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  1. .gitattributes +6 -0
  2. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/__init__.py +122 -0
  3. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/__pycache__/_bvp.cpython-310.pyc +0 -0
  4. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/__pycache__/_ode.cpython-310.pyc +0 -0
  5. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/__pycache__/dop.cpython-310.pyc +0 -0
  6. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/__pycache__/vode.cpython-310.pyc +0 -0
  7. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_bvp.py +1154 -0
  8. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_cubature.py +728 -0
  9. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_dop.cpython-310-x86_64-linux-gnu.so +3 -0
  10. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__init__.py +8 -0
  11. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/__init__.cpython-310.pyc +0 -0
  12. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/base.cpython-310.pyc +0 -0
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  16. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/ivp.cpython-310.pyc +0 -0
  17. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/lsoda.cpython-310.pyc +0 -0
  18. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/radau.cpython-310.pyc +0 -0
  19. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/rk.cpython-310.pyc +0 -0
  20. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/base.py +290 -0
  21. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/bdf.py +478 -0
  22. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/common.py +451 -0
  23. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/dop853_coefficients.py +193 -0
  24. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/ivp.py +748 -0
  25. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/lsoda.py +224 -0
  26. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/radau.py +572 -0
  27. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/rk.py +601 -0
  28. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__init__.py +0 -0
  29. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__pycache__/__init__.cpython-310.pyc +0 -0
  30. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__pycache__/test_ivp.cpython-310.pyc +0 -0
  31. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__pycache__/test_rk.cpython-310.pyc +0 -0
  32. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_ivp.py +1268 -0
  33. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_rk.py +37 -0
  34. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_lebedev.py +0 -0
  35. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_lsoda.cpython-310-x86_64-linux-gnu.so +3 -0
  36. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ode.py +1388 -0
  37. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_odepack.cpython-310-x86_64-linux-gnu.so +3 -0
  38. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_odepack_py.py +273 -0
  39. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quad_vec.py +682 -0
  40. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadpack.cpython-310-x86_64-linux-gnu.so +3 -0
  41. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadpack_py.py +1279 -0
  42. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadrature.py +1336 -0
  43. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__init__.py +12 -0
  44. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/__init__.cpython-310.pyc +0 -0
  45. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_base.cpython-310.pyc +0 -0
  46. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_gauss_kronrod.cpython-310.pyc +0 -0
  47. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_gauss_legendre.cpython-310.pyc +0 -0
  48. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_genz_malik.cpython-310.pyc +0 -0
  49. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/_base.py +518 -0
  50. evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/_gauss_kronrod.py +202 -0
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+ evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_odepack.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
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+ evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_lsoda.cpython-310-x86_64-linux-gnu.so filter=lfs diff=lfs merge=lfs -text
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@@ -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
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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
+
11
+
12
+ EPS = np.finfo(float).eps
13
+
14
+
15
+ def estimate_fun_jac(fun, x, y, p, f0=None):
16
+ """Estimate derivatives of an ODE system rhs with forward differences.
17
+
18
+ Returns
19
+ -------
20
+ df_dy : ndarray, shape (n, n, m)
21
+ Derivatives with respect to y. An element (i, j, q) corresponds to
22
+ d f_i(x_q, y_q) / d (y_q)_j.
23
+ df_dp : ndarray with shape (n, k, m) or None
24
+ Derivatives with respect to p. An element (i, j, q) corresponds to
25
+ d f_i(x_q, y_q, p) / d p_j. If `p` is empty, None is returned.
26
+ """
27
+ n, m = y.shape
28
+ if f0 is None:
29
+ f0 = fun(x, y, p)
30
+
31
+ dtype = y.dtype
32
+
33
+ df_dy = np.empty((n, n, m), dtype=dtype)
34
+ h = EPS**0.5 * (1 + np.abs(y))
35
+ for i in range(n):
36
+ y_new = y.copy()
37
+ y_new[i] += h[i]
38
+ hi = y_new[i] - y[i]
39
+ f_new = fun(x, y_new, p)
40
+ df_dy[:, i, :] = (f_new - f0) / hi
41
+
42
+ k = p.shape[0]
43
+ if k == 0:
44
+ df_dp = None
45
+ else:
46
+ df_dp = np.empty((n, k, m), dtype=dtype)
47
+ h = EPS**0.5 * (1 + np.abs(p))
48
+ for i in range(k):
49
+ p_new = p.copy()
50
+ p_new[i] += h[i]
51
+ hi = p_new[i] - p[i]
52
+ f_new = fun(x, y, p_new)
53
+ df_dp[:, i, :] = (f_new - f0) / hi
54
+
55
+ return df_dy, df_dp
56
+
57
+
58
+ def estimate_bc_jac(bc, ya, yb, p, bc0=None):
59
+ """Estimate derivatives of boundary conditions with forward differences.
60
+
61
+ Returns
62
+ -------
63
+ dbc_dya : ndarray, shape (n + k, n)
64
+ Derivatives with respect to ya. An element (i, j) corresponds to
65
+ d bc_i / d ya_j.
66
+ dbc_dyb : ndarray, shape (n + k, n)
67
+ Derivatives with respect to yb. An element (i, j) corresponds to
68
+ d bc_i / d ya_j.
69
+ dbc_dp : ndarray with shape (n + k, k) or None
70
+ Derivatives with respect to p. An element (i, j) corresponds to
71
+ d bc_i / d p_j. If `p` is empty, None is returned.
72
+ """
73
+ n = ya.shape[0]
74
+ k = p.shape[0]
75
+
76
+ if bc0 is None:
77
+ bc0 = bc(ya, yb, p)
78
+
79
+ dtype = ya.dtype
80
+
81
+ dbc_dya = np.empty((n, n + k), dtype=dtype)
82
+ h = EPS**0.5 * (1 + np.abs(ya))
83
+ for i in range(n):
84
+ ya_new = ya.copy()
85
+ ya_new[i] += h[i]
86
+ hi = ya_new[i] - ya[i]
87
+ bc_new = bc(ya_new, yb, p)
88
+ dbc_dya[i] = (bc_new - bc0) / hi
89
+ dbc_dya = dbc_dya.T
90
+
91
+ h = EPS**0.5 * (1 + np.abs(yb))
92
+ dbc_dyb = np.empty((n, n + k), dtype=dtype)
93
+ for i in range(n):
94
+ yb_new = yb.copy()
95
+ yb_new[i] += h[i]
96
+ hi = yb_new[i] - yb[i]
97
+ bc_new = bc(ya, yb_new, p)
98
+ dbc_dyb[i] = (bc_new - bc0) / hi
99
+ dbc_dyb = dbc_dyb.T
100
+
101
+ if k == 0:
102
+ dbc_dp = None
103
+ else:
104
+ h = EPS**0.5 * (1 + np.abs(p))
105
+ dbc_dp = np.empty((k, n + k), dtype=dtype)
106
+ for i in range(k):
107
+ p_new = p.copy()
108
+ p_new[i] += h[i]
109
+ hi = p_new[i] - p[i]
110
+ bc_new = bc(ya, yb, p_new)
111
+ dbc_dp[i] = (bc_new - bc0) / hi
112
+ dbc_dp = dbc_dp.T
113
+
114
+ return dbc_dya, dbc_dyb, dbc_dp
115
+
116
+
117
+ def compute_jac_indices(n, m, k):
118
+ """Compute indices for the collocation system Jacobian construction.
119
+
120
+ See `construct_global_jac` for the explanation.
121
+ """
122
+ i_col = np.repeat(np.arange((m - 1) * n), n)
123
+ j_col = (np.tile(np.arange(n), n * (m - 1)) +
124
+ np.repeat(np.arange(m - 1) * n, n**2))
125
+
126
+ i_bc = np.repeat(np.arange((m - 1) * n, m * n + k), n)
127
+ j_bc = np.tile(np.arange(n), n + k)
128
+
129
+ i_p_col = np.repeat(np.arange((m - 1) * n), k)
130
+ j_p_col = np.tile(np.arange(m * n, m * n + k), (m - 1) * n)
131
+
132
+ i_p_bc = np.repeat(np.arange((m - 1) * n, m * n + k), k)
133
+ j_p_bc = np.tile(np.arange(m * n, m * n + k), n + k)
134
+
135
+ i = np.hstack((i_col, i_col, i_bc, i_bc, i_p_col, i_p_bc))
136
+ j = np.hstack((j_col, j_col + n,
137
+ j_bc, j_bc + (m - 1) * n,
138
+ j_p_col, j_p_bc))
139
+
140
+ return i, j
141
+
142
+
143
+ def stacked_matmul(a, b):
144
+ """Stacked matrix multiply: out[i,:,:] = np.dot(a[i,:,:], b[i,:,:]).
145
+
146
+ Empirical optimization. Use outer Python loop and BLAS for large
147
+ matrices, otherwise use a single einsum call.
148
+ """
149
+ if a.shape[1] > 50:
150
+ out = np.empty((a.shape[0], a.shape[1], b.shape[2]))
151
+ for i in range(a.shape[0]):
152
+ out[i] = np.dot(a[i], b[i])
153
+ return out
154
+ else:
155
+ return np.einsum('...ij,...jk->...ik', a, b)
156
+
157
+
158
+ def construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle, df_dp,
159
+ df_dp_middle, dbc_dya, dbc_dyb, dbc_dp):
160
+ """Construct the Jacobian of the collocation system.
161
+
162
+ There are n * m + k functions: m - 1 collocations residuals, each
163
+ containing n components, followed by n + k boundary condition residuals.
164
+
165
+ There are n * m + k variables: m vectors of y, each containing n
166
+ components, followed by k values of vector p.
167
+
168
+ For example, let m = 4, n = 2 and k = 1, then the Jacobian will have
169
+ the following sparsity structure:
170
+
171
+ 1 1 2 2 0 0 0 0 5
172
+ 1 1 2 2 0 0 0 0 5
173
+ 0 0 1 1 2 2 0 0 5
174
+ 0 0 1 1 2 2 0 0 5
175
+ 0 0 0 0 1 1 2 2 5
176
+ 0 0 0 0 1 1 2 2 5
177
+
178
+ 3 3 0 0 0 0 4 4 6
179
+ 3 3 0 0 0 0 4 4 6
180
+ 3 3 0 0 0 0 4 4 6
181
+
182
+ Zeros denote identically zero values, other values denote different kinds
183
+ of blocks in the matrix (see below). The blank row indicates the separation
184
+ of collocation residuals from boundary conditions. And the blank column
185
+ indicates the separation of y values from p values.
186
+
187
+ Refer to [1]_ (p. 306) for the formula of n x n blocks for derivatives
188
+ of collocation residuals with respect to y.
189
+
190
+ Parameters
191
+ ----------
192
+ n : int
193
+ Number of equations in the ODE system.
194
+ m : int
195
+ Number of nodes in the mesh.
196
+ k : int
197
+ Number of the unknown parameters.
198
+ i_jac, j_jac : ndarray
199
+ Row and column indices returned by `compute_jac_indices`. They
200
+ represent different blocks in the Jacobian matrix in the following
201
+ order (see the scheme above):
202
+
203
+ * 1: m - 1 diagonal n x n blocks for the collocation residuals.
204
+ * 2: m - 1 off-diagonal n x n blocks for the collocation residuals.
205
+ * 3 : (n + k) x n block for the dependency of the boundary
206
+ conditions on ya.
207
+ * 4: (n + k) x n block for the dependency of the boundary
208
+ conditions on yb.
209
+ * 5: (m - 1) * n x k block for the dependency of the collocation
210
+ residuals on p.
211
+ * 6: (n + k) x k block for the dependency of the boundary
212
+ conditions on p.
213
+
214
+ df_dy : ndarray, shape (n, n, m)
215
+ Jacobian of f with respect to y computed at the mesh nodes.
216
+ df_dy_middle : ndarray, shape (n, n, m - 1)
217
+ Jacobian of f with respect to y computed at the middle between the
218
+ mesh nodes.
219
+ df_dp : ndarray with shape (n, k, m) or None
220
+ Jacobian of f with respect to p computed at the mesh nodes.
221
+ df_dp_middle : ndarray with shape (n, k, m - 1) or None
222
+ Jacobian of f with respect to p computed at the middle between the
223
+ mesh nodes.
224
+ dbc_dya, dbc_dyb : ndarray, shape (n, n)
225
+ Jacobian of bc with respect to ya and yb.
226
+ dbc_dp : ndarray with shape (n, k) or None
227
+ Jacobian of bc with respect to p.
228
+
229
+ Returns
230
+ -------
231
+ J : csc_matrix, shape (n * m + k, n * m + k)
232
+ Jacobian of the collocation system in a sparse form.
233
+
234
+ References
235
+ ----------
236
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
237
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
238
+ Number 3, pp. 299-316, 2001.
239
+ """
240
+ df_dy = np.transpose(df_dy, (2, 0, 1))
241
+ df_dy_middle = np.transpose(df_dy_middle, (2, 0, 1))
242
+
243
+ h = h[:, np.newaxis, np.newaxis]
244
+
245
+ dtype = df_dy.dtype
246
+
247
+ # Computing diagonal n x n blocks.
248
+ dPhi_dy_0 = np.empty((m - 1, n, n), dtype=dtype)
249
+ dPhi_dy_0[:] = -np.identity(n)
250
+ dPhi_dy_0 -= h / 6 * (df_dy[:-1] + 2 * df_dy_middle)
251
+ T = stacked_matmul(df_dy_middle, df_dy[:-1])
252
+ dPhi_dy_0 -= h**2 / 12 * T
253
+
254
+ # Computing off-diagonal n x n blocks.
255
+ dPhi_dy_1 = np.empty((m - 1, n, n), dtype=dtype)
256
+ dPhi_dy_1[:] = np.identity(n)
257
+ dPhi_dy_1 -= h / 6 * (df_dy[1:] + 2 * df_dy_middle)
258
+ T = stacked_matmul(df_dy_middle, df_dy[1:])
259
+ dPhi_dy_1 += h**2 / 12 * T
260
+
261
+ values = np.hstack((dPhi_dy_0.ravel(), dPhi_dy_1.ravel(), dbc_dya.ravel(),
262
+ dbc_dyb.ravel()))
263
+
264
+ if k > 0:
265
+ df_dp = np.transpose(df_dp, (2, 0, 1))
266
+ df_dp_middle = np.transpose(df_dp_middle, (2, 0, 1))
267
+ T = stacked_matmul(df_dy_middle, df_dp[:-1] - df_dp[1:])
268
+ df_dp_middle += 0.125 * h * T
269
+ dPhi_dp = -h/6 * (df_dp[:-1] + df_dp[1:] + 4 * df_dp_middle)
270
+ values = np.hstack((values, dPhi_dp.ravel(), dbc_dp.ravel()))
271
+
272
+ J = coo_matrix((values, (i_jac, j_jac)))
273
+ return csc_matrix(J)
274
+
275
+
276
+ def collocation_fun(fun, y, p, x, h):
277
+ """Evaluate collocation residuals.
278
+
279
+ This function lies in the core of the method. The solution is sought
280
+ as a cubic C1 continuous spline with derivatives matching the ODE rhs
281
+ at given nodes `x`. Collocation conditions are formed from the equality
282
+ of the spline derivatives and rhs of the ODE system in the middle points
283
+ between nodes.
284
+
285
+ Such method is classified to Lobbato IIIA family in ODE literature.
286
+ Refer to [1]_ for the formula and some discussion.
287
+
288
+ Returns
289
+ -------
290
+ col_res : ndarray, shape (n, m - 1)
291
+ Collocation residuals at the middle points of the mesh intervals.
292
+ y_middle : ndarray, shape (n, m - 1)
293
+ Values of the cubic spline evaluated at the middle points of the mesh
294
+ intervals.
295
+ f : ndarray, shape (n, m)
296
+ RHS of the ODE system evaluated at the mesh nodes.
297
+ f_middle : ndarray, shape (n, m - 1)
298
+ RHS of the ODE system evaluated at the middle points of the mesh
299
+ intervals (and using `y_middle`).
300
+
301
+ References
302
+ ----------
303
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
304
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
305
+ Number 3, pp. 299-316, 2001.
306
+ """
307
+ f = fun(x, y, p)
308
+ y_middle = (0.5 * (y[:, 1:] + y[:, :-1]) -
309
+ 0.125 * h * (f[:, 1:] - f[:, :-1]))
310
+ f_middle = fun(x[:-1] + 0.5 * h, y_middle, p)
311
+ col_res = y[:, 1:] - y[:, :-1] - h / 6 * (f[:, :-1] + f[:, 1:] +
312
+ 4 * f_middle)
313
+
314
+ return col_res, y_middle, f, f_middle
315
+
316
+
317
+ def prepare_sys(n, m, k, fun, bc, fun_jac, bc_jac, x, h):
318
+ """Create the function and the Jacobian for the collocation system."""
319
+ x_middle = x[:-1] + 0.5 * h
320
+ i_jac, j_jac = compute_jac_indices(n, m, k)
321
+
322
+ def col_fun(y, p):
323
+ return collocation_fun(fun, y, p, x, h)
324
+
325
+ def sys_jac(y, p, y_middle, f, f_middle, bc0):
326
+ if fun_jac is None:
327
+ df_dy, df_dp = estimate_fun_jac(fun, x, y, p, f)
328
+ df_dy_middle, df_dp_middle = estimate_fun_jac(
329
+ fun, x_middle, y_middle, p, f_middle)
330
+ else:
331
+ df_dy, df_dp = fun_jac(x, y, p)
332
+ df_dy_middle, df_dp_middle = fun_jac(x_middle, y_middle, p)
333
+
334
+ if bc_jac is None:
335
+ dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(bc, y[:, 0], y[:, -1],
336
+ p, bc0)
337
+ else:
338
+ dbc_dya, dbc_dyb, dbc_dp = bc_jac(y[:, 0], y[:, -1], p)
339
+
340
+ return construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy,
341
+ df_dy_middle, df_dp, df_dp_middle, dbc_dya,
342
+ dbc_dyb, dbc_dp)
343
+
344
+ return col_fun, sys_jac
345
+
346
+
347
+ def solve_newton(n, m, h, col_fun, bc, jac, y, p, B, bvp_tol, bc_tol):
348
+ """Solve the nonlinear collocation system by a Newton method.
349
+
350
+ This is a simple Newton method with a backtracking line search. As
351
+ advised in [1]_, an affine-invariant criterion function F = ||J^-1 r||^2
352
+ is used, where J is the Jacobian matrix at the current iteration and r is
353
+ the vector or collocation residuals (values of the system lhs).
354
+
355
+ The method alters between full Newton iterations and the fixed-Jacobian
356
+ iterations based
357
+
358
+ There are other tricks proposed in [1]_, but they are not used as they
359
+ don't seem to improve anything significantly, and even break the
360
+ convergence on some test problems I tried.
361
+
362
+ All important parameters of the algorithm are defined inside the function.
363
+
364
+ Parameters
365
+ ----------
366
+ n : int
367
+ Number of equations in the ODE system.
368
+ m : int
369
+ Number of nodes in the mesh.
370
+ h : ndarray, shape (m-1,)
371
+ Mesh intervals.
372
+ col_fun : callable
373
+ Function computing collocation residuals.
374
+ bc : callable
375
+ Function computing boundary condition residuals.
376
+ jac : callable
377
+ Function computing the Jacobian of the whole system (including
378
+ collocation and boundary condition residuals). It is supposed to
379
+ return csc_matrix.
380
+ y : ndarray, shape (n, m)
381
+ Initial guess for the function values at the mesh nodes.
382
+ p : ndarray, shape (k,)
383
+ Initial guess for the unknown parameters.
384
+ B : ndarray with shape (n, n) or None
385
+ Matrix to force the S y(a) = 0 condition for a problems with the
386
+ singular term. If None, the singular term is assumed to be absent.
387
+ bvp_tol : float
388
+ Tolerance to which we want to solve a BVP.
389
+ bc_tol : float
390
+ Tolerance to which we want to satisfy the boundary conditions.
391
+
392
+ Returns
393
+ -------
394
+ y : ndarray, shape (n, m)
395
+ Final iterate for the function values at the mesh nodes.
396
+ p : ndarray, shape (k,)
397
+ Final iterate for the unknown parameters.
398
+ singular : bool
399
+ True, if the LU decomposition failed because Jacobian turned out
400
+ to be singular.
401
+
402
+ References
403
+ ----------
404
+ .. [1] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
405
+ Boundary Value Problems for Ordinary Differential Equations"
406
+ """
407
+ # We know that the solution residuals at the middle points of the mesh
408
+ # are connected with collocation residuals r_middle = 1.5 * col_res / h.
409
+ # As our BVP solver tries to decrease relative residuals below a certain
410
+ # tolerance, it seems reasonable to terminated Newton iterations by
411
+ # comparison of r_middle / (1 + np.abs(f_middle)) with a certain threshold,
412
+ # which we choose to be 1.5 orders lower than the BVP tolerance. We rewrite
413
+ # the condition as col_res < tol_r * (1 + np.abs(f_middle)), then tol_r
414
+ # should be computed as follows:
415
+ tol_r = 2/3 * h * 5e-2 * bvp_tol
416
+
417
+ # Maximum allowed number of Jacobian evaluation and factorization, in
418
+ # other words, the maximum number of full Newton iterations. A small value
419
+ # is recommended in the literature.
420
+ max_njev = 4
421
+
422
+ # Maximum number of iterations, considering that some of them can be
423
+ # performed with the fixed Jacobian. In theory, such iterations are cheap,
424
+ # but it's not that simple in Python.
425
+ max_iter = 8
426
+
427
+ # Minimum relative improvement of the criterion function to accept the
428
+ # step (Armijo constant).
429
+ sigma = 0.2
430
+
431
+ # Step size decrease factor for backtracking.
432
+ tau = 0.5
433
+
434
+ # Maximum number of backtracking steps, the minimum step is then
435
+ # tau ** n_trial.
436
+ n_trial = 4
437
+
438
+ col_res, y_middle, f, f_middle = col_fun(y, p)
439
+ bc_res = bc(y[:, 0], y[:, -1], p)
440
+ res = np.hstack((col_res.ravel(order='F'), bc_res))
441
+
442
+ njev = 0
443
+ singular = False
444
+ recompute_jac = True
445
+ for iteration in range(max_iter):
446
+ if recompute_jac:
447
+ J = jac(y, p, y_middle, f, f_middle, bc_res)
448
+ njev += 1
449
+ try:
450
+ LU = splu(J)
451
+ except RuntimeError:
452
+ singular = True
453
+ break
454
+
455
+ step = LU.solve(res)
456
+ cost = np.dot(step, step)
457
+
458
+ y_step = step[:m * n].reshape((n, m), order='F')
459
+ p_step = step[m * n:]
460
+
461
+ alpha = 1
462
+ for trial in range(n_trial + 1):
463
+ y_new = y - alpha * y_step
464
+ if B is not None:
465
+ y_new[:, 0] = np.dot(B, y_new[:, 0])
466
+ p_new = p - alpha * p_step
467
+
468
+ col_res, y_middle, f, f_middle = col_fun(y_new, p_new)
469
+ bc_res = bc(y_new[:, 0], y_new[:, -1], p_new)
470
+ res = np.hstack((col_res.ravel(order='F'), bc_res))
471
+
472
+ step_new = LU.solve(res)
473
+ cost_new = np.dot(step_new, step_new)
474
+ if cost_new < (1 - 2 * alpha * sigma) * cost:
475
+ break
476
+
477
+ if trial < n_trial:
478
+ alpha *= tau
479
+
480
+ y = y_new
481
+ p = p_new
482
+
483
+ if njev == max_njev:
484
+ break
485
+
486
+ if (np.all(np.abs(col_res) < tol_r * (1 + np.abs(f_middle))) and
487
+ np.all(np.abs(bc_res) < bc_tol)):
488
+ break
489
+
490
+ # If the full step was taken, then we are going to continue with
491
+ # the same Jacobian. This is the approach of BVP_SOLVER.
492
+ if alpha == 1:
493
+ step = step_new
494
+ cost = cost_new
495
+ recompute_jac = False
496
+ else:
497
+ recompute_jac = True
498
+
499
+ return y, p, singular
500
+
501
+
502
+ def print_iteration_header():
503
+ print(f"{'Iteration':^15}{'Max residual':^15}{'Max BC residual':^15}"
504
+ f"{'Total nodes':^15}{'Nodes added':^15}")
505
+
506
+
507
+ def print_iteration_progress(iteration, residual, bc_residual, total_nodes,
508
+ nodes_added):
509
+ print(f"{iteration:^15}{residual:^15.2e}{bc_residual:^15.2e}"
510
+ f"{total_nodes:^15}{nodes_added:^15}")
511
+
512
+
513
+ class BVPResult(OptimizeResult):
514
+ pass
515
+
516
+
517
+ TERMINATION_MESSAGES = {
518
+ 0: "The algorithm converged to the desired accuracy.",
519
+ 1: "The maximum number of mesh nodes is exceeded.",
520
+ 2: "A singular Jacobian encountered when solving the collocation system.",
521
+ 3: "The solver was unable to satisfy boundary conditions tolerance on iteration 10."
522
+ }
523
+
524
+
525
+ def estimate_rms_residuals(fun, sol, x, h, p, r_middle, f_middle):
526
+ """Estimate rms values of collocation residuals using Lobatto quadrature.
527
+
528
+ The residuals are defined as the difference between the derivatives of
529
+ our solution and rhs of the ODE system. We use relative residuals, i.e.,
530
+ normalized by 1 + np.abs(f). RMS values are computed as sqrt from the
531
+ normalized integrals of the squared relative residuals over each interval.
532
+ Integrals are estimated using 5-point Lobatto quadrature [1]_, we use the
533
+ fact that residuals at the mesh nodes are identically zero.
534
+
535
+ In [2] they don't normalize integrals by interval lengths, which gives
536
+ a higher rate of convergence of the residuals by the factor of h**0.5.
537
+ I chose to do such normalization for an ease of interpretation of return
538
+ values as RMS estimates.
539
+
540
+ Returns
541
+ -------
542
+ rms_res : ndarray, shape (m - 1,)
543
+ Estimated rms values of the relative residuals over each interval.
544
+
545
+ References
546
+ ----------
547
+ .. [1] http://mathworld.wolfram.com/LobattoQuadrature.html
548
+ .. [2] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
549
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
550
+ Number 3, pp. 299-316, 2001.
551
+ """
552
+ x_middle = x[:-1] + 0.5 * h
553
+ s = 0.5 * h * (3/7)**0.5
554
+ x1 = x_middle + s
555
+ x2 = x_middle - s
556
+ y1 = sol(x1)
557
+ y2 = sol(x2)
558
+ y1_prime = sol(x1, 1)
559
+ y2_prime = sol(x2, 1)
560
+ f1 = fun(x1, y1, p)
561
+ f2 = fun(x2, y2, p)
562
+ r1 = y1_prime - f1
563
+ r2 = y2_prime - f2
564
+
565
+ r_middle /= 1 + np.abs(f_middle)
566
+ r1 /= 1 + np.abs(f1)
567
+ r2 /= 1 + np.abs(f2)
568
+
569
+ r1 = np.sum(np.real(r1 * np.conj(r1)), axis=0)
570
+ r2 = np.sum(np.real(r2 * np.conj(r2)), axis=0)
571
+ r_middle = np.sum(np.real(r_middle * np.conj(r_middle)), axis=0)
572
+
573
+ return (0.5 * (32 / 45 * r_middle + 49 / 90 * (r1 + r2))) ** 0.5
574
+
575
+
576
+ def create_spline(y, yp, x, h):
577
+ """Create a cubic spline given values and derivatives.
578
+
579
+ Formulas for the coefficients are taken from interpolate.CubicSpline.
580
+
581
+ Returns
582
+ -------
583
+ sol : PPoly
584
+ Constructed spline as a PPoly instance.
585
+ """
586
+ from scipy.interpolate import PPoly
587
+
588
+ n, m = y.shape
589
+ c = np.empty((4, n, m - 1), dtype=y.dtype)
590
+ slope = (y[:, 1:] - y[:, :-1]) / h
591
+ t = (yp[:, :-1] + yp[:, 1:] - 2 * slope) / h
592
+ c[0] = t / h
593
+ c[1] = (slope - yp[:, :-1]) / h - t
594
+ c[2] = yp[:, :-1]
595
+ c[3] = y[:, :-1]
596
+ c = np.moveaxis(c, 1, 0)
597
+
598
+ return PPoly(c, x, extrapolate=True, axis=1)
599
+
600
+
601
+ def modify_mesh(x, insert_1, insert_2):
602
+ """Insert nodes into a mesh.
603
+
604
+ Nodes removal logic is not established, its impact on the solver is
605
+ presumably negligible. So, only insertion is done in this function.
606
+
607
+ Parameters
608
+ ----------
609
+ x : ndarray, shape (m,)
610
+ Mesh nodes.
611
+ insert_1 : ndarray
612
+ Intervals to each insert 1 new node in the middle.
613
+ insert_2 : ndarray
614
+ Intervals to each insert 2 new nodes, such that divide an interval
615
+ into 3 equal parts.
616
+
617
+ Returns
618
+ -------
619
+ x_new : ndarray
620
+ New mesh nodes.
621
+
622
+ Notes
623
+ -----
624
+ `insert_1` and `insert_2` should not have common values.
625
+ """
626
+ # Because np.insert implementation apparently varies with a version of
627
+ # NumPy, we use a simple and reliable approach with sorting.
628
+ return np.sort(np.hstack((
629
+ x,
630
+ 0.5 * (x[insert_1] + x[insert_1 + 1]),
631
+ (2 * x[insert_2] + x[insert_2 + 1]) / 3,
632
+ (x[insert_2] + 2 * x[insert_2 + 1]) / 3
633
+ )))
634
+
635
+
636
+ def wrap_functions(fun, bc, fun_jac, bc_jac, k, a, S, D, dtype):
637
+ """Wrap functions for unified usage in the solver."""
638
+ if fun_jac is None:
639
+ fun_jac_wrapped = None
640
+
641
+ if bc_jac is None:
642
+ bc_jac_wrapped = None
643
+
644
+ if k == 0:
645
+ def fun_p(x, y, _):
646
+ return np.asarray(fun(x, y), dtype)
647
+
648
+ def bc_wrapped(ya, yb, _):
649
+ return np.asarray(bc(ya, yb), dtype)
650
+
651
+ if fun_jac is not None:
652
+ def fun_jac_p(x, y, _):
653
+ return np.asarray(fun_jac(x, y), dtype), None
654
+
655
+ if bc_jac is not None:
656
+ def bc_jac_wrapped(ya, yb, _):
657
+ dbc_dya, dbc_dyb = bc_jac(ya, yb)
658
+ return (np.asarray(dbc_dya, dtype),
659
+ np.asarray(dbc_dyb, dtype), None)
660
+ else:
661
+ def fun_p(x, y, p):
662
+ return np.asarray(fun(x, y, p), dtype)
663
+
664
+ def bc_wrapped(x, y, p):
665
+ return np.asarray(bc(x, y, p), dtype)
666
+
667
+ if fun_jac is not None:
668
+ def fun_jac_p(x, y, p):
669
+ df_dy, df_dp = fun_jac(x, y, p)
670
+ return np.asarray(df_dy, dtype), np.asarray(df_dp, dtype)
671
+
672
+ if bc_jac is not None:
673
+ def bc_jac_wrapped(ya, yb, p):
674
+ dbc_dya, dbc_dyb, dbc_dp = bc_jac(ya, yb, p)
675
+ return (np.asarray(dbc_dya, dtype), np.asarray(dbc_dyb, dtype),
676
+ np.asarray(dbc_dp, dtype))
677
+
678
+ if S is None:
679
+ fun_wrapped = fun_p
680
+ else:
681
+ def fun_wrapped(x, y, p):
682
+ f = fun_p(x, y, p)
683
+ if x[0] == a:
684
+ f[:, 0] = np.dot(D, f[:, 0])
685
+ f[:, 1:] += np.dot(S, y[:, 1:]) / (x[1:] - a)
686
+ else:
687
+ f += np.dot(S, y) / (x - a)
688
+ return f
689
+
690
+ if fun_jac is not None:
691
+ if S is None:
692
+ fun_jac_wrapped = fun_jac_p
693
+ else:
694
+ Sr = S[:, :, np.newaxis]
695
+
696
+ def fun_jac_wrapped(x, y, p):
697
+ df_dy, df_dp = fun_jac_p(x, y, p)
698
+ if x[0] == a:
699
+ df_dy[:, :, 0] = np.dot(D, df_dy[:, :, 0])
700
+ df_dy[:, :, 1:] += Sr / (x[1:] - a)
701
+ else:
702
+ df_dy += Sr / (x - a)
703
+
704
+ return df_dy, df_dp
705
+
706
+ return fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped
707
+
708
+
709
+ def solve_bvp(fun, bc, x, y, p=None, S=None, fun_jac=None, bc_jac=None,
710
+ tol=1e-3, max_nodes=1000, verbose=0, bc_tol=None):
711
+ """Solve a boundary value problem for a system of ODEs.
712
+
713
+ This function numerically solves a first order system of ODEs subject to
714
+ two-point boundary conditions::
715
+
716
+ dy / dx = f(x, y, p) + S * y / (x - a), a <= x <= b
717
+ bc(y(a), y(b), p) = 0
718
+
719
+ Here x is a 1-D independent variable, y(x) is an n-D
720
+ vector-valued function and p is a k-D vector of unknown
721
+ parameters which is to be found along with y(x). For the problem to be
722
+ determined, there must be n + k boundary conditions, i.e., bc must be an
723
+ (n + k)-D function.
724
+
725
+ The last singular term on the right-hand side of the system is optional.
726
+ It is defined by an n-by-n matrix S, such that the solution must satisfy
727
+ S y(a) = 0. This condition will be forced during iterations, so it must not
728
+ contradict boundary conditions. See [2]_ for the explanation how this term
729
+ is handled when solving BVPs numerically.
730
+
731
+ Problems in a complex domain can be solved as well. In this case, y and p
732
+ are considered to be complex, and f and bc are assumed to be complex-valued
733
+ functions, but x stays real. Note that f and bc must be complex
734
+ differentiable (satisfy Cauchy-Riemann equations [4]_), otherwise you
735
+ should rewrite your problem for real and imaginary parts separately. To
736
+ solve a problem in a complex domain, pass an initial guess for y with a
737
+ complex data type (see below).
738
+
739
+ Parameters
740
+ ----------
741
+ fun : callable
742
+ Right-hand side of the system. The calling signature is ``fun(x, y)``,
743
+ or ``fun(x, y, p)`` if parameters are present. All arguments are
744
+ ndarray: ``x`` with shape (m,), ``y`` with shape (n, m), meaning that
745
+ ``y[:, i]`` corresponds to ``x[i]``, and ``p`` with shape (k,). The
746
+ return value must be an array with shape (n, m) and with the same
747
+ layout as ``y``.
748
+ bc : callable
749
+ Function evaluating residuals of the boundary conditions. The calling
750
+ signature is ``bc(ya, yb)``, or ``bc(ya, yb, p)`` if parameters are
751
+ present. All arguments are ndarray: ``ya`` and ``yb`` with shape (n,),
752
+ and ``p`` with shape (k,). The return value must be an array with
753
+ shape (n + k,).
754
+ x : array_like, shape (m,)
755
+ Initial mesh. Must be a strictly increasing sequence of real numbers
756
+ with ``x[0]=a`` and ``x[-1]=b``.
757
+ y : array_like, shape (n, m)
758
+ Initial guess for the function values at the mesh nodes, ith column
759
+ corresponds to ``x[i]``. For problems in a complex domain pass `y`
760
+ with a complex data type (even if the initial guess is purely real).
761
+ p : array_like with shape (k,) or None, optional
762
+ Initial guess for the unknown parameters. If None (default), it is
763
+ assumed that the problem doesn't depend on any parameters.
764
+ S : array_like with shape (n, n) or None
765
+ Matrix defining the singular term. If None (default), the problem is
766
+ solved without the singular term.
767
+ fun_jac : callable or None, optional
768
+ Function computing derivatives of f with respect to y and p. The
769
+ calling signature is ``fun_jac(x, y)``, or ``fun_jac(x, y, p)`` if
770
+ parameters are present. The return must contain 1 or 2 elements in the
771
+ following order:
772
+
773
+ * df_dy : array_like with shape (n, n, m), where an element
774
+ (i, j, q) equals to d f_i(x_q, y_q, p) / d (y_q)_j.
775
+ * df_dp : array_like with shape (n, k, m), where an element
776
+ (i, j, q) equals to d f_i(x_q, y_q, p) / d p_j.
777
+
778
+ Here q numbers nodes at which x and y are defined, whereas i and j
779
+ number vector components. If the problem is solved without unknown
780
+ parameters, df_dp should not be returned.
781
+
782
+ If `fun_jac` is None (default), the derivatives will be estimated
783
+ by the forward finite differences.
784
+ bc_jac : callable or None, optional
785
+ Function computing derivatives of bc with respect to ya, yb, and p.
786
+ The calling signature is ``bc_jac(ya, yb)``, or ``bc_jac(ya, yb, p)``
787
+ if parameters are present. The return must contain 2 or 3 elements in
788
+ the following order:
789
+
790
+ * dbc_dya : array_like with shape (n, n), where an element (i, j)
791
+ equals to d bc_i(ya, yb, p) / d ya_j.
792
+ * dbc_dyb : array_like with shape (n, n), where an element (i, j)
793
+ equals to d bc_i(ya, yb, p) / d yb_j.
794
+ * dbc_dp : array_like with shape (n, k), where an element (i, j)
795
+ equals to d bc_i(ya, yb, p) / d p_j.
796
+
797
+ If the problem is solved without unknown parameters, dbc_dp should not
798
+ be returned.
799
+
800
+ If `bc_jac` is None (default), the derivatives will be estimated by
801
+ the forward finite differences.
802
+ tol : float, optional
803
+ Desired tolerance of the solution. If we define ``r = y' - f(x, y)``,
804
+ where y is the found solution, then the solver tries to achieve on each
805
+ mesh interval ``norm(r / (1 + abs(f)) < tol``, where ``norm`` is
806
+ estimated in a root mean squared sense (using a numerical quadrature
807
+ formula). Default is 1e-3.
808
+ max_nodes : int, optional
809
+ Maximum allowed number of the mesh nodes. If exceeded, the algorithm
810
+ terminates. Default is 1000.
811
+ verbose : {0, 1, 2}, optional
812
+ Level of algorithm's verbosity:
813
+
814
+ * 0 (default) : work silently.
815
+ * 1 : display a termination report.
816
+ * 2 : display progress during iterations.
817
+ bc_tol : float, optional
818
+ Desired absolute tolerance for the boundary condition residuals: `bc`
819
+ value should satisfy ``abs(bc) < bc_tol`` component-wise.
820
+ Equals to `tol` by default. Up to 10 iterations are allowed to achieve this
821
+ tolerance.
822
+
823
+ Returns
824
+ -------
825
+ Bunch object with the following fields defined:
826
+ sol : PPoly
827
+ Found solution for y as `scipy.interpolate.PPoly` instance, a C1
828
+ continuous cubic spline.
829
+ p : ndarray or None, shape (k,)
830
+ Found parameters. None, if the parameters were not present in the
831
+ problem.
832
+ x : ndarray, shape (m,)
833
+ Nodes of the final mesh.
834
+ y : ndarray, shape (n, m)
835
+ Solution values at the mesh nodes.
836
+ yp : ndarray, shape (n, m)
837
+ Solution derivatives at the mesh nodes.
838
+ rms_residuals : ndarray, shape (m - 1,)
839
+ RMS values of the relative residuals over each mesh interval (see the
840
+ description of `tol` parameter).
841
+ niter : int
842
+ Number of completed iterations.
843
+ status : int
844
+ Reason for algorithm termination:
845
+
846
+ * 0: The algorithm converged to the desired accuracy.
847
+ * 1: The maximum number of mesh nodes is exceeded.
848
+ * 2: A singular Jacobian encountered when solving the collocation
849
+ system.
850
+
851
+ message : string
852
+ Verbal description of the termination reason.
853
+ success : bool
854
+ True if the algorithm converged to the desired accuracy (``status=0``).
855
+
856
+ Notes
857
+ -----
858
+ This function implements a 4th order collocation algorithm with the
859
+ control of residuals similar to [1]_. A collocation system is solved
860
+ by a damped Newton method with an affine-invariant criterion function as
861
+ described in [3]_.
862
+
863
+ Note that in [1]_ integral residuals are defined without normalization
864
+ by interval lengths. So, their definition is different by a multiplier of
865
+ h**0.5 (h is an interval length) from the definition used here.
866
+
867
+ .. versionadded:: 0.18.0
868
+
869
+ References
870
+ ----------
871
+ .. [1] J. Kierzenka, L. F. Shampine, "A BVP Solver Based on Residual
872
+ Control and the Maltab PSE", ACM Trans. Math. Softw., Vol. 27,
873
+ Number 3, pp. 299-316, 2001.
874
+ .. [2] L.F. Shampine, P. H. Muir and H. Xu, "A User-Friendly Fortran BVP
875
+ Solver".
876
+ .. [3] U. Ascher, R. Mattheij and R. Russell "Numerical Solution of
877
+ Boundary Value Problems for Ordinary Differential Equations".
878
+ .. [4] `Cauchy-Riemann equations
879
+ <https://en.wikipedia.org/wiki/Cauchy-Riemann_equations>`_ on
880
+ Wikipedia.
881
+
882
+ Examples
883
+ --------
884
+ In the first example, we solve Bratu's problem::
885
+
886
+ y'' + k * exp(y) = 0
887
+ y(0) = y(1) = 0
888
+
889
+ for k = 1.
890
+
891
+ We rewrite the equation as a first-order system and implement its
892
+ right-hand side evaluation::
893
+
894
+ y1' = y2
895
+ y2' = -exp(y1)
896
+
897
+ >>> import numpy as np
898
+ >>> def fun(x, y):
899
+ ... return np.vstack((y[1], -np.exp(y[0])))
900
+
901
+ Implement evaluation of the boundary condition residuals:
902
+
903
+ >>> def bc(ya, yb):
904
+ ... return np.array([ya[0], yb[0]])
905
+
906
+ Define the initial mesh with 5 nodes:
907
+
908
+ >>> x = np.linspace(0, 1, 5)
909
+
910
+ This problem is known to have two solutions. To obtain both of them, we
911
+ use two different initial guesses for y. We denote them by subscripts
912
+ a and b.
913
+
914
+ >>> y_a = np.zeros((2, x.size))
915
+ >>> y_b = np.zeros((2, x.size))
916
+ >>> y_b[0] = 3
917
+
918
+ Now we are ready to run the solver.
919
+
920
+ >>> from scipy.integrate import solve_bvp
921
+ >>> res_a = solve_bvp(fun, bc, x, y_a)
922
+ >>> res_b = solve_bvp(fun, bc, x, y_b)
923
+
924
+ Let's plot the two found solutions. We take an advantage of having the
925
+ solution in a spline form to produce a smooth plot.
926
+
927
+ >>> x_plot = np.linspace(0, 1, 100)
928
+ >>> y_plot_a = res_a.sol(x_plot)[0]
929
+ >>> y_plot_b = res_b.sol(x_plot)[0]
930
+ >>> import matplotlib.pyplot as plt
931
+ >>> plt.plot(x_plot, y_plot_a, label='y_a')
932
+ >>> plt.plot(x_plot, y_plot_b, label='y_b')
933
+ >>> plt.legend()
934
+ >>> plt.xlabel("x")
935
+ >>> plt.ylabel("y")
936
+ >>> plt.show()
937
+
938
+ We see that the two solutions have similar shape, but differ in scale
939
+ significantly.
940
+
941
+ In the second example, we solve a simple Sturm-Liouville problem::
942
+
943
+ y'' + k**2 * y = 0
944
+ y(0) = y(1) = 0
945
+
946
+ It is known that a non-trivial solution y = A * sin(k * x) is possible for
947
+ k = pi * n, where n is an integer. To establish the normalization constant
948
+ A = 1 we add a boundary condition::
949
+
950
+ y'(0) = k
951
+
952
+ Again, we rewrite our equation as a first-order system and implement its
953
+ right-hand side evaluation::
954
+
955
+ y1' = y2
956
+ y2' = -k**2 * y1
957
+
958
+ >>> def fun(x, y, p):
959
+ ... k = p[0]
960
+ ... return np.vstack((y[1], -k**2 * y[0]))
961
+
962
+ Note that parameters p are passed as a vector (with one element in our
963
+ case).
964
+
965
+ Implement the boundary conditions:
966
+
967
+ >>> def bc(ya, yb, p):
968
+ ... k = p[0]
969
+ ... return np.array([ya[0], yb[0], ya[1] - k])
970
+
971
+ Set up the initial mesh and guess for y. We aim to find the solution for
972
+ k = 2 * pi, to achieve that we set values of y to approximately follow
973
+ sin(2 * pi * x):
974
+
975
+ >>> x = np.linspace(0, 1, 5)
976
+ >>> y = np.zeros((2, x.size))
977
+ >>> y[0, 1] = 1
978
+ >>> y[0, 3] = -1
979
+
980
+ Run the solver with 6 as an initial guess for k.
981
+
982
+ >>> sol = solve_bvp(fun, bc, x, y, p=[6])
983
+
984
+ We see that the found k is approximately correct:
985
+
986
+ >>> sol.p[0]
987
+ 6.28329460046
988
+
989
+ And, finally, plot the solution to see the anticipated sinusoid:
990
+
991
+ >>> x_plot = np.linspace(0, 1, 100)
992
+ >>> y_plot = sol.sol(x_plot)[0]
993
+ >>> plt.plot(x_plot, y_plot)
994
+ >>> plt.xlabel("x")
995
+ >>> plt.ylabel("y")
996
+ >>> plt.show()
997
+ """
998
+ x = np.asarray(x, dtype=float)
999
+ if x.ndim != 1:
1000
+ raise ValueError("`x` must be 1 dimensional.")
1001
+ h = np.diff(x)
1002
+ if np.any(h <= 0):
1003
+ raise ValueError("`x` must be strictly increasing.")
1004
+ a = x[0]
1005
+
1006
+ y = np.asarray(y)
1007
+ if np.issubdtype(y.dtype, np.complexfloating):
1008
+ dtype = complex
1009
+ else:
1010
+ dtype = float
1011
+ y = y.astype(dtype, copy=False)
1012
+
1013
+ if y.ndim != 2:
1014
+ raise ValueError("`y` must be 2 dimensional.")
1015
+ if y.shape[1] != x.shape[0]:
1016
+ raise ValueError(f"`y` is expected to have {x.shape[0]} columns, but actually "
1017
+ f"has {y.shape[1]}.")
1018
+
1019
+ if p is None:
1020
+ p = np.array([])
1021
+ else:
1022
+ p = np.asarray(p, dtype=dtype)
1023
+ if p.ndim != 1:
1024
+ raise ValueError("`p` must be 1 dimensional.")
1025
+
1026
+ if tol < 100 * EPS:
1027
+ warn(f"`tol` is too low, setting to {100 * EPS:.2e}", stacklevel=2)
1028
+ tol = 100 * EPS
1029
+
1030
+ if verbose not in [0, 1, 2]:
1031
+ raise ValueError("`verbose` must be in [0, 1, 2].")
1032
+
1033
+ n = y.shape[0]
1034
+ k = p.shape[0]
1035
+
1036
+ if S is not None:
1037
+ S = np.asarray(S, dtype=dtype)
1038
+ if S.shape != (n, n):
1039
+ raise ValueError(f"`S` is expected to have shape {(n, n)}, "
1040
+ f"but actually has {S.shape}")
1041
+
1042
+ # Compute I - S^+ S to impose necessary boundary conditions.
1043
+ B = np.identity(n) - np.dot(pinv(S), S)
1044
+
1045
+ y[:, 0] = np.dot(B, y[:, 0])
1046
+
1047
+ # Compute (I - S)^+ to correct derivatives at x=a.
1048
+ D = pinv(np.identity(n) - S)
1049
+ else:
1050
+ B = None
1051
+ D = None
1052
+
1053
+ if bc_tol is None:
1054
+ bc_tol = tol
1055
+
1056
+ # Maximum number of iterations
1057
+ max_iteration = 10
1058
+
1059
+ fun_wrapped, bc_wrapped, fun_jac_wrapped, bc_jac_wrapped = wrap_functions(
1060
+ fun, bc, fun_jac, bc_jac, k, a, S, D, dtype)
1061
+
1062
+ f = fun_wrapped(x, y, p)
1063
+ if f.shape != y.shape:
1064
+ raise ValueError(f"`fun` return is expected to have shape {y.shape}, "
1065
+ f"but actually has {f.shape}.")
1066
+
1067
+ bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
1068
+ if bc_res.shape != (n + k,):
1069
+ raise ValueError(f"`bc` return is expected to have shape {(n + k,)}, "
1070
+ f"but actually has {bc_res.shape}.")
1071
+
1072
+ status = 0
1073
+ iteration = 0
1074
+ if verbose == 2:
1075
+ print_iteration_header()
1076
+
1077
+ while True:
1078
+ m = x.shape[0]
1079
+
1080
+ col_fun, jac_sys = prepare_sys(n, m, k, fun_wrapped, bc_wrapped,
1081
+ fun_jac_wrapped, bc_jac_wrapped, x, h)
1082
+ y, p, singular = solve_newton(n, m, h, col_fun, bc_wrapped, jac_sys,
1083
+ y, p, B, tol, bc_tol)
1084
+ iteration += 1
1085
+
1086
+ col_res, y_middle, f, f_middle = collocation_fun(fun_wrapped, y,
1087
+ p, x, h)
1088
+ bc_res = bc_wrapped(y[:, 0], y[:, -1], p)
1089
+ max_bc_res = np.max(abs(bc_res))
1090
+
1091
+ # This relation is not trivial, but can be verified.
1092
+ r_middle = 1.5 * col_res / h
1093
+ sol = create_spline(y, f, x, h)
1094
+ rms_res = estimate_rms_residuals(fun_wrapped, sol, x, h, p,
1095
+ r_middle, f_middle)
1096
+ max_rms_res = np.max(rms_res)
1097
+
1098
+ if singular:
1099
+ status = 2
1100
+ break
1101
+
1102
+ insert_1, = np.nonzero((rms_res > tol) & (rms_res < 100 * tol))
1103
+ insert_2, = np.nonzero(rms_res >= 100 * tol)
1104
+ nodes_added = insert_1.shape[0] + 2 * insert_2.shape[0]
1105
+
1106
+ if m + nodes_added > max_nodes:
1107
+ status = 1
1108
+ if verbose == 2:
1109
+ nodes_added = f"({nodes_added})"
1110
+ print_iteration_progress(iteration, max_rms_res, max_bc_res,
1111
+ m, nodes_added)
1112
+ break
1113
+
1114
+ if verbose == 2:
1115
+ print_iteration_progress(iteration, max_rms_res, max_bc_res, m,
1116
+ nodes_added)
1117
+
1118
+ if nodes_added > 0:
1119
+ x = modify_mesh(x, insert_1, insert_2)
1120
+ h = np.diff(x)
1121
+ y = sol(x)
1122
+ elif max_bc_res <= bc_tol:
1123
+ status = 0
1124
+ break
1125
+ elif iteration >= max_iteration:
1126
+ status = 3
1127
+ break
1128
+
1129
+ if verbose > 0:
1130
+ if status == 0:
1131
+ print(f"Solved in {iteration} iterations, number of nodes {x.shape[0]}. \n"
1132
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1133
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1134
+ elif status == 1:
1135
+ print(f"Number of nodes is exceeded after iteration {iteration}. \n"
1136
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1137
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1138
+ elif status == 2:
1139
+ print("Singular Jacobian encountered when solving the collocation "
1140
+ f"system on iteration {iteration}. \n"
1141
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1142
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1143
+ elif status == 3:
1144
+ print("The solver was unable to satisfy boundary conditions "
1145
+ f"tolerance on iteration {iteration}. \n"
1146
+ f"Maximum relative residual: {max_rms_res:.2e} \n"
1147
+ f"Maximum boundary residual: {max_bc_res:.2e}")
1148
+
1149
+ if p.size == 0:
1150
+ p = None
1151
+
1152
+ return BVPResult(sol=sol, p=p, x=x, y=y, yp=f, rms_residuals=rms_res,
1153
+ niter=iteration, status=status,
1154
+ message=TERMINATION_MESSAGES[status], success=status == 0)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_cubature.py ADDED
@@ -0,0 +1,728 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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_broadcast_promote
14
+ )
15
+ from scipy._lib._util import MapWrapper
16
+
17
+ from scipy.integrate._rules import (
18
+ ProductNestedFixed,
19
+ GaussKronrodQuadrature,
20
+ GenzMalikCubature,
21
+ )
22
+ from scipy.integrate._rules._base import _split_subregion
23
+
24
+ __all__ = ['cubature']
25
+
26
+ Array: TypeAlias = Any # To be changed to an array-api-typing Protocol later
27
+
28
+
29
+ @dataclass
30
+ class CubatureRegion:
31
+ estimate: Array
32
+ error: Array
33
+ a: Array
34
+ b: Array
35
+ _xp: ModuleType = field(repr=False)
36
+
37
+ def __lt__(self, other):
38
+ # Consider regions with higher error estimates as being "less than" regions with
39
+ # lower order estimates, so that regions with high error estimates are placed at
40
+ # the top of the heap.
41
+
42
+ this_err = self._xp.max(self._xp.abs(self.error))
43
+ other_err = self._xp.max(self._xp.abs(other.error))
44
+
45
+ return this_err > other_err
46
+
47
+
48
+ @dataclass
49
+ class CubatureResult:
50
+ estimate: Array
51
+ error: Array
52
+ status: str
53
+ regions: list[CubatureRegion]
54
+ subdivisions: int
55
+ atol: float
56
+ rtol: float
57
+
58
+
59
+ def cubature(f, a, b, *, rule="gk21", rtol=1e-8, atol=0, max_subdivisions=10000,
60
+ args=(), workers=1, points=None):
61
+ r"""
62
+ Adaptive cubature of multidimensional array-valued function.
63
+
64
+ Given an arbitrary integration rule, this function returns an estimate of the
65
+ integral to the requested tolerance over the region defined by the arrays `a` and
66
+ `b` specifying the corners of a hypercube.
67
+
68
+ Convergence is not guaranteed for all integrals.
69
+
70
+ Parameters
71
+ ----------
72
+ f : callable
73
+ Function to integrate. `f` must have the signature::
74
+
75
+ f(x : ndarray, *args) -> ndarray
76
+
77
+ `f` should accept arrays ``x`` of shape::
78
+
79
+ (npoints, ndim)
80
+
81
+ and output arrays of shape::
82
+
83
+ (npoints, output_dim_1, ..., output_dim_n)
84
+
85
+ In this case, `cubature` will return arrays of shape::
86
+
87
+ (output_dim_1, ..., output_dim_n)
88
+ a, b : array_like
89
+ Lower and upper limits of integration as 1D arrays specifying the left and right
90
+ endpoints of the intervals being integrated over. Limits can be infinite.
91
+ rule : str, optional
92
+ Rule used to estimate the integral. If passing a string, the options are
93
+ "gauss-kronrod" (21 node), or "genz-malik" (degree 7). If a rule like
94
+ "gauss-kronrod" is specified for an ``n``-dim integrand, the corresponding
95
+ Cartesian product rule is used. "gk21", "gk15" are also supported for
96
+ compatibility with `quad_vec`. See Notes.
97
+ rtol, atol : float, optional
98
+ Relative and absolute tolerances. Iterations are performed until the error is
99
+ estimated to be less than ``atol + rtol * abs(est)``. Here `rtol` controls
100
+ relative accuracy (number of correct digits), while `atol` controls absolute
101
+ accuracy (number of correct decimal places). To achieve the desired `rtol`, set
102
+ `atol` to be smaller than the smallest value that can be expected from
103
+ ``rtol * abs(y)`` so that `rtol` dominates the allowable error. If `atol` is
104
+ larger than ``rtol * abs(y)`` the number of correct digits is not guaranteed.
105
+ Conversely, to achieve the desired `atol`, set `rtol` such that
106
+ ``rtol * abs(y)`` is always smaller than `atol`. Default values are 1e-8 for
107
+ `rtol` and 0 for `atol`.
108
+ max_subdivisions : int, optional
109
+ Upper bound on the number of subdivisions to perform. Default is 10,000.
110
+ args : tuple, optional
111
+ Additional positional args passed to `f`, if any.
112
+ workers : int or map-like callable, optional
113
+ If `workers` is an integer, part of the computation is done in parallel
114
+ subdivided to this many tasks (using :class:`python:multiprocessing.pool.Pool`).
115
+ Supply `-1` to use all cores available to the Process. Alternatively, supply a
116
+ map-like callable, such as :meth:`python:multiprocessing.pool.Pool.map` for
117
+ evaluating the population in parallel. This evaluation is carried out as
118
+ ``workers(func, iterable)``.
119
+ points : list of array_like, optional
120
+ List of points to avoid evaluating `f` at, under the condition that the rule
121
+ being used does not evaluate `f` on the boundary of a region (which is the
122
+ case for all Genz-Malik and Gauss-Kronrod rules). This can be useful if `f` has
123
+ a singularity at the specified point. This should be a list of array-likes where
124
+ each element has length ``ndim``. Default is empty. See Examples.
125
+
126
+ Returns
127
+ -------
128
+ res : object
129
+ Object containing the results of the estimation. It has the following
130
+ attributes:
131
+
132
+ estimate : ndarray
133
+ Estimate of the value of the integral over the overall region specified.
134
+ error : ndarray
135
+ Estimate of the error of the approximation over the overall region
136
+ specified.
137
+ status : str
138
+ Whether the estimation was successful. Can be either: "converged",
139
+ "not_converged".
140
+ subdivisions : int
141
+ Number of subdivisions performed.
142
+ atol, rtol : float
143
+ Requested tolerances for the approximation.
144
+ regions: list of object
145
+ List of objects containing the estimates of the integral over smaller
146
+ regions of the domain.
147
+
148
+ Each object in ``regions`` has the following attributes:
149
+
150
+ a, b : ndarray
151
+ Points describing the corners of the region. If the original integral
152
+ contained infinite limits or was over a region described by `region`,
153
+ then `a` and `b` are in the transformed coordinates.
154
+ estimate : ndarray
155
+ Estimate of the value of the integral over this region.
156
+ error : ndarray
157
+ Estimate of the error of the approximation over this region.
158
+
159
+ Notes
160
+ -----
161
+ The algorithm uses a similar algorithm to `quad_vec`, which itself is based on the
162
+ implementation of QUADPACK's DQAG* algorithms, implementing global error control and
163
+ adaptive subdivision.
164
+
165
+ The source of the nodes and weights used for Gauss-Kronrod quadrature can be found
166
+ in [1]_, and the algorithm for calculating the nodes and weights in Genz-Malik
167
+ cubature can be found in [2]_.
168
+
169
+ The rules currently supported via the `rule` argument are:
170
+
171
+ - ``"gauss-kronrod"``, 21-node Gauss-Kronrod
172
+ - ``"genz-malik"``, n-node Genz-Malik
173
+
174
+ If using Gauss-Kronrod for an ``n``-dim integrand where ``n > 2``, then the
175
+ corresponding Cartesian product rule will be found by taking the Cartesian product
176
+ of the nodes in the 1D case. This means that the number of nodes scales
177
+ exponentially as ``21^n`` in the Gauss-Kronrod case, which may be problematic in a
178
+ moderate number of dimensions.
179
+
180
+ Genz-Malik is typically less accurate than Gauss-Kronrod but has much fewer nodes,
181
+ so in this situation using "genz-malik" might be preferable.
182
+
183
+ Infinite limits are handled with an appropriate variable transformation. Assuming
184
+ ``a = [a_1, ..., a_n]`` and ``b = [b_1, ..., b_n]``:
185
+
186
+ If :math:`a_i = -\infty` and :math:`b_i = \infty`, the i-th integration variable
187
+ will use the transformation :math:`x = \frac{1-|t|}{t}` and :math:`t \in (-1, 1)`.
188
+
189
+ If :math:`a_i \ne \pm\infty` and :math:`b_i = \infty`, the i-th integration variable
190
+ will use the transformation :math:`x = a_i + \frac{1-t}{t}` and
191
+ :math:`t \in (0, 1)`.
192
+
193
+ If :math:`a_i = -\infty` and :math:`b_i \ne \pm\infty`, the i-th integration
194
+ variable will use the transformation :math:`x = b_i - \frac{1-t}{t}` and
195
+ :math:`t \in (0, 1)`.
196
+
197
+ References
198
+ ----------
199
+ .. [1] R. Piessens, E. de Doncker, Quadpack: A Subroutine Package for Automatic
200
+ Integration, files: dqk21.f, dqk15.f (1983).
201
+
202
+ .. [2] A.C. Genz, A.A. Malik, Remarks on algorithm 006: An adaptive algorithm for
203
+ numerical integration over an N-dimensional rectangular region, Journal of
204
+ Computational and Applied Mathematics, Volume 6, Issue 4, 1980, Pages 295-302,
205
+ ISSN 0377-0427
206
+ :doi:`10.1016/0771-050X(80)90039-X`
207
+
208
+ Examples
209
+ --------
210
+ **1D integral with vector output**:
211
+
212
+ .. math::
213
+
214
+ \int^1_0 \mathbf f(x) \text dx
215
+
216
+ Where ``f(x) = x^n`` and ``n = np.arange(10)`` is a vector. Since no rule is
217
+ specified, the default "gk21" is used, which corresponds to Gauss-Kronrod
218
+ integration with 21 nodes.
219
+
220
+ >>> import numpy as np
221
+ >>> from scipy.integrate import cubature
222
+ >>> def f(x, n):
223
+ ... # Make sure x and n are broadcastable
224
+ ... return x[:, np.newaxis]**n[np.newaxis, :]
225
+ >>> res = cubature(
226
+ ... f,
227
+ ... a=[0],
228
+ ... b=[1],
229
+ ... args=(np.arange(10),),
230
+ ... )
231
+ >>> res.estimate
232
+ array([1. , 0.5 , 0.33333333, 0.25 , 0.2 ,
233
+ 0.16666667, 0.14285714, 0.125 , 0.11111111, 0.1 ])
234
+
235
+ **7D integral with arbitrary-shaped array output**::
236
+
237
+ f(x) = cos(2*pi*r + alphas @ x)
238
+
239
+ for some ``r`` and ``alphas``, and the integral is performed over the unit
240
+ hybercube, :math:`[0, 1]^7`. Since the integral is in a moderate number of
241
+ dimensions, "genz-malik" is used rather than the default "gauss-kronrod" to
242
+ avoid constructing a product rule with :math:`21^7 \approx 2 \times 10^9` nodes.
243
+
244
+ >>> import numpy as np
245
+ >>> from scipy.integrate import cubature
246
+ >>> def f(x, r, alphas):
247
+ ... # f(x) = cos(2*pi*r + alphas @ x)
248
+ ... # Need to allow r and alphas to be arbitrary shape
249
+ ... npoints, ndim = x.shape[0], x.shape[-1]
250
+ ... alphas = alphas[np.newaxis, ...]
251
+ ... x = x.reshape(npoints, *([1]*(len(alphas.shape) - 1)), ndim)
252
+ ... return np.cos(2*np.pi*r + np.sum(alphas * x, axis=-1))
253
+ >>> rng = np.random.default_rng()
254
+ >>> r, alphas = rng.random((2, 3)), rng.random((2, 3, 7))
255
+ >>> res = cubature(
256
+ ... f=f,
257
+ ... a=np.array([0, 0, 0, 0, 0, 0, 0]),
258
+ ... b=np.array([1, 1, 1, 1, 1, 1, 1]),
259
+ ... rtol=1e-5,
260
+ ... rule="genz-malik",
261
+ ... args=(r, alphas),
262
+ ... )
263
+ >>> res.estimate
264
+ array([[-0.79812452, 0.35246913, -0.52273628],
265
+ [ 0.88392779, 0.59139899, 0.41895111]])
266
+
267
+ **Parallel computation with** `workers`:
268
+
269
+ >>> from concurrent.futures import ThreadPoolExecutor
270
+ >>> with ThreadPoolExecutor() as executor:
271
+ ... res = cubature(
272
+ ... f=f,
273
+ ... a=np.array([0, 0, 0, 0, 0, 0, 0]),
274
+ ... b=np.array([1, 1, 1, 1, 1, 1, 1]),
275
+ ... rtol=1e-5,
276
+ ... rule="genz-malik",
277
+ ... args=(r, alphas),
278
+ ... workers=executor.map,
279
+ ... )
280
+ >>> res.estimate
281
+ array([[-0.79812452, 0.35246913, -0.52273628],
282
+ [ 0.88392779, 0.59139899, 0.41895111]])
283
+
284
+ **2D integral with infinite limits**:
285
+
286
+ .. math::
287
+
288
+ \int^{ \infty }_{ -\infty }
289
+ \int^{ \infty }_{ -\infty }
290
+ e^{-x^2-y^2}
291
+ \text dy
292
+ \text dx
293
+
294
+ >>> def gaussian(x):
295
+ ... return np.exp(-np.sum(x**2, axis=-1))
296
+ >>> res = cubature(gaussian, [-np.inf, -np.inf], [np.inf, np.inf])
297
+ >>> res.estimate
298
+ 3.1415926
299
+
300
+ **1D integral with singularities avoided using** `points`:
301
+
302
+ .. math::
303
+
304
+ \int^{ 1 }_{ -1 }
305
+ \frac{\sin(x)}{x}
306
+ \text dx
307
+
308
+ It is necessary to use the `points` parameter to avoid evaluating `f` at the origin.
