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- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/LICENSE.md +25 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/__init__.py +9 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/basic.py +251 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/helper.py +221 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/realtransforms.py +109 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/__init__.py +0 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/test_basic.py +1013 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/test_real_transforms.py +505 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_realtransforms.py +693 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_realtransforms_backend.py +63 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/__init__.py +0 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/mock_backend.py +96 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_backend.py +98 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_basic.py +502 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_fftlog.py +206 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_helper.py +574 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_multithreading.py +84 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_real_transforms.py +249 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/__init__.py +103 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_basic.py +428 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_helper.py +115 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_pseudo_diffs.py +554 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_realtransforms.py +598 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/basic.py +20 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/helper.py +19 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/pseudo_diffs.py +22 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/realtransforms.py +19 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/__init__.py +0 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_basic.py +879 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_helper.py +54 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_import.py +33 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_real_transforms.py +837 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/__init__.py +122 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_bvp.py +1154 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_cubature.py +728 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/__init__.py +8 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/base.py +290 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/bdf.py +478 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/common.py +451 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/dop853_coefficients.py +193 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/ivp.py +755 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/lsoda.py +224 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/radau.py +572 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/rk.py +601 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__init__.py +0 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_ivp.py +1287 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_rk.py +37 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_lebedev.py +0 -0
- miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ode.py +1388 -0
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/LICENSE.md
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Copyright (C) 2010-2019 Max-Planck-Society
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All rights reserved.
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Redistribution and use in source and binary forms, with or without modification,
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are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice, this
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list of conditions and the following disclaimer in the documentation and/or
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other materials provided with the distribution.
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* Neither the name of the copyright holder nor the names of its contributors may
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be used to endorse or promote products derived from this software without
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specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR
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ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
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ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/__init__.py
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""" FFT backend using pypocketfft """
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from .basic import *
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from .realtransforms import *
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from .helper import *
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from scipy._lib._testutils import PytestTester
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test = PytestTester(__name__)
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del PytestTester
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miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/basic.py
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"""
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Discrete Fourier Transforms - basic.py
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| 3 |
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"""
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| 4 |
+
import numpy as np
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| 5 |
+
import functools
|
| 6 |
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from . import pypocketfft as pfft
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| 7 |
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from .helper import (_asfarray, _init_nd_shape_and_axes, _datacopied,
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| 8 |
+
_fix_shape, _fix_shape_1d, _normalization,
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| 9 |
+
_workers)
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| 10 |
+
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| 11 |
+
def c2c(forward, x, n=None, axis=-1, norm=None, overwrite_x=False,
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| 12 |
+
workers=None, *, plan=None):
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| 13 |
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""" Return discrete Fourier transform of real or complex sequence. """
|
| 14 |
+
if plan is not None:
|
| 15 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
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| 16 |
+
'supported by scipy.fft functions')
|
| 17 |
+
tmp = _asfarray(x)
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| 18 |
+
overwrite_x = overwrite_x or _datacopied(tmp, x)
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| 19 |
+
norm = _normalization(norm, forward)
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| 20 |
+
workers = _workers(workers)
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| 21 |
+
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| 22 |
+
if n is not None:
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| 23 |
+
tmp, copied = _fix_shape_1d(tmp, n, axis)
|
| 24 |
+
overwrite_x = overwrite_x or copied
|
| 25 |
+
elif tmp.shape[axis] < 1:
|
| 26 |
+
message = f"invalid number of data points ({tmp.shape[axis]}) specified"
|
| 27 |
+
raise ValueError(message)
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| 28 |
+
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| 29 |
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out = (tmp if overwrite_x and tmp.dtype.kind == 'c' else None)
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| 30 |
+
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| 31 |
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return pfft.c2c(tmp, (axis,), forward, norm, out, workers)
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| 32 |
+
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| 33 |
+
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| 34 |
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fft = functools.partial(c2c, True)
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| 35 |
+
fft.__name__ = 'fft'
|
| 36 |
+
ifft = functools.partial(c2c, False)
|
| 37 |
+
ifft.__name__ = 'ifft'
|
| 38 |
+
|
| 39 |
+
|
| 40 |
+
def r2c(forward, x, n=None, axis=-1, norm=None, overwrite_x=False,
|
| 41 |
+
workers=None, *, plan=None):
|
| 42 |
+
"""
|
| 43 |
+
Discrete Fourier transform of a real sequence.
|
| 44 |
+
"""
|
| 45 |
+
if plan is not None:
|
| 46 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 47 |
+
'supported by scipy.fft functions')
|
| 48 |
+
tmp = _asfarray(x)
|
| 49 |
+
norm = _normalization(norm, forward)
|
| 50 |
+
workers = _workers(workers)
|
| 51 |
+
|
| 52 |
+
if not np.isrealobj(tmp):
|
| 53 |
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raise TypeError("x must be a real sequence")
|
| 54 |
+
|
| 55 |
+
if n is not None:
|
| 56 |
+
tmp, _ = _fix_shape_1d(tmp, n, axis)
|
| 57 |
+
elif tmp.shape[axis] < 1:
|
| 58 |
+
raise ValueError(f"invalid number of data points ({tmp.shape[axis]}) specified")
|
| 59 |
+
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| 60 |
+
# Note: overwrite_x is not utilised
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| 61 |
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return pfft.r2c(tmp, (axis,), forward, norm, None, workers)
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| 62 |
+
|
| 63 |
+
|
| 64 |
+
rfft = functools.partial(r2c, True)
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| 65 |
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rfft.__name__ = 'rfft'
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| 66 |
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ihfft = functools.partial(r2c, False)
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| 67 |
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ihfft.__name__ = 'ihfft'
|
| 68 |
+
|
| 69 |
+
|
| 70 |
+
def c2r(forward, x, n=None, axis=-1, norm=None, overwrite_x=False,
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| 71 |
+
workers=None, *, plan=None):
|
| 72 |
+
"""
|
| 73 |
+
Return inverse discrete Fourier transform of real sequence x.
|
| 74 |
+
"""
|
| 75 |
+
if plan is not None:
|
| 76 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 77 |
+
'supported by scipy.fft functions')
|
| 78 |
+
tmp = _asfarray(x)
|
| 79 |
+
norm = _normalization(norm, forward)
|
| 80 |
+
workers = _workers(workers)
|
| 81 |
+
|
| 82 |
+
# TODO: Optimize for hermitian and real?
|
| 83 |
+
if np.isrealobj(tmp):
|
| 84 |
+
tmp = tmp + 0.j
|
| 85 |
+
|
| 86 |
+
# Last axis utilizes hermitian symmetry
|
| 87 |
+
if n is None:
|
| 88 |
+
n = (tmp.shape[axis] - 1) * 2
|
| 89 |
+
if n < 1:
|
| 90 |
+
raise ValueError(f"Invalid number of data points ({n}) specified")
|
| 91 |
+
else:
|
| 92 |
+
tmp, _ = _fix_shape_1d(tmp, (n//2) + 1, axis)
|
| 93 |
+
|
| 94 |
+
# Note: overwrite_x is not utilized
|
| 95 |
+
return pfft.c2r(tmp, (axis,), n, forward, norm, None, workers)
|
| 96 |
+
|
| 97 |
+
|
| 98 |
+
hfft = functools.partial(c2r, True)
|
| 99 |
+
hfft.__name__ = 'hfft'
|
| 100 |
+
irfft = functools.partial(c2r, False)
|
| 101 |
+
irfft.__name__ = 'irfft'
|
| 102 |
+
|
| 103 |
+
|
| 104 |
+
def hfft2(x, s=None, axes=(-2,-1), norm=None, overwrite_x=False, workers=None,
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| 105 |
+
*, plan=None):
|
| 106 |
+
"""
|
| 107 |
+
2-D discrete Fourier transform of a Hermitian sequence
|
| 108 |
+
"""
|
| 109 |
+
if plan is not None:
|
| 110 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 111 |
+
'supported by scipy.fft functions')
|
| 112 |
+
return hfftn(x, s, axes, norm, overwrite_x, workers)
|
| 113 |
+
|
| 114 |
+
|
| 115 |
+
def ihfft2(x, s=None, axes=(-2,-1), norm=None, overwrite_x=False, workers=None,
|
| 116 |
+
*, plan=None):
|
| 117 |
+
"""
|
| 118 |
+
2-D discrete inverse Fourier transform of a Hermitian sequence
|
| 119 |
+
"""
|
| 120 |
+
if plan is not None:
|
| 121 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 122 |
+
'supported by scipy.fft functions')
|
| 123 |
+
return ihfftn(x, s, axes, norm, overwrite_x, workers)
|
| 124 |
+
|
| 125 |
+
|
| 126 |
+
def c2cn(forward, x, s=None, axes=None, norm=None, overwrite_x=False,
|
| 127 |
+
workers=None, *, plan=None):
|
| 128 |
+
"""
|
| 129 |
+
Return multidimensional discrete Fourier transform.
|
| 130 |
+
"""
|
| 131 |
+
if plan is not None:
|
| 132 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 133 |
+
'supported by scipy.fft functions')
|
| 134 |
+
tmp = _asfarray(x)
|
| 135 |
+
|
| 136 |
+
shape, axes = _init_nd_shape_and_axes(tmp, s, axes)
|
| 137 |
+
overwrite_x = overwrite_x or _datacopied(tmp, x)
|
| 138 |
+
workers = _workers(workers)
|
| 139 |
+
|
| 140 |
+
if len(axes) == 0:
|
| 141 |
+
return x
|
| 142 |
+
|
| 143 |
+
tmp, copied = _fix_shape(tmp, shape, axes)
|
| 144 |
+
overwrite_x = overwrite_x or copied
|
| 145 |
+
|
| 146 |
+
norm = _normalization(norm, forward)
|
| 147 |
+
out = (tmp if overwrite_x and tmp.dtype.kind == 'c' else None)
|
| 148 |
+
|
| 149 |
+
return pfft.c2c(tmp, axes, forward, norm, out, workers)
|
| 150 |
+
|
| 151 |
+
|
| 152 |
+
fftn = functools.partial(c2cn, True)
|
| 153 |
+
fftn.__name__ = 'fftn'
|
| 154 |
+
ifftn = functools.partial(c2cn, False)
|
| 155 |
+
ifftn.__name__ = 'ifftn'
|
| 156 |
+
|
| 157 |
+
def r2cn(forward, x, s=None, axes=None, norm=None, overwrite_x=False,
|
| 158 |
+
workers=None, *, plan=None):
|
| 159 |
+
"""Return multidimensional discrete Fourier transform of real input"""
|
| 160 |
+
if plan is not None:
|
| 161 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 162 |
+
'supported by scipy.fft functions')
|
| 163 |
+
tmp = _asfarray(x)
|
| 164 |
+
|
| 165 |
+
if not np.isrealobj(tmp):
|
| 166 |
+
raise TypeError("x must be a real sequence")
|
| 167 |
+
|
| 168 |
+
shape, axes = _init_nd_shape_and_axes(tmp, s, axes)
|
| 169 |
+
tmp, _ = _fix_shape(tmp, shape, axes)
|
| 170 |
+
norm = _normalization(norm, forward)
|
| 171 |
+
workers = _workers(workers)
|
| 172 |
+
|
| 173 |
+
if len(axes) == 0:
|
| 174 |
+
raise ValueError("at least 1 axis must be transformed")
|
| 175 |
+
|
| 176 |
+
# Note: overwrite_x is not utilized
|
| 177 |
+
return pfft.r2c(tmp, axes, forward, norm, None, workers)
|
| 178 |
+
|
| 179 |
+
|
| 180 |
+
rfftn = functools.partial(r2cn, True)
|
| 181 |
+
rfftn.__name__ = 'rfftn'
|
| 182 |
+
ihfftn = functools.partial(r2cn, False)
|
| 183 |
+
ihfftn.__name__ = 'ihfftn'
|
| 184 |
+
|
| 185 |
+
|
| 186 |
+
def c2rn(forward, x, s=None, axes=None, norm=None, overwrite_x=False,
|
| 187 |
+
workers=None, *, plan=None):
|
| 188 |
+
"""Multidimensional inverse discrete fourier transform with real output"""
|
| 189 |
+
if plan is not None:
|
| 190 |
+
raise NotImplementedError('Passing a precomputed plan is not yet '
|
| 191 |
+
'supported by scipy.fft functions')
|
| 192 |
+
tmp = _asfarray(x)
|
| 193 |
+
|
| 194 |
+
# TODO: Optimize for hermitian and real?
|
| 195 |
+
if np.isrealobj(tmp):
|
| 196 |
+
tmp = tmp + 0.j
|
| 197 |
+
|
| 198 |
+
noshape = s is None
|
| 199 |
+
shape, axes = _init_nd_shape_and_axes(tmp, s, axes)
|
| 200 |
+
|
| 201 |
+
if len(axes) == 0:
|
| 202 |
+
raise ValueError("at least 1 axis must be transformed")
|
| 203 |
+
|
| 204 |
+
shape = list(shape)
|
| 205 |
+
if noshape:
|
| 206 |
+
shape[-1] = (x.shape[axes[-1]] - 1) * 2
|
| 207 |
+
|
| 208 |
+
norm = _normalization(norm, forward)
|
| 209 |
+
workers = _workers(workers)
|
| 210 |
+
|
| 211 |
+
# Last axis utilizes hermitian symmetry
|
| 212 |
+
lastsize = shape[-1]
|
| 213 |
+
shape[-1] = (shape[-1] // 2) + 1
|
| 214 |
+
|
| 215 |
+
tmp, _ = tuple(_fix_shape(tmp, shape, axes))
|
| 216 |
+
|
| 217 |
+
# Note: overwrite_x is not utilized
|
| 218 |
+
return pfft.c2r(tmp, axes, lastsize, forward, norm, None, workers)
|
| 219 |
+
|
| 220 |
+
|
| 221 |
+
hfftn = functools.partial(c2rn, True)
|
| 222 |
+
hfftn.__name__ = 'hfftn'
|
| 223 |
+
irfftn = functools.partial(c2rn, False)
|
| 224 |
+
irfftn.__name__ = 'irfftn'
|
| 225 |
+
|
| 226 |
+
|
| 227 |
+
def r2r_fftpack(forward, x, n=None, axis=-1, norm=None, overwrite_x=False):
|
| 228 |
+
"""FFT of a real sequence, returning fftpack half complex format"""
|
| 229 |
+
tmp = _asfarray(x)
|
| 230 |
+
overwrite_x = overwrite_x or _datacopied(tmp, x)
|
| 231 |
+
norm = _normalization(norm, forward)
|
| 232 |
+
workers = _workers(None)
|
| 233 |
+
|
| 234 |
+
if tmp.dtype.kind == 'c':
|
| 235 |
+
raise TypeError('x must be a real sequence')
|
| 236 |
+
|
| 237 |
+
if n is not None:
|
| 238 |
+
tmp, copied = _fix_shape_1d(tmp, n, axis)
|
| 239 |
+
overwrite_x = overwrite_x or copied
|
| 240 |
+
elif tmp.shape[axis] < 1:
|
| 241 |
+
raise ValueError(f"invalid number of data points ({tmp.shape[axis]}) specified")
|
| 242 |
+
|
| 243 |
+
out = (tmp if overwrite_x else None)
|
| 244 |
+
|
| 245 |
+
return pfft.r2r_fftpack(tmp, (axis,), forward, forward, norm, out, workers)
|
| 246 |
+
|
| 247 |
+
|
| 248 |
+
rfft_fftpack = functools.partial(r2r_fftpack, True)
|
| 249 |
+
rfft_fftpack.__name__ = 'rfft_fftpack'
|
| 250 |
+
irfft_fftpack = functools.partial(r2r_fftpack, False)
|
| 251 |
+
irfft_fftpack.__name__ = 'irfft_fftpack'
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/helper.py
ADDED
|
@@ -0,0 +1,221 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from numbers import Number
|
| 2 |
+
import operator
|
| 3 |
+
import os
|
| 4 |
+
import threading
|
| 5 |
+
import contextlib
|
| 6 |
+
|
| 7 |
+
import numpy as np
|
| 8 |
+
|
| 9 |
+
from scipy._lib._util import copy_if_needed
|
| 10 |
+
|
| 11 |
+
# good_size is exposed (and used) from this import
|
| 12 |
+
from .pypocketfft import good_size, prev_good_size
|
| 13 |
+
|
| 14 |
+
|
| 15 |
+
__all__ = ['good_size', 'prev_good_size', 'set_workers', 'get_workers']
|
| 16 |
+
|
| 17 |
+
_config = threading.local()
|
| 18 |
+
_cpu_count = os.cpu_count()
|
| 19 |
+
|
| 20 |
+
|
| 21 |
+
def _iterable_of_int(x, name=None):
|
| 22 |
+
"""Convert ``x`` to an iterable sequence of int
|
| 23 |
+
|
| 24 |
+
Parameters
|
| 25 |
+
----------
|
| 26 |
+
x : value, or sequence of values, convertible to int
|
| 27 |
+
name : str, optional
|
| 28 |
+
Name of the argument being converted, only used in the error message
|
| 29 |
+
|
| 30 |
+
Returns
|
| 31 |
+
-------
|
| 32 |
+
y : ``List[int]``
|
| 33 |
+
"""
|
| 34 |
+
if isinstance(x, Number):
|
| 35 |
+
x = (x,)
|
| 36 |
+
|
| 37 |
+
try:
|
| 38 |
+
x = [operator.index(a) for a in x]
|
| 39 |
+
except TypeError as e:
|
| 40 |
+
name = name or "value"
|
| 41 |
+
raise ValueError(f"{name} must be a scalar or iterable of integers") from e
|
| 42 |
+
|
| 43 |
+
return x
|
| 44 |
+
|
| 45 |
+
|
| 46 |
+
def _init_nd_shape_and_axes(x, shape, axes):
|
| 47 |
+
"""Handles shape and axes arguments for nd transforms"""
|
| 48 |
+
noshape = shape is None
|
| 49 |
+
noaxes = axes is None
|
| 50 |
+
|
| 51 |
+
if not noaxes:
|
| 52 |
+
axes = _iterable_of_int(axes, 'axes')
|
| 53 |
+
axes = [a + x.ndim if a < 0 else a for a in axes]
|
| 54 |
+
|
| 55 |
+
if any(a >= x.ndim or a < 0 for a in axes):
|
| 56 |
+
raise ValueError("axes exceeds dimensionality of input")
|
| 57 |
+
if len(set(axes)) != len(axes):
|
| 58 |
+
raise ValueError("all axes must be unique")
|
| 59 |
+
|
| 60 |
+
if not noshape:
|
| 61 |
+
shape = _iterable_of_int(shape, 'shape')
|
| 62 |
+
|
| 63 |
+
if axes and len(axes) != len(shape):
|
| 64 |
+
raise ValueError("when given, axes and shape arguments"
|
| 65 |
+
" have to be of the same length")
|
| 66 |
+
if noaxes:
|
| 67 |
+
if len(shape) > x.ndim:
|
| 68 |
+
raise ValueError("shape requires more axes than are present")
|
| 69 |
+
axes = range(x.ndim - len(shape), x.ndim)
|
| 70 |
+
|
| 71 |
+
shape = [x.shape[a] if s == -1 else s for s, a in zip(shape, axes)]
|
| 72 |
+
elif noaxes:
|
| 73 |
+
shape = list(x.shape)
|
| 74 |
+
axes = range(x.ndim)
|
| 75 |
+
else:
|
| 76 |
+
shape = [x.shape[a] for a in axes]
|
| 77 |
+
|
| 78 |
+
if any(s < 1 for s in shape):
|
| 79 |
+
raise ValueError(
|
| 80 |
+
f"invalid number of data points ({shape}) specified")
|
| 81 |
+
|
| 82 |
+
return tuple(shape), list(axes)
|
| 83 |
+
|
| 84 |
+
|
| 85 |
+
def _asfarray(x):
|
| 86 |
+
"""
|
| 87 |
+
Convert to array with floating or complex dtype.
|
| 88 |
+
|
| 89 |
+
float16 values are also promoted to float32.
|
| 90 |
+
"""
|
| 91 |
+
if not hasattr(x, "dtype"):
|
| 92 |
+
x = np.asarray(x)
|
| 93 |
+
|
| 94 |
+
if x.dtype == np.float16:
|
| 95 |
+
return np.asarray(x, np.float32)
|
| 96 |
+
elif x.dtype.kind not in 'fc':
|
| 97 |
+
return np.asarray(x, np.float64)
|
| 98 |
+
|
| 99 |
+
# Require native byte order
|
| 100 |
+
dtype = x.dtype.newbyteorder('=')
|
| 101 |
+
# Always align input
|
| 102 |
+
copy = True if not x.flags['ALIGNED'] else copy_if_needed
|
| 103 |
+
return np.array(x, dtype=dtype, copy=copy)
|
| 104 |
+
|
| 105 |
+
def _datacopied(arr, original):
|
| 106 |
+
"""
|
| 107 |
+
Strict check for `arr` not sharing any data with `original`,
|
| 108 |
+
under the assumption that arr = asarray(original)
|
| 109 |
+
"""
|
| 110 |
+
if arr is original:
|
| 111 |
+
return False
|
| 112 |
+
if not isinstance(original, np.ndarray) and hasattr(original, '__array__'):
|
| 113 |
+
return False
|
| 114 |
+
return arr.base is None
|
| 115 |
+
|
| 116 |
+
|
| 117 |
+
def _fix_shape(x, shape, axes):
|
| 118 |
+
"""Internal auxiliary function for _raw_fft, _raw_fftnd."""
|
| 119 |
+
must_copy = False
|
| 120 |
+
|
| 121 |
+
# Build an nd slice with the dimensions to be read from x
|
| 122 |
+
index = [slice(None)]*x.ndim
|
| 123 |
+
for n, ax in zip(shape, axes):
|
| 124 |
+
if x.shape[ax] >= n:
|
| 125 |
+
index[ax] = slice(0, n)
|
| 126 |
+
else:
|
| 127 |
+
index[ax] = slice(0, x.shape[ax])
|
| 128 |
+
must_copy = True
|
| 129 |
+
|
| 130 |
+
index = tuple(index)
|
| 131 |
+
|
| 132 |
+
if not must_copy:
|
| 133 |
+
return x[index], False
|
| 134 |
+
|
| 135 |
+
s = list(x.shape)
|
| 136 |
+
for n, axis in zip(shape, axes):
|
| 137 |
+
s[axis] = n
|
| 138 |
+
|
| 139 |
+
z = np.zeros(s, x.dtype)
|
| 140 |
+
z[index] = x[index]
|
| 141 |
+
return z, True
|
| 142 |
+
|
| 143 |
+
|
| 144 |
+
def _fix_shape_1d(x, n, axis):
|
| 145 |
+
if n < 1:
|
| 146 |
+
raise ValueError(
|
| 147 |
+
f"invalid number of data points ({n}) specified")
|
| 148 |
+
|
| 149 |
+
return _fix_shape(x, (n,), (axis,))
|
| 150 |
+
|
| 151 |
+
|
| 152 |
+
_NORM_MAP = {None: 0, 'backward': 0, 'ortho': 1, 'forward': 2}
|
| 153 |
+
|
| 154 |
+
|
| 155 |
+
def _normalization(norm, forward):
|
| 156 |
+
"""Returns the pypocketfft normalization mode from the norm argument"""
|
| 157 |
+
try:
|
| 158 |
+
inorm = _NORM_MAP[norm]
|
| 159 |
+
return inorm if forward else (2 - inorm)
|
| 160 |
+
except KeyError:
|
| 161 |
+
raise ValueError(
|
| 162 |
+
f'Invalid norm value {norm!r}, should '
|
| 163 |
+
'be "backward", "ortho" or "forward"') from None
|
| 164 |
+
|
| 165 |
+
|
| 166 |
+
def _workers(workers):
|
| 167 |
+
if workers is None:
|
| 168 |
+
return getattr(_config, 'default_workers', 1)
|
| 169 |
+
|
| 170 |
+
if workers < 0:
|
| 171 |
+
if workers >= -_cpu_count:
|
| 172 |
+
workers += 1 + _cpu_count
|
| 173 |
+
else:
|
| 174 |
+
raise ValueError(f"workers value out of range; got {workers}, must not be"
|
| 175 |
+
f" less than {-_cpu_count}")
|
| 176 |
+
elif workers == 0:
|
| 177 |
+
raise ValueError("workers must not be zero")
|
| 178 |
+
|
| 179 |
+
return workers
|
| 180 |
+
|
| 181 |
+
|
| 182 |
+
@contextlib.contextmanager
|
| 183 |
+
def set_workers(workers):
|
| 184 |
+
"""Context manager for the default number of workers used in `scipy.fft`
|
| 185 |
+
|
| 186 |
+
Parameters
|
| 187 |
+
----------
|
| 188 |
+
workers : int
|
| 189 |
+
The default number of workers to use
|
| 190 |
+
|
| 191 |
+
Examples
|
| 192 |
+
--------
|
| 193 |
+
>>> import numpy as np
|
| 194 |
+
>>> from scipy import fft, signal
|
| 195 |
+
>>> rng = np.random.default_rng()
|
| 196 |
+
>>> x = rng.standard_normal((128, 64))
|
| 197 |
+
>>> with fft.set_workers(4):
|
| 198 |
+
... y = signal.fftconvolve(x, x)
|
| 199 |
+
|
| 200 |
+
"""
|
| 201 |
+
old_workers = get_workers()
|
| 202 |
+
_config.default_workers = _workers(operator.index(workers))
|
| 203 |
+
try:
|
| 204 |
+
yield
|
| 205 |
+
finally:
|
| 206 |
+
_config.default_workers = old_workers
|
| 207 |
+
|
| 208 |
+
|
| 209 |
+
def get_workers():
|
| 210 |
+
"""Returns the default number of workers within the current context
|
| 211 |
+
|
| 212 |
+
Examples
|
| 213 |
+
--------
|
| 214 |
+
>>> from scipy import fft
|
| 215 |
+
>>> fft.get_workers()
|
| 216 |
+
1
|
| 217 |
+
>>> with fft.set_workers(4):
|
| 218 |
+
... fft.get_workers()
|
| 219 |
+
4
|
| 220 |
+
"""
|
| 221 |
+
return getattr(_config, 'default_workers', 1)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/realtransforms.py
ADDED
|
@@ -0,0 +1,109 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import numpy as np
|
| 2 |
+
from . import pypocketfft as pfft
|
| 3 |
+
from .helper import (_asfarray, _init_nd_shape_and_axes, _datacopied,
|
| 4 |
+
_fix_shape, _fix_shape_1d, _normalization, _workers)
|
| 5 |
+
import functools
|
| 6 |
+
|
| 7 |
+
|
| 8 |
+
def _r2r(forward, transform, x, type=2, n=None, axis=-1, norm=None,
|
| 9 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 10 |
+
"""Forward or backward 1-D DCT/DST
|
| 11 |
+
|
| 12 |
+
Parameters
|
| 13 |
+
----------
|
| 14 |
+
forward : bool
|
| 15 |
+
Transform direction (determines type and normalisation)
|
| 16 |
+
transform : {pypocketfft.dct, pypocketfft.dst}
|
| 17 |
+
The transform to perform
|
| 18 |
+
"""
|
| 19 |
+
tmp = _asfarray(x)
|
| 20 |
+
overwrite_x = overwrite_x or _datacopied(tmp, x)
|
| 21 |
+
norm = _normalization(norm, forward)
|
| 22 |
+
workers = _workers(workers)
|
| 23 |
+
|
| 24 |
+
if not forward:
|
| 25 |
+
if type == 2:
|
| 26 |
+
type = 3
|
| 27 |
+
elif type == 3:
|
| 28 |
+
type = 2
|
| 29 |
+
|
| 30 |
+
if n is not None:
|
| 31 |
+
tmp, copied = _fix_shape_1d(tmp, n, axis)
|
| 32 |
+
overwrite_x = overwrite_x or copied
|
| 33 |
+
elif tmp.shape[axis] < 1:
|
| 34 |
+
raise ValueError(f"invalid number of data points ({tmp.shape[axis]}) specified")
|
| 35 |
+
|
| 36 |
+
out = (tmp if overwrite_x else None)
|
| 37 |
+
|
| 38 |
+
# For complex input, transform real and imaginary components separably
|
| 39 |
+
if np.iscomplexobj(x):
|
| 40 |
+
out = np.empty_like(tmp) if out is None else out
|
| 41 |
+
transform(tmp.real, type, (axis,), norm, out.real, workers)
|
| 42 |
+
transform(tmp.imag, type, (axis,), norm, out.imag, workers)
|
| 43 |
+
return out
|
| 44 |
+
|
| 45 |
+
return transform(tmp, type, (axis,), norm, out, workers, orthogonalize)
|
| 46 |
+
|
| 47 |
+
|
| 48 |
+
dct = functools.partial(_r2r, True, pfft.dct)
|
| 49 |
+
dct.__name__ = 'dct'
|
| 50 |
+
idct = functools.partial(_r2r, False, pfft.dct)
|
| 51 |
+
idct.__name__ = 'idct'
|
| 52 |
+
|
| 53 |
+
dst = functools.partial(_r2r, True, pfft.dst)
|
| 54 |
+
dst.__name__ = 'dst'
|
| 55 |
+
idst = functools.partial(_r2r, False, pfft.dst)
|
| 56 |
+
idst.__name__ = 'idst'
|
| 57 |
+
|
| 58 |
+
|
| 59 |
+
def _r2rn(forward, transform, x, type=2, s=None, axes=None, norm=None,
|
| 60 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 61 |
+
"""Forward or backward nd DCT/DST
|
| 62 |
+
|
| 63 |
+
Parameters
|
| 64 |
+
----------
|
| 65 |
+
forward : bool
|
| 66 |
+
Transform direction (determines type and normalisation)
|
| 67 |
+
transform : {pypocketfft.dct, pypocketfft.dst}
|
| 68 |
+
The transform to perform
|
| 69 |
+
"""
|
| 70 |
+
tmp = _asfarray(x)
|
| 71 |
+
|
| 72 |
+
shape, axes = _init_nd_shape_and_axes(tmp, s, axes)
|
| 73 |
+
overwrite_x = overwrite_x or _datacopied(tmp, x)
|
| 74 |
+
|
| 75 |
+
if len(axes) == 0:
|
| 76 |
+
return x
|
| 77 |
+
|
| 78 |
+
tmp, copied = _fix_shape(tmp, shape, axes)
|
| 79 |
+
overwrite_x = overwrite_x or copied
|
| 80 |
+
|
| 81 |
+
if not forward:
|
| 82 |
+
if type == 2:
|
| 83 |
+
type = 3
|
| 84 |
+
elif type == 3:
|
| 85 |
+
type = 2
|
| 86 |
+
|
| 87 |
+
norm = _normalization(norm, forward)
|
| 88 |
+
workers = _workers(workers)
|
| 89 |
+
out = (tmp if overwrite_x else None)
|
| 90 |
+
|
| 91 |
+
# For complex input, transform real and imaginary components separably
|
| 92 |
+
if np.iscomplexobj(x):
|
| 93 |
+
out = np.empty_like(tmp) if out is None else out
|
| 94 |
+
transform(tmp.real, type, axes, norm, out.real, workers)
|
| 95 |
+
transform(tmp.imag, type, axes, norm, out.imag, workers)
|
| 96 |
+
return out
|
| 97 |
+
|
| 98 |
+
return transform(tmp, type, axes, norm, out, workers, orthogonalize)
|
| 99 |
+
|
| 100 |
+
|
| 101 |
+
dctn = functools.partial(_r2rn, True, pfft.dct)
|
| 102 |
+
dctn.__name__ = 'dctn'
|
| 103 |
+
idctn = functools.partial(_r2rn, False, pfft.dct)
|
| 104 |
+
idctn.__name__ = 'idctn'
|
| 105 |
+
|
| 106 |
+
dstn = functools.partial(_r2rn, True, pfft.dst)
|
| 107 |
+
dstn.__name__ = 'dstn'
|
| 108 |
+
idstn = functools.partial(_r2rn, False, pfft.dst)
|
| 109 |
+
idstn.__name__ = 'idstn'
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/__init__.py
ADDED
|
File without changes
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/test_basic.py
ADDED
|
@@ -0,0 +1,1013 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
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|
|
|
|
|
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|
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|
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|
| 1 |
+
# Created by Pearu Peterson, September 2002
|
| 2 |
+
|
| 3 |
+
from numpy.testing import (assert_, assert_equal, assert_array_almost_equal,
|
| 4 |
+
assert_array_almost_equal_nulp, assert_array_less,
|
| 5 |
+
assert_allclose)
|
| 6 |
+
import pytest
|
| 7 |
+
from pytest import raises as assert_raises
|
| 8 |
+
from scipy.fft._pocketfft import (ifft, fft, fftn, ifftn,
|
| 9 |
+
rfft, irfft, rfftn, irfftn,
|
| 10 |
+
hfft, ihfft, hfftn, ihfftn)
|
| 11 |
+
|
| 12 |
+
from numpy import (arange, array, asarray, zeros, dot, exp, pi,
|
| 13 |
+
swapaxes, cdouble)
|
| 14 |
+
import numpy as np
|
| 15 |
+
import numpy.fft
|
| 16 |
+
from numpy.random import rand
|
| 17 |
+
|
| 18 |
+
# "large" composite numbers supported by FFT._PYPOCKETFFT
|
| 19 |
+
LARGE_COMPOSITE_SIZES = [
|
| 20 |
+
2**13,
|
| 21 |
+
2**5 * 3**5,
|
| 22 |
+
2**3 * 3**3 * 5**2,
|
| 23 |
+
]
|
| 24 |
+
SMALL_COMPOSITE_SIZES = [
|
| 25 |
+
2,
|
| 26 |
+
2*3*5,
|
| 27 |
+
2*2*3*3,
|
| 28 |
+
]
|
| 29 |
+
# prime
|
| 30 |
+
LARGE_PRIME_SIZES = [
|
| 31 |
+
2011
|
| 32 |
+
]
|
| 33 |
+
SMALL_PRIME_SIZES = [
|
| 34 |
+
29
|
| 35 |
+
]
|
| 36 |
+
|
| 37 |
+
|
| 38 |
+
def _assert_close_in_norm(x, y, rtol, size, rdt):
|
| 39 |
+
# helper function for testing
|
| 40 |
+
err_msg = f"size: {size} rdt: {rdt}"
|
| 41 |
+
assert_array_less(np.linalg.norm(x - y), rtol*np.linalg.norm(x), err_msg)
|
| 42 |
+
|
| 43 |
+
|
| 44 |
+
def random(size):
|
| 45 |
+
return rand(*size)
|
| 46 |
+
|
| 47 |
+
def swap_byteorder(arr):
|
| 48 |
+
"""Returns the same array with swapped byteorder"""
|
| 49 |
+
dtype = arr.dtype.newbyteorder('S')
|
| 50 |
+
return arr.astype(dtype)
|
| 51 |
+
|
| 52 |
+
def direct_dft(x):
|
| 53 |
+
x = asarray(x)
|
| 54 |
+
n = len(x)
|
| 55 |
+
y = zeros(n, dtype=cdouble)
|
| 56 |
+
w = -arange(n)*(2j*pi/n)
|
| 57 |
+
for i in range(n):
|
| 58 |
+
y[i] = dot(exp(i*w), x)
|
| 59 |
+
return y
|
| 60 |
+
|
| 61 |
+
|
| 62 |
+
def direct_idft(x):
|
| 63 |
+
x = asarray(x)
|
| 64 |
+
n = len(x)
|
| 65 |
+
y = zeros(n, dtype=cdouble)
|
| 66 |
+
w = arange(n)*(2j*pi/n)
|
| 67 |
+
for i in range(n):
|
| 68 |
+
y[i] = dot(exp(i*w), x)/n
|
| 69 |
+
return y
|
| 70 |
+
|
| 71 |
+
|
| 72 |
+
def direct_dftn(x):
|
| 73 |
+
x = asarray(x)
|
| 74 |
+
for axis in range(x.ndim):
|
| 75 |
+
x = fft(x, axis=axis)
|
| 76 |
+
return x
|
| 77 |
+
|
| 78 |
+
|
| 79 |
+
def direct_idftn(x):
|
| 80 |
+
x = asarray(x)
|
| 81 |
+
for axis in range(x.ndim):
|
| 82 |
+
x = ifft(x, axis=axis)
|
| 83 |
+
return x
|
| 84 |
+
|
| 85 |
+
|
| 86 |
+
def direct_rdft(x):
|
| 87 |
+
x = asarray(x)
|
| 88 |
+
n = len(x)
|
| 89 |
+
w = -arange(n)*(2j*pi/n)
|
| 90 |
+
y = zeros(n//2+1, dtype=cdouble)
|
| 91 |
+
for i in range(n//2+1):
|
| 92 |
+
y[i] = dot(exp(i*w), x)
|
| 93 |
+
return y
|
| 94 |
+
|
| 95 |
+
|
| 96 |
+
def direct_irdft(x, n):
|
| 97 |
+
x = asarray(x)
|
| 98 |
+
x1 = zeros(n, dtype=cdouble)
|
| 99 |
+
for i in range(n//2+1):
|
| 100 |
+
x1[i] = x[i]
|
| 101 |
+
if i > 0 and 2*i < n:
|
| 102 |
+
x1[n-i] = np.conj(x[i])
|
| 103 |
+
return direct_idft(x1).real
|
| 104 |
+
|
| 105 |
+
|
| 106 |
+
def direct_rdftn(x):
|
| 107 |
+
return fftn(rfft(x), axes=range(x.ndim - 1))
|
| 108 |
+
|
| 109 |
+
|
| 110 |
+
class _TestFFTBase:
|
| 111 |
+
def setup_method(self):
|
| 112 |
+
self.cdt = None
|
| 113 |
+
self.rdt = None
|
| 114 |
+
np.random.seed(1234)
|
| 115 |
+
|
| 116 |
+
def test_definition(self):
|
| 117 |
+
x = np.array([1,2,3,4+1j,1,2,3,4+2j], dtype=self.cdt)
|
| 118 |
+
y = fft(x)
|
| 119 |
+
assert_equal(y.dtype, self.cdt)
|
| 120 |
+
y1 = direct_dft(x)
|
| 121 |
+
assert_array_almost_equal(y,y1)
|
| 122 |
+
x = np.array([1,2,3,4+0j,5], dtype=self.cdt)
|
| 123 |
+
assert_array_almost_equal(fft(x),direct_dft(x))
|
| 124 |
+
|
| 125 |
+
def test_n_argument_real(self):
|
| 126 |
+
x1 = np.array([1,2,3,4], dtype=self.rdt)
|
| 127 |
+
x2 = np.array([1,2,3,4], dtype=self.rdt)
|
| 128 |
+
y = fft([x1,x2],n=4)
|
| 129 |
+
assert_equal(y.dtype, self.cdt)
|
| 130 |
+
assert_equal(y.shape,(2,4))
|
| 131 |
+
assert_array_almost_equal(y[0],direct_dft(x1))
|
| 132 |
+
assert_array_almost_equal(y[1],direct_dft(x2))
|
| 133 |
+
|
| 134 |
+
def _test_n_argument_complex(self):
|
| 135 |
+
x1 = np.array([1,2,3,4+1j], dtype=self.cdt)
|
| 136 |
+
x2 = np.array([1,2,3,4+1j], dtype=self.cdt)
|
| 137 |
+
y = fft([x1,x2],n=4)
|
| 138 |
+
assert_equal(y.dtype, self.cdt)
|
| 139 |
+
assert_equal(y.shape,(2,4))
|
| 140 |
+
assert_array_almost_equal(y[0],direct_dft(x1))
|
| 141 |
+
assert_array_almost_equal(y[1],direct_dft(x2))
|
| 142 |
+
|
| 143 |
+
def test_djbfft(self):
|
| 144 |
+
for i in range(2,14):
|
| 145 |
+
n = 2**i
|
| 146 |
+
x = np.arange(n)
|
| 147 |
+
y = fft(x.astype(complex))
|
| 148 |
+
y2 = numpy.fft.fft(x)
|
| 149 |
+
assert_array_almost_equal(y,y2)
|
| 150 |
+
y = fft(x)
|
| 151 |
+
assert_array_almost_equal(y,y2)
|
| 152 |
+
|
| 153 |
+
def test_invalid_sizes(self):
|
| 154 |
+
assert_raises(ValueError, fft, [])
|
| 155 |
+
assert_raises(ValueError, fft, [[1,1],[2,2]], -5)
|
| 156 |
+
|
| 157 |
+
|
| 158 |
+
class TestLongDoubleFFT(_TestFFTBase):
|
| 159 |
+
def setup_method(self):
|
| 160 |
+
self.cdt = np.clongdouble
|
| 161 |
+
self.rdt = np.longdouble
|
| 162 |
+
|
| 163 |
+
|
| 164 |
+
class TestDoubleFFT(_TestFFTBase):
|
| 165 |
+
def setup_method(self):
|
| 166 |
+
self.cdt = np.cdouble
|
| 167 |
+
self.rdt = np.float64
|
| 168 |
+
|
| 169 |
+
|
| 170 |
+
class TestSingleFFT(_TestFFTBase):
|
| 171 |
+
def setup_method(self):
|
| 172 |
+
self.cdt = np.complex64
|
| 173 |
+
self.rdt = np.float32
|
| 174 |
+
|
| 175 |
+
|
| 176 |
+
class TestFloat16FFT:
|
| 177 |
+
|
| 178 |
+
def test_1_argument_real(self):
|
| 179 |
+
x1 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 180 |
+
y = fft(x1, n=4)
|
| 181 |
+
assert_equal(y.dtype, np.complex64)
|
| 182 |
+
assert_equal(y.shape, (4, ))
|
| 183 |
+
assert_array_almost_equal(y, direct_dft(x1.astype(np.float32)))
|
| 184 |
+
|
| 185 |
+
def test_n_argument_real(self):
|
| 186 |
+
x1 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 187 |
+
x2 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 188 |
+
y = fft([x1, x2], n=4)
|
| 189 |
+
assert_equal(y.dtype, np.complex64)
|
| 190 |
+
assert_equal(y.shape, (2, 4))
|
| 191 |
+
assert_array_almost_equal(y[0], direct_dft(x1.astype(np.float32)))
|
| 192 |
+
assert_array_almost_equal(y[1], direct_dft(x2.astype(np.float32)))
|
| 193 |
+
|
| 194 |
+
|
| 195 |
+
class _TestIFFTBase:
|
| 196 |
+
def setup_method(self):
|
| 197 |
+
np.random.seed(1234)
|
| 198 |
+
|
| 199 |
+
def test_definition(self):
|
| 200 |
+
x = np.array([1,2,3,4+1j,1,2,3,4+2j], self.cdt)
|
| 201 |
+
y = ifft(x)
|
| 202 |
+
y1 = direct_idft(x)
|
| 203 |
+
assert_equal(y.dtype, self.cdt)
|
| 204 |
+
assert_array_almost_equal(y,y1)
|
| 205 |
+
|
| 206 |
+
x = np.array([1,2,3,4+0j,5], self.cdt)
|
| 207 |
+
assert_array_almost_equal(ifft(x),direct_idft(x))
|
| 208 |
+
|
| 209 |
+
def test_definition_real(self):
|
| 210 |
+
x = np.array([1,2,3,4,1,2,3,4], self.rdt)
|
| 211 |
+
y = ifft(x)
|
| 212 |
+
assert_equal(y.dtype, self.cdt)
|
| 213 |
+
y1 = direct_idft(x)
|
| 214 |
+
assert_array_almost_equal(y,y1)
|
| 215 |
+
|
| 216 |
+
x = np.array([1,2,3,4,5], dtype=self.rdt)
|
| 217 |
+
assert_equal(y.dtype, self.cdt)
|
| 218 |
+
assert_array_almost_equal(ifft(x),direct_idft(x))
|
| 219 |
+
|
| 220 |
+
def test_djbfft(self):
|
| 221 |
+
for i in range(2,14):
|
| 222 |
+
n = 2**i
|
| 223 |
+
x = np.arange(n)
|
| 224 |
+
y = ifft(x.astype(self.cdt))
|
| 225 |
+
y2 = numpy.fft.ifft(x.astype(self.cdt))
|
| 226 |
+
assert_allclose(y,y2, rtol=self.rtol, atol=self.atol)
|
| 227 |
+
y = ifft(x)
|
| 228 |
+
assert_allclose(y,y2, rtol=self.rtol, atol=self.atol)
|
| 229 |
+
|
| 230 |
+
def test_random_complex(self):
|
| 231 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 232 |
+
x = random([size]).astype(self.cdt)
|
| 233 |
+
x = random([size]).astype(self.cdt) + 1j*x
|
| 234 |
+
y1 = ifft(fft(x))
|
| 235 |
+
y2 = fft(ifft(x))
|
| 236 |
+
assert_equal(y1.dtype, self.cdt)
|
| 237 |
+
assert_equal(y2.dtype, self.cdt)
|
| 238 |
+
assert_array_almost_equal(y1, x)
|
| 239 |
+
assert_array_almost_equal(y2, x)
|
| 240 |
+
|
| 241 |
+
def test_random_real(self):
|
| 242 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 243 |
+
x = random([size]).astype(self.rdt)
|
| 244 |
+
y1 = ifft(fft(x))
|
| 245 |
+
y2 = fft(ifft(x))
|
| 246 |
+
assert_equal(y1.dtype, self.cdt)
|
| 247 |
+
assert_equal(y2.dtype, self.cdt)
|
| 248 |
+
assert_array_almost_equal(y1, x)
|
| 249 |
+
assert_array_almost_equal(y2, x)
|
| 250 |
+
|
| 251 |
+
def test_size_accuracy(self):
|
| 252 |
+
# Sanity check for the accuracy for prime and non-prime sized inputs
|
| 253 |
+
for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
|
| 254 |
+
np.random.seed(1234)
|
| 255 |
+
x = np.random.rand(size).astype(self.rdt)
|
| 256 |
+
y = ifft(fft(x))
|
| 257 |
+
_assert_close_in_norm(x, y, self.rtol, size, self.rdt)
|
| 258 |
+
y = fft(ifft(x))
|
| 259 |
+
_assert_close_in_norm(x, y, self.rtol, size, self.rdt)
|
| 260 |
+
|
| 261 |
+
x = (x + 1j*np.random.rand(size)).astype(self.cdt)
|
| 262 |
+
y = ifft(fft(x))
|
| 263 |
+
_assert_close_in_norm(x, y, self.rtol, size, self.rdt)
|
| 264 |
+
y = fft(ifft(x))
|
| 265 |
+
_assert_close_in_norm(x, y, self.rtol, size, self.rdt)
|
| 266 |
+
|
| 267 |
+
def test_invalid_sizes(self):
|
| 268 |
+
assert_raises(ValueError, ifft, [])
|
| 269 |
+
assert_raises(ValueError, ifft, [[1,1],[2,2]], -5)
|
| 270 |
+
|
| 271 |
+
|
| 272 |
+
@pytest.mark.skipif(np.longdouble is np.float64,
|
| 273 |
+
reason="Long double is aliased to double")
|
| 274 |
+
class TestLongDoubleIFFT(_TestIFFTBase):
|
| 275 |
+
def setup_method(self):
|
| 276 |
+
self.cdt = np.clongdouble
|
| 277 |
+
self.rdt = np.longdouble
|
| 278 |
+
self.rtol = 1e-10
|
| 279 |
+
self.atol = 1e-10
|
| 280 |
+
|
| 281 |
+
|
| 282 |
+
class TestDoubleIFFT(_TestIFFTBase):
|
| 283 |
+
def setup_method(self):
|
| 284 |
+
self.cdt = np.complex128
|
| 285 |
+
self.rdt = np.float64
|
| 286 |
+
self.rtol = 1e-10
|
| 287 |
+
self.atol = 1e-10
|
| 288 |
+
|
| 289 |
+
|
| 290 |
+
class TestSingleIFFT(_TestIFFTBase):
|
| 291 |
+
def setup_method(self):
|
| 292 |
+
self.cdt = np.complex64
|
| 293 |
+
self.rdt = np.float32
|
| 294 |
+
self.rtol = 1e-5
|
| 295 |
+
self.atol = 1e-4
|
| 296 |
+
|
| 297 |
+
|
| 298 |
+
class _TestRFFTBase:
|
| 299 |
+
def setup_method(self):
|
| 300 |
+
np.random.seed(1234)
|
| 301 |
+
|
| 302 |
+
def test_definition(self):
|
| 303 |
+
for t in [[1, 2, 3, 4, 1, 2, 3, 4], [1, 2, 3, 4, 1, 2, 3, 4, 5]]:
|
| 304 |
+
x = np.array(t, dtype=self.rdt)
|
| 305 |
+
y = rfft(x)
|
| 306 |
+
y1 = direct_rdft(x)
|
| 307 |
+
assert_array_almost_equal(y,y1)
|
| 308 |
+
assert_equal(y.dtype, self.cdt)
|
| 309 |
+
|
| 310 |
+
def test_djbfft(self):
|
| 311 |
+
for i in range(2,14):
|
| 312 |
+
n = 2**i
|
| 313 |
+
x = np.arange(n)
|
| 314 |
+
y1 = np.fft.rfft(x)
|
| 315 |
+
y = rfft(x)
|
| 316 |
+
assert_array_almost_equal(y,y1)
|
| 317 |
+
|
| 318 |
+
def test_invalid_sizes(self):
|
| 319 |
+
assert_raises(ValueError, rfft, [])
|
| 320 |
+
assert_raises(ValueError, rfft, [[1,1],[2,2]], -5)
|
| 321 |
+
|
| 322 |
+
def test_complex_input(self):
|
| 323 |
+
x = np.zeros(10, dtype=self.cdt)
|
| 324 |
+
with assert_raises(TypeError, match="x must be a real sequence"):
|
| 325 |
+
rfft(x)
|
| 326 |
+
|
| 327 |
+
# See gh-5790
|
| 328 |
+
class MockSeries:
|
| 329 |
+
def __init__(self, data):
|
| 330 |
+
self.data = np.asarray(data)
|
| 331 |
+
|
| 332 |
+
def __getattr__(self, item):
|
| 333 |
+
try:
|
| 334 |
+
return getattr(self.data, item)
|
| 335 |
+
except AttributeError as e:
|
| 336 |
+
raise AttributeError("'MockSeries' object "
|
| 337 |
+
f"has no attribute '{item}'") from e
|
| 338 |
+
|
| 339 |
+
def test_non_ndarray_with_dtype(self):
|
| 340 |
+
x = np.array([1., 2., 3., 4., 5.])
|
| 341 |
+
xs = _TestRFFTBase.MockSeries(x)
|
| 342 |
+
|
| 343 |
+
expected = [1, 2, 3, 4, 5]
|
| 344 |
+
rfft(xs)
|
| 345 |
+
|
| 346 |
+
# Data should not have been overwritten
|
| 347 |
+
assert_equal(x, expected)
|
| 348 |
+
assert_equal(xs.data, expected)
|
| 349 |
+
|
| 350 |
+
@pytest.mark.skipif(np.longdouble is np.float64,
|
| 351 |
+
reason="Long double is aliased to double")
|
| 352 |
+
class TestRFFTLongDouble(_TestRFFTBase):
|
| 353 |
+
def setup_method(self):
|
| 354 |
+
self.cdt = np.clongdouble
|
| 355 |
+
self.rdt = np.longdouble
|
| 356 |
+
|
| 357 |
+
|
| 358 |
+
class TestRFFTDouble(_TestRFFTBase):
|
| 359 |
+
def setup_method(self):
|
| 360 |
+
self.cdt = np.complex128
|
| 361 |
+
self.rdt = np.float64
|
| 362 |
+
|
| 363 |
+
|
| 364 |
+
class TestRFFTSingle(_TestRFFTBase):
|
| 365 |
+
def setup_method(self):
|
| 366 |
+
self.cdt = np.complex64
|
| 367 |
+
self.rdt = np.float32
|
| 368 |
+
|
| 369 |
+
|
| 370 |
+
class _TestIRFFTBase:
|
| 371 |
+
def setup_method(self):
|
| 372 |
+
np.random.seed(1234)
|
| 373 |
+
|
| 374 |
+
def test_definition(self):
|
| 375 |
+
x1 = [1,2+3j,4+1j,1+2j,3+4j]
|
| 376 |
+
x1_1 = [1,2+3j,4+1j,2+3j,4,2-3j,4-1j,2-3j]
|
| 377 |
+
x1 = x1_1[:5]
|
| 378 |
+
x2_1 = [1,2+3j,4+1j,2+3j,4+5j,4-5j,2-3j,4-1j,2-3j]
|
| 379 |
+
x2 = x2_1[:5]
|
| 380 |
+
|
| 381 |
+
def _test(x, xr):
|
| 382 |
+
y = irfft(np.array(x, dtype=self.cdt), n=len(xr))
|
| 383 |
+
y1 = direct_irdft(x, len(xr))
|
| 384 |
+
assert_equal(y.dtype, self.rdt)
|
| 385 |
+
assert_array_almost_equal(y,y1, decimal=self.ndec)
|
| 386 |
+
assert_array_almost_equal(y,ifft(xr), decimal=self.ndec)
|
| 387 |
+
|
| 388 |
+
_test(x1, x1_1)
|
| 389 |
+
_test(x2, x2_1)
|
| 390 |
+
|
| 391 |
+
def test_djbfft(self):
|
| 392 |
+
for i in range(2,14):
|
| 393 |
+
n = 2**i
|
| 394 |
+
x = np.arange(-1, n, 2) + 1j * np.arange(0, n+1, 2)
|
| 395 |
+
x[0] = 0
|
| 396 |
+
if n % 2 == 0:
|
| 397 |
+
x[-1] = np.real(x[-1])
|
| 398 |
+
y1 = np.fft.irfft(x)
|
| 399 |
+
y = irfft(x)
|
| 400 |
+
assert_array_almost_equal(y,y1)
|
| 401 |
+
|
| 402 |
+
def test_random_real(self):
|
| 403 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 404 |
+
x = random([size]).astype(self.rdt)
|
| 405 |
+
y1 = irfft(rfft(x), n=size)
|
| 406 |
+
y2 = rfft(irfft(x, n=(size*2-1)))
|
| 407 |
+
assert_equal(y1.dtype, self.rdt)
|
| 408 |
+
assert_equal(y2.dtype, self.cdt)
|
| 409 |
+
assert_array_almost_equal(y1, x, decimal=self.ndec,
|
| 410 |
+
err_msg="size=%d" % size)
|
| 411 |
+
assert_array_almost_equal(y2, x, decimal=self.ndec,
|
| 412 |
+
err_msg="size=%d" % size)
|
| 413 |
+
|
| 414 |
+
def test_size_accuracy(self):
|
| 415 |
+
# Sanity check for the accuracy for prime and non-prime sized inputs
|
| 416 |
+
if self.rdt == np.float32:
|
| 417 |
+
rtol = 1e-5
|
| 418 |
+
elif self.rdt == np.float64:
|
| 419 |
+
rtol = 1e-10
|
| 420 |
+
|
| 421 |
+
for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
|
| 422 |
+
np.random.seed(1234)
|
| 423 |
+
x = np.random.rand(size).astype(self.rdt)
|
| 424 |
+
y = irfft(rfft(x), len(x))
|
| 425 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 426 |
+
y = rfft(irfft(x, 2 * len(x) - 1))
|
| 427 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 428 |
+
|
| 429 |
+
def test_invalid_sizes(self):
|
| 430 |
+
assert_raises(ValueError, irfft, [])
|
| 431 |
+
assert_raises(ValueError, irfft, [[1,1],[2,2]], -5)
|
| 432 |
+
|
| 433 |
+
|
| 434 |
+
# self.ndec is bogus; we should have a assert_array_approx_equal for number of
|
| 435 |
+
# significant digits
|
| 436 |
+
|
| 437 |
+
@pytest.mark.skipif(np.longdouble is np.float64,
|
| 438 |
+
reason="Long double is aliased to double")
|
| 439 |
+
class TestIRFFTLongDouble(_TestIRFFTBase):
|
| 440 |
+
def setup_method(self):
|
| 441 |
+
self.cdt = np.complex128
|
| 442 |
+
self.rdt = np.float64
|
| 443 |
+
self.ndec = 14
|
| 444 |
+
|
| 445 |
+
|
| 446 |
+
class TestIRFFTDouble(_TestIRFFTBase):
|
| 447 |
+
def setup_method(self):
|
| 448 |
+
self.cdt = np.complex128
|
| 449 |
+
self.rdt = np.float64
|
| 450 |
+
self.ndec = 14
|
| 451 |
+
|
| 452 |
+
|
| 453 |
+
class TestIRFFTSingle(_TestIRFFTBase):
|
| 454 |
+
def setup_method(self):
|
| 455 |
+
self.cdt = np.complex64
|
| 456 |
+
self.rdt = np.float32
|
| 457 |
+
self.ndec = 5
|
| 458 |
+
|
| 459 |
+
|
| 460 |
+
class TestFftnSingle:
|
| 461 |
+
def setup_method(self):
|
| 462 |
+
np.random.seed(1234)
|
| 463 |
+
|
| 464 |
+
def test_definition(self):
|
| 465 |
+
x = [[1, 2, 3],
|
| 466 |
+
[4, 5, 6],
|
| 467 |
+
[7, 8, 9]]
|
| 468 |
+
y = fftn(np.array(x, np.float32))
|
| 469 |
+
assert_(y.dtype == np.complex64,
|
| 470 |
+
msg="double precision output with single precision")
|
| 471 |
+
|
| 472 |
+
y_r = np.array(fftn(x), np.complex64)
|
| 473 |
+
assert_array_almost_equal_nulp(y, y_r)
|
| 474 |
+
|
| 475 |
+
@pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
|
| 476 |
+
def test_size_accuracy_small(self, size):
|
| 477 |
+
rng = np.random.default_rng(1234)
|
| 478 |
+
x = rng.random((size, size)) + 1j * rng.random((size, size))
|
| 479 |
+
y1 = fftn(x.real.astype(np.float32))
|
| 480 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 481 |
+
|
| 482 |
+
assert_equal(y1.dtype, np.complex64)
|
| 483 |
+
assert_array_almost_equal_nulp(y1, y2, 2000)
|
| 484 |
+
|
| 485 |
+
@pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
|
| 486 |
+
def test_size_accuracy_large(self, size):
|
| 487 |
+
rng = np.random.default_rng(1234)
|
| 488 |
+
x = rng.random((size, 3)) + 1j * rng.random((size, 3))
|
| 489 |
+
y1 = fftn(x.real.astype(np.float32))
|
| 490 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 491 |
+
|
| 492 |
+
assert_equal(y1.dtype, np.complex64)
|
| 493 |
+
assert_array_almost_equal_nulp(y1, y2, 2000)
|
| 494 |
+
|
| 495 |
+
def test_definition_float16(self):
|
| 496 |
+
x = [[1, 2, 3],
|
| 497 |
+
[4, 5, 6],
|
| 498 |
+
[7, 8, 9]]
|
| 499 |
+
y = fftn(np.array(x, np.float16))
|
| 500 |
+
assert_equal(y.dtype, np.complex64)
|
| 501 |
+
y_r = np.array(fftn(x), np.complex64)
|
| 502 |
+
assert_array_almost_equal_nulp(y, y_r)
|
| 503 |
+
|
| 504 |
+
@pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
|
| 505 |
+
def test_float16_input_small(self, size):
|
| 506 |
+
rng = np.random.default_rng(1234)
|
| 507 |
+
x = rng.random((size, size)) + 1j*rng.random((size, size))
|
| 508 |
+
y1 = fftn(x.real.astype(np.float16))
|
| 509 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 510 |
+
|
| 511 |
+
assert_equal(y1.dtype, np.complex64)
|
| 512 |
+
assert_array_almost_equal_nulp(y1, y2, 5e5)
|
| 513 |
+
|
| 514 |
+
@pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
|
| 515 |
+
def test_float16_input_large(self, size):
|
| 516 |
+
rng = np.random.default_rng(1234)
|
| 517 |
+
x = rng.random((size, 3)) + 1j*rng.random((size, 3))
|
| 518 |
+
y1 = fftn(x.real.astype(np.float16))
|
| 519 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 520 |
+
|
| 521 |
+
assert_equal(y1.dtype, np.complex64)
|
| 522 |
+
assert_array_almost_equal_nulp(y1, y2, 2e6)
|
| 523 |
+
|
| 524 |
+
|
| 525 |
+
class TestFftn:
|
| 526 |
+
def setup_method(self):
|
| 527 |
+
np.random.seed(1234)
|
| 528 |
+
|
| 529 |
+
def test_definition(self):
|
| 530 |
+
x = [[1, 2, 3],
|
| 531 |
+
[4, 5, 6],
|
| 532 |
+
[7, 8, 9]]
|
| 533 |
+
y = fftn(x)
|
| 534 |
+
assert_array_almost_equal(y, direct_dftn(x))
|
| 535 |
+
|
| 536 |
+
x = random((20, 26))
|
| 537 |
+
assert_array_almost_equal(fftn(x), direct_dftn(x))
|
| 538 |
+
|
| 539 |
+
x = random((5, 4, 3, 20))
|
| 540 |
+
assert_array_almost_equal(fftn(x), direct_dftn(x))
|
| 541 |
+
|
| 542 |
+
def test_axes_argument(self):
|
| 543 |
+
# plane == ji_plane, x== kji_space
|
| 544 |
+
plane1 = [[1, 2, 3],
|
| 545 |
+
[4, 5, 6],
|
| 546 |
+
[7, 8, 9]]
|
| 547 |
+
plane2 = [[10, 11, 12],
|
| 548 |
+
[13, 14, 15],
|
| 549 |
+
[16, 17, 18]]
|
| 550 |
+
plane3 = [[19, 20, 21],
|
| 551 |
+
[22, 23, 24],
|
| 552 |
+
[25, 26, 27]]
|
| 553 |
+
ki_plane1 = [[1, 2, 3],
|
| 554 |
+
[10, 11, 12],
|
| 555 |
+
[19, 20, 21]]
|
| 556 |
+
ki_plane2 = [[4, 5, 6],
|
| 557 |
+
[13, 14, 15],
|
| 558 |
+
[22, 23, 24]]
|
| 559 |
+
ki_plane3 = [[7, 8, 9],
|
| 560 |
+
[16, 17, 18],
|
| 561 |
+
[25, 26, 27]]
|
| 562 |
+
jk_plane1 = [[1, 10, 19],
|
| 563 |
+
[4, 13, 22],
|
| 564 |
+
[7, 16, 25]]
|
| 565 |
+
jk_plane2 = [[2, 11, 20],
|
| 566 |
+
[5, 14, 23],
|
| 567 |
+
[8, 17, 26]]
|
| 568 |
+
jk_plane3 = [[3, 12, 21],
|
| 569 |
+
[6, 15, 24],
|
| 570 |
+
[9, 18, 27]]
|
| 571 |
+
kj_plane1 = [[1, 4, 7],
|
| 572 |
+
[10, 13, 16], [19, 22, 25]]
|
| 573 |
+
kj_plane2 = [[2, 5, 8],
|
| 574 |
+
[11, 14, 17], [20, 23, 26]]
|
| 575 |
+
kj_plane3 = [[3, 6, 9],
|
| 576 |
+
[12, 15, 18], [21, 24, 27]]
|
| 577 |
+
ij_plane1 = [[1, 4, 7],
|
| 578 |
+
[2, 5, 8],
|
| 579 |
+
[3, 6, 9]]
|
| 580 |
+
ij_plane2 = [[10, 13, 16],
|
| 581 |
+
[11, 14, 17],
|
| 582 |
+
[12, 15, 18]]
|
| 583 |
+
ij_plane3 = [[19, 22, 25],
|
| 584 |
+
[20, 23, 26],
|
| 585 |
+
[21, 24, 27]]
|
| 586 |
+
ik_plane1 = [[1, 10, 19],
|
| 587 |
+
[2, 11, 20],
|
| 588 |
+
[3, 12, 21]]
|
| 589 |
+
ik_plane2 = [[4, 13, 22],
|
| 590 |
+
[5, 14, 23],
|
| 591 |
+
[6, 15, 24]]
|
| 592 |
+
ik_plane3 = [[7, 16, 25],
|
| 593 |
+
[8, 17, 26],
|
| 594 |
+
[9, 18, 27]]
|
| 595 |
+
ijk_space = [jk_plane1, jk_plane2, jk_plane3]
|
| 596 |
+
ikj_space = [kj_plane1, kj_plane2, kj_plane3]
|
| 597 |
+
jik_space = [ik_plane1, ik_plane2, ik_plane3]
|
| 598 |
+
jki_space = [ki_plane1, ki_plane2, ki_plane3]
|
| 599 |
+
kij_space = [ij_plane1, ij_plane2, ij_plane3]
|
| 600 |
+
x = array([plane1, plane2, plane3])
|
| 601 |
+
|
| 602 |
+
assert_array_almost_equal(fftn(x),
|
| 603 |
+
fftn(x, axes=(-3, -2, -1))) # kji_space
|
| 604 |
+
assert_array_almost_equal(fftn(x), fftn(x, axes=(0, 1, 2)))
|
| 605 |
+
assert_array_almost_equal(fftn(x, axes=(0, 2)), fftn(x, axes=(0, -1)))
|
| 606 |
+
y = fftn(x, axes=(2, 1, 0)) # ijk_space
|
| 607 |
+
assert_array_almost_equal(swapaxes(y, -1, -3), fftn(ijk_space))
|
| 608 |
+
y = fftn(x, axes=(2, 0, 1)) # ikj_space
|
| 609 |
+
assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -1, -2),
|
| 610 |
+
fftn(ikj_space))
|
| 611 |
+
y = fftn(x, axes=(1, 2, 0)) # jik_space
|
| 612 |
+
assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -3, -2),
|
| 613 |
+
fftn(jik_space))
|
| 614 |
+
y = fftn(x, axes=(1, 0, 2)) # jki_space
|
| 615 |
+
assert_array_almost_equal(swapaxes(y, -2, -3), fftn(jki_space))
|
| 616 |
+
y = fftn(x, axes=(0, 2, 1)) # kij_space
|
| 617 |
+
assert_array_almost_equal(swapaxes(y, -2, -1), fftn(kij_space))
|
| 618 |
+
|
| 619 |
+
y = fftn(x, axes=(-2, -1)) # ji_plane
|
| 620 |
+
assert_array_almost_equal(fftn(plane1), y[0])
|
| 621 |
+
assert_array_almost_equal(fftn(plane2), y[1])
|
| 622 |
+
assert_array_almost_equal(fftn(plane3), y[2])
|
| 623 |
+
|
| 624 |
+
y = fftn(x, axes=(1, 2)) # ji_plane
|
| 625 |
+
assert_array_almost_equal(fftn(plane1), y[0])
|
| 626 |
+
assert_array_almost_equal(fftn(plane2), y[1])
|
| 627 |
+
assert_array_almost_equal(fftn(plane3), y[2])
|
| 628 |
+
|
| 629 |
+
y = fftn(x, axes=(-3, -2)) # kj_plane
|
| 630 |
+
assert_array_almost_equal(fftn(x[:, :, 0]), y[:, :, 0])
|
| 631 |
+
assert_array_almost_equal(fftn(x[:, :, 1]), y[:, :, 1])
|
| 632 |
+
assert_array_almost_equal(fftn(x[:, :, 2]), y[:, :, 2])
|
| 633 |
+
|
| 634 |
+
y = fftn(x, axes=(-3, -1)) # ki_plane
|
| 635 |
+
assert_array_almost_equal(fftn(x[:, 0, :]), y[:, 0, :])
|
| 636 |
+
assert_array_almost_equal(fftn(x[:, 1, :]), y[:, 1, :])
|
| 637 |
+
assert_array_almost_equal(fftn(x[:, 2, :]), y[:, 2, :])
|
| 638 |
+
|
| 639 |
+
y = fftn(x, axes=(-1, -2)) # ij_plane
|
| 640 |
+
assert_array_almost_equal(fftn(ij_plane1), swapaxes(y[0], -2, -1))
|
| 641 |
+
assert_array_almost_equal(fftn(ij_plane2), swapaxes(y[1], -2, -1))
|
| 642 |
+
assert_array_almost_equal(fftn(ij_plane3), swapaxes(y[2], -2, -1))
|
| 643 |
+
|
| 644 |
+
y = fftn(x, axes=(-1, -3)) # ik_plane
|
| 645 |
+
assert_array_almost_equal(fftn(ik_plane1),
|
| 646 |
+
swapaxes(y[:, 0, :], -1, -2))
|
| 647 |
+
assert_array_almost_equal(fftn(ik_plane2),
|
| 648 |
+
swapaxes(y[:, 1, :], -1, -2))
|
| 649 |
+
assert_array_almost_equal(fftn(ik_plane3),
|
| 650 |
+
swapaxes(y[:, 2, :], -1, -2))
|
| 651 |
+
|
| 652 |
+
y = fftn(x, axes=(-2, -3)) # jk_plane
|
| 653 |
+
assert_array_almost_equal(fftn(jk_plane1),
|
| 654 |
+
swapaxes(y[:, :, 0], -1, -2))
|
| 655 |
+
assert_array_almost_equal(fftn(jk_plane2),
|
| 656 |
+
swapaxes(y[:, :, 1], -1, -2))
|
| 657 |
+
assert_array_almost_equal(fftn(jk_plane3),
|
| 658 |
+
swapaxes(y[:, :, 2], -1, -2))
|
| 659 |
+
|
| 660 |
+
y = fftn(x, axes=(-1,)) # i_line
|
| 661 |
+
for i in range(3):
|
| 662 |
+
for j in range(3):
|
| 663 |
+
assert_array_almost_equal(fft(x[i, j, :]), y[i, j, :])
|
| 664 |
+
y = fftn(x, axes=(-2,)) # j_line
|
| 665 |
+
for i in range(3):
|
| 666 |
+
for j in range(3):
|
| 667 |
+
assert_array_almost_equal(fft(x[i, :, j]), y[i, :, j])
|
| 668 |
+
y = fftn(x, axes=(0,)) # k_line
|
| 669 |
+
for i in range(3):
|
| 670 |
+
for j in range(3):
|
| 671 |
+
assert_array_almost_equal(fft(x[:, i, j]), y[:, i, j])
|
| 672 |
+
|
| 673 |
+
y = fftn(x, axes=()) # point
|
| 674 |
+
assert_array_almost_equal(y, x)
|
| 675 |
+
|
| 676 |
+
def test_shape_argument(self):
|
| 677 |
+
small_x = [[1, 2, 3],
|
| 678 |
+
[4, 5, 6]]
|
| 679 |
+
large_x1 = [[1, 2, 3, 0],
|
| 680 |
+
[4, 5, 6, 0],
|
| 681 |
+
[0, 0, 0, 0],
|
| 682 |
+
[0, 0, 0, 0]]
|
| 683 |
+
|
| 684 |
+
y = fftn(small_x, s=(4, 4))
|
| 685 |
+
assert_array_almost_equal(y, fftn(large_x1))
|
| 686 |
+
|
| 687 |
+
y = fftn(small_x, s=(3, 4))
|
| 688 |
+
assert_array_almost_equal(y, fftn(large_x1[:-1]))
|
| 689 |
+
|
| 690 |
+
def test_shape_axes_argument(self):
|
| 691 |
+
small_x = [[1, 2, 3],
|
| 692 |
+
[4, 5, 6],
|
| 693 |
+
[7, 8, 9]]
|
| 694 |
+
large_x1 = array([[1, 2, 3, 0],
|
| 695 |
+
[4, 5, 6, 0],
|
| 696 |
+
[7, 8, 9, 0],
|
| 697 |
+
[0, 0, 0, 0]])
|
| 698 |
+
y = fftn(small_x, s=(4, 4), axes=(-2, -1))
|
| 699 |
+
assert_array_almost_equal(y, fftn(large_x1))
|
| 700 |
+
y = fftn(small_x, s=(4, 4), axes=(-1, -2))
|
| 701 |
+
|
| 702 |
+
assert_array_almost_equal(y, swapaxes(
|
| 703 |
+
fftn(swapaxes(large_x1, -1, -2)), -1, -2))
|
| 704 |
+
|
| 705 |
+
def test_shape_axes_argument2(self):
|
| 706 |
+
# Change shape of the last axis
|
| 707 |
+
x = numpy.random.random((10, 5, 3, 7))
|
| 708 |
+
y = fftn(x, axes=(-1,), s=(8,))
|
| 709 |
+
assert_array_almost_equal(y, fft(x, axis=-1, n=8))
|
| 710 |
+
|
| 711 |
+
# Change shape of an arbitrary axis which is not the last one
|
| 712 |
+
x = numpy.random.random((10, 5, 3, 7))
|
| 713 |
+
y = fftn(x, axes=(-2,), s=(8,))
|
| 714 |
+
assert_array_almost_equal(y, fft(x, axis=-2, n=8))
|
| 715 |
+
|
| 716 |
+
# Change shape of axes: cf #244, where shape and axes were mixed up
|
| 717 |
+
x = numpy.random.random((4, 4, 2))
|
| 718 |
+
y = fftn(x, axes=(-3, -2), s=(8, 8))
|
| 719 |
+
assert_array_almost_equal(y,
|
| 720 |
+
numpy.fft.fftn(x, axes=(-3, -2), s=(8, 8)))
|
| 721 |
+
|
| 722 |
+
def test_shape_argument_more(self):
|
| 723 |
+
x = zeros((4, 4, 2))
|
| 724 |
+
with assert_raises(ValueError,
|
| 725 |
+
match="shape requires more axes than are present"):
|
| 726 |
+
fftn(x, s=(8, 8, 2, 1))
|
| 727 |
+
|
| 728 |
+
def test_invalid_sizes(self):
|
| 729 |
+
with assert_raises(ValueError,
|
| 730 |
+
match="invalid number of data points"
|
| 731 |
+
r" \(\[1, 0\]\) specified"):
|
| 732 |
+
fftn([[]])
|
| 733 |
+
|
| 734 |
+
with assert_raises(ValueError,
|
| 735 |
+
match="invalid number of data points"
|
| 736 |
+
r" \(\[4, -3\]\) specified"):
|
| 737 |
+
fftn([[1, 1], [2, 2]], (4, -3))
|
| 738 |
+
|
| 739 |
+
def test_no_axes(self):
|
| 740 |
+
x = numpy.random.random((2,2,2))
|
| 741 |
+
assert_allclose(fftn(x, axes=[]), x, atol=1e-7)
|
| 742 |
+
|
| 743 |
+
def test_regression_244(self):
|
| 744 |
+
"""FFT returns wrong result with axes parameter."""
