
107
+ relative accuracy (number of correct digits), while `atol` controls
108
+ absolute accuracy (number of correct decimal places). To achieve the
109
+ desired `rtol`, set `atol` to be smaller than the smallest value that
110
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
111
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
112
+ number of correct digits is not guaranteed. Conversely, to achieve the
113
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
114
+ than `atol`. If components of y have different scales, it might be
115
+ beneficial to set different `atol` values for different components by
116
+ passing array_like with shape (n,) for `atol`. Default values are
117
+ 1e-3 for `rtol` and 1e-6 for `atol`.
118
+ jac : {None, array_like, sparse_matrix, callable}, optional
119
+ Jacobian matrix of the right-hand side of the system with respect to y,
120
+ required by this method. The Jacobian matrix has shape (n, n) and its
121
+ element (i, j) is equal to ``d f_i / d y_j``.
122
+ There are three ways to define the Jacobian:
123
+
124
+ * If array_like or sparse_matrix, the Jacobian is assumed to
125
+ be constant.
126
+ * If callable, the Jacobian is assumed to depend on both
127
+ t and y; it will be called as ``jac(t, y)`` as necessary.
128
+ For the 'Radau' and 'BDF' methods, the return value might be a
129
+ sparse matrix.
130
+ * If None (default), the Jacobian will be approximated by
131
+ finite differences.
132
+
133
+ It is generally recommended to provide the Jacobian rather than
134
+ relying on a finite-difference approximation.
135
+ jac_sparsity : {None, array_like, sparse matrix}, optional
136
+ Defines a sparsity structure of the Jacobian matrix for a
137
+ finite-difference approximation. Its shape must be (n, n). This argument
138
+ is ignored if `jac` is not `None`. If the Jacobian has only few non-zero
139
+ elements in *each* row, providing the sparsity structure will greatly
140
+ speed up the computations [4]_. A zero entry means that a corresponding
141
+ element in the Jacobian is always zero. If None (default), the Jacobian
142
+ is assumed to be dense.
143
+ vectorized : bool, optional
144
+ Whether `fun` can be called in a vectorized fashion. Default is False.
145
+
146
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
147
+ shape ``(n,)``, where ``n = len(y0)``.
148
+
149
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
150
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
151
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
152
+ the returned array is the time derivative of the state corresponding
153
+ with a column of ``y``).
154
+
155
+ Setting ``vectorized=True`` allows for faster finite difference
156
+ approximation of the Jacobian by this method, but may result in slower
157
+ execution overall in some circumstances (e.g. small ``len(y0)``).
158
+
159
+ Attributes
160
+ ----------
161
+ n : int
162
+ Number of equations.
163
+ status : string
164
+ Current status of the solver: 'running', 'finished' or 'failed'.
165
+ t_bound : float
166
+ Boundary time.
167
+ direction : float
168
+ Integration direction: +1 or -1.
169
+ t : float
170
+ Current time.
171
+ y : ndarray
172
+ Current state.
173
+ t_old : float
174
+ Previous time. None if no steps were made yet.
175
+ step_size : float
176
+ Size of the last successful step. None if no steps were made yet.
177
+ nfev : int
178
+ Number of evaluations of the right-hand side.
179
+ njev : int
180
+ Number of evaluations of the Jacobian.
181
+ nlu : int
182
+ Number of LU decompositions.
183
+
184
+ References
185
+ ----------
186
+ .. [1] G. D. Byrne, A. C. Hindmarsh, "A Polyalgorithm for the Numerical
187
+ Solution of Ordinary Differential Equations", ACM Transactions on
188
+ Mathematical Software, Vol. 1, No. 1, pp. 71-96, March 1975.
189
+ .. [2] L. F. Shampine, M. W. Reichelt, "THE MATLAB ODE SUITE", SIAM J. SCI.
190
+ COMPUTE., Vol. 18, No. 1, pp. 1-22, January 1997.
191
+ .. [3] E. Hairer, G. Wanner, "Solving Ordinary Differential Equations I:
192
+ Nonstiff Problems", Sec. III.2.
193
+ .. [4] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
194
+ sparse Jacobian matrices", Journal of the Institute of Mathematics
195
+ and its Applications, 13, pp. 117-120, 1974.