309
+
310
+ >>> def sinc(x):
311
+ ... return np.sin(x)/x
312
+ >>> res = cubature(sinc, [-1], [1], points=[[0]])
313
+ >>> res.estimate
314
+ 1.8921661
315
+ """
316
+
317
+ # It is also possible to use a custom rule, but this is not yet part of the public
318
+ # API. An example of this can be found in the class scipy.integrate._rules.Rule.
319
+
320
+ xp = array_namespace(a, b)
321
+ max_subdivisions = float("inf") if max_subdivisions is None else max_subdivisions
322
+ points = [] if points is None else points
323
+
324
+ # Convert a and b to arrays and convert each point in points to an array, promoting
325
+ # each to a common floating dtype.
326
+ a, b, *points = xp_broadcast_promote(a, b, *points, force_floating=True)
327
+ result_dtype = a.dtype
328
+
329
+ if xp_size(a) == 0 or xp_size(b) == 0:
330
+ raise ValueError("`a` and `b` must be nonempty")
331
+
332
+ if a.ndim != 1 or b.ndim != 1:
333
+ raise ValueError("`a` and `b` must be 1D arrays")
334
+
335
+ # If the rule is a string, convert to a corresponding product rule
336
+ if isinstance(rule, str):
337
+ ndim = xp_size(a)
338
+
339
+ if rule == "genz-malik":
340
+ rule = GenzMalikCubature(ndim, xp=xp)
341
+ else:
342
+ quadratues = {
343
+ "gauss-kronrod": GaussKronrodQuadrature(21, xp=xp),
344
+
345
+ # Also allow names quad_vec uses:
346
+ "gk21": GaussKronrodQuadrature(21, xp=xp),
347
+ "gk15": GaussKronrodQuadrature(15, xp=xp),
348
+ }
349
+
350
+ base_rule = quadratues.get(rule)
351
+
352
+ if base_rule is None:
353
+ raise ValueError(f"unknown rule {rule}")
354
+
355
+ rule = ProductNestedFixed([base_rule] * ndim)
356
+
357
+ # If any of limits are the wrong way around (a > b), flip them and keep track of
358
+ # the sign.
359
+ sign = (-1) ** xp.sum(xp.astype(a > b, xp.int8), dtype=result_dtype)
360
+
361
+ a_flipped = xp.min(xp.stack([a, b]), axis=0)
362
+ b_flipped = xp.max(xp.stack([a, b]), axis=0)
363
+
364
+ a, b = a_flipped, b_flipped
365
+
366
+ # If any of the limits are infinite, apply a transformation
367
+ if xp.any(xp.isinf(a)) or xp.any(xp.isinf(b)):
368
+ f = _InfiniteLimitsTransform(f, a, b, xp=xp)
369
+ a, b = f.transformed_limits
370
+
371
+ # Map points from the original coordinates to the new transformed coordinates.
372
+ #
373
+ # `points` is a list of arrays of shape (ndim,), but transformations are applied
374
+ # to arrays of shape (npoints, ndim).
375
+ #
376
+ # It is not possible to combine all the points into one array and then apply
377
+ # f.inv to all of them at once since `points` needs to remain iterable.
378
+ # Instead, each point is reshaped to an array of shape (1, ndim), `f.inv` is
379
+ # applied, and then each is reshaped back to (ndim,).
380
+ points = [xp.reshape(point, (1, -1)) for point in points]
381
+ points = [f.inv(point) for point in points]
382
+ points = [xp.reshape(point, (-1,)) for point in points]
383
+
384
+ # Include any problematic points introduced by the transformation
385
+ points.extend(f.points)
386
+
387
+ # If any problematic points are specified, divide the initial region so that these
388
+ # points lie on the edge of a subregion.
389
+ #
390
+ # This means ``f`` won't be evaluated there if the rule being used has no evaluation
391
+ # points on the boundary.
392
+ if len(points) == 0:
393
+ initial_regions = [(a, b)]
394
+ else:
395
+ initial_regions = _split_region_at_points(a, b, points, xp)
396
+
397
+ regions = []
398
+ est = 0.0
399
+ err = 0.0
400
+
401
+ for a_k, b_k in initial_regions:
402
+ est_k = rule.estimate(f, a_k, b_k, args)
403
+ err_k = rule.estimate_error(f, a_k, b_k, args)
404
+ regions.append(CubatureRegion(est_k, err_k, a_k, b_k, xp))
405
+
406
+ est += est_k
407
+ err += err_k
408
+
409
+ subdivisions = 0
410
+ success = True
411
+
412
+ with MapWrapper(workers) as mapwrapper:
413
+ while xp.any(err > atol + rtol * xp.abs(est)):
414
+ # region_k is the region with highest estimated error
415
+ region_k = heapq.heappop(regions)
416
+
417
+ est_k = region_k.estimate
418
+ err_k = region_k.error
419
+
420
+ a_k, b_k = region_k.a, region_k.b
421
+
422
+ # Subtract the estimate of the integral and its error over this region from
423
+ # the current global estimates, since these will be refined in the loop over
424
+ # all subregions.
425
+ est -= est_k
426
+ err -= err_k
427
+
428
+ # Find all 2^ndim subregions formed by splitting region_k along each axis,
429
+ # e.g. for 1D integrals this splits an estimate over an interval into an
430
+ # estimate over two subintervals, for 3D integrals this splits an estimate
431
+ # over a cube into 8 subcubes.
432
+ #
433
+ # For each of the new subregions, calculate an estimate for the integral and
434
+ # the error there, and push these regions onto the heap for potential
435
+ # further subdividing.
436
+
437
+ executor_args = zip(
438
+ itertools.repeat(f),
439
+ itertools.repeat(rule),
440
+ itertools.repeat(args),
441
+ _split_subregion(a_k, b_k, xp),
442
+ )
443
+
444
+ for subdivision_result in mapwrapper(_process_subregion, executor_args):
445
+ a_k_sub, b_k_sub, est_sub, err_sub = subdivision_result
446
+
447
+ est += est_sub
448
+ err += err_sub
449
+
450
+ new_region = CubatureRegion(est_sub, err_sub, a_k_sub, b_k_sub, xp)
451
+
452
+ heapq.heappush(regions, new_region)
453
+
454
+ subdivisions += 1
455
+
456
+ if subdivisions >= max_subdivisions:
457
+ success = False
458
+ break
459
+
460
+ status = "converged" if success else "not_converged"
461
+
462
+ # Apply sign change to handle any limits which were initially flipped.
463
+ est = sign * est
464
+
465
+ return CubatureResult(
466
+ estimate=est,
467
+ error=err,
468
+ status=status,
469
+ subdivisions=subdivisions,
470
+ regions=regions,
471
+ atol=atol,
472
+ rtol=rtol,
473
+ )
474
+
475
+
476
+ def _process_subregion(data):
477
+ f, rule, args, coord = data
478
+ a_k_sub, b_k_sub = coord
479
+
480
+ est_sub = rule.estimate(f, a_k_sub, b_k_sub, args)
481
+ err_sub = rule.estimate_error(f, a_k_sub, b_k_sub, args)
482
+
483
+ return a_k_sub, b_k_sub, est_sub, err_sub
484
+
485
+
486
+ def _is_strictly_in_region(a, b, point, xp):
487
+ if xp.all(point == a) or xp.all(point == b):
488
+ return False
489
+
490
+ return xp.all(a <= point) and xp.all(point <= b)
491
+
492
+
493
+ def _split_region_at_points(a, b, points, xp):
494
+ """
495
+ Given the integration limits `a` and `b` describing a rectangular region and a list
496
+ of `points`, find the list of ``[(a_1, b_1), ..., (a_l, b_l)]`` which breaks up the
497
+ initial region into smaller subregion such that no `points` lie strictly inside
498
+ any of the subregions.
499
+ """
500
+
501
+ regions = [(a, b)]
502
+
503
+ for point in points:
504
+ if xp.any(xp.isinf(point)):
505
+ # If a point is specified at infinity, ignore.
506
+ #
507
+ # This case occurs when points are given by the user to avoid, but after
508
+ # applying a transformation, they are removed.
509
+ continue
510
+
511
+ new_subregions = []
512
+
513
+ for a_k, b_k in regions:
514
+ if _is_strictly_in_region(a_k, b_k, point, xp):
515
+ subregions = _split_subregion(a_k, b_k, xp, point)
516
+
517
+ for left, right in subregions:
518
+ # Skip any zero-width regions.
519
+ if xp.any(left == right):
520
+ continue
521
+ else:
522
+ new_subregions.append((left, right))
523
+
524
+ new_subregions.extend(subregions)
525
+
526
+ else:
527
+ new_subregions.append((a_k, b_k))
528
+
529
+ regions = new_subregions
530
+
531
+ return regions
532
+
533
+
534
+ class _VariableTransform:
535
+ """
536
+ A transformation that can be applied to an integral.
537
+ """
538
+
539
+ @property
540
+ def transformed_limits(self):
541
+ """
542
+ New limits of integration after applying the transformation.
543
+ """
544
+
545
+ raise NotImplementedError
546
+
547
+ @property
548
+ def points(self):
549
+ """
550
+ Any problematic points introduced by the transformation.
551
+
552
+ These should be specified as points where ``_VariableTransform(f)(self, point)``
553
+ would be problematic.
554
+
555
+ For example, if the transformation ``x = 1/((1-t)(1+t))`` is applied to a
556
+ univariate integral, then points should return ``[ [1], [-1] ]``.
557
+ """
558
+
559
+ return []
560
+
561
+ def inv(self, x):
562
+ """
563
+ Map points ``x`` to ``t`` such that if ``f`` is the original function and ``g``
564
+ is the function after the transformation is applied, then::
565
+
566
+ f(x) = g(self.inv(x))
567
+ """
568
+
569
+ raise NotImplementedError
570
+
571
+ def __call__(self, t, *args, **kwargs):
572
+ """
573
+ Apply the transformation to ``f`` and multiply by the Jacobian determinant.
574
+ This should be the new integrand after the transformation has been applied so
575
+ that the following is satisfied::
576
+
577
+ f_transformed = _VariableTransform(f)
578
+
579
+ cubature(f, a, b) == cubature(
580
+ f_transformed,
581
+ *f_transformed.transformed_limits(a, b),
582
+ )
583
+ """
584
+
585
+ raise NotImplementedError
586
+
587
+
588
+ class _InfiniteLimitsTransform(_VariableTransform):
589
+ r"""
590
+ Transformation for handling infinite limits.
591
+
592
+ Assuming ``a = [a_1, ..., a_n]`` and ``b = [b_1, ..., b_n]``:
593
+
594
+ If :math:`a_i = -\infty` and :math:`b_i = \infty`, the i-th integration variable
595
+ will use the transformation :math:`x = \frac{1-|t|}{t}` and :math:`t \in (-1, 1)`.
596
+
597
+ If :math:`a_i \ne \pm\infty` and :math:`b_i = \infty`, the i-th integration variable
598
+ will use the transformation :math:`x = a_i + \frac{1-t}{t}` and
599
+ :math:`t \in (0, 1)`.
600
+
601
+ If :math:`a_i = -\infty` and :math:`b_i \ne \pm\infty`, the i-th integration
602
+ variable will use the transformation :math:`x = b_i - \frac{1-t}{t}` and
603
+ :math:`t \in (0, 1)`.
604
+ """
605
+
606
+ def __init__(self, f, a, b, xp):
607
+ self._xp = xp
608
+
609
+ self._f = f
610
+ self._orig_a = a
611
+ self._orig_b = b
612
+
613
+ # (-oo, oo) will be mapped to (-1, 1).
614
+ self._double_inf_pos = (a == -math.inf) & (b == math.inf)
615
+
616
+ # (start, oo) will be mapped to (0, 1).
617
+ start_inf_mask = (a != -math.inf) & (b == math.inf)
618
+
619
+ # (-oo, end) will be mapped to (0, 1).
620
+ inf_end_mask = (a == -math.inf) & (b != math.inf)
621
+
622
+ # This is handled by making the transformation t = -x and reducing it to
623
+ # the other semi-infinite case.
624
+ self._semi_inf_pos = start_inf_mask | inf_end_mask
625
+
626
+ # Since we flip the limits, we don't need to separately multiply the
627
+ # integrand by -1.
628
+ self._orig_a[inf_end_mask] = -b[inf_end_mask]
629
+ self._orig_b[inf_end_mask] = -a[inf_end_mask]
630
+
631
+ self._num_inf = self._xp.sum(
632
+ self._xp.astype(self._double_inf_pos | self._semi_inf_pos, self._xp.int64),
633
+ ).__int__()
634
+
635
+ @property
636
+ def transformed_limits(self):
637
+ a = xp_copy(self._orig_a)
638
+ b = xp_copy(self._orig_b)
639
+
640
+ a[self._double_inf_pos] = -1
641
+ b[self._double_inf_pos] = 1
642
+
643
+ a[self._semi_inf_pos] = 0
644
+ b[self._semi_inf_pos] = 1
645
+
646
+ return a, b
647
+
648
+ @property
649
+ def points(self):
650
+ # If there are infinite limits, then the origin becomes a problematic point
651
+ # due to a division by zero there.
652
+
653
+ # If the function using this class only wraps f when a and b contain infinite
654
+ # limits, this condition will always be met (as is the case with cubature).
655
+ #
656
+ # If a and b do not contain infinite limits but f is still wrapped with this
657
+ # class, then without this condition the initial region of integration will
658
+ # be split around the origin unnecessarily.
659
+ if self._num_inf != 0:
660
+ return [self._xp.zeros(self._orig_a.shape)]
661
+ else:
662
+ return []
663
+
664
+ def inv(self, x):
665
+ t = xp_copy(x)
666
+ npoints = x.shape[0]
667
+
668
+ double_inf_mask = self._xp.tile(
669
+ self._double_inf_pos[self._xp.newaxis, :],
670
+ (npoints, 1),
671
+ )
672
+
673
+ semi_inf_mask = self._xp.tile(
674
+ self._semi_inf_pos[self._xp.newaxis, :],
675
+ (npoints, 1),
676
+ )
677
+
678
+ # If any components of x are 0, then this component will be mapped to infinity
679
+ # under the transformation used for doubly-infinite limits.
680
+ #
681
+ # Handle the zero values and non-zero values separately to avoid division by
682
+ # zero.
683
+ zero_mask = x[double_inf_mask] == 0
684
+ non_zero_mask = double_inf_mask & ~zero_mask
685
+ t[zero_mask] = math.inf
686
+ t[non_zero_mask] = 1/(x[non_zero_mask] + self._xp.sign(x[non_zero_mask]))
687
+
688
+ start = self._xp.tile(self._orig_a[self._semi_inf_pos], (npoints,))
689
+ t[semi_inf_mask] = 1/(x[semi_inf_mask] - start + 1)
690
+
691
+ return t
692
+
693
+ def __call__(self, t, *args, **kwargs):
694
+ x = xp_copy(t)
695
+ npoints = t.shape[0]
696
+
697
+ double_inf_mask = self._xp.tile(
698
+ self._double_inf_pos[self._xp.newaxis, :],
699
+ (npoints, 1),
700
+ )
701
+
702
+ semi_inf_mask = self._xp.tile(
703
+ self._semi_inf_pos[self._xp.newaxis, :],
704
+ (npoints, 1),
705
+ )
706
+
707
+ # For (-oo, oo) -> (-1, 1), use the transformation x = (1-|t|)/t.
708
+ x[double_inf_mask] = (
709
+ (1 - self._xp.abs(t[double_inf_mask])) / t[double_inf_mask]
710
+ )
711
+
712
+ start = self._xp.tile(self._orig_a[self._semi_inf_pos], (npoints,))
713
+
714
+ # For (start, oo) -> (0, 1), use the transformation x = start + (1-t)/t.
715
+ x[semi_inf_mask] = start + (1 - t[semi_inf_mask]) / t[semi_inf_mask]
716
+
717
+ jacobian_det = 1/self._xp.prod(
718
+ self._xp.reshape(
719
+ t[semi_inf_mask | double_inf_mask]**2,
720
+ (-1, self._num_inf),
721
+ ),
722
+ axis=-1,
723
+ )
724
+
725
+ f_x = self._f(x, *args, **kwargs)
726
+ jacobian_det = self._xp.reshape(jacobian_det, (-1, *([1]*(len(f_x.shape) - 1))))
727
+
728
+ return f_x * jacobian_det
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_dop.cpython-310-x86_64-linux-gnu.so ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:9d2ae0102227169f215e6fcea4a55e39b893876371e913db713a6b426ddc1304
3
+ size 116977
evalkit_eagle/lib/python3.10/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
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/__init__.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/base.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/radau.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/__pycache__/rk.cpython-310.pyc ADDED
Binary file (22 kB). View file
 
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/base.py ADDED
@@ -0,0 +1,290 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+
3
+
4
+ def check_arguments(fun, y0, support_complex):
5
+ """Helper function for checking arguments common to all solvers."""
6
+ y0 = np.asarray(y0)
7
+ if np.issubdtype(y0.dtype, np.complexfloating):
8
+ if not support_complex:
9
+ raise ValueError("`y0` is complex, but the chosen solver does "
10
+ "not support integration in a complex domain.")
11
+ dtype = complex
12
+ else:
13
+ dtype = float
14
+ y0 = y0.astype(dtype, copy=False)
15
+
16
+ if y0.ndim != 1:
17
+ raise ValueError("`y0` must be 1-dimensional.")
18
+
19
+ if not np.isfinite(y0).all():
20
+ raise ValueError("All components of the initial state `y0` must be finite.")
21
+
22
+ def fun_wrapped(t, y):
23
+ return np.asarray(fun(t, y), dtype=dtype)
24
+
25
+ return fun_wrapped, y0
26
+
27
+
28
+ class OdeSolver:
29
+ """Base class for ODE solvers.
30
+
31
+ In order to implement a new solver you need to follow the guidelines:
32
+
33
+ 1. A constructor must accept parameters presented in the base class
34
+ (listed below) along with any other parameters specific to a solver.
35
+ 2. A constructor must accept arbitrary extraneous arguments
36
+ ``**extraneous``, but warn that these arguments are irrelevant
37
+ using `common.warn_extraneous` function. Do not pass these
38
+ arguments to the base class.
39
+ 3. A solver must implement a private method `_step_impl(self)` which
40
+ propagates a solver one step further. It must return tuple
41
+ ``(success, message)``, where ``success`` is a boolean indicating
42
+ whether a step was successful, and ``message`` is a string
43
+ containing description of a failure if a step failed or None
44
+ otherwise.
45
+ 4. A solver must implement a private method `_dense_output_impl(self)`,
46
+ which returns a `DenseOutput` object covering the last successful
47
+ step.
48
+ 5. A solver must have attributes listed below in Attributes section.
49
+ Note that ``t_old`` and ``step_size`` are updated automatically.
50
+ 6. Use `fun(self, t, y)` method for the system rhs evaluation, this
51
+ way the number of function evaluations (`nfev`) will be tracked
52
+ automatically.
53
+ 7. For convenience, a base class provides `fun_single(self, t, y)` and
54
+ `fun_vectorized(self, t, y)` for evaluating the rhs in
55
+ non-vectorized and vectorized fashions respectively (regardless of
56
+ how `fun` from the constructor is implemented). These calls don't
57
+ increment `nfev`.
58
+ 8. If a solver uses a Jacobian matrix and LU decompositions, it should
59
+ track the number of Jacobian evaluations (`njev`) and the number of
60
+ LU decompositions (`nlu`).
61
+ 9. By convention, the function evaluations used to compute a finite
62
+ difference approximation of the Jacobian should not be counted in
63
+ `nfev`, thus use `fun_single(self, t, y)` or
64
+ `fun_vectorized(self, t, y)` when computing a finite difference
65
+ approximation of the Jacobian.
66
+
67
+ Parameters
68
+ ----------
69
+ fun : callable
70
+ Right-hand side of the system: the time derivative of the state ``y``
71
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
72
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
73
+ return an array of the same shape as ``y``. See `vectorized` for more
74
+ information.
75
+ t0 : float
76
+ Initial time.
77
+ y0 : array_like, shape (n,)
78
+ Initial state.
79
+ t_bound : float
80
+ Boundary time --- the integration won't continue beyond it. It also
81
+ determines the direction of the integration.
82
+ vectorized : bool
83
+ Whether `fun` can be called in a vectorized fashion. Default is False.
84
+
85
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
86
+ shape ``(n,)``, where ``n = len(y0)``.
87
+
88
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
89
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
90
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
91
+ the returned array is the time derivative of the state corresponding
92
+ with a column of ``y``).
93
+
94
+ Setting ``vectorized=True`` allows for faster finite difference
95
+ approximation of the Jacobian by methods 'Radau' and 'BDF', but
96
+ will result in slower execution for other methods. It can also
97
+ result in slower overall execution for 'Radau' and 'BDF' in some
98
+ circumstances (e.g. small ``len(y0)``).
99
+ support_complex : bool, optional
100
+ Whether integration in a complex domain should be supported.
101
+ Generally determined by a derived solver class capabilities.
102
+ Default is False.
103
+
104
+ Attributes
105
+ ----------
106
+ n : int
107
+ Number of equations.
108
+ status : string
109
+ Current status of the solver: 'running', 'finished' or 'failed'.
110
+ t_bound : float
111
+ Boundary time.
112
+ direction : float
113
+ Integration direction: +1 or -1.
114
+ t : float
115
+ Current time.
116
+ y : ndarray
117
+ Current state.
118
+ t_old : float
119
+ Previous time. None if no steps were made yet.
120
+ step_size : float
121
+ Size of the last successful step. None if no steps were made yet.
122
+ nfev : int
123
+ Number of the system's rhs evaluations.
124
+ njev : int
125
+ Number of the Jacobian evaluations.
126
+ nlu : int
127
+ Number of LU decompositions.
128
+ """
129
+ TOO_SMALL_STEP = "Required step size is less than spacing between numbers."
130
+
131
+ def __init__(self, fun, t0, y0, t_bound, vectorized,
132
+ support_complex=False):
133
+ self.t_old = None
134
+ self.t = t0
135
+ self._fun, self.y = check_arguments(fun, y0, support_complex)
136
+ self.t_bound = t_bound
137
+ self.vectorized = vectorized
138
+
139
+ if vectorized:
140
+ def fun_single(t, y):
141
+ return self._fun(t, y[:, None]).ravel()
142
+ fun_vectorized = self._fun
143
+ else:
144
+ fun_single = self._fun
145
+
146
+ def fun_vectorized(t, y):
147
+ f = np.empty_like(y)
148
+ for i, yi in enumerate(y.T):
149
+ f[:, i] = self._fun(t, yi)
150
+ return f
151
+
152
+ def fun(t, y):
153
+ self.nfev += 1
154
+ return self.fun_single(t, y)
155
+
156
+ self.fun = fun
157
+ self.fun_single = fun_single
158
+ self.fun_vectorized = fun_vectorized
159
+
160
+ self.direction = np.sign(t_bound - t0) if t_bound != t0 else 1
161
+ self.n = self.y.size
162
+ self.status = 'running'
163
+
164
+ self.nfev = 0
165
+ self.njev = 0
166
+ self.nlu = 0
167
+
168
+ @property
169
+ def step_size(self):
170
+ if self.t_old is None:
171
+ return None
172
+ else:
173
+ return np.abs(self.t - self.t_old)
174
+
175
+ def step(self):
176
+ """Perform one integration step.
177
+
178
+ Returns
179
+ -------
180
+ message : string or None
181
+ Report from the solver. Typically a reason for a failure if
182
+ `self.status` is 'failed' after the step was taken or None
183
+ otherwise.
184
+ """
185
+ if self.status != 'running':
186
+ raise RuntimeError("Attempt to step on a failed or finished "
187
+ "solver.")
188
+
189
+ if self.n == 0 or self.t == self.t_bound:
190
+ # Handle corner cases of empty solver or no integration.
191
+ self.t_old = self.t
192
+ self.t = self.t_bound
193
+ message = None
194
+ self.status = 'finished'
195
+ else:
196
+ t = self.t
197
+ success, message = self._step_impl()
198
+
199
+ if not success:
200
+ self.status = 'failed'
201
+ else:
202
+ self.t_old = t
203
+ if self.direction * (self.t - self.t_bound) >= 0:
204
+ self.status = 'finished'
205
+
206
+ return message
207
+
208
+ def dense_output(self):
209
+ """Compute a local interpolant over the last successful step.
210
+
211
+ Returns
212
+ -------
213
+ sol : `DenseOutput`
214
+ Local interpolant over the last successful step.
215
+ """
216
+ if self.t_old is None:
217
+ raise RuntimeError("Dense output is available after a successful "
218
+ "step was made.")
219
+
220
+ if self.n == 0 or self.t == self.t_old:
221
+ # Handle corner cases of empty solver and no integration.
222
+ return ConstantDenseOutput(self.t_old, self.t, self.y)
223
+ else:
224
+ return self._dense_output_impl()
225
+
226
+ def _step_impl(self):
227
+ raise NotImplementedError
228
+
229
+ def _dense_output_impl(self):
230
+ raise NotImplementedError
231
+
232
+
233
+ class DenseOutput:
234
+ """Base class for local interpolant over step made by an ODE solver.
235
+
236
+ It interpolates between `t_min` and `t_max` (see Attributes below).
237
+ Evaluation outside this interval is not forbidden, but the accuracy is not
238
+ guaranteed.
239
+
240
+ Attributes
241
+ ----------
242
+ t_min, t_max : float
243
+ Time range of the interpolation.
244
+ """
245
+ def __init__(self, t_old, t):
246
+ self.t_old = t_old
247
+ self.t = t
248
+ self.t_min = min(t, t_old)
249
+ self.t_max = max(t, t_old)
250
+
251
+ def __call__(self, t):
252
+ """Evaluate the interpolant.
253
+
254
+ Parameters
255
+ ----------
256
+ t : float or array_like with shape (n_points,)
257
+ Points to evaluate the solution at.
258
+
259
+ Returns
260
+ -------
261
+ y : ndarray, shape (n,) or (n, n_points)
262
+ Computed values. Shape depends on whether `t` was a scalar or a
263
+ 1-D array.
264
+ """
265
+ t = np.asarray(t)
266
+ if t.ndim > 1:
267
+ raise ValueError("`t` must be a float or a 1-D array.")
268
+ return self._call_impl(t)
269
+
270
+ def _call_impl(self, t):
271
+ raise NotImplementedError
272
+
273
+
274
+ class ConstantDenseOutput(DenseOutput):
275
+ """Constant value interpolator.
276
+
277
+ This class used for degenerate integration cases: equal integration limits
278
+ or a system with 0 equations.
279
+ """
280
+ def __init__(self, t_old, t, value):
281
+ super().__init__(t_old, t)
282
+ self.value = value
283
+
284
+ def _call_impl(self, t):
285
+ if t.ndim == 0:
286
+ return self.value
287
+ else:
288
+ ret = np.empty((self.value.shape[0], t.shape[0]))
289
+ ret[:] = self.value[:, None]
290
+ return ret
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/bdf.py ADDED
@@ -0,0 +1,478 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
+ def __init__(self, fun, t0, y0, t_bound, max_step=np.inf,
198
+ rtol=1e-3, atol=1e-6, jac=None, jac_sparsity=None,
199
+ vectorized=False, first_step=None, **extraneous):
200
+ warn_extraneous(extraneous)
201
+ super().__init__(fun, t0, y0, t_bound, vectorized,
202
+ support_complex=True)
203
+ self.max_step = validate_max_step(max_step)
204
+ self.rtol, self.atol = validate_tol(rtol, atol, self.n)
205
+ f = self.fun(self.t, self.y)
206
+ if first_step is None:
207
+ self.h_abs = select_initial_step(self.fun, self.t, self.y,
208
+ t_bound, max_step, f,
209
+ self.direction, 1,
210
+ self.rtol, self.atol)
211
+ else:
212
+ self.h_abs = validate_first_step(first_step, t0, t_bound)
213
+ self.h_abs_old = None
214
+ self.error_norm_old = None
215
+
216
+ self.newton_tol = max(10 * EPS / rtol, min(0.03, rtol ** 0.5))
217
+
218
+ self.jac_factor = None
219
+ self.jac, self.J = self._validate_jac(jac, jac_sparsity)
220
+ if issparse(self.J):
221
+ def lu(A):
222
+ self.nlu += 1
223
+ return splu(A)
224
+
225
+ def solve_lu(LU, b):
226
+ return LU.solve(b)
227
+
228
+ I = eye(self.n, format='csc', dtype=self.y.dtype)
229
+ else:
230
+ def lu(A):
231
+ self.nlu += 1
232
+ return lu_factor(A, overwrite_a=True)
233
+
234
+ def solve_lu(LU, b):
235
+ return lu_solve(LU, b, overwrite_b=True)
236
+
237
+ I = np.identity(self.n, dtype=self.y.dtype)
238
+
239
+ self.lu = lu
240
+ self.solve_lu = solve_lu
241
+ self.I = I
242
+
243
+ kappa = np.array([0, -0.1850, -1/9, -0.0823, -0.0415, 0])
244
+ self.gamma = np.hstack((0, np.cumsum(1 / np.arange(1, MAX_ORDER + 1))))
245
+ self.alpha = (1 - kappa) * self.gamma
246
+ self.error_const = kappa * self.gamma + 1 / np.arange(1, MAX_ORDER + 2)
247
+
248
+ D = np.empty((MAX_ORDER + 3, self.n), dtype=self.y.dtype)
249
+ D[0] = self.y
250
+ D[1] = f * self.h_abs * self.direction
251
+ self.D = D
252
+
253
+ self.order = 1
254
+ self.n_equal_steps = 0
255
+ self.LU = None
256
+
257
+ def _validate_jac(self, jac, sparsity):
258
+ t0 = self.t
259
+ y0 = self.y
260
+
261
+ if jac is None:
262
+ if sparsity is not None:
263
+ if issparse(sparsity):
264
+ sparsity = csc_matrix(sparsity)
265
+ groups = group_columns(sparsity)
266
+ sparsity = (sparsity, groups)
267
+
268
+ def jac_wrapped(t, y):
269
+ self.njev += 1
270
+ f = self.fun_single(t, y)
271
+ J, self.jac_factor = num_jac(self.fun_vectorized, t, y, f,
272
+ self.atol, self.jac_factor,
273
+ sparsity)
274
+ return J
275
+ J = jac_wrapped(t0, y0)
276
+ elif callable(jac):
277
+ J = jac(t0, y0)
278
+ self.njev += 1
279
+ if issparse(J):
280
+ J = csc_matrix(J, dtype=y0.dtype)
281
+
282
+ def jac_wrapped(t, y):
283
+ self.njev += 1
284
+ return csc_matrix(jac(t, y), dtype=y0.dtype)
285
+ else:
286
+ J = np.asarray(J, dtype=y0.dtype)
287
+
288
+ def jac_wrapped(t, y):
289
+ self.njev += 1
290
+ return np.asarray(jac(t, y), dtype=y0.dtype)
291
+
292
+ if J.shape != (self.n, self.n):
293
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
294
+ f" but actually has {J.shape}.")
295
+ else:
296
+ if issparse(jac):
297
+ J = csc_matrix(jac, dtype=y0.dtype)
298
+ else:
299
+ J = np.asarray(jac, dtype=y0.dtype)
300
+
301
+ if J.shape != (self.n, self.n):
302
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
303
+ f" but actually has {J.shape}.")
304
+ jac_wrapped = None
305
+
306
+ return jac_wrapped, J
307
+
308
+ def _step_impl(self):
309
+ t = self.t
310
+ D = self.D
311
+
312
+ max_step = self.max_step
313
+ min_step = 10 * np.abs(np.nextafter(t, self.direction * np.inf) - t)
314
+ if self.h_abs > max_step:
315
+ h_abs = max_step
316
+ change_D(D, self.order, max_step / self.h_abs)
317
+ self.n_equal_steps = 0
318
+ elif self.h_abs < min_step:
319
+ h_abs = min_step
320
+ change_D(D, self.order, min_step / self.h_abs)
321
+ self.n_equal_steps = 0
322
+ else:
323
+ h_abs = self.h_abs
324
+
325
+ atol = self.atol
326
+ rtol = self.rtol
327
+ order = self.order
328
+
329
+ alpha = self.alpha
330
+ gamma = self.gamma
331
+ error_const = self.error_const
332
+
333
+ J = self.J
334
+ LU = self.LU
335
+ current_jac = self.jac is None
336
+
337
+ step_accepted = False
338
+ while not step_accepted:
339
+ if h_abs < min_step:
340
+ return False, self.TOO_SMALL_STEP
341
+
342
+ h = h_abs * self.direction
343
+ t_new = t + h
344
+
345
+ if self.direction * (t_new - self.t_bound) > 0:
346
+ t_new = self.t_bound
347
+ change_D(D, order, np.abs(t_new - t) / h_abs)
348
+ self.n_equal_steps = 0
349
+ LU = None
350
+
351
+ h = t_new - t
352
+ h_abs = np.abs(h)
353
+
354
+ y_predict = np.sum(D[:order + 1], axis=0)
355
+
356
+ scale = atol + rtol * np.abs(y_predict)
357
+ psi = np.dot(D[1: order + 1].T, gamma[1: order + 1]) / alpha[order]
358
+
359
+ converged = False
360
+ c = h / alpha[order]
361
+ while not converged:
362
+ if LU is None:
363
+ LU = self.lu(self.I - c * J)
364
+
365
+ converged, n_iter, y_new, d = solve_bdf_system(
366
+ self.fun, t_new, y_predict, c, psi, LU, self.solve_lu,
367
+ scale, self.newton_tol)
368
+
369
+ if not converged:
370
+ if current_jac:
371
+ break
372
+ J = self.jac(t_new, y_predict)
373
+ LU = None
374
+ current_jac = True
375
+
376
+ if not converged:
377
+ factor = 0.5
378
+ h_abs *= factor
379
+ change_D(D, order, factor)
380
+ self.n_equal_steps = 0
381
+ LU = None
382
+ continue
383
+
384
+ safety = 0.9 * (2 * NEWTON_MAXITER + 1) / (2 * NEWTON_MAXITER
385
+ + n_iter)
386
+
387
+ scale = atol + rtol * np.abs(y_new)
388
+ error = error_const[order] * d
389
+ error_norm = norm(error / scale)
390
+
391
+ if error_norm > 1:
392
+ factor = max(MIN_FACTOR,
393
+ safety * error_norm ** (-1 / (order + 1)))
394
+ h_abs *= factor
395
+ change_D(D, order, factor)
396
+ self.n_equal_steps = 0
397
+ # As we didn't have problems with convergence, we don't
398
+ # reset LU here.
399
+ else:
400
+ step_accepted = True
401
+
402
+ self.n_equal_steps += 1
403
+
404
+ self.t = t_new
405
+ self.y = y_new
406
+
407
+ self.h_abs = h_abs
408
+ self.J = J
409
+ self.LU = LU
410
+
411
+ # Update differences. The principal relation here is
412
+ # D^{j + 1} y_n = D^{j} y_n - D^{j} y_{n - 1}. Keep in mind that D
413
+ # contained difference for previous interpolating polynomial and
414
+ # d = D^{k + 1} y_n. Thus this elegant code follows.
415
+ D[order + 2] = d - D[order + 1]
416
+ D[order + 1] = d
417
+ for i in reversed(range(order + 1)):
418
+ D[i] += D[i + 1]
419
+
420
+ if self.n_equal_steps < order + 1:
421
+ return True, None
422
+
423
+ if order > 1:
424
+ error_m = error_const[order - 1] * D[order]
425
+ error_m_norm = norm(error_m / scale)
426
+ else:
427
+ error_m_norm = np.inf
428
+
429
+ if order < MAX_ORDER:
430
+ error_p = error_const[order + 1] * D[order + 2]
431
+ error_p_norm = norm(error_p / scale)
432
+ else:
433
+ error_p_norm = np.inf
434
+
435
+ error_norms = np.array([error_m_norm, error_norm, error_p_norm])
436
+ with np.errstate(divide='ignore'):
437
+ factors = error_norms ** (-1 / np.arange(order, order + 3))
438
+
439
+ delta_order = np.argmax(factors) - 1
440
+ order += delta_order
441
+ self.order = order
442
+
443
+ factor = min(MAX_FACTOR, safety * np.max(factors))
444
+ self.h_abs *= factor
445
+ change_D(D, order, factor)
446
+ self.n_equal_steps = 0
447
+ self.LU = None
448
+
449
+ return True, None
450
+
451
+ def _dense_output_impl(self):
452
+ return BdfDenseOutput(self.t_old, self.t, self.h_abs * self.direction,
453
+ self.order, self.D[:self.order + 1].copy())
454
+
455
+
456
+ class BdfDenseOutput(DenseOutput):
457
+ def __init__(self, t_old, t, h, order, D):
458
+ super().__init__(t_old, t)
459
+ self.order = order
460
+ self.t_shift = self.t - h * np.arange(self.order)
461
+ self.denom = h * (1 + np.arange(self.order))
462
+ self.D = D
463
+
464
+ def _call_impl(self, t):
465
+ if t.ndim == 0:
466
+ x = (t - self.t_shift) / self.denom
467
+ p = np.cumprod(x)
468
+ else:
469
+ x = (t - self.t_shift[:, None]) / self.denom[:, None]
470
+ p = np.cumprod(x, axis=0)
471
+
472
+ y = np.dot(self.D[1:].T, p)
473
+ if y.ndim == 1:
474
+ y += self.D[0]
475
+ else:
476
+ y += self.D[0, :, None]
477
+
478
+ return y
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/common.py ADDED
@@ -0,0 +1,451 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from itertools import groupby
2
+ from warnings import warn
3
+ import numpy as np
4
+ from scipy.sparse import find, coo_matrix
5
+
6
+
7
+ EPS = np.finfo(float).eps
8
+
9
+
10
+ def validate_first_step(first_step, t0, t_bound):
11
+ """Assert that first_step is valid and return it."""
12
+ if first_step <= 0:
13
+ raise ValueError("`first_step` must be positive.")
14
+ if first_step > np.abs(t_bound - t0):
15
+ raise ValueError("`first_step` exceeds bounds.")
16
+ return first_step
17
+
18
+
19
+ def validate_max_step(max_step):
20
+ """Assert that max_Step is valid and return it."""
21
+ if max_step <= 0:
22
+ raise ValueError("`max_step` must be positive.")
23
+ return max_step
24
+
25
+
26
+ def warn_extraneous(extraneous):
27
+ """Display a warning for extraneous keyword arguments.
28
+
29
+ The initializer of each solver class is expected to collect keyword
30
+ arguments that it doesn't understand and warn about them. This function
31
+ prints a warning for each key in the supplied dictionary.
32
+
33
+ Parameters
34
+ ----------
35
+ extraneous : dict
36
+ Extraneous keyword arguments
37
+ """
38
+ if extraneous:
39
+ warn("The following arguments have no effect for a chosen solver: "
40
+ f"{', '.join(f'`{x}`' for x in extraneous)}.",
41
+ stacklevel=3)
42
+
43
+
44
+ def validate_tol(rtol, atol, n):
45
+ """Validate tolerance values."""
46
+
47
+ if np.any(rtol < 100 * EPS):
48
+ warn("At least one element of `rtol` is too small. "
49
+ f"Setting `rtol = np.maximum(rtol, {100 * EPS})`.",
50
+ stacklevel=3)
51
+ rtol = np.maximum(rtol, 100 * EPS)
52
+
53
+ atol = np.asarray(atol)
54
+ if atol.ndim > 0 and atol.shape != (n,):
55
+ raise ValueError("`atol` has wrong shape.")
56
+
57
+ if np.any(atol < 0):
58
+ raise ValueError("`atol` must be positive.")
59
+
60
+ return rtol, atol
61
+
62
+
63
+ def norm(x):
64
+ """Compute RMS norm."""
65
+ return np.linalg.norm(x) / x.size ** 0.5
66
+
67
+
68
+ def select_initial_step(fun, t0, y0, t_bound,
69
+ max_step, f0, direction, order, rtol, atol):
70
+ """Empirically select a good initial step.
71
+
72
+ The algorithm is described in [1]_.
73
+
74
+ Parameters
75
+ ----------
76
+ fun : callable
77
+ Right-hand side of the system.
78
+ t0 : float
79
+ Initial value of the independent variable.
80
+ y0 : ndarray, shape (n,)
81
+ Initial value of the dependent variable.
82
+ t_bound : float
83
+ End-point of integration interval; used to ensure that t0+step<=tbound
84
+ and that fun is only evaluated in the interval [t0,tbound]
85
+ max_step : float
86
+ Maximum allowable step size.
87
+ f0 : ndarray, shape (n,)
88
+ Initial value of the derivative, i.e., ``fun(t0, y0)``.
89
+ direction : float
90
+ Integration direction.
91
+ order : float
92
+ Error estimator order. It means that the error controlled by the
93
+ algorithm is proportional to ``step_size ** (order + 1)`.
94
+ rtol : float
95
+ Desired relative tolerance.
96
+ atol : float
97
+ Desired absolute tolerance.
98
+
99
+ Returns
100
+ -------
101
+ h_abs : float
102
+ Absolute value of the suggested initial step.
103
+
104
+ References
105
+ ----------
106
+ .. [1] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential
107
+ Equations I: Nonstiff Problems", Sec. II.4.
108
+ """
109
+ if y0.size == 0:
110
+ return np.inf
111
+
112
+ interval_length = abs(t_bound - t0)
113
+ if interval_length == 0.0:
114
+ return 0.0
115
+
116
+ scale = atol + np.abs(y0) * rtol
117
+ d0 = norm(y0 / scale)
118
+ d1 = norm(f0 / scale)
119
+ if d0 < 1e-5 or d1 < 1e-5:
120
+ h0 = 1e-6
121
+ else:
122
+ h0 = 0.01 * d0 / d1
123
+ # Check t0+h0*direction doesn't take us beyond t_bound
124
+ h0 = min(h0, interval_length)
125
+ y1 = y0 + h0 * direction * f0
126
+ f1 = fun(t0 + h0 * direction, y1)
127
+ d2 = norm((f1 - f0) / scale) / h0
128
+
129
+ if d1 <= 1e-15 and d2 <= 1e-15:
130
+ h1 = max(1e-6, h0 * 1e-3)
131
+ else:
132
+ h1 = (0.01 / max(d1, d2)) ** (1 / (order + 1))
133
+
134
+ return min(100 * h0, h1, interval_length, max_step)
135
+
136
+
137
+ class OdeSolution:
138
+ """Continuous ODE solution.
139
+
140
+ It is organized as a collection of `DenseOutput` objects which represent
141
+ local interpolants. It provides an algorithm to select a right interpolant
142
+ for each given point.
143
+
144
+ The interpolants cover the range between `t_min` and `t_max` (see
145
+ Attributes below). Evaluation outside this interval is not forbidden, but
146
+ the accuracy is not guaranteed.
147
+
148
+ When evaluating at a breakpoint (one of the values in `ts`) a segment with
149
+ the lower index is selected.
150
+
151
+ Parameters
152
+ ----------
153
+ ts : array_like, shape (n_segments + 1,)
154
+ Time instants between which local interpolants are defined. Must
155
+ be strictly increasing or decreasing (zero segment with two points is
156
+ also allowed).
157
+ interpolants : list of DenseOutput with n_segments elements
158
+ Local interpolants. An i-th interpolant is assumed to be defined
159
+ between ``ts[i]`` and ``ts[i + 1]``.
160
+ alt_segment : boolean
161
+ Requests the alternative interpolant segment selection scheme. At each
162
+ solver integration point, two interpolant segments are available. The
163
+ default (False) and alternative (True) behaviours select the segment
164
+ for which the requested time corresponded to ``t`` and ``t_old``,
165
+ respectively. This functionality is only relevant for testing the
166
+ interpolants' accuracy: different integrators use different
167
+ construction strategies.
168
+
169
+ Attributes
170
+ ----------
171
+ t_min, t_max : float
172
+ Time range of the interpolation.
173
+ """
174
+ def __init__(self, ts, interpolants, alt_segment=False):
175
+ ts = np.asarray(ts)
176
+ d = np.diff(ts)
177
+ # The first case covers integration on zero segment.
178
+ if not ((ts.size == 2 and ts[0] == ts[-1])
179
+ or np.all(d > 0) or np.all(d < 0)):
180
+ raise ValueError("`ts` must be strictly increasing or decreasing.")
181
+
182
+ self.n_segments = len(interpolants)
183
+ if ts.shape != (self.n_segments + 1,):
184
+ raise ValueError("Numbers of time stamps and interpolants "
185
+ "don't match.")
186
+
187
+ self.ts = ts
188
+ self.interpolants = interpolants
189
+ if ts[-1] >= ts[0]:
190
+ self.t_min = ts[0]
191
+ self.t_max = ts[-1]
192
+ self.ascending = True
193
+ self.side = "right" if alt_segment else "left"
194
+ self.ts_sorted = ts
195
+ else:
196
+ self.t_min = ts[-1]
197
+ self.t_max = ts[0]
198
+ self.ascending = False
199
+ self.side = "left" if alt_segment else "right"
200
+ self.ts_sorted = ts[::-1]
201
+
202
+ def _call_single(self, t):
203
+ # Here we preserve a certain symmetry that when t is in self.ts,
204
+ # if alt_segment=False, then we prioritize a segment with a lower
205
+ # index.
206
+ ind = np.searchsorted(self.ts_sorted, t, side=self.side)
207
+
208
+ segment = min(max(ind - 1, 0), self.n_segments - 1)
209
+ if not self.ascending:
210
+ segment = self.n_segments - 1 - segment
211
+
212
+ return self.interpolants[segment](t)
213
+
214
+ def __call__(self, t):
215
+ """Evaluate the solution.
216
+
217
+ Parameters
218
+ ----------
219
+ t : float or array_like with shape (n_points,)
220
+ Points to evaluate at.
221
+
222
+ Returns
223
+ -------
224
+ y : ndarray, shape (n_states,) or (n_states, n_points)
225
+ Computed values. Shape depends on whether `t` is a scalar or a
226
+ 1-D array.
227
+ """
228
+ t = np.asarray(t)
229
+
230
+ if t.ndim == 0:
231
+ return self._call_single(t)
232
+
233
+ order = np.argsort(t)
234
+ reverse = np.empty_like(order)
235
+ reverse[order] = np.arange(order.shape[0])
236
+ t_sorted = t[order]
237
+
238
+ # See comment in self._call_single.
239
+ segments = np.searchsorted(self.ts_sorted, t_sorted, side=self.side)
240
+ segments -= 1
241
+ segments[segments < 0] = 0
242
+ segments[segments > self.n_segments - 1] = self.n_segments - 1
243
+ if not self.ascending:
244
+ segments = self.n_segments - 1 - segments
245
+
246
+ ys = []
247
+ group_start = 0
248
+ for segment, group in groupby(segments):
249
+ group_end = group_start + len(list(group))
250
+ y = self.interpolants[segment](t_sorted[group_start:group_end])
251
+ ys.append(y)
252
+ group_start = group_end
253
+
254
+ ys = np.hstack(ys)
255
+ ys = ys[:, reverse]
256
+
257
+ return ys
258
+
259
+
260
+ NUM_JAC_DIFF_REJECT = EPS ** 0.875
261
+ NUM_JAC_DIFF_SMALL = EPS ** 0.75
262
+ NUM_JAC_DIFF_BIG = EPS ** 0.25
263
+ NUM_JAC_MIN_FACTOR = 1e3 * EPS
264
+ NUM_JAC_FACTOR_INCREASE = 10
265
+ NUM_JAC_FACTOR_DECREASE = 0.1
266
+
267
+
268
+ def num_jac(fun, t, y, f, threshold, factor, sparsity=None):
269
+ """Finite differences Jacobian approximation tailored for ODE solvers.
270
+
271
+ This function computes finite difference approximation to the Jacobian
272
+ matrix of `fun` with respect to `y` using forward differences.
273
+ The Jacobian matrix has shape (n, n) and its element (i, j) is equal to
274
+ ``d f_i / d y_j``.
275
+
276
+ A special feature of this function is the ability to correct the step
277
+ size from iteration to iteration. The main idea is to keep the finite
278
+ difference significantly separated from its round-off error which
279
+ approximately equals ``EPS * np.abs(f)``. It reduces a possibility of a
280
+ huge error and assures that the estimated derivative are reasonably close
281
+ to the true values (i.e., the finite difference approximation is at least
282
+ qualitatively reflects the structure of the true Jacobian).
283
+
284
+ Parameters
285
+ ----------
286
+ fun : callable
287
+ Right-hand side of the system implemented in a vectorized fashion.
288
+ t : float
289
+ Current time.
290
+ y : ndarray, shape (n,)
291
+ Current state.
292
+ f : ndarray, shape (n,)
293
+ Value of the right hand side at (t, y).
294
+ threshold : float
295
+ Threshold for `y` value used for computing the step size as
296
+ ``factor * np.maximum(np.abs(y), threshold)``. Typically, the value of
297
+ absolute tolerance (atol) for a solver should be passed as `threshold`.
298
+ factor : ndarray with shape (n,) or None
299
+ Factor to use for computing the step size. Pass None for the very
300
+ evaluation, then use the value returned from this function.
301
+ sparsity : tuple (structure, groups) or None
302
+ Sparsity structure of the Jacobian, `structure` must be csc_matrix.
303
+
304
+ Returns
305
+ -------
306
+ J : ndarray or csc_matrix, shape (n, n)
307
+ Jacobian matrix.
308
+ factor : ndarray, shape (n,)
309
+ Suggested `factor` for the next evaluation.
310
+ """
311
+ y = np.asarray(y)
312
+ n = y.shape[0]
313
+ if n == 0:
314
+ return np.empty((0, 0)), factor
315
+
316
+ if factor is None:
317
+ factor = np.full(n, EPS ** 0.5)
318
+ else:
319
+ factor = factor.copy()
320
+
321
+ # Direct the step as ODE dictates, hoping that such a step won't lead to
322
+ # a problematic region. For complex ODEs it makes sense to use the real
323
+ # part of f as we use steps along real axis.
324
+ f_sign = 2 * (np.real(f) >= 0).astype(float) - 1
325
+ y_scale = f_sign * np.maximum(threshold, np.abs(y))
326
+ h = (y + factor * y_scale) - y
327
+
328
+ # Make sure that the step is not 0 to start with. Not likely it will be
329
+ # executed often.
330
+ for i in np.nonzero(h == 0)[0]:
331
+ while h[i] == 0:
332
+ factor[i] *= 10
333
+ h[i] = (y[i] + factor[i] * y_scale[i]) - y[i]
334
+
335
+ if sparsity is None:
336
+ return _dense_num_jac(fun, t, y, f, h, factor, y_scale)
337
+ else:
338
+ structure, groups = sparsity
339
+ return _sparse_num_jac(fun, t, y, f, h, factor, y_scale,
340
+ structure, groups)
341
+
342
+
343
+ def _dense_num_jac(fun, t, y, f, h, factor, y_scale):
344
+ n = y.shape[0]
345
+ h_vecs = np.diag(h)
346
+ f_new = fun(t, y[:, None] + h_vecs)
347
+ diff = f_new - f[:, None]
348
+ max_ind = np.argmax(np.abs(diff), axis=0)
349
+ r = np.arange(n)
350
+ max_diff = np.abs(diff[max_ind, r])
351
+ scale = np.maximum(np.abs(f[max_ind]), np.abs(f_new[max_ind, r]))
352
+
353
+ diff_too_small = max_diff < NUM_JAC_DIFF_REJECT * scale
354
+ if np.any(diff_too_small):
355
+ ind, = np.nonzero(diff_too_small)
356
+ new_factor = NUM_JAC_FACTOR_INCREASE * factor[ind]
357
+ h_new = (y[ind] + new_factor * y_scale[ind]) - y[ind]
358
+ h_vecs[ind, ind] = h_new
359
+ f_new = fun(t, y[:, None] + h_vecs[:, ind])
360
+ diff_new = f_new - f[:, None]
361
+ max_ind = np.argmax(np.abs(diff_new), axis=0)
362
+ r = np.arange(ind.shape[0])
363
+ max_diff_new = np.abs(diff_new[max_ind, r])
364
+ scale_new = np.maximum(np.abs(f[max_ind]), np.abs(f_new[max_ind, r]))
365
+
366
+ update = max_diff[ind] * scale_new < max_diff_new * scale[ind]
367
+ if np.any(update):
368
+ update, = np.nonzero(update)
369
+ update_ind = ind[update]
370
+ factor[update_ind] = new_factor[update]
371
+ h[update_ind] = h_new[update]
372
+ diff[:, update_ind] = diff_new[:, update]
373
+ scale[update_ind] = scale_new[update]
374
+ max_diff[update_ind] = max_diff_new[update]
375
+
376
+ diff /= h
377
+
378
+ factor[max_diff < NUM_JAC_DIFF_SMALL * scale] *= NUM_JAC_FACTOR_INCREASE
379
+ factor[max_diff > NUM_JAC_DIFF_BIG * scale] *= NUM_JAC_FACTOR_DECREASE
380
+ factor = np.maximum(factor, NUM_JAC_MIN_FACTOR)
381
+
382
+ return diff, factor
383
+
384
+
385
+ def _sparse_num_jac(fun, t, y, f, h, factor, y_scale, structure, groups):
386
+ n = y.shape[0]
387
+ n_groups = np.max(groups) + 1
388
+ h_vecs = np.empty((n_groups, n))
389
+ for group in range(n_groups):
390
+ e = np.equal(group, groups)
391
+ h_vecs[group] = h * e
392
+ h_vecs = h_vecs.T
393
+
394
+ f_new = fun(t, y[:, None] + h_vecs)
395
+ df = f_new - f[:, None]
396
+
397
+ i, j, _ = find(structure)
398
+ diff = coo_matrix((df[i, groups[j]], (i, j)), shape=(n, n)).tocsc()
399
+ max_ind = np.array(abs(diff).argmax(axis=0)).ravel()
400
+ r = np.arange(n)
401
+ max_diff = np.asarray(np.abs(diff[max_ind, r])).ravel()
402
+ scale = np.maximum(np.abs(f[max_ind]),
403
+ np.abs(f_new[max_ind, groups[r]]))
404
+
405
+ diff_too_small = max_diff < NUM_JAC_DIFF_REJECT * scale
406
+ if np.any(diff_too_small):
407
+ ind, = np.nonzero(diff_too_small)
408
+ new_factor = NUM_JAC_FACTOR_INCREASE * factor[ind]
409
+ h_new = (y[ind] + new_factor * y_scale[ind]) - y[ind]
410
+ h_new_all = np.zeros(n)
411
+ h_new_all[ind] = h_new
412
+
413
+ groups_unique = np.unique(groups[ind])
414
+ groups_map = np.empty(n_groups, dtype=int)
415
+ h_vecs = np.empty((groups_unique.shape[0], n))
416
+ for k, group in enumerate(groups_unique):
417
+ e = np.equal(group, groups)
418
+ h_vecs[k] = h_new_all * e
419
+ groups_map[group] = k
420
+ h_vecs = h_vecs.T
421
+
422
+ f_new = fun(t, y[:, None] + h_vecs)
423
+ df = f_new - f[:, None]
424
+ i, j, _ = find(structure[:, ind])
425
+ diff_new = coo_matrix((df[i, groups_map[groups[ind[j]]]],
426
+ (i, j)), shape=(n, ind.shape[0])).tocsc()
427
+
428
+ max_ind_new = np.array(abs(diff_new).argmax(axis=0)).ravel()
429
+ r = np.arange(ind.shape[0])
430
+ max_diff_new = np.asarray(np.abs(diff_new[max_ind_new, r])).ravel()
431
+ scale_new = np.maximum(
432
+ np.abs(f[max_ind_new]),
433
+ np.abs(f_new[max_ind_new, groups_map[groups[ind]]]))
434
+
435
+ update = max_diff[ind] * scale_new < max_diff_new * scale[ind]
436
+ if np.any(update):
437
+ update, = np.nonzero(update)
438
+ update_ind = ind[update]
439
+ factor[update_ind] = new_factor[update]
440
+ h[update_ind] = h_new[update]
441
+ diff[:, update_ind] = diff_new[:, update]
442
+ scale[update_ind] = scale_new[update]
443
+ max_diff[update_ind] = max_diff_new[update]
444
+
445
+ diff.data /= np.repeat(h, np.diff(diff.indptr))
446
+
447
+ factor[max_diff < NUM_JAC_DIFF_SMALL * scale] *= NUM_JAC_FACTOR_INCREASE
448
+ factor[max_diff > NUM_JAC_DIFF_BIG * scale] *= NUM_JAC_FACTOR_DECREASE
449
+ factor = np.maximum(factor, NUM_JAC_MIN_FACTOR)
450
+
451
+ return diff, factor
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/dop853_coefficients.py ADDED
@@ -0,0 +1,193 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+
3
+ N_STAGES = 12
4
+ N_STAGES_EXTENDED = 16
5
+ INTERPOLATOR_POWER = 7
6
+
7
+ C = np.array([0.0,
8
+ 0.526001519587677318785587544488e-01,
9
+ 0.789002279381515978178381316732e-01,
10
+ 0.118350341907227396726757197510,
11
+ 0.281649658092772603273242802490,
12
+ 0.333333333333333333333333333333,
13
+ 0.25,
14
+ 0.307692307692307692307692307692,
15
+ 0.651282051282051282051282051282,
16
+ 0.6,
17
+ 0.857142857142857142857142857142,
18
+ 1.0,
19
+ 1.0,
20
+ 0.1,
21
+ 0.2,
22
+ 0.777777777777777777777777777778])
23
+
24
+ A = np.zeros((N_STAGES_EXTENDED, N_STAGES_EXTENDED))
25
+ A[1, 0] = 5.26001519587677318785587544488e-2
26
+
27
+ A[2, 0] = 1.97250569845378994544595329183e-2
28
+ A[2, 1] = 5.91751709536136983633785987549e-2
29
+
30
+ A[3, 0] = 2.95875854768068491816892993775e-2
31
+ A[3, 2] = 8.87627564304205475450678981324e-2
32
+
33
+ A[4, 0] = 2.41365134159266685502369798665e-1
34
+ A[4, 2] = -8.84549479328286085344864962717e-1
35
+ A[4, 3] = 9.24834003261792003115737966543e-1
36
+
37
+ A[5, 0] = 3.7037037037037037037037037037e-2
38
+ A[5, 3] = 1.70828608729473871279604482173e-1
39
+ A[5, 4] = 1.25467687566822425016691814123e-1
40
+
41
+ A[6, 0] = 3.7109375e-2
42
+ A[6, 3] = 1.70252211019544039314978060272e-1
43
+ A[6, 4] = 6.02165389804559606850219397283e-2
44
+ A[6, 5] = -1.7578125e-2
45
+
46
+ A[7, 0] = 3.70920001185047927108779319836e-2
47
+ A[7, 3] = 1.70383925712239993810214054705e-1
48
+ A[7, 4] = 1.07262030446373284651809199168e-1
49
+ A[7, 5] = -1.53194377486244017527936158236e-2
50
+ A[7, 6] = 8.27378916381402288758473766002e-3
51
+
52
+ A[8, 0] = 6.24110958716075717114429577812e-1
53
+ A[8, 3] = -3.36089262944694129406857109825
54
+ A[8, 4] = -8.68219346841726006818189891453e-1
55
+ A[8, 5] = 2.75920996994467083049415600797e1
56
+ A[8, 6] = 2.01540675504778934086186788979e1
57
+ A[8, 7] = -4.34898841810699588477366255144e1
58
+
59
+ A[9, 0] = 4.77662536438264365890433908527e-1
60
+ A[9, 3] = -2.48811461997166764192642586468
61
+ A[9, 4] = -5.90290826836842996371446475743e-1
62
+ A[9, 5] = 2.12300514481811942347288949897e1
63
+ A[9, 6] = 1.52792336328824235832596922938e1
64
+ A[9, 7] = -3.32882109689848629194453265587e1
65
+ A[9, 8] = -2.03312017085086261358222928593e-2
66
+
67
+ A[10, 0] = -9.3714243008598732571704021658e-1
68
+ A[10, 3] = 5.18637242884406370830023853209
69
+ A[10, 4] = 1.09143734899672957818500254654
70
+ A[10, 5] = -8.14978701074692612513997267357
71
+ A[10, 6] = -1.85200656599969598641566180701e1
72
+ A[10, 7] = 2.27394870993505042818970056734e1
73
+ A[10, 8] = 2.49360555267965238987089396762
74
+ A[10, 9] = -3.0467644718982195003823669022
75
+
76
+ A[11, 0] = 2.27331014751653820792359768449
77
+ A[11, 3] = -1.05344954667372501984066689879e1
78
+ A[11, 4] = -2.00087205822486249909675718444
79
+ A[11, 5] = -1.79589318631187989172765950534e1
80
+ A[11, 6] = 2.79488845294199600508499808837e1
81
+ A[11, 7] = -2.85899827713502369474065508674
82
+ A[11, 8] = -8.87285693353062954433549289258
83
+ A[11, 9] = 1.23605671757943030647266201528e1
84
+ A[11, 10] = 6.43392746015763530355970484046e-1
85
+
86
+ A[12, 0] = 5.42937341165687622380535766363e-2
87
+ A[12, 5] = 4.45031289275240888144113950566
88
+ A[12, 6] = 1.89151789931450038304281599044
89
+ A[12, 7] = -5.8012039600105847814672114227
90
+ A[12, 8] = 3.1116436695781989440891606237e-1
91
+ A[12, 9] = -1.52160949662516078556178806805e-1
92
+ A[12, 10] = 2.01365400804030348374776537501e-1
93
+ A[12, 11] = 4.47106157277725905176885569043e-2
94
+
95
+ A[13, 0] = 5.61675022830479523392909219681e-2
96
+ A[13, 6] = 2.53500210216624811088794765333e-1
97
+ A[13, 7] = -2.46239037470802489917441475441e-1
98
+ A[13, 8] = -1.24191423263816360469010140626e-1
99
+ A[13, 9] = 1.5329179827876569731206322685e-1
100
+ A[13, 10] = 8.20105229563468988491666602057e-3
101
+ A[13, 11] = 7.56789766054569976138603589584e-3
102
+ A[13, 12] = -8.298e-3
103
+
104
+ A[14, 0] = 3.18346481635021405060768473261e-2
105
+ A[14, 5] = 2.83009096723667755288322961402e-2
106
+ A[14, 6] = 5.35419883074385676223797384372e-2
107
+ A[14, 7] = -5.49237485713909884646569340306e-2
108
+ A[14, 10] = -1.08347328697249322858509316994e-4
109
+ A[14, 11] = 3.82571090835658412954920192323e-4
110
+ A[14, 12] = -3.40465008687404560802977114492e-4
111
+ A[14, 13] = 1.41312443674632500278074618366e-1
112
+
113
+ A[15, 0] = -4.28896301583791923408573538692e-1
114
+ A[15, 5] = -4.69762141536116384314449447206
115
+ A[15, 6] = 7.68342119606259904184240953878
116
+ A[15, 7] = 4.06898981839711007970213554331
117
+ A[15, 8] = 3.56727187455281109270669543021e-1
118
+ A[15, 12] = -1.39902416515901462129418009734e-3
119
+ A[15, 13] = 2.9475147891527723389556272149
120
+ A[15, 14] = -9.15095847217987001081870187138
121
+
122
+
123
+ B = A[N_STAGES, :N_STAGES]
124
+
125
+ E3 = np.zeros(N_STAGES + 1)
126
+ E3[:-1] = B.copy()
127
+ E3[0] -= 0.244094488188976377952755905512
128
+ E3[8] -= 0.733846688281611857341361741547
129
+ E3[11] -= 0.220588235294117647058823529412e-1
130
+
131
+ E5 = np.zeros(N_STAGES + 1)
132
+ E5[0] = 0.1312004499419488073250102996e-1
133
+ E5[5] = -0.1225156446376204440720569753e+1
134
+ E5[6] = -0.4957589496572501915214079952
135
+ E5[7] = 0.1664377182454986536961530415e+1
136
+ E5[8] = -0.3503288487499736816886487290
137
+ E5[9] = 0.3341791187130174790297318841
138
+ E5[10] = 0.8192320648511571246570742613e-1
139
+ E5[11] = -0.2235530786388629525884427845e-1
140
+
141
+ # First 3 coefficients are computed separately.