|
| 745 |
+
# fftn (and hence fft2) used to break when both axes and shape were used
|
| 746 |
+
x = numpy.ones((4, 4, 2))
|
| 747 |
+
y = fftn(x, s=(8, 8), axes=(-3, -2))
|
| 748 |
+
y_r = numpy.fft.fftn(x, s=(8, 8), axes=(-3, -2))
|
| 749 |
+
assert_allclose(y, y_r)
|
| 750 |
+
|
| 751 |
+
|
| 752 |
+
class TestIfftn:
|
| 753 |
+
dtype = None
|
| 754 |
+
cdtype = None
|
| 755 |
+
|
| 756 |
+
def setup_method(self):
|
| 757 |
+
np.random.seed(1234)
|
| 758 |
+
|
| 759 |
+
@pytest.mark.parametrize('dtype,cdtype,maxnlp',
|
| 760 |
+
[(np.float64, np.complex128, 2000),
|
| 761 |
+
(np.float32, np.complex64, 3500)])
|
| 762 |
+
def test_definition(self, dtype, cdtype, maxnlp):
|
| 763 |
+
rng = np.random.default_rng(1234)
|
| 764 |
+
x = np.array([[1, 2, 3],
|
| 765 |
+
[4, 5, 6],
|
| 766 |
+
[7, 8, 9]], dtype=dtype)
|
| 767 |
+
y = ifftn(x)
|
| 768 |
+
assert_equal(y.dtype, cdtype)
|
| 769 |
+
assert_array_almost_equal_nulp(y, direct_idftn(x), maxnlp)
|
| 770 |
+
|
| 771 |
+
x = rng.random((20, 26))
|
| 772 |
+
assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
|
| 773 |
+
|
| 774 |
+
x = rng.random((5, 4, 3, 20))
|
| 775 |
+
assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
|
| 776 |
+
|
| 777 |
+
@pytest.mark.parametrize('maxnlp', [2000, 3500])
|
| 778 |
+
@pytest.mark.parametrize('size', [1, 2, 51, 32, 64, 92])
|
| 779 |
+
def test_random_complex(self, maxnlp, size):
|
| 780 |
+
rng = np.random.default_rng(1234)
|
| 781 |
+
x = rng.random([size, size]) + 1j * rng.random([size, size])
|
| 782 |
+
assert_array_almost_equal_nulp(ifftn(fftn(x)), x, maxnlp)
|
| 783 |
+
assert_array_almost_equal_nulp(fftn(ifftn(x)), x, maxnlp)
|
| 784 |
+
|
| 785 |
+
def test_invalid_sizes(self):
|
| 786 |
+
with assert_raises(ValueError,
|
| 787 |
+
match="invalid number of data points"
|
| 788 |
+
r" \(\[1, 0\]\) specified"):
|
| 789 |
+
ifftn([[]])
|
| 790 |
+
|
| 791 |
+
with assert_raises(ValueError,
|
| 792 |
+
match="invalid number of data points"
|
| 793 |
+
r" \(\[4, -3\]\) specified"):
|
| 794 |
+
ifftn([[1, 1], [2, 2]], (4, -3))
|
| 795 |
+
|
| 796 |
+
def test_no_axes(self):
|
| 797 |
+
x = numpy.random.random((2,2,2))
|
| 798 |
+
assert_allclose(ifftn(x, axes=[]), x, atol=1e-7)
|
| 799 |
+
|
| 800 |
+
class TestRfftn:
|
| 801 |
+
dtype = None
|
| 802 |
+
cdtype = None
|
| 803 |
+
|
| 804 |
+
def setup_method(self):
|
| 805 |
+
np.random.seed(1234)
|
| 806 |
+
|
| 807 |
+
@pytest.mark.parametrize('dtype,cdtype,maxnlp',
|
| 808 |
+
[(np.float64, np.complex128, 2000),
|
| 809 |
+
(np.float32, np.complex64, 3500)])
|
| 810 |
+
def test_definition(self, dtype, cdtype, maxnlp):
|
| 811 |
+
rng = np.random.default_rng(1234)
|
| 812 |
+
x = np.array([[1, 2, 3],
|
| 813 |
+
[4, 5, 6],
|
| 814 |
+
[7, 8, 9]], dtype=dtype)
|
| 815 |
+
y = rfftn(x)
|
| 816 |
+
assert_equal(y.dtype, cdtype)
|
| 817 |
+
assert_array_almost_equal_nulp(y, direct_rdftn(x), maxnlp)
|
| 818 |
+
|
| 819 |
+
x = rng.random((20, 26))
|
| 820 |
+
assert_array_almost_equal_nulp(rfftn(x), direct_rdftn(x), maxnlp)
|
| 821 |
+
|
| 822 |
+
x = rng.random((5, 4, 3, 20))
|
| 823 |
+
assert_array_almost_equal_nulp(rfftn(x), direct_rdftn(x), maxnlp)
|
| 824 |
+
|
| 825 |
+
@pytest.mark.parametrize('size', [1, 2, 51, 32, 64, 92])
|
| 826 |
+
def test_random(self, size):
|
| 827 |
+
rng = np.random.default_rng(1234)
|
| 828 |
+
x = rng.random([size, size])
|
| 829 |
+
assert_allclose(irfftn(rfftn(x), x.shape), x, atol=1e-10)
|
| 830 |
+
|
| 831 |
+
@pytest.mark.parametrize('func', [rfftn, irfftn])
|
| 832 |
+
def test_invalid_sizes(self, func):
|
| 833 |
+
with assert_raises(ValueError,
|
| 834 |
+
match="invalid number of data points"
|
| 835 |
+
r" \(\[1, 0\]\) specified"):
|
| 836 |
+
func([[]])
|
| 837 |
+
|
| 838 |
+
with assert_raises(ValueError,
|
| 839 |
+
match="invalid number of data points"
|
| 840 |
+
r" \(\[4, -3\]\) specified"):
|
| 841 |
+
func([[1, 1], [2, 2]], (4, -3))
|
| 842 |
+
|
| 843 |
+
@pytest.mark.parametrize('func', [rfftn, irfftn])
|
| 844 |
+
def test_no_axes(self, func):
|
| 845 |
+
with assert_raises(ValueError,
|
| 846 |
+
match="at least 1 axis must be transformed"):
|
| 847 |
+
func([], axes=[])
|
| 848 |
+
|
| 849 |
+
def test_complex_input(self):
|
| 850 |
+
with assert_raises(TypeError, match="x must be a real sequence"):
|
| 851 |
+
rfftn(np.zeros(10, dtype=np.complex64))
|
| 852 |
+
|
| 853 |
+
|
| 854 |
+
class FakeArray:
|
| 855 |
+
def __init__(self, data):
|
| 856 |
+
self._data = data
|
| 857 |
+
self.__array_interface__ = data.__array_interface__
|
| 858 |
+
|
| 859 |
+
|
| 860 |
+
class FakeArray2:
|
| 861 |
+
def __init__(self, data):
|
| 862 |
+
self._data = data
|
| 863 |
+
|
| 864 |
+
def __array__(self, dtype=None, copy=None):
|
| 865 |
+
return self._data
|
| 866 |
+
|
| 867 |
+
# TODO: Is this test actually valuable? The behavior it's testing shouldn't be
|
| 868 |
+
# relied upon by users except for overwrite_x = False
|
| 869 |
+
class TestOverwrite:
|
| 870 |
+
"""Check input overwrite behavior of the FFT functions."""
|
| 871 |
+
|
| 872 |
+
real_dtypes = [np.float32, np.float64, np.longdouble]
|
| 873 |
+
dtypes = real_dtypes + [np.complex64, np.complex128, np.clongdouble]
|
| 874 |
+
fftsizes = [8, 16, 32]
|
| 875 |
+
|
| 876 |
+
def _check(self, x, routine, fftsize, axis, overwrite_x, should_overwrite):
|
| 877 |
+
x2 = x.copy()
|
| 878 |
+
for fake in [lambda x: x, FakeArray, FakeArray2]:
|
| 879 |
+
routine(fake(x2), fftsize, axis, overwrite_x=overwrite_x)
|
| 880 |
+
|
| 881 |
+
sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {fftsize!r}, "
|
| 882 |
+
f"axis={axis!r}, overwrite_x={overwrite_x!r})")
|
| 883 |
+
if not should_overwrite:
|
| 884 |
+
assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
|
| 885 |
+
|
| 886 |
+
def _check_1d(self, routine, dtype, shape, axis, overwritable_dtypes,
|
| 887 |
+
fftsize, overwrite_x):
|
| 888 |
+
np.random.seed(1234)
|
| 889 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 890 |
+
data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
|
| 891 |
+
else:
|
| 892 |
+
data = np.random.randn(*shape)
|
| 893 |
+
data = data.astype(dtype)
|
| 894 |
+
|
| 895 |
+
should_overwrite = (overwrite_x
|
| 896 |
+
and dtype in overwritable_dtypes
|
| 897 |
+
and fftsize <= shape[axis])
|
| 898 |
+
self._check(data, routine, fftsize, axis,
|
| 899 |
+
overwrite_x=overwrite_x,
|
| 900 |
+
should_overwrite=should_overwrite)
|
| 901 |
+
|
| 902 |
+
@pytest.mark.parametrize('dtype', dtypes)
|
| 903 |
+
@pytest.mark.parametrize('fftsize', fftsizes)
|
| 904 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 905 |
+
@pytest.mark.parametrize('shape,axes', [((16,), -1),
|
| 906 |
+
((16, 2), 0),
|
| 907 |
+
((2, 16), 1)])
|
| 908 |
+
def test_fft_ifft(self, dtype, fftsize, overwrite_x, shape, axes):
|
| 909 |
+
overwritable = (np.clongdouble, np.complex128, np.complex64)
|
| 910 |
+
self._check_1d(fft, dtype, shape, axes, overwritable,
|
| 911 |
+
fftsize, overwrite_x)
|
| 912 |
+
self._check_1d(ifft, dtype, shape, axes, overwritable,
|
| 913 |
+
fftsize, overwrite_x)
|
| 914 |
+
|
| 915 |
+
@pytest.mark.parametrize('dtype', real_dtypes)
|
| 916 |
+
@pytest.mark.parametrize('fftsize', fftsizes)
|
| 917 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 918 |
+
@pytest.mark.parametrize('shape,axes', [((16,), -1),
|
| 919 |
+
((16, 2), 0),
|
| 920 |
+
((2, 16), 1)])
|
| 921 |
+
def test_rfft_irfft(self, dtype, fftsize, overwrite_x, shape, axes):
|
| 922 |
+
overwritable = self.real_dtypes
|
| 923 |
+
self._check_1d(irfft, dtype, shape, axes, overwritable,
|
| 924 |
+
fftsize, overwrite_x)
|
| 925 |
+
self._check_1d(rfft, dtype, shape, axes, overwritable,
|
| 926 |
+
fftsize, overwrite_x)
|
| 927 |
+
|
| 928 |
+
def _check_nd_one(self, routine, dtype, shape, axes, overwritable_dtypes,
|
| 929 |
+
overwrite_x):
|
| 930 |
+
np.random.seed(1234)
|
| 931 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 932 |
+
data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
|
| 933 |
+
else:
|
| 934 |
+
data = np.random.randn(*shape)
|
| 935 |
+
data = data.astype(dtype)
|
| 936 |
+
|
| 937 |
+
def fftshape_iter(shp):
|
| 938 |
+
if len(shp) <= 0:
|
| 939 |
+
yield ()
|
| 940 |
+
else:
|
| 941 |
+
for j in (shp[0]//2, shp[0], shp[0]*2):
|
| 942 |
+
for rest in fftshape_iter(shp[1:]):
|
| 943 |
+
yield (j,) + rest
|
| 944 |
+
|
| 945 |
+
def part_shape(shape, axes):
|
| 946 |
+
if axes is None:
|
| 947 |
+
return shape
|
| 948 |
+
else:
|
| 949 |
+
return tuple(np.take(shape, axes))
|
| 950 |
+
|
| 951 |
+
def should_overwrite(data, shape, axes):
|
| 952 |
+
s = part_shape(data.shape, axes)
|
| 953 |
+
return (overwrite_x and
|
| 954 |
+
np.prod(shape) <= np.prod(s)
|
| 955 |
+
and dtype in overwritable_dtypes)
|
| 956 |
+
|
| 957 |
+
for fftshape in fftshape_iter(part_shape(shape, axes)):
|
| 958 |
+
self._check(data, routine, fftshape, axes,
|
| 959 |
+
overwrite_x=overwrite_x,
|
| 960 |
+
should_overwrite=should_overwrite(data, fftshape, axes))
|
| 961 |
+
if data.ndim > 1:
|
| 962 |
+
# check fortran order
|
| 963 |
+
self._check(data.T, routine, fftshape, axes,
|
| 964 |
+
overwrite_x=overwrite_x,
|
| 965 |
+
should_overwrite=should_overwrite(
|
| 966 |
+
data.T, fftshape, axes))
|
| 967 |
+
|
| 968 |
+
@pytest.mark.parametrize('dtype', dtypes)
|
| 969 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 970 |
+
@pytest.mark.parametrize('shape,axes', [((16,), None),
|
| 971 |
+
((16,), (0,)),
|
| 972 |
+
((16, 2), (0,)),
|
| 973 |
+
((2, 16), (1,)),
|
| 974 |
+
((8, 16), None),
|
| 975 |
+
((8, 16), (0, 1)),
|
| 976 |
+
((8, 16, 2), (0, 1)),
|
| 977 |
+
((8, 16, 2), (1, 2)),
|
| 978 |
+
((8, 16, 2), (0,)),
|
| 979 |
+
((8, 16, 2), (1,)),
|
| 980 |
+
((8, 16, 2), (2,)),
|
| 981 |
+
((8, 16, 2), None),
|
| 982 |
+
((8, 16, 2), (0, 1, 2))])
|
| 983 |
+
def test_fftn_ifftn(self, dtype, overwrite_x, shape, axes):
|
| 984 |
+
overwritable = (np.clongdouble, np.complex128, np.complex64)
|
| 985 |
+
self._check_nd_one(fftn, dtype, shape, axes, overwritable,
|
| 986 |
+
overwrite_x)
|
| 987 |
+
self._check_nd_one(ifftn, dtype, shape, axes, overwritable,
|
| 988 |
+
overwrite_x)
|
| 989 |
+
|
| 990 |
+
|
| 991 |
+
@pytest.mark.parametrize('func', [fft, ifft, fftn, ifftn,
|
| 992 |
+
rfft, irfft, rfftn, irfftn])
|
| 993 |
+
def test_invalid_norm(func):
|
| 994 |
+
x = np.arange(10, dtype=float)
|
| 995 |
+
with assert_raises(ValueError,
|
| 996 |
+
match='Invalid norm value \'o\', should be'
|
| 997 |
+
' "backward", "ortho" or "forward"'):
|
| 998 |
+
func(x, norm='o')
|
| 999 |
+
|
| 1000 |
+
|
| 1001 |
+
@pytest.mark.parametrize('func', [fft, ifft, fftn, ifftn,
|
| 1002 |
+
irfft, irfftn, hfft, hfftn])
|
| 1003 |
+
def test_swapped_byte_order_complex(func):
|
| 1004 |
+
rng = np.random.RandomState(1234)
|
| 1005 |
+
x = rng.rand(10) + 1j * rng.rand(10)
|
| 1006 |
+
assert_allclose(func(swap_byteorder(x)), func(x))
|
| 1007 |
+
|
| 1008 |
+
|
| 1009 |
+
@pytest.mark.parametrize('func', [ihfft, ihfftn, rfft, rfftn])
|
| 1010 |
+
def test_swapped_byte_order_real(func):
|
| 1011 |
+
rng = np.random.RandomState(1234)
|
| 1012 |
+
x = rng.rand(10)
|
| 1013 |
+
assert_allclose(func(swap_byteorder(x)), func(x))
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_pocketfft/tests/test_real_transforms.py
ADDED
|
@@ -0,0 +1,505 @@
|
|
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|
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|
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|
| 1 |
+
from os.path import join, dirname
|
| 2 |
+
from collections.abc import Callable
|
| 3 |
+
from threading import Lock
|
| 4 |
+
|
| 5 |
+
import numpy as np
|
| 6 |
+
from numpy.testing import (
|
| 7 |
+
assert_array_almost_equal, assert_equal, assert_allclose)
|
| 8 |
+
import pytest
|
| 9 |
+
from pytest import raises as assert_raises
|
| 10 |
+
|
| 11 |
+
from scipy.fft._pocketfft.realtransforms import (
|
| 12 |
+
dct, idct, dst, idst, dctn, idctn, dstn, idstn)
|
| 13 |
+
|
| 14 |
+
fftpack_test_dir = join(dirname(__file__), '..', '..', '..', 'fftpack', 'tests')
|
| 15 |
+
|
| 16 |
+
MDATA_COUNT = 8
|
| 17 |
+
FFTWDATA_COUNT = 14
|
| 18 |
+
|
| 19 |
+
def is_longdouble_binary_compatible():
|
| 20 |
+
try:
|
| 21 |
+
one = np.frombuffer(
|
| 22 |
+
b'\x00\x00\x00\x00\x00\x00\x00\x80\xff\x3f\x00\x00\x00\x00\x00\x00',
|
| 23 |
+
dtype='<f16')
|
| 24 |
+
return one == np.longdouble(1.)
|
| 25 |
+
except TypeError:
|
| 26 |
+
return False
|
| 27 |
+
|
| 28 |
+
|
| 29 |
+
@pytest.fixture(scope="module")
|
| 30 |
+
def reference_data():
|
| 31 |
+
# Matlab reference data
|
| 32 |
+
MDATA = np.load(join(fftpack_test_dir, 'test.npz'))
|
| 33 |
+
X = [MDATA['x%d' % i] for i in range(MDATA_COUNT)]
|
| 34 |
+
Y = [MDATA['y%d' % i] for i in range(MDATA_COUNT)]
|
| 35 |
+
|
| 36 |
+
# FFTW reference data: the data are organized as follows:
|
| 37 |
+
# * SIZES is an array containing all available sizes
|
| 38 |
+
# * for every type (1, 2, 3, 4) and every size, the array dct_type_size
|
| 39 |
+
# contains the output of the DCT applied to the input np.linspace(0, size-1,
|
| 40 |
+
# size)
|
| 41 |
+
FFTWDATA_DOUBLE = np.load(join(fftpack_test_dir, 'fftw_double_ref.npz'))
|
| 42 |
+
FFTWDATA_SINGLE = np.load(join(fftpack_test_dir, 'fftw_single_ref.npz'))
|
| 43 |
+
FFTWDATA_SIZES = FFTWDATA_DOUBLE['sizes']
|
| 44 |
+
assert len(FFTWDATA_SIZES) == FFTWDATA_COUNT
|
| 45 |
+
|
| 46 |
+
if is_longdouble_binary_compatible():
|
| 47 |
+
FFTWDATA_LONGDOUBLE = np.load(
|
| 48 |
+
join(fftpack_test_dir, 'fftw_longdouble_ref.npz'))
|
| 49 |
+
else:
|
| 50 |
+
FFTWDATA_LONGDOUBLE = {k: v.astype(np.longdouble)
|
| 51 |
+
for k,v in FFTWDATA_DOUBLE.items()}
|
| 52 |
+
|
| 53 |
+
ref = {
|
| 54 |
+
'FFTWDATA_LONGDOUBLE': FFTWDATA_LONGDOUBLE,
|
| 55 |
+
'FFTWDATA_DOUBLE': FFTWDATA_DOUBLE,
|
| 56 |
+
'FFTWDATA_SINGLE': FFTWDATA_SINGLE,
|
| 57 |
+
'FFTWDATA_SIZES': FFTWDATA_SIZES,
|
| 58 |
+
'X': X,
|
| 59 |
+
'Y': Y
|
| 60 |
+
}
|
| 61 |
+
|
| 62 |
+
yield ref
|
| 63 |
+
|
| 64 |
+
if is_longdouble_binary_compatible():
|
| 65 |
+
FFTWDATA_LONGDOUBLE.close()
|
| 66 |
+
FFTWDATA_SINGLE.close()
|
| 67 |
+
FFTWDATA_DOUBLE.close()
|
| 68 |
+
MDATA.close()
|
| 69 |
+
|
| 70 |
+
|
| 71 |
+
@pytest.fixture(params=range(FFTWDATA_COUNT))
|
| 72 |
+
def fftwdata_size(request, reference_data):
|
| 73 |
+
return reference_data['FFTWDATA_SIZES'][request.param]
|
| 74 |
+
|
| 75 |
+
@pytest.fixture(params=range(MDATA_COUNT))
|
| 76 |
+
def mdata_x(request, reference_data):
|
| 77 |
+
return reference_data['X'][request.param]
|
| 78 |
+
|
| 79 |
+
|
| 80 |
+
@pytest.fixture(params=range(MDATA_COUNT))
|
| 81 |
+
def mdata_xy(request, reference_data):
|
| 82 |
+
y = reference_data['Y'][request.param]
|
| 83 |
+
x = reference_data['X'][request.param]
|
| 84 |
+
return x, y
|
| 85 |
+
|
| 86 |
+
|
| 87 |
+
@pytest.fixture
|
| 88 |
+
def ref_lock():
|
| 89 |
+
return Lock()
|
| 90 |
+
|
| 91 |
+
|
| 92 |
+
def fftw_dct_ref(type, size, dt, reference_data):
|
| 93 |
+
x = np.linspace(0, size-1, size).astype(dt)
|
| 94 |
+
dt = np.result_type(np.float32, dt)
|
| 95 |
+
if dt == np.float64:
|
| 96 |
+
data = reference_data['FFTWDATA_DOUBLE']
|
| 97 |
+
elif dt == np.float32:
|
| 98 |
+
data = reference_data['FFTWDATA_SINGLE']
|
| 99 |
+
elif dt == np.longdouble:
|
| 100 |
+
data = reference_data['FFTWDATA_LONGDOUBLE']
|
| 101 |
+
else:
|
| 102 |
+
raise ValueError()
|
| 103 |
+
y = (data['dct_%d_%d' % (type, size)]).astype(dt)
|
| 104 |
+
return x, y, dt
|
| 105 |
+
|
| 106 |
+
|
| 107 |
+
def fftw_dst_ref(type, size, dt, reference_data):
|
| 108 |
+
x = np.linspace(0, size-1, size).astype(dt)
|
| 109 |
+
dt = np.result_type(np.float32, dt)
|
| 110 |
+
if dt == np.float64:
|
| 111 |
+
data = reference_data['FFTWDATA_DOUBLE']
|
| 112 |
+
elif dt == np.float32:
|
| 113 |
+
data = reference_data['FFTWDATA_SINGLE']
|
| 114 |
+
elif dt == np.longdouble:
|
| 115 |
+
data = reference_data['FFTWDATA_LONGDOUBLE']
|
| 116 |
+
else:
|
| 117 |
+
raise ValueError()
|
| 118 |
+
y = (data['dst_%d_%d' % (type, size)]).astype(dt)
|
| 119 |
+
return x, y, dt
|
| 120 |
+
|
| 121 |
+
|
| 122 |
+
def ref_2d(func, x, **kwargs):
|
| 123 |
+
"""Calculate 2-D reference data from a 1d transform"""
|
| 124 |
+
x = np.array(x, copy=True)
|
| 125 |
+
for row in range(x.shape[0]):
|
| 126 |
+
x[row, :] = func(x[row, :], **kwargs)
|
| 127 |
+
for col in range(x.shape[1]):
|
| 128 |
+
x[:, col] = func(x[:, col], **kwargs)
|
| 129 |
+
return x
|
| 130 |
+
|
| 131 |
+
|
| 132 |
+
def naive_dct1(x, norm=None):
|
| 133 |
+
"""Calculate textbook definition version of DCT-I."""
|
| 134 |
+
x = np.array(x, copy=True)
|
| 135 |
+
N = len(x)
|
| 136 |
+
M = N-1
|
| 137 |
+
y = np.zeros(N)
|
| 138 |
+
m0, m = 1, 2
|
| 139 |
+
if norm == 'ortho':
|
| 140 |
+
m0 = np.sqrt(1.0/M)
|
| 141 |
+
m = np.sqrt(2.0/M)
|
| 142 |
+
for k in range(N):
|
| 143 |
+
for n in range(1, N-1):
|
| 144 |
+
y[k] += m*x[n]*np.cos(np.pi*n*k/M)
|
| 145 |
+
y[k] += m0 * x[0]
|
| 146 |
+
y[k] += m0 * x[N-1] * (1 if k % 2 == 0 else -1)
|
| 147 |
+
if norm == 'ortho':
|
| 148 |
+
y[0] *= 1/np.sqrt(2)
|
| 149 |
+
y[N-1] *= 1/np.sqrt(2)
|
| 150 |
+
return y
|
| 151 |
+
|
| 152 |
+
|
| 153 |
+
def naive_dst1(x, norm=None):
|
| 154 |
+
"""Calculate textbook definition version of DST-I."""
|
| 155 |
+
x = np.array(x, copy=True)
|
| 156 |
+
N = len(x)
|
| 157 |
+
M = N+1
|
| 158 |
+
y = np.zeros(N)
|
| 159 |
+
for k in range(N):
|
| 160 |
+
for n in range(N):
|
| 161 |
+
y[k] += 2*x[n]*np.sin(np.pi*(n+1.0)*(k+1.0)/M)
|
| 162 |
+
if norm == 'ortho':
|
| 163 |
+
y *= np.sqrt(0.5/M)
|
| 164 |
+
return y
|
| 165 |
+
|
| 166 |
+
|
| 167 |
+
def naive_dct4(x, norm=None):
|
| 168 |
+
"""Calculate textbook definition version of DCT-IV."""
|
| 169 |
+
x = np.array(x, copy=True)
|
| 170 |
+
N = len(x)
|
| 171 |
+
y = np.zeros(N)
|
| 172 |
+
for k in range(N):
|
| 173 |
+
for n in range(N):
|
| 174 |
+
y[k] += x[n]*np.cos(np.pi*(n+0.5)*(k+0.5)/(N))
|
| 175 |
+
if norm == 'ortho':
|
| 176 |
+
y *= np.sqrt(2.0/N)
|
| 177 |
+
else:
|
| 178 |
+
y *= 2
|
| 179 |
+
return y
|
| 180 |
+
|
| 181 |
+
|
| 182 |
+
def naive_dst4(x, norm=None):
|
| 183 |
+
"""Calculate textbook definition version of DST-IV."""
|
| 184 |
+
x = np.array(x, copy=True)
|
| 185 |
+
N = len(x)
|
| 186 |
+
y = np.zeros(N)
|
| 187 |
+
for k in range(N):
|
| 188 |
+
for n in range(N):
|
| 189 |
+
y[k] += x[n]*np.sin(np.pi*(n+0.5)*(k+0.5)/(N))
|
| 190 |
+
if norm == 'ortho':
|
| 191 |
+
y *= np.sqrt(2.0/N)
|
| 192 |
+
else:
|
| 193 |
+
y *= 2
|
| 194 |
+
return y
|
| 195 |
+
|
| 196 |
+
|
| 197 |
+
@pytest.mark.parametrize('dtype', [np.complex64, np.complex128, np.clongdouble])
|
| 198 |
+
@pytest.mark.parametrize('transform', [dct, dst, idct, idst])
|
| 199 |
+
def test_complex(transform, dtype):
|
| 200 |
+
y = transform(1j*np.arange(5, dtype=dtype))
|
| 201 |
+
x = 1j*transform(np.arange(5))
|
| 202 |
+
assert_array_almost_equal(x, y)
|
| 203 |
+
|
| 204 |
+
|
| 205 |
+
DecMapType = dict[
|
| 206 |
+
tuple[Callable[..., np.ndarray], type[np.floating] | type[int], int],
|
| 207 |
+
int,
|
| 208 |
+
]
|
| 209 |
+
|
| 210 |
+
# map (transform, dtype, type) -> decimal
|
| 211 |
+
dec_map: DecMapType = {
|
| 212 |
+
# DCT
|
| 213 |
+
(dct, np.float64, 1): 13,
|
| 214 |
+
(dct, np.float32, 1): 6,
|
| 215 |
+
|
| 216 |
+
(dct, np.float64, 2): 14,
|
| 217 |
+
(dct, np.float32, 2): 5,
|
| 218 |
+
|
| 219 |
+
(dct, np.float64, 3): 14,
|
| 220 |
+
(dct, np.float32, 3): 5,
|
| 221 |
+
|
| 222 |
+
(dct, np.float64, 4): 13,
|
| 223 |
+
(dct, np.float32, 4): 6,
|
| 224 |
+
|
| 225 |
+
# IDCT
|
| 226 |
+
(idct, np.float64, 1): 14,
|
| 227 |
+
(idct, np.float32, 1): 6,
|
| 228 |
+
|
| 229 |
+
(idct, np.float64, 2): 14,
|
| 230 |
+
(idct, np.float32, 2): 5,
|
| 231 |
+
|
| 232 |
+
(idct, np.float64, 3): 14,
|
| 233 |
+
(idct, np.float32, 3): 5,
|
| 234 |
+
|
| 235 |
+
(idct, np.float64, 4): 14,
|
| 236 |
+
(idct, np.float32, 4): 6,
|
| 237 |
+
|
| 238 |
+
# DST
|
| 239 |
+
(dst, np.float64, 1): 13,
|
| 240 |
+
(dst, np.float32, 1): 6,
|
| 241 |
+
|
| 242 |
+
(dst, np.float64, 2): 14,
|
| 243 |
+
(dst, np.float32, 2): 6,
|
| 244 |
+
|
| 245 |
+
(dst, np.float64, 3): 14,
|
| 246 |
+
(dst, np.float32, 3): 7,
|
| 247 |
+
|
| 248 |
+
(dst, np.float64, 4): 13,
|
| 249 |
+
(dst, np.float32, 4): 5,
|
| 250 |
+
|
| 251 |
+
# IDST
|
| 252 |
+
(idst, np.float64, 1): 14,
|
| 253 |
+
(idst, np.float32, 1): 6,
|
| 254 |
+
|
| 255 |
+
(idst, np.float64, 2): 14,
|
| 256 |
+
(idst, np.float32, 2): 6,
|
| 257 |
+
|
| 258 |
+
(idst, np.float64, 3): 14,
|
| 259 |
+
(idst, np.float32, 3): 6,
|
| 260 |
+
|
| 261 |
+
(idst, np.float64, 4): 14,
|
| 262 |
+
(idst, np.float32, 4): 6,
|
| 263 |
+
}
|
| 264 |
+
|
| 265 |
+
for k,v in dec_map.copy().items():
|
| 266 |
+
if k[1] == np.float64:
|
| 267 |
+
dec_map[(k[0], np.longdouble, k[2])] = v
|
| 268 |
+
elif k[1] == np.float32:
|
| 269 |
+
dec_map[(k[0], int, k[2])] = v
|
| 270 |
+
|
| 271 |
+
|
| 272 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 273 |
+
@pytest.mark.parametrize('type', [1, 2, 3, 4])
|
| 274 |
+
class TestDCT:
|
| 275 |
+
def test_definition(self, rdt, type, fftwdata_size,
|
| 276 |
+
reference_data, ref_lock):
|
| 277 |
+
with ref_lock:
|
| 278 |
+
x, yr, dt = fftw_dct_ref(type, fftwdata_size, rdt, reference_data)
|
| 279 |
+
y = dct(x, type=type)
|
| 280 |
+
assert_equal(y.dtype, dt)
|
| 281 |
+
dec = dec_map[(dct, rdt, type)]
|
| 282 |
+
assert_allclose(y, yr, rtol=0., atol=np.max(yr)*10**(-dec))
|
| 283 |
+
|
| 284 |
+
@pytest.mark.parametrize('size', [7, 8, 9, 16, 32, 64])
|
| 285 |
+
def test_axis(self, rdt, type, size):
|
| 286 |
+
nt = 2
|
| 287 |
+
dec = dec_map[(dct, rdt, type)]
|
| 288 |
+
x = np.random.randn(nt, size)
|
| 289 |
+
y = dct(x, type=type)
|
| 290 |
+
for j in range(nt):
|
| 291 |
+
assert_array_almost_equal(y[j], dct(x[j], type=type),
|
| 292 |
+
decimal=dec)
|
| 293 |
+
|
| 294 |
+
x = x.T
|
| 295 |
+
y = dct(x, axis=0, type=type)
|
| 296 |
+
for j in range(nt):
|
| 297 |
+
assert_array_almost_equal(y[:,j], dct(x[:,j], type=type),
|
| 298 |
+
decimal=dec)
|
| 299 |
+
|
| 300 |
+
|
| 301 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 302 |
+
def test_dct1_definition_ortho(rdt, mdata_x):
|
| 303 |
+
# Test orthornomal mode.
|
| 304 |
+
dec = dec_map[(dct, rdt, 1)]
|
| 305 |
+
x = np.array(mdata_x, dtype=rdt)
|
| 306 |
+
dt = np.result_type(np.float32, rdt)
|
| 307 |
+
y = dct(x, norm='ortho', type=1)
|
| 308 |
+
y2 = naive_dct1(x, norm='ortho')
|
| 309 |
+
assert_equal(y.dtype, dt)
|
| 310 |
+
assert_allclose(y, y2, rtol=0., atol=np.max(y2)*10**(-dec))
|
| 311 |
+
|
| 312 |
+
|
| 313 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 314 |
+
def test_dct2_definition_matlab(mdata_xy, rdt):
|
| 315 |
+
# Test correspondence with matlab (orthornomal mode).
|
| 316 |
+
dt = np.result_type(np.float32, rdt)
|
| 317 |
+
x = np.array(mdata_xy[0], dtype=dt)
|
| 318 |
+
|
| 319 |
+
yr = mdata_xy[1]
|
| 320 |
+
y = dct(x, norm="ortho", type=2)
|
| 321 |
+
dec = dec_map[(dct, rdt, 2)]
|
| 322 |
+
assert_equal(y.dtype, dt)
|
| 323 |
+
assert_array_almost_equal(y, yr, decimal=dec)
|
| 324 |
+
|
| 325 |
+
|
| 326 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 327 |
+
def test_dct3_definition_ortho(mdata_x, rdt):
|
| 328 |
+
# Test orthornomal mode.
|
| 329 |
+
x = np.array(mdata_x, dtype=rdt)
|
| 330 |
+
dt = np.result_type(np.float32, rdt)
|
| 331 |
+
y = dct(x, norm='ortho', type=2)
|
| 332 |
+
xi = dct(y, norm="ortho", type=3)
|
| 333 |
+
dec = dec_map[(dct, rdt, 3)]
|
| 334 |
+
assert_equal(xi.dtype, dt)
|
| 335 |
+
assert_array_almost_equal(xi, x, decimal=dec)
|
| 336 |
+
|
| 337 |
+
|
| 338 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 339 |
+
def test_dct4_definition_ortho(mdata_x, rdt):
|
| 340 |
+
# Test orthornomal mode.
|
| 341 |
+
x = np.array(mdata_x, dtype=rdt)
|
| 342 |
+
dt = np.result_type(np.float32, rdt)
|
| 343 |
+
y = dct(x, norm='ortho', type=4)
|
| 344 |
+
y2 = naive_dct4(x, norm='ortho')
|
| 345 |
+
dec = dec_map[(dct, rdt, 4)]
|
| 346 |
+
assert_equal(y.dtype, dt)
|
| 347 |
+
assert_allclose(y, y2, rtol=0., atol=np.max(y2)*10**(-dec))
|
| 348 |
+
|
| 349 |
+
|
| 350 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 351 |
+
@pytest.mark.parametrize('type', [1, 2, 3, 4])
|
| 352 |
+
def test_idct_definition(fftwdata_size, rdt, type, reference_data, ref_lock):
|
| 353 |
+
with ref_lock:
|
| 354 |
+
xr, yr, dt = fftw_dct_ref(type, fftwdata_size, rdt, reference_data)
|
| 355 |
+
x = idct(yr, type=type)
|
| 356 |
+
dec = dec_map[(idct, rdt, type)]
|
| 357 |
+
assert_equal(x.dtype, dt)
|
| 358 |
+
assert_allclose(x, xr, rtol=0., atol=np.max(xr)*10**(-dec))
|
| 359 |
+
|
| 360 |
+
|
| 361 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 362 |
+
@pytest.mark.parametrize('type', [1, 2, 3, 4])
|
| 363 |
+
def test_definition(fftwdata_size, rdt, type, reference_data, ref_lock):
|
| 364 |
+
with ref_lock:
|
| 365 |
+
xr, yr, dt = fftw_dst_ref(type, fftwdata_size, rdt, reference_data)
|
| 366 |
+
y = dst(xr, type=type)
|
| 367 |
+
dec = dec_map[(dst, rdt, type)]
|
| 368 |
+
assert_equal(y.dtype, dt)
|
| 369 |
+
assert_allclose(y, yr, rtol=0., atol=np.max(yr)*10**(-dec))
|
| 370 |
+
|
| 371 |
+
|
| 372 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 373 |
+
def test_dst1_definition_ortho(rdt, mdata_x):
|
| 374 |
+
# Test orthornomal mode.
|
| 375 |
+
dec = dec_map[(dst, rdt, 1)]
|
| 376 |
+
x = np.array(mdata_x, dtype=rdt)
|
| 377 |
+
dt = np.result_type(np.float32, rdt)
|
| 378 |
+
y = dst(x, norm='ortho', type=1)
|
| 379 |
+
y2 = naive_dst1(x, norm='ortho')
|
| 380 |
+
assert_equal(y.dtype, dt)
|
| 381 |
+
assert_allclose(y, y2, rtol=0., atol=np.max(y2)*10**(-dec))
|
| 382 |
+
|
| 383 |
+
|
| 384 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 385 |
+
def test_dst4_definition_ortho(rdt, mdata_x):
|
| 386 |
+
# Test orthornomal mode.
|
| 387 |
+
dec = dec_map[(dst, rdt, 4)]
|
| 388 |
+
x = np.array(mdata_x, dtype=rdt)
|
| 389 |
+
dt = np.result_type(np.float32, rdt)
|
| 390 |
+
y = dst(x, norm='ortho', type=4)
|
| 391 |
+
y2 = naive_dst4(x, norm='ortho')
|
| 392 |
+
assert_equal(y.dtype, dt)
|
| 393 |
+
assert_array_almost_equal(y, y2, decimal=dec)
|
| 394 |
+
|
| 395 |
+
|
| 396 |
+
@pytest.mark.parametrize('rdt', [np.longdouble, np.float64, np.float32, int])
|
| 397 |
+
@pytest.mark.parametrize('type', [1, 2, 3, 4])
|
| 398 |
+
def test_idst_definition(fftwdata_size, rdt, type, reference_data, ref_lock):
|
| 399 |
+
with ref_lock:
|
| 400 |
+
xr, yr, dt = fftw_dst_ref(type, fftwdata_size, rdt, reference_data)
|
| 401 |
+
x = idst(yr, type=type)
|
| 402 |
+
dec = dec_map[(idst, rdt, type)]
|
| 403 |
+
assert_equal(x.dtype, dt)
|
| 404 |
+
assert_allclose(x, xr, rtol=0., atol=np.max(xr)*10**(-dec))
|
| 405 |
+
|
| 406 |
+
|
| 407 |
+
@pytest.mark.parametrize('routine', [dct, dst, idct, idst])
|
| 408 |
+
@pytest.mark.parametrize('dtype', [np.float32, np.float64, np.longdouble])
|
| 409 |
+
@pytest.mark.parametrize('shape, axis', [
|
| 410 |
+
((16,), -1), ((16, 2), 0), ((2, 16), 1)
|
| 411 |
+
])
|
| 412 |
+
@pytest.mark.parametrize('type', [1, 2, 3, 4])
|
| 413 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 414 |
+
@pytest.mark.parametrize('norm', [None, 'ortho'])
|
| 415 |
+
def test_overwrite(routine, dtype, shape, axis, type, norm, overwrite_x):
|
| 416 |
+
# Check input overwrite behavior
|
| 417 |
+
np.random.seed(1234)
|
| 418 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 419 |
+
x = np.random.randn(*shape) + 1j*np.random.randn(*shape)
|
| 420 |
+
else:
|
| 421 |
+
x = np.random.randn(*shape)
|
| 422 |
+
x = x.astype(dtype)
|
| 423 |
+
x2 = x.copy()
|
| 424 |
+
routine(x2, type, None, axis, norm, overwrite_x=overwrite_x)
|
| 425 |
+
|
| 426 |
+
sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {None!r}, axis={axis!r}, "
|
| 427 |
+
f"overwrite_x={overwrite_x!r})")
|
| 428 |
+
if not overwrite_x:
|
| 429 |
+
assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
|
| 430 |
+
|
| 431 |
+
|
| 432 |
+
class Test_DCTN_IDCTN:
|
| 433 |
+
dec = 14
|
| 434 |
+
dct_type = [1, 2, 3, 4]
|
| 435 |
+
norms = [None, 'backward', 'ortho', 'forward']
|
| 436 |
+
rstate = np.random.RandomState(1234)
|
| 437 |
+
shape = (32, 16)
|
| 438 |
+
data = rstate.randn(*shape)
|
| 439 |
+
|
| 440 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 441 |
+
(dstn, idstn)])
|
| 442 |
+
@pytest.mark.parametrize('axes', [None,
|
| 443 |
+
1, (1,), [1],
|
| 444 |
+
0, (0,), [0],
|
| 445 |
+
(0, 1), [0, 1],
|
| 446 |
+
(-2, -1), [-2, -1]])
|
| 447 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 448 |
+
@pytest.mark.parametrize('norm', ['ortho'])
|
| 449 |
+
def test_axes_round_trip(self, fforward, finverse, axes, dct_type, norm):
|
| 450 |
+
tmp = fforward(self.data, type=dct_type, axes=axes, norm=norm)
|
| 451 |
+
tmp = finverse(tmp, type=dct_type, axes=axes, norm=norm)
|
| 452 |
+
assert_array_almost_equal(self.data, tmp, decimal=12)
|
| 453 |
+
|
| 454 |
+
@pytest.mark.parametrize('funcn,func', [(dctn, dct), (dstn, dst)])
|
| 455 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 456 |
+
@pytest.mark.parametrize('norm', norms)
|
| 457 |
+
def test_dctn_vs_2d_reference(self, funcn, func, dct_type, norm):
|
| 458 |
+
y1 = funcn(self.data, type=dct_type, axes=None, norm=norm)
|
| 459 |
+
y2 = ref_2d(func, self.data, type=dct_type, norm=norm)
|
| 460 |
+
assert_array_almost_equal(y1, y2, decimal=11)
|
| 461 |
+
|
| 462 |
+
@pytest.mark.parametrize('funcn,func', [(idctn, idct), (idstn, idst)])
|
| 463 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 464 |
+
@pytest.mark.parametrize('norm', norms)
|
| 465 |
+
def test_idctn_vs_2d_reference(self, funcn, func, dct_type, norm):
|
| 466 |
+
fdata = dctn(self.data, type=dct_type, norm=norm)
|
| 467 |
+
y1 = funcn(fdata, type=dct_type, norm=norm)
|
| 468 |
+
y2 = ref_2d(func, fdata, type=dct_type, norm=norm)
|
| 469 |
+
assert_array_almost_equal(y1, y2, decimal=11)
|
| 470 |
+
|
| 471 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 472 |
+
(dstn, idstn)])
|
| 473 |
+
def test_axes_and_shape(self, fforward, finverse):
|
| 474 |
+
with assert_raises(ValueError,
|
| 475 |
+
match="when given, axes and shape arguments"
|
| 476 |
+
" have to be of the same length"):
|
| 477 |
+
fforward(self.data, s=self.data.shape[0], axes=(0, 1))
|
| 478 |
+
|
| 479 |
+
with assert_raises(ValueError,
|
| 480 |
+
match="when given, axes and shape arguments"
|
| 481 |
+
" have to be of the same length"):
|
| 482 |
+
fforward(self.data, s=self.data.shape, axes=0)
|
| 483 |
+
|
| 484 |
+
@pytest.mark.parametrize('fforward', [dctn, dstn])
|
| 485 |
+
def test_shape(self, fforward):
|
| 486 |
+
tmp = fforward(self.data, s=(128, 128), axes=None)
|
| 487 |
+
assert_equal(tmp.shape, (128, 128))
|
| 488 |
+
|
| 489 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 490 |
+
(dstn, idstn)])
|
| 491 |
+
@pytest.mark.parametrize('axes', [1, (1,), [1],
|
| 492 |
+
0, (0,), [0]])
|
| 493 |
+
def test_shape_is_none_with_axes(self, fforward, finverse, axes):
|
| 494 |
+
tmp = fforward(self.data, s=None, axes=axes, norm='ortho')
|
| 495 |
+
tmp = finverse(tmp, s=None, axes=axes, norm='ortho')
|
| 496 |
+
assert_array_almost_equal(self.data, tmp, decimal=self.dec)
|
| 497 |
+
|
| 498 |
+
|
| 499 |
+
@pytest.mark.parametrize('func', [dct, dctn, idct, idctn,
|
| 500 |
+
dst, dstn, idst, idstn])
|
| 501 |
+
def test_swapped_byte_order(func):
|
| 502 |
+
rng = np.random.RandomState(1234)
|
| 503 |
+
x = rng.rand(10)
|
| 504 |
+
swapped_dt = x.dtype.newbyteorder('S')
|
| 505 |
+
assert_allclose(func(x.astype(swapped_dt)), func(x))
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_realtransforms.py
ADDED
|
@@ -0,0 +1,693 @@
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|
| 1 |
+
from ._basic import _dispatch
|
| 2 |
+
from scipy._lib.uarray import Dispatchable
|
| 3 |
+
import numpy as np
|
| 4 |
+
|
| 5 |
+
__all__ = ['dct', 'idct', 'dst', 'idst', 'dctn', 'idctn', 'dstn', 'idstn']
|
| 6 |
+
|
| 7 |
+
|
| 8 |
+
@_dispatch
|
| 9 |
+
def dctn(x, type=2, s=None, axes=None, norm=None, overwrite_x=False,
|
| 10 |
+
workers=None, *, orthogonalize=None):
|
| 11 |
+
"""
|
| 12 |
+
Return multidimensional Discrete Cosine Transform along the specified axes.
|
| 13 |
+
|
| 14 |
+
Parameters
|
| 15 |
+
----------
|
| 16 |
+
x : array_like
|
| 17 |
+
The input array.
|
| 18 |
+
type : {1, 2, 3, 4}, optional
|
| 19 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 20 |
+
s : int or array_like of ints or None, optional
|
| 21 |
+
The shape of the result. If both `s` and `axes` (see below) are None,
|
| 22 |
+
`s` is ``x.shape``; if `s` is None but `axes` is not None, then `s` is
|
| 23 |
+
``numpy.take(x.shape, axes, axis=0)``.
|
| 24 |
+
If ``s[i] > x.shape[i]``, the ith dimension of the input is padded with zeros.
|
| 25 |
+
If ``s[i] < x.shape[i]``, the ith dimension of the input is truncated to length
|
| 26 |
+
``s[i]``.
|
| 27 |
+
If any element of `s` is -1, the size of the corresponding dimension of
|
| 28 |
+
`x` is used.
|
| 29 |
+
axes : int or array_like of ints or None, optional
|
| 30 |
+
Axes over which the DCT is computed. If not given, the last ``len(s)``
|
| 31 |
+
axes are used, or all axes if `s` is also not specified.
|
| 32 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 33 |
+
Normalization mode (see Notes). Default is "backward".
|
| 34 |
+
overwrite_x : bool, optional
|
| 35 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 36 |
+
workers : int, optional
|
| 37 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 38 |
+
the value wraps around from ``os.cpu_count()``.
|
| 39 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 40 |
+
orthogonalize : bool, optional
|
| 41 |
+
Whether to use the orthogonalized DCT variant (see Notes).
|
| 42 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 43 |
+
|
| 44 |
+
.. versionadded:: 1.8.0
|
| 45 |
+
|
| 46 |
+
Returns
|
| 47 |
+
-------
|
| 48 |
+
y : ndarray of real
|
| 49 |
+
The transformed input array.
|
| 50 |
+
|
| 51 |
+
See Also
|
| 52 |
+
--------
|
| 53 |
+
idctn : Inverse multidimensional DCT
|
| 54 |
+
|
| 55 |
+
Notes
|
| 56 |
+
-----
|
| 57 |
+
For full details of the DCT types and normalization modes, as well as
|
| 58 |
+
references, see `dct`.
|
| 59 |
+
|
| 60 |
+
Examples
|
| 61 |
+
--------
|
| 62 |
+
>>> import numpy as np
|
| 63 |
+
>>> from scipy.fft import dctn, idctn
|
| 64 |
+
>>> rng = np.random.default_rng()
|
| 65 |
+
>>> y = rng.standard_normal((16, 16))
|
| 66 |
+
>>> np.allclose(y, idctn(dctn(y)))
|
| 67 |
+
True
|
| 68 |
+
|
| 69 |
+
"""
|
| 70 |
+
return (Dispatchable(x, np.ndarray),)
|
| 71 |
+
|
| 72 |
+
|
| 73 |
+
@_dispatch
|
| 74 |
+
def idctn(x, type=2, s=None, axes=None, norm=None, overwrite_x=False,
|
| 75 |
+
workers=None, orthogonalize=None):
|
| 76 |
+
"""
|
| 77 |
+
Return multidimensional Inverse Discrete Cosine Transform along the specified axes.
|
| 78 |
+
|
| 79 |
+
Parameters
|
| 80 |
+
----------
|
| 81 |
+
x : array_like
|
| 82 |
+
The input array.
|
| 83 |
+
type : {1, 2, 3, 4}, optional
|
| 84 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 85 |
+
s : int or array_like of ints or None, optional
|
| 86 |
+
The shape of the result. If both `s` and `axes` (see below) are
|
| 87 |
+
None, `s` is ``x.shape``; if `s` is None but `axes` is
|
| 88 |
+
not None, then `s` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 89 |
+
If ``s[i] > x.shape[i]``, the ith dimension of the input is padded with zeros.
|
| 90 |
+
If ``s[i] < x.shape[i]``, the ith dimension of the input is truncated to length
|
| 91 |
+
``s[i]``.
|
| 92 |
+
If any element of `s` is -1, the size of the corresponding dimension of
|
| 93 |
+
`x` is used.
|
| 94 |
+
axes : int or array_like of ints or None, optional
|
| 95 |
+
Axes over which the IDCT is computed. If not given, the last ``len(s)``
|
| 96 |
+
axes are used, or all axes if `s` is also not specified.
|
| 97 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 98 |
+
Normalization mode (see Notes). Default is "backward".
|
| 99 |
+
overwrite_x : bool, optional
|
| 100 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 101 |
+
workers : int, optional
|
| 102 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 103 |
+
the value wraps around from ``os.cpu_count()``.
|
| 104 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 105 |
+
orthogonalize : bool, optional
|
| 106 |
+
Whether to use the orthogonalized IDCT variant (see Notes).
|
| 107 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 108 |
+
|
| 109 |
+
.. versionadded:: 1.8.0
|
| 110 |
+
|
| 111 |
+
Returns
|
| 112 |
+
-------
|
| 113 |
+
y : ndarray of real
|
| 114 |
+
The transformed input array.
|
| 115 |
+
|
| 116 |
+
See Also
|
| 117 |
+
--------
|
| 118 |
+
dctn : multidimensional DCT
|
| 119 |
+
|
| 120 |
+
Notes
|
| 121 |
+
-----
|
| 122 |
+
For full details of the IDCT types and normalization modes, as well as
|
| 123 |
+
references, see `idct`.
|
| 124 |
+
|
| 125 |
+
Examples
|
| 126 |
+
--------
|
| 127 |
+
>>> import numpy as np
|
| 128 |
+
>>> from scipy.fft import dctn, idctn
|
| 129 |
+
>>> rng = np.random.default_rng()
|
| 130 |
+
>>> y = rng.standard_normal((16, 16))
|
| 131 |
+
>>> np.allclose(y, idctn(dctn(y)))
|
| 132 |
+
True
|
| 133 |
+
|
| 134 |
+
"""
|
| 135 |
+
return (Dispatchable(x, np.ndarray),)
|
| 136 |
+
|
| 137 |
+
|
| 138 |
+
@_dispatch
|
| 139 |
+
def dstn(x, type=2, s=None, axes=None, norm=None, overwrite_x=False,
|
| 140 |
+
workers=None, orthogonalize=None):
|
| 141 |
+
"""
|
| 142 |
+
Return multidimensional Discrete Sine Transform along the specified axes.
|
| 143 |
+
|
| 144 |
+
Parameters
|
| 145 |
+
----------
|
| 146 |
+
x : array_like
|
| 147 |
+
The input array.
|
| 148 |
+
type : {1, 2, 3, 4}, optional
|
| 149 |
+
Type of the DST (see Notes). Default type is 2.
|
| 150 |
+
s : int or array_like of ints or None, optional
|
| 151 |
+
The shape of the result. If both `s` and `axes` (see below) are None,
|
| 152 |
+
`s` is ``x.shape``; if `s` is None but `axes` is not None, then `s` is
|
| 153 |
+
``numpy.take(x.shape, axes, axis=0)``.
|
| 154 |
+
If ``s[i] > x.shape[i]``, the ith dimension of the input is padded with zeros.
|
| 155 |
+
If ``s[i] < x.shape[i]``, the ith dimension of the input is truncated to length
|
| 156 |
+
``s[i]``.
|
| 157 |
+
If any element of `shape` is -1, the size of the corresponding dimension
|
| 158 |
+
of `x` is used.
|
| 159 |
+
axes : int or array_like of ints or None, optional
|
| 160 |
+
Axes over which the DST is computed. If not given, the last ``len(s)``
|
| 161 |
+
axes are used, or all axes if `s` is also not specified.
|
| 162 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 163 |
+
Normalization mode (see Notes). Default is "backward".
|
| 164 |
+
overwrite_x : bool, optional
|
| 165 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 166 |
+
workers : int, optional
|
| 167 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 168 |
+
the value wraps around from ``os.cpu_count()``.
|
| 169 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 170 |
+
orthogonalize : bool, optional
|
| 171 |
+
Whether to use the orthogonalized DST variant (see Notes).
|
| 172 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 173 |
+
|
| 174 |
+
.. versionadded:: 1.8.0
|
| 175 |
+
|
| 176 |
+
Returns
|
| 177 |
+
-------
|
| 178 |
+
y : ndarray of real
|
| 179 |
+
The transformed input array.
|
| 180 |
+
|
| 181 |
+
See Also
|
| 182 |
+
--------
|
| 183 |
+
idstn : Inverse multidimensional DST
|
| 184 |
+
|
| 185 |
+
Notes
|
| 186 |
+
-----
|
| 187 |
+
For full details of the DST types and normalization modes, as well as
|
| 188 |
+
references, see `dst`.
|
| 189 |
+
|
| 190 |
+
Examples
|
| 191 |
+
--------
|
| 192 |
+
>>> import numpy as np
|
| 193 |
+
>>> from scipy.fft import dstn, idstn
|
| 194 |
+
>>> rng = np.random.default_rng()
|
| 195 |
+
>>> y = rng.standard_normal((16, 16))
|
| 196 |
+
>>> np.allclose(y, idstn(dstn(y)))
|
| 197 |
+
True
|
| 198 |
+
|
| 199 |
+
"""
|
| 200 |
+
return (Dispatchable(x, np.ndarray),)
|
| 201 |
+
|
| 202 |
+
|
| 203 |
+
@_dispatch
|
| 204 |
+
def idstn(x, type=2, s=None, axes=None, norm=None, overwrite_x=False,
|
| 205 |
+
workers=None, orthogonalize=None):
|
| 206 |
+
"""
|
| 207 |
+
Return multidimensional Inverse Discrete Sine Transform along the specified axes.
|
| 208 |
+
|
| 209 |
+
Parameters
|
| 210 |
+
----------
|
| 211 |
+
x : array_like
|
| 212 |
+
The input array.
|
| 213 |
+
type : {1, 2, 3, 4}, optional
|
| 214 |
+
Type of the DST (see Notes). Default type is 2.
|
| 215 |
+
s : int or array_like of ints or None, optional
|
| 216 |
+
The shape of the result. If both `s` and `axes` (see below) are None,
|
| 217 |
+
`s` is ``x.shape``; if `s` is None but `axes` is not None, then `s` is
|
| 218 |
+
``numpy.take(x.shape, axes, axis=0)``.
|
| 219 |
+
If ``s[i] > x.shape[i]``, the ith dimension of the input is padded with zeros.
|
| 220 |
+
If ``s[i] < x.shape[i]``, the ith dimension of the input is truncated to length
|
| 221 |
+
``s[i]``.
|
| 222 |
+
If any element of `s` is -1, the size of the corresponding dimension of
|
| 223 |
+
`x` is used.
|
| 224 |
+
axes : int or array_like of ints or None, optional
|
| 225 |
+
Axes over which the IDST is computed. If not given, the last ``len(s)``
|
| 226 |
+
axes are used, or all axes if `s` is also not specified.
|
| 227 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 228 |
+
Normalization mode (see Notes). Default is "backward".
|
| 229 |
+
overwrite_x : bool, optional
|
| 230 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 231 |
+
workers : int, optional
|
| 232 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 233 |
+
the value wraps around from ``os.cpu_count()``.
|
| 234 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 235 |
+
orthogonalize : bool, optional
|
| 236 |
+
Whether to use the orthogonalized IDST variant (see Notes).
|
| 237 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 238 |
+
|
| 239 |
+
.. versionadded:: 1.8.0
|
| 240 |
+
|
| 241 |
+
Returns
|
| 242 |
+
-------
|
| 243 |
+
y : ndarray of real
|
| 244 |
+
The transformed input array.
|
| 245 |
+
|
| 246 |
+
See Also
|
| 247 |
+
--------
|
| 248 |
+
dstn : multidimensional DST
|
| 249 |
+
|
| 250 |
+
Notes
|
| 251 |
+
-----
|
| 252 |
+
For full details of the IDST types and normalization modes, as well as
|
| 253 |
+
references, see `idst`.
|
| 254 |
+
|
| 255 |
+
Examples
|
| 256 |
+
--------
|
| 257 |
+
>>> import numpy as np
|
| 258 |
+
>>> from scipy.fft import dstn, idstn
|
| 259 |
+
>>> rng = np.random.default_rng()
|
| 260 |
+
>>> y = rng.standard_normal((16, 16))
|
| 261 |
+
>>> np.allclose(y, idstn(dstn(y)))
|
| 262 |
+
True
|
| 263 |
+
|
| 264 |
+
"""
|
| 265 |
+
return (Dispatchable(x, np.ndarray),)
|
| 266 |
+
|
| 267 |
+
|
| 268 |
+
@_dispatch
|
| 269 |
+
def dct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False, workers=None,
|
| 270 |
+
orthogonalize=None):
|
| 271 |
+
r"""Return the Discrete Cosine Transform of arbitrary type sequence x.
|
| 272 |
+
|
| 273 |
+
Parameters
|
| 274 |
+
----------
|
| 275 |
+
x : array_like
|
| 276 |
+
The input array.
|
| 277 |
+
type : {1, 2, 3, 4}, optional
|
| 278 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 279 |
+
n : int, optional
|
| 280 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 281 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 282 |
+
default results in ``n = x.shape[axis]``.
|
| 283 |
+
axis : int, optional
|
| 284 |
+
Axis along which the dct is computed; the default is over the
|
| 285 |
+
last axis (i.e., ``axis=-1``).
|
| 286 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 287 |
+
Normalization mode (see Notes). Default is "backward".
|
| 288 |
+
overwrite_x : bool, optional
|
| 289 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 290 |
+
workers : int, optional
|
| 291 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 292 |
+
the value wraps around from ``os.cpu_count()``.
|
| 293 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 294 |
+
orthogonalize : bool, optional
|
| 295 |
+
Whether to use the orthogonalized DCT variant (see Notes).
|
| 296 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 297 |
+
|
| 298 |
+
.. versionadded:: 1.8.0
|
| 299 |
+
|
| 300 |
+
Returns
|
| 301 |
+
-------
|
| 302 |
+
y : ndarray of real
|
| 303 |
+
The transformed input array.
|
| 304 |
+
|
| 305 |
+
See Also
|
| 306 |
+
--------
|
| 307 |
+
idct : Inverse DCT
|
| 308 |
+
|
| 309 |
+
Notes
|
| 310 |
+
-----
|
| 311 |
+
For a single dimension array ``x``, ``dct(x, norm='ortho')`` is equal to
|
| 312 |
+
MATLAB ``dct(x)``.
|
| 313 |
+
|
| 314 |
+
.. warning:: For ``type in {1, 2, 3}``, ``norm="ortho"`` breaks the direct
|
| 315 |
+
correspondence with the direct Fourier transform. To recover
|
| 316 |
+
it you must specify ``orthogonalize=False``.
|
| 317 |
+
|
| 318 |
+
For ``norm="ortho"`` both the `dct` and `idct` are scaled by the same
|
| 319 |
+
overall factor in both directions. By default, the transform is also
|
| 320 |
+
orthogonalized which for types 1, 2 and 3 means the transform definition is
|
| 321 |
+
modified to give orthogonality of the DCT matrix (see below).
|
| 322 |
+
|
| 323 |
+
For ``norm="backward"``, there is no scaling on `dct` and the `idct` is
|
| 324 |
+
scaled by ``1/N`` where ``N`` is the "logical" size of the DCT. For
|
| 325 |
+
``norm="forward"`` the ``1/N`` normalization is applied to the forward
|
| 326 |
+
`dct` instead and the `idct` is unnormalized.
|
| 327 |
+
|
| 328 |
+
There are, theoretically, 8 types of the DCT, only the first 4 types are
|
| 329 |
+
implemented in SciPy.'The' DCT generally refers to DCT type 2, and 'the'
|
| 330 |
+
Inverse DCT generally refers to DCT type 3.
|
| 331 |
+
|
| 332 |
+
**Type I**
|
| 333 |
+
|
| 334 |
+
There are several definitions of the DCT-I; we use the following
|
| 335 |
+
(for ``norm="backward"``)
|
| 336 |
+
|
| 337 |
+
.. math::
|
| 338 |
+
|
| 339 |
+
y_k = x_0 + (-1)^k x_{N-1} + 2 \sum_{n=1}^{N-2} x_n \cos\left(
|
| 340 |
+
\frac{\pi k n}{N-1} \right)
|
| 341 |
+
|
| 342 |
+
If ``orthogonalize=True``, ``x[0]`` and ``x[N-1]`` are multiplied by a
|
| 343 |
+
scaling factor of :math:`\sqrt{2}`, and ``y[0]`` and ``y[N-1]`` are divided
|
| 344 |
+
by :math:`\sqrt{2}`. When combined with ``norm="ortho"``, this makes the
|
| 345 |
+
corresponding matrix of coefficients orthonormal (``O @ O.T = np.eye(N)``).
|
| 346 |
+
|
| 347 |
+
.. note::
|
| 348 |
+
The DCT-I is only supported for input size > 1.
|
| 349 |
+
|
| 350 |
+
**Type II**
|
| 351 |
+
|
| 352 |
+
There are several definitions of the DCT-II; we use the following
|
| 353 |
+
(for ``norm="backward"``)
|
| 354 |
+
|
| 355 |
+
.. math::
|
| 356 |
+
|
| 357 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \cos\left(\frac{\pi k(2n+1)}{2N} \right)
|
| 358 |
+
|
| 359 |
+
If ``orthogonalize=True``, ``y[0]`` is divided by :math:`\sqrt{2}` which,
|
| 360 |
+
when combined with ``norm="ortho"``, makes the corresponding matrix of
|
| 361 |
+
coefficients orthonormal (``O @ O.T = np.eye(N)``).
|
| 362 |
+
|
| 363 |
+
**Type III**
|
| 364 |
+
|
| 365 |
+
There are several definitions, we use the following (for
|
| 366 |
+
``norm="backward"``)
|
| 367 |
+
|
| 368 |
+
.. math::
|
| 369 |
+
|
| 370 |
+
y_k = x_0 + 2 \sum_{n=1}^{N-1} x_n \cos\left(\frac{\pi(2k+1)n}{2N}\right)
|
| 371 |
+
|
| 372 |
+
If ``orthogonalize=True``, ``x[0]`` terms are multiplied by
|
| 373 |
+
:math:`\sqrt{2}` which, when combined with ``norm="ortho"``, makes the
|
| 374 |
+
corresponding matrix of coefficients orthonormal (``O @ O.T = np.eye(N)``).