196
+ """
197
+
198
+ def __init__(self, fun, t0, y0, t_bound, max_step=np.inf,
199
+ rtol=1e-3, atol=1e-6, jac=None, jac_sparsity=None,
200
+ vectorized=False, first_step=None, **extraneous):
201
+ warn_extraneous(extraneous)
202
+ super().__init__(fun, t0, y0, t_bound, vectorized,
203
+ support_complex=True)
204
+ self.max_step = validate_max_step(max_step)
205
+ self.rtol, self.atol = validate_tol(rtol, atol, self.n)
206
+ f = self.fun(self.t, self.y)
207
+ if first_step is None:
208
+ self.h_abs = select_initial_step(self.fun, self.t, self.y,
209
+ t_bound, max_step, f,
210
+ self.direction, 1,
211
+ self.rtol, self.atol)
212
+ else:
213
+ self.h_abs = validate_first_step(first_step, t0, t_bound)
214
+ self.h_abs_old = None
215
+ self.error_norm_old = None
216
+
217
+ self.newton_tol = max(10 * EPS / rtol, min(0.03, rtol ** 0.5))
218
+
219
+ self.jac_factor = None
220
+ self.jac, self.J = self._validate_jac(jac, jac_sparsity)
221
+ if issparse(self.J):
222
+ def lu(A):
223
+ self.nlu += 1
224
+ return splu(A)
225
+
226
+ def solve_lu(LU, b):
227
+ return LU.solve(b)
228
+
229
+ I = eye(self.n, format='csc', dtype=self.y.dtype)
230
+ else:
231
+ def lu(A):
232
+ self.nlu += 1
233
+ return lu_factor(A, overwrite_a=True)
234
+
235
+ def solve_lu(LU, b):
236
+ return lu_solve(LU, b, overwrite_b=True)
237
+
238
+ I = np.identity(self.n, dtype=self.y.dtype)
239
+
240
+ self.lu = lu
241
+ self.solve_lu = solve_lu
242
+ self.I = I
243
+
244
+ kappa = np.array([0, -0.1850, -1/9, -0.0823, -0.0415, 0])
245
+ self.gamma = np.hstack((0, np.cumsum(1 / np.arange(1, MAX_ORDER + 1))))
246
+ self.alpha = (1 - kappa) * self.gamma
247
+ self.error_const = kappa * self.gamma + 1 / np.arange(1, MAX_ORDER + 2)
248
+
249
+ D = np.empty((MAX_ORDER + 3, self.n), dtype=self.y.dtype)
250
+ D[0] = self.y
251
+ D[1] = f * self.h_abs * self.direction
252
+ self.D = D
253
+
254
+ self.order = 1
255
+ self.n_equal_steps = 0
256
+ self.LU = None
257
+
258
+ def _validate_jac(self, jac, sparsity):
259
+ t0 = self.t
260
+ y0 = self.y
261
+
262
+ if jac is None:
263
+ if sparsity is not None:
264
+ if issparse(sparsity):
265
+ sparsity = csc_matrix(sparsity)
266
+ groups = group_columns(sparsity)
267
+ sparsity = (sparsity, groups)
268
+
269
+ def jac_wrapped(t, y):
270
+ self.njev += 1
271
+ f = self.fun_single(t, y)
272
+ J, self.jac_factor = num_jac(self.fun_vectorized, t, y, f,
273
+ self.atol, self.jac_factor,
274
+ sparsity)
275
+ return J
276
+ J = jac_wrapped(t0, y0)
277
+ elif callable(jac):
278
+ J = jac(t0, y0)
279
+ self.njev += 1
280
+ if issparse(J):
281
+ J = csc_matrix(J, dtype=y0.dtype)
282
+
283
+ def jac_wrapped(t, y):
284
+ self.njev += 1
285
+ return csc_matrix(jac(t, y), dtype=y0.dtype)
286
+ else:
287
+ J = np.asarray(J, dtype=y0.dtype)
288
+
289
+ def jac_wrapped(t, y):
290
+ self.njev += 1
291
+ return np.asarray(jac(t, y), dtype=y0.dtype)
292
+
293
+ if J.shape != (self.n, self.n):
294
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
295
+ f" but actually has {J.shape}.")
296
+ else:
297
+ if issparse(jac):
298
+ J = csc_matrix(jac, dtype=y0.dtype)
299
+ else:
300
+ J = np.asarray(jac, dtype=y0.dtype)
301
+
302
+ if J.shape != (self.n, self.n):
303
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
304
+ f" but actually has {J.shape}.")