142
+ D = np.zeros((INTERPOLATOR_POWER - 3, N_STAGES_EXTENDED))
143
+ D[0, 0] = -0.84289382761090128651353491142e+1
144
+ D[0, 5] = 0.56671495351937776962531783590
145
+ D[0, 6] = -0.30689499459498916912797304727e+1
146
+ D[0, 7] = 0.23846676565120698287728149680e+1
147
+ D[0, 8] = 0.21170345824450282767155149946e+1
148
+ D[0, 9] = -0.87139158377797299206789907490
149
+ D[0, 10] = 0.22404374302607882758541771650e+1
150
+ D[0, 11] = 0.63157877876946881815570249290
151
+ D[0, 12] = -0.88990336451333310820698117400e-1
152
+ D[0, 13] = 0.18148505520854727256656404962e+2
153
+ D[0, 14] = -0.91946323924783554000451984436e+1
154
+ D[0, 15] = -0.44360363875948939664310572000e+1
155
+
156
+ D[1, 0] = 0.10427508642579134603413151009e+2
157
+ D[1, 5] = 0.24228349177525818288430175319e+3
158
+ D[1, 6] = 0.16520045171727028198505394887e+3
159
+ D[1, 7] = -0.37454675472269020279518312152e+3
160
+ D[1, 8] = -0.22113666853125306036270938578e+2
161
+ D[1, 9] = 0.77334326684722638389603898808e+1
162
+ D[1, 10] = -0.30674084731089398182061213626e+2
163
+ D[1, 11] = -0.93321305264302278729567221706e+1
164
+ D[1, 12] = 0.15697238121770843886131091075e+2
165
+ D[1, 13] = -0.31139403219565177677282850411e+2
166
+ D[1, 14] = -0.93529243588444783865713862664e+1
167
+ D[1, 15] = 0.35816841486394083752465898540e+2
168
+
169
+ D[2, 0] = 0.19985053242002433820987653617e+2
170
+ D[2, 5] = -0.38703730874935176555105901742e+3
171
+ D[2, 6] = -0.18917813819516756882830838328e+3
172
+ D[2, 7] = 0.52780815920542364900561016686e+3
173
+ D[2, 8] = -0.11573902539959630126141871134e+2
174
+ D[2, 9] = 0.68812326946963000169666922661e+1
175
+ D[2, 10] = -0.10006050966910838403183860980e+1
176
+ D[2, 11] = 0.77771377980534432092869265740
177
+ D[2, 12] = -0.27782057523535084065932004339e+1
178
+ D[2, 13] = -0.60196695231264120758267380846e+2
179
+ D[2, 14] = 0.84320405506677161018159903784e+2
180
+ D[2, 15] = 0.11992291136182789328035130030e+2
181
+
182
+ D[3, 0] = -0.25693933462703749003312586129e+2
183
+ D[3, 5] = -0.15418974869023643374053993627e+3
184
+ D[3, 6] = -0.23152937917604549567536039109e+3
185
+ D[3, 7] = 0.35763911791061412378285349910e+3
186
+ D[3, 8] = 0.93405324183624310003907691704e+2
187
+ D[3, 9] = -0.37458323136451633156875139351e+2
188
+ D[3, 10] = 0.10409964950896230045147246184e+3
189
+ D[3, 11] = 0.29840293426660503123344363579e+2
190
+ D[3, 12] = -0.43533456590011143754432175058e+2
191
+ D[3, 13] = 0.96324553959188282948394950600e+2
192
+ D[3, 14] = -0.39177261675615439165231486172e+2
193
+ D[3, 15] = -0.14972683625798562581422125276e+3
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/ivp.py ADDED
@@ -0,0 +1,748 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import inspect
2
+ import numpy as np
3
+ from .bdf import BDF
4
+ from .radau import Radau
5
+ from .rk import RK23, RK45, DOP853
6
+ from .lsoda import LSODA
7
+ from scipy.optimize import OptimizeResult
8
+ from .common import EPS, OdeSolution
9
+ from .base import OdeSolver
10
+
11
+
12
+ METHODS = {'RK23': RK23,
13
+ 'RK45': RK45,
14
+ 'DOP853': DOP853,
15
+ 'Radau': Radau,
16
+ 'BDF': BDF,
17
+ 'LSODA': LSODA}
18
+
19
+
20
+ MESSAGES = {0: "The solver successfully reached the end of the integration interval.",
21
+ 1: "A termination event occurred."}
22
+
23
+
24
+ class OdeResult(OptimizeResult):
25
+ pass
26
+
27
+
28
+ def prepare_events(events):
29
+ """Standardize event functions and extract attributes."""
30
+ if callable(events):
31
+ events = (events,)
32
+
33
+ max_events = np.empty(len(events))
34
+ direction = np.empty(len(events))
35
+ for i, event in enumerate(events):
36
+ terminal = getattr(event, 'terminal', None)
37
+ direction[i] = getattr(event, 'direction', 0)
38
+
39
+ message = ('The `terminal` attribute of each event '
40
+ 'must be a boolean or positive integer.')
41
+ if terminal is None or terminal == 0:
42
+ max_events[i] = np.inf
43
+ elif int(terminal) == terminal and terminal > 0:
44
+ max_events[i] = terminal
45
+ else:
46
+ raise ValueError(message)
47
+
48
+ return events, max_events, direction
49
+
50
+
51
+ def solve_event_equation(event, sol, t_old, t):
52
+ """Solve an equation corresponding to an ODE event.
53
+
54
+ The equation is ``event(t, y(t)) = 0``, here ``y(t)`` is known from an
55
+ ODE solver using some sort of interpolation. It is solved by
56
+ `scipy.optimize.brentq` with xtol=atol=4*EPS.
57
+
58
+ Parameters
59
+ ----------
60
+ event : callable
61
+ Function ``event(t, y)``.
62
+ sol : callable
63
+ Function ``sol(t)`` which evaluates an ODE solution between `t_old`
64
+ and `t`.
65
+ t_old, t : float
66
+ Previous and new values of time. They will be used as a bracketing
67
+ interval.
68
+
69
+ Returns
70
+ -------
71
+ root : float
72
+ Found solution.
73
+ """
74
+ from scipy.optimize import brentq
75
+ return brentq(lambda t: event(t, sol(t)), t_old, t,
76
+ xtol=4 * EPS, rtol=4 * EPS)
77
+
78
+
79
+ def handle_events(sol, events, active_events, event_count, max_events,
80
+ t_old, t):
81
+ """Helper function to handle events.
82
+
83
+ Parameters
84
+ ----------
85
+ sol : DenseOutput
86
+ Function ``sol(t)`` which evaluates an ODE solution between `t_old`
87
+ and `t`.
88
+ events : list of callables, length n_events
89
+ Event functions with signatures ``event(t, y)``.
90
+ active_events : ndarray
91
+ Indices of events which occurred.
92
+ event_count : ndarray
93
+ Current number of occurrences for each event.
94
+ max_events : ndarray, shape (n_events,)
95
+ Number of occurrences allowed for each event before integration
96
+ termination is issued.
97
+ t_old, t : float
98
+ Previous and new values of time.
99
+
100
+ Returns
101
+ -------
102
+ root_indices : ndarray
103
+ Indices of events which take zero between `t_old` and `t` and before
104
+ a possible termination.
105
+ roots : ndarray
106
+ Values of t at which events occurred.
107
+ terminate : bool
108
+ Whether a terminal event occurred.
109
+ """
110
+ roots = [solve_event_equation(events[event_index], sol, t_old, t)
111
+ for event_index in active_events]
112
+
113
+ roots = np.asarray(roots)
114
+
115
+ if np.any(event_count[active_events] >= max_events[active_events]):
116
+ if t > t_old:
117
+ order = np.argsort(roots)
118
+ else:
119
+ order = np.argsort(-roots)
120
+ active_events = active_events[order]
121
+ roots = roots[order]
122
+ t = np.nonzero(event_count[active_events]
123
+ >= max_events[active_events])[0][0]
124
+ active_events = active_events[:t + 1]
125
+ roots = roots[:t + 1]
126
+ terminate = True
127
+ else:
128
+ terminate = False
129
+
130
+ return active_events, roots, terminate
131
+
132
+
133
+ def find_active_events(g, g_new, direction):
134
+ """Find which event occurred during an integration step.
135
+
136
+ Parameters
137
+ ----------
138
+ g, g_new : array_like, shape (n_events,)
139
+ Values of event functions at a current and next points.
140
+ direction : ndarray, shape (n_events,)
141
+ Event "direction" according to the definition in `solve_ivp`.
142
+
143
+ Returns
144
+ -------
145
+ active_events : ndarray
146
+ Indices of events which occurred during the step.
147
+ """
148
+ g, g_new = np.asarray(g), np.asarray(g_new)
149
+ up = (g <= 0) & (g_new >= 0)
150
+ down = (g >= 0) & (g_new <= 0)
151
+ either = up | down
152
+ mask = (up & (direction > 0) |
153
+ down & (direction < 0) |
154
+ either & (direction == 0))
155
+
156
+ return np.nonzero(mask)[0]
157
+
158
+
159
+ def solve_ivp(fun, t_span, y0, method='RK45', t_eval=None, dense_output=False,
160
+ events=None, vectorized=False, args=None, **options):
161
+ """Solve an initial value problem for a system of ODEs.
162
+
163
+ This function numerically integrates a system of ordinary differential
164
+ equations given an initial value::
165
+
166
+ dy / dt = f(t, y)
167
+ y(t0) = y0
168
+
169
+ Here t is a 1-D independent variable (time), y(t) is an
170
+ N-D vector-valued function (state), and an N-D
171
+ vector-valued function f(t, y) determines the differential equations.
172
+ The goal is to find y(t) approximately satisfying the differential
173
+ equations, given an initial value y(t0)=y0.
174
+
175
+ Some of the solvers support integration in the complex domain, but note
176
+ that for stiff ODE solvers, the right-hand side must be
177
+ complex-differentiable (satisfy Cauchy-Riemann equations [11]_).
178
+ To solve a problem in the complex domain, pass y0 with a complex data type.
179
+ Another option always available is to rewrite your problem for real and
180
+ imaginary parts separately.
181
+
182
+ Parameters
183
+ ----------
184
+ fun : callable
185
+ Right-hand side of the system: the time derivative of the state ``y``
186
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
187
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. Additional
188
+ arguments need to be passed if ``args`` is used (see documentation of
189
+ ``args`` argument). ``fun`` must return an array of the same shape as
190
+ ``y``. See `vectorized` for more information.
191
+ t_span : 2-member sequence
192
+ Interval of integration (t0, tf). The solver starts with t=t0 and
193
+ integrates until it reaches t=tf. Both t0 and tf must be floats
194
+ or values interpretable by the float conversion function.
195
+ y0 : array_like, shape (n,)
196
+ Initial state. For problems in the complex domain, pass `y0` with a
197
+ complex data type (even if the initial value is purely real).
198
+ method : string or `OdeSolver`, optional
199
+ Integration method to use:
200
+
201
+ * 'RK45' (default): Explicit Runge-Kutta method of order 5(4) [1]_.
202
+ The error is controlled assuming accuracy of the fourth-order
203
+ method, but steps are taken using the fifth-order accurate
204
+ formula (local extrapolation is done). A quartic interpolation
205
+ polynomial is used for the dense output [2]_. Can be applied in
206
+ the complex domain.
207
+ * 'RK23': Explicit Runge-Kutta method of order 3(2) [3]_. The error
208
+ is controlled assuming accuracy of the second-order method, but
209
+ steps are taken using the third-order accurate formula (local
210
+ extrapolation is done). A cubic Hermite polynomial is used for the
211
+ dense output. Can be applied in the complex domain.
212
+ * 'DOP853': Explicit Runge-Kutta method of order 8 [13]_.
213
+ Python implementation of the "DOP853" algorithm originally
214
+ written in Fortran [14]_. A 7-th order interpolation polynomial
215
+ accurate to 7-th order is used for the dense output.
216
+ Can be applied in the complex domain.
217
+ * 'Radau': Implicit Runge-Kutta method of the Radau IIA family of
218
+ order 5 [4]_. The error is controlled with a third-order accurate
219
+ embedded formula. A cubic polynomial which satisfies the
220
+ collocation conditions is used for the dense output.
221
+ * 'BDF': Implicit multi-step variable-order (1 to 5) method based
222
+ on a backward differentiation formula for the derivative
223
+ approximation [5]_. The implementation follows the one described
224
+ in [6]_. A quasi-constant step scheme is used and accuracy is
225
+ enhanced using the NDF modification. Can be applied in the
226
+ complex domain.
227
+ * 'LSODA': Adams/BDF method with automatic stiffness detection and
228
+ switching [7]_, [8]_. This is a wrapper of the Fortran solver
229
+ from ODEPACK.
230
+
231
+ Explicit Runge-Kutta methods ('RK23', 'RK45', 'DOP853') should be used
232
+ for non-stiff problems and implicit methods ('Radau', 'BDF') for
233
+ stiff problems [9]_. Among Runge-Kutta methods, 'DOP853' is recommended
234
+ for solving with high precision (low values of `rtol` and `atol`).
235
+
236
+ If not sure, first try to run 'RK45'. If it makes unusually many
237
+ iterations, diverges, or fails, your problem is likely to be stiff and
238
+ you should use 'Radau' or 'BDF'. 'LSODA' can also be a good universal
239
+ choice, but it might be somewhat less convenient to work with as it
240
+ wraps old Fortran code.
241
+
242
+ You can also pass an arbitrary class derived from `OdeSolver` which
243
+ implements the solver.
244
+ t_eval : array_like or None, optional
245
+ Times at which to store the computed solution, must be sorted and lie
246
+ within `t_span`. If None (default), use points selected by the solver.
247
+ dense_output : bool, optional
248
+ Whether to compute a continuous solution. Default is False.
249
+ events : callable, or list of callables, optional
250
+ Events to track. If None (default), no events will be tracked.
251
+ Each event occurs at the zeros of a continuous function of time and
252
+ state. Each function must have the signature ``event(t, y)`` where
253
+ additional argument have to be passed if ``args`` is used (see
254
+ documentation of ``args`` argument). Each function must return a
255
+ float. The solver will find an accurate value of `t` at which
256
+ ``event(t, y(t)) = 0`` using a root-finding algorithm. By default,
257
+ all zeros will be found. The solver looks for a sign change over
258
+ each step, so if multiple zero crossings occur within one step,
259
+ events may be missed. Additionally each `event` function might
260
+ have the following attributes:
261
+
262
+ terminal: bool or int, optional
263
+ When boolean, whether to terminate integration if this event occurs.
264
+ When integral, termination occurs after the specified the number of
265
+ occurrences of this event.
266
+ Implicitly False if not assigned.
267
+ direction: float, optional
268
+ Direction of a zero crossing. If `direction` is positive,
269
+ `event` will only trigger when going from negative to positive,
270
+ and vice versa if `direction` is negative. If 0, then either
271
+ direction will trigger event. Implicitly 0 if not assigned.
272
+
273
+ You can assign attributes like ``event.terminal = True`` to any
274
+ function in Python.
275
+ vectorized : bool, optional
276
+ Whether `fun` can be called in a vectorized fashion. Default is False.
277
+
278
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
279
+ shape ``(n,)``, where ``n = len(y0)``.
280
+
281
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
282
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
283
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
284
+ the returned array is the time derivative of the state corresponding
285
+ with a column of ``y``).
286
+
287
+ Setting ``vectorized=True`` allows for faster finite difference
288
+ approximation of the Jacobian by methods 'Radau' and 'BDF', but
289
+ will result in slower execution for other methods and for 'Radau' and
290
+ 'BDF' in some circumstances (e.g. small ``len(y0)``).
291
+ args : tuple, optional
292
+ Additional arguments to pass to the user-defined functions. If given,
293
+ the additional arguments are passed to all user-defined functions.
294
+ So if, for example, `fun` has the signature ``fun(t, y, a, b, c)``,
295
+ then `jac` (if given) and any event functions must have the same
296
+ signature, and `args` must be a tuple of length 3.
297
+ **options
298
+ Options passed to a chosen solver. All options available for already
299
+ implemented solvers are listed below.
300
+ first_step : float or None, optional
301
+ Initial step size. Default is `None` which means that the algorithm
302
+ should choose.
303
+ max_step : float, optional
304
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
305
+ bounded and determined solely by the solver.
306
+ rtol, atol : float or array_like, optional
307
+ Relative and absolute tolerances. The solver keeps the local error
308
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
309
+ relative accuracy (number of correct digits), while `atol` controls
310
+ absolute accuracy (number of correct decimal places). To achieve the
311
+ desired `rtol`, set `atol` to be smaller than the smallest value that
312
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
313
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
314
+ number of correct digits is not guaranteed. Conversely, to achieve the
315
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
316
+ than `atol`. If components of y have different scales, it might be
317
+ beneficial to set different `atol` values for different components by
318
+ passing array_like with shape (n,) for `atol`. Default values are
319
+ 1e-3 for `rtol` and 1e-6 for `atol`.
320
+ jac : array_like, sparse_matrix, callable or None, optional
321
+ Jacobian matrix of the right-hand side of the system with respect
322
+ to y, required by the 'Radau', 'BDF' and 'LSODA' method. The
323
+ Jacobian matrix has shape (n, n) and its element (i, j) is equal to
324
+ ``d f_i / d y_j``. There are three ways to define the Jacobian:
325
+
326
+ * If array_like or sparse_matrix, the Jacobian is assumed to
327
+ be constant. Not supported by 'LSODA'.
328
+ * If callable, the Jacobian is assumed to depend on both
329
+ t and y; it will be called as ``jac(t, y)``, as necessary.
330
+ Additional arguments have to be passed if ``args`` is
331
+ used (see documentation of ``args`` argument).
332
+ For 'Radau' and 'BDF' methods, the return value might be a
333
+ sparse matrix.
334
+ * If None (default), the Jacobian will be approximated by
335
+ finite differences.
336
+
337
+ It is generally recommended to provide the Jacobian rather than
338
+ relying on a finite-difference approximation.
339
+ jac_sparsity : array_like, sparse matrix or None, optional
340
+ Defines a sparsity structure of the Jacobian matrix for a finite-
341
+ difference approximation. Its shape must be (n, n). This argument
342
+ is ignored if `jac` is not `None`. If the Jacobian has only few
343
+ non-zero elements in *each* row, providing the sparsity structure
344
+ will greatly speed up the computations [10]_. A zero entry means that
345
+ a corresponding element in the Jacobian is always zero. If None
346
+ (default), the Jacobian is assumed to be dense.
347
+ Not supported by 'LSODA', see `lband` and `uband` instead.
348
+ lband, uband : int or None, optional
349
+ Parameters defining the bandwidth of the Jacobian for the 'LSODA'
350
+ method, i.e., ``jac[i, j] != 0 only for i - lband <= j <= i + uband``.
351
+ Default is None. Setting these requires your jac routine to return the
352
+ Jacobian in the packed format: the returned array must have ``n``
353
+ columns and ``uband + lband + 1`` rows in which Jacobian diagonals are
354
+ written. Specifically ``jac_packed[uband + i - j , j] = jac[i, j]``.
355
+ The same format is used in `scipy.linalg.solve_banded` (check for an
356
+ illustration). These parameters can be also used with ``jac=None`` to
357
+ reduce the number of Jacobian elements estimated by finite differences.
358
+ min_step : float, optional
359
+ The minimum allowed step size for 'LSODA' method.
360
+ By default `min_step` is zero.
361
+
362
+ Returns
363
+ -------
364
+ Bunch object with the following fields defined:
365
+ t : ndarray, shape (n_points,)
366
+ Time points.
367
+ y : ndarray, shape (n, n_points)
368
+ Values of the solution at `t`.
369
+ sol : `OdeSolution` or None
370
+ Found solution as `OdeSolution` instance; None if `dense_output` was
371
+ set to False.
372
+ t_events : list of ndarray or None
373
+ Contains for each event type a list of arrays at which an event of
374
+ that type event was detected. None if `events` was None.
375
+ y_events : list of ndarray or None
376
+ For each value of `t_events`, the corresponding value of the solution.
377
+ None if `events` was None.
378
+ nfev : int
379
+ Number of evaluations of the right-hand side.
380
+ njev : int
381
+ Number of evaluations of the Jacobian.
382
+ nlu : int
383
+ Number of LU decompositions.
384
+ status : int
385
+ Reason for algorithm termination:
386
+
387
+ * -1: Integration step failed.
388
+ * 0: The solver successfully reached the end of `tspan`.
389
+ * 1: A termination event occurred.
390
+
391
+ message : string
392
+ Human-readable description of the termination reason.
393
+ success : bool
394
+ True if the solver reached the interval end or a termination event
395
+ occurred (``status >= 0``).
396
+
397
+ References
398
+ ----------
399
+ .. [1] J. R. Dormand, P. J. Prince, "A family of embedded Runge-Kutta
400
+ formulae", Journal of Computational and Applied Mathematics, Vol. 6,
401
+ No. 1, pp. 19-26, 1980.
402
+ .. [2] L. W. Shampine, "Some Practical Runge-Kutta Formulas", Mathematics
403
+ of Computation,, Vol. 46, No. 173, pp. 135-150, 1986.
404
+ .. [3] P. Bogacki, L.F. Shampine, "A 3(2) Pair of Runge-Kutta Formulas",
405
+ Appl. Math. Lett. Vol. 2, No. 4. pp. 321-325, 1989.
406
+ .. [4] E. Hairer, G. Wanner, "Solving Ordinary Differential Equations II:
407
+ Stiff and Differential-Algebraic Problems", Sec. IV.8.
408
+ .. [5] `Backward Differentiation Formula
409
+ <https://en.wikipedia.org/wiki/Backward_differentiation_formula>`_
410
+ on Wikipedia.
411
+ .. [6] L. F. Shampine, M. W. Reichelt, "THE MATLAB ODE SUITE", SIAM J. SCI.
412
+ COMPUTE., Vol. 18, No. 1, pp. 1-22, January 1997.
413
+ .. [7] A. C. Hindmarsh, "ODEPACK, A Systematized Collection of ODE
414
+ Solvers," IMACS Transactions on Scientific Computation, Vol 1.,
415
+ pp. 55-64, 1983.
416
+ .. [8] L. Petzold, "Automatic selection of methods for solving stiff and
417
+ nonstiff systems of ordinary differential equations", SIAM Journal
418
+ on Scientific and Statistical Computing, Vol. 4, No. 1, pp. 136-148,
419
+ 1983.
420
+ .. [9] `Stiff equation <https://en.wikipedia.org/wiki/Stiff_equation>`_ on
421
+ Wikipedia.
422
+ .. [10] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
423
+ sparse Jacobian matrices", Journal of the Institute of Mathematics
424
+ and its Applications, 13, pp. 117-120, 1974.
425
+ .. [11] `Cauchy-Riemann equations
426
+ <https://en.wikipedia.org/wiki/Cauchy-Riemann_equations>`_ on
427
+ Wikipedia.
428
+ .. [12] `Lotka-Volterra equations
429
+ <https://en.wikipedia.org/wiki/Lotka%E2%80%93Volterra_equations>`_
430
+ on Wikipedia.
431
+ .. [13] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential
432
+ Equations I: Nonstiff Problems", Sec. II.
433
+ .. [14] `Page with original Fortran code of DOP853
434
+ <http://www.unige.ch/~hairer/software.html>`_.
435
+
436
+ Examples
437
+ --------
438
+ Basic exponential decay showing automatically chosen time points.
439
+
440
+ >>> import numpy as np
441
+ >>> from scipy.integrate import solve_ivp
442
+ >>> def exponential_decay(t, y): return -0.5 * y
443
+ >>> sol = solve_ivp(exponential_decay, [0, 10], [2, 4, 8])
444
+ >>> print(sol.t)
445
+ [ 0. 0.11487653 1.26364188 3.06061781 4.81611105 6.57445806
446
+ 8.33328988 10. ]
447
+ >>> print(sol.y)
448
+ [[2. 1.88836035 1.06327177 0.43319312 0.18017253 0.07483045
449
+ 0.03107158 0.01350781]
450
+ [4. 3.7767207 2.12654355 0.86638624 0.36034507 0.14966091
451
+ 0.06214316 0.02701561]
452
+ [8. 7.5534414 4.25308709 1.73277247 0.72069014 0.29932181
453
+ 0.12428631 0.05403123]]
454
+
455
+ Specifying points where the solution is desired.
456
+
457
+ >>> sol = solve_ivp(exponential_decay, [0, 10], [2, 4, 8],
458
+ ... t_eval=[0, 1, 2, 4, 10])
459
+ >>> print(sol.t)
460
+ [ 0 1 2 4 10]
461
+ >>> print(sol.y)
462
+ [[2. 1.21305369 0.73534021 0.27066736 0.01350938]
463
+ [4. 2.42610739 1.47068043 0.54133472 0.02701876]
464
+ [8. 4.85221478 2.94136085 1.08266944 0.05403753]]
465
+
466
+ Cannon fired upward with terminal event upon impact. The ``terminal`` and
467
+ ``direction`` fields of an event are applied by monkey patching a function.
468
+ Here ``y[0]`` is position and ``y[1]`` is velocity. The projectile starts
469
+ at position 0 with velocity +10. Note that the integration never reaches
470
+ t=100 because the event is terminal.
471
+
472
+ >>> def upward_cannon(t, y): return [y[1], -0.5]
473
+ >>> def hit_ground(t, y): return y[0]
474
+ >>> hit_ground.terminal = True
475
+ >>> hit_ground.direction = -1
476
+ >>> sol = solve_ivp(upward_cannon, [0, 100], [0, 10], events=hit_ground)
477
+ >>> print(sol.t_events)
478
+ [array([40.])]
479
+ >>> print(sol.t)
480
+ [0.00000000e+00 9.99900010e-05 1.09989001e-03 1.10988901e-02
481
+ 1.11088891e-01 1.11098890e+00 1.11099890e+01 4.00000000e+01]
482
+
483
+ Use `dense_output` and `events` to find position, which is 100, at the apex
484
+ of the cannonball's trajectory. Apex is not defined as terminal, so both
485
+ apex and hit_ground are found. There is no information at t=20, so the sol
486
+ attribute is used to evaluate the solution. The sol attribute is returned
487
+ by setting ``dense_output=True``. Alternatively, the `y_events` attribute
488
+ can be used to access the solution at the time of the event.
489
+
490
+ >>> def apex(t, y): return y[1]
491
+ >>> sol = solve_ivp(upward_cannon, [0, 100], [0, 10],
492
+ ... events=(hit_ground, apex), dense_output=True)
493
+ >>> print(sol.t_events)
494
+ [array([40.]), array([20.])]
495
+ >>> print(sol.t)
496
+ [0.00000000e+00 9.99900010e-05 1.09989001e-03 1.10988901e-02
497
+ 1.11088891e-01 1.11098890e+00 1.11099890e+01 4.00000000e+01]
498
+ >>> print(sol.sol(sol.t_events[1][0]))
499
+ [100. 0.]
500
+ >>> print(sol.y_events)
501
+ [array([[-5.68434189e-14, -1.00000000e+01]]),
502
+ array([[1.00000000e+02, 1.77635684e-15]])]
503
+
504
+ As an example of a system with additional parameters, we'll implement
505
+ the Lotka-Volterra equations [12]_.
506
+
507
+ >>> def lotkavolterra(t, z, a, b, c, d):
508
+ ... x, y = z
509
+ ... return [a*x - b*x*y, -c*y + d*x*y]
510
+ ...
511
+
512
+ We pass in the parameter values a=1.5, b=1, c=3 and d=1 with the `args`
513
+ argument.
514
+
515
+ >>> sol = solve_ivp(lotkavolterra, [0, 15], [10, 5], args=(1.5, 1, 3, 1),
516
+ ... dense_output=True)
517
+
518
+ Compute a dense solution and plot it.
519
+
520
+ >>> t = np.linspace(0, 15, 300)
521
+ >>> z = sol.sol(t)
522
+ >>> import matplotlib.pyplot as plt
523
+ >>> plt.plot(t, z.T)
524
+ >>> plt.xlabel('t')
525
+ >>> plt.legend(['x', 'y'], shadow=True)
526
+ >>> plt.title('Lotka-Volterra System')
527
+ >>> plt.show()
528
+
529
+ A couple examples of using solve_ivp to solve the differential
530
+ equation ``y' = Ay`` with complex matrix ``A``.
531
+
532
+ >>> A = np.array([[-0.25 + 0.14j, 0, 0.33 + 0.44j],
533
+ ... [0.25 + 0.58j, -0.2 + 0.14j, 0],
534
+ ... [0, 0.2 + 0.4j, -0.1 + 0.97j]])
535
+
536
+ Solving an IVP with ``A`` from above and ``y`` as 3x1 vector:
537
+
538
+ >>> def deriv_vec(t, y):
539
+ ... return A @ y
540
+ >>> result = solve_ivp(deriv_vec, [0, 25],
541
+ ... np.array([10 + 0j, 20 + 0j, 30 + 0j]),
542
+ ... t_eval=np.linspace(0, 25, 101))
543
+ >>> print(result.y[:, 0])
544
+ [10.+0.j 20.+0.j 30.+0.j]
545
+ >>> print(result.y[:, -1])
546
+ [18.46291039+45.25653651j 10.01569306+36.23293216j
547
+ -4.98662741+80.07360388j]
548
+
549
+ Solving an IVP with ``A`` from above with ``y`` as 3x3 matrix :
550
+
551
+ >>> def deriv_mat(t, y):
552
+ ... return (A @ y.reshape(3, 3)).flatten()
553
+ >>> y0 = np.array([[2 + 0j, 3 + 0j, 4 + 0j],
554
+ ... [5 + 0j, 6 + 0j, 7 + 0j],
555
+ ... [9 + 0j, 34 + 0j, 78 + 0j]])
556
+
557
+ >>> result = solve_ivp(deriv_mat, [0, 25], y0.flatten(),
558
+ ... t_eval=np.linspace(0, 25, 101))
559
+ >>> print(result.y[:, 0].reshape(3, 3))
560
+ [[ 2.+0.j 3.+0.j 4.+0.j]
561
+ [ 5.+0.j 6.+0.j 7.+0.j]
562
+ [ 9.+0.j 34.+0.j 78.+0.j]]
563
+ >>> print(result.y[:, -1].reshape(3, 3))
564
+ [[ 5.67451179 +12.07938445j 17.2888073 +31.03278837j
565
+ 37.83405768 +63.25138759j]
566
+ [ 3.39949503 +11.82123994j 21.32530996 +44.88668871j
567
+ 53.17531184+103.80400411j]
568
+ [ -2.26105874 +22.19277664j -15.1255713 +70.19616341j
569
+ -38.34616845+153.29039931j]]
570
+
571
+
572
+ """
573
+ if method not in METHODS and not (
574
+ inspect.isclass(method) and issubclass(method, OdeSolver)):
575
+ raise ValueError(f"`method` must be one of {METHODS} or OdeSolver class.")
576
+
577
+ t0, tf = map(float, t_span)
578
+
579
+ if args is not None:
580
+ # Wrap the user's fun (and jac, if given) in lambdas to hide the
581
+ # additional parameters. Pass in the original fun as a keyword
582
+ # argument to keep it in the scope of the lambda.
583
+ try:
584
+ _ = [*(args)]
585
+ except TypeError as exp:
586
+ suggestion_tuple = (
587
+ "Supplied 'args' cannot be unpacked. Please supply `args`"
588
+ f" as a tuple (e.g. `args=({args},)`)"
589
+ )
590
+ raise TypeError(suggestion_tuple) from exp
591
+
592
+ def fun(t, x, fun=fun):
593
+ return fun(t, x, *args)
594
+ jac = options.get('jac')
595
+ if callable(jac):
596
+ options['jac'] = lambda t, x: jac(t, x, *args)
597
+
598
+ if t_eval is not None:
599
+ t_eval = np.asarray(t_eval)
600
+ if t_eval.ndim != 1:
601
+ raise ValueError("`t_eval` must be 1-dimensional.")
602
+
603
+ if np.any(t_eval < min(t0, tf)) or np.any(t_eval > max(t0, tf)):
604
+ raise ValueError("Values in `t_eval` are not within `t_span`.")
605
+
606
+ d = np.diff(t_eval)
607
+ if tf > t0 and np.any(d <= 0) or tf < t0 and np.any(d >= 0):
608
+ raise ValueError("Values in `t_eval` are not properly sorted.")
609
+
610
+ if tf > t0:
611
+ t_eval_i = 0
612
+ else:
613
+ # Make order of t_eval decreasing to use np.searchsorted.
614
+ t_eval = t_eval[::-1]
615
+ # This will be an upper bound for slices.
616
+ t_eval_i = t_eval.shape[0]
617
+
618
+ if method in METHODS:
619
+ method = METHODS[method]
620
+
621
+ solver = method(fun, t0, y0, tf, vectorized=vectorized, **options)
622
+
623
+ if t_eval is None:
624
+ ts = [t0]
625
+ ys = [y0]
626
+ elif t_eval is not None and dense_output:
627
+ ts = []
628
+ ti = [t0]
629
+ ys = []
630
+ else:
631
+ ts = []
632
+ ys = []
633
+
634
+ interpolants = []
635
+
636
+ if events is not None:
637
+ events, max_events, event_dir = prepare_events(events)
638
+ event_count = np.zeros(len(events))
639
+ if args is not None:
640
+ # Wrap user functions in lambdas to hide the additional parameters.
641
+ # The original event function is passed as a keyword argument to the
642
+ # lambda to keep the original function in scope (i.e., avoid the
643
+ # late binding closure "gotcha").
644
+ events = [lambda t, x, event=event: event(t, x, *args)
645
+ for event in events]
646
+ g = [event(t0, y0) for event in events]
647
+ t_events = [[] for _ in range(len(events))]
648
+ y_events = [[] for _ in range(len(events))]
649
+ else:
650
+ t_events = None
651
+ y_events = None
652
+
653
+ status = None
654
+ while status is None:
655
+ message = solver.step()
656
+
657
+ if solver.status == 'finished':
658
+ status = 0
659
+ elif solver.status == 'failed':
660
+ status = -1
661
+ break
662
+
663
+ t_old = solver.t_old
664
+ t = solver.t
665
+ y = solver.y
666
+
667
+ if dense_output:
668
+ sol = solver.dense_output()
669
+ interpolants.append(sol)
670
+ else:
671
+ sol = None
672
+
673
+ if events is not None:
674
+ g_new = [event(t, y) for event in events]
675
+ active_events = find_active_events(g, g_new, event_dir)
676
+ if active_events.size > 0:
677
+ if sol is None:
678
+ sol = solver.dense_output()
679
+
680
+ event_count[active_events] += 1
681
+ root_indices, roots, terminate = handle_events(
682
+ sol, events, active_events, event_count, max_events,
683
+ t_old, t)
684
+
685
+ for e, te in zip(root_indices, roots):
686
+ t_events[e].append(te)
687
+ y_events[e].append(sol(te))
688
+
689
+ if terminate:
690
+ status = 1
691
+ t = roots[-1]
692
+ y = sol(t)
693
+
694
+ g = g_new
695
+
696
+ if t_eval is None:
697
+ ts.append(t)
698
+ ys.append(y)
699
+ else:
700
+ # The value in t_eval equal to t will be included.
701
+ if solver.direction > 0:
702
+ t_eval_i_new = np.searchsorted(t_eval, t, side='right')
703
+ t_eval_step = t_eval[t_eval_i:t_eval_i_new]
704
+ else:
705
+ t_eval_i_new = np.searchsorted(t_eval, t, side='left')
706
+ # It has to be done with two slice operations, because
707
+ # you can't slice to 0th element inclusive using backward
708
+ # slicing.
709
+ t_eval_step = t_eval[t_eval_i_new:t_eval_i][::-1]
710
+
711
+ if t_eval_step.size > 0:
712
+ if sol is None:
713
+ sol = solver.dense_output()
714
+ ts.append(t_eval_step)
715
+ ys.append(sol(t_eval_step))
716
+ t_eval_i = t_eval_i_new
717
+
718
+ if t_eval is not None and dense_output:
719
+ ti.append(t)
720
+
721
+ message = MESSAGES.get(status, message)
722
+
723
+ if t_events is not None:
724
+ t_events = [np.asarray(te) for te in t_events]
725
+ y_events = [np.asarray(ye) for ye in y_events]
726
+
727
+ if t_eval is None:
728
+ ts = np.array(ts)
729
+ ys = np.vstack(ys).T
730
+ elif ts:
731
+ ts = np.hstack(ts)
732
+ ys = np.hstack(ys)
733
+
734
+ if dense_output:
735
+ if t_eval is None:
736
+ sol = OdeSolution(
737
+ ts, interpolants, alt_segment=True if method in [BDF, LSODA] else False
738
+ )
739
+ else:
740
+ sol = OdeSolution(
741
+ ti, interpolants, alt_segment=True if method in [BDF, LSODA] else False
742
+ )
743
+ else:
744
+ sol = None
745
+
746
+ return OdeResult(t=ts, y=ys, sol=sol, t_events=t_events, y_events=y_events,
747
+ nfev=solver.nfev, njev=solver.njev, nlu=solver.nlu,
748
+ status=status, message=message, success=status >= 0)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/lsoda.py ADDED
@@ -0,0 +1,224 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.integrate import ode
3
+ from .common import validate_tol, validate_first_step, warn_extraneous
4
+ from .base import OdeSolver, DenseOutput
5
+
6
+
7
+ class LSODA(OdeSolver):
8
+ """Adams/BDF method with automatic stiffness detection and switching.
9
+
10
+ This is a wrapper to the Fortran solver from ODEPACK [1]_. It switches
11
+ automatically between the nonstiff Adams method and the stiff BDF method.
12
+ The method was originally detailed in [2]_.
13
+
14
+ Parameters
15
+ ----------
16
+ fun : callable
17
+ Right-hand side of the system: the time derivative of the state ``y``
18
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
19
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
20
+ return an array of the same shape as ``y``. See `vectorized` for more
21
+ information.
22
+ t0 : float
23
+ Initial time.
24
+ y0 : array_like, shape (n,)
25
+ Initial state.
26
+ t_bound : float
27
+ Boundary time - the integration won't continue beyond it. It also
28
+ determines the direction of the integration.
29
+ first_step : float or None, optional
30
+ Initial step size. Default is ``None`` which means that the algorithm
31
+ should choose.
32
+ min_step : float, optional
33
+ Minimum allowed step size. Default is 0.0, i.e., the step size is not
34
+ bounded and determined solely by the solver.
35
+ max_step : float, optional
36
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
37
+ bounded and determined solely by the solver.
38
+ rtol, atol : float and array_like, optional
39
+ Relative and absolute tolerances. The solver keeps the local error
40
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
41
+ relative accuracy (number of correct digits), while `atol` controls
42
+ absolute accuracy (number of correct decimal places). To achieve the
43
+ desired `rtol`, set `atol` to be smaller than the smallest value that
44
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
45
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
46
+ number of correct digits is not guaranteed. Conversely, to achieve the
47
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
48
+ than `atol`. If components of y have different scales, it might be
49
+ beneficial to set different `atol` values for different components by
50
+ passing array_like with shape (n,) for `atol`. Default values are
51
+ 1e-3 for `rtol` and 1e-6 for `atol`.
52
+ jac : None or callable, optional
53
+ Jacobian matrix of the right-hand side of the system with respect to
54
+ ``y``. The Jacobian matrix has shape (n, n) and its element (i, j) is
55
+ equal to ``d f_i / d y_j``. The function will be called as
56
+ ``jac(t, y)``. If None (default), the Jacobian will be
57
+ approximated by finite differences. It is generally recommended to
58
+ provide the Jacobian rather than relying on a finite-difference
59
+ approximation.
60
+ lband, uband : int or None
61
+ Parameters defining the bandwidth of the Jacobian,
62
+ i.e., ``jac[i, j] != 0 only for i - lband <= j <= i + uband``. Setting
63
+ these requires your jac routine to return the Jacobian in the packed format:
64
+ the returned array must have ``n`` columns and ``uband + lband + 1``
65
+ rows in which Jacobian diagonals are written. Specifically
66
+ ``jac_packed[uband + i - j , j] = jac[i, j]``. The same format is used
67
+ in `scipy.linalg.solve_banded` (check for an illustration).
68
+ These parameters can be also used with ``jac=None`` to reduce the
69
+ number of Jacobian elements estimated by finite differences.
70
+ vectorized : bool, optional
71
+ Whether `fun` may be called in a vectorized fashion. False (default)
72
+ is recommended for this solver.
73
+
74
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
75
+ shape ``(n,)``, where ``n = len(y0)``.
76
+
77
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
78
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
79
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
80
+ the returned array is the time derivative of the state corresponding
81
+ with a column of ``y``).
82
+
83
+ Setting ``vectorized=True`` allows for faster finite difference
84
+ approximation of the Jacobian by methods 'Radau' and 'BDF', but
85
+ will result in slower execution for this solver.
86
+
87
+ Attributes
88
+ ----------
89
+ n : int
90
+ Number of equations.
91
+ status : string
92
+ Current status of the solver: 'running', 'finished' or 'failed'.
93
+ t_bound : float
94
+ Boundary time.
95
+ direction : float
96
+ Integration direction: +1 or -1.
97
+ t : float
98
+ Current time.
99
+ y : ndarray
100
+ Current state.
101
+ t_old : float
102
+ Previous time. None if no steps were made yet.
103
+ nfev : int
104
+ Number of evaluations of the right-hand side.
105
+ njev : int
106
+ Number of evaluations of the Jacobian.
107
+
108
+ References
109
+ ----------
110
+ .. [1] A. C. Hindmarsh, "ODEPACK, A Systematized Collection of ODE
111
+ Solvers," IMACS Transactions on Scientific Computation, Vol 1.,
112
+ pp. 55-64, 1983.
113
+ .. [2] L. Petzold, "Automatic selection of methods for solving stiff and
114
+ nonstiff systems of ordinary differential equations", SIAM Journal
115
+ on Scientific and Statistical Computing, Vol. 4, No. 1, pp. 136-148,
116
+ 1983.
117
+ """
118
+ def __init__(self, fun, t0, y0, t_bound, first_step=None, min_step=0.0,
119
+ max_step=np.inf, rtol=1e-3, atol=1e-6, jac=None, lband=None,
120
+ uband=None, vectorized=False, **extraneous):
121
+ warn_extraneous(extraneous)
122
+ super().__init__(fun, t0, y0, t_bound, vectorized)
123
+
124
+ if first_step is None:
125
+ first_step = 0 # LSODA value for automatic selection.
126
+ else:
127
+ first_step = validate_first_step(first_step, t0, t_bound)
128
+
129
+ first_step *= self.direction
130
+
131
+ if max_step == np.inf:
132
+ max_step = 0 # LSODA value for infinity.
133
+ elif max_step <= 0:
134
+ raise ValueError("`max_step` must be positive.")
135
+
136
+ if min_step < 0:
137
+ raise ValueError("`min_step` must be nonnegative.")
138
+
139
+ rtol, atol = validate_tol(rtol, atol, self.n)
140
+
141
+ solver = ode(self.fun, jac)
142
+ solver.set_integrator('lsoda', rtol=rtol, atol=atol, max_step=max_step,
143
+ min_step=min_step, first_step=first_step,
144
+ lband=lband, uband=uband)
145
+ solver.set_initial_value(y0, t0)
146
+
147
+ # Inject t_bound into rwork array as needed for itask=5.
148
+ solver._integrator.rwork[0] = self.t_bound
149
+ solver._integrator.call_args[4] = solver._integrator.rwork
150
+
151
+ self._lsoda_solver = solver
152
+
153
+ def _step_impl(self):
154
+ solver = self._lsoda_solver
155
+ integrator = solver._integrator
156
+
157
+ # From lsoda.step and lsoda.integrate itask=5 means take a single
158
+ # step and do not go past t_bound.
159
+ itask = integrator.call_args[2]
160
+ integrator.call_args[2] = 5
161
+ solver._y, solver.t = integrator.run(
162
+ solver.f, solver.jac or (lambda: None), solver._y, solver.t,
163
+ self.t_bound, solver.f_params, solver.jac_params)
164
+ integrator.call_args[2] = itask
165
+
166
+ if solver.successful():
167
+ self.t = solver.t
168
+ self.y = solver._y
169
+ # From LSODA Fortran source njev is equal to nlu.
170
+ self.njev = integrator.iwork[12]
171
+ self.nlu = integrator.iwork[12]
172
+ return True, None
173
+ else:
174
+ return False, 'Unexpected istate in LSODA.'
175
+
176
+ def _dense_output_impl(self):
177
+ iwork = self._lsoda_solver._integrator.iwork
178
+ rwork = self._lsoda_solver._integrator.rwork
179
+
180
+ # We want to produce the Nordsieck history array, yh, up to the order
181
+ # used in the last successful iteration. The step size is unimportant
182
+ # because it will be scaled out in LsodaDenseOutput. Some additional
183
+ # work may be required because ODEPACK's LSODA implementation produces
184
+ # the Nordsieck history in the state needed for the next iteration.
185
+
186
+ # iwork[13] contains order from last successful iteration, while
187
+ # iwork[14] contains order to be attempted next.
188
+ order = iwork[13]
189
+
190
+ # rwork[11] contains the step size to be attempted next, while
191
+ # rwork[10] contains step size from last successful iteration.
192
+ h = rwork[11]
193
+
194
+ # rwork[20:20 + (iwork[14] + 1) * self.n] contains entries of the
195
+ # Nordsieck array in state needed for next iteration. We want
196
+ # the entries up to order for the last successful step so use the
197
+ # following.
198
+ yh = np.reshape(rwork[20:20 + (order + 1) * self.n],
199
+ (self.n, order + 1), order='F').copy()
200
+ if iwork[14] < order:
201
+ # If the order is set to decrease then the final column of yh
202
+ # has not been updated within ODEPACK's LSODA
203
+ # implementation because this column will not be used in the
204
+ # next iteration. We must rescale this column to make the
205
+ # associated step size consistent with the other columns.
206
+ yh[:, -1] *= (h / rwork[10]) ** order
207
+
208
+ return LsodaDenseOutput(self.t_old, self.t, h, order, yh)
209
+
210
+
211
+ class LsodaDenseOutput(DenseOutput):
212
+ def __init__(self, t_old, t, h, order, yh):
213
+ super().__init__(t_old, t)
214
+ self.h = h
215
+ self.yh = yh
216
+ self.p = np.arange(order + 1)
217
+
218
+ def _call_impl(self, t):
219
+ if t.ndim == 0:
220
+ x = ((t - self.t) / self.h) ** self.p
221
+ else:
222
+ x = ((t - self.t) / self.h) ** self.p[:, None]
223
+
224
+ return np.dot(self.yh, x)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/radau.py ADDED
@@ -0,0 +1,572 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from scipy.linalg import lu_factor, lu_solve
3
+ from scipy.sparse import csc_matrix, issparse, 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, num_jac, EPS, warn_extraneous,
8
+ validate_first_step)
9
+ from .base import OdeSolver, DenseOutput
10
+
11
+ S6 = 6 ** 0.5
12
+
13
+ # Butcher tableau. A is not used directly, see below.
14
+ C = np.array([(4 - S6) / 10, (4 + S6) / 10, 1])
15
+ E = np.array([-13 - 7 * S6, -13 + 7 * S6, -1]) / 3
16
+
17
+ # Eigendecomposition of A is done: A = T L T**-1. There is 1 real eigenvalue
18
+ # and a complex conjugate pair. They are written below.
19
+ MU_REAL = 3 + 3 ** (2 / 3) - 3 ** (1 / 3)
20
+ MU_COMPLEX = (3 + 0.5 * (3 ** (1 / 3) - 3 ** (2 / 3))
21
+ - 0.5j * (3 ** (5 / 6) + 3 ** (7 / 6)))
22
+
23
+ # These are transformation matrices.
24
+ T = np.array([
25
+ [0.09443876248897524, -0.14125529502095421, 0.03002919410514742],
26
+ [0.25021312296533332, 0.20412935229379994, -0.38294211275726192],
27
+ [1, 1, 0]])
28
+ TI = np.array([
29
+ [4.17871859155190428, 0.32768282076106237, 0.52337644549944951],
30
+ [-4.17871859155190428, -0.32768282076106237, 0.47662355450055044],
31
+ [0.50287263494578682, -2.57192694985560522, 0.59603920482822492]])
32
+ # These linear combinations are used in the algorithm.
33
+ TI_REAL = TI[0]
34
+ TI_COMPLEX = TI[1] + 1j * TI[2]
35
+
36
+ # Interpolator coefficients.
37
+ P = np.array([
38
+ [13/3 + 7*S6/3, -23/3 - 22*S6/3, 10/3 + 5 * S6],
39
+ [13/3 - 7*S6/3, -23/3 + 22*S6/3, 10/3 - 5 * S6],
40
+ [1/3, -8/3, 10/3]])
41
+
42
+
43
+ NEWTON_MAXITER = 6 # Maximum number of Newton iterations.
44
+ MIN_FACTOR = 0.2 # Minimum allowed decrease in a step size.
45
+ MAX_FACTOR = 10 # Maximum allowed increase in a step size.
46
+
47
+
48
+ def solve_collocation_system(fun, t, y, h, Z0, scale, tol,
49
+ LU_real, LU_complex, solve_lu):
50
+ """Solve the collocation system.
51
+
52
+ Parameters
53
+ ----------
54
+ fun : callable
55
+ Right-hand side of the system.
56
+ t : float
57
+ Current time.
58
+ y : ndarray, shape (n,)
59
+ Current state.
60
+ h : float
61
+ Step to try.
62
+ Z0 : ndarray, shape (3, n)
63
+ Initial guess for the solution. It determines new values of `y` at
64
+ ``t + h * C`` as ``y + Z0``, where ``C`` is the Radau method constants.
65
+ scale : ndarray, shape (n)
66
+ Problem tolerance scale, i.e. ``rtol * abs(y) + atol``.
67
+ tol : float
68
+ Tolerance to which solve the system. This value is compared with
69
+ the normalized by `scale` error.
70
+ LU_real, LU_complex
71
+ LU decompositions of the system Jacobians.
72
+ solve_lu : callable
73
+ Callable which solves a linear system given a LU decomposition. The
74
+ signature is ``solve_lu(LU, b)``.
75
+
76
+ Returns
77
+ -------
78
+ converged : bool
79
+ Whether iterations converged.
80
+ n_iter : int
81
+ Number of completed iterations.
82
+ Z : ndarray, shape (3, n)
83
+ Found solution.
84
+ rate : float
85
+ The rate of convergence.
86
+ """
87
+ n = y.shape[0]
88
+ M_real = MU_REAL / h
89
+ M_complex = MU_COMPLEX / h
90
+
91
+ W = TI.dot(Z0)
92
+ Z = Z0
93
+
94
+ F = np.empty((3, n))
95
+ ch = h * C
96
+
97
+ dW_norm_old = None
98
+ dW = np.empty_like(W)
99
+ converged = False
100
+ rate = None
101
+ for k in range(NEWTON_MAXITER):
102
+ for i in range(3):
103
+ F[i] = fun(t + ch[i], y + Z[i])
104
+
105
+ if not np.all(np.isfinite(F)):
106
+ break
107
+
108
+ f_real = F.T.dot(TI_REAL) - M_real * W[0]
109
+ f_complex = F.T.dot(TI_COMPLEX) - M_complex * (W[1] + 1j * W[2])
110
+
111
+ dW_real = solve_lu(LU_real, f_real)
112
+ dW_complex = solve_lu(LU_complex, f_complex)
113
+
114
+ dW[0] = dW_real
115
+ dW[1] = dW_complex.real
116
+ dW[2] = dW_complex.imag
117
+
118
+ dW_norm = norm(dW / scale)
119
+ if dW_norm_old is not None:
120
+ rate = dW_norm / dW_norm_old
121
+
122
+ if (rate is not None and (rate >= 1 or
123
+ rate ** (NEWTON_MAXITER - k) / (1 - rate) * dW_norm > tol)):
124
+ break
125
+
126
+ W += dW
127
+ Z = T.dot(W)
128
+
129
+ if (dW_norm == 0 or
130
+ rate is not None and rate / (1 - rate) * dW_norm < tol):
131
+ converged = True
132
+ break
133
+
134
+ dW_norm_old = dW_norm
135
+
136
+ return converged, k + 1, Z, rate
137
+
138
+
139
+ def predict_factor(h_abs, h_abs_old, error_norm, error_norm_old):
140
+ """Predict by which factor to increase/decrease the step size.
141
+
142
+ The algorithm is described in [1]_.
143
+
144
+ Parameters
145
+ ----------
146
+ h_abs, h_abs_old : float
147
+ Current and previous values of the step size, `h_abs_old` can be None
148
+ (see Notes).
149
+ error_norm, error_norm_old : float
150
+ Current and previous values of the error norm, `error_norm_old` can
151
+ be None (see Notes).
152
+
153
+ Returns
154
+ -------
155
+ factor : float
156
+ Predicted factor.
157
+
158
+ Notes
159
+ -----
160
+ If `h_abs_old` and `error_norm_old` are both not None then a two-step
161
+ algorithm is used, otherwise a one-step algorithm is used.
162
+
163
+ References
164
+ ----------
165
+ .. [1] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential
166
+ Equations II: Stiff and Differential-Algebraic Problems", Sec. IV.8.
167
+ """
168
+ if error_norm_old is None or h_abs_old is None or error_norm == 0:
169
+ multiplier = 1
170
+ else:
171
+ multiplier = h_abs / h_abs_old * (error_norm_old / error_norm) ** 0.25
172
+
173
+ with np.errstate(divide='ignore'):
174
+ factor = min(1, multiplier) * error_norm ** -0.25
175
+
176
+ return factor
177
+
178
+
179
+ class Radau(OdeSolver):
180
+ """Implicit Runge-Kutta method of Radau IIA family of order 5.
181
+
182
+ The implementation follows [1]_. The error is controlled with a
183
+ third-order accurate embedded formula. A cubic polynomial which satisfies
184
+ the collocation conditions is used for the dense output.
185
+
186
+ Parameters
187
+ ----------
188
+ fun : callable
189
+ Right-hand side of the system: the time derivative of the state ``y``
190
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
191
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
192
+ return an array of the same shape as ``y``. See `vectorized` for more
193
+ information.
194
+ t0 : float
195
+ Initial time.
196
+ y0 : array_like, shape (n,)
197
+ Initial state.
198
+ t_bound : float
199
+ Boundary time - the integration won't continue beyond it. It also
200
+ determines the direction of the integration.
201
+ first_step : float or None, optional
202
+ Initial step size. Default is ``None`` which means that the algorithm
203
+ should choose.
204
+ max_step : float, optional
205
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
206
+ bounded and determined solely by the solver.
207
+ rtol, atol : float and array_like, optional
208
+ Relative and absolute tolerances. The solver keeps the local error
209
+ estimates less than ``atol + rtol * abs(y)``. HHere `rtol` controls a
210
+ relative accuracy (number of correct digits), while `atol` controls
211
+ absolute accuracy (number of correct decimal places). To achieve the
212
+ desired `rtol`, set `atol` to be smaller than the smallest value that
213
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
214
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
215
+ number of correct digits is not guaranteed. Conversely, to achieve the
216
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
217
+ than `atol`. If components of y have different scales, it might be
218
+ beneficial to set different `atol` values for different components by
219
+ passing array_like with shape (n,) for `atol`. Default values are
220
+ 1e-3 for `rtol` and 1e-6 for `atol`.
221
+ jac : {None, array_like, sparse_matrix, callable}, optional
222
+ Jacobian matrix of the right-hand side of the system with respect to
223
+ y, required by this method. The Jacobian matrix has shape (n, n) and
224
+ its element (i, j) is equal to ``d f_i / d y_j``.
225
+ There are three ways to define the Jacobian:
226
+
227
+ * If array_like or sparse_matrix, the Jacobian is assumed to
228
+ be constant.
229
+ * If callable, the Jacobian is assumed to depend on both
230
+ t and y; it will be called as ``jac(t, y)`` as necessary.
231
+ For the 'Radau' and 'BDF' methods, the return value might be a
232
+ sparse matrix.
233
+ * If None (default), the Jacobian will be approximated by
234
+ finite differences.
235
+
236
+ It is generally recommended to provide the Jacobian rather than
237
+ relying on a finite-difference approximation.
238
+ jac_sparsity : {None, array_like, sparse matrix}, optional
239
+ Defines a sparsity structure of the Jacobian matrix for a
240
+ finite-difference approximation. Its shape must be (n, n). This argument
241
+ is ignored if `jac` is not `None`. If the Jacobian has only few non-zero
242
+ elements in *each* row, providing the sparsity structure will greatly
243
+ speed up the computations [2]_. A zero entry means that a corresponding
244
+ element in the Jacobian is always zero. If None (default), the Jacobian
245
+ is assumed to be dense.
246
+ vectorized : bool, optional
247
+ Whether `fun` can be called in a vectorized fashion. Default is False.
248
+
249
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
250
+ shape ``(n,)``, where ``n = len(y0)``.
251
+
252
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
253
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
254
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
255
+ the returned array is the time derivative of the state corresponding
256
+ with a column of ``y``).
257
+
258
+ Setting ``vectorized=True`` allows for faster finite difference
259
+ approximation of the Jacobian by this method, but may result in slower
260
+ execution overall in some circumstances (e.g. small ``len(y0)``).
261
+
262
+ Attributes
263
+ ----------
264
+ n : int
265
+ Number of equations.
266
+ status : string
267
+ Current status of the solver: 'running', 'finished' or 'failed'.
268
+ t_bound : float
269
+ Boundary time.
270
+ direction : float
271
+ Integration direction: +1 or -1.
272
+ t : float
273
+ Current time.
274
+ y : ndarray
275
+ Current state.
276
+ t_old : float
277
+ Previous time. None if no steps were made yet.
278
+ step_size : float
279
+ Size of the last successful step. None if no steps were made yet.
280
+ nfev : int
281
+ Number of evaluations of the right-hand side.
282
+ njev : int
283
+ Number of evaluations of the Jacobian.
284
+ nlu : int
285
+ Number of LU decompositions.
286
+
287
+ References
288
+ ----------
289
+ .. [1] E. Hairer, G. Wanner, "Solving Ordinary Differential Equations II:
290
+ Stiff and Differential-Algebraic Problems", Sec. IV.8.
291
+ .. [2] A. Curtis, M. J. D. Powell, and J. Reid, "On the estimation of
292
+ sparse Jacobian matrices", Journal of the Institute of Mathematics
293
+ and its Applications, 13, pp. 117-120, 1974.
294
+ """
295
+ def __init__(self, fun, t0, y0, t_bound, max_step=np.inf,
296
+ rtol=1e-3, atol=1e-6, jac=None, jac_sparsity=None,
297
+ vectorized=False, first_step=None, **extraneous):
298
+ warn_extraneous(extraneous)
299
+ super().__init__(fun, t0, y0, t_bound, vectorized)
300
+ self.y_old = None
301
+ self.max_step = validate_max_step(max_step)
302
+ self.rtol, self.atol = validate_tol(rtol, atol, self.n)
303
+ self.f = self.fun(self.t, self.y)
304
+ # Select initial step assuming the same order which is used to control
305
+ # the error.
306
+ if first_step is None:
307
+ self.h_abs = select_initial_step(
308
+ self.fun, self.t, self.y, t_bound, max_step, self.f, self.direction,
309
+ 3, self.rtol, self.atol)
310
+ else:
311
+ self.h_abs = validate_first_step(first_step, t0, t_bound)
312
+ self.h_abs_old = None
313
+ self.error_norm_old = None
314
+
315
+ self.newton_tol = max(10 * EPS / rtol, min(0.03, rtol ** 0.5))
316
+ self.sol = None
317
+
318
+ self.jac_factor = None
319
+ self.jac, self.J = self._validate_jac(jac, jac_sparsity)
320
+ if issparse(self.J):
321
+ def lu(A):
322
+ self.nlu += 1
323
+ return splu(A)
324
+
325
+ def solve_lu(LU, b):
326
+ return LU.solve(b)
327
+
328
+ I = eye(self.n, format='csc')
329
+ else:
330
+ def lu(A):
331
+ self.nlu += 1
332
+ return lu_factor(A, overwrite_a=True)
333
+
334
+ def solve_lu(LU, b):
335
+ return lu_solve(LU, b, overwrite_b=True)
336
+
337
+ I = np.identity(self.n)
338
+
339
+ self.lu = lu
340
+ self.solve_lu = solve_lu
341
+ self.I = I
342
+
343
+ self.current_jac = True
344
+ self.LU_real = None
345
+ self.LU_complex = None
346
+ self.Z = None
347
+
348
+ def _validate_jac(self, jac, sparsity):
349
+ t0 = self.t
350
+ y0 = self.y
351
+
352
+ if jac is None:
353
+ if sparsity is not None:
354
+ if issparse(sparsity):
355
+ sparsity = csc_matrix(sparsity)
356
+ groups = group_columns(sparsity)
357
+ sparsity = (sparsity, groups)
358
+
359
+ def jac_wrapped(t, y, f):
360
+ self.njev += 1
361
+ J, self.jac_factor = num_jac(self.fun_vectorized, t, y, f,
362
+ self.atol, self.jac_factor,
363
+ sparsity)
364
+ return J
365
+ J = jac_wrapped(t0, y0, self.f)
366
+ elif callable(jac):
367
+ J = jac(t0, y0)
368
+ self.njev = 1
369
+ if issparse(J):
370
+ J = csc_matrix(J)
371
+
372
+ def jac_wrapped(t, y, _=None):
373
+ self.njev += 1
374
+ return csc_matrix(jac(t, y), dtype=float)
375
+
376
+ else:
377
+ J = np.asarray(J, dtype=float)
378
+
379
+ def jac_wrapped(t, y, _=None):
380
+ self.njev += 1
381
+ return np.asarray(jac(t, y), dtype=float)
382
+
383
+ if J.shape != (self.n, self.n):
384
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
385
+ f" but actually has {J.shape}.")
386
+ else:
387
+ if issparse(jac):
388
+ J = csc_matrix(jac)
389
+ else:
390
+ J = np.asarray(jac, dtype=float)
391
+
392
+ if J.shape != (self.n, self.n):
393
+ raise ValueError(f"`jac` is expected to have shape {(self.n, self.n)},"
394
+ f" but actually has {J.shape}.")