|
| 375 |
+
|
| 376 |
+
The (unnormalized) DCT-III is the inverse of the (unnormalized) DCT-II, up
|
| 377 |
+
to a factor `2N`. The orthonormalized DCT-III is exactly the inverse of
|
| 378 |
+
the orthonormalized DCT-II.
|
| 379 |
+
|
| 380 |
+
**Type IV**
|
| 381 |
+
|
| 382 |
+
There are several definitions of the DCT-IV; we use the following
|
| 383 |
+
(for ``norm="backward"``)
|
| 384 |
+
|
| 385 |
+
.. math::
|
| 386 |
+
|
| 387 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \cos\left(\frac{\pi(2k+1)(2n+1)}{4N} \right)
|
| 388 |
+
|
| 389 |
+
``orthogonalize`` has no effect here, as the DCT-IV matrix is already
|
| 390 |
+
orthogonal up to a scale factor of ``2N``.
|
| 391 |
+
|
| 392 |
+
References
|
| 393 |
+
----------
|
| 394 |
+
.. [1] 'A Fast Cosine Transform in One and Two Dimensions', by J.
|
| 395 |
+
Makhoul, `IEEE Transactions on acoustics, speech and signal
|
| 396 |
+
processing` vol. 28(1), pp. 27-34,
|
| 397 |
+
:doi:`10.1109/TASSP.1980.1163351` (1980).
|
| 398 |
+
.. [2] Wikipedia, "Discrete cosine transform",
|
| 399 |
+
https://en.wikipedia.org/wiki/Discrete_cosine_transform
|
| 400 |
+
|
| 401 |
+
Examples
|
| 402 |
+
--------
|
| 403 |
+
The Type 1 DCT is equivalent to the FFT (though faster) for real,
|
| 404 |
+
even-symmetrical inputs. The output is also real and even-symmetrical.
|
| 405 |
+
Half of the FFT input is used to generate half of the FFT output:
|
| 406 |
+
|
| 407 |
+
>>> from scipy.fft import fft, dct
|
| 408 |
+
>>> import numpy as np
|
| 409 |
+
>>> fft(np.array([4., 3., 5., 10., 5., 3.])).real
|
| 410 |
+
array([ 30., -8., 6., -2., 6., -8.])
|
| 411 |
+
>>> dct(np.array([4., 3., 5., 10.]), 1)
|
| 412 |
+
array([ 30., -8., 6., -2.])
|
| 413 |
+
|
| 414 |
+
"""
|
| 415 |
+
return (Dispatchable(x, np.ndarray),)
|
| 416 |
+
|
| 417 |
+
|
| 418 |
+
@_dispatch
|
| 419 |
+
def idct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False,
|
| 420 |
+
workers=None, orthogonalize=None):
|
| 421 |
+
"""
|
| 422 |
+
Return the Inverse Discrete Cosine Transform of an arbitrary type sequence.
|
| 423 |
+
|
| 424 |
+
Parameters
|
| 425 |
+
----------
|
| 426 |
+
x : array_like
|
| 427 |
+
The input array.
|
| 428 |
+
type : {1, 2, 3, 4}, optional
|
| 429 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 430 |
+
n : int, optional
|
| 431 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 432 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 433 |
+
default results in ``n = x.shape[axis]``.
|
| 434 |
+
axis : int, optional
|
| 435 |
+
Axis along which the idct is computed; the default is over the
|
| 436 |
+
last axis (i.e., ``axis=-1``).
|
| 437 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 438 |
+
Normalization mode (see Notes). Default is "backward".
|
| 439 |
+
overwrite_x : bool, optional
|
| 440 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 441 |
+
workers : int, optional
|
| 442 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 443 |
+
the value wraps around from ``os.cpu_count()``.
|
| 444 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 445 |
+
orthogonalize : bool, optional
|
| 446 |
+
Whether to use the orthogonalized IDCT variant (see Notes).
|
| 447 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 448 |
+
|
| 449 |
+
.. versionadded:: 1.8.0
|
| 450 |
+
|
| 451 |
+
Returns
|
| 452 |
+
-------
|
| 453 |
+
idct : ndarray of real
|
| 454 |
+
The transformed input array.
|
| 455 |
+
|
| 456 |
+
See Also
|
| 457 |
+
--------
|
| 458 |
+
dct : Forward DCT
|
| 459 |
+
|
| 460 |
+
Notes
|
| 461 |
+
-----
|
| 462 |
+
For a single dimension array `x`, ``idct(x, norm='ortho')`` is equal to
|
| 463 |
+
MATLAB ``idct(x)``.
|
| 464 |
+
|
| 465 |
+
.. warning:: For ``type in {1, 2, 3}``, ``norm="ortho"`` breaks the direct
|
| 466 |
+
correspondence with the inverse direct Fourier transform. To
|
| 467 |
+
recover it you must specify ``orthogonalize=False``.
|
| 468 |
+
|
| 469 |
+
For ``norm="ortho"`` both the `dct` and `idct` are scaled by the same
|
| 470 |
+
overall factor in both directions. By default, the transform is also
|
| 471 |
+
orthogonalized which for types 1, 2 and 3 means the transform definition is
|
| 472 |
+
modified to give orthogonality of the IDCT matrix (see `dct` for the full
|
| 473 |
+
definitions).
|
| 474 |
+
|
| 475 |
+
'The' IDCT is the IDCT-II, which is the same as the normalized DCT-III.
|
| 476 |
+
|
| 477 |
+
The IDCT is equivalent to a normal DCT except for the normalization and
|
| 478 |
+
type. DCT type 1 and 4 are their own inverse and DCTs 2 and 3 are each
|
| 479 |
+
other's inverses.
|
| 480 |
+
|
| 481 |
+
Examples
|
| 482 |
+
--------
|
| 483 |
+
The Type 1 DCT is equivalent to the DFT for real, even-symmetrical
|
| 484 |
+
inputs. The output is also real and even-symmetrical. Half of the IFFT
|
| 485 |
+
input is used to generate half of the IFFT output:
|
| 486 |
+
|
| 487 |
+
>>> from scipy.fft import ifft, idct
|
| 488 |
+
>>> import numpy as np
|
| 489 |
+
>>> ifft(np.array([ 30., -8., 6., -2., 6., -8.])).real
|
| 490 |
+
array([ 4., 3., 5., 10., 5., 3.])
|
| 491 |
+
>>> idct(np.array([ 30., -8., 6., -2.]), 1)
|
| 492 |
+
array([ 4., 3., 5., 10.])
|
| 493 |
+
|
| 494 |
+
"""
|
| 495 |
+
return (Dispatchable(x, np.ndarray),)
|
| 496 |
+
|
| 497 |
+
|
| 498 |
+
@_dispatch
|
| 499 |
+
def dst(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False, workers=None,
|
| 500 |
+
orthogonalize=None):
|
| 501 |
+
r"""
|
| 502 |
+
Return the Discrete Sine Transform of arbitrary type sequence x.
|
| 503 |
+
|
| 504 |
+
Parameters
|
| 505 |
+
----------
|
| 506 |
+
x : array_like
|
| 507 |
+
The input array.
|
| 508 |
+
type : {1, 2, 3, 4}, optional
|
| 509 |
+
Type of the DST (see Notes). Default type is 2.
|
| 510 |
+
n : int, optional
|
| 511 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 512 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 513 |
+
default results in ``n = x.shape[axis]``.
|
| 514 |
+
axis : int, optional
|
| 515 |
+
Axis along which the dst is computed; the default is over the
|
| 516 |
+
last axis (i.e., ``axis=-1``).
|
| 517 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 518 |
+
Normalization mode (see Notes). Default is "backward".
|
| 519 |
+
overwrite_x : bool, optional
|
| 520 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 521 |
+
workers : int, optional
|
| 522 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 523 |
+
the value wraps around from ``os.cpu_count()``.
|
| 524 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 525 |
+
orthogonalize : bool, optional
|
| 526 |
+
Whether to use the orthogonalized DST variant (see Notes).
|
| 527 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 528 |
+
|
| 529 |
+
.. versionadded:: 1.8.0
|
| 530 |
+
|
| 531 |
+
Returns
|
| 532 |
+
-------
|
| 533 |
+
dst : ndarray of reals
|
| 534 |
+
The transformed input array.
|
| 535 |
+
|
| 536 |
+
See Also
|
| 537 |
+
--------
|
| 538 |
+
idst : Inverse DST
|
| 539 |
+
|
| 540 |
+
Notes
|
| 541 |
+
-----
|
| 542 |
+
.. warning:: For ``type in {2, 3}``, ``norm="ortho"`` breaks the direct
|
| 543 |
+
correspondence with the direct Fourier transform. To recover
|
| 544 |
+
it you must specify ``orthogonalize=False``.
|
| 545 |
+
|
| 546 |
+
For ``norm="ortho"`` both the `dst` and `idst` are scaled by the same
|
| 547 |
+
overall factor in both directions. By default, the transform is also
|
| 548 |
+
orthogonalized which for types 2 and 3 means the transform definition is
|
| 549 |
+
modified to give orthogonality of the DST matrix (see below).
|
| 550 |
+
|
| 551 |
+
For ``norm="backward"``, there is no scaling on the `dst` and the `idst` is
|
| 552 |
+
scaled by ``1/N`` where ``N`` is the "logical" size of the DST.
|
| 553 |
+
|
| 554 |
+
There are, theoretically, 8 types of the DST for different combinations of
|
| 555 |
+
even/odd boundary conditions and boundary off sets [1]_, only the first
|
| 556 |
+
4 types are implemented in SciPy.
|
| 557 |
+
|
| 558 |
+
**Type I**
|
| 559 |
+
|
| 560 |
+
There are several definitions of the DST-I; we use the following for
|
| 561 |
+
``norm="backward"``. DST-I assumes the input is odd around :math:`n=-1` and
|
| 562 |
+
:math:`n=N`.
|
| 563 |
+
|
| 564 |
+
.. math::
|
| 565 |
+
|
| 566 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(k+1)(n+1)}{N+1}\right)
|
| 567 |
+
|
| 568 |
+
Note that the DST-I is only supported for input size > 1.
|
| 569 |
+
The (unnormalized) DST-I is its own inverse, up to a factor :math:`2(N+1)`.
|
| 570 |
+
The orthonormalized DST-I is exactly its own inverse.
|
| 571 |
+
|
| 572 |
+
``orthogonalize`` has no effect here, as the DST-I matrix is already
|
| 573 |
+
orthogonal up to a scale factor of ``2N``.
|
| 574 |
+
|
| 575 |
+
**Type II**
|
| 576 |
+
|
| 577 |
+
There are several definitions of the DST-II; we use the following for
|
| 578 |
+
``norm="backward"``. DST-II assumes the input is odd around :math:`n=-1/2` and
|
| 579 |
+
:math:`n=N-1/2`; the output is odd around :math:`k=-1` and even around :math:`k=N-1`
|
| 580 |
+
|
| 581 |
+
.. math::
|
| 582 |
+
|
| 583 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(k+1)(2n+1)}{2N}\right)
|
| 584 |
+
|
| 585 |
+
If ``orthogonalize=True``, ``y[-1]`` is divided :math:`\sqrt{2}` which, when
|
| 586 |
+
combined with ``norm="ortho"``, makes the corresponding matrix of
|
| 587 |
+
coefficients orthonormal (``O @ O.T = np.eye(N)``).
|
| 588 |
+
|
| 589 |
+
**Type III**
|
| 590 |
+
|
| 591 |
+
There are several definitions of the DST-III, we use the following (for
|
| 592 |
+
``norm="backward"``). DST-III assumes the input is odd around :math:`n=-1` and
|
| 593 |
+
even around :math:`n=N-1`
|
| 594 |
+
|
| 595 |
+
.. math::
|
| 596 |
+
|
| 597 |
+
y_k = (-1)^k x_{N-1} + 2 \sum_{n=0}^{N-2} x_n \sin\left(
|
| 598 |
+
\frac{\pi(2k+1)(n+1)}{2N}\right)
|
| 599 |
+
|
| 600 |
+
If ``orthogonalize=True``, ``x[-1]`` is multiplied by :math:`\sqrt{2}`
|
| 601 |
+
which, when combined with ``norm="ortho"``, makes the corresponding matrix
|
| 602 |
+
of coefficients orthonormal (``O @ O.T = np.eye(N)``).
|
| 603 |
+
|
| 604 |
+
The (unnormalized) DST-III is the inverse of the (unnormalized) DST-II, up
|
| 605 |
+
to a factor :math:`2N`. The orthonormalized DST-III is exactly the inverse of the
|
| 606 |
+
orthonormalized DST-II.
|
| 607 |
+
|
| 608 |
+
**Type IV**
|
| 609 |
+
|
| 610 |
+
There are several definitions of the DST-IV, we use the following (for
|
| 611 |
+
``norm="backward"``). DST-IV assumes the input is odd around :math:`n=-0.5` and
|
| 612 |
+
even around :math:`n=N-0.5`
|
| 613 |
+
|
| 614 |
+
.. math::
|
| 615 |
+
|
| 616 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(2k+1)(2n+1)}{4N}\right)
|
| 617 |
+
|
| 618 |
+
``orthogonalize`` has no effect here, as the DST-IV matrix is already
|
| 619 |
+
orthogonal up to a scale factor of ``2N``.
|
| 620 |
+
|
| 621 |
+
The (unnormalized) DST-IV is its own inverse, up to a factor :math:`2N`. The
|
| 622 |
+
orthonormalized DST-IV is exactly its own inverse.
|
| 623 |
+
|
| 624 |
+
References
|
| 625 |
+
----------
|
| 626 |
+
.. [1] Wikipedia, "Discrete sine transform",
|
| 627 |
+
https://en.wikipedia.org/wiki/Discrete_sine_transform
|
| 628 |
+
|
| 629 |
+
"""
|
| 630 |
+
return (Dispatchable(x, np.ndarray),)
|
| 631 |
+
|
| 632 |
+
|
| 633 |
+
@_dispatch
|
| 634 |
+
def idst(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False,
|
| 635 |
+
workers=None, orthogonalize=None):
|
| 636 |
+
"""
|
| 637 |
+
Return the Inverse Discrete Sine Transform of an arbitrary type sequence.
|
| 638 |
+
|
| 639 |
+
Parameters
|
| 640 |
+
----------
|
| 641 |
+
x : array_like
|
| 642 |
+
The input array.
|
| 643 |
+
type : {1, 2, 3, 4}, optional
|
| 644 |
+
Type of the DST (see Notes). Default type is 2.
|
| 645 |
+
n : int, optional
|
| 646 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 647 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 648 |
+
default results in ``n = x.shape[axis]``.
|
| 649 |
+
axis : int, optional
|
| 650 |
+
Axis along which the idst is computed; the default is over the
|
| 651 |
+
last axis (i.e., ``axis=-1``).
|
| 652 |
+
norm : {"backward", "ortho", "forward"}, optional
|
| 653 |
+
Normalization mode (see Notes). Default is "backward".
|
| 654 |
+
overwrite_x : bool, optional
|
| 655 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 656 |
+
workers : int, optional
|
| 657 |
+
Maximum number of workers to use for parallel computation. If negative,
|
| 658 |
+
the value wraps around from ``os.cpu_count()``.
|
| 659 |
+
See :func:`~scipy.fft.fft` for more details.
|
| 660 |
+
orthogonalize : bool, optional
|
| 661 |
+
Whether to use the orthogonalized IDST variant (see Notes).
|
| 662 |
+
Defaults to ``True`` when ``norm="ortho"`` and ``False`` otherwise.
|
| 663 |
+
|
| 664 |
+
.. versionadded:: 1.8.0
|
| 665 |
+
|
| 666 |
+
Returns
|
| 667 |
+
-------
|
| 668 |
+
idst : ndarray of real
|
| 669 |
+
The transformed input array.
|
| 670 |
+
|
| 671 |
+
See Also
|
| 672 |
+
--------
|
| 673 |
+
dst : Forward DST
|
| 674 |
+
|
| 675 |
+
Notes
|
| 676 |
+
-----
|
| 677 |
+
.. warning:: For ``type in {2, 3}``, ``norm="ortho"`` breaks the direct
|
| 678 |
+
correspondence with the inverse direct Fourier transform.
|
| 679 |
+
|
| 680 |
+
For ``norm="ortho"`` both the `dst` and `idst` are scaled by the same
|
| 681 |
+
overall factor in both directions. By default, the transform is also
|
| 682 |
+
orthogonalized which for types 2 and 3 means the transform definition is
|
| 683 |
+
modified to give orthogonality of the DST matrix (see `dst` for the full
|
| 684 |
+
definitions).
|
| 685 |
+
|
| 686 |
+
'The' IDST is the IDST-II, which is the same as the normalized DST-III.
|
| 687 |
+
|
| 688 |
+
The IDST is equivalent to a normal DST except for the normalization and
|
| 689 |
+
type. DST type 1 and 4 are their own inverse and DSTs 2 and 3 are each
|
| 690 |
+
other's inverses.
|
| 691 |
+
|
| 692 |
+
"""
|
| 693 |
+
return (Dispatchable(x, np.ndarray),)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/_realtransforms_backend.py
ADDED
|
@@ -0,0 +1,63 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from scipy._lib._array_api import array_namespace
|
| 2 |
+
import numpy as np
|
| 3 |
+
from . import _pocketfft
|
| 4 |
+
|
| 5 |
+
__all__ = ['dct', 'idct', 'dst', 'idst', 'dctn', 'idctn', 'dstn', 'idstn']
|
| 6 |
+
|
| 7 |
+
|
| 8 |
+
def _execute(pocketfft_func, x, type, s, axes, norm,
|
| 9 |
+
overwrite_x, workers, orthogonalize):
|
| 10 |
+
xp = array_namespace(x)
|
| 11 |
+
x = np.asarray(x)
|
| 12 |
+
y = pocketfft_func(x, type, s, axes, norm,
|
| 13 |
+
overwrite_x=overwrite_x, workers=workers,
|
| 14 |
+
orthogonalize=orthogonalize)
|
| 15 |
+
return xp.asarray(y)
|
| 16 |
+
|
| 17 |
+
|
| 18 |
+
def dctn(x, type=2, s=None, axes=None, norm=None,
|
| 19 |
+
overwrite_x=False, workers=None, *, orthogonalize=None):
|
| 20 |
+
return _execute(_pocketfft.dctn, x, type, s, axes, norm,
|
| 21 |
+
overwrite_x, workers, orthogonalize)
|
| 22 |
+
|
| 23 |
+
|
| 24 |
+
def idctn(x, type=2, s=None, axes=None, norm=None,
|
| 25 |
+
overwrite_x=False, workers=None, *, orthogonalize=None):
|
| 26 |
+
return _execute(_pocketfft.idctn, x, type, s, axes, norm,
|
| 27 |
+
overwrite_x, workers, orthogonalize)
|
| 28 |
+
|
| 29 |
+
|
| 30 |
+
def dstn(x, type=2, s=None, axes=None, norm=None,
|
| 31 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 32 |
+
return _execute(_pocketfft.dstn, x, type, s, axes, norm,
|
| 33 |
+
overwrite_x, workers, orthogonalize)
|
| 34 |
+
|
| 35 |
+
|
| 36 |
+
def idstn(x, type=2, s=None, axes=None, norm=None,
|
| 37 |
+
overwrite_x=False, workers=None, *, orthogonalize=None):
|
| 38 |
+
return _execute(_pocketfft.idstn, x, type, s, axes, norm,
|
| 39 |
+
overwrite_x, workers, orthogonalize)
|
| 40 |
+
|
| 41 |
+
|
| 42 |
+
def dct(x, type=2, n=None, axis=-1, norm=None,
|
| 43 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 44 |
+
return _execute(_pocketfft.dct, x, type, n, axis, norm,
|
| 45 |
+
overwrite_x, workers, orthogonalize)
|
| 46 |
+
|
| 47 |
+
|
| 48 |
+
def idct(x, type=2, n=None, axis=-1, norm=None,
|
| 49 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 50 |
+
return _execute(_pocketfft.idct, x, type, n, axis, norm,
|
| 51 |
+
overwrite_x, workers, orthogonalize)
|
| 52 |
+
|
| 53 |
+
|
| 54 |
+
def dst(x, type=2, n=None, axis=-1, norm=None,
|
| 55 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 56 |
+
return _execute(_pocketfft.dst, x, type, n, axis, norm,
|
| 57 |
+
overwrite_x, workers, orthogonalize)
|
| 58 |
+
|
| 59 |
+
|
| 60 |
+
def idst(x, type=2, n=None, axis=-1, norm=None,
|
| 61 |
+
overwrite_x=False, workers=None, orthogonalize=None):
|
| 62 |
+
return _execute(_pocketfft.idst, x, type, n, axis, norm,
|
| 63 |
+
overwrite_x, workers, orthogonalize)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/__init__.py
ADDED
|
File without changes
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/mock_backend.py
ADDED
|
@@ -0,0 +1,96 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import numpy as np
|
| 2 |
+
import scipy.fft
|
| 3 |
+
import threading
|
| 4 |
+
|
| 5 |
+
class _MockFunction:
|
| 6 |
+
def __init__(self, return_value = None):
|
| 7 |
+
self.number_calls = threading.local()
|
| 8 |
+
self.return_value = return_value
|
| 9 |
+
self.last_args = threading.local()
|
| 10 |
+
|
| 11 |
+
def __call__(self, *args, **kwargs):
|
| 12 |
+
if not hasattr(self.number_calls, 'c'):
|
| 13 |
+
self.number_calls.c = 0
|
| 14 |
+
|
| 15 |
+
self.number_calls.c += 1
|
| 16 |
+
self.last_args.l = (args, kwargs)
|
| 17 |
+
return self.return_value
|
| 18 |
+
|
| 19 |
+
|
| 20 |
+
fft = _MockFunction(np.random.random(10))
|
| 21 |
+
fft2 = _MockFunction(np.random.random(10))
|
| 22 |
+
fftn = _MockFunction(np.random.random(10))
|
| 23 |
+
|
| 24 |
+
ifft = _MockFunction(np.random.random(10))
|
| 25 |
+
ifft2 = _MockFunction(np.random.random(10))
|
| 26 |
+
ifftn = _MockFunction(np.random.random(10))
|
| 27 |
+
|
| 28 |
+
rfft = _MockFunction(np.random.random(10))
|
| 29 |
+
rfft2 = _MockFunction(np.random.random(10))
|
| 30 |
+
rfftn = _MockFunction(np.random.random(10))
|
| 31 |
+
|
| 32 |
+
irfft = _MockFunction(np.random.random(10))
|
| 33 |
+
irfft2 = _MockFunction(np.random.random(10))
|
| 34 |
+
irfftn = _MockFunction(np.random.random(10))
|
| 35 |
+
|
| 36 |
+
hfft = _MockFunction(np.random.random(10))
|
| 37 |
+
hfft2 = _MockFunction(np.random.random(10))
|
| 38 |
+
hfftn = _MockFunction(np.random.random(10))
|
| 39 |
+
|
| 40 |
+
ihfft = _MockFunction(np.random.random(10))
|
| 41 |
+
ihfft2 = _MockFunction(np.random.random(10))
|
| 42 |
+
ihfftn = _MockFunction(np.random.random(10))
|
| 43 |
+
|
| 44 |
+
dct = _MockFunction(np.random.random(10))
|
| 45 |
+
idct = _MockFunction(np.random.random(10))
|
| 46 |
+
dctn = _MockFunction(np.random.random(10))
|
| 47 |
+
idctn = _MockFunction(np.random.random(10))
|
| 48 |
+
|
| 49 |
+
dst = _MockFunction(np.random.random(10))
|
| 50 |
+
idst = _MockFunction(np.random.random(10))
|
| 51 |
+
dstn = _MockFunction(np.random.random(10))
|
| 52 |
+
idstn = _MockFunction(np.random.random(10))
|
| 53 |
+
|
| 54 |
+
fht = _MockFunction(np.random.random(10))
|
| 55 |
+
ifht = _MockFunction(np.random.random(10))
|
| 56 |
+
|
| 57 |
+
|
| 58 |
+
__ua_domain__ = "numpy.scipy.fft"
|
| 59 |
+
|
| 60 |
+
|
| 61 |
+
_implements = {
|
| 62 |
+
scipy.fft.fft: fft,
|
| 63 |
+
scipy.fft.fft2: fft2,
|
| 64 |
+
scipy.fft.fftn: fftn,
|
| 65 |
+
scipy.fft.ifft: ifft,
|
| 66 |
+
scipy.fft.ifft2: ifft2,
|
| 67 |
+
scipy.fft.ifftn: ifftn,
|
| 68 |
+
scipy.fft.rfft: rfft,
|
| 69 |
+
scipy.fft.rfft2: rfft2,
|
| 70 |
+
scipy.fft.rfftn: rfftn,
|
| 71 |
+
scipy.fft.irfft: irfft,
|
| 72 |
+
scipy.fft.irfft2: irfft2,
|
| 73 |
+
scipy.fft.irfftn: irfftn,
|
| 74 |
+
scipy.fft.hfft: hfft,
|
| 75 |
+
scipy.fft.hfft2: hfft2,
|
| 76 |
+
scipy.fft.hfftn: hfftn,
|
| 77 |
+
scipy.fft.ihfft: ihfft,
|
| 78 |
+
scipy.fft.ihfft2: ihfft2,
|
| 79 |
+
scipy.fft.ihfftn: ihfftn,
|
| 80 |
+
scipy.fft.dct: dct,
|
| 81 |
+
scipy.fft.idct: idct,
|
| 82 |
+
scipy.fft.dctn: dctn,
|
| 83 |
+
scipy.fft.idctn: idctn,
|
| 84 |
+
scipy.fft.dst: dst,
|
| 85 |
+
scipy.fft.idst: idst,
|
| 86 |
+
scipy.fft.dstn: dstn,
|
| 87 |
+
scipy.fft.idstn: idstn,
|
| 88 |
+
scipy.fft.fht: fht,
|
| 89 |
+
scipy.fft.ifht: ifht
|
| 90 |
+
}
|
| 91 |
+
|
| 92 |
+
|
| 93 |
+
def __ua_function__(method, args, kwargs):
|
| 94 |
+
fn = _implements.get(method)
|
| 95 |
+
return (fn(*args, **kwargs) if fn is not None
|
| 96 |
+
else NotImplemented)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_backend.py
ADDED
|
@@ -0,0 +1,98 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from functools import partial
|
| 2 |
+
|
| 3 |
+
import numpy as np
|
| 4 |
+
import scipy.fft
|
| 5 |
+
from scipy.fft import _fftlog, _pocketfft, set_backend
|
| 6 |
+
from scipy.fft.tests import mock_backend
|
| 7 |
+
|
| 8 |
+
from numpy.testing import assert_allclose, assert_equal
|
| 9 |
+
import pytest
|
| 10 |
+
|
| 11 |
+
fnames = ('fft', 'fft2', 'fftn',
|
| 12 |
+
'ifft', 'ifft2', 'ifftn',
|
| 13 |
+
'rfft', 'rfft2', 'rfftn',
|
| 14 |
+
'irfft', 'irfft2', 'irfftn',
|
| 15 |
+
'dct', 'idct', 'dctn', 'idctn',
|
| 16 |
+
'dst', 'idst', 'dstn', 'idstn',
|
| 17 |
+
'fht', 'ifht')
|
| 18 |
+
|
| 19 |
+
np_funcs = (np.fft.fft, np.fft.fft2, np.fft.fftn,
|
| 20 |
+
np.fft.ifft, np.fft.ifft2, np.fft.ifftn,
|
| 21 |
+
np.fft.rfft, np.fft.rfft2, np.fft.rfftn,
|
| 22 |
+
np.fft.irfft, np.fft.irfft2, np.fft.irfftn,
|
| 23 |
+
np.fft.hfft, _pocketfft.hfft2, _pocketfft.hfftn, # np has no hfftn
|
| 24 |
+
np.fft.ihfft, _pocketfft.ihfft2, _pocketfft.ihfftn,
|
| 25 |
+
_pocketfft.dct, _pocketfft.idct, _pocketfft.dctn, _pocketfft.idctn,
|
| 26 |
+
_pocketfft.dst, _pocketfft.idst, _pocketfft.dstn, _pocketfft.idstn,
|
| 27 |
+
# must provide required kwargs for fht, ifht
|
| 28 |
+
partial(_fftlog.fht, dln=2, mu=0.5),
|
| 29 |
+
partial(_fftlog.ifht, dln=2, mu=0.5))
|
| 30 |
+
|
| 31 |
+
funcs = (scipy.fft.fft, scipy.fft.fft2, scipy.fft.fftn,
|
| 32 |
+
scipy.fft.ifft, scipy.fft.ifft2, scipy.fft.ifftn,
|
| 33 |
+
scipy.fft.rfft, scipy.fft.rfft2, scipy.fft.rfftn,
|
| 34 |
+
scipy.fft.irfft, scipy.fft.irfft2, scipy.fft.irfftn,
|
| 35 |
+
scipy.fft.hfft, scipy.fft.hfft2, scipy.fft.hfftn,
|
| 36 |
+
scipy.fft.ihfft, scipy.fft.ihfft2, scipy.fft.ihfftn,
|
| 37 |
+
scipy.fft.dct, scipy.fft.idct, scipy.fft.dctn, scipy.fft.idctn,
|
| 38 |
+
scipy.fft.dst, scipy.fft.idst, scipy.fft.dstn, scipy.fft.idstn,
|
| 39 |
+
# must provide required kwargs for fht, ifht
|
| 40 |
+
partial(scipy.fft.fht, dln=2, mu=0.5),
|
| 41 |
+
partial(scipy.fft.ifht, dln=2, mu=0.5))
|
| 42 |
+
|
| 43 |
+
mocks = (mock_backend.fft, mock_backend.fft2, mock_backend.fftn,
|
| 44 |
+
mock_backend.ifft, mock_backend.ifft2, mock_backend.ifftn,
|
| 45 |
+
mock_backend.rfft, mock_backend.rfft2, mock_backend.rfftn,
|
| 46 |
+
mock_backend.irfft, mock_backend.irfft2, mock_backend.irfftn,
|
| 47 |
+
mock_backend.hfft, mock_backend.hfft2, mock_backend.hfftn,
|
| 48 |
+
mock_backend.ihfft, mock_backend.ihfft2, mock_backend.ihfftn,
|
| 49 |
+
mock_backend.dct, mock_backend.idct,
|
| 50 |
+
mock_backend.dctn, mock_backend.idctn,
|
| 51 |
+
mock_backend.dst, mock_backend.idst,
|
| 52 |
+
mock_backend.dstn, mock_backend.idstn,
|
| 53 |
+
mock_backend.fht, mock_backend.ifht)
|
| 54 |
+
|
| 55 |
+
|
| 56 |
+
@pytest.mark.parametrize("func, np_func, mock", zip(funcs, np_funcs, mocks))
|
| 57 |
+
def test_backend_call(func, np_func, mock):
|
| 58 |
+
x = np.arange(20).reshape((10,2))
|
| 59 |
+
answer = np_func(x.astype(np.float64))
|
| 60 |
+
assert_allclose(func(x), answer, atol=1e-10)
|
| 61 |
+
|
| 62 |
+
with set_backend(mock_backend, only=True):
|
| 63 |
+
mock.number_calls.c = 0
|
| 64 |
+
y = func(x)
|
| 65 |
+
assert_equal(y, mock.return_value)
|
| 66 |
+
assert_equal(mock.number_calls.c, 1)
|
| 67 |
+
|
| 68 |
+
assert_allclose(func(x), answer, atol=1e-10)
|
| 69 |
+
|
| 70 |
+
|
| 71 |
+
plan_funcs = (scipy.fft.fft, scipy.fft.fft2, scipy.fft.fftn,
|
| 72 |
+
scipy.fft.ifft, scipy.fft.ifft2, scipy.fft.ifftn,
|
| 73 |
+
scipy.fft.rfft, scipy.fft.rfft2, scipy.fft.rfftn,
|
| 74 |
+
scipy.fft.irfft, scipy.fft.irfft2, scipy.fft.irfftn,
|
| 75 |
+
scipy.fft.hfft, scipy.fft.hfft2, scipy.fft.hfftn,
|
| 76 |
+
scipy.fft.ihfft, scipy.fft.ihfft2, scipy.fft.ihfftn)
|
| 77 |
+
|
| 78 |
+
plan_mocks = (mock_backend.fft, mock_backend.fft2, mock_backend.fftn,
|
| 79 |
+
mock_backend.ifft, mock_backend.ifft2, mock_backend.ifftn,
|
| 80 |
+
mock_backend.rfft, mock_backend.rfft2, mock_backend.rfftn,
|
| 81 |
+
mock_backend.irfft, mock_backend.irfft2, mock_backend.irfftn,
|
| 82 |
+
mock_backend.hfft, mock_backend.hfft2, mock_backend.hfftn,
|
| 83 |
+
mock_backend.ihfft, mock_backend.ihfft2, mock_backend.ihfftn)
|
| 84 |
+
|
| 85 |
+
|
| 86 |
+
@pytest.mark.parametrize("func, mock", zip(plan_funcs, plan_mocks))
|
| 87 |
+
def test_backend_plan(func, mock):
|
| 88 |
+
x = np.arange(20).reshape((10, 2))
|
| 89 |
+
|
| 90 |
+
with pytest.raises(NotImplementedError, match='precomputed plan'):
|
| 91 |
+
func(x, plan='foo')
|
| 92 |
+
|
| 93 |
+
with set_backend(mock_backend, only=True):
|
| 94 |
+
mock.number_calls.c = 0
|
| 95 |
+
y = func(x, plan='foo')
|
| 96 |
+
assert_equal(y, mock.return_value)
|
| 97 |
+
assert_equal(mock.number_calls.c, 1)
|
| 98 |
+
assert_equal(mock.last_args.l[1]['plan'], 'foo')
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_basic.py
ADDED
|
@@ -0,0 +1,502 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
|
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|
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|
| 1 |
+
import queue
|
| 2 |
+
import threading
|
| 3 |
+
import multiprocessing
|
| 4 |
+
import numpy as np
|
| 5 |
+
import pytest
|
| 6 |
+
from numpy.random import random
|
| 7 |
+
from numpy.testing import assert_array_almost_equal, assert_allclose
|
| 8 |
+
from pytest import raises as assert_raises
|
| 9 |
+
import scipy.fft as fft
|
| 10 |
+
from scipy.conftest import array_api_compatible
|
| 11 |
+
from scipy._lib._array_api import (
|
| 12 |
+
array_namespace, xp_size, xp_assert_close, xp_assert_equal
|
| 13 |
+
)
|
| 14 |
+
|
| 15 |
+
pytestmark = [array_api_compatible, pytest.mark.usefixtures("skip_xp_backends")]
|
| 16 |
+
skip_xp_backends = pytest.mark.skip_xp_backends
|
| 17 |
+
|
| 18 |
+
|
| 19 |
+
# Expected input dtypes. Note that `scipy.fft` is more flexible for numpy,
|
| 20 |
+
# but for C2C transforms like `fft.fft`, the array API standard only mandates
|
| 21 |
+
# that complex dtypes should work, float32/float64 aren't guaranteed to.
|
| 22 |
+
def get_expected_input_dtype(func, xp):
|
| 23 |
+
if func in [fft.fft, fft.fftn, fft.fft2,
|
| 24 |
+
fft.ifft, fft.ifftn, fft.ifft2,
|
| 25 |
+
fft.hfft, fft.hfftn, fft.hfft2,
|
| 26 |
+
fft.irfft, fft.irfftn, fft.irfft2]:
|
| 27 |
+
dtype = xp.complex128
|
| 28 |
+
elif func in [fft.rfft, fft.rfftn, fft.rfft2,
|
| 29 |
+
fft.ihfft, fft.ihfftn, fft.ihfft2]:
|
| 30 |
+
dtype = xp.float64
|
| 31 |
+
else:
|
| 32 |
+
raise ValueError(f'Unknown FFT function: {func}')
|
| 33 |
+
|
| 34 |
+
return dtype
|
| 35 |
+
|
| 36 |
+
|
| 37 |
+
def fft1(x):
|
| 38 |
+
L = len(x)
|
| 39 |
+
phase = -2j*np.pi*(np.arange(L)/float(L))
|
| 40 |
+
phase = np.arange(L).reshape(-1, 1) * phase
|
| 41 |
+
return np.sum(x*np.exp(phase), axis=1)
|
| 42 |
+
|
| 43 |
+
class TestFFT:
|
| 44 |
+
|
| 45 |
+
def test_identity(self, xp):
|
| 46 |
+
maxlen = 512
|
| 47 |
+
x = xp.asarray(random(maxlen) + 1j*random(maxlen))
|
| 48 |
+
xr = xp.asarray(random(maxlen))
|
| 49 |
+
# Check some powers of 2 and some primes
|
| 50 |
+
for i in [1, 2, 16, 128, 512, 53, 149, 281, 397]:
|
| 51 |
+
xp_assert_close(fft.ifft(fft.fft(x[0:i])), x[0:i])
|
| 52 |
+
xp_assert_close(fft.irfft(fft.rfft(xr[0:i]), i), xr[0:i])
|
| 53 |
+
|
| 54 |
+
@skip_xp_backends(np_only=True, reason='significant overhead for some backends')
|
| 55 |
+
def test_identity_extensive(self, xp):
|
| 56 |
+
maxlen = 512
|
| 57 |
+
x = xp.asarray(random(maxlen) + 1j*random(maxlen))
|
| 58 |
+
xr = xp.asarray(random(maxlen))
|
| 59 |
+
for i in range(1, maxlen):
|
| 60 |
+
xp_assert_close(fft.ifft(fft.fft(x[0:i])), x[0:i])
|
| 61 |
+
xp_assert_close(fft.irfft(fft.rfft(xr[0:i]), i), xr[0:i])
|
| 62 |
+
|
| 63 |
+
def test_fft(self, xp):
|
| 64 |
+
x = random(30) + 1j*random(30)
|
| 65 |
+
expect = xp.asarray(fft1(x))
|
| 66 |
+
x = xp.asarray(x)
|
| 67 |
+
xp_assert_close(fft.fft(x), expect)
|
| 68 |
+
xp_assert_close(fft.fft(x, norm="backward"), expect)
|
| 69 |
+
xp_assert_close(fft.fft(x, norm="ortho"),
|
| 70 |
+
expect / xp.sqrt(xp.asarray(30, dtype=xp.float64)),)
|
| 71 |
+
xp_assert_close(fft.fft(x, norm="forward"), expect / 30)
|
| 72 |
+
|
| 73 |
+
@skip_xp_backends(np_only=True, reason='some backends allow `n=0`')
|
| 74 |
+
def test_fft_n(self, xp):
|
| 75 |
+
x = xp.asarray([1, 2, 3], dtype=xp.complex128)
|
| 76 |
+
assert_raises(ValueError, fft.fft, x, 0)
|
| 77 |
+
|
| 78 |
+
def test_ifft(self, xp):
|
| 79 |
+
x = xp.asarray(random(30) + 1j*random(30))
|
| 80 |
+
xp_assert_close(fft.ifft(fft.fft(x)), x)
|
| 81 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 82 |
+
xp_assert_close(fft.ifft(fft.fft(x, norm=norm), norm=norm), x)
|
| 83 |
+
|
| 84 |
+
def test_fft2(self, xp):
|
| 85 |
+
x = xp.asarray(random((30, 20)) + 1j*random((30, 20)))
|
| 86 |
+
expect = fft.fft(fft.fft(x, axis=1), axis=0)
|
| 87 |
+
xp_assert_close(fft.fft2(x), expect)
|
| 88 |
+
xp_assert_close(fft.fft2(x, norm="backward"), expect)
|
| 89 |
+
xp_assert_close(fft.fft2(x, norm="ortho"),
|
| 90 |
+
expect / xp.sqrt(xp.asarray(30 * 20, dtype=xp.float64)))
|
| 91 |
+
xp_assert_close(fft.fft2(x, norm="forward"), expect / (30 * 20))
|
| 92 |
+
|
| 93 |
+
def test_ifft2(self, xp):
|
| 94 |
+
x = xp.asarray(random((30, 20)) + 1j*random((30, 20)))
|
| 95 |
+
expect = fft.ifft(fft.ifft(x, axis=1), axis=0)
|
| 96 |
+
xp_assert_close(fft.ifft2(x), expect)
|
| 97 |
+
xp_assert_close(fft.ifft2(x, norm="backward"), expect)
|
| 98 |
+
xp_assert_close(fft.ifft2(x, norm="ortho"),
|
| 99 |
+
expect * xp.sqrt(xp.asarray(30 * 20, dtype=xp.float64)))
|
| 100 |
+
xp_assert_close(fft.ifft2(x, norm="forward"), expect * (30 * 20))
|
| 101 |
+
|
| 102 |
+
def test_fftn(self, xp):
|
| 103 |
+
x = xp.asarray(random((30, 20, 10)) + 1j*random((30, 20, 10)))
|
| 104 |
+
expect = fft.fft(fft.fft(fft.fft(x, axis=2), axis=1), axis=0)
|
| 105 |
+
xp_assert_close(fft.fftn(x), expect)
|
| 106 |
+
xp_assert_close(fft.fftn(x, norm="backward"), expect)
|
| 107 |
+
xp_assert_close(fft.fftn(x, norm="ortho"),
|
| 108 |
+
expect / xp.sqrt(xp.asarray(30 * 20 * 10, dtype=xp.float64)))
|
| 109 |
+
xp_assert_close(fft.fftn(x, norm="forward"), expect / (30 * 20 * 10))
|
| 110 |
+
|
| 111 |
+
def test_ifftn(self, xp):
|
| 112 |
+
x = xp.asarray(random((30, 20, 10)) + 1j*random((30, 20, 10)))
|
| 113 |
+
expect = fft.ifft(fft.ifft(fft.ifft(x, axis=2), axis=1), axis=0)
|
| 114 |
+
xp_assert_close(fft.ifftn(x), expect, rtol=1e-7)
|
| 115 |
+
xp_assert_close(fft.ifftn(x, norm="backward"), expect, rtol=1e-7)
|
| 116 |
+
xp_assert_close(
|
| 117 |
+
fft.ifftn(x, norm="ortho"),
|
| 118 |
+
fft.ifftn(x) * xp.sqrt(xp.asarray(30 * 20 * 10, dtype=xp.float64))
|
| 119 |
+
)
|
| 120 |
+
xp_assert_close(fft.ifftn(x, norm="forward"),
|
| 121 |
+
expect * (30 * 20 * 10),
|
| 122 |
+
rtol=1e-7)
|
| 123 |
+
|
| 124 |
+
def test_rfft(self, xp):
|
| 125 |
+
x = xp.asarray(random(29), dtype=xp.float64)
|
| 126 |
+
for n in [xp_size(x), 2*xp_size(x)]:
|
| 127 |
+
for norm in [None, "backward", "ortho", "forward"]:
|
| 128 |
+
xp_assert_close(fft.rfft(x, n=n, norm=norm),
|
| 129 |
+
fft.fft(xp.asarray(x, dtype=xp.complex128),
|
| 130 |
+
n=n, norm=norm)[:(n//2 + 1)])
|
| 131 |
+
xp_assert_close(
|
| 132 |
+
fft.rfft(x, n=n, norm="ortho"),
|
| 133 |
+
fft.rfft(x, n=n) / xp.sqrt(xp.asarray(n, dtype=xp.float64))
|
| 134 |
+
)
|
| 135 |
+
|
| 136 |
+
def test_irfft(self, xp):
|
| 137 |
+
x = xp.asarray(random(30))
|
| 138 |
+
xp_assert_close(fft.irfft(fft.rfft(x)), x)
|
| 139 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 140 |
+
xp_assert_close(fft.irfft(fft.rfft(x, norm=norm), norm=norm), x)
|
| 141 |
+
|
| 142 |
+
def test_rfft2(self, xp):
|
| 143 |
+
x = xp.asarray(random((30, 20)), dtype=xp.float64)
|
| 144 |
+
expect = fft.fft2(xp.asarray(x, dtype=xp.complex128))[:, :11]
|
| 145 |
+
xp_assert_close(fft.rfft2(x), expect)
|
| 146 |
+
xp_assert_close(fft.rfft2(x, norm="backward"), expect)
|
| 147 |
+
xp_assert_close(fft.rfft2(x, norm="ortho"),
|
| 148 |
+
expect / xp.sqrt(xp.asarray(30 * 20, dtype=xp.float64)))
|
| 149 |
+
xp_assert_close(fft.rfft2(x, norm="forward"), expect / (30 * 20))
|
| 150 |
+
|
| 151 |
+
def test_irfft2(self, xp):
|
| 152 |
+
x = xp.asarray(random((30, 20)))
|
| 153 |
+
xp_assert_close(fft.irfft2(fft.rfft2(x)), x)
|
| 154 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 155 |
+
xp_assert_close(fft.irfft2(fft.rfft2(x, norm=norm), norm=norm), x)
|
| 156 |
+
|
| 157 |
+
def test_rfftn(self, xp):
|
| 158 |
+
x = xp.asarray(random((30, 20, 10)), dtype=xp.float64)
|
| 159 |
+
expect = fft.fftn(xp.asarray(x, dtype=xp.complex128))[:, :, :6]
|
| 160 |
+
xp_assert_close(fft.rfftn(x), expect)
|
| 161 |
+
xp_assert_close(fft.rfftn(x, norm="backward"), expect)
|
| 162 |
+
xp_assert_close(fft.rfftn(x, norm="ortho"),
|
| 163 |
+
expect / xp.sqrt(xp.asarray(30 * 20 * 10, dtype=xp.float64)))
|
| 164 |
+
xp_assert_close(fft.rfftn(x, norm="forward"), expect / (30 * 20 * 10))
|
| 165 |
+
|
| 166 |
+
def test_irfftn(self, xp):
|
| 167 |
+
x = xp.asarray(random((30, 20, 10)))
|
| 168 |
+
xp_assert_close(fft.irfftn(fft.rfftn(x)), x)
|
| 169 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 170 |
+
xp_assert_close(fft.irfftn(fft.rfftn(x, norm=norm), norm=norm), x)
|
| 171 |
+
|
| 172 |
+
def test_hfft(self, xp):
|
| 173 |
+
x = random(14) + 1j*random(14)
|
| 174 |
+
x_herm = np.concatenate((random(1), x, random(1)))
|
| 175 |
+
x = np.concatenate((x_herm, x[::-1].conj()))
|
| 176 |
+
x = xp.asarray(x)
|
| 177 |
+
x_herm = xp.asarray(x_herm)
|
| 178 |
+
expect = xp.real(fft.fft(x))
|
| 179 |
+
xp_assert_close(fft.hfft(x_herm), expect)
|
| 180 |
+
xp_assert_close(fft.hfft(x_herm, norm="backward"), expect)
|
| 181 |
+
xp_assert_close(fft.hfft(x_herm, norm="ortho"),
|
| 182 |
+
expect / xp.sqrt(xp.asarray(30, dtype=xp.float64)))
|
| 183 |
+
xp_assert_close(fft.hfft(x_herm, norm="forward"), expect / 30)
|
| 184 |
+
|
| 185 |
+
def test_ihfft(self, xp):
|
| 186 |
+
x = random(14) + 1j*random(14)
|
| 187 |
+
x_herm = np.concatenate((random(1), x, random(1)))
|
| 188 |
+
x = np.concatenate((x_herm, x[::-1].conj()))
|
| 189 |
+
x = xp.asarray(x)
|
| 190 |
+
x_herm = xp.asarray(x_herm)
|
| 191 |
+
xp_assert_close(fft.ihfft(fft.hfft(x_herm)), x_herm)
|
| 192 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 193 |
+
xp_assert_close(fft.ihfft(fft.hfft(x_herm, norm=norm), norm=norm), x_herm)
|
| 194 |
+
|
| 195 |
+
def test_hfft2(self, xp):
|
| 196 |
+
x = xp.asarray(random((30, 20)))
|
| 197 |
+
xp_assert_close(fft.hfft2(fft.ihfft2(x)), x)
|
| 198 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 199 |
+
xp_assert_close(fft.hfft2(fft.ihfft2(x, norm=norm), norm=norm), x)
|
| 200 |
+
|
| 201 |
+
def test_ihfft2(self, xp):
|
| 202 |
+
x = xp.asarray(random((30, 20)), dtype=xp.float64)
|
| 203 |
+
expect = fft.ifft2(xp.asarray(x, dtype=xp.complex128))[:, :11]
|
| 204 |
+
xp_assert_close(fft.ihfft2(x), expect)
|
| 205 |
+
xp_assert_close(fft.ihfft2(x, norm="backward"), expect)
|
| 206 |
+
xp_assert_close(
|
| 207 |
+
fft.ihfft2(x, norm="ortho"),
|
| 208 |
+
expect * xp.sqrt(xp.asarray(30 * 20, dtype=xp.float64))
|
| 209 |
+
)
|
| 210 |
+
xp_assert_close(fft.ihfft2(x, norm="forward"), expect * (30 * 20))
|
| 211 |
+
|
| 212 |
+
def test_hfftn(self, xp):
|
| 213 |
+
x = xp.asarray(random((30, 20, 10)))
|
| 214 |
+
xp_assert_close(fft.hfftn(fft.ihfftn(x)), x)
|
| 215 |
+
for norm in ["backward", "ortho", "forward"]:
|
| 216 |
+
xp_assert_close(fft.hfftn(fft.ihfftn(x, norm=norm), norm=norm), x)
|
| 217 |
+
|
| 218 |
+
def test_ihfftn(self, xp):
|
| 219 |
+
x = xp.asarray(random((30, 20, 10)), dtype=xp.float64)
|
| 220 |
+
expect = fft.ifftn(xp.asarray(x, dtype=xp.complex128))[:, :, :6]
|
| 221 |
+
xp_assert_close(expect, fft.ihfftn(x))
|
| 222 |
+
xp_assert_close(expect, fft.ihfftn(x, norm="backward"))
|
| 223 |
+
xp_assert_close(
|
| 224 |
+
fft.ihfftn(x, norm="ortho"),
|
| 225 |
+
expect * xp.sqrt(xp.asarray(30 * 20 * 10, dtype=xp.float64))
|
| 226 |
+
)
|
| 227 |
+
xp_assert_close(fft.ihfftn(x, norm="forward"), expect * (30 * 20 * 10))
|
| 228 |
+
|
| 229 |
+
def _check_axes(self, op, xp):
|
| 230 |
+
dtype = get_expected_input_dtype(op, xp)
|
| 231 |
+
x = xp.asarray(random((30, 20, 10)), dtype=dtype)
|
| 232 |
+
axes = [(0, 1, 2), (0, 2, 1), (1, 0, 2), (1, 2, 0), (2, 0, 1), (2, 1, 0)]
|
| 233 |
+
xp_test = array_namespace(x)
|
| 234 |
+
for a in axes:
|
| 235 |
+
op_tr = op(xp_test.permute_dims(x, axes=a))
|
| 236 |
+
tr_op = xp_test.permute_dims(op(x, axes=a), axes=a)
|
| 237 |
+
xp_assert_close(op_tr, tr_op)
|
| 238 |
+
|
| 239 |
+
@pytest.mark.parametrize("op", [fft.fftn, fft.ifftn, fft.rfftn, fft.irfftn])
|
| 240 |
+
def test_axes_standard(self, op, xp):
|
| 241 |
+
self._check_axes(op, xp)
|
| 242 |
+
|
| 243 |
+
@pytest.mark.parametrize("op", [fft.hfftn, fft.ihfftn])
|
| 244 |
+
def test_axes_non_standard(self, op, xp):
|
| 245 |
+
self._check_axes(op, xp)
|
| 246 |
+
|
| 247 |
+
@pytest.mark.parametrize("op", [fft.fftn, fft.ifftn,
|
| 248 |
+
fft.rfftn, fft.irfftn])
|
| 249 |
+
def test_axes_subset_with_shape_standard(self, op, xp):
|
| 250 |
+
dtype = get_expected_input_dtype(op, xp)
|
| 251 |
+
x = xp.asarray(random((16, 8, 4)), dtype=dtype)
|
| 252 |
+
axes = [(0, 1, 2), (0, 2, 1), (1, 2, 0)]
|
| 253 |
+
xp_test = array_namespace(x)
|
| 254 |
+
for a in axes:
|
| 255 |
+
# different shape on the first two axes
|
| 256 |
+
shape = tuple([2*x.shape[ax] if ax in a[:2] else x.shape[ax]
|
| 257 |
+
for ax in range(x.ndim)])
|
| 258 |
+
# transform only the first two axes
|
| 259 |
+
op_tr = op(xp_test.permute_dims(x, axes=a),
|
| 260 |
+
s=shape[:2], axes=(0, 1))
|
| 261 |
+
tr_op = xp_test.permute_dims(op(x, s=shape[:2], axes=a[:2]),
|
| 262 |
+
axes=a)
|
| 263 |
+
xp_assert_close(op_tr, tr_op)
|
| 264 |
+
|
| 265 |
+
@pytest.mark.parametrize("op", [fft.fft2, fft.ifft2,
|
| 266 |
+
fft.rfft2, fft.irfft2,
|
| 267 |
+
fft.hfft2, fft.ihfft2,
|
| 268 |
+
fft.hfftn, fft.ihfftn])
|
| 269 |
+
def test_axes_subset_with_shape_non_standard(self, op, xp):
|
| 270 |
+
dtype = get_expected_input_dtype(op, xp)
|
| 271 |
+
x = xp.asarray(random((16, 8, 4)), dtype=dtype)
|
| 272 |
+
axes = [(0, 1, 2), (0, 2, 1), (1, 2, 0)]
|
| 273 |
+
xp_test = array_namespace(x)
|
| 274 |
+
for a in axes:
|
| 275 |
+
# different shape on the first two axes
|
| 276 |
+
shape = tuple([2*x.shape[ax] if ax in a[:2] else x.shape[ax]
|
| 277 |
+
for ax in range(x.ndim)])
|
| 278 |
+
# transform only the first two axes
|
| 279 |
+
op_tr = op(xp_test.permute_dims(x, axes=a), s=shape[:2], axes=(0, 1))
|
| 280 |
+
tr_op = xp_test.permute_dims(op(x, s=shape[:2], axes=a[:2]), axes=a)
|
| 281 |
+
xp_assert_close(op_tr, tr_op)
|
| 282 |
+
|
| 283 |
+
def test_all_1d_norm_preserving(self, xp):
|
| 284 |
+
# verify that round-trip transforms are norm-preserving
|
| 285 |
+
x = xp.asarray(random(30), dtype=xp.float64)
|
| 286 |
+
xp_test = array_namespace(x)
|
| 287 |
+
x_norm = xp_test.linalg.vector_norm(x)
|
| 288 |
+
n = xp_size(x) * 2
|
| 289 |
+
func_pairs = [(fft.rfft, fft.irfft),
|
| 290 |
+
# hfft: order so the first function takes x.size samples
|
| 291 |
+
# (necessary for comparison to x_norm above)
|
| 292 |
+
(fft.ihfft, fft.hfft),
|
| 293 |
+
# functions that expect complex dtypes at the end
|
| 294 |
+
(fft.fft, fft.ifft),
|
| 295 |
+
]
|
| 296 |
+
for forw, back in func_pairs:
|
| 297 |
+
if forw == fft.fft:
|
| 298 |
+
x = xp.asarray(x, dtype=xp.complex128)
|
| 299 |
+
x_norm = xp_test.linalg.vector_norm(x)
|
| 300 |
+
for n in [xp_size(x), 2*xp_size(x)]:
|
| 301 |
+
for norm in ['backward', 'ortho', 'forward']:
|
| 302 |
+
tmp = forw(x, n=n, norm=norm)
|
| 303 |
+
tmp = back(tmp, n=n, norm=norm)
|
| 304 |
+
xp_assert_close(xp_test.linalg.vector_norm(tmp), x_norm)
|
| 305 |
+
|
| 306 |
+
@skip_xp_backends(np_only=True)
|
| 307 |
+
@pytest.mark.parametrize("dtype", [np.float16, np.longdouble])
|
| 308 |
+
def test_dtypes_nonstandard(self, dtype):
|
| 309 |
+
x = random(30).astype(dtype)
|
| 310 |
+
out_dtypes = {np.float16: np.complex64, np.longdouble: np.clongdouble}
|
| 311 |
+
x_complex = x.astype(out_dtypes[dtype])
|
| 312 |
+
|
| 313 |
+
res_fft = fft.ifft(fft.fft(x))
|
| 314 |
+
res_rfft = fft.irfft(fft.rfft(x))
|
| 315 |
+
res_hfft = fft.hfft(fft.ihfft(x), x.shape[0])
|
| 316 |
+
# Check both numerical results and exact dtype matches
|
| 317 |
+
assert_array_almost_equal(res_fft, x_complex)
|
| 318 |
+
assert_array_almost_equal(res_rfft, x)
|
| 319 |
+
assert_array_almost_equal(res_hfft, x)
|
| 320 |
+
assert res_fft.dtype == x_complex.dtype
|
| 321 |
+
assert res_rfft.dtype == np.result_type(np.float32, x.dtype)
|
| 322 |
+
assert res_hfft.dtype == np.result_type(np.float32, x.dtype)
|
| 323 |
+
|
| 324 |
+
@pytest.mark.parametrize("dtype", ["float32", "float64"])
|
| 325 |
+
def test_dtypes_real(self, dtype, xp):
|
| 326 |
+
x = xp.asarray(random(30), dtype=getattr(xp, dtype))
|
| 327 |
+
|
| 328 |
+
res_rfft = fft.irfft(fft.rfft(x))
|
| 329 |
+
res_hfft = fft.hfft(fft.ihfft(x), x.shape[0])
|
| 330 |
+
# Check both numerical results and exact dtype matches
|
| 331 |
+
xp_assert_close(res_rfft, x)
|
| 332 |
+
xp_assert_close(res_hfft, x)
|
| 333 |
+
|
| 334 |
+
@pytest.mark.parametrize("dtype", ["complex64", "complex128"])
|
| 335 |
+
def test_dtypes_complex(self, dtype, xp):
|
| 336 |
+
rng = np.random.default_rng(1234)
|
| 337 |
+
x = xp.asarray(rng.random(30), dtype=getattr(xp, dtype))
|
| 338 |
+
|
| 339 |
+
res_fft = fft.ifft(fft.fft(x))
|
| 340 |
+
# Check both numerical results and exact dtype matches
|
| 341 |
+
xp_assert_close(res_fft, x)
|
| 342 |
+
|
| 343 |
+
@skip_xp_backends(np_only=True,
|
| 344 |
+
reason='array-likes only supported for NumPy backend')
|
| 345 |
+
@pytest.mark.parametrize("op", [fft.fft, fft.ifft,
|
| 346 |
+
fft.fft2, fft.ifft2,
|
| 347 |
+
fft.fftn, fft.ifftn,
|
| 348 |
+
fft.rfft, fft.irfft,
|
| 349 |
+
fft.rfft2, fft.irfft2,
|
| 350 |
+
fft.rfftn, fft.irfftn,
|
| 351 |
+
fft.hfft, fft.ihfft,
|
| 352 |
+
fft.hfft2, fft.ihfft2,
|
| 353 |
+
fft.hfftn, fft.ihfftn,])
|
| 354 |
+
def test_array_like(self, xp, op):
|
| 355 |
+
x = [[[1.0, 1.0], [1.0, 1.0]],
|
| 356 |
+
[[1.0, 1.0], [1.0, 1.0]],
|
| 357 |
+
[[1.0, 1.0], [1.0, 1.0]]]
|
| 358 |
+
xp_assert_close(op(x), op(xp.asarray(x)))
|
| 359 |
+
|
| 360 |
+
|
| 361 |
+
@skip_xp_backends(np_only=True)
|
| 362 |
+
@pytest.mark.parametrize(
|
| 363 |
+
"dtype",
|
| 364 |
+
[np.float32, np.float64, np.longdouble,
|
| 365 |
+
np.complex64, np.complex128, np.clongdouble])
|
| 366 |
+
@pytest.mark.parametrize("order", ["F", 'non-contiguous'])
|
| 367 |
+
@pytest.mark.parametrize(
|
| 368 |
+
"fft",
|
| 369 |
+
[fft.fft, fft.fft2, fft.fftn,
|
| 370 |
+
fft.ifft, fft.ifft2, fft.ifftn])
|
| 371 |
+
def test_fft_with_order(dtype, order, fft):
|
| 372 |
+
# Check that FFT/IFFT produces identical results for C, Fortran and
|
| 373 |
+
# non contiguous arrays
|
| 374 |
+
rng = np.random.RandomState(42)
|
| 375 |
+
X = rng.rand(8, 7, 13).astype(dtype, copy=False)
|
| 376 |
+
if order == 'F':
|
| 377 |
+
Y = np.asfortranarray(X)
|
| 378 |
+
else:
|
| 379 |
+
# Make a non contiguous array
|
| 380 |
+
Y = X[::-1]
|
| 381 |
+
X = np.ascontiguousarray(X[::-1])
|
| 382 |
+
|
| 383 |
+
if fft.__name__.endswith('fft'):
|
| 384 |
+
for axis in range(3):
|
| 385 |
+
X_res = fft(X, axis=axis)
|
| 386 |
+
Y_res = fft(Y, axis=axis)
|
| 387 |
+
assert_array_almost_equal(X_res, Y_res)
|
| 388 |
+
elif fft.__name__.endswith(('fft2', 'fftn')):
|
| 389 |
+
axes = [(0, 1), (1, 2), (0, 2)]
|
| 390 |
+
if fft.__name__.endswith('fftn'):
|
| 391 |
+
axes.extend([(0,), (1,), (2,), None])
|
| 392 |
+
for ax in axes:
|
| 393 |
+
X_res = fft(X, axes=ax)
|
| 394 |
+
Y_res = fft(Y, axes=ax)
|
| 395 |
+
assert_array_almost_equal(X_res, Y_res)
|
| 396 |
+
else:
|
| 397 |
+
raise ValueError
|
| 398 |
+
|
| 399 |
+
|
| 400 |
+
@skip_xp_backends(cpu_only=True)
|
| 401 |
+
class TestFFTThreadSafe:
|
| 402 |
+
threads = 16
|
| 403 |
+
input_shape = (800, 200)
|
| 404 |
+
|
| 405 |
+
def _test_mtsame(self, func, *args, xp=None):
|
| 406 |
+
def worker(args, q):
|
| 407 |
+
q.put(func(*args))
|
| 408 |
+
|
| 409 |
+
q = queue.Queue()
|
| 410 |
+
expected = func(*args)
|
| 411 |
+
|
| 412 |
+
# Spin off a bunch of threads to call the same function simultaneously
|
| 413 |
+
t = [threading.Thread(target=worker, args=(args, q))
|
| 414 |
+
for i in range(self.threads)]
|
| 415 |
+
[x.start() for x in t]
|
| 416 |
+
|
| 417 |
+
[x.join() for x in t]
|
| 418 |
+
|
| 419 |
+
# Make sure all threads returned the correct value
|
| 420 |
+
for i in range(self.threads):
|
| 421 |
+
xp_assert_equal(
|
| 422 |
+
q.get(timeout=5), expected,
|
| 423 |
+
err_msg='Function returned wrong value in multithreaded context'
|
| 424 |
+
)
|
| 425 |
+
|
| 426 |
+
def test_fft(self, xp):
|
| 427 |
+
a = xp.ones(self.input_shape, dtype=xp.complex128)
|
| 428 |
+
self._test_mtsame(fft.fft, a, xp=xp)
|
| 429 |
+
|
| 430 |
+
def test_ifft(self, xp):
|
| 431 |
+
a = xp.full(self.input_shape, 1+0j)
|
| 432 |
+
self._test_mtsame(fft.ifft, a, xp=xp)
|
| 433 |
+
|
| 434 |
+
def test_rfft(self, xp):
|
| 435 |
+
a = xp.ones(self.input_shape)
|
| 436 |
+
self._test_mtsame(fft.rfft, a, xp=xp)
|
| 437 |
+
|
| 438 |
+
def test_irfft(self, xp):
|
| 439 |
+
a = xp.full(self.input_shape, 1+0j)
|
| 440 |
+
self._test_mtsame(fft.irfft, a, xp=xp)
|
| 441 |
+
|
| 442 |
+
def test_hfft(self, xp):
|
| 443 |
+
a = xp.ones(self.input_shape, dtype=xp.complex64)
|
| 444 |
+
self._test_mtsame(fft.hfft, a, xp=xp)
|
| 445 |
+
|
| 446 |
+
def test_ihfft(self, xp):
|
| 447 |
+
a = xp.ones(self.input_shape)
|
| 448 |
+
self._test_mtsame(fft.ihfft, a, xp=xp)
|
| 449 |
+
|
| 450 |
+
|
| 451 |
+
@skip_xp_backends(np_only=True)
|
| 452 |
+
@pytest.mark.parametrize("func", [fft.fft, fft.ifft, fft.rfft, fft.irfft])
|
| 453 |
+
def test_multiprocess(func):
|
| 454 |
+
# Test that fft still works after fork (gh-10422)
|
| 455 |
+
|
| 456 |
+
with multiprocessing.Pool(2) as p:
|
| 457 |
+
res = p.map(func, [np.ones(100) for _ in range(4)])
|
| 458 |
+
|
| 459 |
+
expect = func(np.ones(100))
|
| 460 |
+
for x in res:
|
| 461 |
+
assert_allclose(x, expect)
|
| 462 |
+
|
| 463 |
+
|
| 464 |
+
class TestIRFFTN:
|
| 465 |
+
|
| 466 |
+
def test_not_last_axis_success(self, xp):
|
| 467 |
+
ar, ai = np.random.random((2, 16, 8, 32))
|
| 468 |
+
a = ar + 1j*ai
|
| 469 |
+
a = xp.asarray(a)
|
| 470 |
+
|
| 471 |
+
axes = (-2,)
|
| 472 |
+
|
| 473 |
+
# Should not raise error
|
| 474 |
+
fft.irfftn(a, axes=axes)
|
| 475 |
+
|
| 476 |
+
|
| 477 |
+
@pytest.mark.parametrize("func", [fft.fft, fft.ifft, fft.rfft, fft.irfft,
|
| 478 |
+
fft.fftn, fft.ifftn,
|
| 479 |
+
fft.rfftn, fft.irfftn, fft.hfft, fft.ihfft])
|
| 480 |
+
def test_non_standard_params(func, xp):
|
| 481 |
+
if func in [fft.rfft, fft.rfftn, fft.ihfft]:
|
| 482 |
+
dtype = xp.float64
|
| 483 |
+
else:
|
| 484 |
+
dtype = xp.complex128
|
| 485 |
+
|
| 486 |
+
if xp.__name__ != 'numpy':
|
| 487 |
+
x = xp.asarray([1, 2, 3], dtype=dtype)
|
| 488 |
+
# func(x) should not raise an exception
|
| 489 |
+
func(x)
|
| 490 |
+
assert_raises(ValueError, func, x, workers=2)
|
| 491 |
+
# `plan` param is not tested since SciPy does not use it currently
|
| 492 |
+
# but should be tested if it comes into use
|
| 493 |
+
|
| 494 |
+
|
| 495 |
+
@pytest.mark.parametrize("dtype", ['float32', 'float64'])
|
| 496 |
+
@pytest.mark.parametrize("func", [fft.fft, fft.ifft, fft.irfft,
|
| 497 |
+
fft.fftn, fft.ifftn,
|
| 498 |
+
fft.irfftn, fft.hfft,])
|
| 499 |
+
def test_real_input(func, dtype, xp):
|
| 500 |
+
x = xp.asarray([1, 2, 3], dtype=getattr(xp, dtype))
|
| 501 |
+
# func(x) should not raise an exception
|
| 502 |
+
func(x)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_fftlog.py
ADDED
|
@@ -0,0 +1,206 @@
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|
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|
|
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|
|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import warnings
|
| 2 |
+
import math
|
| 3 |
+
|
| 4 |
+
import numpy as np
|
| 5 |
+
import pytest
|
| 6 |
+
|
| 7 |
+
from scipy.fft._fftlog import fht, ifht, fhtoffset
|
| 8 |
+
from scipy.special import poch
|
| 9 |
+
|
| 10 |
+
from scipy.conftest import array_api_compatible
|
| 11 |
+
from scipy._lib._array_api import xp_assert_close, xp_assert_less, array_namespace
|
| 12 |
+
|
| 13 |
+
pytestmark = [array_api_compatible, pytest.mark.usefixtures("skip_xp_backends"),]
|
| 14 |
+
skip_xp_backends = pytest.mark.skip_xp_backends
|
| 15 |
+
|
| 16 |
+
|
| 17 |
+
def test_fht_agrees_with_fftlog(xp):
|
| 18 |
+
# check that fht numerically agrees with the output from Fortran FFTLog,
|