305
+ jac_wrapped = None
306
+
307
+ return jac_wrapped, J
308
+
309
+ def _step_impl(self):
310
+ t = self.t
311
+ D = self.D
312
+
313
+ max_step = self.max_step
314
+ min_step = 10 * np.abs(np.nextafter(t, self.direction * np.inf) - t)
315
+ if self.h_abs > max_step:
316
+ h_abs = max_step
317
+ change_D(D, self.order, max_step / self.h_abs)
318
+ self.n_equal_steps = 0
319
+ elif self.h_abs < min_step:
320
+ h_abs = min_step
321
+ change_D(D, self.order, min_step / self.h_abs)
322
+ self.n_equal_steps = 0
323
+ else:
324
+ h_abs = self.h_abs
325
+
326
+ atol = self.atol
327
+ rtol = self.rtol
328
+ order = self.order
329
+
330
+ alpha = self.alpha
331
+ gamma = self.gamma
332
+ error_const = self.error_const
333
+
334
+ J = self.J
335
+ LU = self.LU
336
+ current_jac = self.jac is None
337
+
338
+ step_accepted = False
339
+ while not step_accepted:
340
+ if h_abs < min_step:
341
+ return False, self.TOO_SMALL_STEP
342
+
343
+ h = h_abs * self.direction
344
+ t_new = t + h
345
+
346
+ if self.direction * (t_new - self.t_bound) > 0:
347
+ t_new = self.t_bound
348
+ change_D(D, order, np.abs(t_new - t) / h_abs)
349
+ self.n_equal_steps = 0
350
+ LU = None
351
+
352
+ h = t_new - t
353
+ h_abs = np.abs(h)
354
+
355
+ y_predict = np.sum(D[:order + 1], axis=0)
356
+
357
+ scale = atol + rtol * np.abs(y_predict)
358
+ psi = np.dot(D[1: order + 1].T, gamma[1: order + 1]) / alpha[order]
359
+
360
+ converged = False
361
+ c = h / alpha[order]
362
+ while not converged:
363
+ if LU is None:
364
+ LU = self.lu(self.I - c * J)
365
+
366
+ converged, n_iter, y_new, d = solve_bdf_system(
367
+ self.fun, t_new, y_predict, c, psi, LU, self.solve_lu,
368
+ scale, self.newton_tol)
369
+
370
+ if not converged:
371
+ if current_jac:
372
+ break
373
+ J = self.jac(t_new, y_predict)
374
+ LU = None
375
+ current_jac = True
376
+
377
+ if not converged:
378
+ factor = 0.5
379
+ h_abs *= factor
380
+ change_D(D, order, factor)
381
+ self.n_equal_steps = 0
382
+ LU = None
383
+ continue
384
+
385
+ safety = 0.9 * (2 * NEWTON_MAXITER + 1) / (2 * NEWTON_MAXITER
386
+ + n_iter)
387
+
388
+ scale = atol + rtol * np.abs(y_new)
389
+ error = error_const[order] * d
390
+ error_norm = norm(error / scale)
391
+
392
+ if error_norm > 1:
393
+ factor = max(MIN_FACTOR,
394
+ safety * error_norm ** (-1 / (order + 1)))
395
+ h_abs *= factor
396
+ change_D(D, order, factor)
397
+ self.n_equal_steps = 0
398
+ # As we didn't have problems with convergence, we don't
399
+ # reset LU here.
400
+ else:
401
+ step_accepted = True
402
+
403
+ self.n_equal_steps += 1
404
+
405
+ self.t = t_new
406
+ self.y = y_new
407
+
408
+ self.h_abs = h_abs
409
+ self.J = J
410
+ self.LU = LU
411
+
412
+ # Update differences. The principal relation here is
413
+ # D^{j + 1} y_n = D^{j} y_n - D^{j} y_{n - 1}. Keep in mind that D
414
+ # contained difference for previous interpolating polynomial and
415
+ # d = D^{k + 1} y_n. Thus this elegant code follows.
416
+ D[order + 2] = d - D[order + 1]
417
+ D[order + 1] = d
418
+ for i in reversed(range(order + 1)):
419
+ D[i] += D[i + 1]
420
+
421
+ if self.n_equal_steps < order + 1:
422
+ return True, None
423
+
424
+ if order > 1:
425
+ error_m = error_const[order - 1] * D[order]
426
+ error_m_norm = norm(error_m / scale)
427
+ else:
428
+ error_m_norm = np.inf
429
+
430
+ if order < MAX_ORDER:
431
+ error_p = error_const[order + 1] * D[order + 2]
432
+ error_p_norm = norm(error_p / scale)
433
+ else:
434
+ error_p_norm = np.inf
435
+
436
+ error_norms = np.array([error_m_norm, error_norm, error_p_norm])
437
+ with np.errstate(divide='ignore'):
438
+ factors = error_norms ** (-1 / np.arange(order, order + 3))
439
+
440
+ delta_order = np.argmax(factors) - 1
441
+ order += delta_order
442
+ self.order = order
443
+
444
+ factor = min(MAX_FACTOR, safety * np.max(factors))
445
+ self.h_abs *= factor
446
+ change_D(D, order, factor)
447
+ self.n_equal_steps = 0
448
+ self.LU = None
449
+
450
+ return True, None
451
+
452
+ def _dense_output_impl(self):
453
+ return BdfDenseOutput(self.t_old, self.t, self.h_abs * self.direction,
454
+ self.order, self.D[:self.order + 1].copy())
455
+
456
+
457
+ class BdfDenseOutput(DenseOutput):
458
+ def __init__(self, t_old, t, h, order, D):
459
+ super().__init__(t_old, t)
460
+ self.order = order
461
+ self.t_shift = self.t - h * np.arange(self.order)
462
+ self.denom = h * (1 + np.arange(self.order))
463
+ self.D = D
464
+
465
+ def _call_impl(self, t):
466
+ if t.ndim == 0:
467
+ x = (t - self.t_shift) / self.denom
468
+ p = np.cumprod(x)
469
+ else:
470
+ x = (t - self.t_shift[:, None]) / self.denom[:, None]
471
+ p = np.cumprod(x, axis=0)
472
+
473
+ y = np.dot(self.D[1:].T, p)
474
+ if y.ndim == 1:
475
+ y += self.D[0]
476
+ else:
477
+ y += self.D[0, :, None]
478
+
479
+ return y