395
+ jac_wrapped = None
396
+
397
+ return jac_wrapped, J
398
+
399
+ def _step_impl(self):
400
+ t = self.t
401
+ y = self.y
402
+ f = self.f
403
+
404
+ max_step = self.max_step
405
+ atol = self.atol
406
+ rtol = self.rtol
407
+
408
+ min_step = 10 * np.abs(np.nextafter(t, self.direction * np.inf) - t)
409
+ if self.h_abs > max_step:
410
+ h_abs = max_step
411
+ h_abs_old = None
412
+ error_norm_old = None
413
+ elif self.h_abs < min_step:
414
+ h_abs = min_step
415
+ h_abs_old = None
416
+ error_norm_old = None
417
+ else:
418
+ h_abs = self.h_abs
419
+ h_abs_old = self.h_abs_old
420
+ error_norm_old = self.error_norm_old
421
+
422
+ J = self.J
423
+ LU_real = self.LU_real
424
+ LU_complex = self.LU_complex
425
+
426
+ current_jac = self.current_jac
427
+ jac = self.jac
428
+
429
+ rejected = False
430
+ step_accepted = False
431
+ message = None
432
+ while not step_accepted:
433
+ if h_abs < min_step:
434
+ return False, self.TOO_SMALL_STEP
435
+
436
+ h = h_abs * self.direction
437
+ t_new = t + h
438
+
439
+ if self.direction * (t_new - self.t_bound) > 0:
440
+ t_new = self.t_bound
441
+
442
+ h = t_new - t
443
+ h_abs = np.abs(h)
444
+
445
+ if self.sol is None:
446
+ Z0 = np.zeros((3, y.shape[0]))
447
+ else:
448
+ Z0 = self.sol(t + h * C).T - y
449
+
450
+ scale = atol + np.abs(y) * rtol
451
+
452
+ converged = False
453
+ while not converged:
454
+ if LU_real is None or LU_complex is None:
455
+ LU_real = self.lu(MU_REAL / h * self.I - J)
456
+ LU_complex = self.lu(MU_COMPLEX / h * self.I - J)
457
+
458
+ converged, n_iter, Z, rate = solve_collocation_system(
459
+ self.fun, t, y, h, Z0, scale, self.newton_tol,
460
+ LU_real, LU_complex, self.solve_lu)
461
+
462
+ if not converged:
463
+ if current_jac:
464
+ break
465
+
466
+ J = self.jac(t, y, f)
467
+ current_jac = True
468
+ LU_real = None
469
+ LU_complex = None
470
+
471
+ if not converged:
472
+ h_abs *= 0.5
473
+ LU_real = None
474
+ LU_complex = None
475
+ continue
476
+
477
+ y_new = y + Z[-1]
478
+ ZE = Z.T.dot(E) / h
479
+ error = self.solve_lu(LU_real, f + ZE)
480
+ scale = atol + np.maximum(np.abs(y), np.abs(y_new)) * rtol
481
+ error_norm = norm(error / scale)
482
+ safety = 0.9 * (2 * NEWTON_MAXITER + 1) / (2 * NEWTON_MAXITER
483
+ + n_iter)
484
+
485
+ if rejected and error_norm > 1:
486
+ error = self.solve_lu(LU_real, self.fun(t, y + error) + ZE)
487
+ error_norm = norm(error / scale)
488
+
489
+ if error_norm > 1:
490
+ factor = predict_factor(h_abs, h_abs_old,
491
+ error_norm, error_norm_old)
492
+ h_abs *= max(MIN_FACTOR, safety * factor)
493
+
494
+ LU_real = None
495
+ LU_complex = None
496
+ rejected = True
497
+ else:
498
+ step_accepted = True
499
+
500
+ recompute_jac = jac is not None and n_iter > 2 and rate > 1e-3
501
+
502
+ factor = predict_factor(h_abs, h_abs_old, error_norm, error_norm_old)
503
+ factor = min(MAX_FACTOR, safety * factor)
504
+
505
+ if not recompute_jac and factor < 1.2:
506
+ factor = 1
507
+ else:
508
+ LU_real = None
509
+ LU_complex = None
510
+
511
+ f_new = self.fun(t_new, y_new)
512
+ if recompute_jac:
513
+ J = jac(t_new, y_new, f_new)
514
+ current_jac = True
515
+ elif jac is not None:
516
+ current_jac = False
517
+
518
+ self.h_abs_old = self.h_abs
519
+ self.error_norm_old = error_norm
520
+
521
+ self.h_abs = h_abs * factor
522
+
523
+ self.y_old = y
524
+
525
+ self.t = t_new
526
+ self.y = y_new
527
+ self.f = f_new
528
+
529
+ self.Z = Z
530
+
531
+ self.LU_real = LU_real
532
+ self.LU_complex = LU_complex
533
+ self.current_jac = current_jac
534
+ self.J = J
535
+
536
+ self.t_old = t
537
+ self.sol = self._compute_dense_output()
538
+
539
+ return step_accepted, message
540
+
541
+ def _compute_dense_output(self):
542
+ Q = np.dot(self.Z.T, P)
543
+ return RadauDenseOutput(self.t_old, self.t, self.y_old, Q)
544
+
545
+ def _dense_output_impl(self):
546
+ return self.sol
547
+
548
+
549
+ class RadauDenseOutput(DenseOutput):
550
+ def __init__(self, t_old, t, y_old, Q):
551
+ super().__init__(t_old, t)
552
+ self.h = t - t_old
553
+ self.Q = Q
554
+ self.order = Q.shape[1] - 1
555
+ self.y_old = y_old
556
+
557
+ def _call_impl(self, t):
558
+ x = (t - self.t_old) / self.h
559
+ if t.ndim == 0:
560
+ p = np.tile(x, self.order + 1)
561
+ p = np.cumprod(p)
562
+ else:
563
+ p = np.tile(x, (self.order + 1, 1))
564
+ p = np.cumprod(p, axis=0)
565
+ # Here we don't multiply by h, not a mistake.
566
+ y = np.dot(self.Q, p)
567
+ if y.ndim == 2:
568
+ y += self.y_old[:, None]
569
+ else:
570
+ y += self.y_old
571
+
572
+ return y
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/rk.py ADDED
@@ -0,0 +1,601 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ from .base import OdeSolver, DenseOutput
3
+ from .common import (validate_max_step, validate_tol, select_initial_step,
4
+ norm, warn_extraneous, validate_first_step)
5
+ from . import dop853_coefficients
6
+
7
+ # Multiply steps computed from asymptotic behaviour of errors by this.
8
+ SAFETY = 0.9
9
+
10
+ MIN_FACTOR = 0.2 # Minimum allowed decrease in a step size.
11
+ MAX_FACTOR = 10 # Maximum allowed increase in a step size.
12
+
13
+
14
+ def rk_step(fun, t, y, f, h, A, B, C, K):
15
+ """Perform a single Runge-Kutta step.
16
+
17
+ This function computes a prediction of an explicit Runge-Kutta method and
18
+ also estimates the error of a less accurate method.
19
+
20
+ Notation for Butcher tableau is as in [1]_.
21
+
22
+ Parameters
23
+ ----------
24
+ fun : callable
25
+ Right-hand side of the system.
26
+ t : float
27
+ Current time.
28
+ y : ndarray, shape (n,)
29
+ Current state.
30
+ f : ndarray, shape (n,)
31
+ Current value of the derivative, i.e., ``fun(x, y)``.
32
+ h : float
33
+ Step to use.
34
+ A : ndarray, shape (n_stages, n_stages)
35
+ Coefficients for combining previous RK stages to compute the next
36
+ stage. For explicit methods the coefficients at and above the main
37
+ diagonal are zeros.
38
+ B : ndarray, shape (n_stages,)
39
+ Coefficients for combining RK stages for computing the final
40
+ prediction.
41
+ C : ndarray, shape (n_stages,)
42
+ Coefficients for incrementing time for consecutive RK stages.
43
+ The value for the first stage is always zero.
44
+ K : ndarray, shape (n_stages + 1, n)
45
+ Storage array for putting RK stages here. Stages are stored in rows.
46
+ The last row is a linear combination of the previous rows with
47
+ coefficients
48
+
49
+ Returns
50
+ -------
51
+ y_new : ndarray, shape (n,)
52
+ Solution at t + h computed with a higher accuracy.
53
+ f_new : ndarray, shape (n,)
54
+ Derivative ``fun(t + h, y_new)``.
55
+
56
+ References
57
+ ----------
58
+ .. [1] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential
59
+ Equations I: Nonstiff Problems", Sec. II.4.
60
+ """
61
+ K[0] = f
62
+ for s, (a, c) in enumerate(zip(A[1:], C[1:]), start=1):
63
+ dy = np.dot(K[:s].T, a[:s]) * h
64
+ K[s] = fun(t + c * h, y + dy)
65
+
66
+ y_new = y + h * np.dot(K[:-1].T, B)
67
+ f_new = fun(t + h, y_new)
68
+
69
+ K[-1] = f_new
70
+
71
+ return y_new, f_new
72
+
73
+
74
+ class RungeKutta(OdeSolver):
75
+ """Base class for explicit Runge-Kutta methods."""
76
+ C: np.ndarray = NotImplemented
77
+ A: np.ndarray = NotImplemented
78
+ B: np.ndarray = NotImplemented
79
+ E: np.ndarray = NotImplemented
80
+ P: np.ndarray = NotImplemented
81
+ order: int = NotImplemented
82
+ error_estimator_order: int = NotImplemented
83
+ n_stages: int = NotImplemented
84
+
85
+ def __init__(self, fun, t0, y0, t_bound, max_step=np.inf,
86
+ rtol=1e-3, atol=1e-6, vectorized=False,
87
+ first_step=None, **extraneous):
88
+ warn_extraneous(extraneous)
89
+ super().__init__(fun, t0, y0, t_bound, vectorized,
90
+ support_complex=True)
91
+ self.y_old = None
92
+ self.max_step = validate_max_step(max_step)
93
+ self.rtol, self.atol = validate_tol(rtol, atol, self.n)
94
+ self.f = self.fun(self.t, self.y)
95
+ if first_step is None:
96
+ self.h_abs = select_initial_step(
97
+ self.fun, self.t, self.y, t_bound, max_step, self.f, self.direction,
98
+ self.error_estimator_order, self.rtol, self.atol)
99
+ else:
100
+ self.h_abs = validate_first_step(first_step, t0, t_bound)
101
+ self.K = np.empty((self.n_stages + 1, self.n), dtype=self.y.dtype)
102
+ self.error_exponent = -1 / (self.error_estimator_order + 1)
103
+ self.h_previous = None
104
+
105
+ def _estimate_error(self, K, h):
106
+ return np.dot(K.T, self.E) * h
107
+
108
+ def _estimate_error_norm(self, K, h, scale):
109
+ return norm(self._estimate_error(K, h) / scale)
110
+
111
+ def _step_impl(self):
112
+ t = self.t
113
+ y = self.y
114
+
115
+ max_step = self.max_step
116
+ rtol = self.rtol
117
+ atol = self.atol
118
+
119
+ min_step = 10 * np.abs(np.nextafter(t, self.direction * np.inf) - t)
120
+
121
+ if self.h_abs > max_step:
122
+ h_abs = max_step
123
+ elif self.h_abs < min_step:
124
+ h_abs = min_step
125
+ else:
126
+ h_abs = self.h_abs
127
+
128
+ step_accepted = False
129
+ step_rejected = False
130
+
131
+ while not step_accepted:
132
+ if h_abs < min_step:
133
+ return False, self.TOO_SMALL_STEP
134
+
135
+ h = h_abs * self.direction
136
+ t_new = t + h
137
+
138
+ if self.direction * (t_new - self.t_bound) > 0:
139
+ t_new = self.t_bound
140
+
141
+ h = t_new - t
142
+ h_abs = np.abs(h)
143
+
144
+ y_new, f_new = rk_step(self.fun, t, y, self.f, h, self.A,
145
+ self.B, self.C, self.K)
146
+ scale = atol + np.maximum(np.abs(y), np.abs(y_new)) * rtol
147
+ error_norm = self._estimate_error_norm(self.K, h, scale)
148
+
149
+ if error_norm < 1:
150
+ if error_norm == 0:
151
+ factor = MAX_FACTOR
152
+ else:
153
+ factor = min(MAX_FACTOR,
154
+ SAFETY * error_norm ** self.error_exponent)
155
+
156
+ if step_rejected:
157
+ factor = min(1, factor)
158
+
159
+ h_abs *= factor
160
+
161
+ step_accepted = True
162
+ else:
163
+ h_abs *= max(MIN_FACTOR,
164
+ SAFETY * error_norm ** self.error_exponent)
165
+ step_rejected = True
166
+
167
+ self.h_previous = h
168
+ self.y_old = y
169
+
170
+ self.t = t_new
171
+ self.y = y_new
172
+
173
+ self.h_abs = h_abs
174
+ self.f = f_new
175
+
176
+ return True, None
177
+
178
+ def _dense_output_impl(self):
179
+ Q = self.K.T.dot(self.P)
180
+ return RkDenseOutput(self.t_old, self.t, self.y_old, Q)
181
+
182
+
183
+ class RK23(RungeKutta):
184
+ """Explicit Runge-Kutta method of order 3(2).
185
+
186
+ This uses the Bogacki-Shampine pair of formulas [1]_. The error is controlled
187
+ assuming accuracy of the second-order method, but steps are taken using the
188
+ third-order accurate formula (local extrapolation is done). A cubic Hermite
189
+ polynomial is used for the dense output.
190
+
191
+ Can be applied in the complex domain.
192
+
193
+ Parameters
194
+ ----------
195
+ fun : callable
196
+ Right-hand side of the system: the time derivative of the state ``y``
197
+ at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a
198
+ scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must
199
+ return an array of the same shape as ``y``. See `vectorized` for more
200
+ information.
201
+ t0 : float
202
+ Initial time.
203
+ y0 : array_like, shape (n,)
204
+ Initial state.
205
+ t_bound : float
206
+ Boundary time - the integration won't continue beyond it. It also
207
+ determines the direction of the integration.
208
+ first_step : float or None, optional
209
+ Initial step size. Default is ``None`` which means that the algorithm
210
+ should choose.
211
+ max_step : float, optional
212
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
213
+ bounded and determined solely by the solver.
214
+ rtol, atol : float and array_like, optional
215
+ Relative and absolute tolerances. The solver keeps the local error
216
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
217
+ relative accuracy (number of correct digits), while `atol` controls
218
+ absolute accuracy (number of correct decimal places). To achieve the
219
+ desired `rtol`, set `atol` to be smaller than the smallest value that
220
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
221
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
222
+ number of correct digits is not guaranteed. Conversely, to achieve the
223
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
224
+ than `atol`. If components of y have different scales, it might be
225
+ beneficial to set different `atol` values for different components by
226
+ passing array_like with shape (n,) for `atol`. Default values are
227
+ 1e-3 for `rtol` and 1e-6 for `atol`.
228
+ vectorized : bool, optional
229
+ Whether `fun` may be called in a vectorized fashion. False (default)
230
+ is recommended for this solver.
231
+
232
+ If ``vectorized`` is False, `fun` will always be called with ``y`` of
233
+ shape ``(n,)``, where ``n = len(y0)``.
234
+
235
+ If ``vectorized`` is True, `fun` may be called with ``y`` of shape
236
+ ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave
237
+ such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of
238
+ the returned array is the time derivative of the state corresponding
239
+ with a column of ``y``).
240
+
241
+ Setting ``vectorized=True`` allows for faster finite difference
242
+ approximation of the Jacobian by methods 'Radau' and 'BDF', but
243
+ will result in slower execution for this solver.
244
+
245
+ Attributes
246
+ ----------
247
+ n : int
248
+ Number of equations.
249
+ status : string
250
+ Current status of the solver: 'running', 'finished' or 'failed'.
251
+ t_bound : float
252
+ Boundary time.
253
+ direction : float
254
+ Integration direction: +1 or -1.
255
+ t : float
256
+ Current time.
257
+ y : ndarray
258
+ Current state.
259
+ t_old : float
260
+ Previous time. None if no steps were made yet.
261
+ step_size : float
262
+ Size of the last successful step. None if no steps were made yet.
263
+ nfev : int
264
+ Number evaluations of the system's right-hand side.
265
+ njev : int
266
+ Number of evaluations of the Jacobian.
267
+ Is always 0 for this solver as it does not use the Jacobian.
268
+ nlu : int
269
+ Number of LU decompositions. Is always 0 for this solver.
270
+
271
+ References
272
+ ----------
273
+ .. [1] P. Bogacki, L.F. Shampine, "A 3(2) Pair of Runge-Kutta Formulas",
274
+ Appl. Math. Lett. Vol. 2, No. 4. pp. 321-325, 1989.
275
+ """
276
+ order = 3
277
+ error_estimator_order = 2
278
+ n_stages = 3
279
+ C = np.array([0, 1/2, 3/4])
280
+ A = np.array([
281
+ [0, 0, 0],
282
+ [1/2, 0, 0],
283
+ [0, 3/4, 0]
284
+ ])
285
+ B = np.array([2/9, 1/3, 4/9])
286
+ E = np.array([5/72, -1/12, -1/9, 1/8])
287
+ P = np.array([[1, -4 / 3, 5 / 9],
288
+ [0, 1, -2/3],
289
+ [0, 4/3, -8/9],
290
+ [0, -1, 1]])
291
+
292
+
293
+ class RK45(RungeKutta):
294
+ """Explicit Runge-Kutta method of order 5(4).
295
+
296
+ This uses the Dormand-Prince pair of formulas [1]_. The error is controlled
297
+ assuming accuracy of the fourth-order method accuracy, but steps are taken
298
+ using the fifth-order accurate formula (local extrapolation is done).
299
+ A quartic interpolation polynomial is used for the dense output [2]_.
300
+
301
+ Can be applied in the complex domain.
302
+
303
+ Parameters
304
+ ----------
305
+ fun : callable
306
+ Right-hand side of the system. The calling signature is ``fun(t, y)``.
307
+ Here ``t`` is a scalar, and there are two options for the ndarray ``y``:
308
+ It can either have shape (n,); then ``fun`` must return array_like with
309
+ shape (n,). Alternatively it can have shape (n, k); then ``fun``
310
+ must return an array_like with shape (n, k), i.e., each column
311
+ corresponds to a single column in ``y``. The choice between the two
312
+ options is determined by `vectorized` argument (see below).
313
+ t0 : float
314
+ Initial time.
315
+ y0 : array_like, shape (n,)
316
+ Initial state.
317
+ t_bound : float
318
+ Boundary time - the integration won't continue beyond it. It also
319
+ determines the direction of the integration.
320
+ first_step : float or None, optional
321
+ Initial step size. Default is ``None`` which means that the algorithm
322
+ should choose.
323
+ max_step : float, optional
324
+ Maximum allowed step size. Default is np.inf, i.e., the step size is not
325
+ bounded and determined solely by the solver.
326
+ rtol, atol : float and array_like, optional
327
+ Relative and absolute tolerances. The solver keeps the local error
328
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
329
+ relative accuracy (number of correct digits), while `atol` controls
330
+ absolute accuracy (number of correct decimal places). To achieve the
331
+ desired `rtol`, set `atol` to be smaller than the smallest value that
332
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
333
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
334
+ number of correct digits is not guaranteed. Conversely, to achieve the
335
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
336
+ than `atol`. If components of y have different scales, it might be
337
+ beneficial to set different `atol` values for different components by
338
+ passing array_like with shape (n,) for `atol`. Default values are
339
+ 1e-3 for `rtol` and 1e-6 for `atol`.
340
+ vectorized : bool, optional
341
+ Whether `fun` is implemented in a vectorized fashion. Default is False.
342
+
343
+ Attributes
344
+ ----------
345
+ n : int
346
+ Number of equations.
347
+ status : string
348
+ Current status of the solver: 'running', 'finished' or 'failed'.
349
+ t_bound : float
350
+ Boundary time.
351
+ direction : float
352
+ Integration direction: +1 or -1.
353
+ t : float
354
+ Current time.
355
+ y : ndarray
356
+ Current state.
357
+ t_old : float
358
+ Previous time. None if no steps were made yet.
359
+ step_size : float
360
+ Size of the last successful step. None if no steps were made yet.
361
+ nfev : int
362
+ Number evaluations of the system's right-hand side.
363
+ njev : int
364
+ Number of evaluations of the Jacobian.
365
+ Is always 0 for this solver as it does not use the Jacobian.
366
+ nlu : int
367
+ Number of LU decompositions. Is always 0 for this solver.
368
+
369
+ References
370
+ ----------
371
+ .. [1] J. R. Dormand, P. J. Prince, "A family of embedded Runge-Kutta
372
+ formulae", Journal of Computational and Applied Mathematics, Vol. 6,
373
+ No. 1, pp. 19-26, 1980.
374
+ .. [2] L. W. Shampine, "Some Practical Runge-Kutta Formulas", Mathematics
375
+ of Computation,, Vol. 46, No. 173, pp. 135-150, 1986.
376
+ """
377
+ order = 5
378
+ error_estimator_order = 4
379
+ n_stages = 6
380
+ C = np.array([0, 1/5, 3/10, 4/5, 8/9, 1])
381
+ A = np.array([
382
+ [0, 0, 0, 0, 0],
383
+ [1/5, 0, 0, 0, 0],
384
+ [3/40, 9/40, 0, 0, 0],
385
+ [44/45, -56/15, 32/9, 0, 0],
386
+ [19372/6561, -25360/2187, 64448/6561, -212/729, 0],
387
+ [9017/3168, -355/33, 46732/5247, 49/176, -5103/18656]
388
+ ])
389
+ B = np.array([35/384, 0, 500/1113, 125/192, -2187/6784, 11/84])
390
+ E = np.array([-71/57600, 0, 71/16695, -71/1920, 17253/339200, -22/525,
391
+ 1/40])
392
+ # Corresponds to the optimum value of c_6 from [2]_.
393
+ P = np.array([
394
+ [1, -8048581381/2820520608, 8663915743/2820520608,
395
+ -12715105075/11282082432],
396
+ [0, 0, 0, 0],
397
+ [0, 131558114200/32700410799, -68118460800/10900136933,
398
+ 87487479700/32700410799],
399
+ [0, -1754552775/470086768, 14199869525/1410260304,
400
+ -10690763975/1880347072],
401
+ [0, 127303824393/49829197408, -318862633887/49829197408,
402
+ 701980252875 / 199316789632],
403
+ [0, -282668133/205662961, 2019193451/616988883, -1453857185/822651844],
404
+ [0, 40617522/29380423, -110615467/29380423, 69997945/29380423]])
405
+
406
+
407
+ class DOP853(RungeKutta):
408
+ """Explicit Runge-Kutta method of order 8.
409
+
410
+ This is a Python implementation of "DOP853" algorithm originally written
411
+ in Fortran [1]_, [2]_. Note that this is not a literal translation, but
412
+ the algorithmic core and coefficients are the same.
413
+
414
+ Can be applied in the complex domain.
415
+
416
+ Parameters
417
+ ----------
418
+ fun : callable
419
+ Right-hand side of the system. The calling signature is ``fun(t, y)``.
420
+ Here, ``t`` is a scalar, and there are two options for the ndarray ``y``:
421
+ It can either have shape (n,); then ``fun`` must return array_like with
422
+ shape (n,). Alternatively it can have shape (n, k); then ``fun``
423
+ must return an array_like with shape (n, k), i.e. each column
424
+ corresponds to a single column in ``y``. The choice between the two
425
+ options is determined by `vectorized` argument (see below).
426
+ t0 : float
427
+ Initial time.
428
+ y0 : array_like, shape (n,)
429
+ Initial state.
430
+ t_bound : float
431
+ Boundary time - the integration won't continue beyond it. It also
432
+ determines the direction of the integration.
433
+ first_step : float or None, optional
434
+ Initial step size. Default is ``None`` which means that the algorithm
435
+ should choose.
436
+ max_step : float, optional
437
+ Maximum allowed step size. Default is np.inf, i.e. the step size is not
438
+ bounded and determined solely by the solver.
439
+ rtol, atol : float and array_like, optional
440
+ Relative and absolute tolerances. The solver keeps the local error
441
+ estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a
442
+ relative accuracy (number of correct digits), while `atol` controls
443
+ absolute accuracy (number of correct decimal places). To achieve the
444
+ desired `rtol`, set `atol` to be smaller than the smallest value that
445
+ can be expected from ``rtol * abs(y)`` so that `rtol` dominates the
446
+ allowable error. If `atol` is larger than ``rtol * abs(y)`` the
447
+ number of correct digits is not guaranteed. Conversely, to achieve the
448
+ desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller
449
+ than `atol`. If components of y have different scales, it might be
450
+ beneficial to set different `atol` values for different components by
451
+ passing array_like with shape (n,) for `atol`. Default values are
452
+ 1e-3 for `rtol` and 1e-6 for `atol`.
453
+ vectorized : bool, optional
454
+ Whether `fun` is implemented in a vectorized fashion. Default is False.
455
+
456
+ Attributes
457
+ ----------
458
+ n : int
459
+ Number of equations.
460
+ status : string
461
+ Current status of the solver: 'running', 'finished' or 'failed'.
462
+ t_bound : float
463
+ Boundary time.
464
+ direction : float
465
+ Integration direction: +1 or -1.
466
+ t : float
467
+ Current time.
468
+ y : ndarray
469
+ Current state.
470
+ t_old : float
471
+ Previous time. None if no steps were made yet.
472
+ step_size : float
473
+ Size of the last successful step. None if no steps were made yet.
474
+ nfev : int
475
+ Number evaluations of the system's right-hand side.
476
+ njev : int
477
+ Number of evaluations of the Jacobian. Is always 0 for this solver
478
+ as it does not use the Jacobian.
479
+ nlu : int
480
+ Number of LU decompositions. Is always 0 for this solver.
481
+
482
+ References
483
+ ----------
484
+ .. [1] E. Hairer, S. P. Norsett G. Wanner, "Solving Ordinary Differential
485
+ Equations I: Nonstiff Problems", Sec. II.
486
+ .. [2] `Page with original Fortran code of DOP853
487
+ <http://www.unige.ch/~hairer/software.html>`_.
488
+ """
489
+ n_stages = dop853_coefficients.N_STAGES
490
+ order = 8
491
+ error_estimator_order = 7
492
+ A = dop853_coefficients.A[:n_stages, :n_stages]
493
+ B = dop853_coefficients.B
494
+ C = dop853_coefficients.C[:n_stages]
495
+ E3 = dop853_coefficients.E3
496
+ E5 = dop853_coefficients.E5
497
+ D = dop853_coefficients.D
498
+
499
+ A_EXTRA = dop853_coefficients.A[n_stages + 1:]
500
+ C_EXTRA = dop853_coefficients.C[n_stages + 1:]
501
+
502
+ def __init__(self, fun, t0, y0, t_bound, max_step=np.inf,
503
+ rtol=1e-3, atol=1e-6, vectorized=False,
504
+ first_step=None, **extraneous):
505
+ super().__init__(fun, t0, y0, t_bound, max_step, rtol, atol,
506
+ vectorized, first_step, **extraneous)
507
+ self.K_extended = np.empty((dop853_coefficients.N_STAGES_EXTENDED,
508
+ self.n), dtype=self.y.dtype)
509
+ self.K = self.K_extended[:self.n_stages + 1]
510
+
511
+ def _estimate_error(self, K, h): # Left for testing purposes.
512
+ err5 = np.dot(K.T, self.E5)
513
+ err3 = np.dot(K.T, self.E3)
514
+ denom = np.hypot(np.abs(err5), 0.1 * np.abs(err3))
515
+ correction_factor = np.ones_like(err5)
516
+ mask = denom > 0
517
+ correction_factor[mask] = np.abs(err5[mask]) / denom[mask]
518
+ return h * err5 * correction_factor
519
+
520
+ def _estimate_error_norm(self, K, h, scale):
521
+ err5 = np.dot(K.T, self.E5) / scale
522
+ err3 = np.dot(K.T, self.E3) / scale
523
+ err5_norm_2 = np.linalg.norm(err5)**2
524
+ err3_norm_2 = np.linalg.norm(err3)**2
525
+ if err5_norm_2 == 0 and err3_norm_2 == 0:
526
+ return 0.0
527
+ denom = err5_norm_2 + 0.01 * err3_norm_2
528
+ return np.abs(h) * err5_norm_2 / np.sqrt(denom * len(scale))
529
+
530
+ def _dense_output_impl(self):
531
+ K = self.K_extended
532
+ h = self.h_previous
533
+ for s, (a, c) in enumerate(zip(self.A_EXTRA, self.C_EXTRA),
534
+ start=self.n_stages + 1):
535
+ dy = np.dot(K[:s].T, a[:s]) * h
536
+ K[s] = self.fun(self.t_old + c * h, self.y_old + dy)
537
+
538
+ F = np.empty((dop853_coefficients.INTERPOLATOR_POWER, self.n),
539
+ dtype=self.y_old.dtype)
540
+
541
+ f_old = K[0]
542
+ delta_y = self.y - self.y_old
543
+
544
+ F[0] = delta_y
545
+ F[1] = h * f_old - delta_y
546
+ F[2] = 2 * delta_y - h * (self.f + f_old)
547
+ F[3:] = h * np.dot(self.D, K)
548
+
549
+ return Dop853DenseOutput(self.t_old, self.t, self.y_old, F)
550
+
551
+
552
+ class RkDenseOutput(DenseOutput):
553
+ def __init__(self, t_old, t, y_old, Q):
554
+ super().__init__(t_old, t)
555
+ self.h = t - t_old
556
+ self.Q = Q
557
+ self.order = Q.shape[1] - 1
558
+ self.y_old = y_old
559
+
560
+ def _call_impl(self, t):
561
+ x = (t - self.t_old) / self.h
562
+ if t.ndim == 0:
563
+ p = np.tile(x, self.order + 1)
564
+ p = np.cumprod(p)
565
+ else:
566
+ p = np.tile(x, (self.order + 1, 1))
567
+ p = np.cumprod(p, axis=0)
568
+ y = self.h * np.dot(self.Q, p)
569
+ if y.ndim == 2:
570
+ y += self.y_old[:, None]
571
+ else:
572
+ y += self.y_old
573
+
574
+ return y
575
+
576
+
577
+ class Dop853DenseOutput(DenseOutput):
578
+ def __init__(self, t_old, t, y_old, F):
579
+ super().__init__(t_old, t)
580
+ self.h = t - t_old
581
+ self.F = F
582
+ self.y_old = y_old
583
+
584
+ def _call_impl(self, t):
585
+ x = (t - self.t_old) / self.h
586
+
587
+ if t.ndim == 0:
588
+ y = np.zeros_like(self.y_old)
589
+ else:
590
+ x = x[:, None]
591
+ y = np.zeros((len(x), len(self.y_old)), dtype=self.y_old.dtype)
592
+
593
+ for i, f in enumerate(reversed(self.F)):
594
+ y += f
595
+ if i % 2 == 0:
596
+ y *= x
597
+ else:
598
+ y *= 1 - x
599
+ y += self.y_old
600
+
601
+ return y.T
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1
+ from itertools import product
2
+ from numpy.testing import (assert_, assert_allclose, assert_array_less,
3
+ assert_equal, assert_no_warnings, suppress_warnings)
4
+ import pytest
5
+ from pytest import raises as assert_raises
6
+ import numpy as np
7
+ from scipy.optimize._numdiff import group_columns
8
+ from scipy.integrate import solve_ivp, RK23, RK45, DOP853, Radau, BDF, LSODA
9
+ from scipy.integrate import OdeSolution
10
+ from scipy.integrate._ivp.common import num_jac, select_initial_step
11
+ from scipy.integrate._ivp.base import ConstantDenseOutput
12
+ from scipy.sparse import coo_matrix, csc_matrix
13
+
14
+
15
+ def fun_zero(t, y):
16
+ return np.zeros_like(y)
17
+
18
+
19
+ def fun_linear(t, y):
20
+ return np.array([-y[0] - 5 * y[1], y[0] + y[1]])
21
+
22
+
23
+ def jac_linear():
24
+ return np.array([[-1, -5], [1, 1]])
25
+
26
+
27
+ def sol_linear(t):
28
+ return np.vstack((-5 * np.sin(2 * t),
29
+ 2 * np.cos(2 * t) + np.sin(2 * t)))
30
+
31
+
32
+ def fun_rational(t, y):
33
+ return np.array([y[1] / t,
34
+ y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))])
35
+
36
+
37
+ def fun_rational_vectorized(t, y):
38
+ return np.vstack((y[1] / t,
39
+ y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))))
40
+
41
+
42
+ def jac_rational(t, y):
43
+ return np.array([
44
+ [0, 1 / t],
45
+ [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
46
+ (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
47
+ ])
48
+
49
+
50
+ def jac_rational_sparse(t, y):
51
+ return csc_matrix([
52
+ [0, 1 / t],
53
+ [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
54
+ (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
55
+ ])
56
+
57
+
58
+ def sol_rational(t):
59
+ return np.asarray((t / (t + 10), 10 * t / (t + 10) ** 2))
60
+
61
+
62
+ def fun_medazko(t, y):
63
+ n = y.shape[0] // 2
64
+ k = 100
65
+ c = 4
66
+
67
+ phi = 2 if t <= 5 else 0
68
+ y = np.hstack((phi, 0, y, y[-2]))
69
+
70
+ d = 1 / n
71
+ j = np.arange(n) + 1
72
+ alpha = 2 * (j * d - 1) ** 3 / c ** 2
73
+ beta = (j * d - 1) ** 4 / c ** 2
74
+
75
+ j_2_p1 = 2 * j + 2
76
+ j_2_m3 = 2 * j - 2
77
+ j_2_m1 = 2 * j
78
+ j_2 = 2 * j + 1
79
+
80
+ f = np.empty(2 * n)
81
+ f[::2] = (alpha * (y[j_2_p1] - y[j_2_m3]) / (2 * d) +
82
+ beta * (y[j_2_m3] - 2 * y[j_2_m1] + y[j_2_p1]) / d ** 2 -
83
+ k * y[j_2_m1] * y[j_2])
84
+ f[1::2] = -k * y[j_2] * y[j_2_m1]
85
+
86
+ return f
87
+
88
+
89
+ def medazko_sparsity(n):
90
+ cols = []
91
+ rows = []
92
+
93
+ i = np.arange(n) * 2
94
+
95
+ cols.append(i[1:])
96
+ rows.append(i[1:] - 2)
97
+
98
+ cols.append(i)
99
+ rows.append(i)
100
+
101
+ cols.append(i)
102
+ rows.append(i + 1)
103
+
104
+ cols.append(i[:-1])
105
+ rows.append(i[:-1] + 2)
106
+
107
+ i = np.arange(n) * 2 + 1
108
+
109
+ cols.append(i)
110
+ rows.append(i)
111
+
112
+ cols.append(i)
113
+ rows.append(i - 1)
114
+
115
+ cols = np.hstack(cols)
116
+ rows = np.hstack(rows)
117
+
118
+ return coo_matrix((np.ones_like(cols), (cols, rows)))
119
+
120
+
121
+ def fun_complex(t, y):
122
+ return -y
123
+
124
+
125
+ def jac_complex(t, y):
126
+ return -np.eye(y.shape[0])
127
+
128
+
129
+ def jac_complex_sparse(t, y):
130
+ return csc_matrix(jac_complex(t, y))
131
+
132
+
133
+ def sol_complex(t):
134
+ y = (0.5 + 1j) * np.exp(-t)
135
+ return y.reshape((1, -1))
136
+
137
+
138
+ def fun_event_dense_output_LSODA(t, y):
139
+ return y * (t - 2)
140
+
141
+
142
+ def jac_event_dense_output_LSODA(t, y):
143
+ return t - 2
144
+
145
+
146
+ def sol_event_dense_output_LSODA(t):
147
+ return np.exp(t ** 2 / 2 - 2 * t + np.log(0.05) - 6)
148
+
149
+
150
+ def compute_error(y, y_true, rtol, atol):
151
+ e = (y - y_true) / (atol + rtol * np.abs(y_true))
152
+ return np.linalg.norm(e, axis=0) / np.sqrt(e.shape[0])
153
+
154
+
155
+ @pytest.mark.thread_unsafe
156
+ def test_integration():
157
+ rtol = 1e-3
158
+ atol = 1e-6
159
+ y0 = [1/3, 2/9]
160
+
161
+ for vectorized, method, t_span, jac in product(
162
+ [False, True],
163
+ ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'],
164
+ [[5, 9], [5, 1]],
165
+ [None, jac_rational, jac_rational_sparse]):
166
+
167
+ if vectorized:
168
+ fun = fun_rational_vectorized
169
+ else:
170
+ fun = fun_rational
171
+
172
+ with suppress_warnings() as sup:
173
+ sup.filter(UserWarning,
174
+ "The following arguments have no effect for a chosen "
175
+ "solver: `jac`")
176
+ res = solve_ivp(fun, t_span, y0, rtol=rtol,
177
+ atol=atol, method=method, dense_output=True,
178
+ jac=jac, vectorized=vectorized)
179
+ assert_equal(res.t[0], t_span[0])
180
+ assert_(res.t_events is None)
181
+ assert_(res.y_events is None)
182
+ assert_(res.success)
183
+ assert_equal(res.status, 0)
184
+
185
+ if method == 'DOP853':
186
+ # DOP853 spends more functions evaluation because it doesn't
187
+ # have enough time to develop big enough step size.
188
+ assert_(res.nfev < 50)
189
+ else:
190
+ assert_(res.nfev < 40)
191
+
192
+ if method in ['RK23', 'RK45', 'DOP853', 'LSODA']:
193
+ assert_equal(res.njev, 0)
194
+ assert_equal(res.nlu, 0)
195
+ else:
196
+ assert_(0 < res.njev < 3)
197
+ assert_(0 < res.nlu < 10)
198
+
199
+ y_true = sol_rational(res.t)
200
+ e = compute_error(res.y, y_true, rtol, atol)
201
+ assert_(np.all(e < 5))
202
+
203
+ tc = np.linspace(*t_span)
204
+ yc_true = sol_rational(tc)
205
+ yc = res.sol(tc)
206
+
207
+ e = compute_error(yc, yc_true, rtol, atol)
208
+ assert_(np.all(e < 5))
209
+
210
+ tc = (t_span[0] + t_span[-1]) / 2
211
+ yc_true = sol_rational(tc)
212
+ yc = res.sol(tc)
213
+
214
+ e = compute_error(yc, yc_true, rtol, atol)
215
+ assert_(np.all(e < 5))
216
+
217
+ assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
218
+
219
+
220
+ @pytest.mark.thread_unsafe
221
+ def test_integration_complex():
222
+ rtol = 1e-3
223
+ atol = 1e-6
224
+ y0 = [0.5 + 1j]
225
+ t_span = [0, 1]
226
+ tc = np.linspace(t_span[0], t_span[1])
227
+ for method, jac in product(['RK23', 'RK45', 'DOP853', 'BDF'],
228
+ [None, jac_complex, jac_complex_sparse]):
229
+ with suppress_warnings() as sup:
230
+ sup.filter(UserWarning,
231
+ "The following arguments have no effect for a chosen "
232
+ "solver: `jac`")
233
+ res = solve_ivp(fun_complex, t_span, y0, method=method,
234
+ dense_output=True, rtol=rtol, atol=atol, jac=jac)
235
+
236
+ assert_equal(res.t[0], t_span[0])
237
+ assert_(res.t_events is None)
238
+ assert_(res.y_events is None)
239
+ assert_(res.success)
240
+ assert_equal(res.status, 0)
241
+
242
+ if method == 'DOP853':
243
+ assert res.nfev < 35
244
+ else:
245
+ assert res.nfev < 25
246
+
247
+ if method == 'BDF':
248
+ assert_equal(res.njev, 1)
249
+ assert res.nlu < 6
250
+ else:
251
+ assert res.njev == 0
252
+ assert res.nlu == 0
253
+
254
+ y_true = sol_complex(res.t)
255
+ e = compute_error(res.y, y_true, rtol, atol)
256
+ assert np.all(e < 5)
257
+
258
+ yc_true = sol_complex(tc)
259
+ yc = res.sol(tc)
260
+ e = compute_error(yc, yc_true, rtol, atol)
261
+
262
+ assert np.all(e < 5)
263
+
264
+
265
+ @pytest.mark.fail_slow(5)
266
+ def test_integration_sparse_difference():
267
+ n = 200
268
+ t_span = [0, 20]
269
+ y0 = np.zeros(2 * n)
270
+ y0[1::2] = 1
271
+ sparsity = medazko_sparsity(n)
272
+
273
+ for method in ['BDF', 'Radau']:
274
+ res = solve_ivp(fun_medazko, t_span, y0, method=method,
275
+ jac_sparsity=sparsity)
276
+
277
+ assert_equal(res.t[0], t_span[0])
278
+ assert_(res.t_events is None)
279
+ assert_(res.y_events is None)
280
+ assert_(res.success)
281
+ assert_equal(res.status, 0)
282
+
283
+ assert_allclose(res.y[78, -1], 0.233994e-3, rtol=1e-2)
284
+ assert_allclose(res.y[79, -1], 0, atol=1e-3)
285
+ assert_allclose(res.y[148, -1], 0.359561e-3, rtol=1e-2)
286
+ assert_allclose(res.y[149, -1], 0, atol=1e-3)
287
+ assert_allclose(res.y[198, -1], 0.117374129e-3, rtol=1e-2)
288
+ assert_allclose(res.y[199, -1], 0.6190807e-5, atol=1e-3)
289
+ assert_allclose(res.y[238, -1], 0, atol=1e-3)
290
+ assert_allclose(res.y[239, -1], 0.9999997, rtol=1e-2)
291
+
292
+
293
+ def test_integration_const_jac():
294
+ rtol = 1e-3
295
+ atol = 1e-6
296
+ y0 = [0, 2]
297
+ t_span = [0, 2]
298
+ J = jac_linear()
299
+ J_sparse = csc_matrix(J)
300
+
301
+ for method, jac in product(['Radau', 'BDF'], [J, J_sparse]):
302
+ res = solve_ivp(fun_linear, t_span, y0, rtol=rtol, atol=atol,
303
+ method=method, dense_output=True, jac=jac)
304
+ assert_equal(res.t[0], t_span[0])
305
+ assert_(res.t_events is None)
306
+ assert_(res.y_events is None)
307
+ assert_(res.success)
308
+ assert_equal(res.status, 0)
309
+
310
+ assert_(res.nfev < 100)
311
+ assert_equal(res.njev, 0)
312
+ assert_(0 < res.nlu < 15)
313
+
314
+ y_true = sol_linear(res.t)
315
+ e = compute_error(res.y, y_true, rtol, atol)
316
+ assert_(np.all(e < 10))
317
+
318
+ tc = np.linspace(*t_span)
319
+ yc_true = sol_linear(tc)
320
+ yc = res.sol(tc)
321
+
322
+ e = compute_error(yc, yc_true, rtol, atol)
323
+ assert_(np.all(e < 15))
324
+
325
+ assert_allclose(res.sol(res.t), res.y, rtol=1e-14, atol=1e-14)
326
+
327
+
328
+ @pytest.mark.slow
329
+ @pytest.mark.parametrize('method', ['Radau', 'BDF', 'LSODA'])
330
+ def test_integration_stiff(method, num_parallel_threads):
331
+ rtol = 1e-6
332
+ atol = 1e-6
333
+ y0 = [1e4, 0, 0]
334
+ tspan = [0, 1e8]
335
+
336
+ if method == 'LSODA' and num_parallel_threads > 1:
337
+ pytest.skip(reason='LSODA does not allow for concurrent calls')
338
+
339
+ def fun_robertson(t, state):
340
+ x, y, z = state
341
+ return [
342
+ -0.04 * x + 1e4 * y * z,
343
+ 0.04 * x - 1e4 * y * z - 3e7 * y * y,
344
+ 3e7 * y * y,
345
+ ]
346
+
347
+ res = solve_ivp(fun_robertson, tspan, y0, rtol=rtol,
348
+ atol=atol, method=method)
349
+
350
+ # If the stiff mode is not activated correctly, these numbers will be much bigger
351
+ assert res.nfev < 5000
352
+ assert res.njev < 200
353
+
354
+
355
+ def test_events(num_parallel_threads):
356
+ def event_rational_1(t, y):
357
+ return y[0] - y[1] ** 0.7
358
+
359
+ def event_rational_2(t, y):
360
+ return y[1] ** 0.6 - y[0]
361
+
362
+ def event_rational_3(t, y):
363
+ return t - 7.4
364
+
365
+ event_rational_3.terminal = True
366
+
367
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
368
+ if method == 'LSODA' and num_parallel_threads > 1:
369
+ continue
370
+
371
+ res = solve_ivp(fun_rational, [5, 8], [1/3, 2/9], method=method,
372
+ events=(event_rational_1, event_rational_2))
373
+ assert_equal(res.status, 0)
374
+ assert_equal(res.t_events[0].size, 1)
375
+ assert_equal(res.t_events[1].size, 1)
376
+ assert_(5.3 < res.t_events[0][0] < 5.7)
377
+ assert_(7.3 < res.t_events[1][0] < 7.7)
378
+
379
+ assert_equal(res.y_events[0].shape, (1, 2))
380
+ assert_equal(res.y_events[1].shape, (1, 2))
381
+ assert np.isclose(
382
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
383
+ assert np.isclose(
384
+ event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
385
+
386
+ event_rational_1.direction = 1
387
+ event_rational_2.direction = 1
388
+ res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
389
+ events=(event_rational_1, event_rational_2))
390
+ assert_equal(res.status, 0)
391
+ assert_equal(res.t_events[0].size, 1)
392
+ assert_equal(res.t_events[1].size, 0)
393
+ assert_(5.3 < res.t_events[0][0] < 5.7)
394
+ assert_equal(res.y_events[0].shape, (1, 2))
395
+ assert_equal(res.y_events[1].shape, (0,))
396
+ assert np.isclose(
397
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
398
+
399
+ event_rational_1.direction = -1
400
+ event_rational_2.direction = -1
401
+ res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
402
+ events=(event_rational_1, event_rational_2))
403
+ assert_equal(res.status, 0)
404
+ assert_equal(res.t_events[0].size, 0)
405
+ assert_equal(res.t_events[1].size, 1)
406
+ assert_(7.3 < res.t_events[1][0] < 7.7)
407
+ assert_equal(res.y_events[0].shape, (0,))
408
+ assert_equal(res.y_events[1].shape, (1, 2))
409
+ assert np.isclose(
410
+ event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
411
+
412
+ event_rational_1.direction = 0
413
+ event_rational_2.direction = 0
414
+
415
+ res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
416
+ events=(event_rational_1, event_rational_2,
417
+ event_rational_3), dense_output=True)
418
+ assert_equal(res.status, 1)
419
+ assert_equal(res.t_events[0].size, 1)
420
+ assert_equal(res.t_events[1].size, 0)
421
+ assert_equal(res.t_events[2].size, 1)
422
+ assert_(5.3 < res.t_events[0][0] < 5.7)
423
+ assert_(7.3 < res.t_events[2][0] < 7.5)
424
+ assert_equal(res.y_events[0].shape, (1, 2))
425
+ assert_equal(res.y_events[1].shape, (0,))
426
+ assert_equal(res.y_events[2].shape, (1, 2))
427
+ assert np.isclose(
428
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
429
+ assert np.isclose(
430
+ event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
431
+
432
+ res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
433
+ events=event_rational_1, dense_output=True)
434
+ assert_equal(res.status, 0)
435
+ assert_equal(res.t_events[0].size, 1)
436
+ assert_(5.3 < res.t_events[0][0] < 5.7)
437
+
438
+ assert_equal(res.y_events[0].shape, (1, 2))
439
+ assert np.isclose(
440
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
441
+
442
+ # Also test that termination by event doesn't break interpolants.
443
+ tc = np.linspace(res.t[0], res.t[-1])
444
+ yc_true = sol_rational(tc)
445
+ yc = res.sol(tc)
446
+ e = compute_error(yc, yc_true, 1e-3, 1e-6)
447
+ assert_(np.all(e < 5))
448
+
449
+ # Test that the y_event matches solution
450
+ assert np.allclose(sol_rational(res.t_events[0][0]), res.y_events[0][0],
451
+ rtol=1e-3, atol=1e-6)
452
+
453
+ # Test in backward direction.
454
+ event_rational_1.direction = 0
455
+ event_rational_2.direction = 0
456
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
457
+ if method == 'LSODA' and num_parallel_threads > 1:
458
+ continue
459
+
460
+ res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
461
+ events=(event_rational_1, event_rational_2))
462
+ assert_equal(res.status, 0)
463
+ assert_equal(res.t_events[0].size, 1)
464
+ assert_equal(res.t_events[1].size, 1)
465
+ assert_(5.3 < res.t_events[0][0] < 5.7)
466
+ assert_(7.3 < res.t_events[1][0] < 7.7)
467
+
468
+ assert_equal(res.y_events[0].shape, (1, 2))
469
+ assert_equal(res.y_events[1].shape, (1, 2))
470
+ assert np.isclose(
471
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
472
+ assert np.isclose(
473
+ event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
474
+
475
+ event_rational_1.direction = -1
476
+ event_rational_2.direction = -1
477
+ res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
478
+ events=(event_rational_1, event_rational_2))
479
+ assert_equal(res.status, 0)
480
+ assert_equal(res.t_events[0].size, 1)
481
+ assert_equal(res.t_events[1].size, 0)
482
+ assert_(5.3 < res.t_events[0][0] < 5.7)
483
+
484
+ assert_equal(res.y_events[0].shape, (1, 2))
485
+ assert_equal(res.y_events[1].shape, (0,))
486
+ assert np.isclose(
487
+ event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
488
+
489
+ event_rational_1.direction = 1
490
+ event_rational_2.direction = 1
491
+ res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
492
+ events=(event_rational_1, event_rational_2))
493
+ assert_equal(res.status, 0)
494
+ assert_equal(res.t_events[0].size, 0)
495
+ assert_equal(res.t_events[1].size, 1)
496
+ assert_(7.3 < res.t_events[1][0] < 7.7)
497
+
498
+ assert_equal(res.y_events[0].shape, (0,))
499
+ assert_equal(res.y_events[1].shape, (1, 2))
500
+ assert np.isclose(
501
+ event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
502
+
503
+ event_rational_1.direction = 0
504
+ event_rational_2.direction = 0
505
+
506
+ res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
507
+ events=(event_rational_1, event_rational_2,
508
+ event_rational_3), dense_output=True)
509
+ assert_equal(res.status, 1)
510
+ assert_equal(res.t_events[0].size, 0)
511
+ assert_equal(res.t_events[1].size, 1)
512
+ assert_equal(res.t_events[2].size, 1)
513
+ assert_(7.3 < res.t_events[1][0] < 7.7)
514
+ assert_(7.3 < res.t_events[2][0] < 7.5)
515
+
516
+ assert_equal(res.y_events[0].shape, (0,))
517
+ assert_equal(res.y_events[1].shape, (1, 2))
518
+ assert_equal(res.y_events[2].shape, (1, 2))
519
+ assert np.isclose(
520
+ event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
521
+ assert np.isclose(
522
+ event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
523
+
524
+ # Also test that termination by event doesn't break interpolants.
525
+ tc = np.linspace(res.t[-1], res.t[0])
526
+ yc_true = sol_rational(tc)
527
+ yc = res.sol(tc)
528
+ e = compute_error(yc, yc_true, 1e-3, 1e-6)
529
+ assert_(np.all(e < 5))
530
+
531
+ assert np.allclose(sol_rational(res.t_events[1][0]), res.y_events[1][0],
532
+ rtol=1e-3, atol=1e-6)
533
+ assert np.allclose(sol_rational(res.t_events[2][0]), res.y_events[2][0],
534
+ rtol=1e-3, atol=1e-6)
535
+
536
+
537
+ def _get_harmonic_oscillator():
538
+ def f(t, y):
539
+ return [y[1], -y[0]]
540
+
541
+ def event(t, y):
542
+ return y[0]
543
+
544
+ return f, event
545
+
546
+
547
+ @pytest.mark.parametrize('n_events', [3, 4])
548
+ def test_event_terminal_integer(n_events):
549
+ f, event = _get_harmonic_oscillator()
550
+ event.terminal = n_events
551
+ res = solve_ivp(f, (0, 100), [1, 0], events=event)
552
+ assert len(res.t_events[0]) == n_events
553
+ assert len(res.y_events[0]) == n_events
554
+ assert_allclose(res.y_events[0][:, 0], 0, atol=1e-14)
555
+
556
+
557
+ def test_event_terminal_iv():
558
+ f, event = _get_harmonic_oscillator()
559
+ args = (f, (0, 100), [1, 0])
560
+
561
+ event.terminal = None
562
+ res = solve_ivp(*args, events=event)
563
+ event.terminal = 0
564
+ ref = solve_ivp(*args, events=event)
565
+ assert_allclose(res.t_events, ref.t_events)
566
+
567
+ message = "The `terminal` attribute..."
568
+ event.terminal = -1
569
+ with pytest.raises(ValueError, match=message):
570
+ solve_ivp(*args, events=event)
571
+ event.terminal = 3.5
572
+ with pytest.raises(ValueError, match=message):
573
+ solve_ivp(*args, events=event)
574
+
575
+
576
+ def test_max_step(num_parallel_threads):
577
+ rtol = 1e-3
578
+ atol = 1e-6
579
+ y0 = [1/3, 2/9]
580
+ for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
581
+ if method is LSODA and num_parallel_threads > 1:
582
+ continue
583
+ for t_span in ([5, 9], [5, 1]):
584
+ res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
585
+ max_step=0.5, atol=atol, method=method,
586
+ dense_output=True)
587
+ assert_equal(res.t[0], t_span[0])
588
+ assert_equal(res.t[-1], t_span[-1])
589
+ assert_(np.all(np.abs(np.diff(res.t)) <= 0.5 + 1e-15))
590
+ assert_(res.t_events is None)
591
+ assert_(res.success)
592
+ assert_equal(res.status, 0)
593
+
594
+ y_true = sol_rational(res.t)
595
+ e = compute_error(res.y, y_true, rtol, atol)
596
+ assert_(np.all(e < 5))
597
+
598
+ tc = np.linspace(*t_span)
599
+ yc_true = sol_rational(tc)
600
+ yc = res.sol(tc)
601
+
602
+ e = compute_error(yc, yc_true, rtol, atol)
603
+ assert_(np.all(e < 5))
604
+
605
+ assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
606
+
607
+ assert_raises(ValueError, method, fun_rational, t_span[0], y0,
608
+ t_span[1], max_step=-1)
609
+
610
+ if method is not LSODA:
611
+ solver = method(fun_rational, t_span[0], y0, t_span[1],
612
+ rtol=rtol, atol=atol, max_step=1e-20)
613
+ message = solver.step()
614
+ message = solver.step() # First step succeeds but second step fails.
615
+ assert_equal(solver.status, 'failed')
616
+ assert_("step size is less" in message)
617
+ assert_raises(RuntimeError, solver.step)
618
+
619
+
620
+ def test_first_step(num_parallel_threads):
621
+ rtol = 1e-3
622
+ atol = 1e-6
623
+ y0 = [1/3, 2/9]
624
+ first_step = 0.1
625
+ for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
626
+ if method is LSODA and num_parallel_threads > 1:
627
+ continue
628
+ for t_span in ([5, 9], [5, 1]):
629
+ res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
630
+ max_step=0.5, atol=atol, method=method,
631
+ dense_output=True, first_step=first_step)
632
+
633
+ assert_equal(res.t[0], t_span[0])
634
+ assert_equal(res.t[-1], t_span[-1])
635
+ assert_allclose(first_step, np.abs(res.t[1] - 5))
636
+ assert_(res.t_events is None)
637
+ assert_(res.success)
638
+ assert_equal(res.status, 0)
639
+
640
+ y_true = sol_rational(res.t)
641
+ e = compute_error(res.y, y_true, rtol, atol)
642
+ assert_(np.all(e < 5))
643
+
644
+ tc = np.linspace(*t_span)
645
+ yc_true = sol_rational(tc)
646
+ yc = res.sol(tc)
647
+
648
+ e = compute_error(yc, yc_true, rtol, atol)
649
+ assert_(np.all(e < 5))
650
+
651
+ assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
652
+
653
+ assert_raises(ValueError, method, fun_rational, t_span[0], y0,
654
+ t_span[1], first_step=-1)
655
+ assert_raises(ValueError, method, fun_rational, t_span[0], y0,
656
+ t_span[1], first_step=5)
657
+
658
+
659
+ def test_t_eval():
660
+ rtol = 1e-3
661
+ atol = 1e-6
662
+ y0 = [1/3, 2/9]
663
+ for t_span in ([5, 9], [5, 1]):
664
+ t_eval = np.linspace(t_span[0], t_span[1], 10)
665
+ res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
666
+ t_eval=t_eval)
667
+ assert_equal(res.t, t_eval)
668
+ assert_(res.t_events is None)
669
+ assert_(res.success)
670
+ assert_equal(res.status, 0)
671
+
672
+ y_true = sol_rational(res.t)
673
+ e = compute_error(res.y, y_true, rtol, atol)
674
+ assert_(np.all(e < 5))
675
+
676
+ t_eval = [5, 5.01, 7, 8, 8.01, 9]
677
+ res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
678
+ t_eval=t_eval)
679
+ assert_equal(res.t, t_eval)
680
+ assert_(res.t_events is None)
681
+ assert_(res.success)
682
+ assert_equal(res.status, 0)
683
+
684
+ y_true = sol_rational(res.t)
685
+ e = compute_error(res.y, y_true, rtol, atol)
686
+ assert_(np.all(e < 5))
687
+
688
+ t_eval = [5, 4.99, 3, 1.5, 1.1, 1.01, 1]
689
+ res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
690
+ t_eval=t_eval)
691
+ assert_equal(res.t, t_eval)
692
+ assert_(res.t_events is None)
693
+ assert_(res.success)
694
+ assert_equal(res.status, 0)
695
+
696
+ t_eval = [5.01, 7, 8, 8.01]
697
+ res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
698
+ t_eval=t_eval)
699
+ assert_equal(res.t, t_eval)
700
+ assert_(res.t_events is None)
701
+ assert_(res.success)
702
+ assert_equal(res.status, 0)
703
+
704
+ y_true = sol_rational(res.t)
705
+ e = compute_error(res.y, y_true, rtol, atol)
706
+ assert_(np.all(e < 5))
707
+
708
+ t_eval = [4.99, 3, 1.5, 1.1, 1.01]
709
+ res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
710
+ t_eval=t_eval)
711
+ assert_equal(res.t, t_eval)
712
+ assert_(res.t_events is None)
713
+ assert_(res.success)
714
+ assert_equal(res.status, 0)
715
+
716
+ t_eval = [4, 6]
717
+ assert_raises(ValueError, solve_ivp, fun_rational, [5, 9], y0,
718
+ rtol=rtol, atol=atol, t_eval=t_eval)
719
+
720
+
721
+ def test_t_eval_dense_output():
722
+ rtol = 1e-3
723
+ atol = 1e-6
724
+ y0 = [1/3, 2/9]
725
+ t_span = [5, 9]
726
+ t_eval = np.linspace(t_span[0], t_span[1], 10)
727
+ res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
728
+ t_eval=t_eval)
729
+ res_d = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
730
+ t_eval=t_eval, dense_output=True)
731
+ assert_equal(res.t, t_eval)
732
+ assert_(res.t_events is None)
733
+ assert_(res.success)
734
+ assert_equal(res.status, 0)
735
+
736
+ assert_equal(res.t, res_d.t)
737
+ assert_equal(res.y, res_d.y)
738
+ assert_(res_d.t_events is None)
739
+ assert_(res_d.success)
740
+ assert_equal(res_d.status, 0)
741
+
742
+ # if t and y are equal only test values for one case
743
+ y_true = sol_rational(res.t)
744
+ e = compute_error(res.y, y_true, rtol, atol)
745
+ assert_(np.all(e < 5))
746
+
747
+
748
+ @pytest.mark.thread_unsafe
749
+ def test_t_eval_early_event():
750
+ def early_event(t, y):
751
+ return t - 7
752
+
753
+ early_event.terminal = True
754
+
755
+ rtol = 1e-3
756
+ atol = 1e-6
757
+ y0 = [1/3, 2/9]
758
+ t_span = [5, 9]
759
+ t_eval = np.linspace(7.5, 9, 16)
760
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
761
+ with suppress_warnings() as sup:
762
+ sup.filter(UserWarning,
763
+ "The following arguments have no effect for a chosen "
764
+ "solver: `jac`")
765
+ res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
766
+ method=method, t_eval=t_eval, events=early_event,
767
+ jac=jac_rational)
768
+ assert res.success
769
+ assert res.message == 'A termination event occurred.'
770
+ assert res.status == 1
771
+ assert not res.t and not res.y
772
+ assert len(res.t_events) == 1
773
+ assert res.t_events[0].size == 1
774
+ assert res.t_events[0][0] == 7
775
+
776
+
777
+ def test_event_dense_output_LSODA(num_parallel_threads):
778
+ if num_parallel_threads > 1:
779
+ pytest.skip('LSODA does not allow for concurrent execution')
780
+
781
+ def event_lsoda(t, y):
782
+ return y[0] - 2.02e-5
783
+
784
+ rtol = 1e-3
785
+ atol = 1e-6
786
+ y0 = [0.05]
787
+ t_span = [-2, 2]
788
+ first_step = 1e-3
789
+ res = solve_ivp(
790
+ fun_event_dense_output_LSODA,
791
+ t_span,
792
+ y0,
793
+ method="LSODA",
794
+ dense_output=True,
795
+ events=event_lsoda,
796
+ first_step=first_step,
797
+ max_step=1,
798
+ rtol=rtol,
799
+ atol=atol,
800
+ jac=jac_event_dense_output_LSODA,
801
+ )
802
+
803
+ assert_equal(res.t[0], t_span[0])
804
+ assert_equal(res.t[-1], t_span[-1])
805
+ assert_allclose(first_step, np.abs(res.t[1] - t_span[0]))
806
+ assert res.success
807
+ assert_equal(res.status, 0)
808
+
809
+ y_true = sol_event_dense_output_LSODA(res.t)
810
+ e = compute_error(res.y, y_true, rtol, atol)
811
+ assert_array_less(e, 5)
812
+
813
+ tc = np.linspace(*t_span)
814
+ yc_true = sol_event_dense_output_LSODA(tc)
815
+ yc = res.sol(tc)
816
+ e = compute_error(yc, yc_true, rtol, atol)
817
+ assert_array_less(e, 5)
818
+
819
+ assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
820
+
821
+
822
+ def test_no_integration():
823
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
824
+ sol = solve_ivp(lambda t, y: -y, [4, 4], [2, 3],
825
+ method=method, dense_output=True)
826
+ assert_equal(sol.sol(4), [2, 3])
827
+ assert_equal(sol.sol([4, 5, 6]), [[2, 2, 2], [3, 3, 3]])
828
+
829
+
830
+ def test_no_integration_class():
831
+ for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
832
+ solver = method(lambda t, y: -y, 0.0, [10.0, 0.0], 0.0)
833
+ solver.step()
834
+ assert_equal(solver.status, 'finished')
835
+ sol = solver.dense_output()
836
+ assert_equal(sol(0.0), [10.0, 0.0])
837
+ assert_equal(sol([0, 1, 2]), [[10, 10, 10], [0, 0, 0]])
838
+
839
+ solver = method(lambda t, y: -y, 0.0, [], np.inf)
840
+ solver.step()
841
+ assert_equal(solver.status, 'finished')
842
+ sol = solver.dense_output()
843
+ assert_equal(sol(100.0), [])
844
+ assert_equal(sol([0, 1, 2]), np.empty((0, 3)))
845
+
846
+
847
+ def test_empty():
848
+ def fun(t, y):
849
+ return np.zeros((0,))
850
+
851
+ y0 = np.zeros((0,))
852
+
853
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
854
+ sol = assert_no_warnings(solve_ivp, fun, [0, 10], y0,
855
+ method=method, dense_output=True)
856
+ assert_equal(sol.sol(10), np.zeros((0,)))
857
+ assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
858
+
859
+ for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
860
+ sol = assert_no_warnings(solve_ivp, fun, [0, np.inf], y0,
861
+ method=method, dense_output=True)
862
+ assert_equal(sol.sol(10), np.zeros((0,)))
863
+ assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
864
+
865
+
866
+ def test_ConstantDenseOutput():
867
+ sol = ConstantDenseOutput(0, 1, np.array([1, 2]))
868
+ assert_allclose(sol(1.5), [1, 2])
869
+ assert_allclose(sol([1, 1.5, 2]), [[1, 1, 1], [2, 2, 2]])
870
+
871
+ sol = ConstantDenseOutput(0, 1, np.array([]))
872
+ assert_allclose(sol(1.5), np.empty(0))
873
+ assert_allclose(sol([1, 1.5, 2]), np.empty((0, 3)))
874
+
875
+
876
+ def test_classes():
877
+ y0 = [1 / 3, 2 / 9]
878
+ for cls in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
879
+ solver = cls(fun_rational, 5, y0, np.inf)
880
+ assert_equal(solver.n, 2)
881
+ assert_equal(solver.status, 'running')
882
+ assert_equal(solver.t_bound, np.inf)
883
+ assert_equal(solver.direction, 1)
884
+ assert_equal(solver.t, 5)
885
+ assert_equal(solver.y, y0)
886
+ assert_(solver.step_size is None)
887
+ if cls is not LSODA:
888
+ assert_(solver.nfev > 0)
889
+ assert_(solver.njev >= 0)
890
+ assert_equal(solver.nlu, 0)
891
+ else:
892
+ assert_equal(solver.nfev, 0)
893
+ assert_equal(solver.njev, 0)
894
+ assert_equal(solver.nlu, 0)
895
+
896
+ assert_raises(RuntimeError, solver.dense_output)
897
+
898
+ message = solver.step()
899
+ assert_equal(solver.status, 'running')
900
+ assert_equal(message, None)
901
+ assert_equal(solver.n, 2)
902
+ assert_equal(solver.t_bound, np.inf)
903
+ assert_equal(solver.direction, 1)
904
+ assert_(solver.t > 5)
905
+ assert_(not np.all(np.equal(solver.y, y0)))
906
+ assert_(solver.step_size > 0)
907
+ assert_(solver.nfev > 0)
908
+ assert_(solver.njev >= 0)
909
+ assert_(solver.nlu >= 0)
910
+ sol = solver.dense_output()
911
+ assert_allclose(sol(5), y0, rtol=1e-15, atol=0)
912
+
913
+
914
+ def test_OdeSolution():
915
+ ts = np.array([0, 2, 5], dtype=float)
916
+ s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
917
+ s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
918
+
919
+ sol = OdeSolution(ts, [s1, s2])
920
+
921
+ assert_equal(sol(-1), [-1])
922
+ assert_equal(sol(1), [-1])
923
+ assert_equal(sol(2), [-1])
924
+ assert_equal(sol(3), [1])
925
+ assert_equal(sol(5), [1])
926
+ assert_equal(sol(6), [1])
927
+
928
+ assert_equal(sol([0, 6, -2, 1.5, 4.5, 2.5, 5, 5.5, 2]),
929
+ np.array([[-1, 1, -1, -1, 1, 1, 1, 1, -1]]))
930
+
931
+ ts = np.array([10, 4, -3])
932
+ s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
933
+ s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
934
+
935
+ sol = OdeSolution(ts, [s1, s2])
936
+ assert_equal(sol(11), [-1])
937
+ assert_equal(sol(10), [-1])
938
+ assert_equal(sol(5), [-1])
939
+ assert_equal(sol(4), [-1])
940
+ assert_equal(sol(0), [1])
941
+ assert_equal(sol(-3), [1])
942
+ assert_equal(sol(-4), [1])
943
+
944
+ assert_equal(sol([12, -5, 10, -3, 6, 1, 4]),
945
+ np.array([[-1, 1, -1, 1, -1, 1, -1]]))
946
+
947
+ ts = np.array([1, 1])
948
+ s = ConstantDenseOutput(1, 1, np.array([10]))
949
+ sol = OdeSolution(ts, [s])
950
+ assert_equal(sol(0), [10])
951
+ assert_equal(sol(1), [10])
952
+ assert_equal(sol(2), [10])
953
+
954
+ assert_equal(sol([2, 1, 0]), np.array([[10, 10, 10]]))
955
+
956
+
957
+ def test_num_jac():
958
+ def fun(t, y):
959
+ return np.vstack([
960
+ -0.04 * y[0] + 1e4 * y[1] * y[2],
961
+ 0.04 * y[0] - 1e4 * y[1] * y[2] - 3e7 * y[1] ** 2,
962
+ 3e7 * y[1] ** 2
963
+ ])
964
+
965
+ def jac(t, y):
966
+ return np.array([
967
+ [-0.04, 1e4 * y[2], 1e4 * y[1]],
968
+ [0.04, -1e4 * y[2] - 6e7 * y[1], -1e4 * y[1]],
969
+ [0, 6e7 * y[1], 0]
970
+ ])
971
+
972
+ t = 1
973
+ y = np.array([1, 0, 0])
974
+ J_true = jac(t, y)
975
+ threshold = 1e-5
976
+ f = fun(t, y).ravel()
977
+
978
+ J_num, factor = num_jac(fun, t, y, f, threshold, None)
979
+ assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
980
+
981
+ J_num, factor = num_jac(fun, t, y, f, threshold, factor)
982
+ assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
983
+
984
+
985
+ def test_num_jac_sparse():
986
+ def fun(t, y):
987
+ e = y[1:]**3 - y[:-1]**2
988
+ z = np.zeros(y.shape[1])
989
+ return np.vstack((z, 3 * e)) + np.vstack((2 * e, z))
990
+
991
+ def structure(n):
992
+ A = np.zeros((n, n), dtype=int)
993
+ A[0, 0] = 1
994
+ A[0, 1] = 1
995
+ for i in range(1, n - 1):
996
+ A[i, i - 1: i + 2] = 1
997
+ A[-1, -1] = 1
998
+ A[-1, -2] = 1
999
+
1000
+ return A
1001
+
1002
+ np.random.seed(0)
1003
+ n = 20
1004
+ y = np.random.randn(n)
1005
+ A = structure(n)
1006
+ groups = group_columns(A)
1007
+
1008
+ f = fun(0, y[:, None]).ravel()
1009
+
1010
+ # Compare dense and sparse results, assuming that dense implementation
1011
+ # is correct (as it is straightforward).