| 19 |
+
# the results were generated with the provided `fftlogtest` program,
|
| 20 |
+
# after fixing how the k array is generated (divide range by n-1, not n)
|
| 21 |
+
|
| 22 |
+
# test function, analytical Hankel transform is of the same form
|
| 23 |
+
def f(r, mu):
|
| 24 |
+
return r**(mu+1)*np.exp(-r**2/2)
|
| 25 |
+
|
| 26 |
+
r = np.logspace(-4, 4, 16)
|
| 27 |
+
|
| 28 |
+
dln = np.log(r[1]/r[0])
|
| 29 |
+
mu = 0.3
|
| 30 |
+
offset = 0.0
|
| 31 |
+
bias = 0.0
|
| 32 |
+
|
| 33 |
+
a = xp.asarray(f(r, mu))
|
| 34 |
+
|
| 35 |
+
# test 1: compute as given
|
| 36 |
+
ours = fht(a, dln, mu, offset=offset, bias=bias)
|
| 37 |
+
theirs = [-0.1159922613593045E-02, +0.1625822618458832E-02,
|
| 38 |
+
-0.1949518286432330E-02, +0.3789220182554077E-02,
|
| 39 |
+
+0.5093959119952945E-03, +0.2785387803618774E-01,
|
| 40 |
+
+0.9944952700848897E-01, +0.4599202164586588E+00,
|
| 41 |
+
+0.3157462160881342E+00, -0.8201236844404755E-03,
|
| 42 |
+
-0.7834031308271878E-03, +0.3931444945110708E-03,
|
| 43 |
+
-0.2697710625194777E-03, +0.3568398050238820E-03,
|
| 44 |
+
-0.5554454827797206E-03, +0.8286331026468585E-03]
|
| 45 |
+
theirs = xp.asarray(theirs, dtype=xp.float64)
|
| 46 |
+
xp_assert_close(ours, theirs)
|
| 47 |
+
|
| 48 |
+
# test 2: change to optimal offset
|
| 49 |
+
offset = fhtoffset(dln, mu, bias=bias)
|
| 50 |
+
ours = fht(a, dln, mu, offset=offset, bias=bias)
|
| 51 |
+
theirs = [+0.4353768523152057E-04, -0.9197045663594285E-05,
|
| 52 |
+
+0.3150140927838524E-03, +0.9149121960963704E-03,
|
| 53 |
+
+0.5808089753959363E-02, +0.2548065256377240E-01,
|
| 54 |
+
+0.1339477692089897E+00, +0.4821530509479356E+00,
|
| 55 |
+
+0.2659899781579785E+00, -0.1116475278448113E-01,
|
| 56 |
+
+0.1791441617592385E-02, -0.4181810476548056E-03,
|
| 57 |
+
+0.1314963536765343E-03, -0.5422057743066297E-04,
|
| 58 |
+
+0.3208681804170443E-04, -0.2696849476008234E-04]
|
| 59 |
+
theirs = xp.asarray(theirs, dtype=xp.float64)
|
| 60 |
+
xp_assert_close(ours, theirs)
|
| 61 |
+
|
| 62 |
+
# test 3: positive bias
|
| 63 |
+
bias = 0.8
|
| 64 |
+
offset = fhtoffset(dln, mu, bias=bias)
|
| 65 |
+
ours = fht(a, dln, mu, offset=offset, bias=bias)
|
| 66 |
+
theirs = [-7.3436673558316850E+00, +0.1710271207817100E+00,
|
| 67 |
+
+0.1065374386206564E+00, -0.5121739602708132E-01,
|
| 68 |
+
+0.2636649319269470E-01, +0.1697209218849693E-01,
|
| 69 |
+
+0.1250215614723183E+00, +0.4739583261486729E+00,
|
| 70 |
+
+0.2841149874912028E+00, -0.8312764741645729E-02,
|
| 71 |
+
+0.1024233505508988E-02, -0.1644902767389120E-03,
|
| 72 |
+
+0.3305775476926270E-04, -0.7786993194882709E-05,
|
| 73 |
+
+0.1962258449520547E-05, -0.8977895734909250E-06]
|
| 74 |
+
theirs = xp.asarray(theirs, dtype=xp.float64)
|
| 75 |
+
xp_assert_close(ours, theirs)
|
| 76 |
+
|
| 77 |
+
# test 4: negative bias
|
| 78 |
+
bias = -0.8
|
| 79 |
+
offset = fhtoffset(dln, mu, bias=bias)
|
| 80 |
+
ours = fht(a, dln, mu, offset=offset, bias=bias)
|
| 81 |
+
theirs = [+0.8985777068568745E-05, +0.4074898209936099E-04,
|
| 82 |
+
+0.2123969254700955E-03, +0.1009558244834628E-02,
|
| 83 |
+
+0.5131386375222176E-02, +0.2461678673516286E-01,
|
| 84 |
+
+0.1235812845384476E+00, +0.4719570096404403E+00,
|
| 85 |
+
+0.2893487490631317E+00, -0.1686570611318716E-01,
|
| 86 |
+
+0.2231398155172505E-01, -0.1480742256379873E-01,
|
| 87 |
+
+0.1692387813500801E+00, +0.3097490354365797E+00,
|
| 88 |
+
+2.7593607182401860E+00, 10.5251075070045800E+00]
|
| 89 |
+
theirs = xp.asarray(theirs, dtype=xp.float64)
|
| 90 |
+
xp_assert_close(ours, theirs)
|
| 91 |
+
|
| 92 |
+
|
| 93 |
+
@pytest.mark.parametrize('optimal', [True, False])
|
| 94 |
+
@pytest.mark.parametrize('offset', [0.0, 1.0, -1.0])
|
| 95 |
+
@pytest.mark.parametrize('bias', [0, 0.1, -0.1])
|
| 96 |
+
@pytest.mark.parametrize('n', [64, 63])
|
| 97 |
+
def test_fht_identity(n, bias, offset, optimal, xp):
|
| 98 |
+
rng = np.random.RandomState(3491349965)
|
| 99 |
+
|
| 100 |
+
a = xp.asarray(rng.standard_normal(n))
|
| 101 |
+
dln = rng.uniform(-1, 1)
|
| 102 |
+
mu = rng.uniform(-2, 2)
|
| 103 |
+
|
| 104 |
+
if optimal:
|
| 105 |
+
offset = fhtoffset(dln, mu, initial=offset, bias=bias)
|
| 106 |
+
|
| 107 |
+
A = fht(a, dln, mu, offset=offset, bias=bias)
|
| 108 |
+
a_ = ifht(A, dln, mu, offset=offset, bias=bias)
|
| 109 |
+
|
| 110 |
+
xp_assert_close(a_, a, rtol=1.5e-7)
|
| 111 |
+
|
| 112 |
+
|
| 113 |
+
|
| 114 |
+
|
| 115 |
+
@pytest.mark.thread_unsafe
|
| 116 |
+
def test_fht_special_cases(xp):
|
| 117 |
+
rng = np.random.RandomState(3491349965)
|
| 118 |
+
|
| 119 |
+
a = xp.asarray(rng.standard_normal(64))
|
| 120 |
+
dln = rng.uniform(-1, 1)
|
| 121 |
+
|
| 122 |
+
# let x = (mu+1+q)/2, y = (mu+1-q)/2, M = {0, -1, -2, ...}
|
| 123 |
+
|
| 124 |
+
# case 1: x in M, y in M => well-defined transform
|
| 125 |
+
mu, bias = -4.0, 1.0
|
| 126 |
+
with warnings.catch_warnings(record=True) as record:
|
| 127 |
+
fht(a, dln, mu, bias=bias)
|
| 128 |
+
assert not record, 'fht warned about a well-defined transform'
|
| 129 |
+
|
| 130 |
+
# case 2: x not in M, y in M => well-defined transform
|
| 131 |
+
mu, bias = -2.5, 0.5
|
| 132 |
+
with warnings.catch_warnings(record=True) as record:
|
| 133 |
+
fht(a, dln, mu, bias=bias)
|
| 134 |
+
assert not record, 'fht warned about a well-defined transform'
|
| 135 |
+
|
| 136 |
+
# with fht_lock:
|
| 137 |
+
# case 3: x in M, y not in M => singular transform
|
| 138 |
+
mu, bias = -3.5, 0.5
|
| 139 |
+
with pytest.warns(Warning) as record:
|
| 140 |
+
fht(a, dln, mu, bias=bias)
|
| 141 |
+
assert record, 'fht did not warn about a singular transform'
|
| 142 |
+
|
| 143 |
+
# with fht_lock:
|
| 144 |
+
# case 4: x not in M, y in M => singular inverse transform
|
| 145 |
+
mu, bias = -2.5, 0.5
|
| 146 |
+
with pytest.warns(Warning) as record:
|
| 147 |
+
ifht(a, dln, mu, bias=bias)
|
| 148 |
+
assert record, 'ifht did not warn about a singular transform'
|
| 149 |
+
|
| 150 |
+
|
| 151 |
+
@pytest.mark.parametrize('n', [64, 63])
|
| 152 |
+
def test_fht_exact(n, xp):
|
| 153 |
+
rng = np.random.RandomState(3491349965)
|
| 154 |
+
|
| 155 |
+
# for a(r) a power law r^\gamma, the fast Hankel transform produces the
|
| 156 |
+
# exact continuous Hankel transform if biased with q = \gamma
|
| 157 |
+
|
| 158 |
+
mu = rng.uniform(0, 3)
|
| 159 |
+
|
| 160 |
+
# convergence of HT: -1-mu < gamma < 1/2
|
| 161 |
+
gamma = rng.uniform(-1-mu, 1/2)
|
| 162 |
+
|
| 163 |
+
r = np.logspace(-2, 2, n)
|
| 164 |
+
a = xp.asarray(r**gamma)
|
| 165 |
+
|
| 166 |
+
dln = np.log(r[1]/r[0])
|
| 167 |
+
|
| 168 |
+
offset = fhtoffset(dln, mu, initial=0.0, bias=gamma)
|
| 169 |
+
|
| 170 |
+
A = fht(a, dln, mu, offset=offset, bias=gamma)
|
| 171 |
+
|
| 172 |
+
k = np.exp(offset)/r[::-1]
|
| 173 |
+
|
| 174 |
+
# analytical result
|
| 175 |
+
At = xp.asarray((2/k)**gamma * poch((mu+1-gamma)/2, gamma))
|
| 176 |
+
|
| 177 |
+
xp_assert_close(A, At)
|
| 178 |
+
|
| 179 |
+
@skip_xp_backends(np_only=True,
|
| 180 |
+
reason='array-likes only supported for NumPy backend')
|
| 181 |
+
@pytest.mark.parametrize("op", [fht, ifht])
|
| 182 |
+
def test_array_like(xp, op):
|
| 183 |
+
x = [[[1.0, 1.0], [1.0, 1.0]],
|
| 184 |
+
[[1.0, 1.0], [1.0, 1.0]],
|
| 185 |
+
[[1.0, 1.0], [1.0, 1.0]]]
|
| 186 |
+
xp_assert_close(op(x, 1.0, 2.0), op(xp.asarray(x), 1.0, 2.0))
|
| 187 |
+
|
| 188 |
+
@pytest.mark.parametrize('n', [128, 129])
|
| 189 |
+
def test_gh_21661(xp, n):
|
| 190 |
+
one = xp.asarray(1.0)
|
| 191 |
+
xp_test = array_namespace(one)
|
| 192 |
+
mu = 0.0
|
| 193 |
+
r = np.logspace(-7, 1, n)
|
| 194 |
+
dln = math.log(r[1] / r[0])
|
| 195 |
+
offset = fhtoffset(dln, initial=-6 * np.log(10), mu=mu)
|
| 196 |
+
r = xp.asarray(r, dtype=one.dtype)
|
| 197 |
+
k = math.exp(offset) / xp_test.flip(r, axis=-1)
|
| 198 |
+
|
| 199 |
+
def f(x, mu):
|
| 200 |
+
return x**(mu + 1)*xp.exp(-x**2/2)
|
| 201 |
+
|
| 202 |
+
a_r = f(r, mu)
|
| 203 |
+
fht_val = fht(a_r, dln, mu=mu, offset=offset)
|
| 204 |
+
a_k = f(k, mu)
|
| 205 |
+
rel_err = xp.max(xp.abs((fht_val - a_k) / a_k))
|
| 206 |
+
xp_assert_less(rel_err, xp.asarray(7.28e+16)[()])
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_helper.py
ADDED
|
@@ -0,0 +1,574 @@
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|
| 1 |
+
"""Includes test functions for fftpack.helper module
|
| 2 |
+
|
| 3 |
+
Copied from fftpack.helper by Pearu Peterson, October 2005
|
| 4 |
+
Modified for Array API, 2023
|
| 5 |
+
|
| 6 |
+
"""
|
| 7 |
+
from scipy.fft._helper import next_fast_len, prev_fast_len, _init_nd_shape_and_axes
|
| 8 |
+
from numpy.testing import assert_equal
|
| 9 |
+
from pytest import raises as assert_raises
|
| 10 |
+
import pytest
|
| 11 |
+
import numpy as np
|
| 12 |
+
import sys
|
| 13 |
+
from scipy.conftest import array_api_compatible
|
| 14 |
+
from scipy._lib._array_api import (
|
| 15 |
+
xp_assert_close, get_xp_devices, xp_device, array_namespace
|
| 16 |
+
)
|
| 17 |
+
from scipy import fft
|
| 18 |
+
|
| 19 |
+
pytestmark = [array_api_compatible, pytest.mark.usefixtures("skip_xp_backends")]
|
| 20 |
+
skip_xp_backends = pytest.mark.skip_xp_backends
|
| 21 |
+
|
| 22 |
+
_5_smooth_numbers = [
|
| 23 |
+
2, 3, 4, 5, 6, 8, 9, 10,
|
| 24 |
+
2 * 3 * 5,
|
| 25 |
+
2**3 * 3**5,
|
| 26 |
+
2**3 * 3**3 * 5**2,
|
| 27 |
+
]
|
| 28 |
+
|
| 29 |
+
def test_next_fast_len():
|
| 30 |
+
for n in _5_smooth_numbers:
|
| 31 |
+
assert_equal(next_fast_len(n), n)
|
| 32 |
+
|
| 33 |
+
|
| 34 |
+
def _assert_n_smooth(x, n):
|
| 35 |
+
x_orig = x
|
| 36 |
+
if n < 2:
|
| 37 |
+
assert False
|
| 38 |
+
|
| 39 |
+
while True:
|
| 40 |
+
q, r = divmod(x, 2)
|
| 41 |
+
if r != 0:
|
| 42 |
+
break
|
| 43 |
+
x = q
|
| 44 |
+
|
| 45 |
+
for d in range(3, n+1, 2):
|
| 46 |
+
while True:
|
| 47 |
+
q, r = divmod(x, d)
|
| 48 |
+
if r != 0:
|
| 49 |
+
break
|
| 50 |
+
x = q
|
| 51 |
+
|
| 52 |
+
assert x == 1, \
|
| 53 |
+
f'x={x_orig} is not {n}-smooth, remainder={x}'
|
| 54 |
+
|
| 55 |
+
|
| 56 |
+
@skip_xp_backends(np_only=True)
|
| 57 |
+
class TestNextFastLen:
|
| 58 |
+
|
| 59 |
+
def test_next_fast_len(self):
|
| 60 |
+
np.random.seed(1234)
|
| 61 |
+
|
| 62 |
+
def nums():
|
| 63 |
+
yield from range(1, 1000)
|
| 64 |
+
yield 2**5 * 3**5 * 4**5 + 1
|
| 65 |
+
|
| 66 |
+
for n in nums():
|
| 67 |
+
m = next_fast_len(n)
|
| 68 |
+
_assert_n_smooth(m, 11)
|
| 69 |
+
assert m == next_fast_len(n, False)
|
| 70 |
+
|
| 71 |
+
m = next_fast_len(n, True)
|
| 72 |
+
_assert_n_smooth(m, 5)
|
| 73 |
+
|
| 74 |
+
def test_np_integers(self):
|
| 75 |
+
ITYPES = [np.int16, np.int32, np.int64, np.uint16, np.uint32, np.uint64]
|
| 76 |
+
for ityp in ITYPES:
|
| 77 |
+
x = ityp(12345)
|
| 78 |
+
testN = next_fast_len(x)
|
| 79 |
+
assert_equal(testN, next_fast_len(int(x)))
|
| 80 |
+
|
| 81 |
+
def testnext_fast_len_small(self):
|
| 82 |
+
hams = {
|
| 83 |
+
1: 1, 2: 2, 3: 3, 4: 4, 5: 5, 6: 6, 7: 8, 8: 8, 14: 15, 15: 15,
|
| 84 |
+
16: 16, 17: 18, 1021: 1024, 1536: 1536, 51200000: 51200000
|
| 85 |
+
}
|
| 86 |
+
for x, y in hams.items():
|
| 87 |
+
assert_equal(next_fast_len(x, True), y)
|
| 88 |
+
|
| 89 |
+
@pytest.mark.xfail(sys.maxsize < 2**32,
|
| 90 |
+
reason="Hamming Numbers too large for 32-bit",
|
| 91 |
+
raises=ValueError, strict=True)
|
| 92 |
+
def testnext_fast_len_big(self):
|
| 93 |
+
hams = {
|
| 94 |
+
510183360: 510183360, 510183360 + 1: 512000000,
|
| 95 |
+
511000000: 512000000,
|
| 96 |
+
854296875: 854296875, 854296875 + 1: 859963392,
|
| 97 |
+
196608000000: 196608000000, 196608000000 + 1: 196830000000,
|
| 98 |
+
8789062500000: 8789062500000, 8789062500000 + 1: 8796093022208,
|
| 99 |
+
206391214080000: 206391214080000,
|
| 100 |
+
206391214080000 + 1: 206624260800000,
|
| 101 |
+
470184984576000: 470184984576000,
|
| 102 |
+
470184984576000 + 1: 470715894135000,
|
| 103 |
+
7222041363087360: 7222041363087360,
|
| 104 |
+
7222041363087360 + 1: 7230196133913600,
|
| 105 |
+
# power of 5 5**23
|
| 106 |
+
11920928955078125: 11920928955078125,
|
| 107 |
+
11920928955078125 - 1: 11920928955078125,
|
| 108 |
+
# power of 3 3**34
|
| 109 |
+
16677181699666569: 16677181699666569,
|
| 110 |
+
16677181699666569 - 1: 16677181699666569,
|
| 111 |
+
# power of 2 2**54
|
| 112 |
+
18014398509481984: 18014398509481984,
|
| 113 |
+
18014398509481984 - 1: 18014398509481984,
|
| 114 |
+
# above this, int(ceil(n)) == int(ceil(n+1))
|
| 115 |
+
19200000000000000: 19200000000000000,
|
| 116 |
+
19200000000000000 + 1: 19221679687500000,
|
| 117 |
+
288230376151711744: 288230376151711744,
|
| 118 |
+
288230376151711744 + 1: 288325195312500000,
|
| 119 |
+
288325195312500000 - 1: 288325195312500000,
|
| 120 |
+
288325195312500000: 288325195312500000,
|
| 121 |
+
288325195312500000 + 1: 288555831593533440,
|
| 122 |
+
}
|
| 123 |
+
for x, y in hams.items():
|
| 124 |
+
assert_equal(next_fast_len(x, True), y)
|
| 125 |
+
|
| 126 |
+
def test_keyword_args(self):
|
| 127 |
+
assert next_fast_len(11, real=True) == 12
|
| 128 |
+
assert next_fast_len(target=7, real=False) == 7
|
| 129 |
+
|
| 130 |
+
@skip_xp_backends(np_only=True)
|
| 131 |
+
class TestPrevFastLen:
|
| 132 |
+
|
| 133 |
+
def test_prev_fast_len(self):
|
| 134 |
+
np.random.seed(1234)
|
| 135 |
+
|
| 136 |
+
def nums():
|
| 137 |
+
yield from range(1, 1000)
|
| 138 |
+
yield 2**5 * 3**5 * 4**5 + 1
|
| 139 |
+
|
| 140 |
+
for n in nums():
|
| 141 |
+
m = prev_fast_len(n)
|
| 142 |
+
_assert_n_smooth(m, 11)
|
| 143 |
+
assert m == prev_fast_len(n, False)
|
| 144 |
+
|
| 145 |
+
m = prev_fast_len(n, True)
|
| 146 |
+
_assert_n_smooth(m, 5)
|
| 147 |
+
|
| 148 |
+
def test_np_integers(self):
|
| 149 |
+
ITYPES = [np.int16, np.int32, np.int64, np.uint16, np.uint32,
|
| 150 |
+
np.uint64]
|
| 151 |
+
for ityp in ITYPES:
|
| 152 |
+
x = ityp(12345)
|
| 153 |
+
testN = prev_fast_len(x)
|
| 154 |
+
assert_equal(testN, prev_fast_len(int(x)))
|
| 155 |
+
|
| 156 |
+
testN = prev_fast_len(x, real=True)
|
| 157 |
+
assert_equal(testN, prev_fast_len(int(x), real=True))
|
| 158 |
+
|
| 159 |
+
def testprev_fast_len_small(self):
|
| 160 |
+
hams = {
|
| 161 |
+
1: 1, 2: 2, 3: 3, 4: 4, 5: 5, 6: 6, 7: 6, 8: 8, 14: 12, 15: 15,
|
| 162 |
+
16: 16, 17: 16, 1021: 1000, 1536: 1536, 51200000: 51200000
|
| 163 |
+
}
|
| 164 |
+
for x, y in hams.items():
|
| 165 |
+
assert_equal(prev_fast_len(x, True), y)
|
| 166 |
+
|
| 167 |
+
hams = {
|
| 168 |
+
1: 1, 2: 2, 3: 3, 4: 4, 5: 5, 6: 6, 7: 7, 8: 8, 9: 9, 10: 10,
|
| 169 |
+
11: 11, 12: 12, 13: 12, 14: 14, 15: 15, 16: 16, 17: 16, 18: 18,
|
| 170 |
+
19: 18, 20: 20, 21: 21, 22: 22, 120: 120, 121: 121, 122: 121,
|
| 171 |
+
1021: 1008, 1536: 1536, 51200000: 51200000
|
| 172 |
+
}
|
| 173 |
+
for x, y in hams.items():
|
| 174 |
+
assert_equal(prev_fast_len(x, False), y)
|
| 175 |
+
|
| 176 |
+
@pytest.mark.xfail(sys.maxsize < 2**32,
|
| 177 |
+
reason="Hamming Numbers too large for 32-bit",
|
| 178 |
+
raises=ValueError, strict=True)
|
| 179 |
+
def testprev_fast_len_big(self):
|
| 180 |
+
hams = {
|
| 181 |
+
# 2**6 * 3**13 * 5**1
|
| 182 |
+
510183360: 510183360,
|
| 183 |
+
510183360 + 1: 510183360,
|
| 184 |
+
510183360 - 1: 509607936, # 2**21 * 3**5
|
| 185 |
+
# 2**6 * 5**6 * 7**1 * 73**1
|
| 186 |
+
511000000: 510183360,
|
| 187 |
+
511000000 + 1: 510183360,
|
| 188 |
+
511000000 - 1: 510183360, # 2**6 * 3**13 * 5**1
|
| 189 |
+
# 3**7 * 5**8
|
| 190 |
+
854296875: 854296875,
|
| 191 |
+
854296875 + 1: 854296875,
|
| 192 |
+
854296875 - 1: 850305600, # 2**6 * 3**12 * 5**2
|
| 193 |
+
# 2**22 * 3**1 * 5**6
|
| 194 |
+
196608000000: 196608000000,
|
| 195 |
+
196608000000 + 1: 196608000000,
|
| 196 |
+
196608000000 - 1: 195910410240, # 2**13 * 3**14 * 5**1
|
| 197 |
+
# 2**5 * 3**2 * 5**15
|
| 198 |
+
8789062500000: 8789062500000,
|
| 199 |
+
8789062500000 + 1: 8789062500000,
|
| 200 |
+
8789062500000 - 1: 8748000000000, # 2**11 * 3**7 * 5**9
|
| 201 |
+
# 2**24 * 3**9 * 5**4
|
| 202 |
+
206391214080000: 206391214080000,
|
| 203 |
+
206391214080000 + 1: 206391214080000,
|
| 204 |
+
206391214080000 - 1: 206158430208000, # 2**39 * 3**1 * 5**3
|
| 205 |
+
# 2**18 * 3**15 * 5**3
|
| 206 |
+
470184984576000: 470184984576000,
|
| 207 |
+
470184984576000 + 1: 470184984576000,
|
| 208 |
+
470184984576000 - 1: 469654673817600, # 2**33 * 3**7 **5**2
|
| 209 |
+
# 2**25 * 3**16 * 5**1
|
| 210 |
+
7222041363087360: 7222041363087360,
|
| 211 |
+
7222041363087360 + 1: 7222041363087360,
|
| 212 |
+
7222041363087360 - 1: 7213895789838336, # 2**40 * 3**8
|
| 213 |
+
# power of 5 5**23
|
| 214 |
+
11920928955078125: 11920928955078125,
|
| 215 |
+
11920928955078125 + 1: 11920928955078125,
|
| 216 |
+
11920928955078125 - 1: 11901557422080000, # 2**14 * 3**19 * 5**4
|
| 217 |
+
# power of 3 3**34
|
| 218 |
+
16677181699666569: 16677181699666569,
|
| 219 |
+
16677181699666569 + 1: 16677181699666569,
|
| 220 |
+
16677181699666569 - 1: 16607531250000000, # 2**7 * 3**12 * 5**12
|
| 221 |
+
# power of 2 2**54
|
| 222 |
+
18014398509481984: 18014398509481984,
|
| 223 |
+
18014398509481984 + 1: 18014398509481984,
|
| 224 |
+
18014398509481984 - 1: 18000000000000000, # 2**16 * 3**2 * 5**15
|
| 225 |
+
# 2**20 * 3**1 * 5**14
|
| 226 |
+
19200000000000000: 19200000000000000,
|
| 227 |
+
19200000000000000 + 1: 19200000000000000,
|
| 228 |
+
19200000000000000 - 1: 19131876000000000, # 2**11 * 3**14 * 5**9
|
| 229 |
+
# 2**58
|
| 230 |
+
288230376151711744: 288230376151711744,
|
| 231 |
+
288230376151711744 + 1: 288230376151711744,
|
| 232 |
+
288230376151711744 - 1: 288000000000000000, # 2**20 * 3**2 * 5**15
|
| 233 |
+
# 2**5 * 3**10 * 5**16
|
| 234 |
+
288325195312500000: 288325195312500000,
|
| 235 |
+
288325195312500000 + 1: 288325195312500000,
|
| 236 |
+
288325195312500000 - 1: 288230376151711744, # 2**58
|
| 237 |
+
}
|
| 238 |
+
for x, y in hams.items():
|
| 239 |
+
assert_equal(prev_fast_len(x, True), y)
|
| 240 |
+
|
| 241 |
+
def test_keyword_args(self):
|
| 242 |
+
assert prev_fast_len(11, real=True) == 10
|
| 243 |
+
assert prev_fast_len(target=7, real=False) == 7
|
| 244 |
+
|
| 245 |
+
|
| 246 |
+
@skip_xp_backends(cpu_only=True)
|
| 247 |
+
class Test_init_nd_shape_and_axes:
|
| 248 |
+
|
| 249 |
+
def test_py_0d_defaults(self, xp):
|
| 250 |
+
x = xp.asarray(4)
|
| 251 |
+
shape = None
|
| 252 |
+
axes = None
|
| 253 |
+
|
| 254 |
+
shape_expected = ()
|
| 255 |
+
axes_expected = []
|
| 256 |
+
|
| 257 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 258 |
+
|
| 259 |
+
assert shape_res == shape_expected
|
| 260 |
+
assert axes_res == axes_expected
|
| 261 |
+
|
| 262 |
+
def test_xp_0d_defaults(self, xp):
|
| 263 |
+
x = xp.asarray(7.)
|
| 264 |
+
shape = None
|
| 265 |
+
axes = None
|
| 266 |
+
|
| 267 |
+
shape_expected = ()
|
| 268 |
+
axes_expected = []
|
| 269 |
+
|
| 270 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 271 |
+
|
| 272 |
+
assert shape_res == shape_expected
|
| 273 |
+
assert axes_res == axes_expected
|
| 274 |
+
|
| 275 |
+
def test_py_1d_defaults(self, xp):
|
| 276 |
+
x = xp.asarray([1, 2, 3])
|
| 277 |
+
shape = None
|
| 278 |
+
axes = None
|
| 279 |
+
|
| 280 |
+
shape_expected = (3,)
|
| 281 |
+
axes_expected = [0]
|
| 282 |
+
|
| 283 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 284 |
+
|
| 285 |
+
assert shape_res == shape_expected
|
| 286 |
+
assert axes_res == axes_expected
|
| 287 |
+
|
| 288 |
+
def test_xp_1d_defaults(self, xp):
|
| 289 |
+
x = xp.arange(0, 1, .1)
|
| 290 |
+
shape = None
|
| 291 |
+
axes = None
|
| 292 |
+
|
| 293 |
+
shape_expected = (10,)
|
| 294 |
+
axes_expected = [0]
|
| 295 |
+
|
| 296 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 297 |
+
|
| 298 |
+
assert shape_res == shape_expected
|
| 299 |
+
assert axes_res == axes_expected
|
| 300 |
+
|
| 301 |
+
def test_py_2d_defaults(self, xp):
|
| 302 |
+
x = xp.asarray([[1, 2, 3, 4],
|
| 303 |
+
[5, 6, 7, 8]])
|
| 304 |
+
shape = None
|
| 305 |
+
axes = None
|
| 306 |
+
|
| 307 |
+
shape_expected = (2, 4)
|
| 308 |
+
axes_expected = [0, 1]
|
| 309 |
+
|
| 310 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 311 |
+
|
| 312 |
+
assert shape_res == shape_expected
|
| 313 |
+
assert axes_res == axes_expected
|
| 314 |
+
|
| 315 |
+
def test_xp_2d_defaults(self, xp):
|
| 316 |
+
x = xp.arange(0, 1, .1)
|
| 317 |
+
x = xp.reshape(x, (5, 2))
|
| 318 |
+
shape = None
|
| 319 |
+
axes = None
|
| 320 |
+
|
| 321 |
+
shape_expected = (5, 2)
|
| 322 |
+
axes_expected = [0, 1]
|
| 323 |
+
|
| 324 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 325 |
+
|
| 326 |
+
assert shape_res == shape_expected
|
| 327 |
+
assert axes_res == axes_expected
|
| 328 |
+
|
| 329 |
+
def test_xp_5d_defaults(self, xp):
|
| 330 |
+
x = xp.zeros([6, 2, 5, 3, 4])
|
| 331 |
+
shape = None
|
| 332 |
+
axes = None
|
| 333 |
+
|
| 334 |
+
shape_expected = (6, 2, 5, 3, 4)
|
| 335 |
+
axes_expected = [0, 1, 2, 3, 4]
|
| 336 |
+
|
| 337 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 338 |
+
|
| 339 |
+
assert shape_res == shape_expected
|
| 340 |
+
assert axes_res == axes_expected
|
| 341 |
+
|
| 342 |
+
def test_xp_5d_set_shape(self, xp):
|
| 343 |
+
x = xp.zeros([6, 2, 5, 3, 4])
|
| 344 |
+
shape = [10, -1, -1, 1, 4]
|
| 345 |
+
axes = None
|
| 346 |
+
|
| 347 |
+
shape_expected = (10, 2, 5, 1, 4)
|
| 348 |
+
axes_expected = [0, 1, 2, 3, 4]
|
| 349 |
+
|
| 350 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 351 |
+
|
| 352 |
+
assert shape_res == shape_expected
|
| 353 |
+
assert axes_res == axes_expected
|
| 354 |
+
|
| 355 |
+
def test_xp_5d_set_axes(self, xp):
|
| 356 |
+
x = xp.zeros([6, 2, 5, 3, 4])
|
| 357 |
+
shape = None
|
| 358 |
+
axes = [4, 1, 2]
|
| 359 |
+
|
| 360 |
+
shape_expected = (4, 2, 5)
|
| 361 |
+
axes_expected = [4, 1, 2]
|
| 362 |
+
|
| 363 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 364 |
+
|
| 365 |
+
assert shape_res == shape_expected
|
| 366 |
+
assert axes_res == axes_expected
|
| 367 |
+
|
| 368 |
+
def test_xp_5d_set_shape_axes(self, xp):
|
| 369 |
+
x = xp.zeros([6, 2, 5, 3, 4])
|
| 370 |
+
shape = [10, -1, 2]
|
| 371 |
+
axes = [1, 0, 3]
|
| 372 |
+
|
| 373 |
+
shape_expected = (10, 6, 2)
|
| 374 |
+
axes_expected = [1, 0, 3]
|
| 375 |
+
|
| 376 |
+
shape_res, axes_res = _init_nd_shape_and_axes(x, shape, axes)
|
| 377 |
+
|
| 378 |
+
assert shape_res == shape_expected
|
| 379 |
+
assert axes_res == axes_expected
|
| 380 |
+
|
| 381 |
+
def test_shape_axes_subset(self, xp):
|
| 382 |
+
x = xp.zeros((2, 3, 4, 5))
|
| 383 |
+
shape, axes = _init_nd_shape_and_axes(x, shape=(5, 5, 5), axes=None)
|
| 384 |
+
|
| 385 |
+
assert shape == (5, 5, 5)
|
| 386 |
+
assert axes == [1, 2, 3]
|
| 387 |
+
|
| 388 |
+
def test_errors(self, xp):
|
| 389 |
+
x = xp.zeros(1)
|
| 390 |
+
with assert_raises(ValueError, match="axes must be a scalar or "
|
| 391 |
+
"iterable of integers"):
|
| 392 |
+
_init_nd_shape_and_axes(x, shape=None, axes=[[1, 2], [3, 4]])
|
| 393 |
+
|
| 394 |
+
with assert_raises(ValueError, match="axes must be a scalar or "
|
| 395 |
+
"iterable of integers"):
|
| 396 |
+
_init_nd_shape_and_axes(x, shape=None, axes=[1., 2., 3., 4.])
|
| 397 |
+
|
| 398 |
+
with assert_raises(ValueError,
|
| 399 |
+
match="axes exceeds dimensionality of input"):
|
| 400 |
+
_init_nd_shape_and_axes(x, shape=None, axes=[1])
|
| 401 |
+
|
| 402 |
+
with assert_raises(ValueError,
|
| 403 |
+
match="axes exceeds dimensionality of input"):
|
| 404 |
+
_init_nd_shape_and_axes(x, shape=None, axes=[-2])
|
| 405 |
+
|
| 406 |
+
with assert_raises(ValueError,
|
| 407 |
+
match="all axes must be unique"):
|
| 408 |
+
_init_nd_shape_and_axes(x, shape=None, axes=[0, 0])
|
| 409 |
+
|
| 410 |
+
with assert_raises(ValueError, match="shape must be a scalar or "
|
| 411 |
+
"iterable of integers"):
|
| 412 |
+
_init_nd_shape_and_axes(x, shape=[[1, 2], [3, 4]], axes=None)
|
| 413 |
+
|
| 414 |
+
with assert_raises(ValueError, match="shape must be a scalar or "
|
| 415 |
+
"iterable of integers"):
|
| 416 |
+
_init_nd_shape_and_axes(x, shape=[1., 2., 3., 4.], axes=None)
|
| 417 |
+
|
| 418 |
+
with assert_raises(ValueError,
|
| 419 |
+
match="when given, axes and shape arguments"
|
| 420 |
+
" have to be of the same length"):
|
| 421 |
+
_init_nd_shape_and_axes(xp.zeros([1, 1, 1, 1]),
|
| 422 |
+
shape=[1, 2, 3], axes=[1])
|
| 423 |
+
|
| 424 |
+
with assert_raises(ValueError,
|
| 425 |
+
match="invalid number of data points"
|
| 426 |
+
r" \(\[0\]\) specified"):
|
| 427 |
+
_init_nd_shape_and_axes(x, shape=[0], axes=None)
|
| 428 |
+
|
| 429 |
+
with assert_raises(ValueError,
|
| 430 |
+
match="invalid number of data points"
|
| 431 |
+
r" \(\[-2\]\) specified"):
|
| 432 |
+
_init_nd_shape_and_axes(x, shape=-2, axes=None)
|
| 433 |
+
|
| 434 |
+
|
| 435 |
+
class TestFFTShift:
|
| 436 |
+
|
| 437 |
+
def test_definition(self, xp):
|
| 438 |
+
x = xp.asarray([0., 1, 2, 3, 4, -4, -3, -2, -1])
|
| 439 |
+
y = xp.asarray([-4., -3, -2, -1, 0, 1, 2, 3, 4])
|
| 440 |
+
xp_assert_close(fft.fftshift(x), y)
|
| 441 |
+
xp_assert_close(fft.ifftshift(y), x)
|
| 442 |
+
x = xp.asarray([0., 1, 2, 3, 4, -5, -4, -3, -2, -1])
|
| 443 |
+
y = xp.asarray([-5., -4, -3, -2, -1, 0, 1, 2, 3, 4])
|
| 444 |
+
xp_assert_close(fft.fftshift(x), y)
|
| 445 |
+
xp_assert_close(fft.ifftshift(y), x)
|
| 446 |
+
|
| 447 |
+
def test_inverse(self, xp):
|
| 448 |
+
for n in [1, 4, 9, 100, 211]:
|
| 449 |
+
x = xp.asarray(np.random.random((n,)))
|
| 450 |
+
xp_assert_close(fft.ifftshift(fft.fftshift(x)), x)
|
| 451 |
+
|
| 452 |
+
@skip_xp_backends('cupy', reason='cupy/cupy#8393')
|
| 453 |
+
def test_axes_keyword(self, xp):
|
| 454 |
+
freqs = xp.asarray([[0., 1, 2], [3, 4, -4], [-3, -2, -1]])
|
| 455 |
+
shifted = xp.asarray([[-1., -3, -2], [2, 0, 1], [-4, 3, 4]])
|
| 456 |
+
xp_assert_close(fft.fftshift(freqs, axes=(0, 1)), shifted)
|
| 457 |
+
xp_assert_close(fft.fftshift(freqs, axes=0), fft.fftshift(freqs, axes=(0,)))
|
| 458 |
+
xp_assert_close(fft.ifftshift(shifted, axes=(0, 1)), freqs)
|
| 459 |
+
xp_assert_close(fft.ifftshift(shifted, axes=0),
|
| 460 |
+
fft.ifftshift(shifted, axes=(0,)))
|
| 461 |
+
xp_assert_close(fft.fftshift(freqs), shifted)
|
| 462 |
+
xp_assert_close(fft.ifftshift(shifted), freqs)
|
| 463 |
+
|
| 464 |
+
@skip_xp_backends('cupy', reason='cupy/cupy#8393')
|
| 465 |
+
def test_uneven_dims(self, xp):
|
| 466 |
+
""" Test 2D input, which has uneven dimension sizes """
|
| 467 |
+
freqs = xp.asarray([
|
| 468 |
+
[0, 1],
|
| 469 |
+
[2, 3],
|
| 470 |
+
[4, 5]
|
| 471 |
+
], dtype=xp.float64)
|
| 472 |
+
|
| 473 |
+
# shift in dimension 0
|
| 474 |
+
shift_dim0 = xp.asarray([
|
| 475 |
+
[4, 5],
|
| 476 |
+
[0, 1],
|
| 477 |
+
[2, 3]
|
| 478 |
+
], dtype=xp.float64)
|
| 479 |
+
xp_assert_close(fft.fftshift(freqs, axes=0), shift_dim0)
|
| 480 |
+
xp_assert_close(fft.ifftshift(shift_dim0, axes=0), freqs)
|
| 481 |
+
xp_assert_close(fft.fftshift(freqs, axes=(0,)), shift_dim0)
|
| 482 |
+
xp_assert_close(fft.ifftshift(shift_dim0, axes=[0]), freqs)
|
| 483 |
+
|
| 484 |
+
# shift in dimension 1
|
| 485 |
+
shift_dim1 = xp.asarray([
|
| 486 |
+
[1, 0],
|
| 487 |
+
[3, 2],
|
| 488 |
+
[5, 4]
|
| 489 |
+
], dtype=xp.float64)
|
| 490 |
+
xp_assert_close(fft.fftshift(freqs, axes=1), shift_dim1)
|
| 491 |
+
xp_assert_close(fft.ifftshift(shift_dim1, axes=1), freqs)
|
| 492 |
+
|
| 493 |
+
# shift in both dimensions
|
| 494 |
+
shift_dim_both = xp.asarray([
|
| 495 |
+
[5, 4],
|
| 496 |
+
[1, 0],
|
| 497 |
+
[3, 2]
|
| 498 |
+
], dtype=xp.float64)
|
| 499 |
+
xp_assert_close(fft.fftshift(freqs, axes=(0, 1)), shift_dim_both)
|
| 500 |
+
xp_assert_close(fft.ifftshift(shift_dim_both, axes=(0, 1)), freqs)
|
| 501 |
+
xp_assert_close(fft.fftshift(freqs, axes=[0, 1]), shift_dim_both)
|
| 502 |
+
xp_assert_close(fft.ifftshift(shift_dim_both, axes=[0, 1]), freqs)
|
| 503 |
+
|
| 504 |
+
# axes=None (default) shift in all dimensions
|
| 505 |
+
xp_assert_close(fft.fftshift(freqs, axes=None), shift_dim_both)
|
| 506 |
+
xp_assert_close(fft.ifftshift(shift_dim_both, axes=None), freqs)
|
| 507 |
+
xp_assert_close(fft.fftshift(freqs), shift_dim_both)
|
| 508 |
+
xp_assert_close(fft.ifftshift(shift_dim_both), freqs)
|
| 509 |
+
|
| 510 |
+
|
| 511 |
+
@skip_xp_backends("cupy",
|
| 512 |
+
reason="CuPy has not implemented the `device` param")
|
| 513 |
+
@skip_xp_backends("jax.numpy",
|
| 514 |
+
reason="JAX has not implemented the `device` param")
|
| 515 |
+
class TestFFTFreq:
|
| 516 |
+
|
| 517 |
+
def test_definition(self, xp):
|
| 518 |
+
x = xp.asarray([0, 1, 2, 3, 4, -4, -3, -2, -1], dtype=xp.float64)
|
| 519 |
+
x2 = xp.asarray([0, 1, 2, 3, 4, -5, -4, -3, -2, -1], dtype=xp.float64)
|
| 520 |
+
|
| 521 |
+
# default dtype varies across backends
|
| 522 |
+
|
| 523 |
+
y = 9 * fft.fftfreq(9, xp=xp)
|
| 524 |
+
xp_assert_close(y, x, check_dtype=False, check_namespace=True)
|
| 525 |
+
|
| 526 |
+
y = 9 * xp.pi * fft.fftfreq(9, xp.pi, xp=xp)
|
| 527 |
+
xp_assert_close(y, x, check_dtype=False)
|
| 528 |
+
|
| 529 |
+
y = 10 * fft.fftfreq(10, xp=xp)
|
| 530 |
+
xp_assert_close(y, x2, check_dtype=False)
|
| 531 |
+
|
| 532 |
+
y = 10 * xp.pi * fft.fftfreq(10, xp.pi, xp=xp)
|
| 533 |
+
xp_assert_close(y, x2, check_dtype=False)
|
| 534 |
+
|
| 535 |
+
def test_device(self, xp):
|
| 536 |
+
xp_test = array_namespace(xp.empty(0))
|
| 537 |
+
devices = get_xp_devices(xp)
|
| 538 |
+
for d in devices:
|
| 539 |
+
y = fft.fftfreq(9, xp=xp, device=d)
|
| 540 |
+
x = xp_test.empty(0, device=d)
|
| 541 |
+
assert xp_device(y) == xp_device(x)
|
| 542 |
+
|
| 543 |
+
|
| 544 |
+
@skip_xp_backends("cupy",
|
| 545 |
+
reason="CuPy has not implemented the `device` param")
|
| 546 |
+
@skip_xp_backends("jax.numpy",
|
| 547 |
+
reason="JAX has not implemented the `device` param")
|
| 548 |
+
class TestRFFTFreq:
|
| 549 |
+
|
| 550 |
+
def test_definition(self, xp):
|
| 551 |
+
x = xp.asarray([0, 1, 2, 3, 4], dtype=xp.float64)
|
| 552 |
+
x2 = xp.asarray([0, 1, 2, 3, 4, 5], dtype=xp.float64)
|
| 553 |
+
|
| 554 |
+
# default dtype varies across backends
|
| 555 |
+
|
| 556 |
+
y = 9 * fft.rfftfreq(9, xp=xp)
|
| 557 |
+
xp_assert_close(y, x, check_dtype=False, check_namespace=True)
|
| 558 |
+
|
| 559 |
+
y = 9 * xp.pi * fft.rfftfreq(9, xp.pi, xp=xp)
|
| 560 |
+
xp_assert_close(y, x, check_dtype=False)
|
| 561 |
+
|
| 562 |
+
y = 10 * fft.rfftfreq(10, xp=xp)
|
| 563 |
+
xp_assert_close(y, x2, check_dtype=False)
|
| 564 |
+
|
| 565 |
+
y = 10 * xp.pi * fft.rfftfreq(10, xp.pi, xp=xp)
|
| 566 |
+
xp_assert_close(y, x2, check_dtype=False)
|
| 567 |
+
|
| 568 |
+
def test_device(self, xp):
|
| 569 |
+
xp_test = array_namespace(xp.empty(0))
|
| 570 |
+
devices = get_xp_devices(xp)
|
| 571 |
+
for d in devices:
|
| 572 |
+
y = fft.rfftfreq(9, xp=xp, device=d)
|
| 573 |
+
x = xp_test.empty(0, device=d)
|
| 574 |
+
assert xp_device(y) == xp_device(x)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_multithreading.py
ADDED
|
@@ -0,0 +1,84 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
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|
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|
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|
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|
|
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|
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|
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|
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|
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|
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|
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|
|
|
|
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|
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|
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|
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|
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|
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|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
from scipy import fft
|
| 2 |
+
import numpy as np
|
| 3 |
+
import pytest
|
| 4 |
+
from numpy.testing import assert_allclose
|
| 5 |
+
import multiprocessing
|
| 6 |
+
import os
|
| 7 |
+
|
| 8 |
+
|
| 9 |
+
@pytest.fixture(scope='module')
|
| 10 |
+
def x():
|
| 11 |
+
return np.random.randn(512, 128) # Must be large enough to qualify for mt
|
| 12 |
+
|
| 13 |
+
|
| 14 |
+
@pytest.mark.parametrize("func", [
|
| 15 |
+
fft.fft, fft.ifft, fft.fft2, fft.ifft2, fft.fftn, fft.ifftn,
|
| 16 |
+
fft.rfft, fft.irfft, fft.rfft2, fft.irfft2, fft.rfftn, fft.irfftn,
|
| 17 |
+
fft.hfft, fft.ihfft, fft.hfft2, fft.ihfft2, fft.hfftn, fft.ihfftn,
|
| 18 |
+
fft.dct, fft.idct, fft.dctn, fft.idctn,
|
| 19 |
+
fft.dst, fft.idst, fft.dstn, fft.idstn,
|
| 20 |
+
])
|
| 21 |
+
@pytest.mark.parametrize("workers", [2, -1])
|
| 22 |
+
def test_threaded_same(x, func, workers):
|
| 23 |
+
expected = func(x, workers=1)
|
| 24 |
+
actual = func(x, workers=workers)
|
| 25 |
+
assert_allclose(actual, expected)
|
| 26 |
+
|
| 27 |
+
|
| 28 |
+
def _mt_fft(x):
|
| 29 |
+
return fft.fft(x, workers=2)
|
| 30 |
+
|
| 31 |
+
|
| 32 |
+
@pytest.mark.slow
|
| 33 |
+
def test_mixed_threads_processes(x):
|
| 34 |
+
# Test that the fft threadpool is safe to use before & after fork
|
| 35 |
+
|
| 36 |
+
expect = fft.fft(x, workers=2)
|
| 37 |
+
|
| 38 |
+
with multiprocessing.Pool(2) as p:
|
| 39 |
+
res = p.map(_mt_fft, [x for _ in range(4)])
|
| 40 |
+
|
| 41 |
+
for r in res:
|
| 42 |
+
assert_allclose(r, expect)
|
| 43 |
+
|
| 44 |
+
fft.fft(x, workers=2)
|
| 45 |
+
|
| 46 |
+
|
| 47 |
+
def test_invalid_workers(x):
|
| 48 |
+
cpus = os.cpu_count()
|
| 49 |
+
|
| 50 |
+
fft.ifft([1], workers=-cpus)
|
| 51 |
+
|
| 52 |
+
with pytest.raises(ValueError, match='workers must not be zero'):
|
| 53 |
+
fft.fft(x, workers=0)
|
| 54 |
+
|
| 55 |
+
with pytest.raises(ValueError, match='workers value out of range'):
|
| 56 |
+
fft.ifft(x, workers=-cpus-1)
|
| 57 |
+
|
| 58 |
+
|
| 59 |
+
def test_set_get_workers():
|
| 60 |
+
cpus = os.cpu_count()
|
| 61 |
+
assert fft.get_workers() == 1
|
| 62 |
+
with fft.set_workers(4):
|
| 63 |
+
assert fft.get_workers() == 4
|
| 64 |
+
|
| 65 |
+
with fft.set_workers(-1):
|
| 66 |
+
assert fft.get_workers() == cpus
|
| 67 |
+
|
| 68 |
+
assert fft.get_workers() == 4
|
| 69 |
+
|
| 70 |
+
assert fft.get_workers() == 1
|
| 71 |
+
|
| 72 |
+
with fft.set_workers(-cpus):
|
| 73 |
+
assert fft.get_workers() == 1
|
| 74 |
+
|
| 75 |
+
|
| 76 |
+
def test_set_workers_invalid():
|
| 77 |
+
|
| 78 |
+
with pytest.raises(ValueError, match='workers must not be zero'):
|
| 79 |
+
with fft.set_workers(0):
|
| 80 |
+
pass
|
| 81 |
+
|
| 82 |
+
with pytest.raises(ValueError, match='workers value out of range'):
|
| 83 |
+
with fft.set_workers(-os.cpu_count()-1):
|
| 84 |
+
pass
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fft/tests/test_real_transforms.py
ADDED
|
@@ -0,0 +1,249 @@
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|
|
|
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|
|
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|
|
|
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|
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|
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|
|
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|
|
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|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
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|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
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|
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|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import numpy as np
|
| 2 |
+
from numpy.testing import assert_allclose, assert_array_equal
|
| 3 |
+
import pytest
|
| 4 |
+
import math
|
| 5 |
+
|
| 6 |
+
from scipy.fft import dct, idct, dctn, idctn, dst, idst, dstn, idstn
|
| 7 |
+
import scipy.fft as fft
|
| 8 |
+
from scipy import fftpack
|
| 9 |
+
from scipy.conftest import array_api_compatible
|
| 10 |
+
from scipy._lib._array_api import xp_copy, xp_assert_close
|
| 11 |
+
|
| 12 |
+
pytestmark = [array_api_compatible, pytest.mark.usefixtures("skip_xp_backends")]
|
| 13 |
+
skip_xp_backends = pytest.mark.skip_xp_backends
|
| 14 |
+
|
| 15 |
+
SQRT_2 = math.sqrt(2)
|
| 16 |
+
|
| 17 |
+
# scipy.fft wraps the fftpack versions but with normalized inverse transforms.
|
| 18 |
+
# So, the forward transforms and definitions are already thoroughly tested in
|
| 19 |
+
# fftpack/test_real_transforms.py
|
| 20 |
+
|
| 21 |
+
|
| 22 |
+
@skip_xp_backends(cpu_only=True)
|
| 23 |
+
@pytest.mark.parametrize("forward, backward", [(dct, idct), (dst, idst)])
|
| 24 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 25 |
+
@pytest.mark.parametrize("n", [2, 3, 4, 5, 10, 16])
|
| 26 |
+
@pytest.mark.parametrize("axis", [0, 1])
|
| 27 |
+
@pytest.mark.parametrize("norm", [None, 'backward', 'ortho', 'forward'])
|
| 28 |
+
@pytest.mark.parametrize("orthogonalize", [False, True])
|
| 29 |
+
def test_identity_1d(forward, backward, type, n, axis, norm, orthogonalize, xp):
|
| 30 |
+
# Test the identity f^-1(f(x)) == x
|
| 31 |
+
x = xp.asarray(np.random.rand(n, n))
|
| 32 |
+
|
| 33 |
+
y = forward(x, type, axis=axis, norm=norm, orthogonalize=orthogonalize)
|
| 34 |
+
z = backward(y, type, axis=axis, norm=norm, orthogonalize=orthogonalize)
|
| 35 |
+
xp_assert_close(z, x)
|
| 36 |
+
|
| 37 |
+
pad = [(0, 0)] * 2
|
| 38 |
+
pad[axis] = (0, 4)
|
| 39 |
+
|
| 40 |
+
y2 = xp.asarray(np.pad(np.asarray(y), pad, mode='edge'))
|
| 41 |
+
z2 = backward(y2, type, n, axis, norm, orthogonalize=orthogonalize)
|
| 42 |
+
xp_assert_close(z2, x)
|
| 43 |
+
|
| 44 |
+
|
| 45 |
+
@skip_xp_backends(np_only=True,
|
| 46 |
+
reason='`overwrite_x` only supported for NumPy backend.')
|
| 47 |
+
@pytest.mark.parametrize("forward, backward", [(dct, idct), (dst, idst)])
|
| 48 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 49 |
+
@pytest.mark.parametrize("dtype", [np.float16, np.float32, np.float64,
|
| 50 |
+
np.complex64, np.complex128])
|
| 51 |
+
@pytest.mark.parametrize("axis", [0, 1])
|
| 52 |
+
@pytest.mark.parametrize("norm", [None, 'backward', 'ortho', 'forward'])
|
| 53 |
+
@pytest.mark.parametrize("overwrite_x", [True, False])
|
| 54 |
+
def test_identity_1d_overwrite(forward, backward, type, dtype, axis, norm,
|
| 55 |
+
overwrite_x):
|
| 56 |
+
# Test the identity f^-1(f(x)) == x
|
| 57 |
+
x = np.random.rand(7, 8).astype(dtype)
|
| 58 |
+
x_orig = x.copy()
|
| 59 |
+
|
| 60 |
+
y = forward(x, type, axis=axis, norm=norm, overwrite_x=overwrite_x)
|
| 61 |
+
y_orig = y.copy()
|
| 62 |
+
z = backward(y, type, axis=axis, norm=norm, overwrite_x=overwrite_x)
|
| 63 |
+
if not overwrite_x:
|
| 64 |
+
assert_allclose(z, x, rtol=1e-6, atol=1e-6)
|
| 65 |
+
assert_array_equal(x, x_orig)
|
| 66 |
+
assert_array_equal(y, y_orig)
|
| 67 |
+
else:
|
| 68 |
+
assert_allclose(z, x_orig, rtol=1e-6, atol=1e-6)
|
| 69 |
+
|
| 70 |
+
|
| 71 |
+
@skip_xp_backends(cpu_only=True)
|
| 72 |
+
@pytest.mark.parametrize("forward, backward", [(dctn, idctn), (dstn, idstn)])
|
| 73 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 74 |
+
@pytest.mark.parametrize("shape, axes",
|
| 75 |
+
[
|
| 76 |
+
((4, 4), 0),
|
| 77 |
+
((4, 4), 1),
|
| 78 |
+
((4, 4), None),
|
| 79 |
+
((4, 4), (0, 1)),
|
| 80 |
+
((10, 12), None),
|
| 81 |
+
((10, 12), (0, 1)),
|
| 82 |
+
((4, 5, 6), None),
|
| 83 |
+
((4, 5, 6), 1),
|
| 84 |
+
((4, 5, 6), (0, 2)),
|
| 85 |
+
])
|
| 86 |
+
@pytest.mark.parametrize("norm", [None, 'backward', 'ortho', 'forward'])
|
| 87 |
+
@pytest.mark.parametrize("orthogonalize", [False, True])
|
| 88 |
+
def test_identity_nd(forward, backward, type, shape, axes, norm,
|
| 89 |
+
orthogonalize, xp):
|
| 90 |
+
# Test the identity f^-1(f(x)) == x
|
| 91 |
+
|
| 92 |
+
x = xp.asarray(np.random.random(shape))
|
| 93 |
+
|
| 94 |
+
if axes is not None:
|
| 95 |
+
shape = np.take(shape, axes)
|
| 96 |
+
|
| 97 |
+
y = forward(x, type, axes=axes, norm=norm, orthogonalize=orthogonalize)
|
| 98 |
+
z = backward(y, type, axes=axes, norm=norm, orthogonalize=orthogonalize)
|
| 99 |
+
xp_assert_close(z, x)
|
| 100 |
+
|
| 101 |
+
if axes is None:
|
| 102 |
+
pad = [(0, 4)] * x.ndim
|
| 103 |
+
elif isinstance(axes, int):
|
| 104 |
+
pad = [(0, 0)] * x.ndim
|
| 105 |
+
pad[axes] = (0, 4)
|
| 106 |
+
else:
|
| 107 |
+
pad = [(0, 0)] * x.ndim
|
| 108 |
+
|
| 109 |
+
for a in axes:
|
| 110 |
+
pad[a] = (0, 4)
|
| 111 |
+
|
| 112 |
+
# TODO write an array-agnostic pad
|
| 113 |
+
y2 = xp.asarray(np.pad(np.asarray(y), pad, mode='edge'))
|
| 114 |
+
z2 = backward(y2, type, shape, axes, norm, orthogonalize=orthogonalize)
|
| 115 |
+
xp_assert_close(z2, x)
|
| 116 |
+
|
| 117 |
+
|
| 118 |
+
@skip_xp_backends(np_only=True,
|
| 119 |
+
reason='`overwrite_x` only supported for NumPy backend.')
|
| 120 |
+
@pytest.mark.parametrize("forward, backward", [(dctn, idctn), (dstn, idstn)])
|
| 121 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 122 |
+
@pytest.mark.parametrize("shape, axes",
|
| 123 |
+
[
|
| 124 |
+
((4, 5), 0),
|
| 125 |
+
((4, 5), 1),
|
| 126 |
+
((4, 5), None),
|
| 127 |
+
])
|
| 128 |
+
@pytest.mark.parametrize("dtype", [np.float16, np.float32, np.float64,
|
| 129 |
+
np.complex64, np.complex128])
|
| 130 |
+
@pytest.mark.parametrize("norm", [None, 'backward', 'ortho', 'forward'])
|
| 131 |
+
@pytest.mark.parametrize("overwrite_x", [False, True])
|
| 132 |
+
def test_identity_nd_overwrite(forward, backward, type, shape, axes, dtype,
|
| 133 |
+
norm, overwrite_x):
|
| 134 |
+
# Test the identity f^-1(f(x)) == x
|
| 135 |
+
|
| 136 |
+
x = np.random.random(shape).astype(dtype)
|
| 137 |
+
x_orig = x.copy()
|
| 138 |
+
|
| 139 |
+
if axes is not None:
|
| 140 |
+
shape = np.take(shape, axes)
|
| 141 |
+
|
| 142 |
+
y = forward(x, type, axes=axes, norm=norm)
|
| 143 |
+
y_orig = y.copy()
|
| 144 |
+
z = backward(y, type, axes=axes, norm=norm)
|
| 145 |
+
if overwrite_x:
|
| 146 |
+
assert_allclose(z, x_orig, rtol=1e-6, atol=1e-6)
|
| 147 |
+
else:
|
| 148 |
+
assert_allclose(z, x, rtol=1e-6, atol=1e-6)
|
| 149 |
+
assert_array_equal(x, x_orig)
|
| 150 |
+
assert_array_equal(y, y_orig)
|
| 151 |
+
|
| 152 |
+
|
| 153 |
+
@skip_xp_backends(cpu_only=True)
|
| 154 |
+
@pytest.mark.parametrize("func", ['dct', 'dst', 'dctn', 'dstn'])
|
| 155 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 156 |
+
@pytest.mark.parametrize("norm", [None, 'backward', 'ortho', 'forward'])
|
| 157 |
+
def test_fftpack_equivalience(func, type, norm, xp):
|
| 158 |
+
x = np.random.rand(8, 16)
|
| 159 |
+
fftpack_res = xp.asarray(getattr(fftpack, func)(x, type, norm=norm))
|
| 160 |
+
x = xp.asarray(x)
|
| 161 |
+
fft_res = getattr(fft, func)(x, type, norm=norm)
|
| 162 |
+
|
| 163 |
+
xp_assert_close(fft_res, fftpack_res)
|
| 164 |
+
|
| 165 |
+
|
| 166 |
+
@skip_xp_backends(cpu_only=True)
|
| 167 |
+
@pytest.mark.parametrize("func", [dct, dst, dctn, dstn])
|
| 168 |
+
@pytest.mark.parametrize("type", [1, 2, 3, 4])
|
| 169 |
+
def test_orthogonalize_default(func, type, xp):
|
| 170 |
+
# Test orthogonalize is the default when norm="ortho", but not otherwise
|
| 171 |
+
x = xp.asarray(np.random.rand(100))
|
| 172 |
+
|
| 173 |
+
for norm, ortho in [
|
| 174 |
+
("forward", False),
|
| 175 |
+
("backward", False),
|
| 176 |
+
("ortho", True),
|
| 177 |
+
]:
|
| 178 |
+
a = func(x, type=type, norm=norm, orthogonalize=ortho)
|
| 179 |
+
b = func(x, type=type, norm=norm)
|
| 180 |
+
xp_assert_close(a, b)
|
| 181 |
+
|
| 182 |
+
|
| 183 |
+
@skip_xp_backends(cpu_only=True)
|
| 184 |
+
@pytest.mark.parametrize("norm", ["backward", "ortho", "forward"])
|
| 185 |
+
@pytest.mark.parametrize("func, type", [
|
| 186 |
+
(dct, 4), (dst, 1), (dst, 4)])
|
| 187 |
+
def test_orthogonalize_noop(func, type, norm, xp):
|
| 188 |
+
# Transforms where orthogonalize is a no-op
|
| 189 |
+
x = xp.asarray(np.random.rand(100))
|
| 190 |
+
y1 = func(x, type=type, norm=norm, orthogonalize=True)
|
| 191 |
+
y2 = func(x, type=type, norm=norm, orthogonalize=False)
|
| 192 |
+
xp_assert_close(y1, y2)
|
| 193 |
+
|
| 194 |
+
|
| 195 |
+
@skip_xp_backends('jax.numpy',
|
| 196 |
+
reason='jax arrays do not support item assignment',
|
| 197 |
+
cpu_only=True)
|
| 198 |
+
@pytest.mark.parametrize("norm", ["backward", "ortho", "forward"])
|
| 199 |
+
def test_orthogonalize_dct1(norm, xp):
|
| 200 |
+
x = xp.asarray(np.random.rand(100))
|
| 201 |
+
|
| 202 |
+
x2 = xp_copy(x, xp=xp)
|
| 203 |
+
x2[0] *= SQRT_2
|
| 204 |
+
x2[-1] *= SQRT_2
|
| 205 |
+
|
| 206 |
+
y1 = dct(x, type=1, norm=norm, orthogonalize=True)
|
| 207 |
+
y2 = dct(x2, type=1, norm=norm, orthogonalize=False)
|
| 208 |
+
|
| 209 |
+
y2[0] /= SQRT_2
|
| 210 |
+
y2[-1] /= SQRT_2
|
| 211 |
+
xp_assert_close(y1, y2)
|
| 212 |
+
|
| 213 |
+
|
| 214 |
+
@skip_xp_backends('jax.numpy',
|
| 215 |
+
reason='jax arrays do not support item assignment',
|
| 216 |
+
cpu_only=True)
|
| 217 |
+
@pytest.mark.parametrize("norm", ["backward", "ortho", "forward"])
|
| 218 |
+
@pytest.mark.parametrize("func", [dct, dst])
|
| 219 |
+
def test_orthogonalize_dcst2(func, norm, xp):
|
| 220 |
+
x = xp.asarray(np.random.rand(100))
|
| 221 |
+
y1 = func(x, type=2, norm=norm, orthogonalize=True)
|
| 222 |
+
y2 = func(x, type=2, norm=norm, orthogonalize=False)
|
| 223 |
+
|
| 224 |
+
y2[0 if func == dct else -1] /= SQRT_2
|
| 225 |
+
xp_assert_close(y1, y2)
|
| 226 |
+
|
| 227 |
+
|
| 228 |
+
@skip_xp_backends('jax.numpy',
|
| 229 |
+
reason='jax arrays do not support item assignment',
|
| 230 |
+
cpu_only=True)
|
| 231 |
+
@pytest.mark.parametrize("norm", ["backward", "ortho", "forward"])
|
| 232 |
+
@pytest.mark.parametrize("func", [dct, dst])
|
| 233 |
+
def test_orthogonalize_dcst3(func, norm, xp):
|
| 234 |
+
x = xp.asarray(np.random.rand(100))
|
| 235 |
+
x2 = xp_copy(x, xp=xp)
|
| 236 |
+
x2[0 if func == dct else -1] *= SQRT_2
|
| 237 |
+
|
| 238 |
+
y1 = func(x, type=3, norm=norm, orthogonalize=True)
|
| 239 |
+
y2 = func(x2, type=3, norm=norm, orthogonalize=False)
|
| 240 |
+
xp_assert_close(y1, y2)
|
| 241 |
+
|
| 242 |
+
@skip_xp_backends(np_only=True,
|
| 243 |
+
reason='array-likes only supported for NumPy backend')
|
| 244 |
+
@pytest.mark.parametrize("func", [dct, idct, dctn, idctn, dst, idst, dstn, idstn])
|
| 245 |
+
def test_array_like(xp, func):
|
| 246 |
+
x = [[[1.0, 1.0], [1.0, 1.0]],
|
| 247 |
+
[[1.0, 1.0], [1.0, 1.0]],
|
| 248 |
+
[[1.0, 1.0], [1.0, 1.0]]]
|
| 249 |
+
xp_assert_close(func(x), func(xp.asarray(x)))
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/__init__.py
ADDED
|
@@ -0,0 +1,103 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""
|
| 2 |
+
=========================================================
|
| 3 |
+
Legacy discrete Fourier transforms (:mod:`scipy.fftpack`)
|
| 4 |
+
=========================================================
|
| 5 |
+
|
| 6 |
+
.. legacy::
|
| 7 |
+
|
| 8 |
+
New code should use :mod:`scipy.fft`.
|
| 9 |
+
|
| 10 |
+
Fast Fourier Transforms (FFTs)
|
| 11 |
+
==============================
|
| 12 |
+
|
| 13 |
+
.. autosummary::
|
| 14 |
+
:toctree: generated/
|
| 15 |
+
|
| 16 |
+
fft - Fast (discrete) Fourier Transform (FFT)
|
| 17 |
+
ifft - Inverse FFT
|
| 18 |
+
fft2 - 2-D FFT
|
| 19 |
+
ifft2 - 2-D inverse FFT
|
| 20 |
+
fftn - N-D FFT
|
| 21 |
+
ifftn - N-D inverse FFT
|
| 22 |
+
rfft - FFT of strictly real-valued sequence
|
| 23 |
+
irfft - Inverse of rfft
|
| 24 |
+
dct - Discrete cosine transform
|
| 25 |
+
idct - Inverse discrete cosine transform
|
| 26 |
+
dctn - N-D Discrete cosine transform
|
| 27 |
+
idctn - N-D Inverse discrete cosine transform
|
| 28 |
+
dst - Discrete sine transform
|
| 29 |
+
idst - Inverse discrete sine transform
|
| 30 |
+
dstn - N-D Discrete sine transform
|
| 31 |
+
idstn - N-D Inverse discrete sine transform
|
| 32 |
+
|
| 33 |
+
Differential and pseudo-differential operators
|
| 34 |
+
==============================================
|
| 35 |
+
|
| 36 |
+
.. autosummary::
|
| 37 |
+
:toctree: generated/
|
| 38 |
+
|
| 39 |
+
diff - Differentiation and integration of periodic sequences
|
| 40 |
+
tilbert - Tilbert transform: cs_diff(x,h,h)
|
| 41 |
+
itilbert - Inverse Tilbert transform: sc_diff(x,h,h)
|
| 42 |
+
hilbert - Hilbert transform: cs_diff(x,inf,inf)
|
| 43 |
+
ihilbert - Inverse Hilbert transform: sc_diff(x,inf,inf)
|
| 44 |
+
cs_diff - cosh/sinh pseudo-derivative of periodic sequences
|
| 45 |
+
sc_diff - sinh/cosh pseudo-derivative of periodic sequences
|
| 46 |
+
ss_diff - sinh/sinh pseudo-derivative of periodic sequences
|
| 47 |
+
cc_diff - cosh/cosh pseudo-derivative of periodic sequences
|
| 48 |
+
shift - Shift periodic sequences
|
| 49 |
+
|
| 50 |
+
Helper functions
|
| 51 |
+
================
|
| 52 |
+
|
| 53 |
+
.. autosummary::
|
| 54 |
+
:toctree: generated/
|
| 55 |
+
|
| 56 |
+
fftshift - Shift the zero-frequency component to the center of the spectrum
|
| 57 |
+
ifftshift - The inverse of `fftshift`
|
| 58 |
+
fftfreq - Return the Discrete Fourier Transform sample frequencies
|
| 59 |
+
rfftfreq - DFT sample frequencies (for usage with rfft, irfft)
|
| 60 |
+
next_fast_len - Find the optimal length to zero-pad an FFT for speed
|
| 61 |
+
|
| 62 |
+
Note that ``fftshift``, ``ifftshift`` and ``fftfreq`` are numpy functions
|
| 63 |
+
exposed by ``fftpack``; importing them from ``numpy`` should be preferred.