1012
+ J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, None,
1013
+ sparsity=(A, groups))
1014
+ J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, None)
1015
+ assert_allclose(J_num_dense, J_num_sparse.toarray(),
1016
+ rtol=1e-12, atol=1e-14)
1017
+ assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
1018
+
1019
+ # Take small factors to trigger their recomputing inside.
1020
+ factor = np.random.uniform(0, 1e-12, size=n)
1021
+ J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, factor,
1022
+ sparsity=(A, groups))
1023
+ J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, factor)
1024
+
1025
+ assert_allclose(J_num_dense, J_num_sparse.toarray(),
1026
+ rtol=1e-12, atol=1e-14)
1027
+ assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
1028
+
1029
+
1030
+ def test_args():
1031
+
1032
+ # sys3 is actually two decoupled systems. (x, y) form a
1033
+ # linear oscillator, while z is a nonlinear first order
1034
+ # system with equilibria at z=0 and z=1. If k > 0, z=1
1035
+ # is stable and z=0 is unstable.
1036
+
1037
+ def sys3(t, w, omega, k, zfinal):
1038
+ x, y, z = w
1039
+ return [-omega*y, omega*x, k*z*(1 - z)]
1040
+
1041
+ def sys3_jac(t, w, omega, k, zfinal):
1042
+ x, y, z = w
1043
+ J = np.array([[0, -omega, 0],
1044
+ [omega, 0, 0],
1045
+ [0, 0, k*(1 - 2*z)]])
1046
+ return J
1047
+
1048
+ def sys3_x0decreasing(t, w, omega, k, zfinal):
1049
+ x, y, z = w
1050
+ return x
1051
+
1052
+ def sys3_y0increasing(t, w, omega, k, zfinal):
1053
+ x, y, z = w
1054
+ return y
1055
+
1056
+ def sys3_zfinal(t, w, omega, k, zfinal):
1057
+ x, y, z = w
1058
+ return z - zfinal
1059
+
1060
+ # Set the event flags for the event functions.
1061
+ sys3_x0decreasing.direction = -1
1062
+ sys3_y0increasing.direction = 1
1063
+ sys3_zfinal.terminal = True
1064
+
1065
+ omega = 2
1066
+ k = 4
1067
+
1068
+ tfinal = 5
1069
+ zfinal = 0.99
1070
+ # Find z0 such that when z(0) = z0, z(tfinal) = zfinal.
1071
+ # The condition z(tfinal) = zfinal is the terminal event.
1072
+ z0 = np.exp(-k*tfinal)/((1 - zfinal)/zfinal + np.exp(-k*tfinal))
1073
+
1074
+ w0 = [0, -1, z0]
1075
+
1076
+ # Provide the jac argument and use the Radau method to ensure that the use
1077
+ # of the Jacobian function is exercised.
1078
+ # If event handling is working, the solution will stop at tfinal, not tend.
1079
+ tend = 2*tfinal
1080
+ sol = solve_ivp(sys3, [0, tend], w0,
1081
+ events=[sys3_x0decreasing, sys3_y0increasing, sys3_zfinal],
1082
+ dense_output=True, args=(omega, k, zfinal),
1083
+ method='Radau', jac=sys3_jac,
1084
+ rtol=1e-10, atol=1e-13)
1085
+
1086
+ # Check that we got the expected events at the expected times.
1087
+ x0events_t = sol.t_events[0]
1088
+ y0events_t = sol.t_events[1]
1089
+ zfinalevents_t = sol.t_events[2]
1090
+ assert_allclose(x0events_t, [0.5*np.pi, 1.5*np.pi])
1091
+ assert_allclose(y0events_t, [0.25*np.pi, 1.25*np.pi])
1092
+ assert_allclose(zfinalevents_t, [tfinal])
1093
+
1094
+ # Check that the solution agrees with the known exact solution.
1095
+ t = np.linspace(0, zfinalevents_t[0], 250)
1096
+ w = sol.sol(t)
1097
+ assert_allclose(w[0], np.sin(omega*t), rtol=1e-9, atol=1e-12)
1098
+ assert_allclose(w[1], -np.cos(omega*t), rtol=1e-9, atol=1e-12)
1099
+ assert_allclose(w[2], 1/(((1 - z0)/z0)*np.exp(-k*t) + 1),
1100
+ rtol=1e-9, atol=1e-12)
1101
+
1102
+ # Check that the state variables have the expected values at the events.
1103
+ x0events = sol.sol(x0events_t)
1104
+ y0events = sol.sol(y0events_t)
1105
+ zfinalevents = sol.sol(zfinalevents_t)
1106
+ assert_allclose(x0events[0], np.zeros_like(x0events[0]), atol=5e-14)
1107
+ assert_allclose(x0events[1], np.ones_like(x0events[1]))
1108
+ assert_allclose(y0events[0], np.ones_like(y0events[0]))
1109
+ assert_allclose(y0events[1], np.zeros_like(y0events[1]), atol=5e-14)
1110
+ assert_allclose(zfinalevents[2], [zfinal])
1111
+
1112
+
1113
+ @pytest.mark.thread_unsafe
1114
+ def test_array_rtol():
1115
+ # solve_ivp had a bug with array_like `rtol`; see gh-15482
1116
+ # check that it's fixed
1117
+ def f(t, y):
1118
+ return y[0], y[1]
1119
+
1120
+ # no warning (or error) when `rtol` is array_like
1121
+ sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-1])
1122
+ err1 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
1123
+
1124
+ # warning when an element of `rtol` is too small
1125
+ with pytest.warns(UserWarning, match="At least one element..."):
1126
+ sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-16])
1127
+ err2 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
1128
+
1129
+ # tighter rtol improves the error
1130
+ assert err2 < err1
1131
+
1132
+
1133
+ @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'])
1134
+ def test_integration_zero_rhs(method, num_parallel_threads):
1135
+ if method == 'LSODA' and num_parallel_threads > 1:
1136
+ pytest.skip(reason='LSODA does not allow for concurrent execution')
1137
+
1138
+ result = solve_ivp(fun_zero, [0, 10], np.ones(3), method=method)
1139
+ assert_(result.success)
1140
+ assert_equal(result.status, 0)
1141
+ assert_allclose(result.y, 1.0, rtol=1e-15)
1142
+
1143
+
1144
+ def test_args_single_value():
1145
+ def fun_with_arg(t, y, a):
1146
+ return a*y
1147
+
1148
+ message = "Supplied 'args' cannot be unpacked."
1149
+ with pytest.raises(TypeError, match=message):
1150
+ solve_ivp(fun_with_arg, (0, 0.1), [1], args=-1)
1151
+
1152
+ sol = solve_ivp(fun_with_arg, (0, 0.1), [1], args=(-1,))
1153
+ assert_allclose(sol.y[0, -1], np.exp(-0.1))
1154
+
1155
+
1156
+ @pytest.mark.parametrize("f0_fill", [np.nan, np.inf])
1157
+ def test_initial_state_finiteness(f0_fill):
1158
+ # regression test for gh-17846
1159
+ msg = "All components of the initial state `y0` must be finite."
1160
+ with pytest.raises(ValueError, match=msg):
1161
+ solve_ivp(fun_zero, [0, 10], np.full(3, f0_fill))
1162
+
1163
+
1164
+ @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
1165
+ def test_zero_interval(method):
1166
+ # Case where upper and lower limits of integration are the same
1167
+ # Result of integration should match initial state.
1168
+ # f[y(t)] = 2y(t)
1169
+ def f(t, y):
1170
+ return 2 * y
1171
+ res = solve_ivp(f, (0.0, 0.0), np.array([1.0]), method=method)
1172
+ assert res.success
1173
+ assert_allclose(res.y[0, -1], 1.0)
1174
+
1175
+
1176
+ @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
1177
+ def test_tbound_respected_small_interval(method):
1178
+ """Regression test for gh-17341"""
1179
+ SMALL = 1e-4
1180
+
1181
+ # f[y(t)] = 2y(t) on t in [0,SMALL]
1182
+ # undefined otherwise
1183
+ def f(t, y):
1184
+ if t > SMALL:
1185
+ raise ValueError("Function was evaluated outside interval")
1186
+ return 2 * y
1187
+ res = solve_ivp(f, (0.0, SMALL), np.array([1]), method=method)
1188
+ assert res.success
1189
+
1190
+
1191
+ @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
1192
+ def test_tbound_respected_larger_interval(method):
1193
+ """Regression test for gh-8848"""
1194
+ def V(r):
1195
+ return -11/r + 10 * r / (0.05 + r**2)
1196
+
1197
+ def func(t, p):
1198
+ if t < -17 or t > 2:
1199
+ raise ValueError("Function was evaluated outside interval")
1200
+ P = p[0]
1201
+ Q = p[1]
1202
+ r = np.exp(t)
1203
+ dPdr = r * Q
1204
+ dQdr = -2.0 * r * ((-0.2 - V(r)) * P + 1 / r * Q)
1205
+ return np.array([dPdr, dQdr])
1206
+
1207
+ result = solve_ivp(func,
1208
+ (-17, 2),
1209
+ y0=np.array([1, -11]),
1210
+ max_step=0.03,
1211
+ vectorized=False,
1212
+ t_eval=None,
1213
+ atol=1e-8,
1214
+ rtol=1e-5)
1215
+ assert result.success
1216
+
1217
+
1218
+ @pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
1219
+ def test_tbound_respected_oscillator(method):
1220
+ "Regression test for gh-9198"
1221
+ def reactions_func(t, y):
1222
+ if (t > 205):
1223
+ raise ValueError("Called outside interval")
1224
+ yprime = np.array([1.73307544e-02,
1225
+ 6.49376470e-06,
1226
+ 0.00000000e+00,
1227
+ 0.00000000e+00])
1228
+ return yprime
1229
+
1230
+ def run_sim2(t_end, n_timepoints=10, shortest_delay_line=10000000):
1231
+ init_state = np.array([134.08298555, 138.82348612, 100., 0.])
1232
+ t0 = 100.0
1233
+ t1 = 200.0
1234
+ return solve_ivp(reactions_func,
1235
+ (t0, t1),
1236
+ init_state.copy(),
1237
+ dense_output=True,
1238
+ max_step=t1 - t0)
1239
+ result = run_sim2(1000, 100, 100)
1240
+ assert result.success
1241
+
1242
+
1243
+ def test_inital_maxstep():
1244
+ """Verify that select_inital_step respects max_step"""
1245
+ rtol = 1e-3
1246
+ atol = 1e-6
1247
+ y0 = np.array([1/3, 2/9])
1248
+ for (t0, t_bound) in ((5, 9), (5, 1)):
1249
+ for method_order in [RK23.error_estimator_order,
1250
+ RK45.error_estimator_order,
1251
+ DOP853.error_estimator_order,
1252
+ 3, #RADAU
1253
+ 1 #BDF
1254
+ ]:
1255
+ step_no_max = select_initial_step(fun_rational, t0, y0, t_bound,
1256
+ np.inf,
1257
+ fun_rational(t0,y0),
1258
+ np.sign(t_bound - t0),
1259
+ method_order,
1260
+ rtol, atol)
1261
+ max_step = step_no_max/2
1262
+ step_with_max = select_initial_step(fun_rational, t0, y0, t_bound,
1263
+ max_step,
1264
+ fun_rational(t0, y0),
1265
+ np.sign(t_bound - t0),
1266
+ method_order,
1267
+ rtol, atol)
1268
+ assert_equal(max_step, step_with_max)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_rk.py ADDED
@@ -0,0 +1,37 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pytest
2
+ from numpy.testing import assert_allclose, assert_
3
+ import numpy as np
4
+ from scipy.integrate import RK23, RK45, DOP853
5
+ from scipy.integrate._ivp import dop853_coefficients
6
+
7
+
8
+ @pytest.mark.parametrize("solver", [RK23, RK45, DOP853])
9
+ def test_coefficient_properties(solver):
10
+ assert_allclose(np.sum(solver.B), 1, rtol=1e-15)
11
+ assert_allclose(np.sum(solver.A, axis=1), solver.C, rtol=1e-14)
12
+
13
+
14
+ def test_coefficient_properties_dop853():
15
+ assert_allclose(np.sum(dop853_coefficients.B), 1, rtol=1e-15)
16
+ assert_allclose(np.sum(dop853_coefficients.A, axis=1),
17
+ dop853_coefficients.C,
18
+ rtol=1e-14)
19
+
20
+
21
+ @pytest.mark.parametrize("solver_class", [RK23, RK45, DOP853])
22
+ def test_error_estimation(solver_class):
23
+ step = 0.2
24
+ solver = solver_class(lambda t, y: y, 0, [1], 1, first_step=step)
25
+ solver.step()
26
+ error_estimate = solver._estimate_error(solver.K, step)
27
+ error = solver.y - np.exp([step])
28
+ assert_(np.abs(error) < np.abs(error_estimate))
29
+
30
+
31
+ @pytest.mark.parametrize("solver_class", [RK23, RK45, DOP853])
32
+ def test_error_estimation_complex(solver_class):
33
+ h = 0.2
34
+ solver = solver_class(lambda t, y: 1j * y, 0, [1j], 1, first_step=h)
35
+ solver.step()
36
+ err_norm = solver._estimate_error_norm(solver.K, h, scale=[1])
37
+ assert np.isrealobj(err_norm)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_lebedev.py ADDED
The diff for this file is too large to render. See raw diff
 
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_lsoda.cpython-310-x86_64-linux-gnu.so ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:2b386368734a8b4c0c067a7e7a560a3f520121abd1a7f3b0d5307f7ce3ba8714
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+ size 516865
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_ode.py ADDED
@@ -0,0 +1,1388 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Authors: Pearu Peterson, Pauli Virtanen, John Travers
2
+ """
3
+ First-order ODE integrators.
4
+
5
+ User-friendly interface to various numerical integrators for solving a
6
+ system of first order ODEs with prescribed initial conditions::
7
+
8
+ d y(t)[i]
9
+ --------- = f(t,y(t))[i],
10
+ d t
11
+
12
+ y(t=0)[i] = y0[i],
13
+
14
+ where::
15
+
16
+ i = 0, ..., len(y0) - 1
17
+
18
+ class ode
19
+ ---------
20
+
21
+ A generic interface class to numeric integrators. It has the following
22
+ methods::
23
+
24
+ integrator = ode(f, jac=None)
25
+ integrator = integrator.set_integrator(name, **params)
26
+ integrator = integrator.set_initial_value(y0, t0=0.0)
27
+ integrator = integrator.set_f_params(*args)
28
+ integrator = integrator.set_jac_params(*args)
29
+ y1 = integrator.integrate(t1, step=False, relax=False)
30
+ flag = integrator.successful()
31
+
32
+ class complex_ode
33
+ -----------------
34
+
35
+ This class has the same generic interface as ode, except it can handle complex
36
+ f, y and Jacobians by transparently translating them into the equivalent
37
+ real-valued system. It supports the real-valued solvers (i.e., not zvode) and is
38
+ an alternative to ode with the zvode solver, sometimes performing better.
39
+ """
40
+ # XXX: Integrators must have:
41
+ # ===========================
42
+ # cvode - C version of vode and vodpk with many improvements.
43
+ # Get it from http://www.netlib.org/ode/cvode.tar.gz.
44
+ # To wrap cvode to Python, one must write the extension module by
45
+ # hand. Its interface is too much 'advanced C' that using f2py
46
+ # would be too complicated (or impossible).
47
+ #
48
+ # How to define a new integrator:
49
+ # ===============================
50
+ #
51
+ # class myodeint(IntegratorBase):
52
+ #
53
+ # runner = <odeint function> or None
54
+ #
55
+ # def __init__(self,...): # required
56
+ # <initialize>
57
+ #
58
+ # def reset(self,n,has_jac): # optional
59
+ # # n - the size of the problem (number of equations)
60
+ # # has_jac - whether user has supplied its own routine for Jacobian
61
+ # <allocate memory,initialize further>
62
+ #
63
+ # def run(self,f,jac,y0,t0,t1,f_params,jac_params): # required
64
+ # # this method is called to integrate from t=t0 to t=t1
65
+ # # with initial condition y0. f and jac are user-supplied functions
66
+ # # that define the problem. f_params,jac_params are additional
67
+ # # arguments
68
+ # # to these functions.
69
+ # <calculate y1>
70
+ # if <calculation was unsuccessful>:
71
+ # self.success = 0
72
+ # return t1,y1
73
+ #
74
+ # # In addition, one can define step() and run_relax() methods (they
75
+ # # take the same arguments as run()) if the integrator can support
76
+ # # these features (see IntegratorBase doc strings).
77
+ #
78
+ # if myodeint.runner:
79
+ # IntegratorBase.integrator_classes.append(myodeint)
80
+
81
+ __all__ = ['ode', 'complex_ode']
82
+
83
+ import re
84
+ import threading
85
+ import warnings
86
+
87
+ from numpy import asarray, array, zeros, isscalar, real, imag, vstack
88
+
89
+ from . import _vode
90
+ from . import _dop
91
+ from . import _lsoda
92
+
93
+
94
+ _dop_int_dtype = _dop.types.intvar.dtype
95
+ _vode_int_dtype = _vode.types.intvar.dtype
96
+ _lsoda_int_dtype = _lsoda.types.intvar.dtype
97
+
98
+
99
+ # lsoda, vode and zvode are not thread-safe. VODE_LOCK protects both vode and
100
+ # zvode; they share the `def run` implementation
101
+ LSODA_LOCK = threading.Lock()
102
+ VODE_LOCK = threading.Lock()
103
+
104
+
105
+ # ------------------------------------------------------------------------------
106
+ # User interface
107
+ # ------------------------------------------------------------------------------
108
+
109
+
110
+ class ode:
111
+ """
112
+ A generic interface class to numeric integrators.
113
+
114
+ Solve an equation system :math:`y'(t) = f(t,y)` with (optional) ``jac = df/dy``.
115
+
116
+ *Note*: The first two arguments of ``f(t, y, ...)`` are in the
117
+ opposite order of the arguments in the system definition function used
118
+ by `scipy.integrate.odeint`.
119
+
120
+ Parameters
121
+ ----------
122
+ f : callable ``f(t, y, *f_args)``
123
+ Right-hand side of the differential equation. t is a scalar,
124
+ ``y.shape == (n,)``.
125
+ ``f_args`` is set by calling ``set_f_params(*args)``.
126
+ `f` should return a scalar, array or list (not a tuple).
127
+ jac : callable ``jac(t, y, *jac_args)``, optional
128
+ Jacobian of the right-hand side, ``jac[i,j] = d f[i] / d y[j]``.
129
+ ``jac_args`` is set by calling ``set_jac_params(*args)``.
130
+
131
+ Attributes
132
+ ----------
133
+ t : float
134
+ Current time.
135
+ y : ndarray
136
+ Current variable values.
137
+
138
+ See also
139
+ --------
140
+ odeint : an integrator with a simpler interface based on lsoda from ODEPACK
141
+ quad : for finding the area under a curve
142
+
143
+ Notes
144
+ -----
145
+ Available integrators are listed below. They can be selected using
146
+ the `set_integrator` method.
147
+
148
+ "vode"
149
+
150
+ Real-valued Variable-coefficient Ordinary Differential Equation
151
+ solver, with fixed-leading-coefficient implementation. It provides
152
+ implicit Adams method (for non-stiff problems) and a method based on
153
+ backward differentiation formulas (BDF) (for stiff problems).
154
+
155
+ Source: http://www.netlib.org/ode/vode.f
156
+
157
+ .. warning::
158
+
159
+ This integrator is not re-entrant. You cannot have two `ode`
160
+ instances using the "vode" integrator at the same time.
161
+
162
+ This integrator accepts the following parameters in `set_integrator`
163
+ method of the `ode` class:
164
+
165
+ - atol : float or sequence
166
+ absolute tolerance for solution
167
+ - rtol : float or sequence
168
+ relative tolerance for solution
169
+ - lband : None or int
170
+ - uband : None or int
171
+ Jacobian band width, jac[i,j] != 0 for i-lband <= j <= i+uband.
172
+ Setting these requires your jac routine to return the jacobian
173
+ in packed format, jac_packed[i-j+uband, j] = jac[i,j]. The
174
+ dimension of the matrix must be (lband+uband+1, len(y)).
175
+ - method: 'adams' or 'bdf'
176
+ Which solver to use, Adams (non-stiff) or BDF (stiff)
177
+ - with_jacobian : bool
178
+ This option is only considered when the user has not supplied a
179
+ Jacobian function and has not indicated (by setting either band)
180
+ that the Jacobian is banded. In this case, `with_jacobian` specifies
181
+ whether the iteration method of the ODE solver's correction step is
182
+ chord iteration with an internally generated full Jacobian or
183
+ functional iteration with no Jacobian.
184
+ - nsteps : int
185
+ Maximum number of (internally defined) steps allowed during one
186
+ call to the solver.
187
+ - first_step : float
188
+ - min_step : float
189
+ - max_step : float
190
+ Limits for the step sizes used by the integrator.
191
+ - order : int
192
+ Maximum order used by the integrator,
193
+ order <= 12 for Adams, <= 5 for BDF.
194
+
195
+ "zvode"
196
+
197
+ Complex-valued Variable-coefficient Ordinary Differential Equation
198
+ solver, with fixed-leading-coefficient implementation. It provides
199
+ implicit Adams method (for non-stiff problems) and a method based on
200
+ backward differentiation formulas (BDF) (for stiff problems).
201
+
202
+ Source: http://www.netlib.org/ode/zvode.f
203
+
204
+ .. warning::
205
+
206
+ This integrator is not re-entrant. You cannot have two `ode`
207
+ instances using the "zvode" integrator at the same time.
208
+
209
+ This integrator accepts the same parameters in `set_integrator`
210
+ as the "vode" solver.
211
+
212
+ .. note::
213
+
214
+ When using ZVODE for a stiff system, it should only be used for
215
+ the case in which the function f is analytic, that is, when each f(i)
216
+ is an analytic function of each y(j). Analyticity means that the
217
+ partial derivative df(i)/dy(j) is a unique complex number, and this
218
+ fact is critical in the way ZVODE solves the dense or banded linear
219
+ systems that arise in the stiff case. For a complex stiff ODE system
220
+ in which f is not analytic, ZVODE is likely to have convergence
221
+ failures, and for this problem one should instead use DVODE on the
222
+ equivalent real system (in the real and imaginary parts of y).
223
+
224
+ "lsoda"
225
+
226
+ Real-valued Variable-coefficient Ordinary Differential Equation
227
+ solver, with fixed-leading-coefficient implementation. It provides
228
+ automatic method switching between implicit Adams method (for non-stiff
229
+ problems) and a method based on backward differentiation formulas (BDF)
230
+ (for stiff problems).
231
+
232
+ Source: http://www.netlib.org/odepack
233
+
234
+ .. warning::
235
+
236
+ This integrator is not re-entrant. You cannot have two `ode`
237
+ instances using the "lsoda" integrator at the same time.
238
+
239
+ This integrator accepts the following parameters in `set_integrator`
240
+ method of the `ode` class:
241
+
242
+ - atol : float or sequence
243
+ absolute tolerance for solution
244
+ - rtol : float or sequence
245
+ relative tolerance for solution
246
+ - lband : None or int
247
+ - uband : None or int
248
+ Jacobian band width, jac[i,j] != 0 for i-lband <= j <= i+uband.
249
+ Setting these requires your jac routine to return the jacobian
250
+ in packed format, jac_packed[i-j+uband, j] = jac[i,j].
251
+ - with_jacobian : bool
252
+ *Not used.*
253
+ - nsteps : int
254
+ Maximum number of (internally defined) steps allowed during one
255
+ call to the solver.
256
+ - first_step : float
257
+ - min_step : float
258
+ - max_step : float
259
+ Limits for the step sizes used by the integrator.
260
+ - max_order_ns : int
261
+ Maximum order used in the nonstiff case (default 12).
262
+ - max_order_s : int
263
+ Maximum order used in the stiff case (default 5).
264
+ - max_hnil : int
265
+ Maximum number of messages reporting too small step size (t + h = t)
266
+ (default 0)
267
+ - ixpr : int
268
+ Whether to generate extra printing at method switches (default False).
269
+
270
+ "dopri5"
271
+
272
+ This is an explicit runge-kutta method of order (4)5 due to Dormand &
273
+ Prince (with stepsize control and dense output).
274
+
275
+ Authors:
276
+
277
+ E. Hairer and G. Wanner
278
+ Universite de Geneve, Dept. de Mathematiques
279
+ CH-1211 Geneve 24, Switzerland
280
+ e-mail: ernst.hairer@math.unige.ch, gerhard.wanner@math.unige.ch
281
+
282
+ This code is described in [HNW93]_.
283
+
284
+ This integrator accepts the following parameters in set_integrator()
285
+ method of the ode class:
286
+
287
+ - atol : float or sequence
288
+ absolute tolerance for solution
289
+ - rtol : float or sequence
290
+ relative tolerance for solution
291
+ - nsteps : int
292
+ Maximum number of (internally defined) steps allowed during one
293
+ call to the solver.
294
+ - first_step : float
295
+ - max_step : float
296
+ - safety : float
297
+ Safety factor on new step selection (default 0.9)
298
+ - ifactor : float
299
+ - dfactor : float
300
+ Maximum factor to increase/decrease step size by in one step
301
+ - beta : float
302
+ Beta parameter for stabilised step size control.
303
+ - verbosity : int
304
+ Switch for printing messages (< 0 for no messages).
305
+
306
+ "dop853"
307
+
308
+ This is an explicit runge-kutta method of order 8(5,3) due to Dormand
309
+ & Prince (with stepsize control and dense output).
310
+
311
+ Options and references the same as "dopri5".
312
+
313
+ Examples
314
+ --------
315
+
316
+ A problem to integrate and the corresponding jacobian:
317
+
318
+ >>> from scipy.integrate import ode
319
+ >>>
320
+ >>> y0, t0 = [1.0j, 2.0], 0
321
+ >>>
322
+ >>> def f(t, y, arg1):
323
+ ... return [1j*arg1*y[0] + y[1], -arg1*y[1]**2]
324
+ >>> def jac(t, y, arg1):
325
+ ... return [[1j*arg1, 1], [0, -arg1*2*y[1]]]
326
+
327
+ The integration:
328
+
329
+ >>> r = ode(f, jac).set_integrator('zvode', method='bdf')
330
+ >>> r.set_initial_value(y0, t0).set_f_params(2.0).set_jac_params(2.0)
331
+ >>> t1 = 10
332
+ >>> dt = 1
333
+ >>> while r.successful() and r.t < t1:
334
+ ... print(r.t+dt, r.integrate(r.t+dt))
335
+ 1 [-0.71038232+0.23749653j 0.40000271+0.j ]
336
+ 2.0 [0.19098503-0.52359246j 0.22222356+0.j ]
337
+ 3.0 [0.47153208+0.52701229j 0.15384681+0.j ]
338
+ 4.0 [-0.61905937+0.30726255j 0.11764744+0.j ]
339
+ 5.0 [0.02340997-0.61418799j 0.09523835+0.j ]
340
+ 6.0 [0.58643071+0.339819j 0.08000018+0.j ]
341
+ 7.0 [-0.52070105+0.44525141j 0.06896565+0.j ]
342
+ 8.0 [-0.15986733-0.61234476j 0.06060616+0.j ]
343
+ 9.0 [0.64850462+0.15048982j 0.05405414+0.j ]
344
+ 10.0 [-0.38404699+0.56382299j 0.04878055+0.j ]
345
+
346
+ References
347
+ ----------
348
+ .. [HNW93] E. Hairer, S.P. Norsett and G. Wanner, Solving Ordinary
349
+ Differential Equations i. Nonstiff Problems. 2nd edition.
350
+ Springer Series in Computational Mathematics,
351
+ Springer-Verlag (1993)
352
+
353
+ """
354
+
355
+ def __init__(self, f, jac=None):
356
+ self.stiff = 0
357
+ self.f = f
358
+ self.jac = jac
359
+ self.f_params = ()
360
+ self.jac_params = ()
361
+ self._y = []
362
+
363
+ @property
364
+ def y(self):
365
+ return self._y
366
+
367
+ def set_initial_value(self, y, t=0.0):
368
+ """Set initial conditions y(t) = y."""
369
+ if isscalar(y):
370
+ y = [y]
371
+ n_prev = len(self._y)
372
+ if not n_prev:
373
+ self.set_integrator('') # find first available integrator
374
+ self._y = asarray(y, self._integrator.scalar)
375
+ self.t = t
376
+ self._integrator.reset(len(self._y), self.jac is not None)
377
+ return self
378
+
379
+ def set_integrator(self, name, **integrator_params):
380
+ """
381
+ Set integrator by name.
382
+
383
+ Parameters
384
+ ----------
385
+ name : str
386
+ Name of the integrator.
387
+ **integrator_params
388
+ Additional parameters for the integrator.
389
+ """
390
+ integrator = find_integrator(name)
391
+ if integrator is None:
392
+ # FIXME: this really should be raise an exception. Will that break
393
+ # any code?
394
+ message = f'No integrator name match with {name!r} or is not available.'
395
+ warnings.warn(message, stacklevel=2)
396
+ else:
397
+ self._integrator = integrator(**integrator_params)
398
+ if not len(self._y):
399
+ self.t = 0.0
400
+ self._y = array([0.0], self._integrator.scalar)
401
+ self._integrator.reset(len(self._y), self.jac is not None)
402
+ return self
403
+
404
+ def integrate(self, t, step=False, relax=False):
405
+ """Find y=y(t), set y as an initial condition, and return y.
406
+
407
+ Parameters
408
+ ----------
409
+ t : float
410
+ The endpoint of the integration step.
411
+ step : bool
412
+ If True, and if the integrator supports the step method,
413
+ then perform a single integration step and return.
414
+ This parameter is provided in order to expose internals of
415
+ the implementation, and should not be changed from its default
416
+ value in most cases.
417
+ relax : bool
418
+ If True and if the integrator supports the run_relax method,
419
+ then integrate until t_1 >= t and return. ``relax`` is not
420
+ referenced if ``step=True``.
421
+ This parameter is provided in order to expose internals of
422
+ the implementation, and should not be changed from its default
423
+ value in most cases.
424
+
425
+ Returns
426
+ -------
427
+ y : float
428
+ The integrated value at t
429
+ """
430
+ if step and self._integrator.supports_step:
431
+ mth = self._integrator.step
432
+ elif relax and self._integrator.supports_run_relax:
433
+ mth = self._integrator.run_relax
434
+ else:
435
+ mth = self._integrator.run
436
+
437
+ try:
438
+ self._y, self.t = mth(self.f, self.jac or (lambda: None),
439
+ self._y, self.t, t,
440
+ self.f_params, self.jac_params)
441
+ except SystemError as e:
442
+ # f2py issue with tuple returns, see ticket 1187.
443
+ raise ValueError(
444
+ 'Function to integrate must not return a tuple.'
445
+ ) from e
446
+
447
+ return self._y
448
+
449
+ def successful(self):
450
+ """Check if integration was successful."""
451
+ try:
452
+ self._integrator
453
+ except AttributeError:
454
+ self.set_integrator('')
455
+ return self._integrator.success == 1
456
+
457
+ def get_return_code(self):
458
+ """Extracts the return code for the integration to enable better control
459
+ if the integration fails.
460
+
461
+ In general, a return code > 0 implies success, while a return code < 0
462
+ implies failure.
463
+
464
+ Notes
465
+ -----
466
+ This section describes possible return codes and their meaning, for available
467
+ integrators that can be selected by `set_integrator` method.
468
+
469
+ "vode"
470
+
471
+ =========== =======
472
+ Return Code Message
473
+ =========== =======
474
+ 2 Integration successful.
475
+ -1 Excess work done on this call. (Perhaps wrong MF.)
476
+ -2 Excess accuracy requested. (Tolerances too small.)
477
+ -3 Illegal input detected. (See printed message.)
478
+ -4 Repeated error test failures. (Check all input.)
479
+ -5 Repeated convergence failures. (Perhaps bad Jacobian
480
+ supplied or wrong choice of MF or tolerances.)
481
+ -6 Error weight became zero during problem. (Solution
482
+ component i vanished, and ATOL or ATOL(i) = 0.)
483
+ =========== =======
484
+
485
+ "zvode"
486
+
487
+ =========== =======
488
+ Return Code Message
489
+ =========== =======
490
+ 2 Integration successful.
491
+ -1 Excess work done on this call. (Perhaps wrong MF.)
492
+ -2 Excess accuracy requested. (Tolerances too small.)
493
+ -3 Illegal input detected. (See printed message.)
494
+ -4 Repeated error test failures. (Check all input.)
495
+ -5 Repeated convergence failures. (Perhaps bad Jacobian
496
+ supplied or wrong choice of MF or tolerances.)
497
+ -6 Error weight became zero during problem. (Solution
498
+ component i vanished, and ATOL or ATOL(i) = 0.)
499
+ =========== =======
500
+
501
+ "dopri5"
502
+
503
+ =========== =======
504
+ Return Code Message
505
+ =========== =======
506
+ 1 Integration successful.
507
+ 2 Integration successful (interrupted by solout).
508
+ -1 Input is not consistent.
509
+ -2 Larger nsteps is needed.
510
+ -3 Step size becomes too small.
511
+ -4 Problem is probably stiff (interrupted).
512
+ =========== =======
513
+
514
+ "dop853"
515
+
516
+ =========== =======
517
+ Return Code Message
518
+ =========== =======
519
+ 1 Integration successful.
520
+ 2 Integration successful (interrupted by solout).
521
+ -1 Input is not consistent.
522
+ -2 Larger nsteps is needed.
523
+ -3 Step size becomes too small.
524
+ -4 Problem is probably stiff (interrupted).
525
+ =========== =======
526
+
527
+ "lsoda"
528
+
529
+ =========== =======
530
+ Return Code Message
531
+ =========== =======
532
+ 2 Integration successful.
533
+ -1 Excess work done on this call (perhaps wrong Dfun type).
534
+ -2 Excess accuracy requested (tolerances too small).
535
+ -3 Illegal input detected (internal error).
536
+ -4 Repeated error test failures (internal error).
537
+ -5 Repeated convergence failures (perhaps bad Jacobian or tolerances).
538
+ -6 Error weight became zero during problem.
539
+ -7 Internal workspace insufficient to finish (internal error).
540
+ =========== =======
541
+ """
542
+ try:
543
+ self._integrator
544
+ except AttributeError:
545
+ self.set_integrator('')
546
+ return self._integrator.istate
547
+
548
+ def set_f_params(self, *args):
549
+ """Set extra parameters for user-supplied function f."""
550
+ self.f_params = args
551
+ return self
552
+
553
+ def set_jac_params(self, *args):
554
+ """Set extra parameters for user-supplied function jac."""
555
+ self.jac_params = args
556
+ return self
557
+
558
+ def set_solout(self, solout):
559
+ """
560
+ Set callable to be called at every successful integration step.
561
+
562
+ Parameters
563
+ ----------
564
+ solout : callable
565
+ ``solout(t, y)`` is called at each internal integrator step,
566
+ t is a scalar providing the current independent position
567
+ y is the current solution ``y.shape == (n,)``
568
+ solout should return -1 to stop integration
569
+ otherwise it should return None or 0
570
+
571
+ """
572
+ if self._integrator.supports_solout:
573
+ self._integrator.set_solout(solout)
574
+ if self._y is not None:
575
+ self._integrator.reset(len(self._y), self.jac is not None)
576
+ else:
577
+ raise ValueError("selected integrator does not support solout,"
578
+ " choose another one")
579
+
580
+
581
+ def _transform_banded_jac(bjac):
582
+ """
583
+ Convert a real matrix of the form (for example)
584
+
585
+ [0 0 A B] [0 0 0 B]
586
+ [0 0 C D] [0 0 A D]
587
+ [E F G H] to [0 F C H]
588
+ [I J K L] [E J G L]
589
+ [I 0 K 0]
590
+
591
+ That is, every other column is shifted up one.
592
+ """
593
+ # Shift every other column.
594
+ newjac = zeros((bjac.shape[0] + 1, bjac.shape[1]))
595
+ newjac[1:, ::2] = bjac[:, ::2]
596
+ newjac[:-1, 1::2] = bjac[:, 1::2]
597
+ return newjac
598
+
599
+
600
+ class complex_ode(ode):
601
+ """
602
+ A wrapper of ode for complex systems.
603
+
604
+ This functions similarly as `ode`, but re-maps a complex-valued
605
+ equation system to a real-valued one before using the integrators.
606
+
607
+ Parameters
608
+ ----------
609
+ f : callable ``f(t, y, *f_args)``
610
+ Rhs of the equation. t is a scalar, ``y.shape == (n,)``.
611
+ ``f_args`` is set by calling ``set_f_params(*args)``.
612
+ jac : callable ``jac(t, y, *jac_args)``
613
+ Jacobian of the rhs, ``jac[i,j] = d f[i] / d y[j]``.
614
+ ``jac_args`` is set by calling ``set_f_params(*args)``.
615
+
616
+ Attributes
617
+ ----------
618
+ t : float
619
+ Current time.
620
+ y : ndarray
621
+ Current variable values.
622
+
623
+ Examples
624
+ --------
625
+ For usage examples, see `ode`.
626
+
627
+ """
628
+
629
+ def __init__(self, f, jac=None):
630
+ self.cf = f
631
+ self.cjac = jac
632
+ if jac is None:
633
+ ode.__init__(self, self._wrap, None)
634
+ else:
635
+ ode.__init__(self, self._wrap, self._wrap_jac)
636
+
637
+ def _wrap(self, t, y, *f_args):
638
+ f = self.cf(*((t, y[::2] + 1j * y[1::2]) + f_args))
639
+ # self.tmp is a real-valued array containing the interleaved
640
+ # real and imaginary parts of f.
641
+ self.tmp[::2] = real(f)
642
+ self.tmp[1::2] = imag(f)
643
+ return self.tmp
644
+
645
+ def _wrap_jac(self, t, y, *jac_args):
646
+ # jac is the complex Jacobian computed by the user-defined function.
647
+ jac = self.cjac(*((t, y[::2] + 1j * y[1::2]) + jac_args))
648
+
649
+ # jac_tmp is the real version of the complex Jacobian. Each complex
650
+ # entry in jac, say 2+3j, becomes a 2x2 block of the form
651
+ # [2 -3]
652
+ # [3 2]
653
+ jac_tmp = zeros((2 * jac.shape[0], 2 * jac.shape[1]))
654
+ jac_tmp[1::2, 1::2] = jac_tmp[::2, ::2] = real(jac)
655
+ jac_tmp[1::2, ::2] = imag(jac)
656
+ jac_tmp[::2, 1::2] = -jac_tmp[1::2, ::2]
657
+
658
+ ml = getattr(self._integrator, 'ml', None)
659
+ mu = getattr(self._integrator, 'mu', None)
660
+ if ml is not None or mu is not None:
661
+ # Jacobian is banded. The user's Jacobian function has computed
662
+ # the complex Jacobian in packed format. The corresponding
663
+ # real-valued version has every other column shifted up.
664
+ jac_tmp = _transform_banded_jac(jac_tmp)
665
+
666
+ return jac_tmp
667
+
668
+ @property
669
+ def y(self):
670
+ return self._y[::2] + 1j * self._y[1::2]
671
+
672
+ def set_integrator(self, name, **integrator_params):
673
+ """
674
+ Set integrator by name.
675
+
676
+ Parameters
677
+ ----------
678
+ name : str
679
+ Name of the integrator
680
+ **integrator_params
681
+ Additional parameters for the integrator.
682
+ """
683
+ if name == 'zvode':
684
+ raise ValueError("zvode must be used with ode, not complex_ode")
685
+
686
+ lband = integrator_params.get('lband')
687
+ uband = integrator_params.get('uband')
688
+ if lband is not None or uband is not None:
689
+ # The Jacobian is banded. Override the user-supplied bandwidths
690
+ # (which are for the complex Jacobian) with the bandwidths of
691
+ # the corresponding real-valued Jacobian wrapper of the complex
692
+ # Jacobian.
693
+ integrator_params['lband'] = 2 * (lband or 0) + 1
694
+ integrator_params['uband'] = 2 * (uband or 0) + 1
695
+
696
+ return ode.set_integrator(self, name, **integrator_params)
697
+
698
+ def set_initial_value(self, y, t=0.0):
699
+ """Set initial conditions y(t) = y."""
700
+ y = asarray(y)
701
+ self.tmp = zeros(y.size * 2, 'float')
702
+ self.tmp[::2] = real(y)
703
+ self.tmp[1::2] = imag(y)
704
+ return ode.set_initial_value(self, self.tmp, t)
705
+
706
+ def integrate(self, t, step=False, relax=False):
707
+ """Find y=y(t), set y as an initial condition, and return y.
708
+
709
+ Parameters
710
+ ----------
711
+ t : float
712
+ The endpoint of the integration step.
713
+ step : bool
714
+ If True, and if the integrator supports the step method,
715
+ then perform a single integration step and return.
716
+ This parameter is provided in order to expose internals of
717
+ the implementation, and should not be changed from its default
718
+ value in most cases.
719
+ relax : bool
720
+ If True and if the integrator supports the run_relax method,
721
+ then integrate until t_1 >= t and return. ``relax`` is not
722
+ referenced if ``step=True``.
723
+ This parameter is provided in order to expose internals of
724
+ the implementation, and should not be changed from its default
725
+ value in most cases.
726
+
727
+ Returns
728
+ -------
729
+ y : float
730
+ The integrated value at t
731
+ """
732
+ y = ode.integrate(self, t, step, relax)
733
+ return y[::2] + 1j * y[1::2]
734
+
735
+ def set_solout(self, solout):
736
+ """
737
+ Set callable to be called at every successful integration step.
738
+
739
+ Parameters
740
+ ----------
741
+ solout : callable
742
+ ``solout(t, y)`` is called at each internal integrator step,
743
+ t is a scalar providing the current independent position
744
+ y is the current solution ``y.shape == (n,)``
745
+ solout should return -1 to stop integration
746
+ otherwise it should return None or 0
747
+
748
+ """
749
+ if self._integrator.supports_solout:
750
+ self._integrator.set_solout(solout, complex=True)
751
+ else:
752
+ raise TypeError("selected integrator does not support solouta, "
753
+ "choose another one")
754
+
755
+
756
+ # ------------------------------------------------------------------------------
757
+ # ODE integrators
758
+ # ------------------------------------------------------------------------------
759
+
760
+ def find_integrator(name):
761
+ for cl in IntegratorBase.integrator_classes:
762
+ if re.match(name, cl.__name__, re.I):
763
+ return cl
764
+ return None
765
+
766
+
767
+ class IntegratorConcurrencyError(RuntimeError):
768
+ """
769
+ Failure due to concurrent usage of an integrator that can be used
770
+ only for a single problem at a time.
771
+
772
+ """
773
+
774
+ def __init__(self, name):
775
+ msg = (f"Integrator `{name}` can be used to solve only a single problem "
776
+ "at a time. If you want to integrate multiple problems, "
777
+ "consider using a different integrator (see `ode.set_integrator`)")
778
+ RuntimeError.__init__(self, msg)
779
+
780
+
781
+ class IntegratorBase:
782
+ runner = None # runner is None => integrator is not available
783
+ success = None # success==1 if integrator was called successfully
784
+ istate = None # istate > 0 means success, istate < 0 means failure
785
+ supports_run_relax = None
786
+ supports_step = None
787
+ supports_solout = False
788
+ integrator_classes = []
789
+ scalar = float
790
+
791
+ def acquire_new_handle(self):
792
+ # Some of the integrators have internal state (ancient
793
+ # Fortran...), and so only one instance can use them at a time.
794
+ # We keep track of this, and fail when concurrent usage is tried.
795
+ self.__class__.active_global_handle += 1
796
+ self.handle = self.__class__.active_global_handle
797
+
798
+ def check_handle(self):
799
+ if self.handle is not self.__class__.active_global_handle:
800
+ raise IntegratorConcurrencyError(self.__class__.__name__)
801
+
802
+ def reset(self, n, has_jac):
803
+ """Prepare integrator for call: allocate memory, set flags, etc.
804
+ n - number of equations.
805
+ has_jac - if user has supplied function for evaluating Jacobian.
806
+ """
807
+
808
+ def run(self, f, jac, y0, t0, t1, f_params, jac_params):
809
+ """Integrate from t=t0 to t=t1 using y0 as an initial condition.
810
+ Return 2-tuple (y1,t1) where y1 is the result and t=t1
811
+ defines the stoppage coordinate of the result.
812
+ """
813
+ raise NotImplementedError('all integrators must define '
814
+ 'run(f, jac, t0, t1, y0, f_params, jac_params)')
815
+
816
+ def step(self, f, jac, y0, t0, t1, f_params, jac_params):
817
+ """Make one integration step and return (y1,t1)."""
818
+ raise NotImplementedError(f'{self.__class__.__name__} '
819
+ 'does not support step() method')
820
+
821
+ def run_relax(self, f, jac, y0, t0, t1, f_params, jac_params):
822
+ """Integrate from t=t0 to t>=t1 and return (y1,t)."""
823
+ raise NotImplementedError(f'{self.__class__.__name__} '
824
+ 'does not support run_relax() method')
825
+
826
+ # XXX: __str__ method for getting visual state of the integrator
827
+
828
+
829
+ def _vode_banded_jac_wrapper(jacfunc, ml, jac_params):
830
+ """
831
+ Wrap a banded Jacobian function with a function that pads
832
+ the Jacobian with `ml` rows of zeros.
833
+ """
834
+
835
+ def jac_wrapper(t, y):
836
+ jac = asarray(jacfunc(t, y, *jac_params))
837
+ padded_jac = vstack((jac, zeros((ml, jac.shape[1]))))
838
+ return padded_jac
839
+
840
+ return jac_wrapper
841
+
842
+
843
+ class vode(IntegratorBase):
844
+ runner = getattr(_vode, 'dvode', None)
845
+
846
+ messages = {-1: 'Excess work done on this call. (Perhaps wrong MF.)',
847
+ -2: 'Excess accuracy requested. (Tolerances too small.)',
848
+ -3: 'Illegal input detected. (See printed message.)',
849
+ -4: 'Repeated error test failures. (Check all input.)',
850
+ -5: 'Repeated convergence failures. (Perhaps bad'
851
+ ' Jacobian supplied or wrong choice of MF or tolerances.)',
852
+ -6: 'Error weight became zero during problem. (Solution'
853
+ ' component i vanished, and ATOL or ATOL(i) = 0.)'
854
+ }
855
+ supports_run_relax = 1
856
+ supports_step = 1
857
+ active_global_handle = 0
858
+
859
+ def __init__(self,
860
+ method='adams',
861
+ with_jacobian=False,
862
+ rtol=1e-6, atol=1e-12,
863
+ lband=None, uband=None,
864
+ order=12,
865
+ nsteps=500,
866
+ max_step=0.0, # corresponds to infinite
867
+ min_step=0.0,
868
+ first_step=0.0, # determined by solver
869
+ ):
870
+
871
+ if re.match(method, r'adams', re.I):
872
+ self.meth = 1
873
+ elif re.match(method, r'bdf', re.I):
874
+ self.meth = 2
875
+ else:
876
+ raise ValueError(f'Unknown integration method {method}')
877
+ self.with_jacobian = with_jacobian
878
+ self.rtol = rtol
879
+ self.atol = atol
880
+ self.mu = uband
881
+ self.ml = lband
882
+
883
+ self.order = order
884
+ self.nsteps = nsteps
885
+ self.max_step = max_step
886
+ self.min_step = min_step
887
+ self.first_step = first_step
888
+ self.success = 1
889
+
890
+ self.initialized = False
891
+
892
+ def _determine_mf_and_set_bands(self, has_jac):
893
+ """
894
+ Determine the `MF` parameter (Method Flag) for the Fortran subroutine `dvode`.
895
+
896
+ In the Fortran code, the legal values of `MF` are:
897
+ 10, 11, 12, 13, 14, 15, 20, 21, 22, 23, 24, 25,
898
+ -11, -12, -14, -15, -21, -22, -24, -25
899
+ but this Python wrapper does not use negative values.
900
+
901
+ Returns
902
+
903
+ mf = 10*self.meth + miter
904
+
905
+ self.meth is the linear multistep method:
906
+ self.meth == 1: method="adams"
907
+ self.meth == 2: method="bdf"
908
+
909
+ miter is the correction iteration method:
910
+ miter == 0: Functional iteration; no Jacobian involved.
911
+ miter == 1: Chord iteration with user-supplied full Jacobian.
912
+ miter == 2: Chord iteration with internally computed full Jacobian.
913
+ miter == 3: Chord iteration with internally computed diagonal Jacobian.
914
+ miter == 4: Chord iteration with user-supplied banded Jacobian.
915
+ miter == 5: Chord iteration with internally computed banded Jacobian.
916
+
917
+ Side effects: If either self.mu or self.ml is not None and the other is None,
918
+ then the one that is None is set to 0.
919
+ """
920
+
921
+ jac_is_banded = self.mu is not None or self.ml is not None
922
+ if jac_is_banded:
923
+ if self.mu is None:
924
+ self.mu = 0
925
+ if self.ml is None:
926
+ self.ml = 0
927
+
928
+ # has_jac is True if the user provided a Jacobian function.
929
+ if has_jac:
930
+ if jac_is_banded:
931
+ miter = 4
932
+ else:
933
+ miter = 1
934
+ else:
935
+ if jac_is_banded:
936
+ if self.ml == self.mu == 0:
937
+ miter = 3 # Chord iteration with internal diagonal Jacobian.
938
+ else:
939
+ miter = 5 # Chord iteration with internal banded Jacobian.
940
+ else:
941
+ # self.with_jacobian is set by the user in
942
+ # the call to ode.set_integrator.
943
+ if self.with_jacobian:
944
+ miter = 2 # Chord iteration with internal full Jacobian.
945
+ else:
946
+ miter = 0 # Functional iteration; no Jacobian involved.
947
+
948
+ mf = 10 * self.meth + miter
949
+ return mf
950
+
951
+ def reset(self, n, has_jac):
952
+ mf = self._determine_mf_and_set_bands(has_jac)
953
+
954
+ if mf == 10:
955
+ lrw = 20 + 16 * n
956
+ elif mf in [11, 12]:
957
+ lrw = 22 + 16 * n + 2 * n * n
958
+ elif mf == 13:
959
+ lrw = 22 + 17 * n
960
+ elif mf in [14, 15]:
961
+ lrw = 22 + 18 * n + (3 * self.ml + 2 * self.mu) * n
962
+ elif mf == 20:
963
+ lrw = 20 + 9 * n
964
+ elif mf in [21, 22]:
965
+ lrw = 22 + 9 * n + 2 * n * n
966
+ elif mf == 23:
967
+ lrw = 22 + 10 * n
968
+ elif mf in [24, 25]:
969
+ lrw = 22 + 11 * n + (3 * self.ml + 2 * self.mu) * n
970
+ else:
971
+ raise ValueError(f'Unexpected mf={mf}')
972
+
973
+ if mf % 10 in [0, 3]:
974
+ liw = 30
975
+ else:
976
+ liw = 30 + n
977
+
978
+ rwork = zeros((lrw,), float)
979
+ rwork[4] = self.first_step
980
+ rwork[5] = self.max_step
981
+ rwork[6] = self.min_step
982
+ self.rwork = rwork
983
+
984
+ iwork = zeros((liw,), _vode_int_dtype)
985
+ if self.ml is not None:
986
+ iwork[0] = self.ml
987
+ if self.mu is not None:
988
+ iwork[1] = self.mu
989
+ iwork[4] = self.order
990
+ iwork[5] = self.nsteps
991
+ iwork[6] = 2 # mxhnil
992
+ self.iwork = iwork
993
+
994
+ self.call_args = [self.rtol, self.atol, 1, 1,
995
+ self.rwork, self.iwork, mf]
996
+ self.success = 1
997
+ self.initialized = False
998
+
999
+ def run(self, f, jac, y0, t0, t1, f_params, jac_params):
1000
+ if self.initialized:
1001
+ self.check_handle()
1002
+ else:
1003
+ self.initialized = True
1004
+ self.acquire_new_handle()
1005
+
1006
+ if self.ml is not None and self.ml > 0:
1007
+ # Banded Jacobian. Wrap the user-provided function with one
1008
+ # that pads the Jacobian array with the extra `self.ml` rows
1009
+ # required by the f2py-generated wrapper.
1010
+ jac = _vode_banded_jac_wrapper(jac, self.ml, jac_params)
1011
+
1012
+ args = ((f, jac, y0, t0, t1) + tuple(self.call_args) +
1013
+ (f_params, jac_params))
1014
+
1015
+ with VODE_LOCK:
1016
+ y1, t, istate = self.runner(*args)
1017
+
1018
+ self.istate = istate
1019
+ if istate < 0:
1020
+ unexpected_istate_msg = f'Unexpected istate={istate:d}'
1021
+ warnings.warn(f'{self.__class__.__name__:s}: '
1022
+ f'{self.messages.get(istate, unexpected_istate_msg):s}',
1023
+ stacklevel=2)
1024
+ self.success = 0
1025
+ else:
1026
+ self.call_args[3] = 2 # upgrade istate from 1 to 2
1027
+ self.istate = 2
1028
+ return y1, t
1029
+
1030
+ def step(self, *args):
1031
+ itask = self.call_args[2]
1032
+ self.call_args[2] = 2
1033
+ r = self.run(*args)
1034
+ self.call_args[2] = itask
1035
+ return r
1036
+
1037
+ def run_relax(self, *args):
1038
+ itask = self.call_args[2]
1039
+ self.call_args[2] = 3
1040
+ r = self.run(*args)
1041
+ self.call_args[2] = itask
1042
+ return r
1043
+
1044
+
1045
+ if vode.runner is not None:
1046
+ IntegratorBase.integrator_classes.append(vode)
1047
+
1048
+
1049
+ class zvode(vode):
1050
+ runner = getattr(_vode, 'zvode', None)
1051
+
1052
+ supports_run_relax = 1
1053
+ supports_step = 1
1054
+ scalar = complex
1055
+ active_global_handle = 0
1056
+
1057
+ def reset(self, n, has_jac):
1058
+ mf = self._determine_mf_and_set_bands(has_jac)
1059
+
1060
+ if mf in (10,):
1061
+ lzw = 15 * n
1062
+ elif mf in (11, 12):
1063
+ lzw = 15 * n + 2 * n ** 2
1064
+ elif mf in (-11, -12):
1065
+ lzw = 15 * n + n ** 2
1066
+ elif mf in (13,):
1067
+ lzw = 16 * n
1068
+ elif mf in (14, 15):
1069
+ lzw = 17 * n + (3 * self.ml + 2 * self.mu) * n
1070
+ elif mf in (-14, -15):
1071
+ lzw = 16 * n + (2 * self.ml + self.mu) * n
1072
+ elif mf in (20,):
1073
+ lzw = 8 * n
1074
+ elif mf in (21, 22):
1075
+ lzw = 8 * n + 2 * n ** 2
1076
+ elif mf in (-21, -22):
1077
+ lzw = 8 * n + n ** 2
1078
+ elif mf in (23,):
1079
+ lzw = 9 * n
1080
+ elif mf in (24, 25):
1081
+ lzw = 10 * n + (3 * self.ml + 2 * self.mu) * n
1082
+ elif mf in (-24, -25):
1083
+ lzw = 9 * n + (2 * self.ml + self.mu) * n
1084
+
1085
+ lrw = 20 + n
1086
+
1087
+ if mf % 10 in (0, 3):
1088
+ liw = 30
1089
+ else:
1090
+ liw = 30 + n
1091
+
1092
+ zwork = zeros((lzw,), complex)
1093
+ self.zwork = zwork
1094
+
1095
+ rwork = zeros((lrw,), float)
1096
+ rwork[4] = self.first_step
1097
+ rwork[5] = self.max_step
1098
+ rwork[6] = self.min_step
1099
+ self.rwork = rwork
1100
+
1101
+ iwork = zeros((liw,), _vode_int_dtype)
1102
+ if self.ml is not None:
1103
+ iwork[0] = self.ml
1104
+ if self.mu is not None:
1105
+ iwork[1] = self.mu
1106
+ iwork[4] = self.order
1107
+ iwork[5] = self.nsteps
1108
+ iwork[6] = 2 # mxhnil
1109
+ self.iwork = iwork
1110
+
1111
+ self.call_args = [self.rtol, self.atol, 1, 1,
1112
+ self.zwork, self.rwork, self.iwork, mf]
1113
+ self.success = 1
1114
+ self.initialized = False
1115
+
1116
+
1117
+ if zvode.runner is not None:
1118
+ IntegratorBase.integrator_classes.append(zvode)
1119
+
1120
+
1121
+ class dopri5(IntegratorBase):
1122
+ runner = getattr(_dop, 'dopri5', None)
1123
+ name = 'dopri5'
1124
+ supports_solout = True
1125
+
1126
+ messages = {1: 'computation successful',
1127
+ 2: 'computation successful (interrupted by solout)',
1128
+ -1: 'input is not consistent',
1129
+ -2: 'larger nsteps is needed',
1130
+ -3: 'step size becomes too small',
1131
+ -4: 'problem is probably stiff (interrupted)',
1132
+ }
1133
+
1134
+ def __init__(self,
1135
+ rtol=1e-6, atol=1e-12,
1136
+ nsteps=500,
1137
+ max_step=0.0,
1138
+ first_step=0.0, # determined by solver
1139
+ safety=0.9,
1140
+ ifactor=10.0,
1141
+ dfactor=0.2,
1142
+ beta=0.0,
1143
+ method=None,
1144
+ verbosity=-1, # no messages if negative
1145
+ ):
1146
+ self.rtol = rtol
1147
+ self.atol = atol
1148
+ self.nsteps = nsteps
1149
+ self.max_step = max_step
1150
+ self.first_step = first_step
1151
+ self.safety = safety
1152
+ self.ifactor = ifactor
1153
+ self.dfactor = dfactor
1154
+ self.beta = beta
1155
+ self.verbosity = verbosity
1156
+ self.success = 1
1157
+ self.set_solout(None)
1158
+
1159
+ def set_solout(self, solout, complex=False):
1160
+ self.solout = solout
1161
+ self.solout_cmplx = complex
1162
+ if solout is None:
1163
+ self.iout = 0
1164
+ else:
1165
+ self.iout = 1
1166
+
1167
+ def reset(self, n, has_jac):
1168
+ work = zeros((8 * n + 21,), float)
1169
+ work[1] = self.safety
1170
+ work[2] = self.dfactor
1171
+ work[3] = self.ifactor
1172
+ work[4] = self.beta
1173
+ work[5] = self.max_step
1174
+ work[6] = self.first_step
1175
+ self.work = work
1176
+ iwork = zeros((21,), _dop_int_dtype)
1177
+ iwork[0] = self.nsteps
1178
+ iwork[2] = self.verbosity
1179
+ self.iwork = iwork
1180
+ self.call_args = [self.rtol, self.atol, self._solout,
1181
+ self.iout, self.work, self.iwork]
1182
+ self.success = 1
1183
+
1184
+ def run(self, f, jac, y0, t0, t1, f_params, jac_params):
1185
+ x, y, iwork, istate = self.runner(*((f, t0, y0, t1) +
1186
+ tuple(self.call_args) + (f_params,)))
1187
+ self.istate = istate
1188
+ if istate < 0:
1189
+ unexpected_istate_msg = f'Unexpected istate={istate:d}'
1190
+ warnings.warn(f'{self.__class__.__name__:s}: '
1191
+ f'{self.messages.get(istate, unexpected_istate_msg):s}',
1192
+ stacklevel=2)
1193
+ self.success = 0
1194
+ return y, x
1195
+
1196
+ def _solout(self, nr, xold, x, y, nd, icomp, con):
1197
+ if self.solout is not None:
1198
+ if self.solout_cmplx:
1199
+ y = y[::2] + 1j * y[1::2]
1200
+ return self.solout(x, y)
1201
+ else:
1202
+ return 1
1203
+
1204
+
1205
+ if dopri5.runner is not None:
1206
+ IntegratorBase.integrator_classes.append(dopri5)
1207
+
1208
+
1209
+ class dop853(dopri5):
1210
+ runner = getattr(_dop, 'dop853', None)
1211
+ name = 'dop853'
1212
+
1213
+ def __init__(self,
1214
+ rtol=1e-6, atol=1e-12,
1215
+ nsteps=500,
1216
+ max_step=0.0,
1217
+ first_step=0.0, # determined by solver
1218
+ safety=0.9,
1219
+ ifactor=6.0,
1220
+ dfactor=0.3,
1221
+ beta=0.0,
1222
+ method=None,
1223
+ verbosity=-1, # no messages if negative
1224
+ ):
1225
+ super().__init__(rtol, atol, nsteps, max_step, first_step, safety,
1226
+ ifactor, dfactor, beta, method, verbosity)
1227
+
1228
+ def reset(self, n, has_jac):
1229
+ work = zeros((11 * n + 21,), float)
1230
+ work[1] = self.safety
1231
+ work[2] = self.dfactor
1232
+ work[3] = self.ifactor
1233
+ work[4] = self.beta
1234
+ work[5] = self.max_step
1235
+ work[6] = self.first_step
1236
+ self.work = work
1237
+ iwork = zeros((21,), _dop_int_dtype)
1238
+ iwork[0] = self.nsteps
1239
+ iwork[2] = self.verbosity
1240
+ self.iwork = iwork
1241
+ self.call_args = [self.rtol, self.atol, self._solout,
1242
+ self.iout, self.work, self.iwork]
1243
+ self.success = 1
1244
+
1245
+
1246
+ if dop853.runner is not None:
1247
+ IntegratorBase.integrator_classes.append(dop853)
1248
+
1249
+
1250
+ class lsoda(IntegratorBase):
1251
+ runner = getattr(_lsoda, 'lsoda', None)
1252
+ active_global_handle = 0
1253
+
1254
+ messages = {
1255
+ 2: "Integration successful.",
1256
+ -1: "Excess work done on this call (perhaps wrong Dfun type).",
1257
+ -2: "Excess accuracy requested (tolerances too small).",
1258
+ -3: "Illegal input detected (internal error).",
1259
+ -4: "Repeated error test failures (internal error).",
1260
+ -5: "Repeated convergence failures (perhaps bad Jacobian or tolerances).",
1261
+ -6: "Error weight became zero during problem.",
1262
+ -7: "Internal workspace insufficient to finish (internal error)."