|
| 64 |
+
|
| 65 |
+
Convolutions (:mod:`scipy.fftpack.convolve`)
|
| 66 |
+
============================================
|
| 67 |
+
|
| 68 |
+
.. module:: scipy.fftpack.convolve
|
| 69 |
+
|
| 70 |
+
.. autosummary::
|
| 71 |
+
:toctree: generated/
|
| 72 |
+
|
| 73 |
+
convolve
|
| 74 |
+
convolve_z
|
| 75 |
+
init_convolution_kernel
|
| 76 |
+
destroy_convolve_cache
|
| 77 |
+
|
| 78 |
+
"""
|
| 79 |
+
|
| 80 |
+
|
| 81 |
+
__all__ = ['fft','ifft','fftn','ifftn','rfft','irfft',
|
| 82 |
+
'fft2','ifft2',
|
| 83 |
+
'diff',
|
| 84 |
+
'tilbert','itilbert','hilbert','ihilbert',
|
| 85 |
+
'sc_diff','cs_diff','cc_diff','ss_diff',
|
| 86 |
+
'shift',
|
| 87 |
+
'fftfreq', 'rfftfreq',
|
| 88 |
+
'fftshift', 'ifftshift',
|
| 89 |
+
'next_fast_len',
|
| 90 |
+
'dct', 'idct', 'dst', 'idst', 'dctn', 'idctn', 'dstn', 'idstn'
|
| 91 |
+
]
|
| 92 |
+
|
| 93 |
+
from ._basic import *
|
| 94 |
+
from ._pseudo_diffs import *
|
| 95 |
+
from ._helper import *
|
| 96 |
+
from ._realtransforms import *
|
| 97 |
+
|
| 98 |
+
# Deprecated namespaces, to be removed in v2.0.0
|
| 99 |
+
from . import basic, helper, pseudo_diffs, realtransforms
|
| 100 |
+
|
| 101 |
+
from scipy._lib._testutils import PytestTester
|
| 102 |
+
test = PytestTester(__name__)
|
| 103 |
+
del PytestTester
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_basic.py
ADDED
|
@@ -0,0 +1,428 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
|
|
|
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|
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|
|
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|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
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|
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|
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|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
|
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|
|
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|
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|
| 1 |
+
"""
|
| 2 |
+
Discrete Fourier Transforms - _basic.py
|
| 3 |
+
"""
|
| 4 |
+
# Created by Pearu Peterson, August,September 2002
|
| 5 |
+
__all__ = ['fft','ifft','fftn','ifftn','rfft','irfft',
|
| 6 |
+
'fft2','ifft2']
|
| 7 |
+
|
| 8 |
+
from scipy.fft import _pocketfft
|
| 9 |
+
from ._helper import _good_shape
|
| 10 |
+
|
| 11 |
+
|
| 12 |
+
def fft(x, n=None, axis=-1, overwrite_x=False):
|
| 13 |
+
"""
|
| 14 |
+
Return discrete Fourier transform of real or complex sequence.
|
| 15 |
+
|
| 16 |
+
The returned complex array contains ``y(0), y(1),..., y(n-1)``, where
|
| 17 |
+
|
| 18 |
+
``y(j) = (x * exp(-2*pi*sqrt(-1)*j*np.arange(n)/n)).sum()``.
|
| 19 |
+
|
| 20 |
+
Parameters
|
| 21 |
+
----------
|
| 22 |
+
x : array_like
|
| 23 |
+
Array to Fourier transform.
|
| 24 |
+
n : int, optional
|
| 25 |
+
Length of the Fourier transform. If ``n < x.shape[axis]``, `x` is
|
| 26 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 27 |
+
default results in ``n = x.shape[axis]``.
|
| 28 |
+
axis : int, optional
|
| 29 |
+
Axis along which the fft's are computed; the default is over the
|
| 30 |
+
last axis (i.e., ``axis=-1``).
|
| 31 |
+
overwrite_x : bool, optional
|
| 32 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 33 |
+
|
| 34 |
+
Returns
|
| 35 |
+
-------
|
| 36 |
+
z : complex ndarray
|
| 37 |
+
with the elements::
|
| 38 |
+
|
| 39 |
+
[y(0),y(1),..,y(n/2),y(1-n/2),...,y(-1)] if n is even
|
| 40 |
+
[y(0),y(1),..,y((n-1)/2),y(-(n-1)/2),...,y(-1)] if n is odd
|
| 41 |
+
|
| 42 |
+
where::
|
| 43 |
+
|
| 44 |
+
y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k* 2*pi/n), j = 0..n-1
|
| 45 |
+
|
| 46 |
+
See Also
|
| 47 |
+
--------
|
| 48 |
+
ifft : Inverse FFT
|
| 49 |
+
rfft : FFT of a real sequence
|
| 50 |
+
|
| 51 |
+
Notes
|
| 52 |
+
-----
|
| 53 |
+
The packing of the result is "standard": If ``A = fft(a, n)``, then
|
| 54 |
+
``A[0]`` contains the zero-frequency term, ``A[1:n/2]`` contains the
|
| 55 |
+
positive-frequency terms, and ``A[n/2:]`` contains the negative-frequency
|
| 56 |
+
terms, in order of decreasingly negative frequency. So ,for an 8-point
|
| 57 |
+
transform, the frequencies of the result are [0, 1, 2, 3, -4, -3, -2, -1].
|
| 58 |
+
To rearrange the fft output so that the zero-frequency component is
|
| 59 |
+
centered, like [-4, -3, -2, -1, 0, 1, 2, 3], use `fftshift`.
|
| 60 |
+
|
| 61 |
+
Both single and double precision routines are implemented. Half precision
|
| 62 |
+
inputs will be converted to single precision. Non-floating-point inputs
|
| 63 |
+
will be converted to double precision. Long-double precision inputs are
|
| 64 |
+
not supported.
|
| 65 |
+
|
| 66 |
+
This function is most efficient when `n` is a power of two, and least
|
| 67 |
+
efficient when `n` is prime.
|
| 68 |
+
|
| 69 |
+
Note that if ``x`` is real-valued, then ``A[j] == A[n-j].conjugate()``.
|
| 70 |
+
If ``x`` is real-valued and ``n`` is even, then ``A[n/2]`` is real.
|
| 71 |
+
|
| 72 |
+
If the data type of `x` is real, a "real FFT" algorithm is automatically
|
| 73 |
+
used, which roughly halves the computation time. To increase efficiency
|
| 74 |
+
a little further, use `rfft`, which does the same calculation, but only
|
| 75 |
+
outputs half of the symmetrical spectrum. If the data is both real and
|
| 76 |
+
symmetrical, the `dct` can again double the efficiency by generating
|
| 77 |
+
half of the spectrum from half of the signal.
|
| 78 |
+
|
| 79 |
+
Examples
|
| 80 |
+
--------
|
| 81 |
+
>>> import numpy as np
|
| 82 |
+
>>> from scipy.fftpack import fft, ifft
|
| 83 |
+
>>> x = np.arange(5)
|
| 84 |
+
>>> np.allclose(fft(ifft(x)), x, atol=1e-15) # within numerical accuracy.
|
| 85 |
+
True
|
| 86 |
+
|
| 87 |
+
"""
|
| 88 |
+
return _pocketfft.fft(x, n, axis, None, overwrite_x)
|
| 89 |
+
|
| 90 |
+
|
| 91 |
+
def ifft(x, n=None, axis=-1, overwrite_x=False):
|
| 92 |
+
"""
|
| 93 |
+
Return discrete inverse Fourier transform of real or complex sequence.
|
| 94 |
+
|
| 95 |
+
The returned complex array contains ``y(0), y(1),..., y(n-1)``, where
|
| 96 |
+
|
| 97 |
+
``y(j) = (x * exp(2*pi*sqrt(-1)*j*np.arange(n)/n)).mean()``.
|
| 98 |
+
|
| 99 |
+
Parameters
|
| 100 |
+
----------
|
| 101 |
+
x : array_like
|
| 102 |
+
Transformed data to invert.
|
| 103 |
+
n : int, optional
|
| 104 |
+
Length of the inverse Fourier transform. If ``n < x.shape[axis]``,
|
| 105 |
+
`x` is truncated. If ``n > x.shape[axis]``, `x` is zero-padded.
|
| 106 |
+
The default results in ``n = x.shape[axis]``.
|
| 107 |
+
axis : int, optional
|
| 108 |
+
Axis along which the ifft's are computed; the default is over the
|
| 109 |
+
last axis (i.e., ``axis=-1``).
|
| 110 |
+
overwrite_x : bool, optional
|
| 111 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 112 |
+
|
| 113 |
+
Returns
|
| 114 |
+
-------
|
| 115 |
+
ifft : ndarray of floats
|
| 116 |
+
The inverse discrete Fourier transform.
|
| 117 |
+
|
| 118 |
+
See Also
|
| 119 |
+
--------
|
| 120 |
+
fft : Forward FFT
|
| 121 |
+
|
| 122 |
+
Notes
|
| 123 |
+
-----
|
| 124 |
+
Both single and double precision routines are implemented. Half precision
|
| 125 |
+
inputs will be converted to single precision. Non-floating-point inputs
|
| 126 |
+
will be converted to double precision. Long-double precision inputs are
|
| 127 |
+
not supported.
|
| 128 |
+
|
| 129 |
+
This function is most efficient when `n` is a power of two, and least
|
| 130 |
+
efficient when `n` is prime.
|
| 131 |
+
|
| 132 |
+
If the data type of `x` is real, a "real IFFT" algorithm is automatically
|
| 133 |
+
used, which roughly halves the computation time.
|
| 134 |
+
|
| 135 |
+
Examples
|
| 136 |
+
--------
|
| 137 |
+
>>> from scipy.fftpack import fft, ifft
|
| 138 |
+
>>> import numpy as np
|
| 139 |
+
>>> x = np.arange(5)
|
| 140 |
+
>>> np.allclose(ifft(fft(x)), x, atol=1e-15) # within numerical accuracy.
|
| 141 |
+
True
|
| 142 |
+
|
| 143 |
+
"""
|
| 144 |
+
return _pocketfft.ifft(x, n, axis, None, overwrite_x)
|
| 145 |
+
|
| 146 |
+
|
| 147 |
+
def rfft(x, n=None, axis=-1, overwrite_x=False):
|
| 148 |
+
"""
|
| 149 |
+
Discrete Fourier transform of a real sequence.
|
| 150 |
+
|
| 151 |
+
Parameters
|
| 152 |
+
----------
|
| 153 |
+
x : array_like, real-valued
|
| 154 |
+
The data to transform.
|
| 155 |
+
n : int, optional
|
| 156 |
+
Defines the length of the Fourier transform. If `n` is not specified
|
| 157 |
+
(the default) then ``n = x.shape[axis]``. If ``n < x.shape[axis]``,
|
| 158 |
+
`x` is truncated, if ``n > x.shape[axis]``, `x` is zero-padded.
|
| 159 |
+
axis : int, optional
|
| 160 |
+
The axis along which the transform is applied. The default is the
|
| 161 |
+
last axis.
|
| 162 |
+
overwrite_x : bool, optional
|
| 163 |
+
If set to true, the contents of `x` can be overwritten. Default is
|
| 164 |
+
False.
|
| 165 |
+
|
| 166 |
+
Returns
|
| 167 |
+
-------
|
| 168 |
+
z : real ndarray
|
| 169 |
+
The returned real array contains::
|
| 170 |
+
|
| 171 |
+
[y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2))] if n is even
|
| 172 |
+
[y(0),Re(y(1)),Im(y(1)),...,Re(y(n/2)),Im(y(n/2))] if n is odd
|
| 173 |
+
|
| 174 |
+
where::
|
| 175 |
+
|
| 176 |
+
y(j) = sum[k=0..n-1] x[k] * exp(-sqrt(-1)*j*k*2*pi/n)
|
| 177 |
+
j = 0..n-1
|
| 178 |
+
|
| 179 |
+
See Also
|
| 180 |
+
--------
|
| 181 |
+
fft, irfft, scipy.fft.rfft
|
| 182 |
+
|
| 183 |
+
Notes
|
| 184 |
+
-----
|
| 185 |
+
Within numerical accuracy, ``y == rfft(irfft(y))``.
|
| 186 |
+
|
| 187 |
+
Both single and double precision routines are implemented. Half precision
|
| 188 |
+
inputs will be converted to single precision. Non-floating-point inputs
|
| 189 |
+
will be converted to double precision. Long-double precision inputs are
|
| 190 |
+
not supported.
|
| 191 |
+
|
| 192 |
+
To get an output with a complex datatype, consider using the newer
|
| 193 |
+
function `scipy.fft.rfft`.
|
| 194 |
+
|
| 195 |
+
Examples
|
| 196 |
+
--------
|
| 197 |
+
>>> from scipy.fftpack import fft, rfft
|
| 198 |
+
>>> a = [9, -9, 1, 3]
|
| 199 |
+
>>> fft(a)
|
| 200 |
+
array([ 4. +0.j, 8.+12.j, 16. +0.j, 8.-12.j])
|
| 201 |
+
>>> rfft(a)
|
| 202 |
+
array([ 4., 8., 12., 16.])
|
| 203 |
+
|
| 204 |
+
"""
|
| 205 |
+
return _pocketfft.rfft_fftpack(x, n, axis, None, overwrite_x)
|
| 206 |
+
|
| 207 |
+
|
| 208 |
+
def irfft(x, n=None, axis=-1, overwrite_x=False):
|
| 209 |
+
"""
|
| 210 |
+
Return inverse discrete Fourier transform of real sequence x.
|
| 211 |
+
|
| 212 |
+
The contents of `x` are interpreted as the output of the `rfft`
|
| 213 |
+
function.
|
| 214 |
+
|
| 215 |
+
Parameters
|
| 216 |
+
----------
|
| 217 |
+
x : array_like
|
| 218 |
+
Transformed data to invert.
|
| 219 |
+
n : int, optional
|
| 220 |
+
Length of the inverse Fourier transform.
|
| 221 |
+
If n < x.shape[axis], x is truncated.
|
| 222 |
+
If n > x.shape[axis], x is zero-padded.
|
| 223 |
+
The default results in n = x.shape[axis].
|
| 224 |
+
axis : int, optional
|
| 225 |
+
Axis along which the ifft's are computed; the default is over
|
| 226 |
+
the last axis (i.e., axis=-1).
|
| 227 |
+
overwrite_x : bool, optional
|
| 228 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 229 |
+
|
| 230 |
+
Returns
|
| 231 |
+
-------
|
| 232 |
+
irfft : ndarray of floats
|
| 233 |
+
The inverse discrete Fourier transform.
|
| 234 |
+
|
| 235 |
+
See Also
|
| 236 |
+
--------
|
| 237 |
+
rfft, ifft, scipy.fft.irfft
|
| 238 |
+
|
| 239 |
+
Notes
|
| 240 |
+
-----
|
| 241 |
+
The returned real array contains::
|
| 242 |
+
|
| 243 |
+
[y(0),y(1),...,y(n-1)]
|
| 244 |
+
|
| 245 |
+
where for n is even::
|
| 246 |
+
|
| 247 |
+
y(j) = 1/n (sum[k=1..n/2-1] (x[2*k-1]+sqrt(-1)*x[2*k])
|
| 248 |
+
* exp(sqrt(-1)*j*k* 2*pi/n)
|
| 249 |
+
+ c.c. + x[0] + (-1)**(j) x[n-1])
|
| 250 |
+
|
| 251 |
+
and for n is odd::
|
| 252 |
+
|
| 253 |
+
y(j) = 1/n (sum[k=1..(n-1)/2] (x[2*k-1]+sqrt(-1)*x[2*k])
|
| 254 |
+
* exp(sqrt(-1)*j*k* 2*pi/n)
|
| 255 |
+
+ c.c. + x[0])
|
| 256 |
+
|
| 257 |
+
c.c. denotes complex conjugate of preceding expression.
|
| 258 |
+
|
| 259 |
+
For details on input parameters, see `rfft`.
|
| 260 |
+
|
| 261 |
+
To process (conjugate-symmetric) frequency-domain data with a complex
|
| 262 |
+
datatype, consider using the newer function `scipy.fft.irfft`.
|
| 263 |
+
|
| 264 |
+
Examples
|
| 265 |
+
--------
|
| 266 |
+
>>> from scipy.fftpack import rfft, irfft
|
| 267 |
+
>>> a = [1.0, 2.0, 3.0, 4.0, 5.0]
|
| 268 |
+
>>> irfft(a)
|
| 269 |
+
array([ 2.6 , -3.16405192, 1.24398433, -1.14955713, 1.46962473])
|
| 270 |
+
>>> irfft(rfft(a))
|
| 271 |
+
array([1., 2., 3., 4., 5.])
|
| 272 |
+
|
| 273 |
+
"""
|
| 274 |
+
return _pocketfft.irfft_fftpack(x, n, axis, None, overwrite_x)
|
| 275 |
+
|
| 276 |
+
|
| 277 |
+
def fftn(x, shape=None, axes=None, overwrite_x=False):
|
| 278 |
+
"""
|
| 279 |
+
Return multidimensional discrete Fourier transform.
|
| 280 |
+
|
| 281 |
+
The returned array contains::
|
| 282 |
+
|
| 283 |
+
y[j_1,..,j_d] = sum[k_1=0..n_1-1, ..., k_d=0..n_d-1]
|
| 284 |
+
x[k_1,..,k_d] * prod[i=1..d] exp(-sqrt(-1)*2*pi/n_i * j_i * k_i)
|
| 285 |
+
|
| 286 |
+
where d = len(x.shape) and n = x.shape.
|
| 287 |
+
|
| 288 |
+
Parameters
|
| 289 |
+
----------
|
| 290 |
+
x : array_like
|
| 291 |
+
The (N-D) array to transform.
|
| 292 |
+
shape : int or array_like of ints or None, optional
|
| 293 |
+
The shape of the result. If both `shape` and `axes` (see below) are
|
| 294 |
+
None, `shape` is ``x.shape``; if `shape` is None but `axes` is
|
| 295 |
+
not None, then `shape` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 296 |
+
If ``shape[i] > x.shape[i]``, the ith dimension is padded with zeros.
|
| 297 |
+
If ``shape[i] < x.shape[i]``, the ith dimension is truncated to
|
| 298 |
+
length ``shape[i]``.
|
| 299 |
+
If any element of `shape` is -1, the size of the corresponding
|
| 300 |
+
dimension of `x` is used.
|
| 301 |
+
axes : int or array_like of ints or None, optional
|
| 302 |
+
The axes of `x` (`y` if `shape` is not None) along which the
|
| 303 |
+
transform is applied.
|
| 304 |
+
The default is over all axes.
|
| 305 |
+
overwrite_x : bool, optional
|
| 306 |
+
If True, the contents of `x` can be destroyed. Default is False.
|
| 307 |
+
|
| 308 |
+
Returns
|
| 309 |
+
-------
|
| 310 |
+
y : complex-valued N-D NumPy array
|
| 311 |
+
The (N-D) DFT of the input array.
|
| 312 |
+
|
| 313 |
+
See Also
|
| 314 |
+
--------
|
| 315 |
+
ifftn
|
| 316 |
+
|
| 317 |
+
Notes
|
| 318 |
+
-----
|
| 319 |
+
If ``x`` is real-valued, then
|
| 320 |
+
``y[..., j_i, ...] == y[..., n_i-j_i, ...].conjugate()``.
|
| 321 |
+
|
| 322 |
+
Both single and double precision routines are implemented. Half precision
|
| 323 |
+
inputs will be converted to single precision. Non-floating-point inputs
|
| 324 |
+
will be converted to double precision. Long-double precision inputs are
|
| 325 |
+
not supported.
|
| 326 |
+
|
| 327 |
+
Examples
|
| 328 |
+
--------
|
| 329 |
+
>>> import numpy as np
|
| 330 |
+
>>> from scipy.fftpack import fftn, ifftn
|
| 331 |
+
>>> y = (-np.arange(16), 8 - np.arange(16), np.arange(16))
|
| 332 |
+
>>> np.allclose(y, fftn(ifftn(y)))
|
| 333 |
+
True
|
| 334 |
+
|
| 335 |
+
"""
|
| 336 |
+
shape = _good_shape(x, shape, axes)
|
| 337 |
+
return _pocketfft.fftn(x, shape, axes, None, overwrite_x)
|
| 338 |
+
|
| 339 |
+
|
| 340 |
+
def ifftn(x, shape=None, axes=None, overwrite_x=False):
|
| 341 |
+
"""
|
| 342 |
+
Return inverse multidimensional discrete Fourier transform.
|
| 343 |
+
|
| 344 |
+
The sequence can be of an arbitrary type.
|
| 345 |
+
|
| 346 |
+
The returned array contains::
|
| 347 |
+
|
| 348 |
+
y[j_1,..,j_d] = 1/p * sum[k_1=0..n_1-1, ..., k_d=0..n_d-1]
|
| 349 |
+
x[k_1,..,k_d] * prod[i=1..d] exp(sqrt(-1)*2*pi/n_i * j_i * k_i)
|
| 350 |
+
|
| 351 |
+
where ``d = len(x.shape)``, ``n = x.shape``, and ``p = prod[i=1..d] n_i``.
|
| 352 |
+
|
| 353 |
+
For description of parameters see `fftn`.
|
| 354 |
+
|
| 355 |
+
See Also
|
| 356 |
+
--------
|
| 357 |
+
fftn : for detailed information.
|
| 358 |
+
|
| 359 |
+
Examples
|
| 360 |
+
--------
|
| 361 |
+
>>> from scipy.fftpack import fftn, ifftn
|
| 362 |
+
>>> import numpy as np
|
| 363 |
+
>>> y = (-np.arange(16), 8 - np.arange(16), np.arange(16))
|
| 364 |
+
>>> np.allclose(y, ifftn(fftn(y)))
|
| 365 |
+
True
|
| 366 |
+
|
| 367 |
+
"""
|
| 368 |
+
shape = _good_shape(x, shape, axes)
|
| 369 |
+
return _pocketfft.ifftn(x, shape, axes, None, overwrite_x)
|
| 370 |
+
|
| 371 |
+
|
| 372 |
+
def fft2(x, shape=None, axes=(-2,-1), overwrite_x=False):
|
| 373 |
+
"""
|
| 374 |
+
2-D discrete Fourier transform.
|
| 375 |
+
|
| 376 |
+
Return the 2-D discrete Fourier transform of the 2-D argument
|
| 377 |
+
`x`.
|
| 378 |
+
|
| 379 |
+
See Also
|
| 380 |
+
--------
|
| 381 |
+
fftn : for detailed information.
|
| 382 |
+
|
| 383 |
+
Examples
|
| 384 |
+
--------
|
| 385 |
+
>>> import numpy as np
|
| 386 |
+
>>> from scipy.fftpack import fft2, ifft2
|
| 387 |
+
>>> y = np.mgrid[:5, :5][0]
|
| 388 |
+
>>> y
|
| 389 |
+
array([[0, 0, 0, 0, 0],
|
| 390 |
+
[1, 1, 1, 1, 1],
|
| 391 |
+
[2, 2, 2, 2, 2],
|
| 392 |
+
[3, 3, 3, 3, 3],
|
| 393 |
+
[4, 4, 4, 4, 4]])
|
| 394 |
+
>>> np.allclose(y, ifft2(fft2(y)))
|
| 395 |
+
True
|
| 396 |
+
"""
|
| 397 |
+
return fftn(x,shape,axes,overwrite_x)
|
| 398 |
+
|
| 399 |
+
|
| 400 |
+
def ifft2(x, shape=None, axes=(-2,-1), overwrite_x=False):
|
| 401 |
+
"""
|
| 402 |
+
2-D discrete inverse Fourier transform of real or complex sequence.
|
| 403 |
+
|
| 404 |
+
Return inverse 2-D discrete Fourier transform of
|
| 405 |
+
arbitrary type sequence x.
|
| 406 |
+
|
| 407 |
+
See `ifft` for more information.
|
| 408 |
+
|
| 409 |
+
See Also
|
| 410 |
+
--------
|
| 411 |
+
fft2, ifft
|
| 412 |
+
|
| 413 |
+
Examples
|
| 414 |
+
--------
|
| 415 |
+
>>> import numpy as np
|
| 416 |
+
>>> from scipy.fftpack import fft2, ifft2
|
| 417 |
+
>>> y = np.mgrid[:5, :5][0]
|
| 418 |
+
>>> y
|
| 419 |
+
array([[0, 0, 0, 0, 0],
|
| 420 |
+
[1, 1, 1, 1, 1],
|
| 421 |
+
[2, 2, 2, 2, 2],
|
| 422 |
+
[3, 3, 3, 3, 3],
|
| 423 |
+
[4, 4, 4, 4, 4]])
|
| 424 |
+
>>> np.allclose(y, fft2(ifft2(y)))
|
| 425 |
+
True
|
| 426 |
+
|
| 427 |
+
"""
|
| 428 |
+
return ifftn(x,shape,axes,overwrite_x)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_helper.py
ADDED
|
@@ -0,0 +1,115 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
import operator
|
| 2 |
+
|
| 3 |
+
import numpy as np
|
| 4 |
+
from numpy.fft import fftshift, ifftshift, fftfreq
|
| 5 |
+
|
| 6 |
+
import scipy.fft._pocketfft.helper as _helper
|
| 7 |
+
|
| 8 |
+
__all__ = ['fftshift', 'ifftshift', 'fftfreq', 'rfftfreq', 'next_fast_len']
|
| 9 |
+
|
| 10 |
+
|
| 11 |
+
def rfftfreq(n, d=1.0):
|
| 12 |
+
"""DFT sample frequencies (for usage with rfft, irfft).
|
| 13 |
+
|
| 14 |
+
The returned float array contains the frequency bins in
|
| 15 |
+
cycles/unit (with zero at the start) given a window length `n` and a
|
| 16 |
+
sample spacing `d`::
|
| 17 |
+
|
| 18 |
+
f = [0,1,1,2,2,...,n/2-1,n/2-1,n/2]/(d*n) if n is even
|
| 19 |
+
f = [0,1,1,2,2,...,n/2-1,n/2-1,n/2,n/2]/(d*n) if n is odd
|
| 20 |
+
|
| 21 |
+
Parameters
|
| 22 |
+
----------
|
| 23 |
+
n : int
|
| 24 |
+
Window length.
|
| 25 |
+
d : scalar, optional
|
| 26 |
+
Sample spacing. Default is 1.
|
| 27 |
+
|
| 28 |
+
Returns
|
| 29 |
+
-------
|
| 30 |
+
out : ndarray
|
| 31 |
+
The array of length `n`, containing the sample frequencies.
|
| 32 |
+
|
| 33 |
+
Examples
|
| 34 |
+
--------
|
| 35 |
+
>>> import numpy as np
|
| 36 |
+
>>> from scipy import fftpack
|
| 37 |
+
>>> sig = np.array([-2, 8, 6, 4, 1, 0, 3, 5], dtype=float)
|
| 38 |
+
>>> sig_fft = fftpack.rfft(sig)
|
| 39 |
+
>>> n = sig_fft.size
|
| 40 |
+
>>> timestep = 0.1
|
| 41 |
+
>>> freq = fftpack.rfftfreq(n, d=timestep)
|
| 42 |
+
>>> freq
|
| 43 |
+
array([ 0. , 1.25, 1.25, 2.5 , 2.5 , 3.75, 3.75, 5. ])
|
| 44 |
+
|
| 45 |
+
"""
|
| 46 |
+
n = operator.index(n)
|
| 47 |
+
if n < 0:
|
| 48 |
+
raise ValueError(f"n = {n} is not valid. "
|
| 49 |
+
"n must be a nonnegative integer.")
|
| 50 |
+
|
| 51 |
+
return (np.arange(1, n + 1, dtype=int) // 2) / float(n * d)
|
| 52 |
+
|
| 53 |
+
|
| 54 |
+
def next_fast_len(target):
|
| 55 |
+
"""
|
| 56 |
+
Find the next fast size of input data to `fft`, for zero-padding, etc.
|
| 57 |
+
|
| 58 |
+
SciPy's FFTPACK has efficient functions for radix {2, 3, 4, 5}, so this
|
| 59 |
+
returns the next composite of the prime factors 2, 3, and 5 which is
|
| 60 |
+
greater than or equal to `target`. (These are also known as 5-smooth
|
| 61 |
+
numbers, regular numbers, or Hamming numbers.)
|
| 62 |
+
|
| 63 |
+
Parameters
|
| 64 |
+
----------
|
| 65 |
+
target : int
|
| 66 |
+
Length to start searching from. Must be a positive integer.
|
| 67 |
+
|
| 68 |
+
Returns
|
| 69 |
+
-------
|
| 70 |
+
out : int
|
| 71 |
+
The first 5-smooth number greater than or equal to `target`.
|
| 72 |
+
|
| 73 |
+
Notes
|
| 74 |
+
-----
|
| 75 |
+
.. versionadded:: 0.18.0
|
| 76 |
+
|
| 77 |
+
Examples
|
| 78 |
+
--------
|
| 79 |
+
On a particular machine, an FFT of prime length takes 133 ms:
|
| 80 |
+
|
| 81 |
+
>>> from scipy import fftpack
|
| 82 |
+
>>> import numpy as np
|
| 83 |
+
>>> rng = np.random.default_rng()
|
| 84 |
+
>>> min_len = 10007 # prime length is worst case for speed
|
| 85 |
+
>>> a = rng.standard_normal(min_len)
|
| 86 |
+
>>> b = fftpack.fft(a)
|
| 87 |
+
|
| 88 |
+
Zero-padding to the next 5-smooth length reduces computation time to
|
| 89 |
+
211 us, a speedup of 630 times:
|
| 90 |
+
|
| 91 |
+
>>> fftpack.next_fast_len(min_len)
|
| 92 |
+
10125
|
| 93 |
+
>>> b = fftpack.fft(a, 10125)
|
| 94 |
+
|
| 95 |
+
Rounding up to the next power of 2 is not optimal, taking 367 us to
|
| 96 |
+
compute, 1.7 times as long as the 5-smooth size:
|
| 97 |
+
|
| 98 |
+
>>> b = fftpack.fft(a, 16384)
|
| 99 |
+
|
| 100 |
+
"""
|
| 101 |
+
# Real transforms use regular sizes so this is backwards compatible
|
| 102 |
+
return _helper.good_size(target, True)
|
| 103 |
+
|
| 104 |
+
|
| 105 |
+
def _good_shape(x, shape, axes):
|
| 106 |
+
"""Ensure that shape argument is valid for scipy.fftpack
|
| 107 |
+
|
| 108 |
+
scipy.fftpack does not support len(shape) < x.ndim when axes is not given.
|
| 109 |
+
"""
|
| 110 |
+
if shape is not None and axes is None:
|
| 111 |
+
shape = _helper._iterable_of_int(shape, 'shape')
|
| 112 |
+
if len(shape) != np.ndim(x):
|
| 113 |
+
raise ValueError("when given, axes and shape arguments"
|
| 114 |
+
" have to be of the same length")
|
| 115 |
+
return shape
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_pseudo_diffs.py
ADDED
|
@@ -0,0 +1,554 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
|
|
|
|
|
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|
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|
| 1 |
+
"""
|
| 2 |
+
Differential and pseudo-differential operators.
|
| 3 |
+
"""
|
| 4 |
+
# Created by Pearu Peterson, September 2002
|
| 5 |
+
|
| 6 |
+
__all__ = ['diff',
|
| 7 |
+
'tilbert','itilbert','hilbert','ihilbert',
|
| 8 |
+
'cs_diff','cc_diff','sc_diff','ss_diff',
|
| 9 |
+
'shift']
|
| 10 |
+
|
| 11 |
+
import threading
|
| 12 |
+
|
| 13 |
+
from numpy import pi, asarray, sin, cos, sinh, cosh, tanh, iscomplexobj
|
| 14 |
+
from . import convolve
|
| 15 |
+
|
| 16 |
+
from scipy.fft._pocketfft.helper import _datacopied
|
| 17 |
+
|
| 18 |
+
|
| 19 |
+
_cache = threading.local()
|
| 20 |
+
|
| 21 |
+
|
| 22 |
+
def diff(x,order=1,period=None, _cache=_cache):
|
| 23 |
+
"""
|
| 24 |
+
Return kth derivative (or integral) of a periodic sequence x.
|
| 25 |
+
|
| 26 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 27 |
+
and y, respectively, then::
|
| 28 |
+
|
| 29 |
+
y_j = pow(sqrt(-1)*j*2*pi/period, order) * x_j
|
| 30 |
+
y_0 = 0 if order is not 0.
|
| 31 |
+
|
| 32 |
+
Parameters
|
| 33 |
+
----------
|
| 34 |
+
x : array_like
|
| 35 |
+
Input array.
|
| 36 |
+
order : int, optional
|
| 37 |
+
The order of differentiation. Default order is 1. If order is
|
| 38 |
+
negative, then integration is carried out under the assumption
|
| 39 |
+
that ``x_0 == 0``.
|
| 40 |
+
period : float, optional
|
| 41 |
+
The assumed period of the sequence. Default is ``2*pi``.
|
| 42 |
+
|
| 43 |
+
Notes
|
| 44 |
+
-----
|
| 45 |
+
If ``sum(x, axis=0) = 0`` then ``diff(diff(x, k), -k) == x`` (within
|
| 46 |
+
numerical accuracy).
|
| 47 |
+
|
| 48 |
+
For odd order and even ``len(x)``, the Nyquist mode is taken zero.
|
| 49 |
+
|
| 50 |
+
"""
|
| 51 |
+
if isinstance(_cache, threading.local):
|
| 52 |
+
if not hasattr(_cache, 'diff_cache'):
|
| 53 |
+
_cache.diff_cache = {}
|
| 54 |
+
_cache = _cache.diff_cache
|
| 55 |
+
|
| 56 |
+
tmp = asarray(x)
|
| 57 |
+
if order == 0:
|
| 58 |
+
return tmp
|
| 59 |
+
if iscomplexobj(tmp):
|
| 60 |
+
return diff(tmp.real, order, period, _cache)+1j*diff(
|
| 61 |
+
tmp.imag, order, period, _cache)
|
| 62 |
+
if period is not None:
|
| 63 |
+
c = 2*pi/period
|
| 64 |
+
else:
|
| 65 |
+
c = 1.0
|
| 66 |
+
n = len(x)
|
| 67 |
+
omega = _cache.get((n,order,c))
|
| 68 |
+
if omega is None:
|
| 69 |
+
if len(_cache) > 20:
|
| 70 |
+
while _cache:
|
| 71 |
+
_cache.popitem()
|
| 72 |
+
|
| 73 |
+
def kernel(k,order=order,c=c):
|
| 74 |
+
if k:
|
| 75 |
+
return pow(c*k,order)
|
| 76 |
+
return 0
|
| 77 |
+
omega = convolve.init_convolution_kernel(n,kernel,d=order,
|
| 78 |
+
zero_nyquist=1)
|
| 79 |
+
_cache[(n,order,c)] = omega
|
| 80 |
+
overwrite_x = _datacopied(tmp, x)
|
| 81 |
+
return convolve.convolve(tmp,omega,swap_real_imag=order % 2,
|
| 82 |
+
overwrite_x=overwrite_x)
|
| 83 |
+
|
| 84 |
+
|
| 85 |
+
def tilbert(x, h, period=None, _cache=_cache):
|
| 86 |
+
"""
|
| 87 |
+
Return h-Tilbert transform of a periodic sequence x.
|
| 88 |
+
|
| 89 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 90 |
+
and y, respectively, then::
|
| 91 |
+
|
| 92 |
+
y_j = sqrt(-1)*coth(j*h*2*pi/period) * x_j
|
| 93 |
+
y_0 = 0
|
| 94 |
+
|
| 95 |
+
Parameters
|
| 96 |
+
----------
|
| 97 |
+
x : array_like
|
| 98 |
+
The input array to transform.
|
| 99 |
+
h : float
|
| 100 |
+
Defines the parameter of the Tilbert transform.
|
| 101 |
+
period : float, optional
|
| 102 |
+
The assumed period of the sequence. Default period is ``2*pi``.
|
| 103 |
+
|
| 104 |
+
Returns
|
| 105 |
+
-------
|
| 106 |
+
tilbert : ndarray
|
| 107 |
+
The result of the transform.
|
| 108 |
+
|
| 109 |
+
Notes
|
| 110 |
+
-----
|
| 111 |
+
If ``sum(x, axis=0) == 0`` and ``n = len(x)`` is odd, then
|
| 112 |
+
``tilbert(itilbert(x)) == x``.
|
| 113 |
+
|
| 114 |
+
If ``2 * pi * h / period`` is approximately 10 or larger, then
|
| 115 |
+
numerically ``tilbert == hilbert``
|
| 116 |
+
(theoretically oo-Tilbert == Hilbert).
|
| 117 |
+
|
| 118 |
+
For even ``len(x)``, the Nyquist mode of ``x`` is taken zero.
|
| 119 |
+
|
| 120 |
+
"""
|
| 121 |
+
if isinstance(_cache, threading.local):
|
| 122 |
+
if not hasattr(_cache, 'tilbert_cache'):
|
| 123 |
+
_cache.tilbert_cache = {}
|
| 124 |
+
_cache = _cache.tilbert_cache
|
| 125 |
+
|
| 126 |
+
tmp = asarray(x)
|
| 127 |
+
if iscomplexobj(tmp):
|
| 128 |
+
return tilbert(tmp.real, h, period, _cache) + \
|
| 129 |
+
1j * tilbert(tmp.imag, h, period, _cache)
|
| 130 |
+
|
| 131 |
+
if period is not None:
|
| 132 |
+
h = h * 2 * pi / period
|
| 133 |
+
|
| 134 |
+
n = len(x)
|
| 135 |
+
omega = _cache.get((n, h))
|
| 136 |
+
if omega is None:
|
| 137 |
+
if len(_cache) > 20:
|
| 138 |
+
while _cache:
|
| 139 |
+
_cache.popitem()
|
| 140 |
+
|
| 141 |
+
def kernel(k, h=h):
|
| 142 |
+
if k:
|
| 143 |
+
return 1.0/tanh(h*k)
|
| 144 |
+
|
| 145 |
+
return 0
|
| 146 |
+
|
| 147 |
+
omega = convolve.init_convolution_kernel(n, kernel, d=1)
|
| 148 |
+
_cache[(n,h)] = omega
|
| 149 |
+
|
| 150 |
+
overwrite_x = _datacopied(tmp, x)
|
| 151 |
+
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
|
| 152 |
+
|
| 153 |
+
|
| 154 |
+
def itilbert(x,h,period=None, _cache=_cache):
|
| 155 |
+
"""
|
| 156 |
+
Return inverse h-Tilbert transform of a periodic sequence x.
|
| 157 |
+
|
| 158 |
+
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
|
| 159 |
+
and y, respectively, then::
|
| 160 |
+
|
| 161 |
+
y_j = -sqrt(-1)*tanh(j*h*2*pi/period) * x_j
|
| 162 |
+
y_0 = 0
|
| 163 |
+
|
| 164 |
+
For more details, see `tilbert`.
|
| 165 |
+
|
| 166 |
+
"""
|
| 167 |
+
if isinstance(_cache, threading.local):
|
| 168 |
+
if not hasattr(_cache, 'itilbert_cache'):
|
| 169 |
+
_cache.itilbert_cache = {}
|
| 170 |
+
_cache = _cache.itilbert_cache
|
| 171 |
+
|
| 172 |
+
tmp = asarray(x)
|
| 173 |
+
if iscomplexobj(tmp):
|
| 174 |
+
return itilbert(tmp.real, h, period, _cache) + \
|
| 175 |
+
1j*itilbert(tmp.imag, h, period, _cache)
|
| 176 |
+
if period is not None:
|
| 177 |
+
h = h*2*pi/period
|
| 178 |
+
n = len(x)
|
| 179 |
+
omega = _cache.get((n,h))
|
| 180 |
+
if omega is None:
|
| 181 |
+
if len(_cache) > 20:
|
| 182 |
+
while _cache:
|
| 183 |
+
_cache.popitem()
|
| 184 |
+
|
| 185 |
+
def kernel(k,h=h):
|
| 186 |
+
if k:
|
| 187 |
+
return -tanh(h*k)
|
| 188 |
+
return 0
|
| 189 |
+
omega = convolve.init_convolution_kernel(n,kernel,d=1)
|
| 190 |
+
_cache[(n,h)] = omega
|
| 191 |
+
overwrite_x = _datacopied(tmp, x)
|
| 192 |
+
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
|
| 193 |
+
|
| 194 |
+
|
| 195 |
+
def hilbert(x, _cache=_cache):
|
| 196 |
+
"""
|
| 197 |
+
Return Hilbert transform of a periodic sequence x.
|
| 198 |
+
|
| 199 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 200 |
+
and y, respectively, then::
|
| 201 |
+
|
| 202 |
+
y_j = sqrt(-1)*sign(j) * x_j
|
| 203 |
+
y_0 = 0
|
| 204 |
+
|
| 205 |
+
Parameters
|
| 206 |
+
----------
|
| 207 |
+
x : array_like
|
| 208 |
+
The input array, should be periodic.
|
| 209 |
+
_cache : dict, optional
|
| 210 |
+
Dictionary that contains the kernel used to do a convolution with.
|
| 211 |
+
|
| 212 |
+
Returns
|
| 213 |
+
-------
|
| 214 |
+
y : ndarray
|
| 215 |
+
The transformed input.
|
| 216 |
+
|
| 217 |
+
See Also
|
| 218 |
+
--------
|
| 219 |
+
scipy.signal.hilbert : Compute the analytic signal, using the Hilbert
|
| 220 |
+
transform.
|
| 221 |
+
|
| 222 |
+
Notes
|
| 223 |
+
-----
|
| 224 |
+
If ``sum(x, axis=0) == 0`` then ``hilbert(ihilbert(x)) == x``.
|
| 225 |
+
|
| 226 |
+
For even len(x), the Nyquist mode of x is taken zero.
|
| 227 |
+
|
| 228 |
+
The sign of the returned transform does not have a factor -1 that is more
|
| 229 |
+
often than not found in the definition of the Hilbert transform. Note also
|
| 230 |
+
that `scipy.signal.hilbert` does have an extra -1 factor compared to this
|
| 231 |
+
function.
|
| 232 |
+
|
| 233 |
+
"""
|
| 234 |
+
if isinstance(_cache, threading.local):
|
| 235 |
+
if not hasattr(_cache, 'hilbert_cache'):
|
| 236 |
+
_cache.hilbert_cache = {}
|
| 237 |
+
_cache = _cache.hilbert_cache
|
| 238 |
+
|
| 239 |
+
tmp = asarray(x)
|
| 240 |
+
if iscomplexobj(tmp):
|
| 241 |
+
return hilbert(tmp.real, _cache) + 1j * hilbert(tmp.imag, _cache)
|
| 242 |
+
n = len(x)
|
| 243 |
+
omega = _cache.get(n)
|
| 244 |
+
if omega is None:
|
| 245 |
+
if len(_cache) > 20:
|
| 246 |
+
while _cache:
|
| 247 |
+
_cache.popitem()
|
| 248 |
+
|
| 249 |
+
def kernel(k):
|
| 250 |
+
if k > 0:
|
| 251 |
+
return 1.0
|
| 252 |
+
elif k < 0:
|
| 253 |
+
return -1.0
|
| 254 |
+
return 0.0
|
| 255 |
+
omega = convolve.init_convolution_kernel(n,kernel,d=1)
|
| 256 |
+
_cache[n] = omega
|
| 257 |
+
overwrite_x = _datacopied(tmp, x)
|
| 258 |
+
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
|
| 259 |
+
|
| 260 |
+
|
| 261 |
+
def ihilbert(x, _cache=_cache):
|
| 262 |
+
"""
|
| 263 |
+
Return inverse Hilbert transform of a periodic sequence x.
|
| 264 |
+
|
| 265 |
+
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
|
| 266 |
+
and y, respectively, then::
|
| 267 |
+
|
| 268 |
+
y_j = -sqrt(-1)*sign(j) * x_j
|
| 269 |
+
y_0 = 0
|
| 270 |
+
|
| 271 |
+
"""
|
| 272 |
+
if isinstance(_cache, threading.local):
|
| 273 |
+
if not hasattr(_cache, 'ihilbert_cache'):
|
| 274 |
+
_cache.ihilbert_cache = {}
|
| 275 |
+
_cache = _cache.ihilbert_cache
|
| 276 |
+
return -hilbert(x, _cache)
|
| 277 |
+
|
| 278 |
+
|
| 279 |
+
def cs_diff(x, a, b, period=None, _cache=_cache):
|
| 280 |
+
"""
|
| 281 |
+
Return (a,b)-cosh/sinh pseudo-derivative of a periodic sequence.
|
| 282 |
+
|
| 283 |
+
If ``x_j`` and ``y_j`` are Fourier coefficients of periodic functions x
|
| 284 |
+
and y, respectively, then::
|
| 285 |
+
|
| 286 |
+
y_j = -sqrt(-1)*cosh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j
|
| 287 |
+
y_0 = 0
|
| 288 |
+
|
| 289 |
+
Parameters
|
| 290 |
+
----------
|
| 291 |
+
x : array_like
|
| 292 |
+
The array to take the pseudo-derivative from.
|
| 293 |
+
a, b : float
|
| 294 |
+
Defines the parameters of the cosh/sinh pseudo-differential
|
| 295 |
+
operator.
|
| 296 |
+
period : float, optional
|
| 297 |
+
The period of the sequence. Default period is ``2*pi``.
|
| 298 |
+
|
| 299 |
+
Returns
|
| 300 |
+
-------
|
| 301 |
+
cs_diff : ndarray
|
| 302 |
+
Pseudo-derivative of periodic sequence `x`.
|
| 303 |
+
|
| 304 |
+
Notes
|
| 305 |
+
-----
|
| 306 |
+
For even len(`x`), the Nyquist mode of `x` is taken as zero.
|
| 307 |
+
|
| 308 |
+
"""
|
| 309 |
+
if isinstance(_cache, threading.local):
|
| 310 |
+
if not hasattr(_cache, 'cs_diff_cache'):
|
| 311 |
+
_cache.cs_diff_cache = {}
|
| 312 |
+
_cache = _cache.cs_diff_cache
|
| 313 |
+
|
| 314 |
+
tmp = asarray(x)
|
| 315 |
+
if iscomplexobj(tmp):
|
| 316 |
+
return cs_diff(tmp.real, a, b, period, _cache) + \
|
| 317 |
+
1j*cs_diff(tmp.imag, a, b, period, _cache)
|
| 318 |
+
if period is not None:
|
| 319 |
+
a = a*2*pi/period
|
| 320 |
+
b = b*2*pi/period
|
| 321 |
+
n = len(x)
|
| 322 |
+
omega = _cache.get((n,a,b))
|
| 323 |
+
if omega is None:
|
| 324 |
+
if len(_cache) > 20:
|
| 325 |
+
while _cache:
|
| 326 |
+
_cache.popitem()
|
| 327 |
+
|
| 328 |
+
def kernel(k,a=a,b=b):
|
| 329 |
+
if k:
|
| 330 |
+
return -cosh(a*k)/sinh(b*k)
|
| 331 |
+
return 0
|
| 332 |
+
omega = convolve.init_convolution_kernel(n,kernel,d=1)
|
| 333 |
+
_cache[(n,a,b)] = omega
|
| 334 |
+
overwrite_x = _datacopied(tmp, x)
|
| 335 |
+
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
|
| 336 |
+
|
| 337 |
+
|
| 338 |
+
def sc_diff(x, a, b, period=None, _cache=_cache):
|
| 339 |
+
"""
|
| 340 |
+
Return (a,b)-sinh/cosh pseudo-derivative of a periodic sequence x.
|
| 341 |
+
|
| 342 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 343 |
+
and y, respectively, then::
|
| 344 |
+
|
| 345 |
+
y_j = sqrt(-1)*sinh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j
|
| 346 |
+
y_0 = 0
|
| 347 |
+
|
| 348 |
+
Parameters
|
| 349 |
+
----------
|
| 350 |
+
x : array_like
|
| 351 |
+
Input array.
|
| 352 |
+
a,b : float
|
| 353 |
+
Defines the parameters of the sinh/cosh pseudo-differential
|
| 354 |
+
operator.
|
| 355 |
+
period : float, optional
|
| 356 |
+
The period of the sequence x. Default is 2*pi.
|
| 357 |
+
|
| 358 |
+
Notes
|
| 359 |
+
-----
|
| 360 |
+
``sc_diff(cs_diff(x,a,b),b,a) == x``
|
| 361 |
+
For even ``len(x)``, the Nyquist mode of x is taken as zero.
|
| 362 |
+
|
| 363 |
+
"""
|
| 364 |
+
if isinstance(_cache, threading.local):
|
| 365 |
+
if not hasattr(_cache, 'sc_diff_cache'):
|
| 366 |
+
_cache.sc_diff_cache = {}
|
| 367 |
+
_cache = _cache.sc_diff_cache
|
| 368 |
+
|
| 369 |
+
tmp = asarray(x)
|
| 370 |
+
if iscomplexobj(tmp):
|
| 371 |
+
return sc_diff(tmp.real, a, b, period, _cache) + \
|
| 372 |
+
1j * sc_diff(tmp.imag, a, b, period, _cache)
|
| 373 |
+
if period is not None:
|
| 374 |
+
a = a*2*pi/period
|
| 375 |
+
b = b*2*pi/period
|
| 376 |
+
n = len(x)
|
| 377 |
+
omega = _cache.get((n,a,b))
|
| 378 |
+
if omega is None:
|
| 379 |
+
if len(_cache) > 20:
|
| 380 |
+
while _cache:
|
| 381 |
+
_cache.popitem()
|
| 382 |
+
|
| 383 |
+
def kernel(k,a=a,b=b):
|
| 384 |
+
if k:
|
| 385 |
+
return sinh(a*k)/cosh(b*k)
|
| 386 |
+
return 0
|
| 387 |
+
omega = convolve.init_convolution_kernel(n,kernel,d=1)
|
| 388 |
+
_cache[(n,a,b)] = omega
|
| 389 |
+
overwrite_x = _datacopied(tmp, x)
|
| 390 |
+
return convolve.convolve(tmp,omega,swap_real_imag=1,overwrite_x=overwrite_x)
|
| 391 |
+
|
| 392 |
+
|
| 393 |
+
def ss_diff(x, a, b, period=None, _cache=_cache):
|
| 394 |
+
"""
|
| 395 |
+
Return (a,b)-sinh/sinh pseudo-derivative of a periodic sequence x.
|
| 396 |
+
|
| 397 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 398 |
+
and y, respectively, then::
|
| 399 |
+
|
| 400 |
+
y_j = sinh(j*a*2*pi/period)/sinh(j*b*2*pi/period) * x_j
|
| 401 |
+
y_0 = a/b * x_0
|
| 402 |
+
|
| 403 |
+
Parameters
|
| 404 |
+
----------
|
| 405 |
+
x : array_like
|
| 406 |
+
The array to take the pseudo-derivative from.
|
| 407 |
+
a,b
|
| 408 |
+
Defines the parameters of the sinh/sinh pseudo-differential
|
| 409 |
+
operator.
|
| 410 |
+
period : float, optional
|
| 411 |
+
The period of the sequence x. Default is ``2*pi``.
|
| 412 |
+
|
| 413 |
+
Notes
|
| 414 |
+
-----
|
| 415 |
+
``ss_diff(ss_diff(x,a,b),b,a) == x``
|
| 416 |
+
|
| 417 |
+
"""
|
| 418 |
+
if isinstance(_cache, threading.local):
|
| 419 |
+
if not hasattr(_cache, 'ss_diff_cache'):
|
| 420 |
+
_cache.ss_diff_cache = {}
|
| 421 |
+
_cache = _cache.ss_diff_cache
|
| 422 |
+
|
| 423 |
+
tmp = asarray(x)
|
| 424 |
+
if iscomplexobj(tmp):
|
| 425 |
+
return ss_diff(tmp.real, a, b, period, _cache) + \
|
| 426 |
+
1j*ss_diff(tmp.imag, a, b, period, _cache)
|
| 427 |
+
if period is not None:
|
| 428 |
+
a = a*2*pi/period
|
| 429 |
+
b = b*2*pi/period
|
| 430 |
+
n = len(x)
|
| 431 |
+
omega = _cache.get((n,a,b))
|
| 432 |
+
if omega is None:
|
| 433 |
+
if len(_cache) > 20:
|
| 434 |
+
while _cache:
|
| 435 |
+
_cache.popitem()
|
| 436 |
+
|
| 437 |
+
def kernel(k,a=a,b=b):
|
| 438 |
+
if k:
|
| 439 |
+
return sinh(a*k)/sinh(b*k)
|
| 440 |
+
return float(a)/b
|
| 441 |
+
omega = convolve.init_convolution_kernel(n,kernel)
|
| 442 |
+
_cache[(n,a,b)] = omega
|
| 443 |
+
overwrite_x = _datacopied(tmp, x)
|
| 444 |
+
return convolve.convolve(tmp,omega,overwrite_x=overwrite_x)
|
| 445 |
+
|
| 446 |
+
|
| 447 |
+
def cc_diff(x, a, b, period=None, _cache=_cache):
|
| 448 |
+
"""
|
| 449 |
+
Return (a,b)-cosh/cosh pseudo-derivative of a periodic sequence.
|
| 450 |
+
|
| 451 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 452 |
+
and y, respectively, then::
|
| 453 |
+
|
| 454 |
+
y_j = cosh(j*a*2*pi/period)/cosh(j*b*2*pi/period) * x_j
|
| 455 |
+
|
| 456 |
+
Parameters
|
| 457 |
+
----------
|
| 458 |
+
x : array_like
|
| 459 |
+
The array to take the pseudo-derivative from.
|
| 460 |
+
a,b : float
|
| 461 |
+
Defines the parameters of the sinh/sinh pseudo-differential
|
| 462 |
+
operator.
|
| 463 |
+
period : float, optional
|
| 464 |
+
The period of the sequence x. Default is ``2*pi``.
|
| 465 |
+
|
| 466 |
+
Returns
|
| 467 |
+
-------
|
| 468 |
+
cc_diff : ndarray
|
| 469 |
+
Pseudo-derivative of periodic sequence `x`.
|
| 470 |
+
|
| 471 |
+
Notes
|
| 472 |
+
-----
|
| 473 |
+
``cc_diff(cc_diff(x,a,b),b,a) == x``
|
| 474 |
+
|
| 475 |
+
"""
|
| 476 |
+
if isinstance(_cache, threading.local):
|
| 477 |
+
if not hasattr(_cache, 'cc_diff_cache'):
|
| 478 |
+
_cache.cc_diff_cache = {}
|
| 479 |
+
_cache = _cache.cc_diff_cache
|
| 480 |
+
|
| 481 |
+
tmp = asarray(x)
|
| 482 |
+
if iscomplexobj(tmp):
|
| 483 |
+
return cc_diff(tmp.real, a, b, period, _cache) + \
|
| 484 |
+
1j * cc_diff(tmp.imag, a, b, period, _cache)
|
| 485 |
+
if period is not None:
|
| 486 |
+
a = a*2*pi/period
|
| 487 |
+
b = b*2*pi/period
|
| 488 |
+
n = len(x)
|
| 489 |
+
omega = _cache.get((n,a,b))
|
| 490 |
+
if omega is None:
|
| 491 |
+
if len(_cache) > 20:
|
| 492 |
+
while _cache:
|
| 493 |
+
_cache.popitem()
|
| 494 |
+
|
| 495 |
+
def kernel(k,a=a,b=b):
|
| 496 |
+
return cosh(a*k)/cosh(b*k)
|
| 497 |
+
omega = convolve.init_convolution_kernel(n,kernel)
|
| 498 |
+
_cache[(n,a,b)] = omega
|
| 499 |
+
overwrite_x = _datacopied(tmp, x)
|
| 500 |
+
return convolve.convolve(tmp,omega,overwrite_x=overwrite_x)
|
| 501 |
+
|
| 502 |
+
|
| 503 |
+
def shift(x, a, period=None, _cache=_cache):
|
| 504 |
+
"""
|
| 505 |
+
Shift periodic sequence x by a: y(u) = x(u+a).
|
| 506 |
+
|
| 507 |
+
If x_j and y_j are Fourier coefficients of periodic functions x
|
| 508 |
+
and y, respectively, then::
|
| 509 |
+
|
| 510 |
+
y_j = exp(j*a*2*pi/period*sqrt(-1)) * x_f
|
| 511 |
+
|
| 512 |
+
Parameters
|
| 513 |
+
----------
|
| 514 |
+
x : array_like
|
| 515 |
+
The array to take the pseudo-derivative from.
|
| 516 |
+
a : float
|
| 517 |
+
Defines the parameters of the sinh/sinh pseudo-differential
|
| 518 |
+
period : float, optional
|
| 519 |
+
The period of the sequences x and y. Default period is ``2*pi``.
|
| 520 |
+
"""
|
| 521 |
+
if isinstance(_cache, threading.local):
|
| 522 |
+
if not hasattr(_cache, 'shift_cache'):
|
| 523 |
+
_cache.shift_cache = {}
|
| 524 |
+
_cache = _cache.shift_cache
|
| 525 |
+
|
| 526 |
+
tmp = asarray(x)
|
| 527 |
+
if iscomplexobj(tmp):
|
| 528 |
+
return shift(tmp.real, a, period, _cache) + 1j * shift(
|
| 529 |
+
tmp.imag, a, period, _cache)
|
| 530 |
+
if period is not None:
|
| 531 |
+
a = a*2*pi/period
|
| 532 |
+
n = len(x)
|
| 533 |
+
omega = _cache.get((n,a))
|
| 534 |
+
if omega is None:
|
| 535 |
+
if len(_cache) > 20:
|
| 536 |
+
while _cache:
|
| 537 |
+
_cache.popitem()
|
| 538 |
+
|
| 539 |
+
def kernel_real(k,a=a):
|
| 540 |
+
return cos(a*k)
|
| 541 |
+
|
| 542 |
+
def kernel_imag(k,a=a):
|
| 543 |
+
return sin(a*k)
|
| 544 |
+
omega_real = convolve.init_convolution_kernel(n,kernel_real,d=0,
|
| 545 |
+
zero_nyquist=0)
|
| 546 |
+
omega_imag = convolve.init_convolution_kernel(n,kernel_imag,d=1,
|
| 547 |
+
zero_nyquist=0)
|
| 548 |
+
_cache[(n,a)] = omega_real,omega_imag
|
| 549 |
+
else:
|
| 550 |
+
omega_real,omega_imag = omega
|
| 551 |
+
overwrite_x = _datacopied(tmp, x)
|
| 552 |
+
return convolve.convolve_z(tmp,omega_real,omega_imag,
|
| 553 |
+
overwrite_x=overwrite_x)
|
| 554 |
+
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/_realtransforms.py
ADDED
|
@@ -0,0 +1,598 @@
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
|
|
|
|
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|
|
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|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
|
|
|
|
|
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|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
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|
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|
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|
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|
|
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|
|
|
|
|
|
|
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|
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|
| 1 |
+
"""
|
| 2 |
+
Real spectrum transforms (DCT, DST, MDCT)
|
| 3 |
+
"""
|
| 4 |
+
|
| 5 |
+
__all__ = ['dct', 'idct', 'dst', 'idst', 'dctn', 'idctn', 'dstn', 'idstn']
|
| 6 |
+
|
| 7 |
+
from scipy.fft import _pocketfft
|
| 8 |
+
from ._helper import _good_shape
|
| 9 |
+
|
| 10 |
+
_inverse_typemap = {1: 1, 2: 3, 3: 2, 4: 4}
|
| 11 |
+
|
| 12 |
+
|
| 13 |
+
def dctn(x, type=2, shape=None, axes=None, norm=None, overwrite_x=False):
|
| 14 |
+
"""
|
| 15 |
+
Return multidimensional Discrete Cosine Transform along the specified axes.
|
| 16 |
+
|
| 17 |
+
Parameters
|
| 18 |
+
----------
|
| 19 |
+
x : array_like
|
| 20 |
+
The input array.
|
| 21 |
+
type : {1, 2, 3, 4}, optional
|
| 22 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 23 |
+
shape : int or array_like of ints or None, optional
|
| 24 |
+
The shape of the result. If both `shape` and `axes` (see below) are
|
| 25 |
+
None, `shape` is ``x.shape``; if `shape` is None but `axes` is
|
| 26 |
+
not None, then `shape` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 27 |
+
If ``shape[i] > x.shape[i]``, the ith dimension is padded with zeros.
|
| 28 |
+
If ``shape[i] < x.shape[i]``, the ith dimension is truncated to
|
| 29 |
+
length ``shape[i]``.
|
| 30 |
+
If any element of `shape` is -1, the size of the corresponding
|
| 31 |
+
dimension of `x` is used.
|
| 32 |
+
axes : int or array_like of ints or None, optional
|
| 33 |
+
Axes along which the DCT is computed.
|
| 34 |
+
The default is over all axes.
|
| 35 |
+
norm : {None, 'ortho'}, optional
|
| 36 |
+
Normalization mode (see Notes). Default is None.
|
| 37 |
+
overwrite_x : bool, optional
|
| 38 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 39 |
+
|
| 40 |
+
Returns
|
| 41 |
+
-------
|
| 42 |
+
y : ndarray of real
|
| 43 |
+
The transformed input array.
|
| 44 |
+
|
| 45 |
+
See Also
|
| 46 |
+
--------
|
| 47 |
+
idctn : Inverse multidimensional DCT
|
| 48 |
+
|
| 49 |
+
Notes
|
| 50 |
+
-----
|
| 51 |
+
For full details of the DCT types and normalization modes, as well as
|
| 52 |
+
references, see `dct`.
|
| 53 |
+
|
| 54 |
+
Examples
|
| 55 |
+
--------
|
| 56 |
+
>>> import numpy as np
|
| 57 |
+
>>> from scipy.fftpack import dctn, idctn
|
| 58 |
+
>>> rng = np.random.default_rng()
|
| 59 |
+
>>> y = rng.standard_normal((16, 16))
|
| 60 |
+
>>> np.allclose(y, idctn(dctn(y, norm='ortho'), norm='ortho'))
|
| 61 |
+
True
|
| 62 |
+
|
| 63 |
+
"""
|
| 64 |
+
shape = _good_shape(x, shape, axes)
|
| 65 |
+
return _pocketfft.dctn(x, type, shape, axes, norm, overwrite_x)
|
| 66 |
+
|
| 67 |
+
|
| 68 |
+
def idctn(x, type=2, shape=None, axes=None, norm=None, overwrite_x=False):
|
| 69 |
+
"""
|
| 70 |
+
Return multidimensional Discrete Cosine Transform along the specified axes.
|
| 71 |
+
|
| 72 |
+
Parameters
|
| 73 |
+
----------
|
| 74 |
+
x : array_like
|
| 75 |
+
The input array.
|
| 76 |
+
type : {1, 2, 3, 4}, optional
|
| 77 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 78 |
+
shape : int or array_like of ints or None, optional
|
| 79 |
+
The shape of the result. If both `shape` and `axes` (see below) are
|
| 80 |
+
None, `shape` is ``x.shape``; if `shape` is None but `axes` is
|
| 81 |
+
not None, then `shape` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 82 |
+
If ``shape[i] > x.shape[i]``, the ith dimension is padded with zeros.
|
| 83 |
+
If ``shape[i] < x.shape[i]``, the ith dimension is truncated to
|
| 84 |
+
length ``shape[i]``.
|
| 85 |
+
If any element of `shape` is -1, the size of the corresponding
|
| 86 |
+
dimension of `x` is used.
|
| 87 |
+
axes : int or array_like of ints or None, optional
|
| 88 |
+
Axes along which the IDCT is computed.
|
| 89 |
+
The default is over all axes.
|
| 90 |
+
norm : {None, 'ortho'}, optional
|
| 91 |
+
Normalization mode (see Notes). Default is None.
|
| 92 |
+
overwrite_x : bool, optional
|
| 93 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 94 |
+
|
| 95 |
+
Returns
|
| 96 |
+
-------
|
| 97 |
+
y : ndarray of real
|
| 98 |
+
The transformed input array.
|
| 99 |
+
|
| 100 |
+
See Also
|
| 101 |
+
--------
|
| 102 |
+
dctn : multidimensional DCT
|
| 103 |
+
|
| 104 |
+
Notes
|
| 105 |
+
-----
|
| 106 |
+
For full details of the IDCT types and normalization modes, as well as
|
| 107 |
+
references, see `idct`.
|
| 108 |
+
|
| 109 |
+
Examples
|
| 110 |
+
--------
|
| 111 |
+
>>> import numpy as np
|
| 112 |
+
>>> from scipy.fftpack import dctn, idctn
|
| 113 |
+
>>> rng = np.random.default_rng()
|
| 114 |
+
>>> y = rng.standard_normal((16, 16))
|
| 115 |
+
>>> np.allclose(y, idctn(dctn(y, norm='ortho'), norm='ortho'))
|
| 116 |
+
True
|
| 117 |
+
|
| 118 |
+
"""
|
| 119 |
+
type = _inverse_typemap[type]
|
| 120 |
+
shape = _good_shape(x, shape, axes)
|
| 121 |
+
return _pocketfft.dctn(x, type, shape, axes, norm, overwrite_x)
|
| 122 |
+
|
| 123 |
+
|
| 124 |
+
def dstn(x, type=2, shape=None, axes=None, norm=None, overwrite_x=False):
|
| 125 |
+
"""
|
| 126 |
+
Return multidimensional Discrete Sine Transform along the specified axes.
|
| 127 |
+
|
| 128 |
+
Parameters
|
| 129 |
+
----------
|
| 130 |
+
x : array_like
|
| 131 |
+
The input array.
|
| 132 |
+
type : {1, 2, 3, 4}, optional
|
| 133 |
+
Type of the DST (see Notes). Default type is 2.
|
| 134 |
+
shape : int or array_like of ints or None, optional
|
| 135 |
+
The shape of the result. If both `shape` and `axes` (see below) are
|
| 136 |
+
None, `shape` is ``x.shape``; if `shape` is None but `axes` is
|
| 137 |
+
not None, then `shape` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 138 |
+
If ``shape[i] > x.shape[i]``, the ith dimension is padded with zeros.
|
| 139 |
+
If ``shape[i] < x.shape[i]``, the ith dimension is truncated to
|
| 140 |
+
length ``shape[i]``.
|
| 141 |
+
If any element of `shape` is -1, the size of the corresponding
|
| 142 |
+
dimension of `x` is used.
|
| 143 |
+
axes : int or array_like of ints or None, optional
|
| 144 |
+
Axes along which the DCT is computed.
|
| 145 |
+
The default is over all axes.
|
| 146 |
+
norm : {None, 'ortho'}, optional
|
| 147 |
+
Normalization mode (see Notes). Default is None.
|
| 148 |
+
overwrite_x : bool, optional
|
| 149 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 150 |
+
|
| 151 |
+
Returns
|
| 152 |
+
-------
|
| 153 |
+
y : ndarray of real
|
| 154 |
+
The transformed input array.
|
| 155 |
+
|
| 156 |
+
See Also
|
| 157 |
+
--------
|
| 158 |
+
idstn : Inverse multidimensional DST
|
| 159 |
+
|
| 160 |
+
Notes
|
| 161 |
+
-----
|
| 162 |
+
For full details of the DST types and normalization modes, as well as
|
| 163 |
+
references, see `dst`.
|
| 164 |
+
|
| 165 |
+
Examples
|
| 166 |
+
--------
|
| 167 |
+
>>> import numpy as np
|
| 168 |
+
>>> from scipy.fftpack import dstn, idstn
|
| 169 |
+
>>> rng = np.random.default_rng()
|
| 170 |
+
>>> y = rng.standard_normal((16, 16))
|
| 171 |
+
>>> np.allclose(y, idstn(dstn(y, norm='ortho'), norm='ortho'))
|
| 172 |
+
True
|
| 173 |
+
|
| 174 |
+
"""
|
| 175 |
+
shape = _good_shape(x, shape, axes)
|
| 176 |
+
return _pocketfft.dstn(x, type, shape, axes, norm, overwrite_x)
|
| 177 |
+
|
| 178 |
+
|
| 179 |
+
def idstn(x, type=2, shape=None, axes=None, norm=None, overwrite_x=False):
|
| 180 |
+
"""
|
| 181 |
+
Return multidimensional Discrete Sine Transform along the specified axes.
|
| 182 |
+
|
| 183 |
+
Parameters
|
| 184 |
+
----------
|
| 185 |
+
x : array_like
|
| 186 |
+
The input array.
|
| 187 |
+
type : {1, 2, 3, 4}, optional
|
| 188 |
+
Type of the DST (see Notes). Default type is 2.
|
| 189 |
+
shape : int or array_like of ints or None, optional
|
| 190 |
+
The shape of the result. If both `shape` and `axes` (see below) are
|
| 191 |
+
None, `shape` is ``x.shape``; if `shape` is None but `axes` is
|
| 192 |
+
not None, then `shape` is ``numpy.take(x.shape, axes, axis=0)``.
|
| 193 |
+
If ``shape[i] > x.shape[i]``, the ith dimension is padded with zeros.
|
| 194 |
+
If ``shape[i] < x.shape[i]``, the ith dimension is truncated to
|
| 195 |
+
length ``shape[i]``.
|
| 196 |
+
If any element of `shape` is -1, the size of the corresponding
|
| 197 |
+
dimension of `x` is used.
|
| 198 |
+
axes : int or array_like of ints or None, optional
|
| 199 |
+
Axes along which the IDST is computed.