1263
+ }
1264
+
1265
+ def __init__(self,
1266
+ with_jacobian=False,
1267
+ rtol=1e-6, atol=1e-12,
1268
+ lband=None, uband=None,
1269
+ nsteps=500,
1270
+ max_step=0.0, # corresponds to infinite
1271
+ min_step=0.0,
1272
+ first_step=0.0, # determined by solver
1273
+ ixpr=0,
1274
+ max_hnil=0,
1275
+ max_order_ns=12,
1276
+ max_order_s=5,
1277
+ method=None
1278
+ ):
1279
+
1280
+ self.with_jacobian = with_jacobian
1281
+ self.rtol = rtol
1282
+ self.atol = atol
1283
+ self.mu = uband
1284
+ self.ml = lband
1285
+
1286
+ self.max_order_ns = max_order_ns
1287
+ self.max_order_s = max_order_s
1288
+ self.nsteps = nsteps
1289
+ self.max_step = max_step
1290
+ self.min_step = min_step
1291
+ self.first_step = first_step
1292
+ self.ixpr = ixpr
1293
+ self.max_hnil = max_hnil
1294
+ self.success = 1
1295
+
1296
+ self.initialized = False
1297
+
1298
+ def reset(self, n, has_jac):
1299
+ # Calculate parameters for Fortran subroutine dvode.
1300
+ if has_jac:
1301
+ if self.mu is None and self.ml is None:
1302
+ jt = 1
1303
+ else:
1304
+ if self.mu is None:
1305
+ self.mu = 0
1306
+ if self.ml is None:
1307
+ self.ml = 0
1308
+ jt = 4
1309
+ else:
1310
+ if self.mu is None and self.ml is None:
1311
+ jt = 2
1312
+ else:
1313
+ if self.mu is None:
1314
+ self.mu = 0
1315
+ if self.ml is None:
1316
+ self.ml = 0
1317
+ jt = 5
1318
+ lrn = 20 + (self.max_order_ns + 4) * n
1319
+ if jt in [1, 2]:
1320
+ lrs = 22 + (self.max_order_s + 4) * n + n * n
1321
+ elif jt in [4, 5]:
1322
+ lrs = 22 + (self.max_order_s + 5 + 2 * self.ml + self.mu) * n
1323
+ else:
1324
+ raise ValueError(f'Unexpected jt={jt}')
1325
+ lrw = max(lrn, lrs)
1326
+ liw = 20 + n
1327
+ rwork = zeros((lrw,), float)
1328
+ rwork[4] = self.first_step
1329
+ rwork[5] = self.max_step
1330
+ rwork[6] = self.min_step
1331
+ self.rwork = rwork
1332
+ iwork = zeros((liw,), _lsoda_int_dtype)
1333
+ if self.ml is not None:
1334
+ iwork[0] = self.ml
1335
+ if self.mu is not None:
1336
+ iwork[1] = self.mu
1337
+ iwork[4] = self.ixpr
1338
+ iwork[5] = self.nsteps
1339
+ iwork[6] = self.max_hnil
1340
+ iwork[7] = self.max_order_ns
1341
+ iwork[8] = self.max_order_s
1342
+ self.iwork = iwork
1343
+ self.call_args = [self.rtol, self.atol, 1, 1,
1344
+ self.rwork, self.iwork, jt]
1345
+ self.success = 1
1346
+ self.initialized = False
1347
+
1348
+ def run(self, f, jac, y0, t0, t1, f_params, jac_params):
1349
+ if self.initialized:
1350
+ self.check_handle()
1351
+ else:
1352
+ self.initialized = True
1353
+ self.acquire_new_handle()
1354
+ args = [f, y0, t0, t1] + self.call_args[:-1] + \
1355
+ [jac, self.call_args[-1], f_params, 0, jac_params]
1356
+
1357
+ with LSODA_LOCK:
1358
+ y1, t, istate = self.runner(*args)
1359
+
1360
+ self.istate = istate
1361
+ if istate < 0:
1362
+ unexpected_istate_msg = f'Unexpected istate={istate:d}'
1363
+ warnings.warn(f'{self.__class__.__name__:s}: '
1364
+ f'{self.messages.get(istate, unexpected_istate_msg):s}',
1365
+ stacklevel=2)
1366
+ self.success = 0
1367
+ else:
1368
+ self.call_args[3] = 2 # upgrade istate from 1 to 2
1369
+ self.istate = 2
1370
+ return y1, t
1371
+
1372
+ def step(self, *args):
1373
+ itask = self.call_args[2]
1374
+ self.call_args[2] = 2
1375
+ r = self.run(*args)
1376
+ self.call_args[2] = itask
1377
+ return r
1378
+
1379
+ def run_relax(self, *args):
1380
+ itask = self.call_args[2]
1381
+ self.call_args[2] = 3
1382
+ r = self.run(*args)
1383
+ self.call_args[2] = itask
1384
+ return r
1385
+
1386
+
1387
+ if lsoda.runner:
1388
+ IntegratorBase.integrator_classes.append(lsoda)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_odepack.cpython-310-x86_64-linux-gnu.so ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:405e393b7e8bb42de902c77d9affa7e88163141aeea18532f20bd77efc61076d
3
+ size 479121
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_odepack_py.py ADDED
@@ -0,0 +1,273 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Author: Travis Oliphant
2
+
3
+ __all__ = ['odeint', 'ODEintWarning']
4
+
5
+ import numpy as np
6
+ from . import _odepack
7
+ from copy import copy
8
+ import warnings
9
+
10
+ from threading import Lock
11
+
12
+
13
+ ODE_LOCK = Lock()
14
+
15
+
16
+ class ODEintWarning(Warning):
17
+ """Warning raised during the execution of `odeint`."""
18
+ pass
19
+
20
+
21
+ _msgs = {2: "Integration successful.",
22
+ 1: "Nothing was done; the integration time was 0.",
23
+ -1: "Excess work done on this call (perhaps wrong Dfun type).",
24
+ -2: "Excess accuracy requested (tolerances too small).",
25
+ -3: "Illegal input detected (internal error).",
26
+ -4: "Repeated error test failures (internal error).",
27
+ -5: "Repeated convergence failures (perhaps bad Jacobian or tolerances).",
28
+ -6: "Error weight became zero during problem.",
29
+ -7: "Internal workspace insufficient to finish (internal error).",
30
+ -8: "Run terminated (internal error)."
31
+ }
32
+
33
+
34
+ def odeint(func, y0, t, args=(), Dfun=None, col_deriv=0, full_output=0,
35
+ ml=None, mu=None, rtol=None, atol=None, tcrit=None, h0=0.0,
36
+ hmax=0.0, hmin=0.0, ixpr=0, mxstep=0, mxhnil=0, mxordn=12,
37
+ mxords=5, printmessg=0, tfirst=False):
38
+ """
39
+ Integrate a system of ordinary differential equations.
40
+
41
+ .. note:: For new code, use `scipy.integrate.solve_ivp` to solve a
42
+ differential equation.
43
+
44
+ Solve a system of ordinary differential equations using lsoda from the
45
+ FORTRAN library odepack.
46
+
47
+ Solves the initial value problem for stiff or non-stiff systems
48
+ of first order ode-s::
49
+
50
+ dy/dt = func(y, t, ...) [or func(t, y, ...)]
51
+
52
+ where y can be a vector.
53
+
54
+ .. note:: By default, the required order of the first two arguments of
55
+ `func` are in the opposite order of the arguments in the system
56
+ definition function used by the `scipy.integrate.ode` class and
57
+ the function `scipy.integrate.solve_ivp`. To use a function with
58
+ the signature ``func(t, y, ...)``, the argument `tfirst` must be
59
+ set to ``True``.
60
+
61
+ Parameters
62
+ ----------
63
+ func : callable(y, t, ...) or callable(t, y, ...)
64
+ Computes the derivative of y at t.
65
+ If the signature is ``callable(t, y, ...)``, then the argument
66
+ `tfirst` must be set ``True``.
67
+ `func` must not modify the data in `y`, as it is a
68
+ view of the data used internally by the ODE solver.
69
+ y0 : array
70
+ Initial condition on y (can be a vector).
71
+ t : array
72
+ A sequence of time points for which to solve for y. The initial
73
+ value point should be the first element of this sequence.
74
+ This sequence must be monotonically increasing or monotonically
75
+ decreasing; repeated values are allowed.
76
+ args : tuple, optional
77
+ Extra arguments to pass to function.
78
+ Dfun : callable(y, t, ...) or callable(t, y, ...)
79
+ Gradient (Jacobian) of `func`.
80
+ If the signature is ``callable(t, y, ...)``, then the argument
81
+ `tfirst` must be set ``True``.
82
+ `Dfun` must not modify the data in `y`, as it is a
83
+ view of the data used internally by the ODE solver.
84
+ col_deriv : bool, optional
85
+ True if `Dfun` defines derivatives down columns (faster),
86
+ otherwise `Dfun` should define derivatives across rows.
87
+ full_output : bool, optional
88
+ True if to return a dictionary of optional outputs as the second output
89
+ printmessg : bool, optional
90
+ Whether to print the convergence message
91
+ tfirst : bool, optional
92
+ If True, the first two arguments of `func` (and `Dfun`, if given)
93
+ must ``t, y`` instead of the default ``y, t``.
94
+
95
+ .. versionadded:: 1.1.0
96
+
97
+ Returns
98
+ -------
99
+ y : array, shape (len(t), len(y0))
100
+ Array containing the value of y for each desired time in t,
101
+ with the initial value `y0` in the first row.
102
+ infodict : dict, only returned if full_output == True
103
+ Dictionary containing additional output information
104
+
105
+ ======= ============================================================
106
+ key meaning
107
+ ======= ============================================================
108
+ 'hu' vector of step sizes successfully used for each time step
109
+ 'tcur' vector with the value of t reached for each time step
110
+ (will always be at least as large as the input times)
111
+ 'tolsf' vector of tolerance scale factors, greater than 1.0,
112
+ computed when a request for too much accuracy was detected
113
+ 'tsw' value of t at the time of the last method switch
114
+ (given for each time step)
115
+ 'nst' cumulative number of time steps
116
+ 'nfe' cumulative number of function evaluations for each time step
117
+ 'nje' cumulative number of jacobian evaluations for each time step
118
+ 'nqu' a vector of method orders for each successful step
119
+ 'imxer' index of the component of largest magnitude in the
120
+ weighted local error vector (e / ewt) on an error return, -1
121
+ otherwise
122
+ 'lenrw' the length of the double work array required
123
+ 'leniw' the length of integer work array required
124
+ 'mused' a vector of method indicators for each successful time step:
125
+ 1: adams (nonstiff), 2: bdf (stiff)
126
+ ======= ============================================================
127
+
128
+ Other Parameters
129
+ ----------------
130
+ ml, mu : int, optional
131
+ If either of these are not None or non-negative, then the
132
+ Jacobian is assumed to be banded. These give the number of
133
+ lower and upper non-zero diagonals in this banded matrix.
134
+ For the banded case, `Dfun` should return a matrix whose
135
+ rows contain the non-zero bands (starting with the lowest diagonal).
136
+ Thus, the return matrix `jac` from `Dfun` should have shape
137
+ ``(ml + mu + 1, len(y0))`` when ``ml >=0`` or ``mu >=0``.
138
+ The data in `jac` must be stored such that ``jac[i - j + mu, j]``
139
+ holds the derivative of the ``i``\\ th equation with respect to the
140
+ ``j``\\ th state variable. If `col_deriv` is True, the transpose of
141
+ this `jac` must be returned.
142
+ rtol, atol : float, optional
143
+ The input parameters `rtol` and `atol` determine the error
144
+ control performed by the solver. The solver will control the
145
+ vector, e, of estimated local errors in y, according to an
146
+ inequality of the form ``max-norm of (e / ewt) <= 1``,
147
+ where ewt is a vector of positive error weights computed as
148
+ ``ewt = rtol * abs(y) + atol``.
149
+ rtol and atol can be either vectors the same length as y or scalars.
150
+ Defaults to 1.49012e-8.
151
+ tcrit : ndarray, optional
152
+ Vector of critical points (e.g., singularities) where integration
153
+ care should be taken.
154
+ h0 : float, (0: solver-determined), optional
155
+ The step size to be attempted on the first step.
156
+ hmax : float, (0: solver-determined), optional
157
+ The maximum absolute step size allowed.
158
+ hmin : float, (0: solver-determined), optional
159
+ The minimum absolute step size allowed.
160
+ ixpr : bool, optional
161
+ Whether to generate extra printing at method switches.
162
+ mxstep : int, (0: solver-determined), optional
163
+ Maximum number of (internally defined) steps allowed for each
164
+ integration point in t.
165
+ mxhnil : int, (0: solver-determined), optional
166
+ Maximum number of messages printed.
167
+ mxordn : int, (0: solver-determined), optional
168
+ Maximum order to be allowed for the non-stiff (Adams) method.
169
+ mxords : int, (0: solver-determined), optional
170
+ Maximum order to be allowed for the stiff (BDF) method.
171
+
172
+ See Also
173
+ --------
174
+ solve_ivp : solve an initial value problem for a system of ODEs
175
+ ode : a more object-oriented integrator based on VODE
176
+ quad : for finding the area under a curve
177
+
178
+ Examples
179
+ --------
180
+ The second order differential equation for the angle `theta` of a
181
+ pendulum acted on by gravity with friction can be written::
182
+
183
+ theta''(t) + b*theta'(t) + c*sin(theta(t)) = 0
184
+
185
+ where `b` and `c` are positive constants, and a prime (') denotes a
186
+ derivative. To solve this equation with `odeint`, we must first convert
187
+ it to a system of first order equations. By defining the angular
188
+ velocity ``omega(t) = theta'(t)``, we obtain the system::
189
+
190
+ theta'(t) = omega(t)
191
+ omega'(t) = -b*omega(t) - c*sin(theta(t))
192
+
193
+ Let `y` be the vector [`theta`, `omega`]. We implement this system
194
+ in Python as:
195
+
196
+ >>> import numpy as np
197
+ >>> def pend(y, t, b, c):
198
+ ... theta, omega = y
199
+ ... dydt = [omega, -b*omega - c*np.sin(theta)]
200
+ ... return dydt
201
+ ...
202
+
203
+ We assume the constants are `b` = 0.25 and `c` = 5.0:
204
+
205
+ >>> b = 0.25
206
+ >>> c = 5.0
207
+
208
+ For initial conditions, we assume the pendulum is nearly vertical
209
+ with `theta(0)` = `pi` - 0.1, and is initially at rest, so
210
+ `omega(0)` = 0. Then the vector of initial conditions is
211
+
212
+ >>> y0 = [np.pi - 0.1, 0.0]
213
+
214
+ We will generate a solution at 101 evenly spaced samples in the interval
215
+ 0 <= `t` <= 10. So our array of times is:
216
+
217
+ >>> t = np.linspace(0, 10, 101)
218
+
219
+ Call `odeint` to generate the solution. To pass the parameters
220
+ `b` and `c` to `pend`, we give them to `odeint` using the `args`
221
+ argument.
222
+
223
+ >>> from scipy.integrate import odeint
224
+ >>> sol = odeint(pend, y0, t, args=(b, c))
225
+
226
+ The solution is an array with shape (101, 2). The first column
227
+ is `theta(t)`, and the second is `omega(t)`. The following code
228
+ plots both components.
229
+
230
+ >>> import matplotlib.pyplot as plt
231
+ >>> plt.plot(t, sol[:, 0], 'b', label='theta(t)')
232
+ >>> plt.plot(t, sol[:, 1], 'g', label='omega(t)')
233
+ >>> plt.legend(loc='best')
234
+ >>> plt.xlabel('t')
235
+ >>> plt.grid()
236
+ >>> plt.show()
237
+ """
238
+
239
+ if ml is None:
240
+ ml = -1 # changed to zero inside function call
241
+ if mu is None:
242
+ mu = -1 # changed to zero inside function call
243
+
244
+ dt = np.diff(t)
245
+ if not ((dt >= 0).all() or (dt <= 0).all()):
246
+ raise ValueError("The values in t must be monotonically increasing "
247
+ "or monotonically decreasing; repeated values are "
248
+ "allowed.")
249
+
250
+ t = copy(t)
251
+ y0 = copy(y0)
252
+
253
+ with ODE_LOCK:
254
+ output = _odepack.odeint(func, y0, t, args, Dfun, col_deriv, ml, mu,
255
+ full_output, rtol, atol, tcrit, h0, hmax, hmin,
256
+ ixpr, mxstep, mxhnil, mxordn, mxords,
257
+ int(bool(tfirst)))
258
+ if output[-1] < 0:
259
+ warning_msg = (f"{_msgs[output[-1]]} Run with full_output = 1 to "
260
+ f"get quantitative information.")
261
+ warnings.warn(warning_msg, ODEintWarning, stacklevel=2)
262
+ elif printmessg:
263
+ warning_msg = _msgs[output[-1]]
264
+ warnings.warn(warning_msg, ODEintWarning, stacklevel=2)
265
+
266
+ if full_output:
267
+ output[1]['message'] = _msgs[output[-1]]
268
+
269
+ output = output[:-1]
270
+ if len(output) == 1:
271
+ return output[0]
272
+ else:
273
+ return output
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quad_vec.py ADDED
@@ -0,0 +1,682 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import sys
2
+ import copy
3
+ import heapq
4
+ import collections
5
+ import functools
6
+ import warnings
7
+
8
+ import numpy as np
9
+
10
+ from scipy._lib._util import MapWrapper, _FunctionWrapper
11
+
12
+
13
+ class LRUDict(collections.OrderedDict):
14
+ def __init__(self, max_size):
15
+ self.__max_size = max_size
16
+
17
+ def __setitem__(self, key, value):
18
+ existing_key = (key in self)
19
+ super().__setitem__(key, value)
20
+ if existing_key:
21
+ self.move_to_end(key)
22
+ elif len(self) > self.__max_size:
23
+ self.popitem(last=False)
24
+
25
+ def update(self, other):
26
+ # Not needed below
27
+ raise NotImplementedError()
28
+
29
+
30
+ class SemiInfiniteFunc:
31
+ """
32
+ Argument transform from (start, +-oo) to (0, 1)
33
+ """
34
+ def __init__(self, func, start, infty):
35
+ self._func = func
36
+ self._start = start
37
+ self._sgn = -1 if infty < 0 else 1
38
+
39
+ # Overflow threshold for the 1/t**2 factor
40
+ self._tmin = sys.float_info.min**0.5
41
+
42
+ def get_t(self, x):
43
+ z = self._sgn * (x - self._start) + 1
44
+ if z == 0:
45
+ # Can happen only if point not in range
46
+ return np.inf
47
+ return 1 / z
48
+
49
+ def __call__(self, t):
50
+ if t < self._tmin:
51
+ return 0.0
52
+ else:
53
+ x = self._start + self._sgn * (1 - t) / t
54
+ f = self._func(x)
55
+ return self._sgn * (f / t) / t
56
+
57
+
58
+ class DoubleInfiniteFunc:
59
+ """
60
+ Argument transform from (-oo, oo) to (-1, 1)
61
+ """
62
+ def __init__(self, func):
63
+ self._func = func
64
+
65
+ # Overflow threshold for the 1/t**2 factor
66
+ self._tmin = sys.float_info.min**0.5
67
+
68
+ def get_t(self, x):
69
+ s = -1 if x < 0 else 1
70
+ return s / (abs(x) + 1)
71
+
72
+ def __call__(self, t):
73
+ if abs(t) < self._tmin:
74
+ return 0.0
75
+ else:
76
+ x = (1 - abs(t)) / t
77
+ f = self._func(x)
78
+ return (f / t) / t
79
+
80
+
81
+ def _max_norm(x):
82
+ return np.amax(abs(x))
83
+
84
+
85
+ def _get_sizeof(obj):
86
+ try:
87
+ return sys.getsizeof(obj)
88
+ except TypeError:
89
+ # occurs on pypy
90
+ if hasattr(obj, '__sizeof__'):
91
+ return int(obj.__sizeof__())
92
+ return 64
93
+
94
+
95
+ class _Bunch:
96
+ def __init__(self, **kwargs):
97
+ self.__keys = kwargs.keys()
98
+ self.__dict__.update(**kwargs)
99
+
100
+ def __repr__(self):
101
+ key_value_pairs = ', '.join(
102
+ f'{k}={repr(self.__dict__[k])}' for k in self.__keys
103
+ )
104
+ return f"_Bunch({key_value_pairs})"
105
+
106
+
107
+ def quad_vec(f, a, b, epsabs=1e-200, epsrel=1e-8, norm='2', cache_size=100e6,
108
+ limit=10000, workers=1, points=None, quadrature=None, full_output=False,
109
+ *, args=()):
110
+ r"""Adaptive integration of a vector-valued function.
111
+
112
+ Parameters
113
+ ----------
114
+ f : callable
115
+ Vector-valued function f(x) to integrate.
116
+ a : float
117
+ Initial point.
118
+ b : float
119
+ Final point.
120
+ epsabs : float, optional
121
+ Absolute tolerance.
122
+ epsrel : float, optional
123
+ Relative tolerance.
124
+ norm : {'max', '2'}, optional
125
+ Vector norm to use for error estimation.
126
+ cache_size : int, optional
127
+ Number of bytes to use for memoization.
128
+ limit : float or int, optional
129
+ An upper bound on the number of subintervals used in the adaptive
130
+ algorithm.
131
+ workers : int or map-like callable, optional
132
+ If `workers` is an integer, part of the computation is done in
133
+ parallel subdivided to this many tasks (using
134
+ :class:`python:multiprocessing.pool.Pool`).
135
+ Supply `-1` to use all cores available to the Process.
136
+ Alternatively, supply a map-like callable, such as
137
+ :meth:`python:multiprocessing.pool.Pool.map` for evaluating the
138
+ population in parallel.
139
+ This evaluation is carried out as ``workers(func, iterable)``.
140
+ points : list, optional
141
+ List of additional breakpoints.
142
+ quadrature : {'gk21', 'gk15', 'trapezoid'}, optional
143
+ Quadrature rule to use on subintervals.
144
+ Options: 'gk21' (Gauss-Kronrod 21-point rule),
145
+ 'gk15' (Gauss-Kronrod 15-point rule),
146
+ 'trapezoid' (composite trapezoid rule).
147
+ Default: 'gk21' for finite intervals and 'gk15' for (semi-)infinite
148
+ full_output : bool, optional
149
+ Return an additional ``info`` dictionary.
150
+ args : tuple, optional
151
+ Extra arguments to pass to function, if any.
152
+
153
+ .. versionadded:: 1.8.0
154
+
155
+ Returns
156
+ -------
157
+ res : {float, array-like}
158
+ Estimate for the result
159
+ err : float
160
+ Error estimate for the result in the given norm
161
+ info : dict
162
+ Returned only when ``full_output=True``.
163
+ Info dictionary. Is an object with the attributes:
164
+
165
+ success : bool
166
+ Whether integration reached target precision.
167
+ status : int
168
+ Indicator for convergence, success (0),
169
+ failure (1), and failure due to rounding error (2).
170
+ neval : int
171
+ Number of function evaluations.
172
+ intervals : ndarray, shape (num_intervals, 2)
173
+ Start and end points of subdivision intervals.
174
+ integrals : ndarray, shape (num_intervals, ...)
175
+ Integral for each interval.
176
+ Note that at most ``cache_size`` values are recorded,
177
+ and the array may contains *nan* for missing items.
178
+ errors : ndarray, shape (num_intervals,)
179
+ Estimated integration error for each interval.
180
+
181
+ Notes
182
+ -----
183
+ The algorithm mainly follows the implementation of QUADPACK's
184
+ DQAG* algorithms, implementing global error control and adaptive
185
+ subdivision.
186
+
187
+ The algorithm here has some differences to the QUADPACK approach:
188
+
189
+ Instead of subdividing one interval at a time, the algorithm
190
+ subdivides N intervals with largest errors at once. This enables
191
+ (partial) parallelization of the integration.
192
+
193
+ The logic of subdividing "next largest" intervals first is then
194
+ not implemented, and we rely on the above extension to avoid
195
+ concentrating on "small" intervals only.
196
+
197
+ The Wynn epsilon table extrapolation is not used (QUADPACK uses it
198
+ for infinite intervals). This is because the algorithm here is
199
+ supposed to work on vector-valued functions, in an user-specified
200
+ norm, and the extension of the epsilon algorithm to this case does
201
+ not appear to be widely agreed. For max-norm, using elementwise
202
+ Wynn epsilon could be possible, but we do not do this here with
203
+ the hope that the epsilon extrapolation is mainly useful in
204
+ special cases.
205
+
206
+ References
207
+ ----------
208
+ [1] R. Piessens, E. de Doncker, QUADPACK (1983).
209
+
210
+ Examples
211
+ --------
212
+ We can compute integrations of a vector-valued function:
213
+
214
+ >>> from scipy.integrate import quad_vec
215
+ >>> import numpy as np
216
+ >>> import matplotlib.pyplot as plt
217
+ >>> alpha = np.linspace(0.0, 2.0, num=30)
218
+ >>> f = lambda x: x**alpha
219
+ >>> x0, x1 = 0, 2
220
+ >>> y, err = quad_vec(f, x0, x1)
221
+ >>> plt.plot(alpha, y)
222
+ >>> plt.xlabel(r"$\alpha$")
223
+ >>> plt.ylabel(r"$\int_{0}^{2} x^\alpha dx$")
224
+ >>> plt.show()
225
+
226
+ When using the argument `workers`, one should ensure
227
+ that the main module is import-safe, for instance
228
+ by rewriting the example above as:
229
+
230
+ .. code-block:: python
231
+
232
+ from scipy.integrate import quad_vec
233
+ import numpy as np
234
+ import matplotlib.pyplot as plt
235
+
236
+ alpha = np.linspace(0.0, 2.0, num=30)
237
+ x0, x1 = 0, 2
238
+ def f(x):
239
+ return x**alpha
240
+
241
+ if __name__ == "__main__":
242
+ y, err = quad_vec(f, x0, x1, workers=2)
243
+ """
244
+ a = float(a)
245
+ b = float(b)
246
+
247
+ if args:
248
+ if not isinstance(args, tuple):
249
+ args = (args,)
250
+
251
+ # create a wrapped function to allow the use of map and Pool.map
252
+ f = _FunctionWrapper(f, args)
253
+
254
+ # Use simple transformations to deal with integrals over infinite
255
+ # intervals.
256
+ kwargs = dict(epsabs=epsabs,
257
+ epsrel=epsrel,
258
+ norm=norm,
259
+ cache_size=cache_size,
260
+ limit=limit,
261
+ workers=workers,
262
+ points=points,
263
+ quadrature='gk15' if quadrature is None else quadrature,
264
+ full_output=full_output)
265
+ if np.isfinite(a) and np.isinf(b):
266
+ f2 = SemiInfiniteFunc(f, start=a, infty=b)
267
+ if points is not None:
268
+ kwargs['points'] = tuple(f2.get_t(xp) for xp in points)
269
+ return quad_vec(f2, 0, 1, **kwargs)
270
+ elif np.isfinite(b) and np.isinf(a):
271
+ f2 = SemiInfiniteFunc(f, start=b, infty=a)
272
+ if points is not None:
273
+ kwargs['points'] = tuple(f2.get_t(xp) for xp in points)
274
+ res = quad_vec(f2, 0, 1, **kwargs)
275
+ return (-res[0],) + res[1:]
276
+ elif np.isinf(a) and np.isinf(b):
277
+ sgn = -1 if b < a else 1
278
+
279
+ # NB. explicitly split integral at t=0, which separates
280
+ # the positive and negative sides
281
+ f2 = DoubleInfiniteFunc(f)
282
+ if points is not None:
283
+ kwargs['points'] = (0,) + tuple(f2.get_t(xp) for xp in points)
284
+ else:
285
+ kwargs['points'] = (0,)
286
+
287
+ if a != b:
288
+ res = quad_vec(f2, -1, 1, **kwargs)
289
+ else:
290
+ res = quad_vec(f2, 1, 1, **kwargs)
291
+
292
+ return (res[0]*sgn,) + res[1:]
293
+ elif not (np.isfinite(a) and np.isfinite(b)):
294
+ raise ValueError(f"invalid integration bounds a={a}, b={b}")
295
+
296
+ norm_funcs = {
297
+ None: _max_norm,
298
+ 'max': _max_norm,
299
+ '2': np.linalg.norm
300
+ }
301
+ if callable(norm):
302
+ norm_func = norm
303
+ else:
304
+ norm_func = norm_funcs[norm]
305
+
306
+ parallel_count = 128
307
+ min_intervals = 2
308
+
309
+ try:
310
+ _quadrature = {None: _quadrature_gk21,
311
+ 'gk21': _quadrature_gk21,
312
+ 'gk15': _quadrature_gk15,
313
+ 'trapz': _quadrature_trapezoid, # alias for backcompat
314
+ 'trapezoid': _quadrature_trapezoid}[quadrature]
315
+ except KeyError as e:
316
+ raise ValueError(f"unknown quadrature {quadrature!r}") from e
317
+
318
+ if quadrature == "trapz":
319
+ msg = ("`quadrature='trapz'` is deprecated in favour of "
320
+ "`quadrature='trapezoid' and will raise an error from SciPy 1.16.0 "
321
+ "onwards.")
322
+ warnings.warn(msg, DeprecationWarning, stacklevel=2)
323
+
324
+ # Initial interval set
325
+ if points is None:
326
+ initial_intervals = [(a, b)]
327
+ else:
328
+ prev = a
329
+ initial_intervals = []
330
+ for p in sorted(points):
331
+ p = float(p)
332
+ if not (a < p < b) or p == prev:
333
+ continue
334
+ initial_intervals.append((prev, p))
335
+ prev = p
336
+ initial_intervals.append((prev, b))
337
+
338
+ global_integral = None
339
+ global_error = None
340
+ rounding_error = None
341
+ interval_cache = None
342
+ intervals = []
343
+ neval = 0
344
+
345
+ for x1, x2 in initial_intervals:
346
+ ig, err, rnd = _quadrature(x1, x2, f, norm_func)
347
+ neval += _quadrature.num_eval
348
+
349
+ if global_integral is None:
350
+ if isinstance(ig, (float, complex)):
351
+ # Specialize for scalars
352
+ if norm_func in (_max_norm, np.linalg.norm):
353
+ norm_func = abs
354
+
355
+ global_integral = ig
356
+ global_error = float(err)
357
+ rounding_error = float(rnd)
358
+
359
+ cache_count = cache_size // _get_sizeof(ig)
360
+ interval_cache = LRUDict(cache_count)
361
+ else:
362
+ global_integral += ig
363
+ global_error += err
364
+ rounding_error += rnd
365
+
366
+ interval_cache[(x1, x2)] = copy.copy(ig)
367
+ intervals.append((-err, x1, x2))
368
+
369
+ heapq.heapify(intervals)
370
+
371
+ CONVERGED = 0
372
+ NOT_CONVERGED = 1
373
+ ROUNDING_ERROR = 2
374
+ NOT_A_NUMBER = 3
375
+
376
+ status_msg = {
377
+ CONVERGED: "Target precision reached.",
378
+ NOT_CONVERGED: "Target precision not reached.",
379
+ ROUNDING_ERROR: "Target precision could not be reached due to rounding error.",
380
+ NOT_A_NUMBER: "Non-finite values encountered."
381
+ }
382
+
383
+ # Process intervals
384
+ with MapWrapper(workers) as mapwrapper:
385
+ ier = NOT_CONVERGED
386
+
387
+ while intervals and len(intervals) < limit:
388
+ # Select intervals with largest errors for subdivision
389
+ tol = max(epsabs, epsrel*norm_func(global_integral))
390
+
391
+ to_process = []
392
+ err_sum = 0
393
+
394
+ for j in range(parallel_count):
395
+ if not intervals:
396
+ break
397
+
398
+ if j > 0 and err_sum > global_error - tol/8:
399
+ # avoid unnecessary parallel splitting
400
+ break
401
+
402
+ interval = heapq.heappop(intervals)
403
+
404
+ neg_old_err, a, b = interval
405
+ old_int = interval_cache.pop((a, b), None)
406
+ to_process.append(
407
+ ((-neg_old_err, a, b, old_int), f, norm_func, _quadrature)
408
+ )
409
+ err_sum += -neg_old_err
410
+
411
+ # Subdivide intervals
412
+ for parts in mapwrapper(_subdivide_interval, to_process):
413
+ dint, derr, dround_err, subint, dneval = parts
414
+ neval += dneval
415
+ global_integral += dint
416
+ global_error += derr
417
+ rounding_error += dround_err
418
+ for x in subint:
419
+ x1, x2, ig, err = x
420
+ interval_cache[(x1, x2)] = ig
421
+ heapq.heappush(intervals, (-err, x1, x2))
422
+
423
+ # Termination check
424
+ if len(intervals) >= min_intervals:
425
+ tol = max(epsabs, epsrel*norm_func(global_integral))
426
+ if global_error < tol/8:
427
+ ier = CONVERGED
428
+ break
429
+ if global_error < rounding_error:
430
+ ier = ROUNDING_ERROR
431
+ break
432
+
433
+ if not (np.isfinite(global_error) and np.isfinite(rounding_error)):
434
+ ier = NOT_A_NUMBER
435
+ break
436
+
437
+ res = global_integral
438
+ err = global_error + rounding_error
439
+
440
+ if full_output:
441
+ res_arr = np.asarray(res)
442
+ dummy = np.full(res_arr.shape, np.nan, dtype=res_arr.dtype)
443
+ integrals = np.array([interval_cache.get((z[1], z[2]), dummy)
444
+ for z in intervals], dtype=res_arr.dtype)
445
+ errors = np.array([-z[0] for z in intervals])
446
+ intervals = np.array([[z[1], z[2]] for z in intervals])
447
+
448
+ info = _Bunch(neval=neval,
449
+ success=(ier == CONVERGED),
450
+ status=ier,
451
+ message=status_msg[ier],
452
+ intervals=intervals,
453
+ integrals=integrals,
454
+ errors=errors)
455
+ return (res, err, info)
456
+ else:
457
+ return (res, err)
458
+
459
+
460
+ def _subdivide_interval(args):
461
+ interval, f, norm_func, _quadrature = args
462
+ old_err, a, b, old_int = interval
463
+
464
+ c = 0.5 * (a + b)
465
+
466
+ # Left-hand side
467
+ if getattr(_quadrature, 'cache_size', 0) > 0:
468
+ f = functools.lru_cache(_quadrature.cache_size)(f)
469
+
470
+ s1, err1, round1 = _quadrature(a, c, f, norm_func)
471
+ dneval = _quadrature.num_eval
472
+ s2, err2, round2 = _quadrature(c, b, f, norm_func)
473
+ dneval += _quadrature.num_eval
474
+ if old_int is None:
475
+ old_int, _, _ = _quadrature(a, b, f, norm_func)
476
+ dneval += _quadrature.num_eval
477
+
478
+ if getattr(_quadrature, 'cache_size', 0) > 0:
479
+ dneval = f.cache_info().misses
480
+
481
+ dint = s1 + s2 - old_int
482
+ derr = err1 + err2 - old_err
483
+ dround_err = round1 + round2
484
+
485
+ subintervals = ((a, c, s1, err1), (c, b, s2, err2))
486
+ return dint, derr, dround_err, subintervals, dneval
487
+
488
+
489
+ def _quadrature_trapezoid(x1, x2, f, norm_func):
490
+ """
491
+ Composite trapezoid quadrature
492
+ """
493
+ x3 = 0.5*(x1 + x2)
494
+ f1 = f(x1)
495
+ f2 = f(x2)
496
+ f3 = f(x3)
497
+
498
+ s2 = 0.25 * (x2 - x1) * (f1 + 2*f3 + f2)
499
+
500
+ round_err = 0.25 * abs(x2 - x1) * (float(norm_func(f1))
501
+ + 2*float(norm_func(f3))
502
+ + float(norm_func(f2))) * 2e-16
503
+
504
+ s1 = 0.5 * (x2 - x1) * (f1 + f2)
505
+ err = 1/3 * float(norm_func(s1 - s2))
506
+ return s2, err, round_err
507
+
508
+
509
+ _quadrature_trapezoid.cache_size = 3 * 3
510
+ _quadrature_trapezoid.num_eval = 3
511
+
512
+
513
+ def _quadrature_gk(a, b, f, norm_func, x, w, v):
514
+ """
515
+ Generic Gauss-Kronrod quadrature
516
+ """
517
+
518
+ fv = [0.0]*len(x)
519
+
520
+ c = 0.5 * (a + b)
521
+ h = 0.5 * (b - a)
522
+
523
+ # Gauss-Kronrod
524
+ s_k = 0.0
525
+ s_k_abs = 0.0
526
+ for i in range(len(x)):
527
+ ff = f(c + h*x[i])
528
+ fv[i] = ff
529
+
530
+ vv = v[i]
531
+
532
+ # \int f(x)
533
+ s_k += vv * ff
534
+ # \int |f(x)|
535
+ s_k_abs += vv * abs(ff)
536
+
537
+ # Gauss
538
+ s_g = 0.0
539
+ for i in range(len(w)):
540
+ s_g += w[i] * fv[2*i + 1]
541
+
542
+ # Quadrature of abs-deviation from average
543
+ s_k_dabs = 0.0
544
+ y0 = s_k / 2.0
545
+ for i in range(len(x)):
546
+ # \int |f(x) - y0|
547
+ s_k_dabs += v[i] * abs(fv[i] - y0)
548
+
549
+ # Use similar error estimation as quadpack
550
+ err = float(norm_func((s_k - s_g) * h))
551
+ dabs = float(norm_func(s_k_dabs * h))
552
+ if dabs != 0 and err != 0:
553
+ err = dabs * min(1.0, (200 * err / dabs)**1.5)
554
+
555
+ eps = sys.float_info.epsilon
556
+ round_err = float(norm_func(50 * eps * h * s_k_abs))
557
+
558
+ if round_err > sys.float_info.min:
559
+ err = max(err, round_err)
560
+
561
+ return h * s_k, err, round_err
562
+
563
+
564
+ def _quadrature_gk21(a, b, f, norm_func):
565
+ """
566
+ Gauss-Kronrod 21 quadrature with error estimate
567
+ """
568
+ # Gauss-Kronrod points
569
+ x = (0.995657163025808080735527280689003,
570
+ 0.973906528517171720077964012084452,
571
+ 0.930157491355708226001207180059508,
572
+ 0.865063366688984510732096688423493,
573
+ 0.780817726586416897063717578345042,
574
+ 0.679409568299024406234327365114874,
575
+ 0.562757134668604683339000099272694,
576
+ 0.433395394129247190799265943165784,
577
+ 0.294392862701460198131126603103866,
578
+ 0.148874338981631210884826001129720,
579
+ 0,
580
+ -0.148874338981631210884826001129720,
581
+ -0.294392862701460198131126603103866,
582
+ -0.433395394129247190799265943165784,
583
+ -0.562757134668604683339000099272694,
584
+ -0.679409568299024406234327365114874,
585
+ -0.780817726586416897063717578345042,
586
+ -0.865063366688984510732096688423493,
587
+ -0.930157491355708226001207180059508,
588
+ -0.973906528517171720077964012084452,
589
+ -0.995657163025808080735527280689003)
590
+
591
+ # 10-point weights
592
+ w = (0.066671344308688137593568809893332,
593
+ 0.149451349150580593145776339657697,
594
+ 0.219086362515982043995534934228163,
595
+ 0.269266719309996355091226921569469,
596
+ 0.295524224714752870173892994651338,
597
+ 0.295524224714752870173892994651338,
598
+ 0.269266719309996355091226921569469,
599
+ 0.219086362515982043995534934228163,
600
+ 0.149451349150580593145776339657697,
601
+ 0.066671344308688137593568809893332)
602
+
603
+ # 21-point weights
604
+ v = (0.011694638867371874278064396062192,
605
+ 0.032558162307964727478818972459390,
606
+ 0.054755896574351996031381300244580,
607
+ 0.075039674810919952767043140916190,
608
+ 0.093125454583697605535065465083366,
609
+ 0.109387158802297641899210590325805,
610
+ 0.123491976262065851077958109831074,
611
+ 0.134709217311473325928054001771707,
612
+ 0.142775938577060080797094273138717,
613
+ 0.147739104901338491374841515972068,
614
+ 0.149445554002916905664936468389821,
615
+ 0.147739104901338491374841515972068,
616
+ 0.142775938577060080797094273138717,
617
+ 0.134709217311473325928054001771707,
618
+ 0.123491976262065851077958109831074,
619
+ 0.109387158802297641899210590325805,
620
+ 0.093125454583697605535065465083366,
621
+ 0.075039674810919952767043140916190,
622
+ 0.054755896574351996031381300244580,
623
+ 0.032558162307964727478818972459390,
624
+ 0.011694638867371874278064396062192)
625
+
626
+ return _quadrature_gk(a, b, f, norm_func, x, w, v)
627
+
628
+
629
+ _quadrature_gk21.num_eval = 21
630
+
631
+
632
+ def _quadrature_gk15(a, b, f, norm_func):
633
+ """
634
+ Gauss-Kronrod 15 quadrature with error estimate
635
+ """
636
+ # Gauss-Kronrod points
637
+ x = (0.991455371120812639206854697526329,
638
+ 0.949107912342758524526189684047851,
639
+ 0.864864423359769072789712788640926,
640
+ 0.741531185599394439863864773280788,
641
+ 0.586087235467691130294144838258730,
642
+ 0.405845151377397166906606412076961,
643
+ 0.207784955007898467600689403773245,
644
+ 0.000000000000000000000000000000000,
645
+ -0.207784955007898467600689403773245,
646
+ -0.405845151377397166906606412076961,
647
+ -0.586087235467691130294144838258730,
648
+ -0.741531185599394439863864773280788,
649
+ -0.864864423359769072789712788640926,
650
+ -0.949107912342758524526189684047851,
651
+ -0.991455371120812639206854697526329)
652
+
653
+ # 7-point weights
654
+ w = (0.129484966168869693270611432679082,
655
+ 0.279705391489276667901467771423780,
656
+ 0.381830050505118944950369775488975,
657
+ 0.417959183673469387755102040816327,
658
+ 0.381830050505118944950369775488975,
659
+ 0.279705391489276667901467771423780,
660
+ 0.129484966168869693270611432679082)
661
+
662
+ # 15-point weights
663
+ v = (0.022935322010529224963732008058970,
664
+ 0.063092092629978553290700663189204,
665
+ 0.104790010322250183839876322541518,
666
+ 0.140653259715525918745189590510238,
667
+ 0.169004726639267902826583426598550,
668
+ 0.190350578064785409913256402421014,
669
+ 0.204432940075298892414161999234649,
670
+ 0.209482141084727828012999174891714,
671
+ 0.204432940075298892414161999234649,
672
+ 0.190350578064785409913256402421014,
673
+ 0.169004726639267902826583426598550,
674
+ 0.140653259715525918745189590510238,
675
+ 0.104790010322250183839876322541518,
676
+ 0.063092092629978553290700663189204,
677
+ 0.022935322010529224963732008058970)
678
+
679
+ return _quadrature_gk(a, b, f, norm_func, x, w, v)
680
+
681
+
682
+ _quadrature_gk15.num_eval = 15
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadpack.cpython-310-x86_64-linux-gnu.so ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:e703814f6fc19b664dac20ee3c9a604f4f2dda85a5460cf65f25458c040c45e9
3
+ size 112024
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadpack_py.py ADDED
@@ -0,0 +1,1279 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Author: Travis Oliphant 2001
2
+ # Author: Nathan Woods 2013 (nquad &c)
3
+ import sys
4
+ import warnings
5
+ from functools import partial
6
+
7
+ from . import _quadpack
8
+ import numpy as np
9
+
10
+ __all__ = ["quad", "dblquad", "tplquad", "nquad", "IntegrationWarning"]
11
+
12
+
13
+ class IntegrationWarning(UserWarning):
14
+ """
15
+ Warning on issues during integration.
16
+ """
17
+ pass
18
+
19
+
20
+ def quad(func, a, b, args=(), full_output=0, epsabs=1.49e-8, epsrel=1.49e-8,
21
+ limit=50, points=None, weight=None, wvar=None, wopts=None, maxp1=50,
22
+ limlst=50, complex_func=False):
23
+ """
24
+ Compute a definite integral.
25
+
26
+ Integrate func from `a` to `b` (possibly infinite interval) using a
27
+ technique from the Fortran library QUADPACK.
28
+
29
+ Parameters
30
+ ----------
31
+ func : {function, scipy.LowLevelCallable}
32
+ A Python function or method to integrate. If `func` takes many
33
+ arguments, it is integrated along the axis corresponding to the
34
+ first argument.
35
+
36
+ If the user desires improved integration performance, then `f` may
37
+ be a `scipy.LowLevelCallable` with one of the signatures::
38
+
39
+ double func(double x)
40
+ double func(double x, void *user_data)
41
+ double func(int n, double *xx)
42
+ double func(int n, double *xx, void *user_data)
43
+
44
+ The ``user_data`` is the data contained in the `scipy.LowLevelCallable`.
45
+ In the call forms with ``xx``, ``n`` is the length of the ``xx``
46
+ array which contains ``xx[0] == x`` and the rest of the items are
47
+ numbers contained in the ``args`` argument of quad.
48
+
49
+ In addition, certain ctypes call signatures are supported for
50
+ backward compatibility, but those should not be used in new code.
51
+ a : float
52
+ Lower limit of integration (use -numpy.inf for -infinity).
53
+ b : float
54
+ Upper limit of integration (use numpy.inf for +infinity).
55
+ args : tuple, optional
56
+ Extra arguments to pass to `func`.
57
+ full_output : int, optional
58
+ Non-zero to return a dictionary of integration information.
59
+ If non-zero, warning messages are also suppressed and the
60
+ message is appended to the output tuple.
61
+ complex_func : bool, optional
62
+ Indicate if the function's (`func`) return type is real
63
+ (``complex_func=False``: default) or complex (``complex_func=True``).
64
+ In both cases, the function's argument is real.
65
+ If full_output is also non-zero, the `infodict`, `message`, and
66
+ `explain` for the real and complex components are returned in
67
+ a dictionary with keys "real output" and "imag output".
68
+
69
+ Returns
70
+ -------
71
+ y : float
72
+ The integral of func from `a` to `b`.
73
+ abserr : float
74
+ An estimate of the absolute error in the result.
75
+ infodict : dict
76
+ A dictionary containing additional information.
77
+ message
78
+ A convergence message.
79
+ explain
80
+ Appended only with 'cos' or 'sin' weighting and infinite
81
+ integration limits, it contains an explanation of the codes in
82
+ infodict['ierlst']
83
+
84
+ Other Parameters
85
+ ----------------
86
+ epsabs : float or int, optional
87
+ Absolute error tolerance. Default is 1.49e-8. `quad` tries to obtain
88
+ an accuracy of ``abs(i-result) <= max(epsabs, epsrel*abs(i))``
89
+ where ``i`` = integral of `func` from `a` to `b`, and ``result`` is the
90
+ numerical approximation. See `epsrel` below.
91
+ epsrel : float or int, optional
92
+ Relative error tolerance. Default is 1.49e-8.
93
+ If ``epsabs <= 0``, `epsrel` must be greater than both 5e-29
94
+ and ``50 * (machine epsilon)``. See `epsabs` above.
95
+ limit : float or int, optional
96
+ An upper bound on the number of subintervals used in the adaptive
97
+ algorithm.
98
+ points : (sequence of floats,ints), optional
99
+ A sequence of break points in the bounded integration interval
100
+ where local difficulties of the integrand may occur (e.g.,
101
+ singularities, discontinuities). The sequence does not have
102
+ to be sorted. Note that this option cannot be used in conjunction
103
+ with ``weight``.
104
+ weight : float or int, optional
105
+ String indicating weighting function. Full explanation for this
106
+ and the remaining arguments can be found below.
107
+ wvar : optional
108
+ Variables for use with weighting functions.
109
+ wopts : optional
110
+ Optional input for reusing Chebyshev moments.
111
+ maxp1 : float or int, optional
112
+ An upper bound on the number of Chebyshev moments.
113
+ limlst : int, optional
114
+ Upper bound on the number of cycles (>=3) for use with a sinusoidal
115
+ weighting and an infinite end-point.
116
+
117
+ See Also
118
+ --------
119
+ dblquad : double integral
120
+ tplquad : triple integral
121
+ nquad : n-dimensional integrals (uses `quad` recursively)
122
+ fixed_quad : fixed-order Gaussian quadrature
123
+ simpson : integrator for sampled data
124
+ romb : integrator for sampled data
125
+ scipy.special : for coefficients and roots of orthogonal polynomials
126
+
127
+ Notes
128
+ -----
129
+ For valid results, the integral must converge; behavior for divergent
130
+ integrals is not guaranteed.
131
+
132
+ **Extra information for quad() inputs and outputs**
133
+
134
+ If full_output is non-zero, then the third output argument
135
+ (infodict) is a dictionary with entries as tabulated below. For
136
+ infinite limits, the range is transformed to (0,1) and the
137
+ optional outputs are given with respect to this transformed range.
138
+ Let M be the input argument limit and let K be infodict['last'].
139
+ The entries are:
140
+
141
+ 'neval'
142
+ The number of function evaluations.
143
+ 'last'
144
+ The number, K, of subintervals produced in the subdivision process.
145
+ 'alist'
146
+ A rank-1 array of length M, the first K elements of which are the
147
+ left end points of the subintervals in the partition of the
148
+ integration range.
149
+ 'blist'
150
+ A rank-1 array of length M, the first K elements of which are the
151
+ right end points of the subintervals.
152
+ 'rlist'
153
+ A rank-1 array of length M, the first K elements of which are the
154
+ integral approximations on the subintervals.
155
+ 'elist'
156
+ A rank-1 array of length M, the first K elements of which are the
157
+ moduli of the absolute error estimates on the subintervals.
158
+ 'iord'
159
+ A rank-1 integer array of length M, the first L elements of
160
+ which are pointers to the error estimates over the subintervals
161
+ with ``L=K`` if ``K<=M/2+2`` or ``L=M+1-K`` otherwise. Let I be the
162
+ sequence ``infodict['iord']`` and let E be the sequence
163
+ ``infodict['elist']``. Then ``E[I[1]], ..., E[I[L]]`` forms a
164
+ decreasing sequence.
165
+
166
+ If the input argument points is provided (i.e., it is not None),
167
+ the following additional outputs are placed in the output
168
+ dictionary. Assume the points sequence is of length P.
169
+
170
+ 'pts'
171
+ A rank-1 array of length P+2 containing the integration limits
172
+ and the break points of the intervals in ascending order.
173
+ This is an array giving the subintervals over which integration
174
+ will occur.
175
+ 'level'
176
+ A rank-1 integer array of length M (=limit), containing the
177
+ subdivision levels of the subintervals, i.e., if (aa,bb) is a
178
+ subinterval of ``(pts[1], pts[2])`` where ``pts[0]`` and ``pts[2]``
179
+ are adjacent elements of ``infodict['pts']``, then (aa,bb) has level l
180
+ if ``|bb-aa| = |pts[2]-pts[1]| * 2**(-l)``.
181
+ 'ndin'
182
+ A rank-1 integer array of length P+2. After the first integration
183
+ over the intervals (pts[1], pts[2]), the error estimates over some
184
+ of the intervals may have been increased artificially in order to
185
+ put their subdivision forward. This array has ones in slots
186
+ corresponding to the subintervals for which this happens.
187
+
188
+ **Weighting the integrand**
189
+
190
+ The input variables, *weight* and *wvar*, are used to weight the
191
+ integrand by a select list of functions. Different integration
192
+ methods are used to compute the integral with these weighting
193
+ functions, and these do not support specifying break points. The
194
+ possible values of weight and the corresponding weighting functions are.
195
+
196
+ ========== =================================== =====================
197
+ ``weight`` Weight function used ``wvar``
198
+ ========== =================================== =====================
199
+ 'cos' cos(w*x) wvar = w
200
+ 'sin' sin(w*x) wvar = w
201
+ 'alg' g(x) = ((x-a)**alpha)*((b-x)**beta) wvar = (alpha, beta)
202
+ 'alg-loga' g(x)*log(x-a) wvar = (alpha, beta)
203
+ 'alg-logb' g(x)*log(b-x) wvar = (alpha, beta)
204
+ 'alg-log' g(x)*log(x-a)*log(b-x) wvar = (alpha, beta)
205
+ 'cauchy' 1/(x-c) wvar = c
206
+ ========== =================================== =====================
207
+
208
+ wvar holds the parameter w, (alpha, beta), or c depending on the weight
209
+ selected. In these expressions, a and b are the integration limits.
210
+
211
+ For the 'cos' and 'sin' weighting, additional inputs and outputs are
212
+ available.
213
+
214
+ For finite integration limits, the integration is performed using a
215
+ Clenshaw-Curtis method which uses Chebyshev moments. For repeated
216
+ calculations, these moments are saved in the output dictionary:
217
+
218
+ 'momcom'
219
+ The maximum level of Chebyshev moments that have been computed,
220
+ i.e., if ``M_c`` is ``infodict['momcom']`` then the moments have been
221
+ computed for intervals of length ``|b-a| * 2**(-l)``,
222
+ ``l=0,1,...,M_c``.
223
+ 'nnlog'
224
+ A rank-1 integer array of length M(=limit), containing the
225
+ subdivision levels of the subintervals, i.e., an element of this
226
+ array is equal to l if the corresponding subinterval is
227
+ ``|b-a|* 2**(-l)``.
228
+ 'chebmo'
229
+ A rank-2 array of shape (25, maxp1) containing the computed
230
+ Chebyshev moments. These can be passed on to an integration
231
+ over the same interval by passing this array as the second
232
+ element of the sequence wopts and passing infodict['momcom'] as
233
+ the first element.
234
+
235
+ If one of the integration limits is infinite, then a Fourier integral is
236
+ computed (assuming w neq 0). If full_output is 1 and a numerical error
237
+ is encountered, besides the error message attached to the output tuple,
238
+ a dictionary is also appended to the output tuple which translates the
239
+ error codes in the array ``info['ierlst']`` to English messages. The
240
+ output information dictionary contains the following entries instead of
241
+ 'last', 'alist', 'blist', 'rlist', and 'elist':
242
+
243
+ 'lst'
244
+ The number of subintervals needed for the integration (call it ``K_f``).
245
+ 'rslst'
246
+ A rank-1 array of length M_f=limlst, whose first ``K_f`` elements
247
+ contain the integral contribution over the interval
248
+ ``(a+(k-1)c, a+kc)`` where ``c = (2*floor(|w|) + 1) * pi / |w|``
249
+ and ``k=1,2,...,K_f``.
250
+ 'erlst'
251
+ A rank-1 array of length ``M_f`` containing the error estimate
252
+ corresponding to the interval in the same position in
253
+ ``infodict['rslist']``.
254
+ 'ierlst'
255
+ A rank-1 integer array of length ``M_f`` containing an error flag
256
+ corresponding to the interval in the same position in
257
+ ``infodict['rslist']``. See the explanation dictionary (last entry
258
+ in the output tuple) for the meaning of the codes.
259
+
260
+
261
+ **Details of QUADPACK level routines**
262
+
263
+ `quad` calls routines from the FORTRAN library QUADPACK. This section
264
+ provides details on the conditions for each routine to be called and a
265
+ short description of each routine. The routine called depends on
266
+ `weight`, `points` and the integration limits `a` and `b`.
267
+
268
+ ================ ============== ========== =====================
269
+ QUADPACK routine `weight` `points` infinite bounds
270
+ ================ ============== ========== =====================
271
+ qagse None No No
272
+ qagie None No Yes
273
+ qagpe None Yes No
274
+ qawoe 'sin', 'cos' No No
275
+ qawfe 'sin', 'cos' No either `a` or `b`
276
+ qawse 'alg*' No No
277
+ qawce 'cauchy' No No
278
+ ================ ============== ========== =====================
279
+
280
+ The following provides a short description from [1]_ for each
281
+ routine.
282
+
283
+ qagse
284
+ is an integrator based on globally adaptive interval
285
+ subdivision in connection with extrapolation, which will
286
+ eliminate the effects of integrand singularities of
287
+ several types.
288
+ qagie
289
+ handles integration over infinite intervals. The infinite range is
290
+ mapped onto a finite interval and subsequently the same strategy as
291
+ in ``QAGS`` is applied.
292
+ qagpe
293
+ serves the same purposes as QAGS, but also allows the
294
+ user to provide explicit information about the location
295
+ and type of trouble-spots i.e. the abscissae of internal
296
+ singularities, discontinuities and other difficulties of
297
+ the integrand function.
298
+ qawoe
299
+ is an integrator for the evaluation of
300
+ :math:`\\int^b_a \\cos(\\omega x)f(x)dx` or
301
+ :math:`\\int^b_a \\sin(\\omega x)f(x)dx`
302
+ over a finite interval [a,b], where :math:`\\omega` and :math:`f`
303
+ are specified by the user. The rule evaluation component is based
304
+ on the modified Clenshaw-Curtis technique
305
+
306
+ An adaptive subdivision scheme is used in connection
307
+ with an extrapolation procedure, which is a modification
308
+ of that in ``QAGS`` and allows the algorithm to deal with
309
+ singularities in :math:`f(x)`.
310
+ qawfe
311
+ calculates the Fourier transform
312
+ :math:`\\int^\\infty_a \\cos(\\omega x)f(x)dx` or
313
+ :math:`\\int^\\infty_a \\sin(\\omega x)f(x)dx`
314
+ for user-provided :math:`\\omega` and :math:`f`. The procedure of
315
+ ``QAWO`` is applied on successive finite intervals, and convergence
316
+ acceleration by means of the :math:`\\varepsilon`-algorithm is applied
317
+ to the series of integral approximations.
318
+ qawse
319
+ approximate :math:`\\int^b_a w(x)f(x)dx`, with :math:`a < b` where
320
+ :math:`w(x) = (x-a)^{\\alpha}(b-x)^{\\beta}v(x)` with
321
+ :math:`\\alpha,\\beta > -1`, where :math:`v(x)` may be one of the
322
+ following functions: :math:`1`, :math:`\\log(x-a)`, :math:`\\log(b-x)`,
323
+ :math:`\\log(x-a)\\log(b-x)`.
324
+
325
+ The user specifies :math:`\\alpha`, :math:`\\beta` and the type of the
326
+ function :math:`v`. A globally adaptive subdivision strategy is
327
+ applied, with modified Clenshaw-Curtis integration on those
328
+ subintervals which contain `a` or `b`.
329
+ qawce
330
+ compute :math:`\\int^b_a f(x) / (x-c)dx` where the integral must be
331
+ interpreted as a Cauchy principal value integral, for user specified
332
+ :math:`c` and :math:`f`. The strategy is globally adaptive. Modified
333
+ Clenshaw-Curtis integration is used on those intervals containing the
334
+ point :math:`x = c`.
335
+
336
+ **Integration of Complex Function of a Real Variable**
337
+
338
+ A complex valued function, :math:`f`, of a real variable can be written as
339
+ :math:`f = g + ih`. Similarly, the integral of :math:`f` can be
340
+ written as
341
+
342
+ .. math::
343
+ \\int_a^b f(x) dx = \\int_a^b g(x) dx + i\\int_a^b h(x) dx
344
+
345
+ assuming that the integrals of :math:`g` and :math:`h` exist
346
+ over the interval :math:`[a,b]` [2]_. Therefore, ``quad`` integrates
347
+ complex-valued functions by integrating the real and imaginary components
348
+ separately.
349
+
350
+
351
+ References
352
+ ----------
353
+
354
+ .. [1] Piessens, Robert; de Doncker-Kapenga, Elise;
355
+ Überhuber, Christoph W.; Kahaner, David (1983).
356
+ QUADPACK: A subroutine package for automatic integration.
357
+ Springer-Verlag.
358
+ ISBN 978-3-540-12553-2.
359
+
360
+ .. [2] McCullough, Thomas; Phillips, Keith (1973).
361
+ Foundations of Analysis in the Complex Plane.
362
+ Holt Rinehart Winston.
363
+ ISBN 0-03-086370-8
364
+
365
+ Examples
366
+ --------
367
+ Calculate :math:`\\int^4_0 x^2 dx` and compare with an analytic result
368
+
369
+ >>> from scipy import integrate
370
+ >>> import numpy as np
371
+ >>> x2 = lambda x: x**2
372
+ >>> integrate.quad(x2, 0, 4)
373
+ (21.333333333333332, 2.3684757858670003e-13)
374
+ >>> print(4**3 / 3.) # analytical result
375
+ 21.3333333333
376
+
377
+ Calculate :math:`\\int^\\infty_0 e^{-x} dx`
378
+
379
+ >>> invexp = lambda x: np.exp(-x)
380
+ >>> integrate.quad(invexp, 0, np.inf)
381
+ (1.0, 5.842605999138044e-11)
382
+
383
+ Calculate :math:`\\int^1_0 a x \\,dx` for :math:`a = 1, 3`
384
+
385
+ >>> f = lambda x, a: a*x
386
+ >>> y, err = integrate.quad(f, 0, 1, args=(1,))
387
+ >>> y
388
+ 0.5
389
+ >>> y, err = integrate.quad(f, 0, 1, args=(3,))
390
+ >>> y
391
+ 1.5
392
+
393
+ Calculate :math:`\\int^1_0 x^2 + y^2 dx` with ctypes, holding
394
+ y parameter as 1::
395
+
396
+ testlib.c =>
397
+ double func(int n, double args[n]){
398
+ return args[0]*args[0] + args[1]*args[1];}
399
+ compile to library testlib.*
400
+
401
+ ::
402
+
403
+ from scipy import integrate
404
+ import ctypes
405
+ lib = ctypes.CDLL('/home/.../testlib.*') #use absolute path
406
+ lib.func.restype = ctypes.c_double
407
+ lib.func.argtypes = (ctypes.c_int,ctypes.c_double)
408
+ integrate.quad(lib.func,0,1,(1))
409
+ #(1.3333333333333333, 1.4802973661668752e-14)
410
+ print((1.0**3/3.0 + 1.0) - (0.0**3/3.0 + 0.0)) #Analytic result
411
+ # 1.3333333333333333
412
+
413
+ Be aware that pulse shapes and other sharp features as compared to the
414
+ size of the integration interval may not be integrated correctly using
415
+ this method. A simplified example of this limitation is integrating a
416
+ y-axis reflected step function with many zero values within the integrals
417
+ bounds.
418
+
419
+ >>> y = lambda x: 1 if x<=0 else 0
420
+ >>> integrate.quad(y, -1, 1)
421
+ (1.0, 1.1102230246251565e-14)
422
+ >>> integrate.quad(y, -1, 100)
423
+ (1.0000000002199108, 1.0189464580163188e-08)
424
+ >>> integrate.quad(y, -1, 10000)
425
+ (0.0, 0.0)
426
+
427
+ """
428
+ if not isinstance(args, tuple):
429
+ args = (args,)
430
+
431
+ # check the limits of integration: \int_a^b, expect a < b
432
+ flip, a, b = b < a, min(a, b), max(a, b)
433
+
434
+ if complex_func:
435
+ def imfunc(x, *args):
436
+ return func(x, *args).imag
437
+
438
+ def refunc(x, *args):
439
+ return func(x, *args).real
440
+
441
+ re_retval = quad(refunc, a, b, args, full_output, epsabs,
442
+ epsrel, limit, points, weight, wvar, wopts,
443
+ maxp1, limlst, complex_func=False)
444
+ im_retval = quad(imfunc, a, b, args, full_output, epsabs,
445
+ epsrel, limit, points, weight, wvar, wopts,
446
+ maxp1, limlst, complex_func=False)
447
+ integral = re_retval[0] + 1j*im_retval[0]
448
+ error_estimate = re_retval[1] + 1j*im_retval[1]
449
+ retval = integral, error_estimate
450
+ if full_output:
451
+ msgexp = {}
452
+ msgexp["real"] = re_retval[2:]
453
+ msgexp["imag"] = im_retval[2:]
454
+ retval = retval + (msgexp,)
455
+
456
+ return retval
457
+
458
+ if weight is None:
459
+ retval = _quad(func, a, b, args, full_output, epsabs, epsrel, limit,
460
+ points)
461
+ else:
462
+ if points is not None:
463
+ msg = ("Break points cannot be specified when using weighted integrand.\n"
464
+ "Continuing, ignoring specified points.")
465
+ warnings.warn(msg, IntegrationWarning, stacklevel=2)
466
+ retval = _quad_weight(func, a, b, args, full_output, epsabs, epsrel,
467
+ limlst, limit, maxp1, weight, wvar, wopts)
468
+
469
+ if flip:
470
+ retval = (-retval[0],) + retval[1:]
471
+
472
+ ier = retval[-1]
473
+ if ier == 0:
474
+ return retval[:-1]
475
+
476
+ msgs = {80: "A Python error occurred possibly while calling the function.",
477
+ 1: f"The maximum number of subdivisions ({limit}) has been achieved.\n "
478
+ f"If increasing the limit yields no improvement it is advised to "
479
+ f"analyze \n the integrand in order to determine the difficulties. "
480
+ f"If the position of a \n local difficulty can be determined "
481
+ f"(singularity, discontinuity) one will \n probably gain from "
482
+ f"splitting up the interval and calling the integrator \n on the "
483
+ f"subranges. Perhaps a special-purpose integrator should be used.",
484
+ 2: "The occurrence of roundoff error is detected, which prevents \n "
485
+ "the requested tolerance from being achieved. "
486
+ "The error may be \n underestimated.",
487
+ 3: "Extremely bad integrand behavior occurs at some points of the\n "
488
+ "integration interval.",
489
+ 4: "The algorithm does not converge. Roundoff error is detected\n "
490
+ "in the extrapolation table. It is assumed that the requested "
491
+ "tolerance\n cannot be achieved, and that the returned result "
492
+ "(if full_output = 1) is \n the best which can be obtained.",
493
+ 5: "The integral is probably divergent, or slowly convergent.",
494
+ 6: "The input is invalid.",
495
+ 7: "Abnormal termination of the routine. The estimates for result\n "
496
+ "and error are less reliable. It is assumed that the requested "
497
+ "accuracy\n has not been achieved.",
498
+ 'unknown': "Unknown error."}
499
+
500
+ if weight in ['cos','sin'] and (b == np.inf or a == -np.inf):
501
+ msgs[1] = (
502
+ "The maximum number of cycles allowed has been achieved., e.e.\n of "
503
+ "subintervals (a+(k-1)c, a+kc) where c = (2*int(abs(omega)+1))\n "
504
+ "*pi/abs(omega), for k = 1, 2, ..., lst. "
505
+ "One can allow more cycles by increasing the value of limlst. "
506
+ "Look at info['ierlst'] with full_output=1."
507
+ )
508
+ msgs[4] = (
509
+ "The extrapolation table constructed for convergence acceleration\n of "
510
+ "the series formed by the integral contributions over the cycles, \n does "
511
+ "not converge to within the requested accuracy. "
512
+ "Look at \n info['ierlst'] with full_output=1."
513
+ )
514
+ msgs[7] = (
515
+ "Bad integrand behavior occurs within one or more of the cycles.\n "
516
+ "Location and type of the difficulty involved can be determined from \n "
517
+ "the vector info['ierlist'] obtained with full_output=1."
518
+ )
519
+ explain = {1: "The maximum number of subdivisions (= limit) has been \n "
520
+ "achieved on this cycle.",
521
+ 2: "The occurrence of roundoff error is detected and prevents\n "
522
+ "the tolerance imposed on this cycle from being achieved.",
523
+ 3: "Extremely bad integrand behavior occurs at some points of\n "
524
+ "this cycle.",
525
+ 4: "The integral over this cycle does not converge (to within the "
526
+ "required accuracy) due to roundoff in the extrapolation "
527
+ "procedure invoked on this cycle. It is assumed that the result "
528
+ "on this interval is the best which can be obtained.",
529
+ 5: "The integral over this cycle is probably divergent or "
530
+ "slowly convergent."}
531
+
532
+ try:
533
+ msg = msgs[ier]
534
+ except KeyError:
535
+ msg = msgs['unknown']
536
+
537
+ if ier in [1,2,3,4,5,7]:
538
+ if full_output:
539
+ if weight in ['cos', 'sin'] and (b == np.inf or a == -np.inf):
540
+ return retval[:-1] + (msg, explain)
541
+ else:
542
+ return retval[:-1] + (msg,)
543
+ else:
544
+ warnings.warn(msg, IntegrationWarning, stacklevel=2)
545
+ return retval[:-1]
546
+
547
+ elif ier == 6: # Forensic decision tree when QUADPACK throws ier=6
548
+ if epsabs <= 0: # Small error tolerance - applies to all methods
549
+ if epsrel < max(50 * sys.float_info.epsilon, 5e-29):
550
+ msg = ("If 'epsabs'<=0, 'epsrel' must be greater than both"
551
+ " 5e-29 and 50*(machine epsilon).")
552
+ elif weight in ['sin', 'cos'] and (abs(a) + abs(b) == np.inf):
553
+ msg = ("Sine or cosine weighted integrals with infinite domain"
554
+ " must have 'epsabs'>0.")
555
+
556
+ elif weight is None:
557
+ if points is None: # QAGSE/QAGIE
558
+ msg = ("Invalid 'limit' argument. There must be"
559
+ " at least one subinterval")
560
+ else: # QAGPE
561
+ if not (min(a, b) <= min(points) <= max(points) <= max(a, b)):
562
+ msg = ("All break points in 'points' must lie within the"
563
+ " integration limits.")
564
+ elif len(points) >= limit:
565
+ msg = (f"Number of break points ({len(points):d}) "
566
+ f"must be less than subinterval limit ({limit:d})")
567
+
568
+ else:
569
+ if maxp1 < 1:
570
+ msg = "Chebyshev moment limit maxp1 must be >=1."
571
+
572
+ elif weight in ('cos', 'sin') and abs(a+b) == np.inf: # QAWFE
573
+ msg = "Cycle limit limlst must be >=3."
574
+
575
+ elif weight.startswith('alg'): # QAWSE
576
+ if min(wvar) < -1:
577
+ msg = "wvar parameters (alpha, beta) must both be >= -1."
578
+ if b < a:
579
+ msg = "Integration limits a, b must satistfy a<b."
580
+
581
+ elif weight == 'cauchy' and wvar in (a, b):
582
+ msg = ("Parameter 'wvar' must not equal"
583
+ " integration limits 'a' or 'b'.")
584
+
585
+ raise ValueError(msg)
586
+
587
+
588
+ def _quad(func,a,b,args,full_output,epsabs,epsrel,limit,points):
589
+ infbounds = 0
590
+ if (b != np.inf and a != -np.inf):
591
+ pass # standard integration
592
+ elif (b == np.inf and a != -np.inf):
593
+ infbounds = 1
594
+ bound = a
595
+ elif (b == np.inf and a == -np.inf):
596
+ infbounds = 2
597
+ bound = 0 # ignored
598
+ elif (b != np.inf and a == -np.inf):
599
+ infbounds = -1
600
+ bound = b
601
+ else:
602
+ raise RuntimeError("Infinity comparisons don't work for you.")
603
+
604
+ if points is None:
605
+ if infbounds == 0:
606
+ return _quadpack._qagse(func,a,b,args,full_output,epsabs,epsrel,limit)
607
+ else:
608
+ return _quadpack._qagie(func, bound, infbounds, args, full_output,
609
+ epsabs, epsrel, limit)
610
+ else:
611
+ if infbounds != 0:
612
+ raise ValueError("Infinity inputs cannot be used with break points.")
613
+ else:
614
+ #Duplicates force function evaluation at singular points
615
+ the_points = np.unique(points)
616
+ the_points = the_points[a < the_points]
617
+ the_points = the_points[the_points < b]
618
+ the_points = np.concatenate((the_points, (0., 0.)))
619
+ return _quadpack._qagpe(func, a, b, the_points, args, full_output,
620
+ epsabs, epsrel, limit)
621
+
622
+
623
+ def _quad_weight(func, a, b, args, full_output, epsabs, epsrel,
624
+ limlst, limit, maxp1,weight, wvar, wopts):
625
+ if weight not in ['cos','sin','alg','alg-loga','alg-logb','alg-log','cauchy']:
626
+ raise ValueError(f"{weight} not a recognized weighting function.")
627
+
628
+ strdict = {'cos':1,'sin':2,'alg':1,'alg-loga':2,'alg-logb':3,'alg-log':4}
629
+
630
+ if weight in ['cos','sin']:
631
+ integr = strdict[weight]
632
+ if (b != np.inf and a != -np.inf): # finite limits
633
+ if wopts is None: # no precomputed Chebyshev moments
634
+ return _quadpack._qawoe(func, a, b, wvar, integr, args, full_output,
635
+ epsabs, epsrel, limit, maxp1,1)
636
+ else: # precomputed Chebyshev moments
637
+ momcom = wopts[0]
638
+ chebcom = wopts[1]
639
+ return _quadpack._qawoe(func, a, b, wvar, integr, args,
640
+ full_output,epsabs, epsrel, limit, maxp1, 2,
641
+ momcom, chebcom)
642
+
643
+ elif (b == np.inf and a != -np.inf):
644
+ return _quadpack._qawfe(func, a, wvar, integr, args, full_output,
645
+ epsabs, limlst, limit, maxp1)
646
+ elif (b != np.inf and a == -np.inf): # remap function and interval
647
+ if weight == 'cos':
648
+ def thefunc(x,*myargs):
649
+ y = -x
650
+ func = myargs[0]
651
+ myargs = (y,) + myargs[1:]
652
+ return func(*myargs)
653
+ else:
654
+ def thefunc(x,*myargs):
655
+ y = -x
656
+ func = myargs[0]
657
+ myargs = (y,) + myargs[1:]
658
+ return -func(*myargs)
659
+ args = (func,) + args
660
+ return _quadpack._qawfe(thefunc, -b, wvar, integr, args,
661
+ full_output, epsabs, limlst, limit, maxp1)
662
+ else:
663
+ raise ValueError("Cannot integrate with this weight from -Inf to +Inf.")
664
+ else:
665
+ if a in [-np.inf, np.inf] or b in [-np.inf, np.inf]:
666
+ message = "Cannot integrate with this weight over an infinite interval."
667
+ raise ValueError(message)
668
+
669
+ if weight.startswith('alg'):
670
+ integr = strdict[weight]
671
+ return _quadpack._qawse(func, a, b, wvar, integr, args,
672
+ full_output, epsabs, epsrel, limit)
673
+ else: # weight == 'cauchy'
674
+ return _quadpack._qawce(func, a, b, wvar, args, full_output,
675
+ epsabs, epsrel, limit)
676
+
677
+
678
+ def dblquad(func, a, b, gfun, hfun, args=(), epsabs=1.49e-8, epsrel=1.49e-8):
679
+ """
680
+ Compute a double integral.
681
+
682
+ Return the double (definite) integral of ``func(y, x)`` from ``x = a..b``
683
+ and ``y = gfun(x)..hfun(x)``.
684
+
685
+ Parameters
686
+ ----------
687
+ func : callable
688
+ A Python function or method of at least two variables: y must be the
689
+ first argument and x the second argument.
690
+ a, b : float
691
+ The limits of integration in x: `a` < `b`
692
+ gfun : callable or float
693
+ The lower boundary curve in y which is a function taking a single
694
+ floating point argument (x) and returning a floating point result
695
+ or a float indicating a constant boundary curve.
696
+ hfun : callable or float
697
+ The upper boundary curve in y (same requirements as `gfun`).
698
+ args : sequence, optional
699
+ Extra arguments to pass to `func`.
700
+ epsabs : float, optional
701
+ Absolute tolerance passed directly to the inner 1-D quadrature
702
+ integration. Default is 1.49e-8. ``dblquad`` tries to obtain
703
+ an accuracy of ``abs(i-result) <= max(epsabs, epsrel*abs(i))``
704
+ where ``i`` = inner integral of ``func(y, x)`` from ``gfun(x)``
705
+ to ``hfun(x)``, and ``result`` is the numerical approximation.
706
+ See `epsrel` below.
707
+ epsrel : float, optional
708
+ Relative tolerance of the inner 1-D integrals. Default is 1.49e-8.
709
+ If ``epsabs <= 0``, `epsrel` must be greater than both 5e-29
710
+ and ``50 * (machine epsilon)``. See `epsabs` above.
711
+
712
+ Returns
713
+ -------
714
+ y : float
715
+ The resultant integral.
716
+ abserr : float
717
+ An estimate of the error.
718
+
719
+ See Also
720
+ --------
721
+ quad : single integral
722
+ tplquad : triple integral
723
+ nquad : N-dimensional integrals
724
+ fixed_quad : fixed-order Gaussian quadrature
725
+ simpson : integrator for sampled data
726
+ romb : integrator for sampled data
727
+ scipy.special : for coefficients and roots of orthogonal polynomials
728
+
729
+
730
+ Notes
731
+ -----
732
+ For valid results, the integral must converge; behavior for divergent
733
+ integrals is not guaranteed.
734
+
735
+ **Details of QUADPACK level routines**
736
+
737
+ `quad` calls routines from the FORTRAN library QUADPACK. This section
738
+ provides details on the conditions for each routine to be called and a
739
+ short description of each routine. For each level of integration, ``qagse``
740
+ is used for finite limits or ``qagie`` is used if either limit (or both!)
741
+ are infinite. The following provides a short description from [1]_ for each
742
+ routine.
743
+
744
+ qagse
745
+ is an integrator based on globally adaptive interval
746
+ subdivision in connection with extrapolation, which will
747
+ eliminate the effects of integrand singularities of
748
+ several types.
749
+ qagie
750
+ handles integration over infinite intervals. The infinite range is
751
+ mapped onto a finite interval and subsequently the same strategy as
752
+ in ``QAGS`` is applied.
753
+
754
+ References
755
+ ----------
756
+
757
+ .. [1] Piessens, Robert; de Doncker-Kapenga, Elise;
758
+ Überhuber, Christoph W.; Kahaner, David (1983).
759
+ QUADPACK: A subroutine package for automatic integration.
760
+ Springer-Verlag.
761
+ ISBN 978-3-540-12553-2.
762
+
763
+ Examples
764
+ --------
765
+ Compute the double integral of ``x * y**2`` over the box
766
+ ``x`` ranging from 0 to 2 and ``y`` ranging from 0 to 1.
767
+ That is, :math:`\\int^{x=2}_{x=0} \\int^{y=1}_{y=0} x y^2 \\,dy \\,dx`.
768
+
769
+ >>> import numpy as np
770
+ >>> from scipy import integrate
771
+ >>> f = lambda y, x: x*y**2
772
+ >>> integrate.dblquad(f, 0, 2, 0, 1)
773
+ (0.6666666666666667, 7.401486830834377e-15)
774
+
775
+ Calculate :math:`\\int^{x=\\pi/4}_{x=0} \\int^{y=\\cos(x)}_{y=\\sin(x)} 1
776
+ \\,dy \\,dx`.
777
+
778
+ >>> f = lambda y, x: 1
779
+ >>> integrate.dblquad(f, 0, np.pi/4, np.sin, np.cos)
780
+ (0.41421356237309503, 1.1083280054755938e-14)
781
+
782
+ Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=2-x}_{y=x} a x y \\,dy \\,dx`
783
+ for :math:`a=1, 3`.
784
+
785
+ >>> f = lambda y, x, a: a*x*y
786
+ >>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(1,))
787
+ (0.33333333333333337, 5.551115123125783e-15)
788
+ >>> integrate.dblquad(f, 0, 1, lambda x: x, lambda x: 2-x, args=(3,))
789
+ (0.9999999999999999, 1.6653345369377348e-14)
790
+
791
+ Compute the two-dimensional Gaussian Integral, which is the integral of the
792
+ Gaussian function :math:`f(x,y) = e^{-(x^{2} + y^{2})}`, over
793
+ :math:`(-\\infty,+\\infty)`. That is, compute the integral
794
+ :math:`\\iint^{+\\infty}_{-\\infty} e^{-(x^{2} + y^{2})} \\,dy\\,dx`.
795
+
796
+ >>> f = lambda x, y: np.exp(-(x ** 2 + y ** 2))
797
+ >>> integrate.dblquad(f, -np.inf, np.inf, -np.inf, np.inf)
798
+ (3.141592653589777, 2.5173086737433208e-08)
799
+
800
+ """
801
+
802
+ def temp_ranges(*args):
803
+ return [gfun(args[0]) if callable(gfun) else gfun,
804
+ hfun(args[0]) if callable(hfun) else hfun]
805
+
806
+ return nquad(func, [temp_ranges, [a, b]], args=args,
807
+ opts={"epsabs": epsabs, "epsrel": epsrel})
808
+
809
+
810
+ def tplquad(func, a, b, gfun, hfun, qfun, rfun, args=(), epsabs=1.49e-8,
811
+ epsrel=1.49e-8):
812
+ """
813
+ Compute a triple (definite) integral.
814
+
815
+ Return the triple integral of ``func(z, y, x)`` from ``x = a..b``,
816
+ ``y = gfun(x)..hfun(x)``, and ``z = qfun(x,y)..rfun(x,y)``.
817
+
818
+ Parameters
819
+ ----------
820
+ func : function
821
+ A Python function or method of at least three variables in the
822
+ order (z, y, x).
823
+ a, b : float
824
+ The limits of integration in x: `a` < `b`
825
+ gfun : function or float
826
+ The lower boundary curve in y which is a function taking a single
827
+ floating point argument (x) and returning a floating point result
828
+ or a float indicating a constant boundary curve.
829
+ hfun : function or float
830
+ The upper boundary curve in y (same requirements as `gfun`).
831
+ qfun : function or float
832
+ The lower boundary surface in z. It must be a function that takes
833
+ two floats in the order (x, y) and returns a float or a float
834
+ indicating a constant boundary surface.
835
+ rfun : function or float
836
+ The upper boundary surface in z. (Same requirements as `qfun`.)
837
+ args : tuple, optional
838
+ Extra arguments to pass to `func`.
839
+ epsabs : float, optional
840
+ Absolute tolerance passed directly to the innermost 1-D quadrature
841
+ integration. Default is 1.49e-8.
842
+ epsrel : float, optional
843
+ Relative tolerance of the innermost 1-D integrals. Default is 1.49e-8.
844
+
845
+ Returns
846
+ -------
847
+ y : float
848
+ The resultant integral.
849
+ abserr : float
850
+ An estimate of the error.
851
+
852
+ See Also
853
+ --------
854
+ quad : Adaptive quadrature using QUADPACK
855
+ fixed_quad : Fixed-order Gaussian quadrature
856
+ dblquad : Double integrals
857
+ nquad : N-dimensional integrals
858
+ romb : Integrators for sampled data
859
+ simpson : Integrators for sampled data
860
+ scipy.special : For coefficients and roots of orthogonal polynomials
861
+
862
+ Notes
863
+ -----
864
+ For valid results, the integral must converge; behavior for divergent
865
+ integrals is not guaranteed.
866
+
867
+ **Details of QUADPACK level routines**
868
+
869
+ `quad` calls routines from the FORTRAN library QUADPACK. This section
870
+ provides details on the conditions for each routine to be called and a
871
+ short description of each routine. For each level of integration, ``qagse``
872
+ is used for finite limits or ``qagie`` is used, if either limit (or both!)
873
+ are infinite. The following provides a short description from [1]_ for each
874
+ routine.
875
+
876
+ qagse
877
+ is an integrator based on globally adaptive interval
878
+ subdivision in connection with extrapolation, which will
879
+ eliminate the effects of integrand singularities of
880
+ several types.
881
+ qagie
882
+ handles integration over infinite intervals. The infinite range is
883
+ mapped onto a finite interval and subsequently the same strategy as
884
+ in ``QAGS`` is applied.
885
+
886
+ References
887
+ ----------
888
+
889
+ .. [1] Piessens, Robert; de Doncker-Kapenga, Elise;
890
+ Überhuber, Christoph W.; Kahaner, David (1983).
891
+ QUADPACK: A subroutine package for automatic integration.
892
+ Springer-Verlag.
893
+ ISBN 978-3-540-12553-2.
894
+
895
+ Examples
896
+ --------
897
+ Compute the triple integral of ``x * y * z``, over ``x`` ranging
898
+ from 1 to 2, ``y`` ranging from 2 to 3, ``z`` ranging from 0 to 1.
899
+ That is, :math:`\\int^{x=2}_{x=1} \\int^{y=3}_{y=2} \\int^{z=1}_{z=0} x y z
900
+ \\,dz \\,dy \\,dx`.
901
+
902
+ >>> import numpy as np
903
+ >>> from scipy import integrate
904
+ >>> f = lambda z, y, x: x*y*z
905
+ >>> integrate.tplquad(f, 1, 2, 2, 3, 0, 1)
906
+ (1.8749999999999998, 3.3246447942574074e-14)
907
+
908
+ Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=1-2x}_{y=0}
909
+ \\int^{z=1-x-2y}_{z=0} x y z \\,dz \\,dy \\,dx`.
910
+ Note: `qfun`/`rfun` takes arguments in the order (x, y), even though ``f``
911
+ takes arguments in the order (z, y, x).
912
+
913
+ >>> f = lambda z, y, x: x*y*z
914
+ >>> integrate.tplquad(f, 0, 1, 0, lambda x: 1-2*x, 0, lambda x, y: 1-x-2*y)
915
+ (0.05416666666666668, 2.1774196738157757e-14)
916
+
917
+ Calculate :math:`\\int^{x=1}_{x=0} \\int^{y=1}_{y=0} \\int^{z=1}_{z=0}
918
+ a x y z \\,dz \\,dy \\,dx` for :math:`a=1, 3`.
919
+
920
+ >>> f = lambda z, y, x, a: a*x*y*z
921
+ >>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(1,))
922
+ (0.125, 5.527033708952211e-15)
923
+ >>> integrate.tplquad(f, 0, 1, 0, 1, 0, 1, args=(3,))
924
+ (0.375, 1.6581101126856635e-14)
925
+
926
+ Compute the three-dimensional Gaussian Integral, which is the integral of
927
+ the Gaussian function :math:`f(x,y,z) = e^{-(x^{2} + y^{2} + z^{2})}`, over
928
+ :math:`(-\\infty,+\\infty)`. That is, compute the integral
929
+ :math:`\\iiint^{+\\infty}_{-\\infty} e^{-(x^{2} + y^{2} + z^{2})} \\,dz
930
+ \\,dy\\,dx`.
931
+
932
+ >>> f = lambda x, y, z: np.exp(-(x ** 2 + y ** 2 + z ** 2))
933
+ >>> integrate.tplquad(f, -np.inf, np.inf, -np.inf, np.inf, -np.inf, np.inf)
934
+ (5.568327996830833, 4.4619078828029765e-08)
935
+
936
+ """
937
+ # f(z, y, x)
938
+ # qfun/rfun(x, y)
939
+ # gfun/hfun(x)
940
+ # nquad will hand (y, x, t0, ...) to ranges0
941
+ # nquad will hand (x, t0, ...) to ranges1
942
+ # Only qfun / rfun is different API...
943
+
944
+ def ranges0(*args):
945
+ return [qfun(args[1], args[0]) if callable(qfun) else qfun,
946
+ rfun(args[1], args[0]) if callable(rfun) else rfun]
947
+
948
+ def ranges1(*args):
949
+ return [gfun(args[0]) if callable(gfun) else gfun,
950
+ hfun(args[0]) if callable(hfun) else hfun]
951
+
952
+ ranges = [ranges0, ranges1, [a, b]]
953
+ return nquad(func, ranges, args=args,
954
+ opts={"epsabs": epsabs, "epsrel": epsrel})
955
+
956
+
957
+ def nquad(func, ranges, args=None, opts=None, full_output=False):
958
+ r"""
959
+ Integration over multiple variables.
960
+
961
+ Wraps `quad` to enable integration over multiple variables.
962
+ Various options allow improved integration of discontinuous functions, as
963
+ well as the use of weighted integration, and generally finer control of the
964
+ integration process.
965
+
966
+ Parameters
967
+ ----------
968
+ func : {callable, scipy.LowLevelCallable}
969
+ The function to be integrated. Has arguments of ``x0, ... xn``,
970
+ ``t0, ... tm``, where integration is carried out over ``x0, ... xn``,
971
+ which must be floats. Where ``t0, ... tm`` are extra arguments
972
+ passed in args.
973
+ Function signature should be ``func(x0, x1, ..., xn, t0, t1, ..., tm)``.
974
+ Integration is carried out in order. That is, integration over ``x0``
975
+ is the innermost integral, and ``xn`` is the outermost.
976
+
977
+ If the user desires improved integration performance, then `f` may
978
+ be a `scipy.LowLevelCallable` with one of the signatures::
979
+
980
+ double func(int n, double *xx)
981
+ double func(int n, double *xx, void *user_data)
982
+
983
+ where ``n`` is the number of variables and args. The ``xx`` array
984
+ contains the coordinates and extra arguments. ``user_data`` is the data
985
+ contained in the `scipy.LowLevelCallable`.
986
+ ranges : iterable object
987
+ Each element of ranges may be either a sequence of 2 numbers, or else
988
+ a callable that returns such a sequence. ``ranges[0]`` corresponds to
989
+ integration over x0, and so on. If an element of ranges is a callable,
990
+ then it will be called with all of the integration arguments available,
991
+ as well as any parametric arguments. e.g., if
992
+ ``func = f(x0, x1, x2, t0, t1)``, then ``ranges[0]`` may be defined as
993
+ either ``(a, b)`` or else as ``(a, b) = range0(x1, x2, t0, t1)``.
994
+ args : iterable object, optional
995
+ Additional arguments ``t0, ... tn``, required by ``func``, ``ranges``,
996
+ and ``opts``.
997
+ opts : iterable object or dict, optional
998
+ Options to be passed to `quad`. May be empty, a dict, or
999
+ a sequence of dicts or functions that return a dict. If empty, the
1000
+ default options from scipy.integrate.quad are used. If a dict, the same
1001
+ options are used for all levels of integraion. If a sequence, then each
1002
+ element of the sequence corresponds to a particular integration. e.g.,
1003
+ ``opts[0]`` corresponds to integration over ``x0``, and so on. If a
1004
+ callable, the signature must be the same as for ``ranges``. The
1005
+ available options together with their default values are:
1006
+
1007
+ - epsabs = 1.49e-08
1008
+ - epsrel = 1.49e-08
1009
+ - limit = 50
1010
+ - points = None
1011
+ - weight = None
1012
+ - wvar = None
1013
+ - wopts = None
1014
+
1015
+ For more information on these options, see `quad`.
1016
+
1017
+ full_output : bool, optional
1018
+ Partial implementation of ``full_output`` from scipy.integrate.quad.
1019
+ The number of integrand function evaluations ``neval`` can be obtained
1020
+ by setting ``full_output=True`` when calling nquad.
1021
+
1022
+ Returns
1023
+ -------
1024
+ result : float
1025
+ The result of the integration.
1026
+ abserr : float
1027
+ The maximum of the estimates of the absolute error in the various
1028
+ integration results.
1029
+ out_dict : dict, optional
1030
+ A dict containing additional information on the integration.
1031
+
1032
+ See Also
1033
+ --------
1034
+ quad : 1-D numerical integration
1035
+ dblquad, tplquad : double and triple integrals
1036
+ fixed_quad : fixed-order Gaussian quadrature
1037
+
1038
+ Notes
1039
+ -----
1040
+ For valid results, the integral must converge; behavior for divergent
1041
+ integrals is not guaranteed.
1042
+
1043
+ **Details of QUADPACK level routines**
1044
+
1045
+ `nquad` calls routines from the FORTRAN library QUADPACK. This section
1046
+ provides details on the conditions for each routine to be called and a
1047
+ short description of each routine. The routine called depends on
1048
+ `weight`, `points` and the integration limits `a` and `b`.
1049
+
1050
+ ================ ============== ========== =====================
1051
+ QUADPACK routine `weight` `points` infinite bounds
1052
+ ================ ============== ========== =====================
1053
+ qagse None No No
1054
+ qagie None No Yes
1055
+ qagpe None Yes No
1056
+ qawoe 'sin', 'cos' No No
1057
+ qawfe 'sin', 'cos' No either `a` or `b`
1058
+ qawse 'alg*' No No
1059
+ qawce 'cauchy' No No
1060
+ ================ ============== ========== =====================
1061
+
1062
+ The following provides a short description from [1]_ for each
1063
+ routine.
1064
+
1065
+ qagse
1066
+ is an integrator based on globally adaptive interval
1067
+ subdivision in connection with extrapolation, which will
1068
+ eliminate the effects of integrand singularities of
1069
+ several types.
1070
+ qagie
1071
+ handles integration over infinite intervals. The infinite range is
1072
+ mapped onto a finite interval and subsequently the same strategy as
1073
+ in ``QAGS`` is applied.
1074
+ qagpe
1075
+ serves the same purposes as QAGS, but also allows the
1076
+ user to provide explicit information about the location
1077
+ and type of trouble-spots i.e. the abscissae of internal
1078
+ singularities, discontinuities and other difficulties of
1079
+ the integrand function.
1080
+ qawoe
1081
+ is an integrator for the evaluation of
1082
+ :math:`\int^b_a \cos(\omega x)f(x)dx` or
1083
+ :math:`\int^b_a \sin(\omega x)f(x)dx`
1084
+ over a finite interval [a,b], where :math:`\omega` and :math:`f`
1085
+ are specified by the user. The rule evaluation component is based
1086
+ on the modified Clenshaw-Curtis technique
1087
+
1088
+ An adaptive subdivision scheme is used in connection
1089
+ with an extrapolation procedure, which is a modification
1090
+ of that in ``QAGS`` and allows the algorithm to deal with
1091
+ singularities in :math:`f(x)`.
1092
+ qawfe
1093
+ calculates the Fourier transform
1094
+ :math:`\int^\infty_a \cos(\omega x)f(x)dx` or
1095
+ :math:`\int^\infty_a \sin(\omega x)f(x)dx`
1096
+ for user-provided :math:`\omega` and :math:`f`. The procedure of
1097
+ ``QAWO`` is applied on successive finite intervals, and convergence
1098
+ acceleration by means of the :math:`\varepsilon`-algorithm is applied
1099
+ to the series of integral approximations.
1100
+ qawse
1101
+ approximate :math:`\int^b_a w(x)f(x)dx`, with :math:`a < b` where
1102
+ :math:`w(x) = (x-a)^{\alpha}(b-x)^{\beta}v(x)` with
1103
+ :math:`\alpha,\beta > -1`, where :math:`v(x)` may be one of the
1104
+ following functions: :math:`1`, :math:`\log(x-a)`, :math:`\log(b-x)`,
1105
+ :math:`\log(x-a)\log(b-x)`.
1106
+
1107
+ The user specifies :math:`\alpha`, :math:`\beta` and the type of the
1108
+ function :math:`v`. A globally adaptive subdivision strategy is
1109
+ applied, with modified Clenshaw-Curtis integration on those
1110
+ subintervals which contain `a` or `b`.
1111
+ qawce
1112
+ compute :math:`\int^b_a f(x) / (x-c)dx` where the integral must be
1113
+ interpreted as a Cauchy principal value integral, for user specified
1114
+ :math:`c` and :math:`f`. The strategy is globally adaptive. Modified
1115
+ Clenshaw-Curtis integration is used on those intervals containing the
1116
+ point :math:`x = c`.
1117
+
1118
+ References
1119
+ ----------
1120
+
1121
+ .. [1] Piessens, Robert; de Doncker-Kapenga, Elise;
1122
+ Überhuber, Christoph W.; Kahaner, David (1983).
1123
+ QUADPACK: A subroutine package for automatic integration.
1124
+ Springer-Verlag.
1125
+ ISBN 978-3-540-12553-2.
1126
+
1127
+ Examples
1128
+ --------
1129
+ Calculate
1130
+
1131
+ .. math::
1132
+
1133
+ \int^{1}_{-0.15} \int^{0.8}_{0.13} \int^{1}_{-1} \int^{1}_{0}
1134
+ f(x_0, x_1, x_2, x_3) \,dx_0 \,dx_1 \,dx_2 \,dx_3 ,
1135
+
1136
+ where
1137
+
1138
+ .. math::
1139
+
1140
+ f(x_0, x_1, x_2, x_3) = \begin{cases}
1141
+ x_0^2+x_1 x_2-x_3^3+ \sin{x_0}+1 & (x_0-0.2 x_3-0.5-0.25 x_1 > 0) \\
1142
+ x_0^2+x_1 x_2-x_3^3+ \sin{x_0}+0 & (x_0-0.2 x_3-0.5-0.25 x_1 \leq 0)
1143
+ \end{cases} .
1144
+
1145
+ >>> import numpy as np
1146
+ >>> from scipy import integrate
1147
+ >>> func = lambda x0,x1,x2,x3 : x0**2 + x1*x2 - x3**3 + np.sin(x0) + (
1148
+ ... 1 if (x0-.2*x3-.5-.25*x1>0) else 0)
1149
+ >>> def opts0(*args, **kwargs):
1150
+ ... return {'points':[0.2*args[2] + 0.5 + 0.25*args[0]]}
1151
+ >>> integrate.nquad(func, [[0,1], [-1,1], [.13,.8], [-.15,1]],
1152
+ ... opts=[opts0,{},{},{}], full_output=True)
1153
+ (1.5267454070738633, 2.9437360001402324e-14, {'neval': 388962})
1154
+
1155
+ Calculate
1156
+
1157
+ .. math::
1158
+
1159
+ \int^{t_0+t_1+1}_{t_0+t_1-1}
1160
+ \int^{x_2+t_0^2 t_1^3+1}_{x_2+t_0^2 t_1^3-1}
1161
+ \int^{t_0 x_1+t_1 x_2+1}_{t_0 x_1+t_1 x_2-1}
1162
+ f(x_0,x_1, x_2,t_0,t_1)
1163
+ \,dx_0 \,dx_1 \,dx_2,
1164
+
1165
+ where
1166
+
1167
+ .. math::
1168
+
1169
+ f(x_0, x_1, x_2, t_0, t_1) = \begin{cases}
1170
+ x_0 x_2^2 + \sin{x_1}+2 & (x_0+t_1 x_1-t_0 > 0) \\
1171
+ x_0 x_2^2 +\sin{x_1}+1 & (x_0+t_1 x_1-t_0 \leq 0)
1172
+ \end{cases}
1173
+
1174
+ and :math:`(t_0, t_1) = (0, 1)` .
1175
+
1176
+ >>> def func2(x0, x1, x2, t0, t1):
1177
+ ... return x0*x2**2 + np.sin(x1) + 1 + (1 if x0+t1*x1-t0>0 else 0)
1178
+ >>> def lim0(x1, x2, t0, t1):
1179
+ ... return [t0*x1 + t1*x2 - 1, t0*x1 + t1*x2 + 1]
1180
+ >>> def lim1(x2, t0, t1):
1181
+ ... return [x2 + t0**2*t1**3 - 1, x2 + t0**2*t1**3 + 1]
1182
+ >>> def lim2(t0, t1):
1183
+ ... return [t0 + t1 - 1, t0 + t1 + 1]
1184
+ >>> def opts0(x1, x2, t0, t1):
1185
+ ... return {'points' : [t0 - t1*x1]}
1186
+ >>> def opts1(x2, t0, t1):
1187
+ ... return {}
1188
+ >>> def opts2(t0, t1):
1189
+ ... return {}
1190
+ >>> integrate.nquad(func2, [lim0, lim1, lim2], args=(0,1),
1191
+ ... opts=[opts0, opts1, opts2])
1192
+ (36.099919226771625, 1.8546948553373528e-07)
1193
+
1194
+ """
1195
+ depth = len(ranges)
1196
+ ranges = [rng if callable(rng) else _RangeFunc(rng) for rng in ranges]
1197
+ if args is None:
1198
+ args = ()
1199
+ if opts is None:
1200
+ opts = [dict([])] * depth
1201
+
1202
+ if isinstance(opts, dict):
1203
+ opts = [_OptFunc(opts)] * depth
1204
+ else:
1205
+ opts = [opt if callable(opt) else _OptFunc(opt) for opt in opts]
1206
+ return _NQuad(func, ranges, opts, full_output).integrate(*args)
1207
+
1208
+
1209
+ class _RangeFunc:
1210
+ def __init__(self, range_):
1211
+ self.range_ = range_
1212
+
1213
+ def __call__(self, *args):
1214
+ """Return stored value.
1215
+
1216
+ *args needed because range_ can be float or func, and is called with
1217
+ variable number of parameters.
1218
+ """
1219
+ return self.range_
1220
+
1221
+
1222
+ class _OptFunc:
1223
+ def __init__(self, opt):
1224
+ self.opt = opt
1225
+
1226
+ def __call__(self, *args):
1227
+ """Return stored dict."""
1228
+ return self.opt
1229
+
1230
+
1231
+ class _NQuad:
1232
+ def __init__(self, func, ranges, opts, full_output):
1233
+ self.abserr = 0
1234
+ self.func = func
1235
+ self.ranges = ranges
1236
+ self.opts = opts
1237
+ self.maxdepth = len(ranges)
1238
+ self.full_output = full_output
1239
+ if self.full_output:
1240
+ self.out_dict = {'neval': 0}
1241
+
1242
+ def integrate(self, *args, **kwargs):
1243
+ depth = kwargs.pop('depth', 0)
1244
+ if kwargs:
1245
+ raise ValueError('unexpected kwargs')
1246
+
1247
+ # Get the integration range and options for this depth.
1248
+ ind = -(depth + 1)
1249
+ fn_range = self.ranges[ind]
1250
+ low, high = fn_range(*args)
1251
+ fn_opt = self.opts[ind]
1252
+ opt = dict(fn_opt(*args))
1253
+
1254
+ if 'points' in opt:
1255
+ opt['points'] = [x for x in opt['points'] if low <= x <= high]
1256
+ if depth + 1 == self.maxdepth:
1257
+ f = self.func
1258
+ else:
1259
+ f = partial(self.integrate, depth=depth+1)
1260
+ quad_r = quad(f, low, high, args=args, full_output=self.full_output,
1261
+ **opt)
1262
+ value = quad_r[0]
1263
+ abserr = quad_r[1]
1264
+ if self.full_output:
1265
+ infodict = quad_r[2]
1266
+ # The 'neval' parameter in full_output returns the total
1267
+ # number of times the integrand function was evaluated.
1268
+ # Therefore, only the innermost integration loop counts.
1269
+ if depth + 1 == self.maxdepth:
1270
+ self.out_dict['neval'] += infodict['neval']
1271
+ self.abserr = max(self.abserr, abserr)
1272
+ if depth > 0:
1273
+ return value
1274
+ else:
1275
+ # Final result of N-D integration with error
1276
+ if self.full_output:
1277
+ return value, self.abserr, self.out_dict
1278
+ else:
1279
+ return value, self.abserr
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_quadrature.py ADDED
@@ -0,0 +1,1336 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import numpy as np
2
+ import numpy.typing as npt
3
+ import math
4
+ import warnings
5
+ from collections import namedtuple
6
+ from collections.abc import Callable
7
+
8
+ from scipy.special import roots_legendre
9
+ from scipy.special import gammaln, logsumexp
10
+ from scipy._lib._util import _rng_spawn
11
+ from scipy._lib._array_api import _asarray, array_namespace, xp_broadcast_promote
12
+
13
+
14
+ __all__ = ['fixed_quad', 'romb',
15
+ 'trapezoid', 'simpson',
16
+ 'cumulative_trapezoid', 'newton_cotes',
17
+ 'qmc_quad', 'cumulative_simpson']
18
+
19
+
20
+ def trapezoid(y, x=None, dx=1.0, axis=-1):
21
+ r"""
22
+ Integrate along the given axis using the composite trapezoidal rule.
23
+
24
+ If `x` is provided, the integration happens in sequence along its
25
+ elements - they are not sorted.
26
+
27
+ Integrate `y` (`x`) along each 1d slice on the given axis, compute
28
+ :math:`\int y(x) dx`.
29
+ When `x` is specified, this integrates along the parametric curve,
30
+ computing :math:`\int_t y(t) dt =
31
+ \int_t y(t) \left.\frac{dx}{dt}\right|_{x=x(t)} dt`.
32
+
33
+ Parameters
34
+ ----------
35
+ y : array_like
36
+ Input array to integrate.
37
+ x : array_like, optional
38
+ The sample points corresponding to the `y` values. If `x` is None,
39
+ the sample points are assumed to be evenly spaced `dx` apart. The
40
+ default is None.
41
+ dx : scalar, optional
42
+ The spacing between sample points when `x` is None. The default is 1.
43
+ axis : int, optional
44
+ The axis along which to integrate. The default is the last axis.
45
+
46
+ Returns
47
+ -------
48
+ trapezoid : float or ndarray
49
+ Definite integral of `y` = n-dimensional array as approximated along
50
+ a single axis by the trapezoidal rule. If `y` is a 1-dimensional array,
51
+ then the result is a float. If `n` is greater than 1, then the result
52
+ is an `n`-1 dimensional array.
53
+
54
+ See Also
55
+ --------
56
+ cumulative_trapezoid, simpson, romb
57
+
58
+ Notes
59
+ -----
60
+ Image [2]_ illustrates trapezoidal rule -- y-axis locations of points
61
+ will be taken from `y` array, by default x-axis distances between
62
+ points will be 1.0, alternatively they can be provided with `x` array
63
+ or with `dx` scalar. Return value will be equal to combined area under
64
+ the red lines.
65
+
66
+ References
67
+ ----------
68
+ .. [1] Wikipedia page: https://en.wikipedia.org/wiki/Trapezoidal_rule
69
+
70
+ .. [2] Illustration image:
71
+ https://en.wikipedia.org/wiki/File:Composite_trapezoidal_rule_illustration.png
72
+
73
+ Examples
74
+ --------
75
+ Use the trapezoidal rule on evenly spaced points:
76
+
77
+ >>> import numpy as np
78
+ >>> from scipy import integrate
79
+ >>> integrate.trapezoid([1, 2, 3])
80
+ 4.0
81
+
82
+ The spacing between sample points can be selected by either the
83
+ ``x`` or ``dx`` arguments:
84
+
85
+ >>> integrate.trapezoid([1, 2, 3], x=[4, 6, 8])
86
+ 8.0
87
+ >>> integrate.trapezoid([1, 2, 3], dx=2)
88
+ 8.0
89
+
90
+ Using a decreasing ``x`` corresponds to integrating in reverse:
91
+
92
+ >>> integrate.trapezoid([1, 2, 3], x=[8, 6, 4])
93
+ -8.0
94
+
95
+ More generally ``x`` is used to integrate along a parametric curve. We can
96
+ estimate the integral :math:`\int_0^1 x^2 = 1/3` using:
97
+
98
+ >>> x = np.linspace(0, 1, num=50)
99
+ >>> y = x**2
100
+ >>> integrate.trapezoid(y, x)
101
+ 0.33340274885464394
102
+
103
+ Or estimate the area of a circle, noting we repeat the sample which closes
104
+ the curve:
105
+
106
+ >>> theta = np.linspace(0, 2 * np.pi, num=1000, endpoint=True)
107
+ >>> integrate.trapezoid(np.cos(theta), x=np.sin(theta))
108
+ 3.141571941375841
109
+
110
+ ``trapezoid`` can be applied along a specified axis to do multiple
111
+ computations in one call:
112
+
113
+ >>> a = np.arange(6).reshape(2, 3)
114
+ >>> a
115
+ array([[0, 1, 2],
116
+ [3, 4, 5]])
117
+ >>> integrate.trapezoid(a, axis=0)
118
+ array([1.5, 2.5, 3.5])
119
+ >>> integrate.trapezoid(a, axis=1)
120
+ array([2., 8.])
121
+ """
122
+ xp = array_namespace(y)
123
+ y = _asarray(y, xp=xp, subok=True)
124
+ # Cannot just use the broadcasted arrays that are returned
125
+ # because trapezoid does not follow normal broadcasting rules
126
+ # cf. https://github.com/scipy/scipy/pull/21524#issuecomment-2354105942
127
+ result_dtype = xp_broadcast_promote(y, force_floating=True, xp=xp)[0].dtype
128
+ nd = y.ndim
129
+ slice1 = [slice(None)]*nd
130
+ slice2 = [slice(None)]*nd
131
+ slice1[axis] = slice(1, None)
132
+ slice2[axis] = slice(None, -1)
133
+ if x is None:
134
+ d = dx
135
+ else:
136
+ x = _asarray(x, xp=xp, subok=True)
137
+ if x.ndim == 1:
138
+ d = x[1:] - x[:-1]
139
+ # make d broadcastable to y
140
+ slice3 = [None] * nd
141
+ slice3[axis] = slice(None)
142
+ d = d[tuple(slice3)]
143
+ else:
144
+ # if x is n-D it should be broadcastable to y
145
+ x = xp.broadcast_to(x, y.shape)
146
+ d = x[tuple(slice1)] - x[tuple(slice2)]
147
+ try:
148
+ ret = xp.sum(
149
+ d * (y[tuple(slice1)] + y[tuple(slice2)]) / 2.0,
150
+ axis=axis, dtype=result_dtype
151
+ )
152
+ except ValueError:
153
+ # Operations didn't work, cast to ndarray
154
+ d = xp.asarray(d)
155
+ y = xp.asarray(y)
156
+ ret = xp.sum(
157
+ d * (y[tuple(slice1)] + y[tuple(slice2)]) / 2.0,
158
+ axis=axis, dtype=result_dtype
159
+ )
160
+ return ret
161
+
162
+
163
+ def _cached_roots_legendre(n):
164
+ """
165
+ Cache roots_legendre results to speed up calls of the fixed_quad
166
+ function.
167
+ """
168
+ if n in _cached_roots_legendre.cache:
169
+ return _cached_roots_legendre.cache[n]
170
+
171
+ _cached_roots_legendre.cache[n] = roots_legendre(n)
172
+ return _cached_roots_legendre.cache[n]
173
+
174
+
175
+ _cached_roots_legendre.cache = dict()
176
+
177
+
178
+ def fixed_quad(func, a, b, args=(), n=5):
179
+ """
180
+ Compute a definite integral using fixed-order Gaussian quadrature.
181
+
182
+ Integrate `func` from `a` to `b` using Gaussian quadrature of
183
+ order `n`.
184
+
185
+ Parameters
186
+ ----------
187
+ func : callable
188
+ A Python function or method to integrate (must accept vector inputs).
189
+ If integrating a vector-valued function, the returned array must have
190
+ shape ``(..., len(x))``.
191
+ a : float
192
+ Lower limit of integration.
193
+ b : float
194
+ Upper limit of integration.
195
+ args : tuple, optional
196
+ Extra arguments to pass to function, if any.
197
+ n : int, optional
198
+ Order of quadrature integration. Default is 5.
199
+
200
+ Returns
201
+ -------
202
+ val : float
203
+ Gaussian quadrature approximation to the integral
204
+ none : None
205
+ Statically returned value of None
206
+
207
+ See Also
208
+ --------
209
+ quad : adaptive quadrature using QUADPACK
210
+ dblquad : double integrals
211
+ tplquad : triple integrals
212
+ romb : integrators for sampled data
213
+ simpson : integrators for sampled data
214
+ cumulative_trapezoid : cumulative integration for sampled data
215
+
216
+ Examples
217
+ --------
218
+ >>> from scipy import integrate
219
+ >>> import numpy as np
220
+ >>> f = lambda x: x**8
221
+ >>> integrate.fixed_quad(f, 0.0, 1.0, n=4)
222
+ (0.1110884353741496, None)
223
+ >>> integrate.fixed_quad(f, 0.0, 1.0, n=5)
224
+ (0.11111111111111102, None)
225
+ >>> print(1/9.0) # analytical result
226
+ 0.1111111111111111
227
+
228
+ >>> integrate.fixed_quad(np.cos, 0.0, np.pi/2, n=4)
229
+ (0.9999999771971152, None)
230
+ >>> integrate.fixed_quad(np.cos, 0.0, np.pi/2, n=5)
231
+ (1.000000000039565, None)
232
+ >>> np.sin(np.pi/2)-np.sin(0) # analytical result
233
+ 1.0
234
+
235
+ """
236
+ x, w = _cached_roots_legendre(n)
237
+ x = np.real(x)
238
+ if np.isinf(a) or np.isinf(b):
239
+ raise ValueError("Gaussian quadrature is only available for "
240
+ "finite limits.")
241
+ y = (b-a)*(x+1)/2.0 + a
242
+ return (b-a)/2.0 * np.sum(w*func(y, *args), axis=-1), None
243
+
244
+
245
+ def tupleset(t, i, value):
246
+ l = list(t)
247
+ l[i] = value
248
+ return tuple(l)
249
+
250
+
251
+ def cumulative_trapezoid(y, x=None, dx=1.0, axis=-1, initial=None):
252
+ """
253
+ Cumulatively integrate y(x) using the composite trapezoidal rule.
254
+
255
+ Parameters
256
+ ----------
257
+ y : array_like
258
+ Values to integrate.
259
+ x : array_like, optional
260
+ The coordinate to integrate along. If None (default), use spacing `dx`
261
+ between consecutive elements in `y`.
262
+ dx : float, optional
263
+ Spacing between elements of `y`. Only used if `x` is None.
264
+ axis : int, optional
265
+ Specifies the axis to cumulate. Default is -1 (last axis).
266
+ initial : scalar, optional
267
+ If given, insert this value at the beginning of the returned result.
268
+ 0 or None are the only values accepted. Default is None, which means
269
+ `res` has one element less than `y` along the axis of integration.
270
+
271
+ Returns
272
+ -------
273
+ res : ndarray
274
+ The result of cumulative integration of `y` along `axis`.
275
+ If `initial` is None, the shape is such that the axis of integration
276
+ has one less value than `y`. If `initial` is given, the shape is equal
277
+ to that of `y`.
278
+
279
+ See Also
280
+ --------
281
+ numpy.cumsum, numpy.cumprod
282
+ cumulative_simpson : cumulative integration using Simpson's 1/3 rule
283
+ quad : adaptive quadrature using QUADPACK
284
+ fixed_quad : fixed-order Gaussian quadrature
285
+ dblquad : double integrals
286
+ tplquad : triple integrals
287
+ romb : integrators for sampled data
288
+
289
+ Examples
290
+ --------
291
+ >>> from scipy import integrate
292
+ >>> import numpy as np
293
+ >>> import matplotlib.pyplot as plt
294
+
295
+ >>> x = np.linspace(-2, 2, num=20)
296
+ >>> y = x
297
+ >>> y_int = integrate.cumulative_trapezoid(y, x, initial=0)
298
+ >>> plt.plot(x, y_int, 'ro', x, y[0] + 0.5 * x**2, 'b-')
299
+ >>> plt.show()
300
+
301
+ """
302
+ y = np.asarray(y)
303
+ if y.shape[axis] == 0:
304
+ raise ValueError("At least one point is required along `axis`.")
305
+ if x is None:
306
+ d = dx
307
+ else:
308
+ x = np.asarray(x)
309
+ if x.ndim == 1:
310
+ d = np.diff(x)
311
+ # reshape to correct shape
312
+ shape = [1] * y.ndim
313
+ shape[axis] = -1
314
+ d = d.reshape(shape)
315
+ elif len(x.shape) != len(y.shape):
316
+ raise ValueError("If given, shape of x must be 1-D or the "
317
+ "same as y.")
318
+ else:
319
+ d = np.diff(x, axis=axis)
320
+
321
+ if d.shape[axis] != y.shape[axis] - 1:
322
+ raise ValueError("If given, length of x along axis must be the "
323
+ "same as y.")
324
+
325
+ nd = len(y.shape)
326
+ slice1 = tupleset((slice(None),)*nd, axis, slice(1, None))
327
+ slice2 = tupleset((slice(None),)*nd, axis, slice(None, -1))
328
+ res = np.cumsum(d * (y[slice1] + y[slice2]) / 2.0, axis=axis)
329
+
330
+ if initial is not None:
331
+ if initial != 0:
332
+ raise ValueError("`initial` must be `None` or `0`.")
333
+ if not np.isscalar(initial):
334
+ raise ValueError("`initial` parameter should be a scalar.")
335
+
336
+ shape = list(res.shape)
337
+ shape[axis] = 1
338
+ res = np.concatenate([np.full(shape, initial, dtype=res.dtype), res],
339
+ axis=axis)
340
+
341
+ return res
342
+
343
+
344
+ def _basic_simpson(y, start, stop, x, dx, axis):
345
+ nd = len(y.shape)
346
+ if start is None:
347
+ start = 0
348
+ step = 2
349
+ slice_all = (slice(None),)*nd
350
+ slice0 = tupleset(slice_all, axis, slice(start, stop, step))
351
+ slice1 = tupleset(slice_all, axis, slice(start+1, stop+1, step))
352
+ slice2 = tupleset(slice_all, axis, slice(start+2, stop+2, step))
353
+
354
+ if x is None: # Even-spaced Simpson's rule.
355
+ result = np.sum(y[slice0] + 4.0*y[slice1] + y[slice2], axis=axis)
356
+ result *= dx / 3.0
357
+ else:
358
+ # Account for possibly different spacings.
359
+ # Simpson's rule changes a bit.
360
+ h = np.diff(x, axis=axis)
361
+ sl0 = tupleset(slice_all, axis, slice(start, stop, step))
362
+ sl1 = tupleset(slice_all, axis, slice(start+1, stop+1, step))
363
+ h0 = h[sl0].astype(float, copy=False)
364
+ h1 = h[sl1].astype(float, copy=False)
365
+ hsum = h0 + h1
366
+ hprod = h0 * h1
367
+ h0divh1 = np.true_divide(h0, h1, out=np.zeros_like(h0), where=h1 != 0)
368
+ tmp = hsum/6.0 * (y[slice0] *
369
+ (2.0 - np.true_divide(1.0, h0divh1,
370
+ out=np.zeros_like(h0divh1),
371
+ where=h0divh1 != 0)) +
372
+ y[slice1] * (hsum *
373
+ np.true_divide(hsum, hprod,
374
+ out=np.zeros_like(hsum),
375
+ where=hprod != 0)) +
376
+ y[slice2] * (2.0 - h0divh1))
377
+ result = np.sum(tmp, axis=axis)
378
+ return result
379
+
380
+
381
+ def simpson(y, x=None, *, dx=1.0, axis=-1):
382
+ """
383
+ Integrate y(x) using samples along the given axis and the composite
384
+ Simpson's rule. If x is None, spacing of dx is assumed.
385
+
386
+ Parameters
387
+ ----------
388
+ y : array_like
389
+ Array to be integrated.
390
+ x : array_like, optional
391
+ If given, the points at which `y` is sampled.
392
+ dx : float, optional
393
+ Spacing of integration points along axis of `x`. Only used when
394
+ `x` is None. Default is 1.
395
+ axis : int, optional
396
+ Axis along which to integrate. Default is the last axis.
397
+
398
+ Returns
399
+ -------
400
+ float
401
+ The estimated integral computed with the composite Simpson's rule.
402
+
403
+ See Also
404
+ --------
405
+ quad : adaptive quadrature using QUADPACK
406
+ fixed_quad : fixed-order Gaussian quadrature
407
+ dblquad : double integrals
408
+ tplquad : triple integrals
409
+ romb : integrators for sampled data
410
+ cumulative_trapezoid : cumulative integration for sampled data
411
+ cumulative_simpson : cumulative integration using Simpson's 1/3 rule
412
+
413
+ Notes
414
+ -----
415
+ For an odd number of samples that are equally spaced the result is
416
+ exact if the function is a polynomial of order 3 or less. If
417
+ the samples are not equally spaced, then the result is exact only
418
+ if the function is a polynomial of order 2 or less.
419
+
420
+ References
421
+ ----------
422
+ .. [1] Cartwright, Kenneth V. Simpson's Rule Cumulative Integration with
423
+ MS Excel and Irregularly-spaced Data. Journal of Mathematical
424
+ Sciences and Mathematics Education. 12 (2): 1-9
425
+
426
+ Examples
427
+ --------
428
+ >>> from scipy import integrate
429
+ >>> import numpy as np
430
+ >>> x = np.arange(0, 10)
431
+ >>> y = np.arange(0, 10)
432
+
433
+ >>> integrate.simpson(y, x=x)
434
+ 40.5
435
+
436
+ >>> y = np.power(x, 3)
437
+ >>> integrate.simpson(y, x=x)
438
+ 1640.5
439
+ >>> integrate.quad(lambda x: x**3, 0, 9)[0]
440
+ 1640.25
441
+
442
+ """
443
+ y = np.asarray(y)
444
+ nd = len(y.shape)
445
+ N = y.shape[axis]
446
+ last_dx = dx
447
+ returnshape = 0
448
+ if x is not None:
449
+ x = np.asarray(x)
450
+ if len(x.shape) == 1:
451
+ shapex = [1] * nd
452
+ shapex[axis] = x.shape[0]
453
+ saveshape = x.shape
454
+ returnshape = 1
455
+ x = x.reshape(tuple(shapex))
456
+ elif len(x.shape) != len(y.shape):
457
+ raise ValueError("If given, shape of x must be 1-D or the "
458
+ "same as y.")
459
+ if x.shape[axis] != N:
460
+ raise ValueError("If given, length of x along axis must be the "
461
+ "same as y.")
462
+
463
+ if N % 2 == 0:
464
+ val = 0.0
465
+ result = 0.0
466
+ slice_all = (slice(None),) * nd
467
+
468
+ if N == 2:
469
+ # need at least 3 points in integration axis to form parabolic
470
+ # segment. If there are two points then any of 'avg', 'first',
471
+ # 'last' should give the same result.
472
+ slice1 = tupleset(slice_all, axis, -1)
473
+ slice2 = tupleset(slice_all, axis, -2)
474
+ if x is not None:
475
+ last_dx = x[slice1] - x[slice2]
476
+ val += 0.5 * last_dx * (y[slice1] + y[slice2])
477
+ else:
478
+ # use Simpson's rule on first intervals
479
+ result = _basic_simpson(y, 0, N-3, x, dx, axis)
480
+
481
+ slice1 = tupleset(slice_all, axis, -1)
482
+ slice2 = tupleset(slice_all, axis, -2)
483
+ slice3 = tupleset(slice_all, axis, -3)
484
+
485
+ h = np.asarray([dx, dx], dtype=np.float64)
486
+ if x is not None:
487
+ # grab the last two spacings from the appropriate axis
488
+ hm2 = tupleset(slice_all, axis, slice(-2, -1, 1))
489
+ hm1 = tupleset(slice_all, axis, slice(-1, None, 1))
490
+
491
+ diffs = np.float64(np.diff(x, axis=axis))
492
+ h = [np.squeeze(diffs[hm2], axis=axis),
493
+ np.squeeze(diffs[hm1], axis=axis)]
494
+
495
+ # This is the correction for the last interval according to
496
+ # Cartwright.
497
+ # However, I used the equations given at
498
+ # https://en.wikipedia.org/wiki/Simpson%27s_rule#Composite_Simpson's_rule_for_irregularly_spaced_data
499
+ # A footnote on Wikipedia says:
500
+ # Cartwright 2017, Equation 8. The equation in Cartwright is
501
+ # calculating the first interval whereas the equations in the
502
+ # Wikipedia article are adjusting for the last integral. If the
503
+ # proper algebraic substitutions are made, the equation results in
504
+ # the values shown.
505
+ num = 2 * h[1] ** 2 + 3 * h[0] * h[1]
506
+ den = 6 * (h[1] + h[0])
507
+ alpha = np.true_divide(
508
+ num,
509
+ den,
510
+ out=np.zeros_like(den),
511
+ where=den != 0
512
+ )
513
+
514
+ num = h[1] ** 2 + 3.0 * h[0] * h[1]
515
+ den = 6 * h[0]
516
+ beta = np.true_divide(
517
+ num,
518
+ den,
519
+ out=np.zeros_like(den),
520
+ where=den != 0
521
+ )
522
+
523
+ num = 1 * h[1] ** 3
524
+ den = 6 * h[0] * (h[0] + h[1])
525
+ eta = np.true_divide(
526
+ num,
527
+ den,
528
+ out=np.zeros_like(den),
529
+ where=den != 0
530
+ )
531
+
532
+ result += alpha*y[slice1] + beta*y[slice2] - eta*y[slice3]
533
+
534
+ result += val
535
+ else:
536
+ result = _basic_simpson(y, 0, N-2, x, dx, axis)
537
+ if returnshape:
538
+ x = x.reshape(saveshape)
539
+ return result
540
+
541
+
542
+ def _cumulatively_sum_simpson_integrals(
543
+ y: np.ndarray,
544
+ dx: np.ndarray,
545
+ integration_func: Callable[[np.ndarray, np.ndarray], np.ndarray],
546
+ ) -> np.ndarray:
547
+ """Calculate cumulative sum of Simpson integrals.
548
+ Takes as input the integration function to be used.
549
+ The integration_func is assumed to return the cumulative sum using
550
+ composite Simpson's rule. Assumes the axis of summation is -1.
551
+ """
552
+ sub_integrals_h1 = integration_func(y, dx)
553
+ sub_integrals_h2 = integration_func(y[..., ::-1], dx[..., ::-1])[..., ::-1]
554
+
555
+ shape = list(sub_integrals_h1.shape)
556
+ shape[-1] += 1
557
+ sub_integrals = np.empty(shape)
558
+ sub_integrals[..., :-1:2] = sub_integrals_h1[..., ::2]
559
+ sub_integrals[..., 1::2] = sub_integrals_h2[..., ::2]
560
+ # Integral over last subinterval can only be calculated from
561
+ # formula for h2
562
+ sub_integrals[..., -1] = sub_integrals_h2[..., -1]
563
+ res = np.cumsum(sub_integrals, axis=-1)
564
+ return res
565
+
566
+
567
+ def _cumulative_simpson_equal_intervals(y: np.ndarray, dx: np.ndarray) -> np.ndarray:
568
+ """Calculate the Simpson integrals for all h1 intervals assuming equal interval
569
+ widths. The function can also be used to calculate the integral for all
570
+ h2 intervals by reversing the inputs, `y` and `dx`.
571
+ """
572
+ d = dx[..., :-1]
573
+ f1 = y[..., :-2]
574
+ f2 = y[..., 1:-1]
575
+ f3 = y[..., 2:]
576
+
577
+ # Calculate integral over the subintervals (eqn (10) of Reference [2])
578
+ return d / 3 * (5 * f1 / 4 + 2 * f2 - f3 / 4)
579
+
580
+
581
+ def _cumulative_simpson_unequal_intervals(y: np.ndarray, dx: np.ndarray) -> np.ndarray:
582
+ """Calculate the Simpson integrals for all h1 intervals assuming unequal interval
583
+ widths. The function can also be used to calculate the integral for all
584
+ h2 intervals by reversing the inputs, `y` and `dx`.
585
+ """
586
+ x21 = dx[..., :-1]
587
+ x32 = dx[..., 1:]
588
+ f1 = y[..., :-2]
589
+ f2 = y[..., 1:-1]
590
+ f3 = y[..., 2:]
591
+
592
+ x31 = x21 + x32
593
+ x21_x31 = x21/x31
594
+ x21_x32 = x21/x32
595
+ x21x21_x31x32 = x21_x31 * x21_x32
596
+
597
+ # Calculate integral over the subintervals (eqn (8) of Reference [2])
598
+ coeff1 = 3 - x21_x31
599
+ coeff2 = 3 + x21x21_x31x32 + x21_x31
600
+ coeff3 = -x21x21_x31x32
601
+
602
+ return x21/6 * (coeff1*f1 + coeff2*f2 + coeff3*f3)
603
+
604
+
605
+ def _ensure_float_array(arr: npt.ArrayLike) -> np.ndarray:
606
+ arr = np.asarray(arr)
607
+ if np.issubdtype(arr.dtype, np.integer):
608
+ arr = arr.astype(float, copy=False)
609
+ return arr
610
+
611
+
612
+ def cumulative_simpson(y, *, x=None, dx=1.0, axis=-1, initial=None):
613
+ r"""
614
+ Cumulatively integrate y(x) using the composite Simpson's 1/3 rule.