|
| 200 |
+
The default is over all axes.
|
| 201 |
+
norm : {None, 'ortho'}, optional
|
| 202 |
+
Normalization mode (see Notes). Default is None.
|
| 203 |
+
overwrite_x : bool, optional
|
| 204 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 205 |
+
|
| 206 |
+
Returns
|
| 207 |
+
-------
|
| 208 |
+
y : ndarray of real
|
| 209 |
+
The transformed input array.
|
| 210 |
+
|
| 211 |
+
See Also
|
| 212 |
+
--------
|
| 213 |
+
dstn : multidimensional DST
|
| 214 |
+
|
| 215 |
+
Notes
|
| 216 |
+
-----
|
| 217 |
+
For full details of the IDST types and normalization modes, as well as
|
| 218 |
+
references, see `idst`.
|
| 219 |
+
|
| 220 |
+
Examples
|
| 221 |
+
--------
|
| 222 |
+
>>> import numpy as np
|
| 223 |
+
>>> from scipy.fftpack import dstn, idstn
|
| 224 |
+
>>> rng = np.random.default_rng()
|
| 225 |
+
>>> y = rng.standard_normal((16, 16))
|
| 226 |
+
>>> np.allclose(y, idstn(dstn(y, norm='ortho'), norm='ortho'))
|
| 227 |
+
True
|
| 228 |
+
|
| 229 |
+
"""
|
| 230 |
+
type = _inverse_typemap[type]
|
| 231 |
+
shape = _good_shape(x, shape, axes)
|
| 232 |
+
return _pocketfft.dstn(x, type, shape, axes, norm, overwrite_x)
|
| 233 |
+
|
| 234 |
+
|
| 235 |
+
def dct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False):
|
| 236 |
+
r"""
|
| 237 |
+
Return the Discrete Cosine Transform of arbitrary type sequence x.
|
| 238 |
+
|
| 239 |
+
Parameters
|
| 240 |
+
----------
|
| 241 |
+
x : array_like
|
| 242 |
+
The input array.
|
| 243 |
+
type : {1, 2, 3, 4}, optional
|
| 244 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 245 |
+
n : int, optional
|
| 246 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 247 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 248 |
+
default results in ``n = x.shape[axis]``.
|
| 249 |
+
axis : int, optional
|
| 250 |
+
Axis along which the dct is computed; the default is over the
|
| 251 |
+
last axis (i.e., ``axis=-1``).
|
| 252 |
+
norm : {None, 'ortho'}, optional
|
| 253 |
+
Normalization mode (see Notes). Default is None.
|
| 254 |
+
overwrite_x : bool, optional
|
| 255 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 256 |
+
|
| 257 |
+
Returns
|
| 258 |
+
-------
|
| 259 |
+
y : ndarray of real
|
| 260 |
+
The transformed input array.
|
| 261 |
+
|
| 262 |
+
See Also
|
| 263 |
+
--------
|
| 264 |
+
idct : Inverse DCT
|
| 265 |
+
|
| 266 |
+
Notes
|
| 267 |
+
-----
|
| 268 |
+
For a single dimension array ``x``, ``dct(x, norm='ortho')`` is equal to
|
| 269 |
+
MATLAB ``dct(x)``.
|
| 270 |
+
|
| 271 |
+
There are, theoretically, 8 types of the DCT, only the first 4 types are
|
| 272 |
+
implemented in scipy. 'The' DCT generally refers to DCT type 2, and 'the'
|
| 273 |
+
Inverse DCT generally refers to DCT type 3.
|
| 274 |
+
|
| 275 |
+
**Type I**
|
| 276 |
+
|
| 277 |
+
There are several definitions of the DCT-I; we use the following
|
| 278 |
+
(for ``norm=None``)
|
| 279 |
+
|
| 280 |
+
.. math::
|
| 281 |
+
|
| 282 |
+
y_k = x_0 + (-1)^k x_{N-1} + 2 \sum_{n=1}^{N-2} x_n \cos\left(
|
| 283 |
+
\frac{\pi k n}{N-1} \right)
|
| 284 |
+
|
| 285 |
+
If ``norm='ortho'``, ``x[0]`` and ``x[N-1]`` are multiplied by a scaling
|
| 286 |
+
factor of :math:`\sqrt{2}`, and ``y[k]`` is multiplied by a scaling factor
|
| 287 |
+
``f``
|
| 288 |
+
|
| 289 |
+
.. math::
|
| 290 |
+
|
| 291 |
+
f = \begin{cases}
|
| 292 |
+
\frac{1}{2}\sqrt{\frac{1}{N-1}} & \text{if }k=0\text{ or }N-1, \\
|
| 293 |
+
\frac{1}{2}\sqrt{\frac{2}{N-1}} & \text{otherwise} \end{cases}
|
| 294 |
+
|
| 295 |
+
.. versionadded:: 1.2.0
|
| 296 |
+
Orthonormalization in DCT-I.
|
| 297 |
+
|
| 298 |
+
.. note::
|
| 299 |
+
The DCT-I is only supported for input size > 1.
|
| 300 |
+
|
| 301 |
+
**Type II**
|
| 302 |
+
|
| 303 |
+
There are several definitions of the DCT-II; we use the following
|
| 304 |
+
(for ``norm=None``)
|
| 305 |
+
|
| 306 |
+
.. math::
|
| 307 |
+
|
| 308 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \cos\left(\frac{\pi k(2n+1)}{2N} \right)
|
| 309 |
+
|
| 310 |
+
If ``norm='ortho'``, ``y[k]`` is multiplied by a scaling factor ``f``
|
| 311 |
+
|
| 312 |
+
.. math::
|
| 313 |
+
f = \begin{cases}
|
| 314 |
+
\sqrt{\frac{1}{4N}} & \text{if }k=0, \\
|
| 315 |
+
\sqrt{\frac{1}{2N}} & \text{otherwise} \end{cases}
|
| 316 |
+
|
| 317 |
+
which makes the corresponding matrix of coefficients orthonormal
|
| 318 |
+
(``O @ O.T = np.eye(N)``).
|
| 319 |
+
|
| 320 |
+
**Type III**
|
| 321 |
+
|
| 322 |
+
There are several definitions, we use the following (for ``norm=None``)
|
| 323 |
+
|
| 324 |
+
.. math::
|
| 325 |
+
|
| 326 |
+
y_k = x_0 + 2 \sum_{n=1}^{N-1} x_n \cos\left(\frac{\pi(2k+1)n}{2N}\right)
|
| 327 |
+
|
| 328 |
+
or, for ``norm='ortho'``
|
| 329 |
+
|
| 330 |
+
.. math::
|
| 331 |
+
|
| 332 |
+
y_k = \frac{x_0}{\sqrt{N}} + \sqrt{\frac{2}{N}} \sum_{n=1}^{N-1} x_n
|
| 333 |
+
\cos\left(\frac{\pi(2k+1)n}{2N}\right)
|
| 334 |
+
|
| 335 |
+
The (unnormalized) DCT-III is the inverse of the (unnormalized) DCT-II, up
|
| 336 |
+
to a factor ``2N``. The orthonormalized DCT-III is exactly the inverse of
|
| 337 |
+
the orthonormalized DCT-II.
|
| 338 |
+
|
| 339 |
+
**Type IV**
|
| 340 |
+
|
| 341 |
+
There are several definitions of the DCT-IV; we use the following
|
| 342 |
+
(for ``norm=None``)
|
| 343 |
+
|
| 344 |
+
.. math::
|
| 345 |
+
|
| 346 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \cos\left(\frac{\pi(2k+1)(2n+1)}{4N} \right)
|
| 347 |
+
|
| 348 |
+
If ``norm='ortho'``, ``y[k]`` is multiplied by a scaling factor ``f``
|
| 349 |
+
|
| 350 |
+
.. math::
|
| 351 |
+
|
| 352 |
+
f = \frac{1}{\sqrt{2N}}
|
| 353 |
+
|
| 354 |
+
.. versionadded:: 1.2.0
|
| 355 |
+
Support for DCT-IV.
|
| 356 |
+
|
| 357 |
+
References
|
| 358 |
+
----------
|
| 359 |
+
.. [1] 'A Fast Cosine Transform in One and Two Dimensions', by J.
|
| 360 |
+
Makhoul, `IEEE Transactions on acoustics, speech and signal
|
| 361 |
+
processing` vol. 28(1), pp. 27-34,
|
| 362 |
+
:doi:`10.1109/TASSP.1980.1163351` (1980).
|
| 363 |
+
.. [2] Wikipedia, "Discrete cosine transform",
|
| 364 |
+
https://en.wikipedia.org/wiki/Discrete_cosine_transform
|
| 365 |
+
|
| 366 |
+
Examples
|
| 367 |
+
--------
|
| 368 |
+
The Type 1 DCT is equivalent to the FFT (though faster) for real,
|
| 369 |
+
even-symmetrical inputs. The output is also real and even-symmetrical.
|
| 370 |
+
Half of the FFT input is used to generate half of the FFT output:
|
| 371 |
+
|
| 372 |
+
>>> from scipy.fftpack import fft, dct
|
| 373 |
+
>>> import numpy as np
|
| 374 |
+
>>> fft(np.array([4., 3., 5., 10., 5., 3.])).real
|
| 375 |
+
array([ 30., -8., 6., -2., 6., -8.])
|
| 376 |
+
>>> dct(np.array([4., 3., 5., 10.]), 1)
|
| 377 |
+
array([ 30., -8., 6., -2.])
|
| 378 |
+
|
| 379 |
+
"""
|
| 380 |
+
return _pocketfft.dct(x, type, n, axis, norm, overwrite_x)
|
| 381 |
+
|
| 382 |
+
|
| 383 |
+
def idct(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False):
|
| 384 |
+
"""
|
| 385 |
+
Return the Inverse Discrete Cosine Transform of an arbitrary type sequence.
|
| 386 |
+
|
| 387 |
+
Parameters
|
| 388 |
+
----------
|
| 389 |
+
x : array_like
|
| 390 |
+
The input array.
|
| 391 |
+
type : {1, 2, 3, 4}, optional
|
| 392 |
+
Type of the DCT (see Notes). Default type is 2.
|
| 393 |
+
n : int, optional
|
| 394 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 395 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 396 |
+
default results in ``n = x.shape[axis]``.
|
| 397 |
+
axis : int, optional
|
| 398 |
+
Axis along which the idct is computed; the default is over the
|
| 399 |
+
last axis (i.e., ``axis=-1``).
|
| 400 |
+
norm : {None, 'ortho'}, optional
|
| 401 |
+
Normalization mode (see Notes). Default is None.
|
| 402 |
+
overwrite_x : bool, optional
|
| 403 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 404 |
+
|
| 405 |
+
Returns
|
| 406 |
+
-------
|
| 407 |
+
idct : ndarray of real
|
| 408 |
+
The transformed input array.
|
| 409 |
+
|
| 410 |
+
See Also
|
| 411 |
+
--------
|
| 412 |
+
dct : Forward DCT
|
| 413 |
+
|
| 414 |
+
Notes
|
| 415 |
+
-----
|
| 416 |
+
For a single dimension array `x`, ``idct(x, norm='ortho')`` is equal to
|
| 417 |
+
MATLAB ``idct(x)``.
|
| 418 |
+
|
| 419 |
+
'The' IDCT is the IDCT of type 2, which is the same as DCT of type 3.
|
| 420 |
+
|
| 421 |
+
IDCT of type 1 is the DCT of type 1, IDCT of type 2 is the DCT of type
|
| 422 |
+
3, and IDCT of type 3 is the DCT of type 2. IDCT of type 4 is the DCT
|
| 423 |
+
of type 4. For the definition of these types, see `dct`.
|
| 424 |
+
|
| 425 |
+
Examples
|
| 426 |
+
--------
|
| 427 |
+
The Type 1 DCT is equivalent to the DFT for real, even-symmetrical
|
| 428 |
+
inputs. The output is also real and even-symmetrical. Half of the IFFT
|
| 429 |
+
input is used to generate half of the IFFT output:
|
| 430 |
+
|
| 431 |
+
>>> from scipy.fftpack import ifft, idct
|
| 432 |
+
>>> import numpy as np
|
| 433 |
+
>>> ifft(np.array([ 30., -8., 6., -2., 6., -8.])).real
|
| 434 |
+
array([ 4., 3., 5., 10., 5., 3.])
|
| 435 |
+
>>> idct(np.array([ 30., -8., 6., -2.]), 1) / 6
|
| 436 |
+
array([ 4., 3., 5., 10.])
|
| 437 |
+
|
| 438 |
+
"""
|
| 439 |
+
type = _inverse_typemap[type]
|
| 440 |
+
return _pocketfft.dct(x, type, n, axis, norm, overwrite_x)
|
| 441 |
+
|
| 442 |
+
|
| 443 |
+
def dst(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False):
|
| 444 |
+
r"""
|
| 445 |
+
Return the Discrete Sine Transform of arbitrary type sequence x.
|
| 446 |
+
|
| 447 |
+
Parameters
|
| 448 |
+
----------
|
| 449 |
+
x : array_like
|
| 450 |
+
The input array.
|
| 451 |
+
type : {1, 2, 3, 4}, optional
|
| 452 |
+
Type of the DST (see Notes). Default type is 2.
|
| 453 |
+
n : int, optional
|
| 454 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 455 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 456 |
+
default results in ``n = x.shape[axis]``.
|
| 457 |
+
axis : int, optional
|
| 458 |
+
Axis along which the dst is computed; the default is over the
|
| 459 |
+
last axis (i.e., ``axis=-1``).
|
| 460 |
+
norm : {None, 'ortho'}, optional
|
| 461 |
+
Normalization mode (see Notes). Default is None.
|
| 462 |
+
overwrite_x : bool, optional
|
| 463 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 464 |
+
|
| 465 |
+
Returns
|
| 466 |
+
-------
|
| 467 |
+
dst : ndarray of reals
|
| 468 |
+
The transformed input array.
|
| 469 |
+
|
| 470 |
+
See Also
|
| 471 |
+
--------
|
| 472 |
+
idst : Inverse DST
|
| 473 |
+
|
| 474 |
+
Notes
|
| 475 |
+
-----
|
| 476 |
+
For a single dimension array ``x``.
|
| 477 |
+
|
| 478 |
+
There are, theoretically, 8 types of the DST for different combinations of
|
| 479 |
+
even/odd boundary conditions and boundary off sets [1]_, only the first
|
| 480 |
+
4 types are implemented in scipy.
|
| 481 |
+
|
| 482 |
+
**Type I**
|
| 483 |
+
|
| 484 |
+
There are several definitions of the DST-I; we use the following
|
| 485 |
+
for ``norm=None``. DST-I assumes the input is odd around `n=-1` and `n=N`.
|
| 486 |
+
|
| 487 |
+
.. math::
|
| 488 |
+
|
| 489 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(k+1)(n+1)}{N+1}\right)
|
| 490 |
+
|
| 491 |
+
Note that the DST-I is only supported for input size > 1.
|
| 492 |
+
The (unnormalized) DST-I is its own inverse, up to a factor ``2(N+1)``.
|
| 493 |
+
The orthonormalized DST-I is exactly its own inverse.
|
| 494 |
+
|
| 495 |
+
**Type II**
|
| 496 |
+
|
| 497 |
+
There are several definitions of the DST-II; we use the following for
|
| 498 |
+
``norm=None``. DST-II assumes the input is odd around `n=-1/2` and
|
| 499 |
+
`n=N-1/2`; the output is odd around :math:`k=-1` and even around `k=N-1`
|
| 500 |
+
|
| 501 |
+
.. math::
|
| 502 |
+
|
| 503 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(k+1)(2n+1)}{2N}\right)
|
| 504 |
+
|
| 505 |
+
if ``norm='ortho'``, ``y[k]`` is multiplied by a scaling factor ``f``
|
| 506 |
+
|
| 507 |
+
.. math::
|
| 508 |
+
|
| 509 |
+
f = \begin{cases}
|
| 510 |
+
\sqrt{\frac{1}{4N}} & \text{if }k = 0, \\
|
| 511 |
+
\sqrt{\frac{1}{2N}} & \text{otherwise} \end{cases}
|
| 512 |
+
|
| 513 |
+
**Type III**
|
| 514 |
+
|
| 515 |
+
There are several definitions of the DST-III, we use the following (for
|
| 516 |
+
``norm=None``). DST-III assumes the input is odd around `n=-1` and even
|
| 517 |
+
around `n=N-1`
|
| 518 |
+
|
| 519 |
+
.. math::
|
| 520 |
+
|
| 521 |
+
y_k = (-1)^k x_{N-1} + 2 \sum_{n=0}^{N-2} x_n \sin\left(
|
| 522 |
+
\frac{\pi(2k+1)(n+1)}{2N}\right)
|
| 523 |
+
|
| 524 |
+
The (unnormalized) DST-III is the inverse of the (unnormalized) DST-II, up
|
| 525 |
+
to a factor ``2N``. The orthonormalized DST-III is exactly the inverse of the
|
| 526 |
+
orthonormalized DST-II.
|
| 527 |
+
|
| 528 |
+
.. versionadded:: 0.11.0
|
| 529 |
+
|
| 530 |
+
**Type IV**
|
| 531 |
+
|
| 532 |
+
There are several definitions of the DST-IV, we use the following (for
|
| 533 |
+
``norm=None``). DST-IV assumes the input is odd around `n=-0.5` and even
|
| 534 |
+
around `n=N-0.5`
|
| 535 |
+
|
| 536 |
+
.. math::
|
| 537 |
+
|
| 538 |
+
y_k = 2 \sum_{n=0}^{N-1} x_n \sin\left(\frac{\pi(2k+1)(2n+1)}{4N}\right)
|
| 539 |
+
|
| 540 |
+
The (unnormalized) DST-IV is its own inverse, up to a factor ``2N``. The
|
| 541 |
+
orthonormalized DST-IV is exactly its own inverse.
|
| 542 |
+
|
| 543 |
+
.. versionadded:: 1.2.0
|
| 544 |
+
Support for DST-IV.
|
| 545 |
+
|
| 546 |
+
References
|
| 547 |
+
----------
|
| 548 |
+
.. [1] Wikipedia, "Discrete sine transform",
|
| 549 |
+
https://en.wikipedia.org/wiki/Discrete_sine_transform
|
| 550 |
+
|
| 551 |
+
"""
|
| 552 |
+
return _pocketfft.dst(x, type, n, axis, norm, overwrite_x)
|
| 553 |
+
|
| 554 |
+
|
| 555 |
+
def idst(x, type=2, n=None, axis=-1, norm=None, overwrite_x=False):
|
| 556 |
+
"""
|
| 557 |
+
Return the Inverse Discrete Sine Transform of an arbitrary type sequence.
|
| 558 |
+
|
| 559 |
+
Parameters
|
| 560 |
+
----------
|
| 561 |
+
x : array_like
|
| 562 |
+
The input array.
|
| 563 |
+
type : {1, 2, 3, 4}, optional
|
| 564 |
+
Type of the DST (see Notes). Default type is 2.
|
| 565 |
+
n : int, optional
|
| 566 |
+
Length of the transform. If ``n < x.shape[axis]``, `x` is
|
| 567 |
+
truncated. If ``n > x.shape[axis]``, `x` is zero-padded. The
|
| 568 |
+
default results in ``n = x.shape[axis]``.
|
| 569 |
+
axis : int, optional
|
| 570 |
+
Axis along which the idst is computed; the default is over the
|
| 571 |
+
last axis (i.e., ``axis=-1``).
|
| 572 |
+
norm : {None, 'ortho'}, optional
|
| 573 |
+
Normalization mode (see Notes). Default is None.
|
| 574 |
+
overwrite_x : bool, optional
|
| 575 |
+
If True, the contents of `x` can be destroyed; the default is False.
|
| 576 |
+
|
| 577 |
+
Returns
|
| 578 |
+
-------
|
| 579 |
+
idst : ndarray of real
|
| 580 |
+
The transformed input array.
|
| 581 |
+
|
| 582 |
+
See Also
|
| 583 |
+
--------
|
| 584 |
+
dst : Forward DST
|
| 585 |
+
|
| 586 |
+
Notes
|
| 587 |
+
-----
|
| 588 |
+
'The' IDST is the IDST of type 2, which is the same as DST of type 3.
|
| 589 |
+
|
| 590 |
+
IDST of type 1 is the DST of type 1, IDST of type 2 is the DST of type
|
| 591 |
+
3, and IDST of type 3 is the DST of type 2. For the definition of these
|
| 592 |
+
types, see `dst`.
|
| 593 |
+
|
| 594 |
+
.. versionadded:: 0.11.0
|
| 595 |
+
|
| 596 |
+
"""
|
| 597 |
+
type = _inverse_typemap[type]
|
| 598 |
+
return _pocketfft.dst(x, type, n, axis, norm, overwrite_x)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/basic.py
ADDED
|
@@ -0,0 +1,20 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# This file is not meant for public use and will be removed in SciPy v2.0.0.
|
| 2 |
+
# Use the `scipy.fftpack` namespace for importing the functions
|
| 3 |
+
# included below.
|
| 4 |
+
|
| 5 |
+
from scipy._lib.deprecation import _sub_module_deprecation
|
| 6 |
+
|
| 7 |
+
__all__ = [ # noqa: F822
|
| 8 |
+
'fft','ifft','fftn','ifftn','rfft','irfft',
|
| 9 |
+
'fft2','ifft2'
|
| 10 |
+
]
|
| 11 |
+
|
| 12 |
+
|
| 13 |
+
def __dir__():
|
| 14 |
+
return __all__
|
| 15 |
+
|
| 16 |
+
|
| 17 |
+
def __getattr__(name):
|
| 18 |
+
return _sub_module_deprecation(sub_package="fftpack", module="basic",
|
| 19 |
+
private_modules=["_basic"], all=__all__,
|
| 20 |
+
attribute=name)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/helper.py
ADDED
|
@@ -0,0 +1,19 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# This file is not meant for public use and will be removed in SciPy v2.0.0.
|
| 2 |
+
# Use the `scipy.fftpack` namespace for importing the functions
|
| 3 |
+
# included below.
|
| 4 |
+
|
| 5 |
+
from scipy._lib.deprecation import _sub_module_deprecation
|
| 6 |
+
|
| 7 |
+
__all__ = [ # noqa: F822
|
| 8 |
+
'fftshift', 'ifftshift', 'fftfreq', 'rfftfreq', 'next_fast_len'
|
| 9 |
+
]
|
| 10 |
+
|
| 11 |
+
|
| 12 |
+
def __dir__():
|
| 13 |
+
return __all__
|
| 14 |
+
|
| 15 |
+
|
| 16 |
+
def __getattr__(name):
|
| 17 |
+
return _sub_module_deprecation(sub_package="fftpack", module="helper",
|
| 18 |
+
private_modules=["_helper"], all=__all__,
|
| 19 |
+
attribute=name)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/pseudo_diffs.py
ADDED
|
@@ -0,0 +1,22 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# This file is not meant for public use and will be removed in SciPy v2.0.0.
|
| 2 |
+
# Use the `scipy.fftpack` namespace for importing the functions
|
| 3 |
+
# included below.
|
| 4 |
+
|
| 5 |
+
from scipy._lib.deprecation import _sub_module_deprecation
|
| 6 |
+
|
| 7 |
+
__all__ = [ # noqa: F822
|
| 8 |
+
'diff',
|
| 9 |
+
'tilbert', 'itilbert', 'hilbert', 'ihilbert',
|
| 10 |
+
'cs_diff', 'cc_diff', 'sc_diff', 'ss_diff',
|
| 11 |
+
'shift', 'convolve'
|
| 12 |
+
]
|
| 13 |
+
|
| 14 |
+
|
| 15 |
+
def __dir__():
|
| 16 |
+
return __all__
|
| 17 |
+
|
| 18 |
+
|
| 19 |
+
def __getattr__(name):
|
| 20 |
+
return _sub_module_deprecation(sub_package="fftpack", module="pseudo_diffs",
|
| 21 |
+
private_modules=["_pseudo_diffs"], all=__all__,
|
| 22 |
+
attribute=name)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/realtransforms.py
ADDED
|
@@ -0,0 +1,19 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# This file is not meant for public use and will be removed in SciPy v2.0.0.
|
| 2 |
+
# Use the `scipy.fftpack` namespace for importing the functions
|
| 3 |
+
# included below.
|
| 4 |
+
|
| 5 |
+
from scipy._lib.deprecation import _sub_module_deprecation
|
| 6 |
+
|
| 7 |
+
__all__ = [ # noqa: F822
|
| 8 |
+
'dct', 'idct', 'dst', 'idst', 'dctn', 'idctn', 'dstn', 'idstn'
|
| 9 |
+
]
|
| 10 |
+
|
| 11 |
+
|
| 12 |
+
def __dir__():
|
| 13 |
+
return __all__
|
| 14 |
+
|
| 15 |
+
|
| 16 |
+
def __getattr__(name):
|
| 17 |
+
return _sub_module_deprecation(sub_package="fftpack", module="realtransforms",
|
| 18 |
+
private_modules=["_realtransforms"], all=__all__,
|
| 19 |
+
attribute=name)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/__init__.py
ADDED
|
File without changes
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_basic.py
ADDED
|
@@ -0,0 +1,879 @@
|
|
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|
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|
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|
| 1 |
+
# Created by Pearu Peterson, September 2002
|
| 2 |
+
|
| 3 |
+
from numpy.testing import (assert_, assert_equal, assert_array_almost_equal,
|
| 4 |
+
assert_array_almost_equal_nulp, assert_array_less)
|
| 5 |
+
import pytest
|
| 6 |
+
from pytest import raises as assert_raises
|
| 7 |
+
from scipy.fftpack import ifft, fft, fftn, ifftn, rfft, irfft, fft2
|
| 8 |
+
|
| 9 |
+
from numpy import (arange, array, asarray, zeros, dot, exp, pi,
|
| 10 |
+
swapaxes, double, cdouble)
|
| 11 |
+
import numpy as np
|
| 12 |
+
import numpy.fft
|
| 13 |
+
from numpy.random import rand
|
| 14 |
+
|
| 15 |
+
# "large" composite numbers supported by FFTPACK
|
| 16 |
+
LARGE_COMPOSITE_SIZES = [
|
| 17 |
+
2**13,
|
| 18 |
+
2**5 * 3**5,
|
| 19 |
+
2**3 * 3**3 * 5**2,
|
| 20 |
+
]
|
| 21 |
+
SMALL_COMPOSITE_SIZES = [
|
| 22 |
+
2,
|
| 23 |
+
2*3*5,
|
| 24 |
+
2*2*3*3,
|
| 25 |
+
]
|
| 26 |
+
# prime
|
| 27 |
+
LARGE_PRIME_SIZES = [
|
| 28 |
+
2011
|
| 29 |
+
]
|
| 30 |
+
SMALL_PRIME_SIZES = [
|
| 31 |
+
29
|
| 32 |
+
]
|
| 33 |
+
|
| 34 |
+
|
| 35 |
+
def _assert_close_in_norm(x, y, rtol, size, rdt):
|
| 36 |
+
# helper function for testing
|
| 37 |
+
err_msg = f"size: {size} rdt: {rdt}"
|
| 38 |
+
assert_array_less(np.linalg.norm(x - y), rtol*np.linalg.norm(x), err_msg)
|
| 39 |
+
|
| 40 |
+
|
| 41 |
+
def random(size):
|
| 42 |
+
return rand(*size)
|
| 43 |
+
|
| 44 |
+
|
| 45 |
+
def direct_dft(x):
|
| 46 |
+
x = asarray(x)
|
| 47 |
+
n = len(x)
|
| 48 |
+
y = zeros(n, dtype=cdouble)
|
| 49 |
+
w = -arange(n)*(2j*pi/n)
|
| 50 |
+
for i in range(n):
|
| 51 |
+
y[i] = dot(exp(i*w), x)
|
| 52 |
+
return y
|
| 53 |
+
|
| 54 |
+
|
| 55 |
+
def direct_idft(x):
|
| 56 |
+
x = asarray(x)
|
| 57 |
+
n = len(x)
|
| 58 |
+
y = zeros(n, dtype=cdouble)
|
| 59 |
+
w = arange(n)*(2j*pi/n)
|
| 60 |
+
for i in range(n):
|
| 61 |
+
y[i] = dot(exp(i*w), x)/n
|
| 62 |
+
return y
|
| 63 |
+
|
| 64 |
+
|
| 65 |
+
def direct_dftn(x):
|
| 66 |
+
x = asarray(x)
|
| 67 |
+
for axis in range(len(x.shape)):
|
| 68 |
+
x = fft(x, axis=axis)
|
| 69 |
+
return x
|
| 70 |
+
|
| 71 |
+
|
| 72 |
+
def direct_idftn(x):
|
| 73 |
+
x = asarray(x)
|
| 74 |
+
for axis in range(len(x.shape)):
|
| 75 |
+
x = ifft(x, axis=axis)
|
| 76 |
+
return x
|
| 77 |
+
|
| 78 |
+
|
| 79 |
+
def direct_rdft(x):
|
| 80 |
+
x = asarray(x)
|
| 81 |
+
n = len(x)
|
| 82 |
+
w = -arange(n)*(2j*pi/n)
|
| 83 |
+
r = zeros(n, dtype=double)
|
| 84 |
+
for i in range(n//2+1):
|
| 85 |
+
y = dot(exp(i*w), x)
|
| 86 |
+
if i:
|
| 87 |
+
r[2*i-1] = y.real
|
| 88 |
+
if 2*i < n:
|
| 89 |
+
r[2*i] = y.imag
|
| 90 |
+
else:
|
| 91 |
+
r[0] = y.real
|
| 92 |
+
return r
|
| 93 |
+
|
| 94 |
+
|
| 95 |
+
def direct_irdft(x):
|
| 96 |
+
x = asarray(x)
|
| 97 |
+
n = len(x)
|
| 98 |
+
x1 = zeros(n, dtype=cdouble)
|
| 99 |
+
for i in range(n//2+1):
|
| 100 |
+
if i:
|
| 101 |
+
if 2*i < n:
|
| 102 |
+
x1[i] = x[2*i-1] + 1j*x[2*i]
|
| 103 |
+
x1[n-i] = x[2*i-1] - 1j*x[2*i]
|
| 104 |
+
else:
|
| 105 |
+
x1[i] = x[2*i-1]
|
| 106 |
+
else:
|
| 107 |
+
x1[0] = x[0]
|
| 108 |
+
return direct_idft(x1).real
|
| 109 |
+
|
| 110 |
+
|
| 111 |
+
class _TestFFTBase:
|
| 112 |
+
def setup_method(self):
|
| 113 |
+
self.cdt = None
|
| 114 |
+
self.rdt = None
|
| 115 |
+
np.random.seed(1234)
|
| 116 |
+
|
| 117 |
+
def test_definition(self):
|
| 118 |
+
x = np.array([1,2,3,4+1j,1,2,3,4+2j], dtype=self.cdt)
|
| 119 |
+
y = fft(x)
|
| 120 |
+
assert_equal(y.dtype, self.cdt)
|
| 121 |
+
y1 = direct_dft(x)
|
| 122 |
+
assert_array_almost_equal(y,y1)
|
| 123 |
+
x = np.array([1,2,3,4+0j,5], dtype=self.cdt)
|
| 124 |
+
assert_array_almost_equal(fft(x),direct_dft(x))
|
| 125 |
+
|
| 126 |
+
def test_n_argument_real(self):
|
| 127 |
+
x1 = np.array([1,2,3,4], dtype=self.rdt)
|
| 128 |
+
x2 = np.array([1,2,3,4], dtype=self.rdt)
|
| 129 |
+
y = fft([x1,x2],n=4)
|
| 130 |
+
assert_equal(y.dtype, self.cdt)
|
| 131 |
+
assert_equal(y.shape,(2,4))
|
| 132 |
+
assert_array_almost_equal(y[0],direct_dft(x1))
|
| 133 |
+
assert_array_almost_equal(y[1],direct_dft(x2))
|
| 134 |
+
|
| 135 |
+
def _test_n_argument_complex(self):
|
| 136 |
+
x1 = np.array([1,2,3,4+1j], dtype=self.cdt)
|
| 137 |
+
x2 = np.array([1,2,3,4+1j], dtype=self.cdt)
|
| 138 |
+
y = fft([x1,x2],n=4)
|
| 139 |
+
assert_equal(y.dtype, self.cdt)
|
| 140 |
+
assert_equal(y.shape,(2,4))
|
| 141 |
+
assert_array_almost_equal(y[0],direct_dft(x1))
|
| 142 |
+
assert_array_almost_equal(y[1],direct_dft(x2))
|
| 143 |
+
|
| 144 |
+
def test_invalid_sizes(self):
|
| 145 |
+
assert_raises(ValueError, fft, [])
|
| 146 |
+
assert_raises(ValueError, fft, [[1,1],[2,2]], -5)
|
| 147 |
+
|
| 148 |
+
|
| 149 |
+
class TestDoubleFFT(_TestFFTBase):
|
| 150 |
+
def setup_method(self):
|
| 151 |
+
self.cdt = np.complex128
|
| 152 |
+
self.rdt = np.float64
|
| 153 |
+
|
| 154 |
+
|
| 155 |
+
class TestSingleFFT(_TestFFTBase):
|
| 156 |
+
def setup_method(self):
|
| 157 |
+
self.cdt = np.complex64
|
| 158 |
+
self.rdt = np.float32
|
| 159 |
+
|
| 160 |
+
reason = ("single-precision FFT implementation is partially disabled, "
|
| 161 |
+
"until accuracy issues with large prime powers are resolved")
|
| 162 |
+
|
| 163 |
+
@pytest.mark.xfail(run=False, reason=reason)
|
| 164 |
+
def test_notice(self):
|
| 165 |
+
pass
|
| 166 |
+
|
| 167 |
+
|
| 168 |
+
class TestFloat16FFT:
|
| 169 |
+
|
| 170 |
+
def test_1_argument_real(self):
|
| 171 |
+
x1 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 172 |
+
y = fft(x1, n=4)
|
| 173 |
+
assert_equal(y.dtype, np.complex64)
|
| 174 |
+
assert_equal(y.shape, (4, ))
|
| 175 |
+
assert_array_almost_equal(y, direct_dft(x1.astype(np.float32)))
|
| 176 |
+
|
| 177 |
+
def test_n_argument_real(self):
|
| 178 |
+
x1 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 179 |
+
x2 = np.array([1, 2, 3, 4], dtype=np.float16)
|
| 180 |
+
y = fft([x1, x2], n=4)
|
| 181 |
+
assert_equal(y.dtype, np.complex64)
|
| 182 |
+
assert_equal(y.shape, (2, 4))
|
| 183 |
+
assert_array_almost_equal(y[0], direct_dft(x1.astype(np.float32)))
|
| 184 |
+
assert_array_almost_equal(y[1], direct_dft(x2.astype(np.float32)))
|
| 185 |
+
|
| 186 |
+
|
| 187 |
+
class _TestIFFTBase:
|
| 188 |
+
def setup_method(self):
|
| 189 |
+
np.random.seed(1234)
|
| 190 |
+
|
| 191 |
+
def test_definition(self):
|
| 192 |
+
x = np.array([1,2,3,4+1j,1,2,3,4+2j], self.cdt)
|
| 193 |
+
y = ifft(x)
|
| 194 |
+
y1 = direct_idft(x)
|
| 195 |
+
assert_equal(y.dtype, self.cdt)
|
| 196 |
+
assert_array_almost_equal(y,y1)
|
| 197 |
+
|
| 198 |
+
x = np.array([1,2,3,4+0j,5], self.cdt)
|
| 199 |
+
assert_array_almost_equal(ifft(x),direct_idft(x))
|
| 200 |
+
|
| 201 |
+
def test_definition_real(self):
|
| 202 |
+
x = np.array([1,2,3,4,1,2,3,4], self.rdt)
|
| 203 |
+
y = ifft(x)
|
| 204 |
+
assert_equal(y.dtype, self.cdt)
|
| 205 |
+
y1 = direct_idft(x)
|
| 206 |
+
assert_array_almost_equal(y,y1)
|
| 207 |
+
|
| 208 |
+
x = np.array([1,2,3,4,5], dtype=self.rdt)
|
| 209 |
+
assert_equal(y.dtype, self.cdt)
|
| 210 |
+
assert_array_almost_equal(ifft(x),direct_idft(x))
|
| 211 |
+
|
| 212 |
+
def test_random_complex(self):
|
| 213 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 214 |
+
x = random([size]).astype(self.cdt)
|
| 215 |
+
x = random([size]).astype(self.cdt) + 1j*x
|
| 216 |
+
y1 = ifft(fft(x))
|
| 217 |
+
y2 = fft(ifft(x))
|
| 218 |
+
assert_equal(y1.dtype, self.cdt)
|
| 219 |
+
assert_equal(y2.dtype, self.cdt)
|
| 220 |
+
assert_array_almost_equal(y1, x)
|
| 221 |
+
assert_array_almost_equal(y2, x)
|
| 222 |
+
|
| 223 |
+
def test_random_real(self):
|
| 224 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 225 |
+
x = random([size]).astype(self.rdt)
|
| 226 |
+
y1 = ifft(fft(x))
|
| 227 |
+
y2 = fft(ifft(x))
|
| 228 |
+
assert_equal(y1.dtype, self.cdt)
|
| 229 |
+
assert_equal(y2.dtype, self.cdt)
|
| 230 |
+
assert_array_almost_equal(y1, x)
|
| 231 |
+
assert_array_almost_equal(y2, x)
|
| 232 |
+
|
| 233 |
+
def test_size_accuracy(self):
|
| 234 |
+
# Sanity check for the accuracy for prime and non-prime sized inputs
|
| 235 |
+
if self.rdt == np.float32:
|
| 236 |
+
rtol = 1e-5
|
| 237 |
+
elif self.rdt == np.float64:
|
| 238 |
+
rtol = 1e-10
|
| 239 |
+
|
| 240 |
+
for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
|
| 241 |
+
np.random.seed(1234)
|
| 242 |
+
x = np.random.rand(size).astype(self.rdt)
|
| 243 |
+
y = ifft(fft(x))
|
| 244 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 245 |
+
y = fft(ifft(x))
|
| 246 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 247 |
+
|
| 248 |
+
x = (x + 1j*np.random.rand(size)).astype(self.cdt)
|
| 249 |
+
y = ifft(fft(x))
|
| 250 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 251 |
+
y = fft(ifft(x))
|
| 252 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 253 |
+
|
| 254 |
+
def test_invalid_sizes(self):
|
| 255 |
+
assert_raises(ValueError, ifft, [])
|
| 256 |
+
assert_raises(ValueError, ifft, [[1,1],[2,2]], -5)
|
| 257 |
+
|
| 258 |
+
|
| 259 |
+
class TestDoubleIFFT(_TestIFFTBase):
|
| 260 |
+
def setup_method(self):
|
| 261 |
+
self.cdt = np.complex128
|
| 262 |
+
self.rdt = np.float64
|
| 263 |
+
|
| 264 |
+
|
| 265 |
+
class TestSingleIFFT(_TestIFFTBase):
|
| 266 |
+
def setup_method(self):
|
| 267 |
+
self.cdt = np.complex64
|
| 268 |
+
self.rdt = np.float32
|
| 269 |
+
|
| 270 |
+
|
| 271 |
+
class _TestRFFTBase:
|
| 272 |
+
def setup_method(self):
|
| 273 |
+
np.random.seed(1234)
|
| 274 |
+
|
| 275 |
+
def test_definition(self):
|
| 276 |
+
for t in [[1, 2, 3, 4, 1, 2, 3, 4], [1, 2, 3, 4, 1, 2, 3, 4, 5]]:
|
| 277 |
+
x = np.array(t, dtype=self.rdt)
|
| 278 |
+
y = rfft(x)
|
| 279 |
+
y1 = direct_rdft(x)
|
| 280 |
+
assert_array_almost_equal(y,y1)
|
| 281 |
+
assert_equal(y.dtype, self.rdt)
|
| 282 |
+
|
| 283 |
+
def test_invalid_sizes(self):
|
| 284 |
+
assert_raises(ValueError, rfft, [])
|
| 285 |
+
assert_raises(ValueError, rfft, [[1,1],[2,2]], -5)
|
| 286 |
+
|
| 287 |
+
# See gh-5790
|
| 288 |
+
class MockSeries:
|
| 289 |
+
def __init__(self, data):
|
| 290 |
+
self.data = np.asarray(data)
|
| 291 |
+
|
| 292 |
+
def __getattr__(self, item):
|
| 293 |
+
try:
|
| 294 |
+
return getattr(self.data, item)
|
| 295 |
+
except AttributeError as e:
|
| 296 |
+
raise AttributeError("'MockSeries' object "
|
| 297 |
+
f"has no attribute '{item}'") from e
|
| 298 |
+
|
| 299 |
+
def test_non_ndarray_with_dtype(self):
|
| 300 |
+
x = np.array([1., 2., 3., 4., 5.])
|
| 301 |
+
xs = _TestRFFTBase.MockSeries(x)
|
| 302 |
+
|
| 303 |
+
expected = [1, 2, 3, 4, 5]
|
| 304 |
+
rfft(xs)
|
| 305 |
+
|
| 306 |
+
# Data should not have been overwritten
|
| 307 |
+
assert_equal(x, expected)
|
| 308 |
+
assert_equal(xs.data, expected)
|
| 309 |
+
|
| 310 |
+
def test_complex_input(self):
|
| 311 |
+
assert_raises(TypeError, rfft, np.arange(4, dtype=np.complex64))
|
| 312 |
+
|
| 313 |
+
|
| 314 |
+
class TestRFFTDouble(_TestRFFTBase):
|
| 315 |
+
def setup_method(self):
|
| 316 |
+
self.cdt = np.complex128
|
| 317 |
+
self.rdt = np.float64
|
| 318 |
+
|
| 319 |
+
|
| 320 |
+
class TestRFFTSingle(_TestRFFTBase):
|
| 321 |
+
def setup_method(self):
|
| 322 |
+
self.cdt = np.complex64
|
| 323 |
+
self.rdt = np.float32
|
| 324 |
+
|
| 325 |
+
|
| 326 |
+
class _TestIRFFTBase:
|
| 327 |
+
def setup_method(self):
|
| 328 |
+
np.random.seed(1234)
|
| 329 |
+
|
| 330 |
+
def test_definition(self):
|
| 331 |
+
x1 = [1,2,3,4,1,2,3,4]
|
| 332 |
+
x1_1 = [1,2+3j,4+1j,2+3j,4,2-3j,4-1j,2-3j]
|
| 333 |
+
x2 = [1,2,3,4,1,2,3,4,5]
|
| 334 |
+
x2_1 = [1,2+3j,4+1j,2+3j,4+5j,4-5j,2-3j,4-1j,2-3j]
|
| 335 |
+
|
| 336 |
+
def _test(x, xr):
|
| 337 |
+
y = irfft(np.array(x, dtype=self.rdt))
|
| 338 |
+
y1 = direct_irdft(x)
|
| 339 |
+
assert_equal(y.dtype, self.rdt)
|
| 340 |
+
assert_array_almost_equal(y,y1, decimal=self.ndec)
|
| 341 |
+
assert_array_almost_equal(y,ifft(xr), decimal=self.ndec)
|
| 342 |
+
|
| 343 |
+
_test(x1, x1_1)
|
| 344 |
+
_test(x2, x2_1)
|
| 345 |
+
|
| 346 |
+
def test_random_real(self):
|
| 347 |
+
for size in [1,51,111,100,200,64,128,256,1024]:
|
| 348 |
+
x = random([size]).astype(self.rdt)
|
| 349 |
+
y1 = irfft(rfft(x))
|
| 350 |
+
y2 = rfft(irfft(x))
|
| 351 |
+
assert_equal(y1.dtype, self.rdt)
|
| 352 |
+
assert_equal(y2.dtype, self.rdt)
|
| 353 |
+
assert_array_almost_equal(y1, x, decimal=self.ndec,
|
| 354 |
+
err_msg="size=%d" % size)
|
| 355 |
+
assert_array_almost_equal(y2, x, decimal=self.ndec,
|
| 356 |
+
err_msg="size=%d" % size)
|
| 357 |
+
|
| 358 |
+
def test_size_accuracy(self):
|
| 359 |
+
# Sanity check for the accuracy for prime and non-prime sized inputs
|
| 360 |
+
if self.rdt == np.float32:
|
| 361 |
+
rtol = 1e-5
|
| 362 |
+
elif self.rdt == np.float64:
|
| 363 |
+
rtol = 1e-10
|
| 364 |
+
|
| 365 |
+
for size in LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES:
|
| 366 |
+
np.random.seed(1234)
|
| 367 |
+
x = np.random.rand(size).astype(self.rdt)
|
| 368 |
+
y = irfft(rfft(x))
|
| 369 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 370 |
+
y = rfft(irfft(x))
|
| 371 |
+
_assert_close_in_norm(x, y, rtol, size, self.rdt)
|
| 372 |
+
|
| 373 |
+
def test_invalid_sizes(self):
|
| 374 |
+
assert_raises(ValueError, irfft, [])
|
| 375 |
+
assert_raises(ValueError, irfft, [[1,1],[2,2]], -5)
|
| 376 |
+
|
| 377 |
+
def test_complex_input(self):
|
| 378 |
+
assert_raises(TypeError, irfft, np.arange(4, dtype=np.complex64))
|
| 379 |
+
|
| 380 |
+
|
| 381 |
+
# self.ndec is bogus; we should have a assert_array_approx_equal for number of
|
| 382 |
+
# significant digits
|
| 383 |
+
|
| 384 |
+
class TestIRFFTDouble(_TestIRFFTBase):
|
| 385 |
+
def setup_method(self):
|
| 386 |
+
self.cdt = np.complex128
|
| 387 |
+
self.rdt = np.float64
|
| 388 |
+
self.ndec = 14
|
| 389 |
+
|
| 390 |
+
|
| 391 |
+
class TestIRFFTSingle(_TestIRFFTBase):
|
| 392 |
+
def setup_method(self):
|
| 393 |
+
self.cdt = np.complex64
|
| 394 |
+
self.rdt = np.float32
|
| 395 |
+
self.ndec = 5
|
| 396 |
+
|
| 397 |
+
|
| 398 |
+
class Testfft2:
|
| 399 |
+
def setup_method(self):
|
| 400 |
+
np.random.seed(1234)
|
| 401 |
+
|
| 402 |
+
def test_regression_244(self):
|
| 403 |
+
"""FFT returns wrong result with axes parameter."""
|
| 404 |
+
# fftn (and hence fft2) used to break when both axes and shape were
|
| 405 |
+
# used
|
| 406 |
+
x = numpy.ones((4, 4, 2))
|
| 407 |
+
y = fft2(x, shape=(8, 8), axes=(-3, -2))
|
| 408 |
+
y_r = numpy.fft.fftn(x, s=(8, 8), axes=(-3, -2))
|
| 409 |
+
assert_array_almost_equal(y, y_r)
|
| 410 |
+
|
| 411 |
+
def test_invalid_sizes(self):
|
| 412 |
+
assert_raises(ValueError, fft2, [[]])
|
| 413 |
+
assert_raises(ValueError, fft2, [[1, 1], [2, 2]], (4, -3))
|
| 414 |
+
|
| 415 |
+
|
| 416 |
+
class TestFftnSingle:
|
| 417 |
+
def setup_method(self):
|
| 418 |
+
np.random.seed(1234)
|
| 419 |
+
|
| 420 |
+
def test_definition(self):
|
| 421 |
+
x = [[1, 2, 3],
|
| 422 |
+
[4, 5, 6],
|
| 423 |
+
[7, 8, 9]]
|
| 424 |
+
y = fftn(np.array(x, np.float32))
|
| 425 |
+
assert_(y.dtype == np.complex64,
|
| 426 |
+
msg="double precision output with single precision")
|
| 427 |
+
|
| 428 |
+
y_r = np.array(fftn(x), np.complex64)
|
| 429 |
+
assert_array_almost_equal_nulp(y, y_r)
|
| 430 |
+
|
| 431 |
+
@pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
|
| 432 |
+
def test_size_accuracy_small(self, size):
|
| 433 |
+
rng = np.random.default_rng(1234)
|
| 434 |
+
x = rng.random((size, size)) + 1j*rng.random((size, size))
|
| 435 |
+
y1 = fftn(x.real.astype(np.float32))
|
| 436 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 437 |
+
|
| 438 |
+
assert_equal(y1.dtype, np.complex64)
|
| 439 |
+
assert_array_almost_equal_nulp(y1, y2, 2000)
|
| 440 |
+
|
| 441 |
+
@pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
|
| 442 |
+
def test_size_accuracy_large(self, size):
|
| 443 |
+
rand = np.random.default_rng(1234)
|
| 444 |
+
x = rand.random((size, 3)) + 1j*rand.random((size, 3))
|
| 445 |
+
y1 = fftn(x.real.astype(np.float32))
|
| 446 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 447 |
+
|
| 448 |
+
assert_equal(y1.dtype, np.complex64)
|
| 449 |
+
assert_array_almost_equal_nulp(y1, y2, 2000)
|
| 450 |
+
|
| 451 |
+
def test_definition_float16(self):
|
| 452 |
+
x = [[1, 2, 3],
|
| 453 |
+
[4, 5, 6],
|
| 454 |
+
[7, 8, 9]]
|
| 455 |
+
y = fftn(np.array(x, np.float16))
|
| 456 |
+
assert_equal(y.dtype, np.complex64)
|
| 457 |
+
y_r = np.array(fftn(x), np.complex64)
|
| 458 |
+
assert_array_almost_equal_nulp(y, y_r)
|
| 459 |
+
|
| 460 |
+
@pytest.mark.parametrize('size', SMALL_COMPOSITE_SIZES + SMALL_PRIME_SIZES)
|
| 461 |
+
def test_float16_input_small(self, size):
|
| 462 |
+
rng = np.random.default_rng(1234)
|
| 463 |
+
x = rng.random((size, size)) + 1j * rng.random((size, size))
|
| 464 |
+
y1 = fftn(x.real.astype(np.float16))
|
| 465 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 466 |
+
|
| 467 |
+
assert_equal(y1.dtype, np.complex64)
|
| 468 |
+
assert_array_almost_equal_nulp(y1, y2, 5e5)
|
| 469 |
+
|
| 470 |
+
@pytest.mark.parametrize('size', LARGE_COMPOSITE_SIZES + LARGE_PRIME_SIZES)
|
| 471 |
+
def test_float16_input_large(self, size):
|
| 472 |
+
rng = np.random.default_rng(1234)
|
| 473 |
+
x = rng.random((size, 3)) + 1j*rng.random((size, 3))
|
| 474 |
+
y1 = fftn(x.real.astype(np.float16))
|
| 475 |
+
y2 = fftn(x.real.astype(np.float64)).astype(np.complex64)
|
| 476 |
+
|
| 477 |
+
assert_equal(y1.dtype, np.complex64)
|
| 478 |
+
assert_array_almost_equal_nulp(y1, y2, 2e6)
|
| 479 |
+
|
| 480 |
+
|
| 481 |
+
class TestFftn:
|
| 482 |
+
def setup_method(self):
|
| 483 |
+
np.random.seed(1234)
|
| 484 |
+
|
| 485 |
+
def test_definition(self):
|
| 486 |
+
x = [[1, 2, 3],
|
| 487 |
+
[4, 5, 6],
|
| 488 |
+
[7, 8, 9]]
|
| 489 |
+
y = fftn(x)
|
| 490 |
+
assert_array_almost_equal(y, direct_dftn(x))
|
| 491 |
+
|
| 492 |
+
x = random((20, 26))
|
| 493 |
+
assert_array_almost_equal(fftn(x), direct_dftn(x))
|
| 494 |
+
|
| 495 |
+
x = random((5, 4, 3, 20))
|
| 496 |
+
assert_array_almost_equal(fftn(x), direct_dftn(x))
|
| 497 |
+
|
| 498 |
+
def test_axes_argument(self):
|
| 499 |
+
# plane == ji_plane, x== kji_space
|
| 500 |
+
plane1 = [[1, 2, 3],
|
| 501 |
+
[4, 5, 6],
|
| 502 |
+
[7, 8, 9]]
|
| 503 |
+
plane2 = [[10, 11, 12],
|
| 504 |
+
[13, 14, 15],
|
| 505 |
+
[16, 17, 18]]
|
| 506 |
+
plane3 = [[19, 20, 21],
|
| 507 |
+
[22, 23, 24],
|
| 508 |
+
[25, 26, 27]]
|
| 509 |
+
ki_plane1 = [[1, 2, 3],
|
| 510 |
+
[10, 11, 12],
|
| 511 |
+
[19, 20, 21]]
|
| 512 |
+
ki_plane2 = [[4, 5, 6],
|
| 513 |
+
[13, 14, 15],
|
| 514 |
+
[22, 23, 24]]
|
| 515 |
+
ki_plane3 = [[7, 8, 9],
|
| 516 |
+
[16, 17, 18],
|
| 517 |
+
[25, 26, 27]]
|
| 518 |
+
jk_plane1 = [[1, 10, 19],
|
| 519 |
+
[4, 13, 22],
|
| 520 |
+
[7, 16, 25]]
|
| 521 |
+
jk_plane2 = [[2, 11, 20],
|
| 522 |
+
[5, 14, 23],
|
| 523 |
+
[8, 17, 26]]
|
| 524 |
+
jk_plane3 = [[3, 12, 21],
|
| 525 |
+
[6, 15, 24],
|
| 526 |
+
[9, 18, 27]]
|
| 527 |
+
kj_plane1 = [[1, 4, 7],
|
| 528 |
+
[10, 13, 16], [19, 22, 25]]
|
| 529 |
+
kj_plane2 = [[2, 5, 8],
|
| 530 |
+
[11, 14, 17], [20, 23, 26]]
|
| 531 |
+
kj_plane3 = [[3, 6, 9],
|
| 532 |
+
[12, 15, 18], [21, 24, 27]]
|
| 533 |
+
ij_plane1 = [[1, 4, 7],
|
| 534 |
+
[2, 5, 8],
|
| 535 |
+
[3, 6, 9]]
|
| 536 |
+
ij_plane2 = [[10, 13, 16],
|
| 537 |
+
[11, 14, 17],
|
| 538 |
+
[12, 15, 18]]
|
| 539 |
+
ij_plane3 = [[19, 22, 25],
|
| 540 |
+
[20, 23, 26],
|
| 541 |
+
[21, 24, 27]]
|
| 542 |
+
ik_plane1 = [[1, 10, 19],
|
| 543 |
+
[2, 11, 20],
|
| 544 |
+
[3, 12, 21]]
|
| 545 |
+
ik_plane2 = [[4, 13, 22],
|
| 546 |
+
[5, 14, 23],
|
| 547 |
+
[6, 15, 24]]
|
| 548 |
+
ik_plane3 = [[7, 16, 25],
|
| 549 |
+
[8, 17, 26],
|
| 550 |
+
[9, 18, 27]]
|
| 551 |
+
ijk_space = [jk_plane1, jk_plane2, jk_plane3]
|
| 552 |
+
ikj_space = [kj_plane1, kj_plane2, kj_plane3]
|
| 553 |
+
jik_space = [ik_plane1, ik_plane2, ik_plane3]
|
| 554 |
+
jki_space = [ki_plane1, ki_plane2, ki_plane3]
|
| 555 |
+
kij_space = [ij_plane1, ij_plane2, ij_plane3]
|
| 556 |
+
x = array([plane1, plane2, plane3])
|
| 557 |
+
|
| 558 |
+
assert_array_almost_equal(fftn(x),
|
| 559 |
+
fftn(x, axes=(-3, -2, -1))) # kji_space
|
| 560 |
+
assert_array_almost_equal(fftn(x), fftn(x, axes=(0, 1, 2)))
|
| 561 |
+
assert_array_almost_equal(fftn(x, axes=(0, 2)), fftn(x, axes=(0, -1)))
|
| 562 |
+
y = fftn(x, axes=(2, 1, 0)) # ijk_space
|
| 563 |
+
assert_array_almost_equal(swapaxes(y, -1, -3), fftn(ijk_space))
|
| 564 |
+
y = fftn(x, axes=(2, 0, 1)) # ikj_space
|
| 565 |
+
assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -1, -2),
|
| 566 |
+
fftn(ikj_space))
|
| 567 |
+
y = fftn(x, axes=(1, 2, 0)) # jik_space
|
| 568 |
+
assert_array_almost_equal(swapaxes(swapaxes(y, -1, -3), -3, -2),
|
| 569 |
+
fftn(jik_space))
|
| 570 |
+
y = fftn(x, axes=(1, 0, 2)) # jki_space
|
| 571 |
+
assert_array_almost_equal(swapaxes(y, -2, -3), fftn(jki_space))
|
| 572 |
+
y = fftn(x, axes=(0, 2, 1)) # kij_space
|
| 573 |
+
assert_array_almost_equal(swapaxes(y, -2, -1), fftn(kij_space))
|
| 574 |
+
|
| 575 |
+
y = fftn(x, axes=(-2, -1)) # ji_plane
|
| 576 |
+
assert_array_almost_equal(fftn(plane1), y[0])
|
| 577 |
+
assert_array_almost_equal(fftn(plane2), y[1])
|
| 578 |
+
assert_array_almost_equal(fftn(plane3), y[2])
|
| 579 |
+
|
| 580 |
+
y = fftn(x, axes=(1, 2)) # ji_plane
|
| 581 |
+
assert_array_almost_equal(fftn(plane1), y[0])
|
| 582 |
+
assert_array_almost_equal(fftn(plane2), y[1])
|
| 583 |
+
assert_array_almost_equal(fftn(plane3), y[2])
|
| 584 |
+
|
| 585 |
+
y = fftn(x, axes=(-3, -2)) # kj_plane
|
| 586 |
+
assert_array_almost_equal(fftn(x[:, :, 0]), y[:, :, 0])
|
| 587 |
+
assert_array_almost_equal(fftn(x[:, :, 1]), y[:, :, 1])
|
| 588 |
+
assert_array_almost_equal(fftn(x[:, :, 2]), y[:, :, 2])
|
| 589 |
+
|
| 590 |
+
y = fftn(x, axes=(-3, -1)) # ki_plane
|
| 591 |
+
assert_array_almost_equal(fftn(x[:, 0, :]), y[:, 0, :])
|
| 592 |
+
assert_array_almost_equal(fftn(x[:, 1, :]), y[:, 1, :])
|
| 593 |
+
assert_array_almost_equal(fftn(x[:, 2, :]), y[:, 2, :])
|
| 594 |
+
|
| 595 |
+
y = fftn(x, axes=(-1, -2)) # ij_plane
|
| 596 |
+
assert_array_almost_equal(fftn(ij_plane1), swapaxes(y[0], -2, -1))
|
| 597 |
+
assert_array_almost_equal(fftn(ij_plane2), swapaxes(y[1], -2, -1))
|
| 598 |
+
assert_array_almost_equal(fftn(ij_plane3), swapaxes(y[2], -2, -1))
|
| 599 |
+
|
| 600 |
+
y = fftn(x, axes=(-1, -3)) # ik_plane
|
| 601 |
+
assert_array_almost_equal(fftn(ik_plane1),
|
| 602 |
+
swapaxes(y[:, 0, :], -1, -2))
|
| 603 |
+
assert_array_almost_equal(fftn(ik_plane2),
|
| 604 |
+
swapaxes(y[:, 1, :], -1, -2))
|
| 605 |
+
assert_array_almost_equal(fftn(ik_plane3),
|
| 606 |
+
swapaxes(y[:, 2, :], -1, -2))
|
| 607 |
+
|
| 608 |
+
y = fftn(x, axes=(-2, -3)) # jk_plane
|
| 609 |
+
assert_array_almost_equal(fftn(jk_plane1),
|
| 610 |
+
swapaxes(y[:, :, 0], -1, -2))
|
| 611 |
+
assert_array_almost_equal(fftn(jk_plane2),
|
| 612 |
+
swapaxes(y[:, :, 1], -1, -2))
|
| 613 |
+
assert_array_almost_equal(fftn(jk_plane3),
|
| 614 |
+
swapaxes(y[:, :, 2], -1, -2))
|
| 615 |
+
|
| 616 |
+
y = fftn(x, axes=(-1,)) # i_line
|
| 617 |
+
for i in range(3):
|
| 618 |
+
for j in range(3):
|
| 619 |
+
assert_array_almost_equal(fft(x[i, j, :]), y[i, j, :])
|
| 620 |
+
y = fftn(x, axes=(-2,)) # j_line
|
| 621 |
+
for i in range(3):
|
| 622 |
+
for j in range(3):
|
| 623 |
+
assert_array_almost_equal(fft(x[i, :, j]), y[i, :, j])
|
| 624 |
+
y = fftn(x, axes=(0,)) # k_line
|
| 625 |
+
for i in range(3):
|
| 626 |
+
for j in range(3):
|
| 627 |
+
assert_array_almost_equal(fft(x[:, i, j]), y[:, i, j])
|
| 628 |
+
|
| 629 |
+
y = fftn(x, axes=()) # point
|
| 630 |
+
assert_array_almost_equal(y, x)
|
| 631 |
+
|
| 632 |
+
def test_shape_argument(self):
|
| 633 |
+
small_x = [[1, 2, 3],
|
| 634 |
+
[4, 5, 6]]
|
| 635 |
+
large_x1 = [[1, 2, 3, 0],
|
| 636 |
+
[4, 5, 6, 0],
|
| 637 |
+
[0, 0, 0, 0],
|
| 638 |
+
[0, 0, 0, 0]]
|
| 639 |
+
|
| 640 |
+
y = fftn(small_x, shape=(4, 4))
|
| 641 |
+
assert_array_almost_equal(y, fftn(large_x1))
|
| 642 |
+
|
| 643 |
+
y = fftn(small_x, shape=(3, 4))
|
| 644 |
+
assert_array_almost_equal(y, fftn(large_x1[:-1]))
|
| 645 |
+
|
| 646 |
+
def test_shape_axes_argument(self):
|
| 647 |
+
small_x = [[1, 2, 3],
|
| 648 |
+
[4, 5, 6],
|
| 649 |
+
[7, 8, 9]]
|
| 650 |
+
large_x1 = array([[1, 2, 3, 0],
|
| 651 |
+
[4, 5, 6, 0],
|
| 652 |
+
[7, 8, 9, 0],
|
| 653 |
+
[0, 0, 0, 0]])
|
| 654 |
+
y = fftn(small_x, shape=(4, 4), axes=(-2, -1))
|
| 655 |
+
assert_array_almost_equal(y, fftn(large_x1))
|
| 656 |
+
y = fftn(small_x, shape=(4, 4), axes=(-1, -2))
|
| 657 |
+
|
| 658 |
+
assert_array_almost_equal(y, swapaxes(
|
| 659 |
+
fftn(swapaxes(large_x1, -1, -2)), -1, -2))
|
| 660 |
+
|
| 661 |
+
def test_shape_axes_argument2(self):
|
| 662 |
+
# Change shape of the last axis
|
| 663 |
+
x = numpy.random.random((10, 5, 3, 7))
|
| 664 |
+
y = fftn(x, axes=(-1,), shape=(8,))
|
| 665 |
+
assert_array_almost_equal(y, fft(x, axis=-1, n=8))
|
| 666 |
+
|
| 667 |
+
# Change shape of an arbitrary axis which is not the last one
|
| 668 |
+
x = numpy.random.random((10, 5, 3, 7))
|
| 669 |
+
y = fftn(x, axes=(-2,), shape=(8,))
|
| 670 |
+
assert_array_almost_equal(y, fft(x, axis=-2, n=8))
|
| 671 |
+
|
| 672 |
+
# Change shape of axes: cf #244, where shape and axes were mixed up
|
| 673 |
+
x = numpy.random.random((4, 4, 2))
|
| 674 |
+
y = fftn(x, axes=(-3, -2), shape=(8, 8))
|
| 675 |
+
assert_array_almost_equal(y,
|
| 676 |
+
numpy.fft.fftn(x, axes=(-3, -2), s=(8, 8)))
|
| 677 |
+
|
| 678 |
+
def test_shape_argument_more(self):
|
| 679 |
+
x = zeros((4, 4, 2))
|
| 680 |
+
with assert_raises(ValueError,
|
| 681 |
+
match="when given, axes and shape arguments"
|
| 682 |
+
" have to be of the same length"):
|
| 683 |
+
fftn(x, shape=(8, 8, 2, 1))
|
| 684 |
+
|
| 685 |
+
def test_invalid_sizes(self):
|
| 686 |
+
with assert_raises(ValueError,
|
| 687 |
+
match="invalid number of data points"
|
| 688 |
+
r" \(\[1, 0\]\) specified"):
|
| 689 |
+
fftn([[]])
|
| 690 |
+
|
| 691 |
+
with assert_raises(ValueError,
|
| 692 |
+
match="invalid number of data points"
|
| 693 |
+
r" \(\[4, -3\]\) specified"):
|
| 694 |
+
fftn([[1, 1], [2, 2]], (4, -3))
|
| 695 |
+
|
| 696 |
+
|
| 697 |
+
class TestIfftn:
|
| 698 |
+
dtype = None
|
| 699 |
+
cdtype = None
|
| 700 |
+
|
| 701 |
+
def setup_method(self):
|
| 702 |
+
np.random.seed(1234)
|
| 703 |
+
|
| 704 |
+
@pytest.mark.parametrize('dtype,cdtype,maxnlp',
|
| 705 |
+
[(np.float64, np.complex128, 2000),
|
| 706 |
+
(np.float32, np.complex64, 3500)])
|
| 707 |
+
def test_definition(self, dtype, cdtype, maxnlp):
|
| 708 |
+
rng = np.random.default_rng(1234)
|
| 709 |
+
x = np.array([[1, 2, 3],
|
| 710 |
+
[4, 5, 6],
|
| 711 |
+
[7, 8, 9]], dtype=dtype)
|
| 712 |
+
y = ifftn(x)
|
| 713 |
+
assert_equal(y.dtype, cdtype)
|
| 714 |
+
assert_array_almost_equal_nulp(y, direct_idftn(x), maxnlp)
|
| 715 |
+
|
| 716 |
+
x = rng.random((20, 26))
|
| 717 |
+
assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
|
| 718 |
+
|
| 719 |
+
x = rng.random((5, 4, 3, 20))
|
| 720 |
+
assert_array_almost_equal_nulp(ifftn(x), direct_idftn(x), maxnlp)
|
| 721 |
+
|
| 722 |
+
@pytest.mark.parametrize('maxnlp', [2000, 3500])
|
| 723 |
+
@pytest.mark.parametrize('size', [1, 2, 51, 32, 64, 92])
|
| 724 |
+
def test_random_complex(self, maxnlp, size):
|
| 725 |
+
rng = np.random.default_rng(1234)
|
| 726 |
+
x = rng.random([size, size]) + 1j * rng.random([size, size])
|
| 727 |
+
assert_array_almost_equal_nulp(ifftn(fftn(x)), x, maxnlp)
|
| 728 |
+
assert_array_almost_equal_nulp(fftn(ifftn(x)), x, maxnlp)
|
| 729 |
+
|
| 730 |
+
def test_invalid_sizes(self):
|
| 731 |
+
with assert_raises(ValueError,
|
| 732 |
+
match="invalid number of data points"
|
| 733 |
+
r" \(\[1, 0\]\) specified"):
|
| 734 |
+
ifftn([[]])
|
| 735 |
+
|
| 736 |
+
with assert_raises(ValueError,
|
| 737 |
+
match="invalid number of data points"
|
| 738 |
+
r" \(\[4, -3\]\) specified"):
|
| 739 |
+
ifftn([[1, 1], [2, 2]], (4, -3))
|
| 740 |
+
|
| 741 |
+
|
| 742 |
+
class FakeArray:
|
| 743 |
+
def __init__(self, data):
|
| 744 |
+
self._data = data
|
| 745 |
+
self.__array_interface__ = data.__array_interface__
|
| 746 |
+
|
| 747 |
+
|
| 748 |
+
class FakeArray2:
|
| 749 |
+
def __init__(self, data):
|
| 750 |
+
self._data = data
|
| 751 |
+
|
| 752 |
+
def __array__(self, dtype=None, copy=None):
|
| 753 |
+
return self._data
|
| 754 |
+
|
| 755 |
+
|
| 756 |
+
class TestOverwrite:
|
| 757 |
+
"""Check input overwrite behavior of the FFT functions."""
|
| 758 |
+
|
| 759 |
+
real_dtypes = (np.float32, np.float64)
|
| 760 |
+
dtypes = real_dtypes + (np.complex64, np.complex128)
|
| 761 |
+
fftsizes = [8, 16, 32]
|
| 762 |
+
|
| 763 |
+
def _check(self, x, routine, fftsize, axis, overwrite_x):
|
| 764 |
+
x2 = x.copy()
|
| 765 |
+
for fake in [lambda x: x, FakeArray, FakeArray2]:
|
| 766 |
+
routine(fake(x2), fftsize, axis, overwrite_x=overwrite_x)
|
| 767 |
+
|
| 768 |
+
sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {fftsize!r}, "
|
| 769 |
+
f"axis={axis!r}, overwrite_x={overwrite_x!r})")
|
| 770 |
+
if not overwrite_x:
|
| 771 |
+
assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
|
| 772 |
+
|
| 773 |
+
def _check_1d(self, routine, dtype, shape, axis, overwritable_dtypes,
|
| 774 |
+
fftsize, overwrite_x):
|
| 775 |
+
np.random.seed(1234)
|
| 776 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 777 |
+
data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
|
| 778 |
+
else:
|
| 779 |
+
data = np.random.randn(*shape)
|
| 780 |
+
data = data.astype(dtype)
|
| 781 |
+
|
| 782 |
+
self._check(data, routine, fftsize, axis,
|
| 783 |
+
overwrite_x=overwrite_x)
|
| 784 |
+
|
| 785 |
+
@pytest.mark.parametrize('dtype', dtypes)
|
| 786 |
+
@pytest.mark.parametrize('fftsize', fftsizes)
|
| 787 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 788 |
+
@pytest.mark.parametrize('shape,axes', [((16,), -1),
|
| 789 |
+
((16, 2), 0),
|
| 790 |
+
((2, 16), 1)])
|
| 791 |
+
def test_fft_ifft(self, dtype, fftsize, overwrite_x, shape, axes):
|
| 792 |
+
overwritable = (np.complex128, np.complex64)
|
| 793 |
+
self._check_1d(fft, dtype, shape, axes, overwritable,
|
| 794 |
+
fftsize, overwrite_x)
|
| 795 |
+
self._check_1d(ifft, dtype, shape, axes, overwritable,
|
| 796 |
+
fftsize, overwrite_x)
|
| 797 |
+
|
| 798 |
+
@pytest.mark.parametrize('dtype', real_dtypes)
|
| 799 |
+
@pytest.mark.parametrize('fftsize', fftsizes)
|
| 800 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 801 |
+
@pytest.mark.parametrize('shape,axes', [((16,), -1),
|
| 802 |
+
((16, 2), 0),
|
| 803 |
+
((2, 16), 1)])
|
| 804 |
+
def test_rfft_irfft(self, dtype, fftsize, overwrite_x, shape, axes):
|
| 805 |
+
overwritable = self.real_dtypes
|
| 806 |
+
self._check_1d(irfft, dtype, shape, axes, overwritable,
|
| 807 |
+
fftsize, overwrite_x)
|
| 808 |
+
self._check_1d(rfft, dtype, shape, axes, overwritable,
|
| 809 |
+
fftsize, overwrite_x)
|
| 810 |
+
|
| 811 |
+
def _check_nd_one(self, routine, dtype, shape, axes, overwritable_dtypes,
|
| 812 |
+
overwrite_x):
|
| 813 |
+
np.random.seed(1234)
|
| 814 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 815 |
+
data = np.random.randn(*shape) + 1j*np.random.randn(*shape)
|
| 816 |
+
else:
|
| 817 |
+
data = np.random.randn(*shape)
|
| 818 |
+
data = data.astype(dtype)
|
| 819 |
+
|
| 820 |
+
def fftshape_iter(shp):
|
| 821 |
+
if len(shp) <= 0:
|
| 822 |
+
yield ()
|
| 823 |
+
else:
|
| 824 |
+
for j in (shp[0]//2, shp[0], shp[0]*2):
|
| 825 |
+
for rest in fftshape_iter(shp[1:]):
|
| 826 |
+
yield (j,) + rest
|
| 827 |
+
|
| 828 |
+
if axes is None:
|
| 829 |
+
part_shape = shape
|
| 830 |
+
else:
|
| 831 |
+
part_shape = tuple(np.take(shape, axes))
|
| 832 |
+
|
| 833 |
+
for fftshape in fftshape_iter(part_shape):
|
| 834 |
+
self._check(data, routine, fftshape, axes,
|
| 835 |
+
overwrite_x=overwrite_x)
|
| 836 |
+
if data.ndim > 1:
|
| 837 |
+
self._check(data.T, routine, fftshape, axes,
|
| 838 |
+
overwrite_x=overwrite_x)
|
| 839 |
+
|
| 840 |
+
@pytest.mark.parametrize('dtype', dtypes)
|
| 841 |
+
@pytest.mark.parametrize('overwrite_x', [True, False])
|
| 842 |
+
@pytest.mark.parametrize('shape,axes', [((16,), None),
|
| 843 |
+
((16,), (0,)),
|
| 844 |
+
((16, 2), (0,)),
|
| 845 |
+
((2, 16), (1,)),
|
| 846 |
+
((8, 16), None),
|
| 847 |
+
((8, 16), (0, 1)),
|
| 848 |
+
((8, 16, 2), (0, 1)),
|
| 849 |
+
((8, 16, 2), (1, 2)),
|
| 850 |
+
((8, 16, 2), (0,)),
|
| 851 |
+
((8, 16, 2), (1,)),
|
| 852 |
+
((8, 16, 2), (2,)),
|
| 853 |
+
((8, 16, 2), None),
|
| 854 |
+
((8, 16, 2), (0, 1, 2))])
|
| 855 |
+
def test_fftn_ifftn(self, dtype, overwrite_x, shape, axes):
|
| 856 |
+
overwritable = (np.complex128, np.complex64)
|
| 857 |
+
self._check_nd_one(fftn, dtype, shape, axes, overwritable,
|
| 858 |
+
overwrite_x)
|
| 859 |
+
self._check_nd_one(ifftn, dtype, shape, axes, overwritable,
|
| 860 |
+
overwrite_x)
|
| 861 |
+
|
| 862 |
+
|
| 863 |
+
@pytest.mark.parametrize('func', [fftn, ifftn, fft2])
|
| 864 |
+
def test_shape_axes_ndarray(func):
|
| 865 |
+
# Test fftn and ifftn work with NumPy arrays for shape and axes arguments
|
| 866 |
+
# Regression test for gh-13342
|
| 867 |
+
a = np.random.rand(10, 10)
|
| 868 |
+
|
| 869 |
+
expect = func(a, shape=(5, 5))
|
| 870 |
+
actual = func(a, shape=np.array([5, 5]))
|
| 871 |
+
assert_equal(expect, actual)
|
| 872 |
+
|
| 873 |
+
expect = func(a, axes=(-1,))
|
| 874 |
+
actual = func(a, axes=np.array([-1,]))
|
| 875 |
+
assert_equal(expect, actual)
|
| 876 |
+
|
| 877 |
+
expect = func(a, shape=(4, 7), axes=(1, 0))
|
| 878 |
+
actual = func(a, shape=np.array([4, 7]), axes=np.array([1, 0]))
|
| 879 |
+
assert_equal(expect, actual)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_helper.py
ADDED
|
@@ -0,0 +1,54 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Created by Pearu Peterson, September 2002
|
| 2 |
+
|
| 3 |
+
__usage__ = """
|
| 4 |
+
Build fftpack:
|
| 5 |
+
python setup_fftpack.py build
|
| 6 |
+
Run tests if scipy is installed:
|
| 7 |
+
python -c 'import scipy;scipy.fftpack.test(<level>)'
|
| 8 |
+
Run tests if fftpack is not installed:
|
| 9 |
+
python tests/test_helper.py [<level>]
|
| 10 |
+
"""
|
| 11 |
+
|
| 12 |
+
from numpy.testing import assert_array_almost_equal
|
| 13 |
+
from scipy.fftpack import fftshift, ifftshift, fftfreq, rfftfreq
|
| 14 |
+
|
| 15 |
+
from numpy import pi, random
|
| 16 |
+
|
| 17 |
+
class TestFFTShift:
|
| 18 |
+
|
| 19 |
+
def test_definition(self):
|
| 20 |
+
x = [0,1,2,3,4,-4,-3,-2,-1]
|
| 21 |
+
y = [-4,-3,-2,-1,0,1,2,3,4]
|
| 22 |
+
assert_array_almost_equal(fftshift(x),y)
|
| 23 |
+
assert_array_almost_equal(ifftshift(y),x)
|
| 24 |
+
x = [0,1,2,3,4,-5,-4,-3,-2,-1]
|
| 25 |
+
y = [-5,-4,-3,-2,-1,0,1,2,3,4]
|
| 26 |
+
assert_array_almost_equal(fftshift(x),y)
|
| 27 |
+
assert_array_almost_equal(ifftshift(y),x)
|
| 28 |
+
|
| 29 |
+
def test_inverse(self):
|
| 30 |
+
for n in [1,4,9,100,211]:
|
| 31 |
+
x = random.random((n,))
|
| 32 |
+
assert_array_almost_equal(ifftshift(fftshift(x)),x)
|
| 33 |
+
|
| 34 |
+
|
| 35 |
+
class TestFFTFreq:
|
| 36 |
+
|
| 37 |
+
def test_definition(self):
|
| 38 |
+
x = [0,1,2,3,4,-4,-3,-2,-1]
|
| 39 |
+
assert_array_almost_equal(9*fftfreq(9),x)
|
| 40 |
+
assert_array_almost_equal(9*pi*fftfreq(9,pi),x)
|
| 41 |
+
x = [0,1,2,3,4,-5,-4,-3,-2,-1]
|
| 42 |
+
assert_array_almost_equal(10*fftfreq(10),x)
|
| 43 |
+
assert_array_almost_equal(10*pi*fftfreq(10,pi),x)
|
| 44 |
+
|
| 45 |
+
|
| 46 |
+
class TestRFFTFreq:
|
| 47 |
+
|
| 48 |
+
def test_definition(self):
|
| 49 |
+
x = [0,1,1,2,2,3,3,4,4]
|
| 50 |
+
assert_array_almost_equal(9*rfftfreq(9),x)
|
| 51 |
+
assert_array_almost_equal(9*pi*rfftfreq(9,pi),x)
|
| 52 |
+
x = [0,1,1,2,2,3,3,4,4,5]
|
| 53 |
+
assert_array_almost_equal(10*rfftfreq(10),x)
|
| 54 |
+
assert_array_almost_equal(10*pi*rfftfreq(10,pi),x)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_import.py
ADDED
|
@@ -0,0 +1,33 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
"""Test possibility of patching fftpack with pyfftw.
|
| 2 |
+
|
| 3 |
+
No module source outside of scipy.fftpack should contain an import of
|
| 4 |
+
the form `from scipy.fftpack import ...`, so that a simple replacement
|
| 5 |
+
of scipy.fftpack by the corresponding fftw interface completely swaps
|
| 6 |
+
the two FFT implementations.
|
| 7 |
+
|
| 8 |
+
Because this simply inspects source files, we only need to run the test
|
| 9 |
+
on one version of Python.
|
| 10 |
+
"""
|
| 11 |
+
|
| 12 |
+
|
| 13 |
+
from pathlib import Path
|
| 14 |
+
import re
|
| 15 |
+
import tokenize
|
| 16 |
+
import pytest
|
| 17 |
+
from numpy.testing import assert_
|
| 18 |
+
import scipy
|
| 19 |
+
|
| 20 |
+
class TestFFTPackImport:
|
| 21 |
+
@pytest.mark.slow
|
| 22 |
+
def test_fftpack_import(self):
|
| 23 |
+
base = Path(scipy.__file__).parent
|
| 24 |
+
regexp = r"\s*from.+\.fftpack import .*\n"
|
| 25 |
+
for path in base.rglob("*.py"):
|
| 26 |
+
if base / "fftpack" in path.parents:
|
| 27 |
+
continue
|
| 28 |
+
# use tokenize to auto-detect encoding on systems where no
|
| 29 |
+
# default encoding is defined (e.g., LANG='C')
|
| 30 |
+
with tokenize.open(str(path)) as file:
|
| 31 |
+
assert_(all(not re.fullmatch(regexp, line)
|
| 32 |
+
for line in file),
|
| 33 |
+
f"{path} contains an import from fftpack")
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_pseudo_diffs.py
ADDED
|
@@ -0,0 +1,388 @@
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
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|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# Created by Pearu Peterson, September 2002
|
| 2 |
+
|
| 3 |
+
__usage__ = """
|
| 4 |
+
Build fftpack:
|
| 5 |
+
python setup_fftpack.py build
|
| 6 |
+
Run tests if scipy is installed:
|
| 7 |
+
python -c 'import scipy;scipy.fftpack.test(<level>)'
|
| 8 |
+
Run tests if fftpack is not installed:
|
| 9 |
+
python tests/test_pseudo_diffs.py [<level>]
|
| 10 |
+
"""
|
| 11 |
+
|
| 12 |
+
from numpy.testing import (assert_equal, assert_almost_equal,
|
| 13 |
+
assert_array_almost_equal)
|
| 14 |
+
from scipy.fftpack import (diff, fft, ifft, tilbert, itilbert, hilbert,
|
| 15 |
+
ihilbert, shift, fftfreq, cs_diff, sc_diff,
|
| 16 |
+
ss_diff, cc_diff)
|
| 17 |
+
|
| 18 |
+
import numpy as np
|
| 19 |
+
from numpy import arange, sin, cos, pi, exp, tanh, sum, sign
|
| 20 |
+
from numpy.random import random
|
| 21 |
+
|
| 22 |
+
|
| 23 |
+
def direct_diff(x,k=1,period=None):
|
| 24 |
+
fx = fft(x)
|
| 25 |
+
n = len(fx)
|
| 26 |
+
if period is None:
|
| 27 |
+
period = 2*pi
|
| 28 |
+
w = fftfreq(n)*2j*pi/period*n
|
| 29 |
+
if k < 0:
|
| 30 |
+
w = 1 / w**k
|
| 31 |
+
w[0] = 0.0
|
| 32 |
+
else:
|
| 33 |
+
w = w**k
|
| 34 |
+
if n > 2000:
|
| 35 |
+
w[250:n-250] = 0.0
|
| 36 |
+
return ifft(w*fx).real
|
| 37 |
+
|
| 38 |
+
|
| 39 |
+
def direct_tilbert(x,h=1,period=None):
|
| 40 |
+
fx = fft(x)
|
| 41 |
+
n = len(fx)
|
| 42 |
+
if period is None:
|
| 43 |
+
period = 2*pi
|
| 44 |
+
w = fftfreq(n)*h*2*pi/period*n
|
| 45 |
+
w[0] = 1
|
| 46 |
+
w = 1j/tanh(w)
|
| 47 |
+
w[0] = 0j
|
| 48 |
+
return ifft(w*fx)
|
| 49 |
+
|
| 50 |
+
|
| 51 |
+
def direct_itilbert(x,h=1,period=None):
|
| 52 |
+
fx = fft(x)
|
| 53 |
+
n = len(fx)
|
| 54 |
+
if period is None:
|
| 55 |
+
period = 2*pi
|
| 56 |
+
w = fftfreq(n)*h*2*pi/period*n
|
| 57 |
+
w = -1j*tanh(w)
|
| 58 |
+
return ifft(w*fx)
|
| 59 |
+
|
| 60 |
+
|
| 61 |
+
def direct_hilbert(x):
|
| 62 |
+
fx = fft(x)
|
| 63 |
+
n = len(fx)
|
| 64 |
+
w = fftfreq(n)*n
|
| 65 |
+
w = 1j*sign(w)
|
| 66 |
+
return ifft(w*fx)
|
| 67 |
+
|
| 68 |
+
|
| 69 |
+
def direct_ihilbert(x):
|
| 70 |
+
return -direct_hilbert(x)
|
| 71 |
+
|
| 72 |
+
|
| 73 |
+
def direct_shift(x,a,period=None):
|
| 74 |
+
n = len(x)
|
| 75 |
+
if period is None:
|
| 76 |
+
k = fftfreq(n)*1j*n
|
| 77 |
+
else:
|
| 78 |
+
k = fftfreq(n)*2j*pi/period*n
|
| 79 |
+
return ifft(fft(x)*exp(k*a)).real
|
| 80 |
+
|
| 81 |
+
|
| 82 |
+
class TestDiff:
|
| 83 |
+
|
| 84 |
+
def test_definition(self):
|
| 85 |
+
for n in [16,17,64,127,32]:
|
| 86 |
+
x = arange(n)*2*pi/n
|
| 87 |
+
assert_array_almost_equal(diff(sin(x)),direct_diff(sin(x)))
|
| 88 |
+
assert_array_almost_equal(diff(sin(x),2),direct_diff(sin(x),2))
|
| 89 |
+
assert_array_almost_equal(diff(sin(x),3),direct_diff(sin(x),3))
|
| 90 |
+
assert_array_almost_equal(diff(sin(x),4),direct_diff(sin(x),4))
|
| 91 |
+
assert_array_almost_equal(diff(sin(x),5),direct_diff(sin(x),5))
|
| 92 |
+
assert_array_almost_equal(diff(sin(2*x),3),direct_diff(sin(2*x),3))
|
| 93 |
+
assert_array_almost_equal(diff(sin(2*x),4),direct_diff(sin(2*x),4))
|
| 94 |
+
assert_array_almost_equal(diff(cos(x)),direct_diff(cos(x)))
|
| 95 |
+
assert_array_almost_equal(diff(cos(x),2),direct_diff(cos(x),2))
|
| 96 |
+
assert_array_almost_equal(diff(cos(x),3),direct_diff(cos(x),3))
|
| 97 |
+
assert_array_almost_equal(diff(cos(x),4),direct_diff(cos(x),4))
|
| 98 |
+
assert_array_almost_equal(diff(cos(2*x)),direct_diff(cos(2*x)))
|
| 99 |
+
assert_array_almost_equal(diff(sin(x*n/8)),direct_diff(sin(x*n/8)))
|
| 100 |
+
assert_array_almost_equal(diff(cos(x*n/8)),direct_diff(cos(x*n/8)))
|
| 101 |
+
for k in range(5):
|
| 102 |
+
assert_array_almost_equal(diff(sin(4*x),k),direct_diff(sin(4*x),k))
|
| 103 |
+
assert_array_almost_equal(diff(cos(4*x),k),direct_diff(cos(4*x),k))
|
| 104 |
+
|
| 105 |
+
def test_period(self):
|
| 106 |
+
for n in [17,64]:
|
| 107 |
+
x = arange(n)/float(n)
|
| 108 |
+
assert_array_almost_equal(diff(sin(2*pi*x),period=1),
|
| 109 |
+
2*pi*cos(2*pi*x))
|
| 110 |
+
assert_array_almost_equal(diff(sin(2*pi*x),3,period=1),
|
| 111 |
+
-(2*pi)**3*cos(2*pi*x))
|
| 112 |
+
|
| 113 |
+
def test_sin(self):
|
| 114 |
+
for n in [32,64,77]:
|
| 115 |
+
x = arange(n)*2*pi/n
|
| 116 |
+
assert_array_almost_equal(diff(sin(x)),cos(x))
|
| 117 |
+
assert_array_almost_equal(diff(cos(x)),-sin(x))
|
| 118 |
+
assert_array_almost_equal(diff(sin(x),2),-sin(x))
|
| 119 |
+
assert_array_almost_equal(diff(sin(x),4),sin(x))
|
| 120 |
+
assert_array_almost_equal(diff(sin(4*x)),4*cos(4*x))
|
| 121 |
+
assert_array_almost_equal(diff(sin(sin(x))),cos(x)*cos(sin(x)))
|
| 122 |
+
|
| 123 |
+
def test_expr(self):
|
| 124 |
+
for n in [64,77,100,128,256,512,1024,2048,4096,8192][:5]:
|
| 125 |
+
x = arange(n)*2*pi/n
|
| 126 |
+
f = sin(x)*cos(4*x)+exp(sin(3*x))
|
| 127 |
+
df = cos(x)*cos(4*x)-4*sin(x)*sin(4*x)+3*cos(3*x)*exp(sin(3*x))
|
| 128 |
+
ddf = -17*sin(x)*cos(4*x)-8*cos(x)*sin(4*x)\
|
| 129 |
+
- 9*sin(3*x)*exp(sin(3*x))+9*cos(3*x)**2*exp(sin(3*x))
|
| 130 |
+
d1 = diff(f)
|
| 131 |
+
assert_array_almost_equal(d1,df)
|
| 132 |
+
assert_array_almost_equal(diff(df),ddf)
|
| 133 |
+
assert_array_almost_equal(diff(f,2),ddf)
|
| 134 |
+
assert_array_almost_equal(diff(ddf,-1),df)
|
| 135 |
+
|
| 136 |
+
def test_expr_large(self):
|
| 137 |
+
for n in [2048,4096]:
|
| 138 |
+
x = arange(n)*2*pi/n
|
| 139 |
+
f = sin(x)*cos(4*x)+exp(sin(3*x))
|
| 140 |
+
df = cos(x)*cos(4*x)-4*sin(x)*sin(4*x)+3*cos(3*x)*exp(sin(3*x))
|
| 141 |
+
ddf = -17*sin(x)*cos(4*x)-8*cos(x)*sin(4*x)\
|
| 142 |
+
- 9*sin(3*x)*exp(sin(3*x))+9*cos(3*x)**2*exp(sin(3*x))
|
| 143 |
+
assert_array_almost_equal(diff(f),df)
|
| 144 |
+
assert_array_almost_equal(diff(df),ddf)
|
| 145 |
+
assert_array_almost_equal(diff(ddf,-1),df)
|
| 146 |
+
assert_array_almost_equal(diff(f,2),ddf)
|
| 147 |
+
|
| 148 |
+
def test_int(self):
|
| 149 |
+
n = 64
|
| 150 |
+
x = arange(n)*2*pi/n
|
| 151 |
+
assert_array_almost_equal(diff(sin(x),-1),-cos(x))
|
| 152 |
+
assert_array_almost_equal(diff(sin(x),-2),-sin(x))
|
| 153 |
+
assert_array_almost_equal(diff(sin(x),-4),sin(x))
|
| 154 |
+
assert_array_almost_equal(diff(2*cos(2*x),-1),sin(2*x))
|
| 155 |
+
|
| 156 |
+
def test_random_even(self):
|
| 157 |
+
rng = np.random.default_rng(1234)
|
| 158 |
+
for k in [0,2,4,6]:
|
| 159 |
+
for n in [60,32,64,56,55]:
|
| 160 |
+
f = rng.random((n,))
|
| 161 |
+
af = sum(f,axis=0)/n
|
| 162 |
+
f = f-af
|
| 163 |
+
# zeroing Nyquist mode:
|
| 164 |
+
f = diff(diff(f,1),-1)
|
| 165 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 166 |
+
assert_array_almost_equal(diff(diff(f,k),-k),f)
|
| 167 |
+
assert_array_almost_equal(diff(diff(f,-k),k),f)
|
| 168 |
+
|
| 169 |
+
def test_random_odd(self):
|
| 170 |
+
rng = np.random.default_rng(1234)
|
| 171 |
+
for k in [0,1,2,3,4,5,6]:
|
| 172 |
+
for n in [33,65,55]:
|
| 173 |
+
f = rng.random((n,))
|
| 174 |
+
af = sum(f,axis=0)/n
|
| 175 |
+
f = f-af
|
| 176 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 177 |
+
assert_array_almost_equal(diff(diff(f,k),-k),f)
|
| 178 |
+
assert_array_almost_equal(diff(diff(f,-k),k),f)
|
| 179 |
+
|
| 180 |
+
def test_zero_nyquist(self):
|
| 181 |
+
rng = np.random.default_rng(1234)
|
| 182 |
+
for k in [0,1,2,3,4,5,6]:
|
| 183 |
+
for n in [32,33,64,56,55]:
|
| 184 |
+
f = rng.random((n,))
|
| 185 |
+
af = sum(f,axis=0)/n
|
| 186 |
+
f = f-af
|
| 187 |
+
# zeroing Nyquist mode:
|
| 188 |
+
f = diff(diff(f,1),-1)
|
| 189 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 190 |
+
assert_array_almost_equal(diff(diff(f,k),-k),f)
|
| 191 |
+
assert_array_almost_equal(diff(diff(f,-k),k),f)
|
| 192 |
+
|
| 193 |
+
|
| 194 |
+
class TestTilbert:
|
| 195 |
+
|
| 196 |
+
def test_definition(self):
|
| 197 |
+
for h in [0.1,0.5,1,5.5,10]:
|
| 198 |
+
for n in [16,17,64,127]:
|
| 199 |
+
x = arange(n)*2*pi/n
|
| 200 |
+
y = tilbert(sin(x),h)
|
| 201 |
+
y1 = direct_tilbert(sin(x),h)
|
| 202 |
+
assert_array_almost_equal(y,y1)
|
| 203 |
+
assert_array_almost_equal(tilbert(sin(x),h),
|
| 204 |
+
direct_tilbert(sin(x),h))
|
| 205 |
+
assert_array_almost_equal(tilbert(sin(2*x),h),
|
| 206 |
+
direct_tilbert(sin(2*x),h))
|
| 207 |
+
|
| 208 |
+
def test_random_even(self):
|
| 209 |
+
for h in [0.1,0.5,1,5.5,10]:
|
| 210 |
+
for n in [32,64,56]:
|
| 211 |
+
f = random((n,))
|
| 212 |
+
af = sum(f,axis=0)/n
|
| 213 |
+
f = f-af
|
| 214 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 215 |
+
assert_array_almost_equal(direct_tilbert(direct_itilbert(f,h),h),f)
|
| 216 |
+
|
| 217 |
+
def test_random_odd(self):
|
| 218 |
+
rng = np.random.default_rng(1234)
|
| 219 |
+
for h in [0.1,0.5,1,5.5,10]:
|
| 220 |
+
for n in [33,65,55]:
|
| 221 |
+
f = rng.random((n,))
|
| 222 |
+
af = sum(f,axis=0)/n
|
| 223 |
+
f = f-af
|
| 224 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 225 |
+
assert_array_almost_equal(itilbert(tilbert(f,h),h),f)
|
| 226 |
+
assert_array_almost_equal(tilbert(itilbert(f,h),h),f)
|
| 227 |
+
|
| 228 |
+
|
| 229 |
+
class TestITilbert:
|
| 230 |
+
|
| 231 |
+
def test_definition(self):
|
| 232 |
+
for h in [0.1,0.5,1,5.5,10]:
|
| 233 |
+
for n in [16,17,64,127]:
|
| 234 |
+
x = arange(n)*2*pi/n
|
| 235 |
+
y = itilbert(sin(x),h)
|
| 236 |
+
y1 = direct_itilbert(sin(x),h)
|
| 237 |
+
assert_array_almost_equal(y,y1)
|
| 238 |
+
assert_array_almost_equal(itilbert(sin(x),h),
|
| 239 |
+
direct_itilbert(sin(x),h))
|
| 240 |
+
assert_array_almost_equal(itilbert(sin(2*x),h),
|
| 241 |
+
direct_itilbert(sin(2*x),h))
|
| 242 |
+
|
| 243 |
+
|
| 244 |
+
class TestHilbert:
|
| 245 |
+
|
| 246 |
+
def test_definition(self):
|
| 247 |
+
for n in [16,17,64,127]:
|
| 248 |
+
x = arange(n)*2*pi/n
|
| 249 |
+
y = hilbert(sin(x))
|
| 250 |
+
y1 = direct_hilbert(sin(x))
|
| 251 |
+
assert_array_almost_equal(y,y1)
|
| 252 |
+
assert_array_almost_equal(hilbert(sin(2*x)),
|
| 253 |
+
direct_hilbert(sin(2*x)))
|
| 254 |
+
|
| 255 |
+
def test_tilbert_relation(self):
|
| 256 |
+
for n in [16,17,64,127]:
|
| 257 |
+
x = arange(n)*2*pi/n
|
| 258 |
+
f = sin(x)+cos(2*x)*sin(x)
|
| 259 |
+
y = hilbert(f)
|
| 260 |
+
y1 = direct_hilbert(f)
|
| 261 |
+
assert_array_almost_equal(y,y1)
|
| 262 |
+
y2 = tilbert(f,h=10)
|
| 263 |
+
assert_array_almost_equal(y,y2)
|
| 264 |
+
|
| 265 |
+
def test_random_odd(self):
|
| 266 |
+
rng = np.random.default_rng(1234)
|
| 267 |
+
for n in [33,65,55]:
|
| 268 |
+
f = rng.random((n,))
|
| 269 |
+
af = sum(f,axis=0)/n
|
| 270 |
+
f = f-af
|
| 271 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 272 |
+
assert_array_almost_equal(ihilbert(hilbert(f)),f)
|
| 273 |
+
assert_array_almost_equal(hilbert(ihilbert(f)),f)
|
| 274 |
+
|
| 275 |
+
def test_random_even(self):
|
| 276 |
+
rng = np.random.default_rng(1234)
|
| 277 |
+
for n in [32,64,56]:
|
| 278 |
+
f = rng.random((n,))
|
| 279 |
+
af = sum(f,axis=0)/n
|
| 280 |
+
f = f-af
|
| 281 |
+
# zeroing Nyquist mode:
|
| 282 |
+
f = diff(diff(f,1),-1)
|
| 283 |
+
assert_almost_equal(sum(f,axis=0),0.0)
|
| 284 |
+
assert_array_almost_equal(direct_hilbert(direct_ihilbert(f)),f)
|
| 285 |
+
assert_array_almost_equal(hilbert(ihilbert(f)),f)
|
| 286 |
+
|
| 287 |
+
|
| 288 |
+
class TestIHilbert:
|
| 289 |
+
|
| 290 |
+
def test_definition(self):
|
| 291 |
+
for n in [16,17,64,127]:
|
| 292 |
+
x = arange(n)*2*pi/n
|
| 293 |
+
y = ihilbert(sin(x))
|
| 294 |
+
y1 = direct_ihilbert(sin(x))
|
| 295 |
+
assert_array_almost_equal(y,y1)
|
| 296 |
+
assert_array_almost_equal(ihilbert(sin(2*x)),
|
| 297 |
+
direct_ihilbert(sin(2*x)))
|
| 298 |
+
|
| 299 |
+
def test_itilbert_relation(self):
|
| 300 |
+
for n in [16,17,64,127]:
|
| 301 |
+
x = arange(n)*2*pi/n
|
| 302 |
+
f = sin(x)+cos(2*x)*sin(x)
|
| 303 |
+
y = ihilbert(f)
|
| 304 |
+
y1 = direct_ihilbert(f)
|
| 305 |
+
assert_array_almost_equal(y,y1)
|
| 306 |
+
y2 = itilbert(f,h=10)
|
| 307 |
+
assert_array_almost_equal(y,y2)
|
| 308 |
+
|
| 309 |
+
|
| 310 |
+
class TestShift:
|
| 311 |
+
|
| 312 |
+
def test_definition(self):
|
| 313 |
+
for n in [18,17,64,127,32,2048,256]:
|
| 314 |
+
x = arange(n)*2*pi/n
|
| 315 |
+
for a in [0.1,3]:
|
| 316 |
+
assert_array_almost_equal(shift(sin(x),a),direct_shift(sin(x),a))
|
| 317 |
+
assert_array_almost_equal(shift(sin(x),a),sin(x+a))
|
| 318 |
+
assert_array_almost_equal(shift(cos(x),a),cos(x+a))
|
| 319 |
+
assert_array_almost_equal(shift(cos(2*x)+sin(x),a),
|
| 320 |
+
cos(2*(x+a))+sin(x+a))
|
| 321 |
+
assert_array_almost_equal(shift(exp(sin(x)),a),exp(sin(x+a)))
|
| 322 |
+
assert_array_almost_equal(shift(sin(x),2*pi),sin(x))
|
| 323 |
+
assert_array_almost_equal(shift(sin(x),pi),-sin(x))
|
| 324 |
+
assert_array_almost_equal(shift(sin(x),pi/2),cos(x))
|
| 325 |
+
|
| 326 |
+
|
| 327 |
+
class TestOverwrite:
|
| 328 |
+
"""Check input overwrite behavior """
|
| 329 |
+
|
| 330 |
+
real_dtypes = (np.float32, np.float64)
|
| 331 |
+
dtypes = real_dtypes + (np.complex64, np.complex128)
|
| 332 |
+
|
| 333 |
+
def _check(self, x, routine, *args, **kwargs):
|
| 334 |
+
x2 = x.copy()
|
| 335 |
+
routine(x2, *args, **kwargs)
|
| 336 |
+
sig = routine.__name__
|
| 337 |
+
if args:
|
| 338 |
+
sig += repr(args)
|
| 339 |
+
if kwargs:
|
| 340 |
+
sig += repr(kwargs)
|
| 341 |
+
assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
|
| 342 |
+
|
| 343 |
+
def _check_1d(self, routine, dtype, shape, *args, **kwargs):
|
| 344 |
+
# rng = np.random.default_rng(1234)
|
| 345 |
+
rng = np.random.RandomState(1234)
|
| 346 |
+
# np.random.seed(1234)
|
| 347 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 348 |
+
data = rng.randn(*shape) + 1j*rng.randn(*shape)
|
| 349 |
+
else:
|
| 350 |
+
data = rng.randn(*shape)
|
| 351 |
+
data = data.astype(dtype)
|
| 352 |
+
self._check(data, routine, *args, **kwargs)
|
| 353 |
+
|
| 354 |
+
def test_diff(self):
|
| 355 |
+
for dtype in self.dtypes:
|
| 356 |
+
self._check_1d(diff, dtype, (16,))
|
| 357 |
+
|
| 358 |
+
def test_tilbert(self):
|
| 359 |
+
for dtype in self.dtypes:
|
| 360 |
+
self._check_1d(tilbert, dtype, (16,), 1.6)
|
| 361 |
+
|
| 362 |
+
def test_itilbert(self):
|
| 363 |
+
for dtype in self.dtypes:
|
| 364 |
+
self._check_1d(itilbert, dtype, (16,), 1.6)
|
| 365 |
+
|
| 366 |
+
def test_hilbert(self):
|
| 367 |
+
for dtype in self.dtypes:
|
| 368 |
+
self._check_1d(hilbert, dtype, (16,))
|
| 369 |
+
|
| 370 |
+
def test_cs_diff(self):
|
| 371 |
+
for dtype in self.dtypes:
|
| 372 |
+
self._check_1d(cs_diff, dtype, (16,), 1.0, 4.0)
|
| 373 |
+
|
| 374 |
+
def test_sc_diff(self):
|
| 375 |
+
for dtype in self.dtypes:
|
| 376 |
+
self._check_1d(sc_diff, dtype, (16,), 1.0, 4.0)
|
| 377 |
+
|
| 378 |
+
def test_ss_diff(self):
|
| 379 |
+
for dtype in self.dtypes:
|
| 380 |
+
self._check_1d(ss_diff, dtype, (16,), 1.0, 4.0)
|
| 381 |
+
|
| 382 |
+
def test_cc_diff(self):
|
| 383 |
+
for dtype in self.dtypes:
|
| 384 |
+
self._check_1d(cc_diff, dtype, (16,), 1.0, 4.0)
|
| 385 |
+
|
| 386 |
+
def test_shift(self):
|
| 387 |
+
for dtype in self.dtypes:
|
| 388 |
+
self._check_1d(shift, dtype, (16,), 1.0)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/fftpack/tests/test_real_transforms.py
ADDED
|
@@ -0,0 +1,837 @@
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|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
|
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|
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|
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|
|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
| 1 |
+
from os.path import join, dirname
|
| 2 |
+
import threading
|
| 3 |
+
|
| 4 |
+
import numpy as np
|
| 5 |
+
from numpy.testing import assert_array_almost_equal, assert_equal
|
| 6 |
+
import pytest
|
| 7 |
+
from pytest import raises as assert_raises
|
| 8 |
+
|
| 9 |
+
from scipy.fftpack._realtransforms import (
|
| 10 |
+
dct, idct, dst, idst, dctn, idctn, dstn, idstn)
|
| 11 |
+
|
| 12 |
+
# Matlab reference data
|
| 13 |
+
MDATA = np.load(join(dirname(__file__), 'test.npz'))
|
| 14 |
+
X = [MDATA['x%d' % i] for i in range(8)]
|
| 15 |
+
Y = [MDATA['y%d' % i] for i in range(8)]
|
| 16 |
+
|
| 17 |
+
# FFTW reference data: the data are organized as follows:
|
| 18 |
+
# * SIZES is an array containing all available sizes
|
| 19 |
+
# * for every type (1, 2, 3, 4) and every size, the array dct_type_size
|
| 20 |
+
# contains the output of the DCT applied to the input np.linspace(0, size-1,
|
| 21 |
+
# size)
|
| 22 |
+
FFTWDATA_DOUBLE = np.load(join(dirname(__file__), 'fftw_double_ref.npz'))
|
| 23 |
+
FFTWDATA_SINGLE = np.load(join(dirname(__file__), 'fftw_single_ref.npz'))
|
| 24 |
+
FFTWDATA_SIZES = FFTWDATA_DOUBLE['sizes']
|
| 25 |
+
|
| 26 |
+
|
| 27 |
+
def fftw_dct_ref(type, size, dt):
|
| 28 |
+
x = np.linspace(0, size-1, size).astype(dt)
|
| 29 |
+
dt = np.result_type(np.float32, dt)
|
| 30 |
+
if dt == np.float64:
|
| 31 |
+
data = FFTWDATA_DOUBLE
|
| 32 |
+
elif dt == np.float32:
|
| 33 |
+
data = FFTWDATA_SINGLE
|
| 34 |
+
else:
|
| 35 |
+
raise ValueError()
|
| 36 |
+
y = (data['dct_%d_%d' % (type, size)]).astype(dt)
|
| 37 |
+
return x, y, dt
|
| 38 |
+
|
| 39 |
+
|
| 40 |
+
def fftw_dst_ref(type, size, dt):
|
| 41 |
+
x = np.linspace(0, size-1, size).astype(dt)
|
| 42 |
+
dt = np.result_type(np.float32, dt)
|
| 43 |
+
if dt == np.float64:
|
| 44 |
+
data = FFTWDATA_DOUBLE
|
| 45 |
+
elif dt == np.float32:
|
| 46 |
+
data = FFTWDATA_SINGLE
|
| 47 |
+
else:
|
| 48 |
+
raise ValueError()
|
| 49 |
+
y = (data['dst_%d_%d' % (type, size)]).astype(dt)
|
| 50 |
+
return x, y, dt
|
| 51 |
+
|
| 52 |
+
|
| 53 |
+
def dct_2d_ref(x, **kwargs):
|
| 54 |
+
"""Calculate reference values for testing dct2."""
|
| 55 |
+
x = np.array(x, copy=True)
|
| 56 |
+
for row in range(x.shape[0]):
|
| 57 |
+
x[row, :] = dct(x[row, :], **kwargs)
|
| 58 |
+
for col in range(x.shape[1]):
|
| 59 |
+
x[:, col] = dct(x[:, col], **kwargs)
|
| 60 |
+
return x
|
| 61 |
+
|
| 62 |
+
|
| 63 |
+
def idct_2d_ref(x, **kwargs):
|
| 64 |
+
"""Calculate reference values for testing idct2."""
|
| 65 |
+
x = np.array(x, copy=True)
|
| 66 |
+
for row in range(x.shape[0]):
|
| 67 |
+
x[row, :] = idct(x[row, :], **kwargs)
|
| 68 |
+
for col in range(x.shape[1]):
|
| 69 |
+
x[:, col] = idct(x[:, col], **kwargs)
|
| 70 |
+
return x
|
| 71 |
+
|
| 72 |
+
|
| 73 |
+
def dst_2d_ref(x, **kwargs):
|
| 74 |
+
"""Calculate reference values for testing dst2."""
|
| 75 |
+
x = np.array(x, copy=True)
|
| 76 |
+
for row in range(x.shape[0]):
|
| 77 |
+
x[row, :] = dst(x[row, :], **kwargs)
|
| 78 |
+
for col in range(x.shape[1]):
|
| 79 |
+
x[:, col] = dst(x[:, col], **kwargs)
|
| 80 |
+
return x
|
| 81 |
+
|
| 82 |
+
|
| 83 |
+
def idst_2d_ref(x, **kwargs):
|
| 84 |
+
"""Calculate reference values for testing idst2."""
|
| 85 |
+
x = np.array(x, copy=True)
|
| 86 |
+
for row in range(x.shape[0]):
|
| 87 |
+
x[row, :] = idst(x[row, :], **kwargs)
|
| 88 |
+
for col in range(x.shape[1]):
|
| 89 |
+
x[:, col] = idst(x[:, col], **kwargs)
|
| 90 |
+
return x
|
| 91 |
+
|
| 92 |
+
|
| 93 |
+
def naive_dct1(x, norm=None):
|
| 94 |
+
"""Calculate textbook definition version of DCT-I."""
|
| 95 |
+
x = np.array(x, copy=True)
|
| 96 |
+
N = len(x)
|
| 97 |
+
M = N-1
|
| 98 |
+
y = np.zeros(N)
|
| 99 |
+
m0, m = 1, 2
|
| 100 |
+
if norm == 'ortho':
|
| 101 |
+
m0 = np.sqrt(1.0/M)
|
| 102 |
+
m = np.sqrt(2.0/M)
|
| 103 |
+
for k in range(N):
|
| 104 |
+
for n in range(1, N-1):
|
| 105 |
+
y[k] += m*x[n]*np.cos(np.pi*n*k/M)
|
| 106 |
+
y[k] += m0 * x[0]
|
| 107 |
+
y[k] += m0 * x[N-1] * (1 if k % 2 == 0 else -1)
|
| 108 |
+
if norm == 'ortho':
|
| 109 |
+
y[0] *= 1/np.sqrt(2)
|
| 110 |
+
y[N-1] *= 1/np.sqrt(2)
|
| 111 |
+
return y
|
| 112 |
+
|
| 113 |
+
|
| 114 |
+
def naive_dst1(x, norm=None):
|
| 115 |
+
"""Calculate textbook definition version of DST-I."""
|
| 116 |
+
x = np.array(x, copy=True)
|
| 117 |
+
N = len(x)
|
| 118 |
+
M = N+1
|
| 119 |
+
y = np.zeros(N)
|
| 120 |
+
for k in range(N):
|
| 121 |
+
for n in range(N):
|
| 122 |
+
y[k] += 2*x[n]*np.sin(np.pi*(n+1.0)*(k+1.0)/M)
|
| 123 |
+
if norm == 'ortho':
|
| 124 |
+
y *= np.sqrt(0.5/M)
|
| 125 |
+
return y
|
| 126 |
+
|
| 127 |
+
|
| 128 |
+
def naive_dct4(x, norm=None):
|
| 129 |
+
"""Calculate textbook definition version of DCT-IV."""
|
| 130 |
+
x = np.array(x, copy=True)
|
| 131 |
+
N = len(x)
|
| 132 |
+
y = np.zeros(N)
|
| 133 |
+
for k in range(N):
|
| 134 |
+
for n in range(N):
|
| 135 |
+
y[k] += x[n]*np.cos(np.pi*(n+0.5)*(k+0.5)/(N))
|
| 136 |
+
if norm == 'ortho':
|
| 137 |
+
y *= np.sqrt(2.0/N)
|
| 138 |
+
else:
|
| 139 |
+
y *= 2
|
| 140 |
+
return y
|
| 141 |
+
|
| 142 |
+
|
| 143 |
+
def naive_dst4(x, norm=None):
|
| 144 |
+
"""Calculate textbook definition version of DST-IV."""
|
| 145 |
+
x = np.array(x, copy=True)
|
| 146 |
+
N = len(x)
|
| 147 |
+
y = np.zeros(N)
|
| 148 |
+
for k in range(N):
|
| 149 |
+
for n in range(N):
|
| 150 |
+
y[k] += x[n]*np.sin(np.pi*(n+0.5)*(k+0.5)/(N))
|
| 151 |
+
if norm == 'ortho':
|
| 152 |
+
y *= np.sqrt(2.0/N)
|
| 153 |
+
else:
|
| 154 |
+
y *= 2
|
| 155 |
+
return y
|
| 156 |
+
|
| 157 |
+
|
| 158 |
+
class TestComplex:
|
| 159 |
+
def test_dct_complex64(self):
|
| 160 |
+
y = dct(1j*np.arange(5, dtype=np.complex64))
|
| 161 |
+
x = 1j*dct(np.arange(5))
|
| 162 |
+
assert_array_almost_equal(x, y)
|
| 163 |
+
|
| 164 |
+
def test_dct_complex(self):
|
| 165 |
+
y = dct(np.arange(5)*1j)
|
| 166 |
+
x = 1j*dct(np.arange(5))
|
| 167 |
+
assert_array_almost_equal(x, y)
|
| 168 |
+
|
| 169 |
+
def test_idct_complex(self):
|
| 170 |
+
y = idct(np.arange(5)*1j)
|
| 171 |
+
x = 1j*idct(np.arange(5))
|
| 172 |
+
assert_array_almost_equal(x, y)
|
| 173 |
+
|
| 174 |
+
def test_dst_complex64(self):
|
| 175 |
+
y = dst(np.arange(5, dtype=np.complex64)*1j)
|
| 176 |
+
x = 1j*dst(np.arange(5))
|
| 177 |
+
assert_array_almost_equal(x, y)
|
| 178 |
+
|
| 179 |
+
def test_dst_complex(self):
|
| 180 |
+
y = dst(np.arange(5)*1j)
|
| 181 |
+
x = 1j*dst(np.arange(5))
|
| 182 |
+
assert_array_almost_equal(x, y)
|
| 183 |
+
|
| 184 |
+
def test_idst_complex(self):
|
| 185 |
+
y = idst(np.arange(5)*1j)
|
| 186 |
+
x = 1j*idst(np.arange(5))
|
| 187 |
+
assert_array_almost_equal(x, y)
|
| 188 |
+
|
| 189 |
+
|
| 190 |
+
class _TestDCTBase:
|
| 191 |
+
def setup_method(self):
|
| 192 |
+
self.rdt = None
|
| 193 |
+
self.dec = 14
|
| 194 |
+
self.type = None
|
| 195 |
+
|
| 196 |
+
@pytest.fixture
|
| 197 |
+
def dct_lock(self):
|
| 198 |
+
return threading.Lock()
|
| 199 |
+
|
| 200 |
+
def test_definition(self, dct_lock):
|
| 201 |
+
for i in FFTWDATA_SIZES:
|
| 202 |
+
with dct_lock:
|
| 203 |
+
x, yr, dt = fftw_dct_ref(self.type, i, self.rdt)
|
| 204 |
+
y = dct(x, type=self.type)
|
| 205 |
+
assert_equal(y.dtype, dt)
|
| 206 |
+
# XXX: we divide by np.max(y) because the tests fail otherwise. We
|
| 207 |
+
# should really use something like assert_array_approx_equal. The
|
| 208 |
+
# difference is due to fftw using a better algorithm w.r.t error
|
| 209 |
+
# propagation compared to the ones from fftpack.
|
| 210 |
+
assert_array_almost_equal(y / np.max(y), yr / np.max(y), decimal=self.dec,
|
| 211 |
+
err_msg="Size %d failed" % i)
|
| 212 |
+
|
| 213 |
+
def test_axis(self):
|
| 214 |
+
nt = 2
|
| 215 |
+
rng = np.random.RandomState(1234)
|
| 216 |
+
for i in [7, 8, 9, 16, 32, 64]:
|
| 217 |
+
x = rng.randn(nt, i)
|
| 218 |
+
y = dct(x, type=self.type)
|
| 219 |
+
for j in range(nt):
|
| 220 |
+
assert_array_almost_equal(y[j], dct(x[j], type=self.type),
|
| 221 |
+
decimal=self.dec)
|
| 222 |
+
|
| 223 |
+
x = x.T
|
| 224 |
+
y = dct(x, axis=0, type=self.type)
|
| 225 |
+
for j in range(nt):
|
| 226 |
+
assert_array_almost_equal(y[:,j], dct(x[:,j], type=self.type),
|
| 227 |
+
decimal=self.dec)
|
| 228 |
+
|
| 229 |
+
|
| 230 |
+
class _TestDCTIBase(_TestDCTBase):
|
| 231 |
+
def test_definition_ortho(self):
|
| 232 |
+
# Test orthornomal mode.
|
| 233 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 234 |
+
for xr in X:
|
| 235 |
+
x = np.array(xr, dtype=self.rdt)
|
| 236 |
+
y = dct(x, norm='ortho', type=1)
|
| 237 |
+
y2 = naive_dct1(x, norm='ortho')
|
| 238 |
+
assert_equal(y.dtype, dt)
|
| 239 |
+
assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
|
| 240 |
+
|
| 241 |
+
class _TestDCTIIBase(_TestDCTBase):
|
| 242 |
+
def test_definition_matlab(self):
|
| 243 |
+
# Test correspondence with MATLAB (orthornomal mode).
|
| 244 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 245 |
+
for xr, yr in zip(X, Y):
|
| 246 |
+
x = np.array(xr, dtype=dt)
|
| 247 |
+
y = dct(x, norm="ortho", type=2)
|
| 248 |
+
assert_equal(y.dtype, dt)
|
| 249 |
+
assert_array_almost_equal(y, yr, decimal=self.dec)
|
| 250 |
+
|
| 251 |
+
|
| 252 |
+
class _TestDCTIIIBase(_TestDCTBase):
|
| 253 |
+
def test_definition_ortho(self):
|
| 254 |
+
# Test orthornomal mode.
|
| 255 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 256 |
+
for xr in X:
|
| 257 |
+
x = np.array(xr, dtype=self.rdt)
|
| 258 |
+
y = dct(x, norm='ortho', type=2)
|
| 259 |
+
xi = dct(y, norm="ortho", type=3)
|
| 260 |
+
assert_equal(xi.dtype, dt)
|
| 261 |
+
assert_array_almost_equal(xi, x, decimal=self.dec)
|
| 262 |
+
|
| 263 |
+
class _TestDCTIVBase(_TestDCTBase):
|
| 264 |
+
def test_definition_ortho(self):
|
| 265 |
+
# Test orthornomal mode.
|
| 266 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 267 |
+
for xr in X:
|
| 268 |
+
x = np.array(xr, dtype=self.rdt)
|
| 269 |
+
y = dct(x, norm='ortho', type=4)
|
| 270 |
+
y2 = naive_dct4(x, norm='ortho')
|
| 271 |
+
assert_equal(y.dtype, dt)
|
| 272 |
+
assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
|
| 273 |
+
|
| 274 |
+
|
| 275 |
+
class TestDCTIDouble(_TestDCTIBase):
|
| 276 |
+
def setup_method(self):
|
| 277 |
+
self.rdt = np.float64
|
| 278 |
+
self.dec = 10
|
| 279 |
+
self.type = 1
|
| 280 |
+
|
| 281 |
+
|
| 282 |
+
class TestDCTIFloat(_TestDCTIBase):
|
| 283 |
+
def setup_method(self):
|
| 284 |
+
self.rdt = np.float32
|
| 285 |
+
self.dec = 4
|
| 286 |
+
self.type = 1
|
| 287 |
+
|
| 288 |
+
|
| 289 |
+
class TestDCTIInt(_TestDCTIBase):
|
| 290 |
+
def setup_method(self):
|
| 291 |
+
self.rdt = int
|
| 292 |
+
self.dec = 5
|
| 293 |
+
self.type = 1
|
| 294 |
+
|
| 295 |
+
|
| 296 |
+
class TestDCTIIDouble(_TestDCTIIBase):
|
| 297 |
+
def setup_method(self):
|
| 298 |
+
self.rdt = np.float64
|
| 299 |
+
self.dec = 10
|
| 300 |
+
self.type = 2
|
| 301 |
+
|
| 302 |
+
|
| 303 |
+
class TestDCTIIFloat(_TestDCTIIBase):
|
| 304 |
+
def setup_method(self):
|
| 305 |
+
self.rdt = np.float32
|
| 306 |
+
self.dec = 5
|
| 307 |
+
self.type = 2
|
| 308 |
+
|
| 309 |
+
|
| 310 |
+
class TestDCTIIInt(_TestDCTIIBase):
|
| 311 |
+
def setup_method(self):
|
| 312 |
+
self.rdt = int
|
| 313 |
+
self.dec = 5
|
| 314 |
+
self.type = 2
|
| 315 |
+
|
| 316 |
+
|
| 317 |
+
class TestDCTIIIDouble(_TestDCTIIIBase):
|
| 318 |
+
def setup_method(self):
|
| 319 |
+
self.rdt = np.float64
|
| 320 |
+
self.dec = 14
|
| 321 |
+
self.type = 3
|
| 322 |
+
|
| 323 |
+
|
| 324 |
+
class TestDCTIIIFloat(_TestDCTIIIBase):
|
| 325 |
+
def setup_method(self):
|
| 326 |
+
self.rdt = np.float32
|
| 327 |
+
self.dec = 5
|
| 328 |
+
self.type = 3
|
| 329 |
+
|
| 330 |
+
|
| 331 |
+
class TestDCTIIIInt(_TestDCTIIIBase):
|
| 332 |
+
def setup_method(self):
|
| 333 |
+
self.rdt = int
|
| 334 |
+
self.dec = 5
|
| 335 |
+
self.type = 3
|
| 336 |
+
|
| 337 |
+
|
| 338 |
+
class TestDCTIVDouble(_TestDCTIVBase):
|
| 339 |
+
def setup_method(self):
|
| 340 |
+
self.rdt = np.float64
|
| 341 |
+
self.dec = 12
|
| 342 |
+
self.type = 3
|
| 343 |
+
|
| 344 |
+
|
| 345 |
+
class TestDCTIVFloat(_TestDCTIVBase):
|
| 346 |
+
def setup_method(self):
|
| 347 |
+
self.rdt = np.float32
|
| 348 |
+
self.dec = 5
|
| 349 |
+
self.type = 3
|
| 350 |
+
|
| 351 |
+
|
| 352 |
+
class TestDCTIVInt(_TestDCTIVBase):
|
| 353 |
+
def setup_method(self):
|
| 354 |
+
self.rdt = int
|
| 355 |
+
self.dec = 5
|
| 356 |
+
self.type = 3
|
| 357 |
+
|
| 358 |
+
|
| 359 |
+
class _TestIDCTBase:
|
| 360 |
+
def setup_method(self):
|
| 361 |
+
self.rdt = None
|
| 362 |
+
self.dec = 14
|
| 363 |
+
self.type = None
|
| 364 |
+
|
| 365 |
+
@pytest.fixture
|
| 366 |
+
def idct_lock(self):
|
| 367 |
+
return threading.Lock()
|
| 368 |
+
|
| 369 |
+
def test_definition(self, idct_lock):
|
| 370 |
+
for i in FFTWDATA_SIZES:
|
| 371 |
+
with idct_lock:
|
| 372 |
+
xr, yr, dt = fftw_dct_ref(self.type, i, self.rdt)
|
| 373 |
+
x = idct(yr, type=self.type)
|
| 374 |
+
if self.type == 1:
|
| 375 |
+
x /= 2 * (i-1)
|
| 376 |
+
else:
|
| 377 |
+
x /= 2 * i
|
| 378 |
+
assert_equal(x.dtype, dt)
|
| 379 |
+
# XXX: we divide by np.max(y) because the tests fail otherwise. We
|
| 380 |
+
# should really use something like assert_array_approx_equal. The
|
| 381 |
+
# difference is due to fftw using a better algorithm w.r.t error
|
| 382 |
+
# propagation compared to the ones from fftpack.
|
| 383 |
+
assert_array_almost_equal(x / np.max(x), xr / np.max(x), decimal=self.dec,
|
| 384 |
+
err_msg="Size %d failed" % i)
|
| 385 |
+
|
| 386 |
+
|
| 387 |
+
class TestIDCTIDouble(_TestIDCTBase):
|
| 388 |
+
def setup_method(self):
|
| 389 |
+
self.rdt = np.float64
|
| 390 |
+
self.dec = 10
|
| 391 |
+
self.type = 1
|
| 392 |
+
|
| 393 |
+
|
| 394 |
+
class TestIDCTIFloat(_TestIDCTBase):
|
| 395 |
+
def setup_method(self):
|
| 396 |
+
self.rdt = np.float32
|
| 397 |
+
self.dec = 4
|
| 398 |
+
self.type = 1
|
| 399 |
+
|
| 400 |
+
|
| 401 |
+
class TestIDCTIInt(_TestIDCTBase):
|
| 402 |
+
def setup_method(self):
|
| 403 |
+
self.rdt = int
|
| 404 |
+
self.dec = 4
|
| 405 |
+
self.type = 1
|
| 406 |
+
|
| 407 |
+
|
| 408 |
+
class TestIDCTIIDouble(_TestIDCTBase):
|
| 409 |
+
def setup_method(self):
|
| 410 |
+
self.rdt = np.float64
|
| 411 |
+
self.dec = 10
|
| 412 |
+
self.type = 2
|
| 413 |
+
|
| 414 |
+
|
| 415 |
+
class TestIDCTIIFloat(_TestIDCTBase):
|
| 416 |
+
def setup_method(self):
|
| 417 |
+
self.rdt = np.float32
|
| 418 |
+
self.dec = 5
|
| 419 |
+
self.type = 2
|
| 420 |
+
|
| 421 |
+
|
| 422 |
+
class TestIDCTIIInt(_TestIDCTBase):
|
| 423 |
+
def setup_method(self):
|
| 424 |
+
self.rdt = int
|
| 425 |
+
self.dec = 5
|
| 426 |
+
self.type = 2
|
| 427 |
+
|
| 428 |
+
|
| 429 |
+
class TestIDCTIIIDouble(_TestIDCTBase):
|
| 430 |
+
def setup_method(self):
|
| 431 |
+
self.rdt = np.float64
|
| 432 |
+
self.dec = 14
|
| 433 |
+
self.type = 3
|
| 434 |
+
|
| 435 |
+
|
| 436 |
+
class TestIDCTIIIFloat(_TestIDCTBase):
|
| 437 |
+
def setup_method(self):
|
| 438 |
+
self.rdt = np.float32
|
| 439 |
+
self.dec = 5
|
| 440 |
+
self.type = 3
|
| 441 |
+
|
| 442 |
+
|
| 443 |
+
class TestIDCTIIIInt(_TestIDCTBase):
|
| 444 |
+
def setup_method(self):
|
| 445 |
+
self.rdt = int
|
| 446 |
+
self.dec = 5
|
| 447 |
+
self.type = 3
|
| 448 |
+
|
| 449 |
+
class TestIDCTIVDouble(_TestIDCTBase):
|
| 450 |
+
def setup_method(self):
|
| 451 |
+
self.rdt = np.float64
|
| 452 |
+
self.dec = 12
|
| 453 |
+
self.type = 4
|
| 454 |
+
|
| 455 |
+
|
| 456 |
+
class TestIDCTIVFloat(_TestIDCTBase):
|
| 457 |
+
def setup_method(self):
|
| 458 |
+
self.rdt = np.float32
|
| 459 |
+
self.dec = 5
|
| 460 |
+
self.type = 4
|
| 461 |
+
|
| 462 |
+
|
| 463 |
+
class TestIDCTIVInt(_TestIDCTBase):
|
| 464 |
+
def setup_method(self):
|
| 465 |
+
self.rdt = int
|
| 466 |
+
self.dec = 5
|
| 467 |
+
self.type = 4
|
| 468 |
+
|
| 469 |
+
class _TestDSTBase:
|
| 470 |
+
def setup_method(self):
|
| 471 |
+
self.rdt = None # dtype
|
| 472 |
+
self.dec = None # number of decimals to match
|
| 473 |
+
self.type = None # dst type
|
| 474 |
+
|
| 475 |
+
@pytest.fixture
|
| 476 |
+
def dst_lock(self):
|
| 477 |
+
return threading.Lock()
|
| 478 |
+
|
| 479 |
+
def test_definition(self, dst_lock):
|
| 480 |
+
for i in FFTWDATA_SIZES:
|
| 481 |
+
with dst_lock:
|
| 482 |
+
xr, yr, dt = fftw_dst_ref(self.type, i, self.rdt)
|
| 483 |
+
y = dst(xr, type=self.type)
|
| 484 |
+
assert_equal(y.dtype, dt)
|
| 485 |
+
# XXX: we divide by np.max(y) because the tests fail otherwise. We
|
| 486 |
+
# should really use something like assert_array_approx_equal. The
|
| 487 |
+
# difference is due to fftw using a better algorithm w.r.t error
|
| 488 |
+
# propagation compared to the ones from fftpack.
|
| 489 |
+
assert_array_almost_equal(y / np.max(y), yr / np.max(y), decimal=self.dec,
|
| 490 |
+
err_msg="Size %d failed" % i)
|
| 491 |
+
|
| 492 |
+
|
| 493 |
+
class _TestDSTIBase(_TestDSTBase):
|
| 494 |
+
def test_definition_ortho(self):
|
| 495 |
+
# Test orthornomal mode.
|
| 496 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 497 |
+
for xr in X:
|
| 498 |
+
x = np.array(xr, dtype=self.rdt)
|
| 499 |
+
y = dst(x, norm='ortho', type=1)
|
| 500 |
+
y2 = naive_dst1(x, norm='ortho')
|
| 501 |
+
assert_equal(y.dtype, dt)
|
| 502 |
+
assert_array_almost_equal(y / np.max(y), y2 / np.max(y), decimal=self.dec)
|
| 503 |
+
|
| 504 |
+
class _TestDSTIVBase(_TestDSTBase):
|
| 505 |
+
def test_definition_ortho(self):
|
| 506 |
+
# Test orthornomal mode.
|
| 507 |
+
dt = np.result_type(np.float32, self.rdt)
|
| 508 |
+
for xr in X:
|
| 509 |
+
x = np.array(xr, dtype=self.rdt)
|
| 510 |
+
y = dst(x, norm='ortho', type=4)
|
| 511 |
+
y2 = naive_dst4(x, norm='ortho')
|
| 512 |
+
assert_equal(y.dtype, dt)
|
| 513 |
+
assert_array_almost_equal(y, y2, decimal=self.dec)
|
| 514 |
+
|
| 515 |
+
class TestDSTIDouble(_TestDSTIBase):
|
| 516 |
+
def setup_method(self):
|
| 517 |
+
self.rdt = np.float64
|
| 518 |
+
self.dec = 12
|
| 519 |
+
self.type = 1
|
| 520 |
+
|
| 521 |
+
|
| 522 |
+
class TestDSTIFloat(_TestDSTIBase):
|
| 523 |
+
def setup_method(self):
|
| 524 |
+
self.rdt = np.float32
|
| 525 |
+
self.dec = 4
|
| 526 |
+
self.type = 1
|
| 527 |
+
|
| 528 |
+
|
| 529 |
+
class TestDSTIInt(_TestDSTIBase):
|
| 530 |
+
def setup_method(self):
|
| 531 |
+
self.rdt = int
|
| 532 |
+
self.dec = 5
|
| 533 |
+
self.type = 1
|
| 534 |
+
|
| 535 |
+
|
| 536 |
+
class TestDSTIIDouble(_TestDSTBase):
|
| 537 |
+
def setup_method(self):
|
| 538 |
+
self.rdt = np.float64
|
| 539 |
+
self.dec = 14
|
| 540 |
+
self.type = 2
|
| 541 |
+
|
| 542 |
+
|
| 543 |
+
class TestDSTIIFloat(_TestDSTBase):
|
| 544 |
+
def setup_method(self):
|
| 545 |
+
self.rdt = np.float32
|
| 546 |
+
self.dec = 6
|
| 547 |
+
self.type = 2
|
| 548 |
+
|
| 549 |
+
|
| 550 |
+
class TestDSTIIInt(_TestDSTBase):
|
| 551 |
+
def setup_method(self):
|
| 552 |
+
self.rdt = int
|
| 553 |
+
self.dec = 6
|
| 554 |
+
self.type = 2
|
| 555 |
+
|
| 556 |
+
|
| 557 |
+
class TestDSTIIIDouble(_TestDSTBase):
|
| 558 |
+
def setup_method(self):
|
| 559 |
+
self.rdt = np.float64
|
| 560 |
+
self.dec = 14
|
| 561 |
+
self.type = 3
|
| 562 |
+
|
| 563 |
+
|
| 564 |
+
class TestDSTIIIFloat(_TestDSTBase):
|
| 565 |
+
def setup_method(self):
|
| 566 |
+
self.rdt = np.float32
|
| 567 |
+
self.dec = 7
|
| 568 |
+
self.type = 3
|
| 569 |
+
|
| 570 |
+
|
| 571 |
+
class TestDSTIIIInt(_TestDSTBase):
|
| 572 |
+
def setup_method(self):
|
| 573 |
+
self.rdt = int
|
| 574 |
+
self.dec = 7
|
| 575 |
+
self.type = 3
|
| 576 |
+
|
| 577 |
+
|
| 578 |
+
class TestDSTIVDouble(_TestDSTIVBase):
|
| 579 |
+
def setup_method(self):
|
| 580 |
+
self.rdt = np.float64
|
| 581 |
+
self.dec = 12
|
| 582 |
+
self.type = 4
|
| 583 |
+
|
| 584 |
+
|
| 585 |
+
class TestDSTIVFloat(_TestDSTIVBase):
|
| 586 |
+
def setup_method(self):
|
| 587 |
+
self.rdt = np.float32
|
| 588 |
+
self.dec = 4
|
| 589 |
+
self.type = 4
|
| 590 |
+
|
| 591 |
+
|
| 592 |
+
class TestDSTIVInt(_TestDSTIVBase):
|
| 593 |
+
def setup_method(self):
|
| 594 |
+
self.rdt = int
|
| 595 |
+
self.dec = 5
|
| 596 |
+
self.type = 4
|
| 597 |
+
|
| 598 |
+
|
| 599 |
+
class _TestIDSTBase:
|
| 600 |
+
def setup_method(self):
|
| 601 |
+
self.rdt = None
|
| 602 |
+
self.dec = None
|
| 603 |
+
self.type = None
|
| 604 |
+
|
| 605 |
+
@pytest.fixture
|
| 606 |
+
def idst_lock(self):
|
| 607 |
+
return threading.Lock()
|
| 608 |
+
|
| 609 |
+
def test_definition(self, idst_lock):
|
| 610 |
+
for i in FFTWDATA_SIZES:
|
| 611 |
+
with idst_lock:
|
| 612 |
+
xr, yr, dt = fftw_dst_ref(self.type, i, self.rdt)
|
| 613 |
+
x = idst(yr, type=self.type)
|
| 614 |
+
if self.type == 1:
|
| 615 |
+
x /= 2 * (i+1)
|
| 616 |
+
else:
|
| 617 |
+
x /= 2 * i
|
| 618 |
+
assert_equal(x.dtype, dt)
|
| 619 |
+
# XXX: we divide by np.max(x) because the tests fail otherwise. We
|
| 620 |
+
# should really use something like assert_array_approx_equal. The
|
| 621 |
+
# difference is due to fftw using a better algorithm w.r.t error
|
| 622 |
+
# propagation compared to the ones from fftpack.
|
| 623 |
+
assert_array_almost_equal(x / np.max(x), xr / np.max(x), decimal=self.dec,
|
| 624 |
+
err_msg="Size %d failed" % i)
|
| 625 |
+
|
| 626 |
+
|
| 627 |
+
class TestIDSTIDouble(_TestIDSTBase):
|
| 628 |
+
def setup_method(self):
|
| 629 |
+
self.rdt = np.float64
|
| 630 |
+
self.dec = 12
|
| 631 |
+
self.type = 1
|
| 632 |
+
|
| 633 |
+
|
| 634 |
+
class TestIDSTIFloat(_TestIDSTBase):
|
| 635 |
+
def setup_method(self):
|
| 636 |
+
self.rdt = np.float32
|
| 637 |
+
self.dec = 4
|
| 638 |
+
self.type = 1
|
| 639 |
+
|
| 640 |
+
|
| 641 |
+
class TestIDSTIInt(_TestIDSTBase):
|
| 642 |
+
def setup_method(self):
|
| 643 |
+
self.rdt = int
|
| 644 |
+
self.dec = 4
|
| 645 |
+
self.type = 1
|
| 646 |
+
|
| 647 |
+
|
| 648 |
+
class TestIDSTIIDouble(_TestIDSTBase):
|
| 649 |
+
def setup_method(self):
|
| 650 |
+
self.rdt = np.float64
|
| 651 |
+
self.dec = 14
|
| 652 |
+
self.type = 2
|
| 653 |
+
|
| 654 |
+
|
| 655 |
+
class TestIDSTIIFloat(_TestIDSTBase):
|
| 656 |
+
def setup_method(self):
|
| 657 |
+
self.rdt = np.float32
|
| 658 |
+
self.dec = 6
|
| 659 |
+
self.type = 2
|
| 660 |
+
|
| 661 |
+
|
| 662 |
+
class TestIDSTIIInt(_TestIDSTBase):
|
| 663 |
+
def setup_method(self):
|
| 664 |
+
self.rdt = int
|
| 665 |
+
self.dec = 6
|
| 666 |
+
self.type = 2
|
| 667 |
+
|
| 668 |
+
|
| 669 |
+
class TestIDSTIIIDouble(_TestIDSTBase):
|
| 670 |
+
def setup_method(self):
|
| 671 |
+
self.rdt = np.float64
|
| 672 |
+
self.dec = 14
|
| 673 |
+
self.type = 3
|
| 674 |
+
|
| 675 |
+
|
| 676 |
+
class TestIDSTIIIFloat(_TestIDSTBase):
|
| 677 |
+
def setup_method(self):
|
| 678 |
+
self.rdt = np.float32
|
| 679 |
+
self.dec = 6
|
| 680 |
+
self.type = 3
|
| 681 |
+
|
| 682 |
+
|
| 683 |
+
class TestIDSTIIIInt(_TestIDSTBase):
|
| 684 |
+
def setup_method(self):
|
| 685 |
+
self.rdt = int
|
| 686 |
+
self.dec = 6
|
| 687 |
+
self.type = 3
|
| 688 |
+
|
| 689 |
+
|
| 690 |
+
class TestIDSTIVDouble(_TestIDSTBase):
|
| 691 |
+
def setup_method(self):
|
| 692 |
+
self.rdt = np.float64
|
| 693 |
+
self.dec = 12
|
| 694 |
+
self.type = 4
|
| 695 |
+
|
| 696 |
+
|
| 697 |
+
class TestIDSTIVFloat(_TestIDSTBase):
|
| 698 |
+
def setup_method(self):
|
| 699 |
+
self.rdt = np.float32
|
| 700 |
+
self.dec = 6
|
| 701 |
+
self.type = 4
|
| 702 |
+
|
| 703 |
+
|
| 704 |
+
class TestIDSTIVnt(_TestIDSTBase):
|
| 705 |
+
def setup_method(self):
|
| 706 |
+
self.rdt = int
|
| 707 |
+
self.dec = 6
|
| 708 |
+
self.type = 4
|
| 709 |
+
|
| 710 |
+
|
| 711 |
+
class TestOverwrite:
|
| 712 |
+
"""Check input overwrite behavior."""