615
+ The integral of the samples at every point is calculated by assuming a
616
+ quadratic relationship between each point and the two adjacent points.
617
+
618
+ Parameters
619
+ ----------
620
+ y : array_like
621
+ Values to integrate. Requires at least one point along `axis`. If two or fewer
622
+ points are provided along `axis`, Simpson's integration is not possible and the
623
+ result is calculated with `cumulative_trapezoid`.
624
+ x : array_like, optional
625
+ The coordinate to integrate along. Must have the same shape as `y` or
626
+ must be 1D with the same length as `y` along `axis`. `x` must also be
627
+ strictly increasing along `axis`.
628
+ If `x` is None (default), integration is performed using spacing `dx`
629
+ between consecutive elements in `y`.
630
+ dx : scalar or array_like, optional
631
+ Spacing between elements of `y`. Only used if `x` is None. Can either
632
+ be a float, or an array with the same shape as `y`, but of length one along
633
+ `axis`. Default is 1.0.
634
+ axis : int, optional
635
+ Specifies the axis to integrate along. Default is -1 (last axis).
636
+ initial : scalar or array_like, optional
637
+ If given, insert this value at the beginning of the returned result,
638
+ and add it to the rest of the result. Default is None, which means no
639
+ value at ``x[0]`` is returned and `res` has one element less than `y`
640
+ along the axis of integration. Can either be a float, or an array with
641
+ the same shape as `y`, but of length one along `axis`.
642
+
643
+ Returns
644
+ -------
645
+ res : ndarray
646
+ The result of cumulative integration of `y` along `axis`.
647
+ If `initial` is None, the shape is such that the axis of integration
648
+ has one less value than `y`. If `initial` is given, the shape is equal
649
+ to that of `y`.
650
+
651
+ See Also
652
+ --------
653
+ numpy.cumsum
654
+ cumulative_trapezoid : cumulative integration using the composite
655
+ trapezoidal rule
656
+ simpson : integrator for sampled data using the Composite Simpson's Rule
657
+
658
+ Notes
659
+ -----
660
+
661
+ .. versionadded:: 1.12.0
662
+
663
+ The composite Simpson's 1/3 method can be used to approximate the definite
664
+ integral of a sampled input function :math:`y(x)` [1]_. The method assumes
665
+ a quadratic relationship over the interval containing any three consecutive
666
+ sampled points.
667
+
668
+ Consider three consecutive points:
669
+ :math:`(x_1, y_1), (x_2, y_2), (x_3, y_3)`.
670
+
671
+ Assuming a quadratic relationship over the three points, the integral over
672
+ the subinterval between :math:`x_1` and :math:`x_2` is given by formula
673
+ (8) of [2]_:
674
+
675
+ .. math::
676
+ \int_{x_1}^{x_2} y(x) dx\ &= \frac{x_2-x_1}{6}\left[\
677
+ \left\{3-\frac{x_2-x_1}{x_3-x_1}\right\} y_1 + \
678
+ \left\{3 + \frac{(x_2-x_1)^2}{(x_3-x_2)(x_3-x_1)} + \
679
+ \frac{x_2-x_1}{x_3-x_1}\right\} y_2\\
680
+ - \frac{(x_2-x_1)^2}{(x_3-x_2)(x_3-x_1)} y_3\right]
681
+
682
+ The integral between :math:`x_2` and :math:`x_3` is given by swapping
683
+ appearances of :math:`x_1` and :math:`x_3`. The integral is estimated
684
+ separately for each subinterval and then cumulatively summed to obtain
685
+ the final result.
686
+
687
+ For samples that are equally spaced, the result is exact if the function
688
+ is a polynomial of order three or less [1]_ and the number of subintervals
689
+ is even. Otherwise, the integral is exact for polynomials of order two or
690
+ less.
691
+
692
+ References
693
+ ----------
694
+ .. [1] Wikipedia page: https://en.wikipedia.org/wiki/Simpson's_rule
695
+ .. [2] Cartwright, Kenneth V. Simpson's Rule Cumulative Integration with
696
+ MS Excel and Irregularly-spaced Data. Journal of Mathematical
697
+ Sciences and Mathematics Education. 12 (2): 1-9
698
+
699
+ Examples
700
+ --------
701
+ >>> from scipy import integrate
702
+ >>> import numpy as np
703
+ >>> import matplotlib.pyplot as plt
704
+ >>> x = np.linspace(-2, 2, num=20)
705
+ >>> y = x**2
706
+ >>> y_int = integrate.cumulative_simpson(y, x=x, initial=0)
707
+ >>> fig, ax = plt.subplots()
708
+ >>> ax.plot(x, y_int, 'ro', x, x**3/3 - (x[0])**3/3, 'b-')
709
+ >>> ax.grid()
710
+ >>> plt.show()
711
+
712
+ The output of `cumulative_simpson` is similar to that of iteratively
713
+ calling `simpson` with successively higher upper limits of integration, but
714
+ not identical.
715
+
716
+ >>> def cumulative_simpson_reference(y, x):
717
+ ... return np.asarray([integrate.simpson(y[:i], x=x[:i])
718
+ ... for i in range(2, len(y) + 1)])
719
+ >>>
720
+ >>> rng = np.random.default_rng(354673834679465)
721
+ >>> x, y = rng.random(size=(2, 10))
722
+ >>> x.sort()
723
+ >>>
724
+ >>> res = integrate.cumulative_simpson(y, x=x)
725
+ >>> ref = cumulative_simpson_reference(y, x)
726
+ >>> equal = np.abs(res - ref) < 1e-15
727
+ >>> equal # not equal when `simpson` has even number of subintervals
728
+ array([False, True, False, True, False, True, False, True, True])
729
+
730
+ This is expected: because `cumulative_simpson` has access to more
731
+ information than `simpson`, it can typically produce more accurate
732
+ estimates of the underlying integral over subintervals.
733
+
734
+ """
735
+ y = _ensure_float_array(y)
736
+
737
+ # validate `axis` and standardize to work along the last axis
738
+ original_y = y
739
+ original_shape = y.shape
740
+ try:
741
+ y = np.swapaxes(y, axis, -1)
742
+ except IndexError as e:
743
+ message = f"`axis={axis}` is not valid for `y` with `y.ndim={y.ndim}`."
744
+ raise ValueError(message) from e
745
+ if y.shape[-1] < 3:
746
+ res = cumulative_trapezoid(original_y, x, dx=dx, axis=axis, initial=None)
747
+ res = np.swapaxes(res, axis, -1)
748
+
749
+ elif x is not None:
750
+ x = _ensure_float_array(x)
751
+ message = ("If given, shape of `x` must be the same as `y` or 1-D with "
752
+ "the same length as `y` along `axis`.")
753
+ if not (x.shape == original_shape
754
+ or (x.ndim == 1 and len(x) == original_shape[axis])):
755
+ raise ValueError(message)
756
+
757
+ x = np.broadcast_to(x, y.shape) if x.ndim == 1 else np.swapaxes(x, axis, -1)
758
+ dx = np.diff(x, axis=-1)
759
+ if np.any(dx <= 0):
760
+ raise ValueError("Input x must be strictly increasing.")
761
+ res = _cumulatively_sum_simpson_integrals(
762
+ y, dx, _cumulative_simpson_unequal_intervals
763
+ )
764
+
765
+ else:
766
+ dx = _ensure_float_array(dx)
767
+ final_dx_shape = tupleset(original_shape, axis, original_shape[axis] - 1)
768
+ alt_input_dx_shape = tupleset(original_shape, axis, 1)
769
+ message = ("If provided, `dx` must either be a scalar or have the same "
770
+ "shape as `y` but with only 1 point along `axis`.")
771
+ if not (dx.ndim == 0 or dx.shape == alt_input_dx_shape):
772
+ raise ValueError(message)
773
+ dx = np.broadcast_to(dx, final_dx_shape)
774
+ dx = np.swapaxes(dx, axis, -1)
775
+ res = _cumulatively_sum_simpson_integrals(
776
+ y, dx, _cumulative_simpson_equal_intervals
777
+ )
778
+
779
+ if initial is not None:
780
+ initial = _ensure_float_array(initial)
781
+ alt_initial_input_shape = tupleset(original_shape, axis, 1)
782
+ message = ("If provided, `initial` must either be a scalar or have the "
783
+ "same shape as `y` but with only 1 point along `axis`.")
784
+ if not (initial.ndim == 0 or initial.shape == alt_initial_input_shape):
785
+ raise ValueError(message)
786
+ initial = np.broadcast_to(initial, alt_initial_input_shape)
787
+ initial = np.swapaxes(initial, axis, -1)
788
+
789
+ res += initial
790
+ res = np.concatenate((initial, res), axis=-1)
791
+
792
+ res = np.swapaxes(res, -1, axis)
793
+ return res
794
+
795
+
796
+ def romb(y, dx=1.0, axis=-1, show=False):
797
+ """
798
+ Romberg integration using samples of a function.
799
+
800
+ Parameters
801
+ ----------
802
+ y : array_like
803
+ A vector of ``2**k + 1`` equally-spaced samples of a function.
804
+ dx : float, optional
805
+ The sample spacing. Default is 1.
806
+ axis : int, optional
807
+ The axis along which to integrate. Default is -1 (last axis).
808
+ show : bool, optional
809
+ When `y` is a single 1-D array, then if this argument is True
810
+ print the table showing Richardson extrapolation from the
811
+ samples. Default is False.
812
+
813
+ Returns
814
+ -------
815
+ romb : ndarray
816
+ The integrated result for `axis`.
817
+
818
+ See Also
819
+ --------
820
+ quad : adaptive quadrature using QUADPACK
821
+ fixed_quad : fixed-order Gaussian quadrature
822
+ dblquad : double integrals
823
+ tplquad : triple integrals
824
+ simpson : integrators for sampled data
825
+ cumulative_trapezoid : cumulative integration for sampled data
826
+
827
+ Examples
828
+ --------
829
+ >>> from scipy import integrate
830
+ >>> import numpy as np
831
+ >>> x = np.arange(10, 14.25, 0.25)
832
+ >>> y = np.arange(3, 12)
833
+
834
+ >>> integrate.romb(y)
835
+ 56.0
836
+
837
+ >>> y = np.sin(np.power(x, 2.5))
838
+ >>> integrate.romb(y)
839
+ -0.742561336672229
840
+
841
+ >>> integrate.romb(y, show=True)
842
+ Richardson Extrapolation Table for Romberg Integration
843
+ ======================================================
844
+ -0.81576
845
+ 4.63862 6.45674
846
+ -1.10581 -3.02062 -3.65245
847
+ -2.57379 -3.06311 -3.06595 -3.05664
848
+ -1.34093 -0.92997 -0.78776 -0.75160 -0.74256
849
+ ======================================================
850
+ -0.742561336672229 # may vary
851
+
852
+ """
853
+ y = np.asarray(y)
854
+ nd = len(y.shape)
855
+ Nsamps = y.shape[axis]
856
+ Ninterv = Nsamps-1
857
+ n = 1
858
+ k = 0
859
+ while n < Ninterv:
860
+ n <<= 1
861
+ k += 1
862
+ if n != Ninterv:
863
+ raise ValueError("Number of samples must be one plus a "
864
+ "non-negative power of 2.")
865
+
866
+ R = {}
867
+ slice_all = (slice(None),) * nd
868
+ slice0 = tupleset(slice_all, axis, 0)
869
+ slicem1 = tupleset(slice_all, axis, -1)
870
+ h = Ninterv * np.asarray(dx, dtype=float)
871
+ R[(0, 0)] = (y[slice0] + y[slicem1])/2.0*h
872
+ slice_R = slice_all
873
+ start = stop = step = Ninterv
874
+ for i in range(1, k+1):
875
+ start >>= 1
876
+ slice_R = tupleset(slice_R, axis, slice(start, stop, step))
877
+ step >>= 1
878
+ R[(i, 0)] = 0.5*(R[(i-1, 0)] + h*y[slice_R].sum(axis=axis))
879
+ for j in range(1, i+1):
880
+ prev = R[(i, j-1)]
881
+ R[(i, j)] = prev + (prev-R[(i-1, j-1)]) / ((1 << (2*j))-1)
882
+ h /= 2.0
883
+
884
+ if show:
885
+ if not np.isscalar(R[(0, 0)]):
886
+ print("*** Printing table only supported for integrals" +
887
+ " of a single data set.")
888
+ else:
889
+ try:
890
+ precis = show[0]
891
+ except (TypeError, IndexError):
892
+ precis = 5
893
+ try:
894
+ width = show[1]
895
+ except (TypeError, IndexError):
896
+ width = 8
897
+ formstr = "%%%d.%df" % (width, precis)
898
+
899
+ title = "Richardson Extrapolation Table for Romberg Integration"
900
+ print(title, "=" * len(title), sep="\n", end="\n")
901
+ for i in range(k+1):
902
+ for j in range(i+1):
903
+ print(formstr % R[(i, j)], end=" ")
904
+ print()
905
+ print("=" * len(title))
906
+
907
+ return R[(k, k)]
908
+
909
+
910
+ # Coefficients for Newton-Cotes quadrature
911
+ #
912
+ # These are the points being used
913
+ # to construct the local interpolating polynomial
914
+ # a are the weights for Newton-Cotes integration
915
+ # B is the error coefficient.
916
+ # error in these coefficients grows as N gets larger.
917
+ # or as samples are closer and closer together
918
+
919
+ # You can use maxima to find these rational coefficients
920
+ # for equally spaced data using the commands
921
+ # a(i,N) := (integrate(product(r-j,j,0,i-1) * product(r-j,j,i+1,N),r,0,N)
922
+ # / ((N-i)! * i!) * (-1)^(N-i));
923
+ # Be(N) := N^(N+2)/(N+2)! * (N/(N+3) - sum((i/N)^(N+2)*a(i,N),i,0,N));
924
+ # Bo(N) := N^(N+1)/(N+1)! * (N/(N+2) - sum((i/N)^(N+1)*a(i,N),i,0,N));
925
+ # B(N) := (if (mod(N,2)=0) then Be(N) else Bo(N));
926
+ #
927
+ # pre-computed for equally-spaced weights
928
+ #
929
+ # num_a, den_a, int_a, num_B, den_B = _builtincoeffs[N]
930
+ #
931
+ # a = num_a*array(int_a)/den_a
932
+ # B = num_B*1.0 / den_B
933
+ #
934
+ # integrate(f(x),x,x_0,x_N) = dx*sum(a*f(x_i)) + B*(dx)^(2k+3) f^(2k+2)(x*)
935
+ # where k = N // 2
936
+ #
937
+ _builtincoeffs = {
938
+ 1: (1,2,[1,1],-1,12),
939
+ 2: (1,3,[1,4,1],-1,90),
940
+ 3: (3,8,[1,3,3,1],-3,80),
941
+ 4: (2,45,[7,32,12,32,7],-8,945),
942
+ 5: (5,288,[19,75,50,50,75,19],-275,12096),
943
+ 6: (1,140,[41,216,27,272,27,216,41],-9,1400),
944
+ 7: (7,17280,[751,3577,1323,2989,2989,1323,3577,751],-8183,518400),
945
+ 8: (4,14175,[989,5888,-928,10496,-4540,10496,-928,5888,989],
946
+ -2368,467775),
947
+ 9: (9,89600,[2857,15741,1080,19344,5778,5778,19344,1080,
948
+ 15741,2857], -4671, 394240),
949
+ 10: (5,299376,[16067,106300,-48525,272400,-260550,427368,
950
+ -260550,272400,-48525,106300,16067],
951
+ -673175, 163459296),
952
+ 11: (11,87091200,[2171465,13486539,-3237113, 25226685,-9595542,
953
+ 15493566,15493566,-9595542,25226685,-3237113,
954
+ 13486539,2171465], -2224234463, 237758976000),
955
+ 12: (1, 5255250, [1364651,9903168,-7587864,35725120,-51491295,
956
+ 87516288,-87797136,87516288,-51491295,35725120,
957
+ -7587864,9903168,1364651], -3012, 875875),
958
+ 13: (13, 402361344000,[8181904909, 56280729661, -31268252574,
959
+ 156074417954,-151659573325,206683437987,
960
+ -43111992612,-43111992612,206683437987,
961
+ -151659573325,156074417954,-31268252574,
962
+ 56280729661,8181904909], -2639651053,
963
+ 344881152000),
964
+ 14: (7, 2501928000, [90241897,710986864,-770720657,3501442784,
965
+ -6625093363,12630121616,-16802270373,19534438464,
966
+ -16802270373,12630121616,-6625093363,3501442784,
967
+ -770720657,710986864,90241897], -3740727473,
968
+ 1275983280000)
969
+ }
970
+
971
+
972
+ def newton_cotes(rn, equal=0):
973
+ r"""
974
+ Return weights and error coefficient for Newton-Cotes integration.
975
+
976
+ Suppose we have (N+1) samples of f at the positions
977
+ x_0, x_1, ..., x_N. Then an N-point Newton-Cotes formula for the
978
+ integral between x_0 and x_N is:
979
+
980
+ :math:`\int_{x_0}^{x_N} f(x)dx = \Delta x \sum_{i=0}^{N} a_i f(x_i)
981
+ + B_N (\Delta x)^{N+2} f^{N+1} (\xi)`
982
+
983
+ where :math:`\xi \in [x_0,x_N]`
984
+ and :math:`\Delta x = \frac{x_N-x_0}{N}` is the average samples spacing.
985
+
986
+ If the samples are equally-spaced and N is even, then the error
987
+ term is :math:`B_N (\Delta x)^{N+3} f^{N+2}(\xi)`.
988
+
989
+ Parameters
990
+ ----------
991
+ rn : int
992
+ The integer order for equally-spaced data or the relative positions of
993
+ the samples with the first sample at 0 and the last at N, where N+1 is
994
+ the length of `rn`. N is the order of the Newton-Cotes integration.
995
+ equal : int, optional
996
+ Set to 1 to enforce equally spaced data.
997
+
998
+ Returns
999
+ -------
1000
+ an : ndarray
1001
+ 1-D array of weights to apply to the function at the provided sample
1002
+ positions.
1003
+ B : float
1004
+ Error coefficient.
1005
+
1006
+ Notes
1007
+ -----
1008
+ Normally, the Newton-Cotes rules are used on smaller integration
1009
+ regions and a composite rule is used to return the total integral.
1010
+
1011
+ Examples
1012
+ --------
1013
+ Compute the integral of sin(x) in [0, :math:`\pi`]:
1014
+
1015
+ >>> from scipy.integrate import newton_cotes
1016
+ >>> import numpy as np
1017
+ >>> def f(x):
1018
+ ... return np.sin(x)
1019
+ >>> a = 0
1020
+ >>> b = np.pi
1021
+ >>> exact = 2
1022
+ >>> for N in [2, 4, 6, 8, 10]:
1023
+ ... x = np.linspace(a, b, N + 1)
1024
+ ... an, B = newton_cotes(N, 1)
1025
+ ... dx = (b - a) / N
1026
+ ... quad = dx * np.sum(an * f(x))
1027
+ ... error = abs(quad - exact)
1028
+ ... print('{:2d} {:10.9f} {:.5e}'.format(N, quad, error))
1029
+ ...
1030
+ 2 2.094395102 9.43951e-02
1031
+ 4 1.998570732 1.42927e-03
1032
+ 6 2.000017814 1.78136e-05
1033
+ 8 1.999999835 1.64725e-07
1034
+ 10 2.000000001 1.14677e-09
1035
+
1036
+ """
1037
+ try:
1038
+ N = len(rn)-1
1039
+ if equal:
1040
+ rn = np.arange(N+1)
1041
+ elif np.all(np.diff(rn) == 1):
1042
+ equal = 1
1043
+ except Exception:
1044
+ N = rn
1045
+ rn = np.arange(N+1)
1046
+ equal = 1
1047
+
1048
+ if equal and N in _builtincoeffs:
1049
+ na, da, vi, nb, db = _builtincoeffs[N]
1050
+ an = na * np.array(vi, dtype=float) / da
1051
+ return an, float(nb)/db
1052
+
1053
+ if (rn[0] != 0) or (rn[-1] != N):
1054
+ raise ValueError("The sample positions must start at 0"
1055
+ " and end at N")
1056
+ yi = rn / float(N)
1057
+ ti = 2 * yi - 1
1058
+ nvec = np.arange(N+1)
1059
+ C = ti ** nvec[:, np.newaxis]
1060
+ Cinv = np.linalg.inv(C)
1061
+ # improve precision of result
1062
+ for i in range(2):
1063
+ Cinv = 2*Cinv - Cinv.dot(C).dot(Cinv)
1064
+ vec = 2.0 / (nvec[::2]+1)
1065
+ ai = Cinv[:, ::2].dot(vec) * (N / 2.)
1066
+
1067
+ if (N % 2 == 0) and equal:
1068
+ BN = N/(N+3.)
1069
+ power = N+2
1070
+ else:
1071
+ BN = N/(N+2.)
1072
+ power = N+1
1073
+
1074
+ BN = BN - np.dot(yi**power, ai)
1075
+ p1 = power+1
1076
+ fac = power*math.log(N) - gammaln(p1)
1077
+ fac = math.exp(fac)
1078
+ return ai, BN*fac
1079
+
1080
+
1081
+ def _qmc_quad_iv(func, a, b, n_points, n_estimates, qrng, log):
1082
+
1083
+ # lazy import to avoid issues with partially-initialized submodule
1084
+ if not hasattr(qmc_quad, 'qmc'):
1085
+ from scipy import stats
1086
+ qmc_quad.stats = stats
1087
+ else:
1088
+ stats = qmc_quad.stats
1089
+
1090
+ if not callable(func):
1091
+ message = "`func` must be callable."
1092
+ raise TypeError(message)
1093
+
1094
+ # a, b will be modified, so copy. Oh well if it's copied twice.
1095
+ a = np.atleast_1d(a).copy()
1096
+ b = np.atleast_1d(b).copy()
1097
+ a, b = np.broadcast_arrays(a, b)
1098
+ dim = a.shape[0]
1099
+
1100
+ try:
1101
+ func((a + b) / 2)
1102
+ except Exception as e:
1103
+ message = ("`func` must evaluate the integrand at points within "
1104
+ "the integration range; e.g. `func( (a + b) / 2)` "
1105
+ "must return the integrand at the centroid of the "
1106
+ "integration volume.")
1107
+ raise ValueError(message) from e
1108
+
1109
+ try:
1110
+ func(np.array([a, b]).T)
1111
+ vfunc = func
1112
+ except Exception as e:
1113
+ message = ("Exception encountered when attempting vectorized call to "
1114
+ f"`func`: {e}. For better performance, `func` should "
1115
+ "accept two-dimensional array `x` with shape `(len(a), "
1116
+ "n_points)` and return an array of the integrand value at "
1117
+ "each of the `n_points.")
1118
+ warnings.warn(message, stacklevel=3)
1119
+
1120
+ def vfunc(x):
1121
+ return np.apply_along_axis(func, axis=-1, arr=x)
1122
+
1123
+ n_points_int = np.int64(n_points)
1124
+ if n_points != n_points_int:
1125
+ message = "`n_points` must be an integer."
1126
+ raise TypeError(message)
1127
+
1128
+ n_estimates_int = np.int64(n_estimates)
1129
+ if n_estimates != n_estimates_int:
1130
+ message = "`n_estimates` must be an integer."
1131
+ raise TypeError(message)
1132
+
1133
+ if qrng is None:
1134
+ qrng = stats.qmc.Halton(dim)
1135
+ elif not isinstance(qrng, stats.qmc.QMCEngine):
1136
+ message = "`qrng` must be an instance of scipy.stats.qmc.QMCEngine."
1137
+ raise TypeError(message)
1138
+
1139
+ if qrng.d != a.shape[0]:
1140
+ message = ("`qrng` must be initialized with dimensionality equal to "
1141
+ "the number of variables in `a`, i.e., "
1142
+ "`qrng.random().shape[-1]` must equal `a.shape[0]`.")
1143
+ raise ValueError(message)
1144
+
1145
+ rng_seed = getattr(qrng, 'rng_seed', None)
1146
+ rng = stats._qmc.check_random_state(rng_seed)
1147
+
1148
+ if log not in {True, False}:
1149
+ message = "`log` must be boolean (`True` or `False`)."
1150
+ raise TypeError(message)
1151
+
1152
+ return (vfunc, a, b, n_points_int, n_estimates_int, qrng, rng, log, stats)
1153
+
1154
+
1155
+ QMCQuadResult = namedtuple('QMCQuadResult', ['integral', 'standard_error'])
1156
+
1157
+
1158
+ def qmc_quad(func, a, b, *, n_estimates=8, n_points=1024, qrng=None,
1159
+ log=False):
1160
+ """
1161
+ Compute an integral in N-dimensions using Quasi-Monte Carlo quadrature.
1162
+
1163
+ Parameters
1164
+ ----------
1165
+ func : callable
1166
+ The integrand. Must accept a single argument ``x``, an array which
1167
+ specifies the point(s) at which to evaluate the scalar-valued
1168
+ integrand, and return the value(s) of the integrand.
1169
+ For efficiency, the function should be vectorized to accept an array of
1170
+ shape ``(d, n_points)``, where ``d`` is the number of variables (i.e.
1171
+ the dimensionality of the function domain) and `n_points` is the number
1172
+ of quadrature points, and return an array of shape ``(n_points,)``,
1173
+ the integrand at each quadrature point.
1174
+ a, b : array-like
1175
+ One-dimensional arrays specifying the lower and upper integration
1176
+ limits, respectively, of each of the ``d`` variables.
1177
+ n_estimates, n_points : int, optional
1178
+ `n_estimates` (default: 8) statistically independent QMC samples, each
1179
+ of `n_points` (default: 1024) points, will be generated by `qrng`.
1180
+ The total number of points at which the integrand `func` will be
1181
+ evaluated is ``n_points * n_estimates``. See Notes for details.
1182
+ qrng : `~scipy.stats.qmc.QMCEngine`, optional
1183
+ An instance of the QMCEngine from which to sample QMC points.
1184
+ The QMCEngine must be initialized to a number of dimensions ``d``
1185
+ corresponding with the number of variables ``x1, ..., xd`` passed to
1186
+ `func`.
1187
+ The provided QMCEngine is used to produce the first integral estimate.
1188
+ If `n_estimates` is greater than one, additional QMCEngines are
1189
+ spawned from the first (with scrambling enabled, if it is an option.)
1190
+ If a QMCEngine is not provided, the default `scipy.stats.qmc.Halton`
1191
+ will be initialized with the number of dimensions determine from
1192
+ the length of `a`.
1193
+ log : boolean, default: False
1194
+ When set to True, `func` returns the log of the integrand, and
1195
+ the result object contains the log of the integral.
1196
+
1197
+ Returns
1198
+ -------
1199
+ result : object
1200
+ A result object with attributes:
1201
+
1202
+ integral : float
1203
+ The estimate of the integral.
1204
+ standard_error :
1205
+ The error estimate. See Notes for interpretation.
1206
+
1207
+ Notes
1208
+ -----
1209
+ Values of the integrand at each of the `n_points` points of a QMC sample
1210
+ are used to produce an estimate of the integral. This estimate is drawn
1211
+ from a population of possible estimates of the integral, the value of
1212
+ which we obtain depends on the particular points at which the integral
1213
+ was evaluated. We perform this process `n_estimates` times, each time
1214
+ evaluating the integrand at different scrambled QMC points, effectively
1215
+ drawing i.i.d. random samples from the population of integral estimates.
1216
+ The sample mean :math:`m` of these integral estimates is an
1217
+ unbiased estimator of the true value of the integral, and the standard
1218
+ error of the mean :math:`s` of these estimates may be used to generate
1219
+ confidence intervals using the t distribution with ``n_estimates - 1``
1220
+ degrees of freedom. Perhaps counter-intuitively, increasing `n_points`
1221
+ while keeping the total number of function evaluation points
1222
+ ``n_points * n_estimates`` fixed tends to reduce the actual error, whereas
1223
+ increasing `n_estimates` tends to decrease the error estimate.
1224
+
1225
+ Examples
1226
+ --------
1227
+ QMC quadrature is particularly useful for computing integrals in higher
1228
+ dimensions. An example integrand is the probability density function
1229
+ of a multivariate normal distribution.
1230
+
1231
+ >>> import numpy as np
1232
+ >>> from scipy import stats
1233
+ >>> dim = 8
1234
+ >>> mean = np.zeros(dim)
1235
+ >>> cov = np.eye(dim)
1236
+ >>> def func(x):
1237
+ ... # `multivariate_normal` expects the _last_ axis to correspond with
1238
+ ... # the dimensionality of the space, so `x` must be transposed
1239
+ ... return stats.multivariate_normal.pdf(x.T, mean, cov)
1240
+
1241
+ To compute the integral over the unit hypercube:
1242
+
1243
+ >>> from scipy.integrate import qmc_quad
1244
+ >>> a = np.zeros(dim)
1245
+ >>> b = np.ones(dim)
1246
+ >>> rng = np.random.default_rng()
1247
+ >>> qrng = stats.qmc.Halton(d=dim, seed=rng)
1248
+ >>> n_estimates = 8
1249
+ >>> res = qmc_quad(func, a, b, n_estimates=n_estimates, qrng=qrng)
1250
+ >>> res.integral, res.standard_error
1251
+ (0.00018429555666024108, 1.0389431116001344e-07)
1252
+
1253
+ A two-sided, 99% confidence interval for the integral may be estimated
1254
+ as:
1255
+
1256
+ >>> t = stats.t(df=n_estimates-1, loc=res.integral,
1257
+ ... scale=res.standard_error)
1258
+ >>> t.interval(0.99)
1259
+ (0.0001839319802536469, 0.00018465913306683527)
1260
+
1261
+ Indeed, the value reported by `scipy.stats.multivariate_normal` is
1262
+ within this range.
1263
+
1264
+ >>> stats.multivariate_normal.cdf(b, mean, cov, lower_limit=a)
1265
+ 0.00018430867675187443
1266
+
1267
+ """
1268
+ args = _qmc_quad_iv(func, a, b, n_points, n_estimates, qrng, log)
1269
+ func, a, b, n_points, n_estimates, qrng, rng, log, stats = args
1270
+
1271
+ def sum_product(integrands, dA, log=False):
1272
+ if log:
1273
+ return logsumexp(integrands) + np.log(dA)
1274
+ else:
1275
+ return np.sum(integrands * dA)
1276
+
1277
+ def mean(estimates, log=False):
1278
+ if log:
1279
+ return logsumexp(estimates) - np.log(n_estimates)
1280
+ else:
1281
+ return np.mean(estimates)
1282
+
1283
+ def std(estimates, m=None, ddof=0, log=False):
1284
+ m = m or mean(estimates, log)
1285
+ if log:
1286
+ estimates, m = np.broadcast_arrays(estimates, m)
1287
+ temp = np.vstack((estimates, m + np.pi * 1j))
1288
+ diff = logsumexp(temp, axis=0)
1289
+ return np.real(0.5 * (logsumexp(2 * diff)
1290
+ - np.log(n_estimates - ddof)))
1291
+ else:
1292
+ return np.std(estimates, ddof=ddof)
1293
+
1294
+ def sem(estimates, m=None, s=None, log=False):
1295
+ m = m or mean(estimates, log)
1296
+ s = s or std(estimates, m, ddof=1, log=log)
1297
+ if log:
1298
+ return s - 0.5*np.log(n_estimates)
1299
+ else:
1300
+ return s / np.sqrt(n_estimates)
1301
+
1302
+ # The sign of the integral depends on the order of the limits. Fix this by
1303
+ # ensuring that lower bounds are indeed lower and setting sign of resulting
1304
+ # integral manually
1305
+ if np.any(a == b):
1306
+ message = ("A lower limit was equal to an upper limit, so the value "
1307
+ "of the integral is zero by definition.")
1308
+ warnings.warn(message, stacklevel=2)
1309
+ return QMCQuadResult(-np.inf if log else 0, 0)
1310
+
1311
+ i_swap = b < a
1312
+ sign = (-1)**(i_swap.sum(axis=-1)) # odd # of swaps -> negative
1313
+ a[i_swap], b[i_swap] = b[i_swap], a[i_swap]
1314
+
1315
+ A = np.prod(b - a)
1316
+ dA = A / n_points
1317
+
1318
+ estimates = np.zeros(n_estimates)
1319
+ rngs = _rng_spawn(qrng.rng, n_estimates)
1320
+ for i in range(n_estimates):
1321
+ # Generate integral estimate
1322
+ sample = qrng.random(n_points)
1323
+ # The rationale for transposing is that this allows users to easily
1324
+ # unpack `x` into separate variables, if desired. This is consistent
1325
+ # with the `xx` array passed into the `scipy.integrate.nquad` `func`.
1326
+ x = stats.qmc.scale(sample, a, b).T # (n_dim, n_points)
1327
+ integrands = func(x)
1328
+ estimates[i] = sum_product(integrands, dA, log)
1329
+
1330
+ # Get a new, independently-scrambled QRNG for next time
1331
+ qrng = type(qrng)(seed=rngs[i], **qrng._init_quad)
1332
+
1333
+ integral = mean(estimates, log)
1334
+ standard_error = sem(estimates, m=integral, log=log)
1335
+ integral = integral + np.pi*1j if (log and sign < 0) else integral*sign
1336
+ return QMCQuadResult(integral, standard_error)
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__init__.py ADDED
@@ -0,0 +1,12 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Numerical cubature algorithms"""
2
+
3
+ from ._base import (
4
+ Rule, FixedRule,
5
+ NestedFixedRule,
6
+ ProductNestedFixed,
7
+ )
8
+ from ._genz_malik import GenzMalikCubature
9
+ from ._gauss_kronrod import GaussKronrodQuadrature
10
+ from ._gauss_legendre import GaussLegendreQuadrature
11
+
12
+ __all__ = [s for s in dir() if not s.startswith('_')]
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/__init__.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_base.cpython-310.pyc ADDED
Binary file (18 kB). View file
 
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_gauss_kronrod.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_gauss_legendre.cpython-310.pyc ADDED
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evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/__pycache__/_genz_malik.cpython-310.pyc ADDED
Binary file (5.08 kB). View file
 
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/_base.py ADDED
@@ -0,0 +1,518 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from scipy._lib._array_api import array_namespace, xp_size
2
+
3
+ from functools import cached_property
4
+
5
+
6
+ class Rule:
7
+ """
8
+ Base class for numerical integration algorithms (cubatures).
9
+
10
+ Finds an estimate for the integral of ``f`` over the region described by two arrays
11
+ ``a`` and ``b`` via `estimate`, and find an estimate for the error of this
12
+ approximation via `estimate_error`.
13
+
14
+ If a subclass does not implement its own `estimate_error`, then it will use a
15
+ default error estimate based on the difference between the estimate over the whole
16
+ region and the sum of estimates over that region divided into ``2^ndim`` subregions.
17
+
18
+ See Also
19
+ --------
20
+ FixedRule
21
+
22
+ Examples
23
+ --------
24
+ In the following, a custom rule is created which uses 3D Genz-Malik cubature for
25
+ the estimate of the integral, and the difference between this estimate and a less
26
+ accurate estimate using 5-node Gauss-Legendre quadrature as an estimate for the
27
+ error.
28
+
29
+ >>> import numpy as np
30
+ >>> from scipy.integrate import cubature
31
+ >>> from scipy.integrate._rules import (
32
+ ... Rule, ProductNestedFixed, GenzMalikCubature, GaussLegendreQuadrature
33
+ ... )
34
+ >>> def f(x, r, alphas):
35
+ ... # f(x) = cos(2*pi*r + alpha @ x)
36
+ ... # Need to allow r and alphas to be arbitrary shape
37
+ ... npoints, ndim = x.shape[0], x.shape[-1]
38
+ ... alphas_reshaped = alphas[np.newaxis, :]
39
+ ... x_reshaped = x.reshape(npoints, *([1]*(len(alphas.shape) - 1)), ndim)
40
+ ... return np.cos(2*np.pi*r + np.sum(alphas_reshaped * x_reshaped, axis=-1))
41
+ >>> genz = GenzMalikCubature(ndim=3)
42
+ >>> gauss = GaussKronrodQuadrature(npoints=21)
43
+ >>> # Gauss-Kronrod is 1D, so we find the 3D product rule:
44
+ >>> gauss_3d = ProductNestedFixed([gauss, gauss, gauss])
45
+ >>> class CustomRule(Rule):
46
+ ... def estimate(self, f, a, b, args=()):
47
+ ... return genz.estimate(f, a, b, args)
48
+ ... def estimate_error(self, f, a, b, args=()):
49
+ ... return np.abs(
50
+ ... genz.estimate(f, a, b, args)
51
+ ... - gauss_3d.estimate(f, a, b, args)
52
+ ... )
53
+ >>> rng = np.random.default_rng()
54
+ >>> res = cubature(
55
+ ... f=f,
56
+ ... a=np.array([0, 0, 0]),
57
+ ... b=np.array([1, 1, 1]),
58
+ ... rule=CustomRule(),
59
+ ... args=(rng.random((2,)), rng.random((3, 2, 3)))
60
+ ... )
61
+ >>> res.estimate
62
+ array([[-0.95179502, 0.12444608],
63
+ [-0.96247411, 0.60866385],
64
+ [-0.97360014, 0.25515587]])
65
+ """
66
+
67
+ def estimate(self, f, a, b, args=()):
68
+ r"""
69
+ Calculate estimate of integral of `f` in rectangular region described by
70
+ corners `a` and ``b``.
71
+
72
+ Parameters
73
+ ----------
74
+ f : callable
75
+ Function to integrate. `f` must have the signature::
76
+ f(x : ndarray, \*args) -> ndarray
77
+
78
+ `f` should accept arrays ``x`` of shape::
79
+ (npoints, ndim)
80
+
81
+ and output arrays of shape::
82
+ (npoints, output_dim_1, ..., output_dim_n)
83
+
84
+ In this case, `estimate` will return arrays of shape::
85
+ (output_dim_1, ..., output_dim_n)
86
+ a, b : ndarray
87
+ Lower and upper limits of integration as rank-1 arrays specifying the left
88
+ and right endpoints of the intervals being integrated over. Infinite limits
89
+ are currently not supported.
90
+ args : tuple, optional
91
+ Additional positional args passed to ``f``, if any.
92
+
93
+ Returns
94
+ -------
95
+ est : ndarray
96
+ Result of estimation. If `f` returns arrays of shape ``(npoints,
97
+ output_dim_1, ..., output_dim_n)``, then `est` will be of shape
98
+ ``(output_dim_1, ..., output_dim_n)``.
99
+ """
100
+ raise NotImplementedError
101
+
102
+ def estimate_error(self, f, a, b, args=()):
103
+ r"""
104
+ Estimate the error of the approximation for the integral of `f` in rectangular
105
+ region described by corners `a` and `b`.
106
+
107
+ If a subclass does not override this method, then a default error estimator is
108
+ used. This estimates the error as ``|est - refined_est|`` where ``est`` is
109
+ ``estimate(f, a, b)`` and ``refined_est`` is the sum of
110
+ ``estimate(f, a_k, b_k)`` where ``a_k, b_k`` are the coordinates of each
111
+ subregion of the region described by ``a`` and ``b``. In the 1D case, this
112
+ is equivalent to comparing the integral over an entire interval ``[a, b]`` to
113
+ the sum of the integrals over the left and right subintervals, ``[a, (a+b)/2]``
114
+ and ``[(a+b)/2, b]``.
115
+
116
+ Parameters
117
+ ----------
118
+ f : callable
119
+ Function to estimate error for. `f` must have the signature::
120
+ f(x : ndarray, \*args) -> ndarray
121
+
122
+ `f` should accept arrays `x` of shape::
123
+ (npoints, ndim)
124
+
125
+ and output arrays of shape::
126
+ (npoints, output_dim_1, ..., output_dim_n)
127
+
128
+ In this case, `estimate` will return arrays of shape::
129
+ (output_dim_1, ..., output_dim_n)
130
+ a, b : ndarray
131
+ Lower and upper limits of integration as rank-1 arrays specifying the left
132
+ and right endpoints of the intervals being integrated over. Infinite limits
133
+ are currently not supported.
134
+ args : tuple, optional
135
+ Additional positional args passed to `f`, if any.
136
+
137
+ Returns
138
+ -------
139
+ err_est : ndarray
140
+ Result of error estimation. If `f` returns arrays of shape
141
+ ``(npoints, output_dim_1, ..., output_dim_n)``, then `est` will be
142
+ of shape ``(output_dim_1, ..., output_dim_n)``.
143
+ """
144
+
145
+ est = self.estimate(f, a, b, args)
146
+ refined_est = 0
147
+
148
+ for a_k, b_k in _split_subregion(a, b):
149
+ refined_est += self.estimate(f, a_k, b_k, args)
150
+
151
+ return self.xp.abs(est - refined_est)
152
+
153
+
154
+ class FixedRule(Rule):
155
+ """
156
+ A rule implemented as the weighted sum of function evaluations at fixed nodes.
157
+
158
+ Attributes
159
+ ----------
160
+ nodes_and_weights : (ndarray, ndarray)
161
+ A tuple ``(nodes, weights)`` of nodes at which to evaluate ``f`` and the
162
+ corresponding weights. ``nodes`` should be of shape ``(num_nodes,)`` for 1D
163
+ cubature rules (quadratures) and more generally for N-D cubature rules, it
164
+ should be of shape ``(num_nodes, ndim)``. ``weights`` should be of shape
165
+ ``(num_nodes,)``. The nodes and weights should be for integrals over
166
+ :math:`[-1, 1]^n`.
167
+
168
+ See Also
169
+ --------
170
+ GaussLegendreQuadrature, GaussKronrodQuadrature, GenzMalikCubature
171
+
172
+ Examples
173
+ --------
174
+
175
+ Implementing Simpson's 1/3 rule:
176
+
177
+ >>> import numpy as np
178
+ >>> from scipy.integrate._rules import FixedRule
179
+ >>> class SimpsonsQuad(FixedRule):
180
+ ... @property
181
+ ... def nodes_and_weights(self):
182
+ ... nodes = np.array([-1, 0, 1])
183
+ ... weights = np.array([1/3, 4/3, 1/3])
184
+ ... return (nodes, weights)
185
+ >>> rule = SimpsonsQuad()
186
+ >>> rule.estimate(
187
+ ... f=lambda x: x**2,
188
+ ... a=np.array([0]),
189
+ ... b=np.array([1]),
190
+ ... )
191
+ [0.3333333]
192
+ """
193
+
194
+ def __init__(self):
195
+ self.xp = None
196
+
197
+ @property
198
+ def nodes_and_weights(self):
199
+ raise NotImplementedError
200
+
201
+ def estimate(self, f, a, b, args=()):
202
+ r"""
203
+ Calculate estimate of integral of `f` in rectangular region described by
204
+ corners `a` and `b` as ``sum(weights * f(nodes))``.
205
+
206
+ Nodes and weights will automatically be adjusted from calculating integrals over
207
+ :math:`[-1, 1]^n` to :math:`[a, b]^n`.
208
+
209
+ Parameters
210
+ ----------
211
+ f : callable
212
+ Function to integrate. `f` must have the signature::
213
+ f(x : ndarray, \*args) -> ndarray
214
+
215
+ `f` should accept arrays `x` of shape::
216
+ (npoints, ndim)
217
+
218
+ and output arrays of shape::
219
+ (npoints, output_dim_1, ..., output_dim_n)
220
+
221
+ In this case, `estimate` will return arrays of shape::
222
+ (output_dim_1, ..., output_dim_n)
223
+ a, b : ndarray
224
+ Lower and upper limits of integration as rank-1 arrays specifying the left
225
+ and right endpoints of the intervals being integrated over. Infinite limits
226
+ are currently not supported.
227
+ args : tuple, optional
228
+ Additional positional args passed to `f`, if any.
229
+
230
+ Returns
231
+ -------
232
+ est : ndarray
233
+ Result of estimation. If `f` returns arrays of shape ``(npoints,
234
+ output_dim_1, ..., output_dim_n)``, then `est` will be of shape
235
+ ``(output_dim_1, ..., output_dim_n)``.
236
+ """
237
+ nodes, weights = self.nodes_and_weights
238
+
239
+ if self.xp is None:
240
+ self.xp = array_namespace(nodes)
241
+
242
+ return _apply_fixed_rule(f, a, b, nodes, weights, args, self.xp)
243
+
244
+
245
+ class NestedFixedRule(FixedRule):
246
+ r"""
247
+ A cubature rule with error estimate given by the difference between two underlying
248
+ fixed rules.
249
+
250
+ If constructed as ``NestedFixedRule(higher, lower)``, this will use::
251
+
252
+ estimate(f, a, b) := higher.estimate(f, a, b)
253
+ estimate_error(f, a, b) := \|higher.estimate(f, a, b) - lower.estimate(f, a, b)|
254
+
255
+ (where the absolute value is taken elementwise).
256
+
257
+ Attributes
258
+ ----------
259
+ higher : Rule
260
+ Higher accuracy rule.
261
+
262
+ lower : Rule
263
+ Lower accuracy rule.
264
+
265
+ See Also
266
+ --------
267
+ GaussKronrodQuadrature
268
+
269
+ Examples
270
+ --------
271
+
272
+ >>> from scipy.integrate import cubature
273
+ >>> from scipy.integrate._rules import (
274
+ ... GaussLegendreQuadrature, NestedFixedRule, ProductNestedFixed
275
+ ... )
276
+ >>> higher = GaussLegendreQuadrature(10)
277
+ >>> lower = GaussLegendreQuadrature(5)
278
+ >>> rule = NestedFixedRule(
279
+ ... higher,
280
+ ... lower
281
+ ... )
282
+ >>> rule_2d = ProductNestedFixed([rule, rule])
283
+ """
284
+
285
+ def __init__(self, higher, lower):
286
+ self.higher = higher
287
+ self.lower = lower
288
+ self.xp = None
289
+
290
+ @property
291
+ def nodes_and_weights(self):
292
+ if self.higher is not None:
293
+ return self.higher.nodes_and_weights
294
+ else:
295
+ raise NotImplementedError
296
+
297
+ @property
298
+ def lower_nodes_and_weights(self):
299
+ if self.lower is not None:
300
+ return self.lower.nodes_and_weights
301
+ else:
302
+ raise NotImplementedError
303
+
304
+ def estimate_error(self, f, a, b, args=()):
305
+ r"""
306
+ Estimate the error of the approximation for the integral of `f` in rectangular
307
+ region described by corners `a` and `b`.
308
+
309
+ Parameters
310
+ ----------
311
+ f : callable
312
+ Function to estimate error for. `f` must have the signature::
313
+ f(x : ndarray, \*args) -> ndarray
314
+
315
+ `f` should accept arrays `x` of shape::
316
+ (npoints, ndim)
317
+
318
+ and output arrays of shape::
319
+ (npoints, output_dim_1, ..., output_dim_n)
320
+
321
+ In this case, `estimate` will return arrays of shape::
322
+ (output_dim_1, ..., output_dim_n)
323
+ a, b : ndarray
324
+ Lower and upper limits of integration as rank-1 arrays specifying the left
325
+ and right endpoints of the intervals being integrated over. Infinite limits
326
+ are currently not supported.
327
+ args : tuple, optional
328
+ Additional positional args passed to `f`, if any.
329
+
330
+ Returns
331
+ -------
332
+ err_est : ndarray
333
+ Result of error estimation. If `f` returns arrays of shape
334
+ ``(npoints, output_dim_1, ..., output_dim_n)``, then `est` will be
335
+ of shape ``(output_dim_1, ..., output_dim_n)``.
336
+ """
337
+
338
+ nodes, weights = self.nodes_and_weights
339
+ lower_nodes, lower_weights = self.lower_nodes_and_weights
340
+
341
+ if self.xp is None:
342
+ self.xp = array_namespace(nodes)
343
+
344
+ error_nodes = self.xp.concat([nodes, lower_nodes], axis=0)
345
+ error_weights = self.xp.concat([weights, -lower_weights], axis=0)
346
+
347
+ return self.xp.abs(
348
+ _apply_fixed_rule(f, a, b, error_nodes, error_weights, args, self.xp)
349
+ )
350
+
351
+
352
+ class ProductNestedFixed(NestedFixedRule):
353
+ """
354
+ Find the n-dimensional cubature rule constructed from the Cartesian product of 1-D
355
+ `NestedFixedRule` quadrature rules.
356
+
357
+ Given a list of N 1-dimensional quadrature rules which support error estimation
358
+ using NestedFixedRule, this will find the N-dimensional cubature rule obtained by
359
+ taking the Cartesian product of their nodes, and estimating the error by taking the
360
+ difference with a lower-accuracy N-dimensional cubature rule obtained using the
361
+ ``.lower_nodes_and_weights`` rule in each of the base 1-dimensional rules.
362
+
363
+ Parameters
364
+ ----------
365
+ base_rules : list of NestedFixedRule
366
+ List of base 1-dimensional `NestedFixedRule` quadrature rules.
367
+
368
+ Attributes
369
+ ----------
370
+ base_rules : list of NestedFixedRule
371
+ List of base 1-dimensional `NestedFixedRule` qudarature rules.
372
+
373
+ Examples
374
+ --------
375
+
376
+ Evaluate a 2D integral by taking the product of two 1D rules:
377
+
378
+ >>> import numpy as np
379
+ >>> from scipy.integrate import cubature
380
+ >>> from scipy.integrate._rules import (
381
+ ... ProductNestedFixed, GaussKronrodQuadrature
382
+ ... )
383
+ >>> def f(x):
384
+ ... # f(x) = cos(x_1) + cos(x_2)
385
+ ... return np.sum(np.cos(x), axis=-1)
386
+ >>> rule = ProductNestedFixed(
387
+ ... [GaussKronrodQuadrature(15), GaussKronrodQuadrature(15)]
388
+ ... ) # Use 15-point Gauss-Kronrod, which implements NestedFixedRule
389
+ >>> a, b = np.array([0, 0]), np.array([1, 1])
390
+ >>> rule.estimate(f, a, b) # True value 2*sin(1), approximately 1.6829
391
+ np.float64(1.682941969615793)
392
+ >>> rule.estimate_error(f, a, b)
393
+ np.float64(2.220446049250313e-16)
394
+ """
395
+
396
+ def __init__(self, base_rules):
397
+ for rule in base_rules:
398
+ if not isinstance(rule, NestedFixedRule):
399
+ raise ValueError("base rules for product need to be instance of"
400
+ "NestedFixedRule")
401
+
402
+ self.base_rules = base_rules
403
+ self.xp = None
404
+
405
+ @cached_property
406
+ def nodes_and_weights(self):
407
+ nodes = _cartesian_product(
408
+ [rule.nodes_and_weights[0] for rule in self.base_rules]
409
+ )
410
+
411
+ if self.xp is None:
412
+ self.xp = array_namespace(nodes)
413
+
414
+ weights = self.xp.prod(
415
+ _cartesian_product(
416
+ [rule.nodes_and_weights[1] for rule in self.base_rules]
417
+ ),
418
+ axis=-1,
419
+ )
420
+
421
+ return nodes, weights
422
+
423
+ @cached_property
424
+ def lower_nodes_and_weights(self):
425
+ nodes = _cartesian_product(
426
+ [cubature.lower_nodes_and_weights[0] for cubature in self.base_rules]
427
+ )
428
+
429
+ if self.xp is None:
430
+ self.xp = array_namespace(nodes)
431
+
432
+ weights = self.xp.prod(
433
+ _cartesian_product(
434
+ [cubature.lower_nodes_and_weights[1] for cubature in self.base_rules]
435
+ ),
436
+ axis=-1,
437
+ )
438
+
439
+ return nodes, weights
440
+
441
+
442
+ def _cartesian_product(arrays):
443
+ xp = array_namespace(*arrays)
444
+
445
+ arrays_ix = xp.meshgrid(*arrays, indexing='ij')
446
+ result = xp.reshape(xp.stack(arrays_ix, axis=-1), (-1, len(arrays)))
447
+
448
+ return result
449
+
450
+
451
+ def _split_subregion(a, b, xp, split_at=None):
452
+ """
453
+ Given the coordinates of a region like a=[0, 0] and b=[1, 1], yield the coordinates
454
+ of all subregions, which in this case would be::
455
+
456
+ ([0, 0], [1/2, 1/2]),
457
+ ([0, 1/2], [1/2, 1]),
458
+ ([1/2, 0], [1, 1/2]),
459
+ ([1/2, 1/2], [1, 1])
460
+ """
461
+ xp = array_namespace(a, b)
462
+
463
+ if split_at is None:
464
+ split_at = (a + b) / 2
465
+
466
+ left = [xp.asarray([a[i], split_at[i]]) for i in range(a.shape[0])]
467
+ right = [xp.asarray([split_at[i], b[i]]) for i in range(b.shape[0])]
468
+
469
+ a_sub = _cartesian_product(left)
470
+ b_sub = _cartesian_product(right)
471
+
472
+ for i in range(a_sub.shape[0]):
473
+ yield a_sub[i, ...], b_sub[i, ...]
474
+
475
+
476
+ def _apply_fixed_rule(f, a, b, orig_nodes, orig_weights, args, xp):
477
+ # Downcast nodes and weights to common dtype of a and b
478
+ result_dtype = a.dtype
479
+ orig_nodes = xp.astype(orig_nodes, result_dtype)
480
+ orig_weights = xp.astype(orig_weights, result_dtype)
481
+
482
+ # Ensure orig_nodes are at least 2D, since 1D cubature methods can return arrays of
483
+ # shape (npoints,) rather than (npoints, 1)
484
+ if orig_nodes.ndim == 1:
485
+ orig_nodes = orig_nodes[:, None]
486
+
487
+ rule_ndim = orig_nodes.shape[-1]
488
+
489
+ a_ndim = xp_size(a)
490
+ b_ndim = xp_size(b)
491
+
492
+ if rule_ndim != a_ndim or rule_ndim != b_ndim:
493
+ raise ValueError(f"rule and function are of incompatible dimension, nodes have"
494
+ f"ndim {rule_ndim}, while limit of integration has ndim"
495
+ f"a_ndim={a_ndim}, b_ndim={b_ndim}")
496
+
497
+ lengths = b - a
498
+
499
+ # The underlying rule is for the hypercube [-1, 1]^n.
500
+ #
501
+ # To handle arbitrary regions of integration, it's necessary to apply a linear
502
+ # change of coordinates to map each interval [a[i], b[i]] to [-1, 1].
503
+ nodes = (orig_nodes + 1) * (lengths * 0.5) + a
504
+
505
+ # Also need to multiply the weights by a scale factor equal to the determinant
506
+ # of the Jacobian for this coordinate change.
507
+ weight_scale_factor = xp.prod(lengths, dtype=result_dtype) / 2**rule_ndim
508
+ weights = orig_weights * weight_scale_factor
509
+
510
+ f_nodes = f(nodes, *args)
511
+ weights_reshaped = xp.reshape(weights, (-1, *([1] * (f_nodes.ndim - 1))))
512
+
513
+ # f(nodes) will have shape (num_nodes, output_dim_1, ..., output_dim_n)
514
+ # Summing along the first axis means estimate will shape (output_dim_1, ...,
515
+ # output_dim_n)
516
+ est = xp.sum(weights_reshaped * f_nodes, axis=0, dtype=result_dtype)
517
+
518
+ return est
evalkit_eagle/lib/python3.10/site-packages/scipy/integrate/_rules/_gauss_kronrod.py ADDED
@@ -0,0 +1,202 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ from scipy._lib._array_api import np_compat, array_namespace
2
+
3
+ from functools import cached_property
4
+
5
+ from ._base import NestedFixedRule
6
+ from ._gauss_legendre import GaussLegendreQuadrature
7
+
8
+
9
+ class GaussKronrodQuadrature(NestedFixedRule):
10
+ """
11
+ Gauss-Kronrod quadrature.
12
+
13
+ Gauss-Kronrod rules consist of two quadrature rules, one higher-order and one
14
+ lower-order. The higher-order rule is used as the estimate of the integral and the
15
+ difference between them is used as an estimate for the error.
16
+
17
+ Gauss-Kronrod is a 1D rule. To use it for multidimensional integrals, it will be
18
+ necessary to use ProductNestedFixed and multiple Gauss-Kronrod rules. See Examples.
19
+
20
+ For n-node Gauss-Kronrod, the lower-order rule has ``n//2`` nodes, which are the
21
+ ordinary Gauss-Legendre nodes with corresponding weights. The higher-order rule has
22
+ ``n`` nodes, ``n//2`` of which are the same as the lower-order rule and the
23
+ remaining nodes are the Kronrod extension of those nodes.
24
+
25
+ Parameters
26
+ ----------
27
+ npoints : int
28
+ Number of nodes for the higher-order rule.
29
+
30
+ xp : array_namespace, optional
31
+ The namespace for the node and weight arrays. Default is None, where NumPy is
32
+ used.
33
+
34
+ Attributes
35
+ ----------
36
+ lower : Rule
37
+ Lower-order rule.
38
+
39
+ References
40
+ ----------
41
+ .. [1] R. Piessens, E. de Doncker, Quadpack: A Subroutine Package for Automatic
42
+ Integration, files: dqk21.f, dqk15.f (1983).
43
+
44
+ Examples
45
+ --------
46
+ Evaluate a 1D integral. Note in this example that ``f`` returns an array, so the
47
+ estimates will also be arrays, despite the fact that this is a 1D problem.
48
+
49
+ >>> import numpy as np
50
+ >>> from scipy.integrate import cubature
51
+ >>> from scipy.integrate._rules import GaussKronrodQuadrature
52
+ >>> def f(x):
53
+ ... return np.cos(x)
54
+ >>> rule = GaussKronrodQuadrature(21) # Use 21-point GaussKronrod
55
+ >>> a, b = np.array([0]), np.array([1])
56
+ >>> rule.estimate(f, a, b) # True value sin(1), approximately 0.84147
57
+ array([0.84147098])
58
+ >>> rule.estimate_error(f, a, b)
59
+ array([1.11022302e-16])
60
+
61
+ Evaluate a 2D integral. Note that in this example ``f`` returns a float, so the
62
+ estimates will also be floats.
63
+
64
+ >>> import numpy as np
65
+ >>> from scipy.integrate import cubature
66
+ >>> from scipy.integrate._rules import (
67
+ ... ProductNestedFixed, GaussKronrodQuadrature
68
+ ... )
69
+ >>> def f(x):
70
+ ... # f(x) = cos(x_1) + cos(x_2)
71
+ ... return np.sum(np.cos(x), axis=-1)
72
+ >>> rule = ProductNestedFixed(
73
+ ... [GaussKronrodQuadrature(15), GaussKronrodQuadrature(15)]
74
+ ... ) # Use 15-point Gauss-Kronrod
75
+ >>> a, b = np.array([0, 0]), np.array([1, 1])
76
+ >>> rule.estimate(f, a, b) # True value 2*sin(1), approximately 1.6829
77
+ np.float64(1.682941969615793)
78
+ >>> rule.estimate_error(f, a, b)
79
+ np.float64(2.220446049250313e-16)
80
+ """
81
+
82
+ def __init__(self, npoints, xp=None):
83
+ # TODO: nodes and weights are currently hard-coded for values 15 and 21, but in
84
+ # the future it would be best to compute the Kronrod extension of the lower rule
85
+ if npoints != 15 and npoints != 21:
86
+ raise NotImplementedError("Gauss-Kronrod quadrature is currently only"
87
+ "supported for 15 or 21 nodes")
88
+
89
+ self.npoints = npoints
90
+
91
+ if xp is None:
92
+ xp = np_compat
93
+
94
+ self.xp = array_namespace(xp.empty(0))
95
+
96
+ self.gauss = GaussLegendreQuadrature(npoints//2, xp=self.xp)
97
+
98
+ @cached_property
99
+ def nodes_and_weights(self):
100
+ # These values are from QUADPACK's `dqk21.f` and `dqk15.f` (1983).
101
+ if self.npoints == 21:
102
+ nodes = self.xp.asarray(
103
+ [
104
+ 0.995657163025808080735527280689003,
105
+ 0.973906528517171720077964012084452,
106
+ 0.930157491355708226001207180059508,
107
+ 0.865063366688984510732096688423493,
108
+ 0.780817726586416897063717578345042,
109
+ 0.679409568299024406234327365114874,
110
+ 0.562757134668604683339000099272694,
111
+ 0.433395394129247190799265943165784,
112
+ 0.294392862701460198131126603103866,
113
+ 0.148874338981631210884826001129720,
114
+ 0,
115
+ -0.148874338981631210884826001129720,
116
+ -0.294392862701460198131126603103866,
117
+ -0.433395394129247190799265943165784,
118
+ -0.562757134668604683339000099272694,
119
+ -0.679409568299024406234327365114874,
120
+ -0.780817726586416897063717578345042,
121
+ -0.865063366688984510732096688423493,
122
+ -0.930157491355708226001207180059508,
123
+ -0.973906528517171720077964012084452,
124
+ -0.995657163025808080735527280689003,
125
+ ],
126
+ dtype=self.xp.float64,
127
+ )
128
+
129
+ weights = self.xp.asarray(
130
+ [
131
+ 0.011694638867371874278064396062192,
132
+ 0.032558162307964727478818972459390,
133
+ 0.054755896574351996031381300244580,
134
+ 0.075039674810919952767043140916190,
135
+ 0.093125454583697605535065465083366,
136
+ 0.109387158802297641899210590325805,
137
+ 0.123491976262065851077958109831074,
138
+ 0.134709217311473325928054001771707,
139
+ 0.142775938577060080797094273138717,
140
+ 0.147739104901338491374841515972068,
141
+ 0.149445554002916905664936468389821,
142
+ 0.147739104901338491374841515972068,
143
+ 0.142775938577060080797094273138717,
144
+ 0.134709217311473325928054001771707,
145
+ 0.123491976262065851077958109831074,
146
+ 0.109387158802297641899210590325805,
147
+ 0.093125454583697605535065465083366,
148
+ 0.075039674810919952767043140916190,
149
+ 0.054755896574351996031381300244580,
150
+ 0.032558162307964727478818972459390,
151
+ 0.011694638867371874278064396062192,
152
+ ],
153
+ dtype=self.xp.float64,
154
+ )
155
+ elif self.npoints == 15:
156
+ nodes = self.xp.asarray(
157
+ [
158
+ 0.991455371120812639206854697526329,
159
+ 0.949107912342758524526189684047851,
160
+ 0.864864423359769072789712788640926,
161
+ 0.741531185599394439863864773280788,
162
+ 0.586087235467691130294144838258730,
163
+ 0.405845151377397166906606412076961,
164
+ 0.207784955007898467600689403773245,
165
+ 0.000000000000000000000000000000000,
166
+ -0.207784955007898467600689403773245,
167
+ -0.405845151377397166906606412076961,
168
+ -0.586087235467691130294144838258730,
169
+ -0.741531185599394439863864773280788,
170
+ -0.864864423359769072789712788640926,
171
+ -0.949107912342758524526189684047851,
172
+ -0.991455371120812639206854697526329,
173
+ ],
174
+ dtype=self.xp.float64,
175
+ )
176
+
177
+ weights = self.xp.asarray(
178
+ [
179
+ 0.022935322010529224963732008058970,
180
+ 0.063092092629978553290700663189204,
181
+ 0.104790010322250183839876322541518,
182
+ 0.140653259715525918745189590510238,
183
+ 0.169004726639267902826583426598550,
184
+ 0.190350578064785409913256402421014,
185
+ 0.204432940075298892414161999234649,
186
+ 0.209482141084727828012999174891714,
187
+ 0.204432940075298892414161999234649,
188
+ 0.190350578064785409913256402421014,
189
+ 0.169004726639267902826583426598550,
190
+ 0.140653259715525918745189590510238,
191
+ 0.104790010322250183839876322541518,
192
+ 0.063092092629978553290700663189204,
193
+ 0.022935322010529224963732008058970,
194
+ ],
195
+ dtype=self.xp.float64,
196
+ )
197
+
198
+ return nodes, weights
199
+
200
+ @property
201
+ def lower_nodes_and_weights(self):
202
+ return self.gauss.nodes_and_weights