|
| 713 |
+
|
| 714 |
+
real_dtypes = [np.float32, np.float64]
|
| 715 |
+
|
| 716 |
+
def _check(self, x, routine, type, fftsize, axis, norm, overwrite_x, **kw):
|
| 717 |
+
x2 = x.copy()
|
| 718 |
+
routine(x2, type, fftsize, axis, norm, overwrite_x=overwrite_x)
|
| 719 |
+
|
| 720 |
+
sig = (f"{routine.__name__}({x.dtype}{x.shape!r}, {fftsize!r}, "
|
| 721 |
+
f"axis={axis!r}, overwrite_x={overwrite_x!r})")
|
| 722 |
+
if not overwrite_x:
|
| 723 |
+
assert_equal(x2, x, err_msg=f"spurious overwrite in {sig}")
|
| 724 |
+
|
| 725 |
+
def _check_1d(self, routine, dtype, shape, axis):
|
| 726 |
+
rng = np.random.RandomState(1234)
|
| 727 |
+
if np.issubdtype(dtype, np.complexfloating):
|
| 728 |
+
data = rng.randn(*shape) + 1j*rng.randn(*shape)
|
| 729 |
+
else:
|
| 730 |
+
data = rng.randn(*shape)
|
| 731 |
+
data = data.astype(dtype)
|
| 732 |
+
|
| 733 |
+
for type in [1, 2, 3, 4]:
|
| 734 |
+
for overwrite_x in [True, False]:
|
| 735 |
+
for norm in [None, 'ortho']:
|
| 736 |
+
self._check(data, routine, type, None, axis, norm,
|
| 737 |
+
overwrite_x)
|
| 738 |
+
|
| 739 |
+
def test_dct(self):
|
| 740 |
+
for dtype in self.real_dtypes:
|
| 741 |
+
self._check_1d(dct, dtype, (16,), -1)
|
| 742 |
+
self._check_1d(dct, dtype, (16, 2), 0)
|
| 743 |
+
self._check_1d(dct, dtype, (2, 16), 1)
|
| 744 |
+
|
| 745 |
+
def test_idct(self):
|
| 746 |
+
for dtype in self.real_dtypes:
|
| 747 |
+
self._check_1d(idct, dtype, (16,), -1)
|
| 748 |
+
self._check_1d(idct, dtype, (16, 2), 0)
|
| 749 |
+
self._check_1d(idct, dtype, (2, 16), 1)
|
| 750 |
+
|
| 751 |
+
def test_dst(self):
|
| 752 |
+
for dtype in self.real_dtypes:
|
| 753 |
+
self._check_1d(dst, dtype, (16,), -1)
|
| 754 |
+
self._check_1d(dst, dtype, (16, 2), 0)
|
| 755 |
+
self._check_1d(dst, dtype, (2, 16), 1)
|
| 756 |
+
|
| 757 |
+
def test_idst(self):
|
| 758 |
+
for dtype in self.real_dtypes:
|
| 759 |
+
self._check_1d(idst, dtype, (16,), -1)
|
| 760 |
+
self._check_1d(idst, dtype, (16, 2), 0)
|
| 761 |
+
self._check_1d(idst, dtype, (2, 16), 1)
|
| 762 |
+
|
| 763 |
+
|
| 764 |
+
class Test_DCTN_IDCTN:
|
| 765 |
+
dec = 14
|
| 766 |
+
dct_type = [1, 2, 3, 4]
|
| 767 |
+
norms = [None, 'ortho']
|
| 768 |
+
rstate = np.random.RandomState(1234)
|
| 769 |
+
shape = (32, 16)
|
| 770 |
+
data = rstate.randn(*shape)
|
| 771 |
+
|
| 772 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 773 |
+
(dstn, idstn)])
|
| 774 |
+
@pytest.mark.parametrize('axes', [None,
|
| 775 |
+
1, (1,), [1],
|
| 776 |
+
0, (0,), [0],
|
| 777 |
+
(0, 1), [0, 1],
|
| 778 |
+
(-2, -1), [-2, -1]])
|
| 779 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 780 |
+
@pytest.mark.parametrize('norm', ['ortho'])
|
| 781 |
+
def test_axes_round_trip(self, fforward, finverse, axes, dct_type, norm):
|
| 782 |
+
tmp = fforward(self.data, type=dct_type, axes=axes, norm=norm)
|
| 783 |
+
tmp = finverse(tmp, type=dct_type, axes=axes, norm=norm)
|
| 784 |
+
assert_array_almost_equal(self.data, tmp, decimal=12)
|
| 785 |
+
|
| 786 |
+
@pytest.mark.parametrize('fforward,fforward_ref', [(dctn, dct_2d_ref),
|
| 787 |
+
(dstn, dst_2d_ref)])
|
| 788 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 789 |
+
@pytest.mark.parametrize('norm', norms)
|
| 790 |
+
def test_dctn_vs_2d_reference(self, fforward, fforward_ref,
|
| 791 |
+
dct_type, norm):
|
| 792 |
+
y1 = fforward(self.data, type=dct_type, axes=None, norm=norm)
|
| 793 |
+
y2 = fforward_ref(self.data, type=dct_type, norm=norm)
|
| 794 |
+
assert_array_almost_equal(y1, y2, decimal=11)
|
| 795 |
+
|
| 796 |
+
@pytest.mark.parametrize('finverse,finverse_ref', [(idctn, idct_2d_ref),
|
| 797 |
+
(idstn, idst_2d_ref)])
|
| 798 |
+
@pytest.mark.parametrize('dct_type', dct_type)
|
| 799 |
+
@pytest.mark.parametrize('norm', [None, 'ortho'])
|
| 800 |
+
def test_idctn_vs_2d_reference(self, finverse, finverse_ref,
|
| 801 |
+
dct_type, norm):
|
| 802 |
+
fdata = dctn(self.data, type=dct_type, norm=norm)
|
| 803 |
+
y1 = finverse(fdata, type=dct_type, norm=norm)
|
| 804 |
+
y2 = finverse_ref(fdata, type=dct_type, norm=norm)
|
| 805 |
+
assert_array_almost_equal(y1, y2, decimal=11)
|
| 806 |
+
|
| 807 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 808 |
+
(dstn, idstn)])
|
| 809 |
+
def test_axes_and_shape(self, fforward, finverse):
|
| 810 |
+
with assert_raises(ValueError,
|
| 811 |
+
match="when given, axes and shape arguments"
|
| 812 |
+
" have to be of the same length"):
|
| 813 |
+
fforward(self.data, shape=self.data.shape[0], axes=(0, 1))
|
| 814 |
+
|
| 815 |
+
with assert_raises(ValueError,
|
| 816 |
+
match="when given, axes and shape arguments"
|
| 817 |
+
" have to be of the same length"):
|
| 818 |
+
fforward(self.data, shape=self.data.shape[0], axes=None)
|
| 819 |
+
|
| 820 |
+
with assert_raises(ValueError,
|
| 821 |
+
match="when given, axes and shape arguments"
|
| 822 |
+
" have to be of the same length"):
|
| 823 |
+
fforward(self.data, shape=self.data.shape, axes=0)
|
| 824 |
+
|
| 825 |
+
@pytest.mark.parametrize('fforward', [dctn, dstn])
|
| 826 |
+
def test_shape(self, fforward):
|
| 827 |
+
tmp = fforward(self.data, shape=(128, 128), axes=None)
|
| 828 |
+
assert_equal(tmp.shape, (128, 128))
|
| 829 |
+
|
| 830 |
+
@pytest.mark.parametrize('fforward,finverse', [(dctn, idctn),
|
| 831 |
+
(dstn, idstn)])
|
| 832 |
+
@pytest.mark.parametrize('axes', [1, (1,), [1],
|
| 833 |
+
0, (0,), [0]])
|
| 834 |
+
def test_shape_is_none_with_axes(self, fforward, finverse, axes):
|
| 835 |
+
tmp = fforward(self.data, shape=None, axes=axes, norm='ortho')
|
| 836 |
+
tmp = finverse(tmp, shape=None, axes=axes, norm='ortho')
|
| 837 |
+
assert_array_almost_equal(self.data, tmp, decimal=self.dec)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/__init__.py
ADDED
|
@@ -0,0 +1,122 @@
|
|
|
|
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|
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|
|
|
|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_bvp.py
ADDED
|
@@ -0,0 +1,1154 @@
|
|
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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)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_cubature.py
ADDED
|
@@ -0,0 +1,728 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| 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
|
miniconda3/envs/active_proaction/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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/base.py
ADDED
|
@@ -0,0 +1,290 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/bdf.py
ADDED
|
@@ -0,0 +1,478 @@
|
|
|
|
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|
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|
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|
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|
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|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/common.py
ADDED
|
@@ -0,0 +1,451 @@
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|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/dop853_coefficients.py
ADDED
|
@@ -0,0 +1,193 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/ivp.py
ADDED
|
@@ -0,0 +1,755 @@
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|
| 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 |
+
donot_append = (len(ts) > 1 and
|
| 698 |
+
ts[-1] == t and
|
| 699 |
+
dense_output)
|
| 700 |
+
if not donot_append:
|
| 701 |
+
ts.append(t)
|
| 702 |
+
ys.append(y)
|
| 703 |
+
else:
|
| 704 |
+
if len(interpolants) > 0:
|
| 705 |
+
interpolants.pop()
|
| 706 |
+
else:
|
| 707 |
+
# The value in t_eval equal to t will be included.
|
| 708 |
+
if solver.direction > 0:
|
| 709 |
+
t_eval_i_new = np.searchsorted(t_eval, t, side='right')
|
| 710 |
+
t_eval_step = t_eval[t_eval_i:t_eval_i_new]
|
| 711 |
+
else:
|
| 712 |
+
t_eval_i_new = np.searchsorted(t_eval, t, side='left')
|
| 713 |
+
# It has to be done with two slice operations, because
|
| 714 |
+
# you can't slice to 0th element inclusive using backward
|
| 715 |
+
# slicing.
|
| 716 |
+
t_eval_step = t_eval[t_eval_i_new:t_eval_i][::-1]
|
| 717 |
+
|
| 718 |
+
if t_eval_step.size > 0:
|
| 719 |
+
if sol is None:
|
| 720 |
+
sol = solver.dense_output()
|
| 721 |
+
ts.append(t_eval_step)
|
| 722 |
+
ys.append(sol(t_eval_step))
|
| 723 |
+
t_eval_i = t_eval_i_new
|
| 724 |
+
|
| 725 |
+
if t_eval is not None and dense_output:
|
| 726 |
+
ti.append(t)
|
| 727 |
+
|
| 728 |
+
message = MESSAGES.get(status, message)
|
| 729 |
+
|
| 730 |
+
if t_events is not None:
|
| 731 |
+
t_events = [np.asarray(te) for te in t_events]
|
| 732 |
+
y_events = [np.asarray(ye) for ye in y_events]
|
| 733 |
+
|
| 734 |
+
if t_eval is None:
|
| 735 |
+
ts = np.array(ts)
|
| 736 |
+
ys = np.vstack(ys).T
|
| 737 |
+
elif ts:
|
| 738 |
+
ts = np.hstack(ts)
|
| 739 |
+
ys = np.hstack(ys)
|
| 740 |
+
|
| 741 |
+
if dense_output:
|
| 742 |
+
if t_eval is None:
|
| 743 |
+
sol = OdeSolution(
|
| 744 |
+
ts, interpolants, alt_segment=True if method in [BDF, LSODA] else False
|
| 745 |
+
)
|
| 746 |
+
else:
|
| 747 |
+
sol = OdeSolution(
|
| 748 |
+
ti, interpolants, alt_segment=True if method in [BDF, LSODA] else False
|
| 749 |
+
)
|
| 750 |
+
else:
|
| 751 |
+
sol = None
|
| 752 |
+
|
| 753 |
+
return OdeResult(t=ts, y=ys, sol=sol, t_events=t_events, y_events=y_events,
|
| 754 |
+
nfev=solver.nfev, njev=solver.njev, nlu=solver.nlu,
|
| 755 |
+
status=status, message=message, success=status >= 0)
|
miniconda3/envs/active_proaction/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)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/radau.py
ADDED
|
@@ -0,0 +1,572 @@
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|
|
|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/rk.py
ADDED
|
@@ -0,0 +1,601 @@
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|
| 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
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/__init__.py
ADDED
|
File without changes
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_ivp.py
ADDED
|
@@ -0,0 +1,1287 @@
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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 |
+
def test_duplicate_timestamps():
|
| 155 |
+
def upward_cannon(t, y):
|
| 156 |
+
return [y[1], -9.80665]
|
| 157 |
+
|
| 158 |
+
def hit_ground(t, y):
|
| 159 |
+
return y[0]
|
| 160 |
+
|
| 161 |
+
hit_ground.terminal = True
|
| 162 |
+
hit_ground.direction = -1
|
| 163 |
+
|
| 164 |
+
sol = solve_ivp(upward_cannon, [0, np.inf], [0, 0.01],
|
| 165 |
+
max_step=0.05 * 0.001 / 9.80665,
|
| 166 |
+
events=hit_ground, dense_output=True)
|
| 167 |
+
assert_allclose(sol.sol(0.01), np.asarray([-0.00039033, -0.08806632]),
|
| 168 |
+
rtol=1e-5, atol=1e-8)
|
| 169 |
+
assert_allclose(sol.t_events, np.asarray([[0.00203943]]), rtol=1e-5, atol=1e-8)
|
| 170 |
+
assert_allclose(sol.y_events, [np.asarray([[ 0.0, -0.01 ]])], atol=1e-9)
|
| 171 |
+
assert sol.success
|
| 172 |
+
assert_equal(sol.status, 1)
|
| 173 |
+
|
| 174 |
+
@pytest.mark.thread_unsafe
|
| 175 |
+
def test_integration():
|
| 176 |
+
rtol = 1e-3
|
| 177 |
+
atol = 1e-6
|
| 178 |
+
y0 = [1/3, 2/9]
|
| 179 |
+
|
| 180 |
+
for vectorized, method, t_span, jac in product(
|
| 181 |
+
[False, True],
|
| 182 |
+
['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'],
|
| 183 |
+
[[5, 9], [5, 1]],
|
| 184 |
+
[None, jac_rational, jac_rational_sparse]):
|
| 185 |
+
|
| 186 |
+
if vectorized:
|
| 187 |
+
fun = fun_rational_vectorized
|
| 188 |
+
else:
|
| 189 |
+
fun = fun_rational
|
| 190 |
+
|
| 191 |
+
with suppress_warnings() as sup:
|
| 192 |
+
sup.filter(UserWarning,
|
| 193 |
+
"The following arguments have no effect for a chosen "
|
| 194 |
+
"solver: `jac`")
|
| 195 |
+
res = solve_ivp(fun, t_span, y0, rtol=rtol,
|
| 196 |
+
atol=atol, method=method, dense_output=True,
|
| 197 |
+
jac=jac, vectorized=vectorized)
|
| 198 |
+
assert_equal(res.t[0], t_span[0])
|
| 199 |
+
assert_(res.t_events is None)
|
| 200 |
+
assert_(res.y_events is None)
|
| 201 |
+
assert_(res.success)
|
| 202 |
+
assert_equal(res.status, 0)
|
| 203 |
+
|
| 204 |
+
if method == 'DOP853':
|
| 205 |
+
# DOP853 spends more functions evaluation because it doesn't
|
| 206 |
+
# have enough time to develop big enough step size.
|
| 207 |
+
assert_(res.nfev < 50)
|
| 208 |
+
else:
|
| 209 |
+
assert_(res.nfev < 40)
|
| 210 |
+
|
| 211 |
+
if method in ['RK23', 'RK45', 'DOP853', 'LSODA']:
|
| 212 |
+
assert_equal(res.njev, 0)
|
| 213 |
+
assert_equal(res.nlu, 0)
|
| 214 |
+
else:
|
| 215 |
+
assert_(0 < res.njev < 3)
|
| 216 |
+
assert_(0 < res.nlu < 10)
|
| 217 |
+
|
| 218 |
+
y_true = sol_rational(res.t)
|
| 219 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 220 |
+
assert_(np.all(e < 5))
|
| 221 |
+
|
| 222 |
+
tc = np.linspace(*t_span)
|
| 223 |
+
yc_true = sol_rational(tc)
|
| 224 |
+
yc = res.sol(tc)
|
| 225 |
+
|
| 226 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 227 |
+
assert_(np.all(e < 5))
|
| 228 |
+
|
| 229 |
+
tc = (t_span[0] + t_span[-1]) / 2
|
| 230 |
+
yc_true = sol_rational(tc)
|
| 231 |
+
yc = res.sol(tc)
|
| 232 |
+
|
| 233 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 234 |
+
assert_(np.all(e < 5))
|
| 235 |
+
|
| 236 |
+
assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
|
| 237 |
+
|
| 238 |
+
|
| 239 |
+
@pytest.mark.thread_unsafe
|
| 240 |
+
def test_integration_complex():
|
| 241 |
+
rtol = 1e-3
|
| 242 |
+
atol = 1e-6
|
| 243 |
+
y0 = [0.5 + 1j]
|
| 244 |
+
t_span = [0, 1]
|
| 245 |
+
tc = np.linspace(t_span[0], t_span[1])
|
| 246 |
+
for method, jac in product(['RK23', 'RK45', 'DOP853', 'BDF'],
|
| 247 |
+
[None, jac_complex, jac_complex_sparse]):
|
| 248 |
+
with suppress_warnings() as sup:
|
| 249 |
+
sup.filter(UserWarning,
|
| 250 |
+
"The following arguments have no effect for a chosen "
|
| 251 |
+
"solver: `jac`")
|
| 252 |
+
res = solve_ivp(fun_complex, t_span, y0, method=method,
|
| 253 |
+
dense_output=True, rtol=rtol, atol=atol, jac=jac)
|
| 254 |
+
|
| 255 |
+
assert_equal(res.t[0], t_span[0])
|
| 256 |
+
assert_(res.t_events is None)
|
| 257 |
+
assert_(res.y_events is None)
|
| 258 |
+
assert_(res.success)
|
| 259 |
+
assert_equal(res.status, 0)
|
| 260 |
+
|
| 261 |
+
if method == 'DOP853':
|
| 262 |
+
assert res.nfev < 35
|
| 263 |
+
else:
|
| 264 |
+
assert res.nfev < 25
|
| 265 |
+
|
| 266 |
+
if method == 'BDF':
|
| 267 |
+
assert_equal(res.njev, 1)
|
| 268 |
+
assert res.nlu < 6
|
| 269 |
+
else:
|
| 270 |
+
assert res.njev == 0
|
| 271 |
+
assert res.nlu == 0
|
| 272 |
+
|
| 273 |
+
y_true = sol_complex(res.t)
|
| 274 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 275 |
+
assert np.all(e < 5)
|
| 276 |
+
|
| 277 |
+
yc_true = sol_complex(tc)
|
| 278 |
+
yc = res.sol(tc)
|
| 279 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 280 |
+
|
| 281 |
+
assert np.all(e < 5)
|
| 282 |
+
|
| 283 |
+
|
| 284 |
+
@pytest.mark.fail_slow(5)
|
| 285 |
+
def test_integration_sparse_difference():
|
| 286 |
+
n = 200
|
| 287 |
+
t_span = [0, 20]
|
| 288 |
+
y0 = np.zeros(2 * n)
|
| 289 |
+
y0[1::2] = 1
|
| 290 |
+
sparsity = medazko_sparsity(n)
|
| 291 |
+
|
| 292 |
+
for method in ['BDF', 'Radau']:
|
| 293 |
+
res = solve_ivp(fun_medazko, t_span, y0, method=method,
|
| 294 |
+
jac_sparsity=sparsity)
|
| 295 |
+
|
| 296 |
+
assert_equal(res.t[0], t_span[0])
|
| 297 |
+
assert_(res.t_events is None)
|
| 298 |
+
assert_(res.y_events is None)
|
| 299 |
+
assert_(res.success)
|
| 300 |
+
assert_equal(res.status, 0)
|
| 301 |
+
|
| 302 |
+
assert_allclose(res.y[78, -1], 0.233994e-3, rtol=1e-2)
|
| 303 |
+
assert_allclose(res.y[79, -1], 0, atol=1e-3)
|
| 304 |
+
assert_allclose(res.y[148, -1], 0.359561e-3, rtol=1e-2)
|
| 305 |
+
assert_allclose(res.y[149, -1], 0, atol=1e-3)
|
| 306 |
+
assert_allclose(res.y[198, -1], 0.117374129e-3, rtol=1e-2)
|
| 307 |
+
assert_allclose(res.y[199, -1], 0.6190807e-5, atol=1e-3)
|
| 308 |
+
assert_allclose(res.y[238, -1], 0, atol=1e-3)
|
| 309 |
+
assert_allclose(res.y[239, -1], 0.9999997, rtol=1e-2)
|
| 310 |
+
|
| 311 |
+
|
| 312 |
+
def test_integration_const_jac():
|
| 313 |
+
rtol = 1e-3
|
| 314 |
+
atol = 1e-6
|
| 315 |
+
y0 = [0, 2]
|
| 316 |
+
t_span = [0, 2]
|
| 317 |
+
J = jac_linear()
|
| 318 |
+
J_sparse = csc_matrix(J)
|
| 319 |
+
|
| 320 |
+
for method, jac in product(['Radau', 'BDF'], [J, J_sparse]):
|
| 321 |
+
res = solve_ivp(fun_linear, t_span, y0, rtol=rtol, atol=atol,
|
| 322 |
+
method=method, dense_output=True, jac=jac)
|
| 323 |
+
assert_equal(res.t[0], t_span[0])
|
| 324 |
+
assert_(res.t_events is None)
|
| 325 |
+
assert_(res.y_events is None)
|
| 326 |
+
assert_(res.success)
|
| 327 |
+
assert_equal(res.status, 0)
|
| 328 |
+
|
| 329 |
+
assert_(res.nfev < 100)
|
| 330 |
+
assert_equal(res.njev, 0)
|
| 331 |
+
assert_(0 < res.nlu < 15)
|
| 332 |
+
|
| 333 |
+
y_true = sol_linear(res.t)
|
| 334 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 335 |
+
assert_(np.all(e < 10))
|
| 336 |
+
|
| 337 |
+
tc = np.linspace(*t_span)
|
| 338 |
+
yc_true = sol_linear(tc)
|
| 339 |
+
yc = res.sol(tc)
|
| 340 |
+
|
| 341 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 342 |
+
assert_(np.all(e < 15))
|
| 343 |
+
|
| 344 |
+
assert_allclose(res.sol(res.t), res.y, rtol=1e-14, atol=1e-14)
|
| 345 |
+
|
| 346 |
+
|
| 347 |
+
@pytest.mark.slow
|
| 348 |
+
@pytest.mark.parametrize('method', ['Radau', 'BDF', 'LSODA'])
|
| 349 |
+
def test_integration_stiff(method, num_parallel_threads):
|
| 350 |
+
rtol = 1e-6
|
| 351 |
+
atol = 1e-6
|
| 352 |
+
y0 = [1e4, 0, 0]
|
| 353 |
+
tspan = [0, 1e8]
|
| 354 |
+
|
| 355 |
+
if method == 'LSODA' and num_parallel_threads > 1:
|
| 356 |
+
pytest.skip(reason='LSODA does not allow for concurrent calls')
|
| 357 |
+
|
| 358 |
+
def fun_robertson(t, state):
|
| 359 |
+
x, y, z = state
|
| 360 |
+
return [
|
| 361 |
+
-0.04 * x + 1e4 * y * z,
|
| 362 |
+
0.04 * x - 1e4 * y * z - 3e7 * y * y,
|
| 363 |
+
3e7 * y * y,
|
| 364 |
+
]
|
| 365 |
+
|
| 366 |
+
res = solve_ivp(fun_robertson, tspan, y0, rtol=rtol,
|
| 367 |
+
atol=atol, method=method)
|
| 368 |
+
|
| 369 |
+
# If the stiff mode is not activated correctly, these numbers will be much bigger
|
| 370 |
+
assert res.nfev < 5000
|
| 371 |
+
assert res.njev < 200
|
| 372 |
+
|
| 373 |
+
|
| 374 |
+
def test_events(num_parallel_threads):
|
| 375 |
+
def event_rational_1(t, y):
|
| 376 |
+
return y[0] - y[1] ** 0.7
|
| 377 |
+
|
| 378 |
+
def event_rational_2(t, y):
|
| 379 |
+
return y[1] ** 0.6 - y[0]
|
| 380 |
+
|
| 381 |
+
def event_rational_3(t, y):
|
| 382 |
+
return t - 7.4
|
| 383 |
+
|
| 384 |
+
event_rational_3.terminal = True
|
| 385 |
+
|
| 386 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 387 |
+
if method == 'LSODA' and num_parallel_threads > 1:
|
| 388 |
+
continue
|
| 389 |
+
|
| 390 |
+
res = solve_ivp(fun_rational, [5, 8], [1/3, 2/9], method=method,
|
| 391 |
+
events=(event_rational_1, event_rational_2))
|
| 392 |
+
assert_equal(res.status, 0)
|
| 393 |
+
assert_equal(res.t_events[0].size, 1)
|
| 394 |
+
assert_equal(res.t_events[1].size, 1)
|
| 395 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 396 |
+
assert_(7.3 < res.t_events[1][0] < 7.7)
|
| 397 |
+
|
| 398 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 399 |
+
assert_equal(res.y_events[1].shape, (1, 2))
|
| 400 |
+
assert np.isclose(
|
| 401 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 402 |
+
assert np.isclose(
|
| 403 |
+
event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
|
| 404 |
+
|
| 405 |
+
event_rational_1.direction = 1
|
| 406 |
+
event_rational_2.direction = 1
|
| 407 |
+
res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
|
| 408 |
+
events=(event_rational_1, event_rational_2))
|
| 409 |
+
assert_equal(res.status, 0)
|
| 410 |
+
assert_equal(res.t_events[0].size, 1)
|
| 411 |
+
assert_equal(res.t_events[1].size, 0)
|
| 412 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 413 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 414 |
+
assert_equal(res.y_events[1].shape, (0,))
|
| 415 |
+
assert np.isclose(
|
| 416 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 417 |
+
|
| 418 |
+
event_rational_1.direction = -1
|
| 419 |
+
event_rational_2.direction = -1
|
| 420 |
+
res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
|
| 421 |
+
events=(event_rational_1, event_rational_2))
|
| 422 |
+
assert_equal(res.status, 0)
|
| 423 |
+
assert_equal(res.t_events[0].size, 0)
|
| 424 |
+
assert_equal(res.t_events[1].size, 1)
|
| 425 |
+
assert_(7.3 < res.t_events[1][0] < 7.7)
|
| 426 |
+
assert_equal(res.y_events[0].shape, (0,))
|
| 427 |
+
assert_equal(res.y_events[1].shape, (1, 2))
|
| 428 |
+
assert np.isclose(
|
| 429 |
+
event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
|
| 430 |
+
|
| 431 |
+
event_rational_1.direction = 0
|
| 432 |
+
event_rational_2.direction = 0
|
| 433 |
+
|
| 434 |
+
res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
|
| 435 |
+
events=(event_rational_1, event_rational_2,
|
| 436 |
+
event_rational_3), dense_output=True)
|
| 437 |
+
assert_equal(res.status, 1)
|
| 438 |
+
assert_equal(res.t_events[0].size, 1)
|
| 439 |
+
assert_equal(res.t_events[1].size, 0)
|
| 440 |
+
assert_equal(res.t_events[2].size, 1)
|
| 441 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 442 |
+
assert_(7.3 < res.t_events[2][0] < 7.5)
|
| 443 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 444 |
+
assert_equal(res.y_events[1].shape, (0,))
|
| 445 |
+
assert_equal(res.y_events[2].shape, (1, 2))
|
| 446 |
+
assert np.isclose(
|
| 447 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 448 |
+
assert np.isclose(
|
| 449 |
+
event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
|
| 450 |
+
|
| 451 |
+
res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
|
| 452 |
+
events=event_rational_1, dense_output=True)
|
| 453 |
+
assert_equal(res.status, 0)
|
| 454 |
+
assert_equal(res.t_events[0].size, 1)
|
| 455 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 456 |
+
|
| 457 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 458 |
+
assert np.isclose(
|
| 459 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 460 |
+
|
| 461 |
+
# Also test that termination by event doesn't break interpolants.
|
| 462 |
+
tc = np.linspace(res.t[0], res.t[-1])
|
| 463 |
+
yc_true = sol_rational(tc)
|
| 464 |
+
yc = res.sol(tc)
|
| 465 |
+
e = compute_error(yc, yc_true, 1e-3, 1e-6)
|
| 466 |
+
assert_(np.all(e < 5))
|
| 467 |
+
|
| 468 |
+
# Test that the y_event matches solution
|
| 469 |
+
assert np.allclose(sol_rational(res.t_events[0][0]), res.y_events[0][0],
|
| 470 |
+
rtol=1e-3, atol=1e-6)
|
| 471 |
+
|
| 472 |
+
# Test in backward direction.
|
| 473 |
+
event_rational_1.direction = 0
|
| 474 |
+
event_rational_2.direction = 0
|
| 475 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 476 |
+
if method == 'LSODA' and num_parallel_threads > 1:
|
| 477 |
+
continue
|
| 478 |
+
|
| 479 |
+
res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
|
| 480 |
+
events=(event_rational_1, event_rational_2))
|
| 481 |
+
assert_equal(res.status, 0)
|
| 482 |
+
assert_equal(res.t_events[0].size, 1)
|
| 483 |
+
assert_equal(res.t_events[1].size, 1)
|
| 484 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 485 |
+
assert_(7.3 < res.t_events[1][0] < 7.7)
|
| 486 |
+
|
| 487 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 488 |
+
assert_equal(res.y_events[1].shape, (1, 2))
|
| 489 |
+
assert np.isclose(
|
| 490 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 491 |
+
assert np.isclose(
|
| 492 |
+
event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
|
| 493 |
+
|
| 494 |
+
event_rational_1.direction = -1
|
| 495 |
+
event_rational_2.direction = -1
|
| 496 |
+
res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
|
| 497 |
+
events=(event_rational_1, event_rational_2))
|
| 498 |
+
assert_equal(res.status, 0)
|
| 499 |
+
assert_equal(res.t_events[0].size, 1)
|
| 500 |
+
assert_equal(res.t_events[1].size, 0)
|
| 501 |
+
assert_(5.3 < res.t_events[0][0] < 5.7)
|
| 502 |
+
|
| 503 |
+
assert_equal(res.y_events[0].shape, (1, 2))
|
| 504 |
+
assert_equal(res.y_events[1].shape, (0,))
|
| 505 |
+
assert np.isclose(
|
| 506 |
+
event_rational_1(res.t_events[0][0], res.y_events[0][0]), 0)
|
| 507 |
+
|
| 508 |
+
event_rational_1.direction = 1
|
| 509 |
+
event_rational_2.direction = 1
|
| 510 |
+
res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
|
| 511 |
+
events=(event_rational_1, event_rational_2))
|
| 512 |
+
assert_equal(res.status, 0)
|
| 513 |
+
assert_equal(res.t_events[0].size, 0)
|
| 514 |
+
assert_equal(res.t_events[1].size, 1)
|
| 515 |
+
assert_(7.3 < res.t_events[1][0] < 7.7)
|
| 516 |
+
|
| 517 |
+
assert_equal(res.y_events[0].shape, (0,))
|
| 518 |
+
assert_equal(res.y_events[1].shape, (1, 2))
|
| 519 |
+
assert np.isclose(
|
| 520 |
+
event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
|
| 521 |
+
|
| 522 |
+
event_rational_1.direction = 0
|
| 523 |
+
event_rational_2.direction = 0
|
| 524 |
+
|
| 525 |
+
res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
|
| 526 |
+
events=(event_rational_1, event_rational_2,
|
| 527 |
+
event_rational_3), dense_output=True)
|
| 528 |
+
assert_equal(res.status, 1)
|
| 529 |
+
assert_equal(res.t_events[0].size, 0)
|
| 530 |
+
assert_equal(res.t_events[1].size, 1)
|
| 531 |
+
assert_equal(res.t_events[2].size, 1)
|
| 532 |
+
assert_(7.3 < res.t_events[1][0] < 7.7)
|
| 533 |
+
assert_(7.3 < res.t_events[2][0] < 7.5)
|
| 534 |
+
|
| 535 |
+
assert_equal(res.y_events[0].shape, (0,))
|
| 536 |
+
assert_equal(res.y_events[1].shape, (1, 2))
|
| 537 |
+
assert_equal(res.y_events[2].shape, (1, 2))
|
| 538 |
+
assert np.isclose(
|
| 539 |
+
event_rational_2(res.t_events[1][0], res.y_events[1][0]), 0)
|
| 540 |
+
assert np.isclose(
|
| 541 |
+
event_rational_3(res.t_events[2][0], res.y_events[2][0]), 0)
|
| 542 |
+
|
| 543 |
+
# Also test that termination by event doesn't break interpolants.
|
| 544 |
+
tc = np.linspace(res.t[-1], res.t[0])
|
| 545 |
+
yc_true = sol_rational(tc)
|
| 546 |
+
yc = res.sol(tc)
|
| 547 |
+
e = compute_error(yc, yc_true, 1e-3, 1e-6)
|
| 548 |
+
assert_(np.all(e < 5))
|
| 549 |
+
|
| 550 |
+
assert np.allclose(sol_rational(res.t_events[1][0]), res.y_events[1][0],
|
| 551 |
+
rtol=1e-3, atol=1e-6)
|
| 552 |
+
assert np.allclose(sol_rational(res.t_events[2][0]), res.y_events[2][0],
|
| 553 |
+
rtol=1e-3, atol=1e-6)
|
| 554 |
+
|
| 555 |
+
|
| 556 |
+
def _get_harmonic_oscillator():
|
| 557 |
+
def f(t, y):
|
| 558 |
+
return [y[1], -y[0]]
|
| 559 |
+
|
| 560 |
+
def event(t, y):
|
| 561 |
+
return y[0]
|
| 562 |
+
|
| 563 |
+
return f, event
|
| 564 |
+
|
| 565 |
+
|
| 566 |
+
@pytest.mark.parametrize('n_events', [3, 4])
|
| 567 |
+
def test_event_terminal_integer(n_events):
|
| 568 |
+
f, event = _get_harmonic_oscillator()
|
| 569 |
+
event.terminal = n_events
|
| 570 |
+
res = solve_ivp(f, (0, 100), [1, 0], events=event)
|
| 571 |
+
assert len(res.t_events[0]) == n_events
|
| 572 |
+
assert len(res.y_events[0]) == n_events
|
| 573 |
+
assert_allclose(res.y_events[0][:, 0], 0, atol=1e-14)
|
| 574 |
+
|
| 575 |
+
|
| 576 |
+
def test_event_terminal_iv():
|
| 577 |
+
f, event = _get_harmonic_oscillator()
|
| 578 |
+
args = (f, (0, 100), [1, 0])
|
| 579 |
+
|
| 580 |
+
event.terminal = None
|
| 581 |
+
res = solve_ivp(*args, events=event)
|
| 582 |
+
event.terminal = 0
|
| 583 |
+
ref = solve_ivp(*args, events=event)
|
| 584 |
+
assert_allclose(res.t_events, ref.t_events)
|
| 585 |
+
|
| 586 |
+
message = "The `terminal` attribute..."
|
| 587 |
+
event.terminal = -1
|
| 588 |
+
with pytest.raises(ValueError, match=message):
|
| 589 |
+
solve_ivp(*args, events=event)
|
| 590 |
+
event.terminal = 3.5
|
| 591 |
+
with pytest.raises(ValueError, match=message):
|
| 592 |
+
solve_ivp(*args, events=event)
|
| 593 |
+
|
| 594 |
+
|
| 595 |
+
def test_max_step(num_parallel_threads):
|
| 596 |
+
rtol = 1e-3
|
| 597 |
+
atol = 1e-6
|
| 598 |
+
y0 = [1/3, 2/9]
|
| 599 |
+
for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
|
| 600 |
+
if method is LSODA and num_parallel_threads > 1:
|
| 601 |
+
continue
|
| 602 |
+
for t_span in ([5, 9], [5, 1]):
|
| 603 |
+
res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
|
| 604 |
+
max_step=0.5, atol=atol, method=method,
|
| 605 |
+
dense_output=True)
|
| 606 |
+
assert_equal(res.t[0], t_span[0])
|
| 607 |
+
assert_equal(res.t[-1], t_span[-1])
|
| 608 |
+
assert_(np.all(np.abs(np.diff(res.t)) <= 0.5 + 1e-15))
|
| 609 |
+
assert_(res.t_events is None)
|
| 610 |
+
assert_(res.success)
|
| 611 |
+
assert_equal(res.status, 0)
|
| 612 |
+
|
| 613 |
+
y_true = sol_rational(res.t)
|
| 614 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 615 |
+
assert_(np.all(e < 5))
|
| 616 |
+
|
| 617 |
+
tc = np.linspace(*t_span)
|
| 618 |
+
yc_true = sol_rational(tc)
|
| 619 |
+
yc = res.sol(tc)
|
| 620 |
+
|
| 621 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 622 |
+
assert_(np.all(e < 5))
|
| 623 |
+
|
| 624 |
+
assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
|
| 625 |
+
|
| 626 |
+
assert_raises(ValueError, method, fun_rational, t_span[0], y0,
|
| 627 |
+
t_span[1], max_step=-1)
|
| 628 |
+
|
| 629 |
+
if method is not LSODA:
|
| 630 |
+
solver = method(fun_rational, t_span[0], y0, t_span[1],
|
| 631 |
+
rtol=rtol, atol=atol, max_step=1e-20)
|
| 632 |
+
message = solver.step()
|
| 633 |
+
message = solver.step() # First step succeeds but second step fails.
|
| 634 |
+
assert_equal(solver.status, 'failed')
|
| 635 |
+
assert_("step size is less" in message)
|
| 636 |
+
assert_raises(RuntimeError, solver.step)
|
| 637 |
+
|
| 638 |
+
|
| 639 |
+
def test_first_step(num_parallel_threads):
|
| 640 |
+
rtol = 1e-3
|
| 641 |
+
atol = 1e-6
|
| 642 |
+
y0 = [1/3, 2/9]
|
| 643 |
+
first_step = 0.1
|
| 644 |
+
for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
|
| 645 |
+
if method is LSODA and num_parallel_threads > 1:
|
| 646 |
+
continue
|
| 647 |
+
for t_span in ([5, 9], [5, 1]):
|
| 648 |
+
res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
|
| 649 |
+
max_step=0.5, atol=atol, method=method,
|
| 650 |
+
dense_output=True, first_step=first_step)
|
| 651 |
+
|
| 652 |
+
assert_equal(res.t[0], t_span[0])
|
| 653 |
+
assert_equal(res.t[-1], t_span[-1])
|
| 654 |
+
assert_allclose(first_step, np.abs(res.t[1] - 5))
|
| 655 |
+
assert_(res.t_events is None)
|
| 656 |
+
assert_(res.success)
|
| 657 |
+
assert_equal(res.status, 0)
|
| 658 |
+
|
| 659 |
+
y_true = sol_rational(res.t)
|
| 660 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 661 |
+
assert_(np.all(e < 5))
|
| 662 |
+
|
| 663 |
+
tc = np.linspace(*t_span)
|
| 664 |
+
yc_true = sol_rational(tc)
|
| 665 |
+
yc = res.sol(tc)
|
| 666 |
+
|
| 667 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 668 |
+
assert_(np.all(e < 5))
|
| 669 |
+
|
| 670 |
+
assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
|
| 671 |
+
|
| 672 |
+
assert_raises(ValueError, method, fun_rational, t_span[0], y0,
|
| 673 |
+
t_span[1], first_step=-1)
|
| 674 |
+
assert_raises(ValueError, method, fun_rational, t_span[0], y0,
|
| 675 |
+
t_span[1], first_step=5)
|
| 676 |
+
|
| 677 |
+
|
| 678 |
+
def test_t_eval():
|
| 679 |
+
rtol = 1e-3
|
| 680 |
+
atol = 1e-6
|
| 681 |
+
y0 = [1/3, 2/9]
|
| 682 |
+
for t_span in ([5, 9], [5, 1]):
|
| 683 |
+
t_eval = np.linspace(t_span[0], t_span[1], 10)
|
| 684 |
+
res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
|
| 685 |
+
t_eval=t_eval)
|
| 686 |
+
assert_equal(res.t, t_eval)
|
| 687 |
+
assert_(res.t_events is None)
|
| 688 |
+
assert_(res.success)
|
| 689 |
+
assert_equal(res.status, 0)
|
| 690 |
+
|
| 691 |
+
y_true = sol_rational(res.t)
|
| 692 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 693 |
+
assert_(np.all(e < 5))
|
| 694 |
+
|
| 695 |
+
t_eval = [5, 5.01, 7, 8, 8.01, 9]
|
| 696 |
+
res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
|
| 697 |
+
t_eval=t_eval)
|
| 698 |
+
assert_equal(res.t, t_eval)
|
| 699 |
+
assert_(res.t_events is None)
|
| 700 |
+
assert_(res.success)
|
| 701 |
+
assert_equal(res.status, 0)
|
| 702 |
+
|
| 703 |
+
y_true = sol_rational(res.t)
|
| 704 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 705 |
+
assert_(np.all(e < 5))
|
| 706 |
+
|
| 707 |
+
t_eval = [5, 4.99, 3, 1.5, 1.1, 1.01, 1]
|
| 708 |
+
res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
|
| 709 |
+
t_eval=t_eval)
|
| 710 |
+
assert_equal(res.t, t_eval)
|
| 711 |
+
assert_(res.t_events is None)
|
| 712 |
+
assert_(res.success)
|
| 713 |
+
assert_equal(res.status, 0)
|
| 714 |
+
|
| 715 |
+
t_eval = [5.01, 7, 8, 8.01]
|
| 716 |
+
res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
|
| 717 |
+
t_eval=t_eval)
|
| 718 |
+
assert_equal(res.t, t_eval)
|
| 719 |
+
assert_(res.t_events is None)
|
| 720 |
+
assert_(res.success)
|
| 721 |
+
assert_equal(res.status, 0)
|
| 722 |
+
|
| 723 |
+
y_true = sol_rational(res.t)
|
| 724 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 725 |
+
assert_(np.all(e < 5))
|
| 726 |
+
|
| 727 |
+
t_eval = [4.99, 3, 1.5, 1.1, 1.01]
|
| 728 |
+
res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
|
| 729 |
+
t_eval=t_eval)
|
| 730 |
+
assert_equal(res.t, t_eval)
|
| 731 |
+
assert_(res.t_events is None)
|
| 732 |
+
assert_(res.success)
|
| 733 |
+
assert_equal(res.status, 0)
|
| 734 |
+
|
| 735 |
+
t_eval = [4, 6]
|
| 736 |
+
assert_raises(ValueError, solve_ivp, fun_rational, [5, 9], y0,
|
| 737 |
+
rtol=rtol, atol=atol, t_eval=t_eval)
|
| 738 |
+
|
| 739 |
+
|
| 740 |
+
def test_t_eval_dense_output():
|
| 741 |
+
rtol = 1e-3
|
| 742 |
+
atol = 1e-6
|
| 743 |
+
y0 = [1/3, 2/9]
|
| 744 |
+
t_span = [5, 9]
|
| 745 |
+
t_eval = np.linspace(t_span[0], t_span[1], 10)
|
| 746 |
+
res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
|
| 747 |
+
t_eval=t_eval)
|
| 748 |
+
res_d = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
|
| 749 |
+
t_eval=t_eval, dense_output=True)
|
| 750 |
+
assert_equal(res.t, t_eval)
|
| 751 |
+
assert_(res.t_events is None)
|
| 752 |
+
assert_(res.success)
|
| 753 |
+
assert_equal(res.status, 0)
|
| 754 |
+
|
| 755 |
+
assert_equal(res.t, res_d.t)
|
| 756 |
+
assert_equal(res.y, res_d.y)
|
| 757 |
+
assert_(res_d.t_events is None)
|
| 758 |
+
assert_(res_d.success)
|
| 759 |
+
assert_equal(res_d.status, 0)
|
| 760 |
+
|
| 761 |
+
# if t and y are equal only test values for one case
|
| 762 |
+
y_true = sol_rational(res.t)
|
| 763 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 764 |
+
assert_(np.all(e < 5))
|
| 765 |
+
|
| 766 |
+
|
| 767 |
+
@pytest.mark.thread_unsafe
|
| 768 |
+
def test_t_eval_early_event():
|
| 769 |
+
def early_event(t, y):
|
| 770 |
+
return t - 7
|
| 771 |
+
|
| 772 |
+
early_event.terminal = True
|
| 773 |
+
|
| 774 |
+
rtol = 1e-3
|
| 775 |
+
atol = 1e-6
|
| 776 |
+
y0 = [1/3, 2/9]
|
| 777 |
+
t_span = [5, 9]
|
| 778 |
+
t_eval = np.linspace(7.5, 9, 16)
|
| 779 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 780 |
+
with suppress_warnings() as sup:
|
| 781 |
+
sup.filter(UserWarning,
|
| 782 |
+
"The following arguments have no effect for a chosen "
|
| 783 |
+
"solver: `jac`")
|
| 784 |
+
res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
|
| 785 |
+
method=method, t_eval=t_eval, events=early_event,
|
| 786 |
+
jac=jac_rational)
|
| 787 |
+
assert res.success
|
| 788 |
+
assert res.message == 'A termination event occurred.'
|
| 789 |
+
assert res.status == 1
|
| 790 |
+
assert not res.t and not res.y
|
| 791 |
+
assert len(res.t_events) == 1
|
| 792 |
+
assert res.t_events[0].size == 1
|
| 793 |
+
assert res.t_events[0][0] == 7
|
| 794 |
+
|
| 795 |
+
|
| 796 |
+
def test_event_dense_output_LSODA(num_parallel_threads):
|
| 797 |
+
if num_parallel_threads > 1:
|
| 798 |
+
pytest.skip('LSODA does not allow for concurrent execution')
|
| 799 |
+
|
| 800 |
+
def event_lsoda(t, y):
|
| 801 |
+
return y[0] - 2.02e-5
|
| 802 |
+
|
| 803 |
+
rtol = 1e-3
|
| 804 |
+
atol = 1e-6
|
| 805 |
+
y0 = [0.05]
|
| 806 |
+
t_span = [-2, 2]
|
| 807 |
+
first_step = 1e-3
|
| 808 |
+
res = solve_ivp(
|
| 809 |
+
fun_event_dense_output_LSODA,
|
| 810 |
+
t_span,
|
| 811 |
+
y0,
|
| 812 |
+
method="LSODA",
|
| 813 |
+
dense_output=True,
|
| 814 |
+
events=event_lsoda,
|
| 815 |
+
first_step=first_step,
|
| 816 |
+
max_step=1,
|
| 817 |
+
rtol=rtol,
|
| 818 |
+
atol=atol,
|
| 819 |
+
jac=jac_event_dense_output_LSODA,
|
| 820 |
+
)
|
| 821 |
+
|
| 822 |
+
assert_equal(res.t[0], t_span[0])
|
| 823 |
+
assert_equal(res.t[-1], t_span[-1])
|
| 824 |
+
assert_allclose(first_step, np.abs(res.t[1] - t_span[0]))
|
| 825 |
+
assert res.success
|
| 826 |
+
assert_equal(res.status, 0)
|
| 827 |
+
|
| 828 |
+
y_true = sol_event_dense_output_LSODA(res.t)
|
| 829 |
+
e = compute_error(res.y, y_true, rtol, atol)
|
| 830 |
+
assert_array_less(e, 5)
|
| 831 |
+
|
| 832 |
+
tc = np.linspace(*t_span)
|
| 833 |
+
yc_true = sol_event_dense_output_LSODA(tc)
|
| 834 |
+
yc = res.sol(tc)
|
| 835 |
+
e = compute_error(yc, yc_true, rtol, atol)
|
| 836 |
+
assert_array_less(e, 5)
|
| 837 |
+
|
| 838 |
+
assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
|
| 839 |
+
|
| 840 |
+
|
| 841 |
+
def test_no_integration():
|
| 842 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 843 |
+
sol = solve_ivp(lambda t, y: -y, [4, 4], [2, 3],
|
| 844 |
+
method=method, dense_output=True)
|
| 845 |
+
assert_equal(sol.sol(4), [2, 3])
|
| 846 |
+
assert_equal(sol.sol([4, 5, 6]), [[2, 2, 2], [3, 3, 3]])
|
| 847 |
+
|
| 848 |
+
|
| 849 |
+
def test_no_integration_class():
|
| 850 |
+
for method in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
|
| 851 |
+
solver = method(lambda t, y: -y, 0.0, [10.0, 0.0], 0.0)
|
| 852 |
+
solver.step()
|
| 853 |
+
assert_equal(solver.status, 'finished')
|
| 854 |
+
sol = solver.dense_output()
|
| 855 |
+
assert_equal(sol(0.0), [10.0, 0.0])
|
| 856 |
+
assert_equal(sol([0, 1, 2]), [[10, 10, 10], [0, 0, 0]])
|
| 857 |
+
|
| 858 |
+
solver = method(lambda t, y: -y, 0.0, [], np.inf)
|
| 859 |
+
solver.step()
|
| 860 |
+
assert_equal(solver.status, 'finished')
|
| 861 |
+
sol = solver.dense_output()
|
| 862 |
+
assert_equal(sol(100.0), [])
|
| 863 |
+
assert_equal(sol([0, 1, 2]), np.empty((0, 3)))
|
| 864 |
+
|
| 865 |
+
|
| 866 |
+
def test_empty():
|
| 867 |
+
def fun(t, y):
|
| 868 |
+
return np.zeros((0,))
|
| 869 |
+
|
| 870 |
+
y0 = np.zeros((0,))
|
| 871 |
+
|
| 872 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 873 |
+
sol = assert_no_warnings(solve_ivp, fun, [0, 10], y0,
|
| 874 |
+
method=method, dense_output=True)
|
| 875 |
+
assert_equal(sol.sol(10), np.zeros((0,)))
|
| 876 |
+
assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
|
| 877 |
+
|
| 878 |
+
for method in ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA']:
|
| 879 |
+
sol = assert_no_warnings(solve_ivp, fun, [0, np.inf], y0,
|
| 880 |
+
method=method, dense_output=True)
|
| 881 |
+
assert_equal(sol.sol(10), np.zeros((0,)))
|
| 882 |
+
assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
|
| 883 |
+
|
| 884 |
+
|
| 885 |
+
def test_ConstantDenseOutput():
|
| 886 |
+
sol = ConstantDenseOutput(0, 1, np.array([1, 2]))
|
| 887 |
+
assert_allclose(sol(1.5), [1, 2])
|
| 888 |
+
assert_allclose(sol([1, 1.5, 2]), [[1, 1, 1], [2, 2, 2]])
|
| 889 |
+
|
| 890 |
+
sol = ConstantDenseOutput(0, 1, np.array([]))
|
| 891 |
+
assert_allclose(sol(1.5), np.empty(0))
|
| 892 |
+
assert_allclose(sol([1, 1.5, 2]), np.empty((0, 3)))
|
| 893 |
+
|
| 894 |
+
|
| 895 |
+
def test_classes():
|
| 896 |
+
y0 = [1 / 3, 2 / 9]
|
| 897 |
+
for cls in [RK23, RK45, DOP853, Radau, BDF, LSODA]:
|
| 898 |
+
solver = cls(fun_rational, 5, y0, np.inf)
|
| 899 |
+
assert_equal(solver.n, 2)
|
| 900 |
+
assert_equal(solver.status, 'running')
|
| 901 |
+
assert_equal(solver.t_bound, np.inf)
|
| 902 |
+
assert_equal(solver.direction, 1)
|
| 903 |
+
assert_equal(solver.t, 5)
|
| 904 |
+
assert_equal(solver.y, y0)
|
| 905 |
+
assert_(solver.step_size is None)
|
| 906 |
+
if cls is not LSODA:
|
| 907 |
+
assert_(solver.nfev > 0)
|
| 908 |
+
assert_(solver.njev >= 0)
|
| 909 |
+
assert_equal(solver.nlu, 0)
|
| 910 |
+
else:
|
| 911 |
+
assert_equal(solver.nfev, 0)
|
| 912 |
+
assert_equal(solver.njev, 0)
|
| 913 |
+
assert_equal(solver.nlu, 0)
|
| 914 |
+
|
| 915 |
+
assert_raises(RuntimeError, solver.dense_output)
|
| 916 |
+
|
| 917 |
+
message = solver.step()
|
| 918 |
+
assert_equal(solver.status, 'running')
|
| 919 |
+
assert_equal(message, None)
|
| 920 |
+
assert_equal(solver.n, 2)
|
| 921 |
+
assert_equal(solver.t_bound, np.inf)
|
| 922 |
+
assert_equal(solver.direction, 1)
|
| 923 |
+
assert_(solver.t > 5)
|
| 924 |
+
assert_(not np.all(np.equal(solver.y, y0)))
|
| 925 |
+
assert_(solver.step_size > 0)
|
| 926 |
+
assert_(solver.nfev > 0)
|
| 927 |
+
assert_(solver.njev >= 0)
|
| 928 |
+
assert_(solver.nlu >= 0)
|
| 929 |
+
sol = solver.dense_output()
|
| 930 |
+
assert_allclose(sol(5), y0, rtol=1e-15, atol=0)
|
| 931 |
+
|
| 932 |
+
|
| 933 |
+
def test_OdeSolution():
|
| 934 |
+
ts = np.array([0, 2, 5], dtype=float)
|
| 935 |
+
s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
|
| 936 |
+
s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
|
| 937 |
+
|
| 938 |
+
sol = OdeSolution(ts, [s1, s2])
|
| 939 |
+
|
| 940 |
+
assert_equal(sol(-1), [-1])
|
| 941 |
+
assert_equal(sol(1), [-1])
|
| 942 |
+
assert_equal(sol(2), [-1])
|
| 943 |
+
assert_equal(sol(3), [1])
|
| 944 |
+
assert_equal(sol(5), [1])
|
| 945 |
+
assert_equal(sol(6), [1])
|
| 946 |
+
|
| 947 |
+
assert_equal(sol([0, 6, -2, 1.5, 4.5, 2.5, 5, 5.5, 2]),
|
| 948 |
+
np.array([[-1, 1, -1, -1, 1, 1, 1, 1, -1]]))
|
| 949 |
+
|
| 950 |
+
ts = np.array([10, 4, -3])
|
| 951 |
+
s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
|
| 952 |
+
s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
|
| 953 |
+
|
| 954 |
+
sol = OdeSolution(ts, [s1, s2])
|
| 955 |
+
assert_equal(sol(11), [-1])
|
| 956 |
+
assert_equal(sol(10), [-1])
|
| 957 |
+
assert_equal(sol(5), [-1])
|
| 958 |
+
assert_equal(sol(4), [-1])
|
| 959 |
+
assert_equal(sol(0), [1])
|
| 960 |
+
assert_equal(sol(-3), [1])
|
| 961 |
+
assert_equal(sol(-4), [1])
|
| 962 |
+
|
| 963 |
+
assert_equal(sol([12, -5, 10, -3, 6, 1, 4]),
|
| 964 |
+
np.array([[-1, 1, -1, 1, -1, 1, -1]]))
|
| 965 |
+
|
| 966 |
+
ts = np.array([1, 1])
|
| 967 |
+
s = ConstantDenseOutput(1, 1, np.array([10]))
|
| 968 |
+
sol = OdeSolution(ts, [s])
|
| 969 |
+
assert_equal(sol(0), [10])
|
| 970 |
+
assert_equal(sol(1), [10])
|
| 971 |
+
assert_equal(sol(2), [10])
|
| 972 |
+
|
| 973 |
+
assert_equal(sol([2, 1, 0]), np.array([[10, 10, 10]]))
|
| 974 |
+
|
| 975 |
+
|
| 976 |
+
def test_num_jac():
|
| 977 |
+
def fun(t, y):
|
| 978 |
+
return np.vstack([
|
| 979 |
+
-0.04 * y[0] + 1e4 * y[1] * y[2],
|
| 980 |
+
0.04 * y[0] - 1e4 * y[1] * y[2] - 3e7 * y[1] ** 2,
|
| 981 |
+
3e7 * y[1] ** 2
|
| 982 |
+
])
|
| 983 |
+
|
| 984 |
+
def jac(t, y):
|
| 985 |
+
return np.array([
|
| 986 |
+
[-0.04, 1e4 * y[2], 1e4 * y[1]],
|
| 987 |
+
[0.04, -1e4 * y[2] - 6e7 * y[1], -1e4 * y[1]],
|
| 988 |
+
[0, 6e7 * y[1], 0]
|
| 989 |
+
])
|
| 990 |
+
|
| 991 |
+
t = 1
|
| 992 |
+
y = np.array([1, 0, 0])
|
| 993 |
+
J_true = jac(t, y)
|
| 994 |
+
threshold = 1e-5
|
| 995 |
+
f = fun(t, y).ravel()
|
| 996 |
+
|
| 997 |
+
J_num, factor = num_jac(fun, t, y, f, threshold, None)
|
| 998 |
+
assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
|
| 999 |
+
|
| 1000 |
+
J_num, factor = num_jac(fun, t, y, f, threshold, factor)
|
| 1001 |
+
assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
|
| 1002 |
+
|
| 1003 |
+
|
| 1004 |
+
def test_num_jac_sparse():
|
| 1005 |
+
def fun(t, y):
|
| 1006 |
+
e = y[1:]**3 - y[:-1]**2
|
| 1007 |
+
z = np.zeros(y.shape[1])
|
| 1008 |
+
return np.vstack((z, 3 * e)) + np.vstack((2 * e, z))
|
| 1009 |
+
|
| 1010 |
+
def structure(n):
|
| 1011 |
+
A = np.zeros((n, n), dtype=int)
|
| 1012 |
+
A[0, 0] = 1
|
| 1013 |
+
A[0, 1] = 1
|
| 1014 |
+
for i in range(1, n - 1):
|
| 1015 |
+
A[i, i - 1: i + 2] = 1
|
| 1016 |
+
A[-1, -1] = 1
|
| 1017 |
+
A[-1, -2] = 1
|
| 1018 |
+
|
| 1019 |
+
return A
|
| 1020 |
+
|
| 1021 |
+
np.random.seed(0)
|
| 1022 |
+
n = 20
|
| 1023 |
+
y = np.random.randn(n)
|
| 1024 |
+
A = structure(n)
|
| 1025 |
+
groups = group_columns(A)
|
| 1026 |
+
|
| 1027 |
+
f = fun(0, y[:, None]).ravel()
|
| 1028 |
+
|
| 1029 |
+
# Compare dense and sparse results, assuming that dense implementation
|
| 1030 |
+
# is correct (as it is straightforward).
|
| 1031 |
+
J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, None,
|
| 1032 |
+
sparsity=(A, groups))
|
| 1033 |
+
J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, None)
|
| 1034 |
+
assert_allclose(J_num_dense, J_num_sparse.toarray(),
|
| 1035 |
+
rtol=1e-12, atol=1e-14)
|
| 1036 |
+
assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
|
| 1037 |
+
|
| 1038 |
+
# Take small factors to trigger their recomputing inside.
|
| 1039 |
+
factor = np.random.uniform(0, 1e-12, size=n)
|
| 1040 |
+
J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, factor,
|
| 1041 |
+
sparsity=(A, groups))
|
| 1042 |
+
J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, factor)
|
| 1043 |
+
|
| 1044 |
+
assert_allclose(J_num_dense, J_num_sparse.toarray(),
|
| 1045 |
+
rtol=1e-12, atol=1e-14)
|
| 1046 |
+
assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
|
| 1047 |
+
|
| 1048 |
+
|
| 1049 |
+
def test_args():
|
| 1050 |
+
|
| 1051 |
+
# sys3 is actually two decoupled systems. (x, y) form a
|
| 1052 |
+
# linear oscillator, while z is a nonlinear first order
|
| 1053 |
+
# system with equilibria at z=0 and z=1. If k > 0, z=1
|
| 1054 |
+
# is stable and z=0 is unstable.
|
| 1055 |
+
|
| 1056 |
+
def sys3(t, w, omega, k, zfinal):
|
| 1057 |
+
x, y, z = w
|
| 1058 |
+
return [-omega*y, omega*x, k*z*(1 - z)]
|
| 1059 |
+
|
| 1060 |
+
def sys3_jac(t, w, omega, k, zfinal):
|
| 1061 |
+
x, y, z = w
|
| 1062 |
+
J = np.array([[0, -omega, 0],
|
| 1063 |
+
[omega, 0, 0],
|
| 1064 |
+
[0, 0, k*(1 - 2*z)]])
|
| 1065 |
+
return J
|
| 1066 |
+
|
| 1067 |
+
def sys3_x0decreasing(t, w, omega, k, zfinal):
|
| 1068 |
+
x, y, z = w
|
| 1069 |
+
return x
|
| 1070 |
+
|
| 1071 |
+
def sys3_y0increasing(t, w, omega, k, zfinal):
|
| 1072 |
+
x, y, z = w
|
| 1073 |
+
return y
|
| 1074 |
+
|
| 1075 |
+
def sys3_zfinal(t, w, omega, k, zfinal):
|
| 1076 |
+
x, y, z = w
|
| 1077 |
+
return z - zfinal
|
| 1078 |
+
|
| 1079 |
+
# Set the event flags for the event functions.
|
| 1080 |
+
sys3_x0decreasing.direction = -1
|
| 1081 |
+
sys3_y0increasing.direction = 1
|
| 1082 |
+
sys3_zfinal.terminal = True
|
| 1083 |
+
|
| 1084 |
+
omega = 2
|
| 1085 |
+
k = 4
|
| 1086 |
+
|
| 1087 |
+
tfinal = 5
|
| 1088 |
+
zfinal = 0.99
|
| 1089 |
+
# Find z0 such that when z(0) = z0, z(tfinal) = zfinal.
|
| 1090 |
+
# The condition z(tfinal) = zfinal is the terminal event.
|
| 1091 |
+
z0 = np.exp(-k*tfinal)/((1 - zfinal)/zfinal + np.exp(-k*tfinal))
|
| 1092 |
+
|
| 1093 |
+
w0 = [0, -1, z0]
|
| 1094 |
+
|
| 1095 |
+
# Provide the jac argument and use the Radau method to ensure that the use
|
| 1096 |
+
# of the Jacobian function is exercised.
|
| 1097 |
+
# If event handling is working, the solution will stop at tfinal, not tend.
|
| 1098 |
+
tend = 2*tfinal
|
| 1099 |
+
sol = solve_ivp(sys3, [0, tend], w0,
|
| 1100 |
+
events=[sys3_x0decreasing, sys3_y0increasing, sys3_zfinal],
|
| 1101 |
+
dense_output=True, args=(omega, k, zfinal),
|
| 1102 |
+
method='Radau', jac=sys3_jac,
|
| 1103 |
+
rtol=1e-10, atol=1e-13)
|
| 1104 |
+
|
| 1105 |
+
# Check that we got the expected events at the expected times.
|
| 1106 |
+
x0events_t = sol.t_events[0]
|
| 1107 |
+
y0events_t = sol.t_events[1]
|
| 1108 |
+
zfinalevents_t = sol.t_events[2]
|
| 1109 |
+
assert_allclose(x0events_t, [0.5*np.pi, 1.5*np.pi])
|
| 1110 |
+
assert_allclose(y0events_t, [0.25*np.pi, 1.25*np.pi])
|
| 1111 |
+
assert_allclose(zfinalevents_t, [tfinal])
|
| 1112 |
+
|
| 1113 |
+
# Check that the solution agrees with the known exact solution.
|
| 1114 |
+
t = np.linspace(0, zfinalevents_t[0], 250)
|
| 1115 |
+
w = sol.sol(t)
|
| 1116 |
+
assert_allclose(w[0], np.sin(omega*t), rtol=1e-9, atol=1e-12)
|
| 1117 |
+
assert_allclose(w[1], -np.cos(omega*t), rtol=1e-9, atol=1e-12)
|
| 1118 |
+
assert_allclose(w[2], 1/(((1 - z0)/z0)*np.exp(-k*t) + 1),
|
| 1119 |
+
rtol=1e-9, atol=1e-12)
|
| 1120 |
+
|
| 1121 |
+
# Check that the state variables have the expected values at the events.
|
| 1122 |
+
x0events = sol.sol(x0events_t)
|
| 1123 |
+
y0events = sol.sol(y0events_t)
|
| 1124 |
+
zfinalevents = sol.sol(zfinalevents_t)
|
| 1125 |
+
assert_allclose(x0events[0], np.zeros_like(x0events[0]), atol=5e-14)
|
| 1126 |
+
assert_allclose(x0events[1], np.ones_like(x0events[1]))
|
| 1127 |
+
assert_allclose(y0events[0], np.ones_like(y0events[0]))
|
| 1128 |
+
assert_allclose(y0events[1], np.zeros_like(y0events[1]), atol=5e-14)
|
| 1129 |
+
assert_allclose(zfinalevents[2], [zfinal])
|
| 1130 |
+
|
| 1131 |
+
|
| 1132 |
+
@pytest.mark.thread_unsafe
|
| 1133 |
+
def test_array_rtol():
|
| 1134 |
+
# solve_ivp had a bug with array_like `rtol`; see gh-15482
|
| 1135 |
+
# check that it's fixed
|
| 1136 |
+
def f(t, y):
|
| 1137 |
+
return y[0], y[1]
|
| 1138 |
+
|
| 1139 |
+
# no warning (or error) when `rtol` is array_like
|
| 1140 |
+
sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-1])
|
| 1141 |
+
err1 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
|
| 1142 |
+
|
| 1143 |
+
# warning when an element of `rtol` is too small
|
| 1144 |
+
with pytest.warns(UserWarning, match="At least one element..."):
|
| 1145 |
+
sol = solve_ivp(f, (0, 1), [1., 1.], rtol=[1e-1, 1e-16])
|
| 1146 |
+
err2 = np.abs(np.linalg.norm(sol.y[:, -1] - np.exp(1)))
|
| 1147 |
+
|
| 1148 |
+
# tighter rtol improves the error
|
| 1149 |
+
assert err2 < err1
|
| 1150 |
+
|
| 1151 |
+
|
| 1152 |
+
@pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF', 'LSODA'])
|
| 1153 |
+
def test_integration_zero_rhs(method, num_parallel_threads):
|
| 1154 |
+
if method == 'LSODA' and num_parallel_threads > 1:
|
| 1155 |
+
pytest.skip(reason='LSODA does not allow for concurrent execution')
|
| 1156 |
+
|
| 1157 |
+
result = solve_ivp(fun_zero, [0, 10], np.ones(3), method=method)
|
| 1158 |
+
assert_(result.success)
|
| 1159 |
+
assert_equal(result.status, 0)
|
| 1160 |
+
assert_allclose(result.y, 1.0, rtol=1e-15)
|
| 1161 |
+
|
| 1162 |
+
|
| 1163 |
+
def test_args_single_value():
|
| 1164 |
+
def fun_with_arg(t, y, a):
|
| 1165 |
+
return a*y
|
| 1166 |
+
|
| 1167 |
+
message = "Supplied 'args' cannot be unpacked."
|
| 1168 |
+
with pytest.raises(TypeError, match=message):
|
| 1169 |
+
solve_ivp(fun_with_arg, (0, 0.1), [1], args=-1)
|
| 1170 |
+
|
| 1171 |
+
sol = solve_ivp(fun_with_arg, (0, 0.1), [1], args=(-1,))
|
| 1172 |
+
assert_allclose(sol.y[0, -1], np.exp(-0.1))
|
| 1173 |
+
|
| 1174 |
+
|
| 1175 |
+
@pytest.mark.parametrize("f0_fill", [np.nan, np.inf])
|
| 1176 |
+
def test_initial_state_finiteness(f0_fill):
|
| 1177 |
+
# regression test for gh-17846
|
| 1178 |
+
msg = "All components of the initial state `y0` must be finite."
|
| 1179 |
+
with pytest.raises(ValueError, match=msg):
|
| 1180 |
+
solve_ivp(fun_zero, [0, 10], np.full(3, f0_fill))
|
| 1181 |
+
|
| 1182 |
+
|
| 1183 |
+
@pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
|
| 1184 |
+
def test_zero_interval(method):
|
| 1185 |
+
# Case where upper and lower limits of integration are the same
|
| 1186 |
+
# Result of integration should match initial state.
|
| 1187 |
+
# f[y(t)] = 2y(t)
|
| 1188 |
+
def f(t, y):
|
| 1189 |
+
return 2 * y
|
| 1190 |
+
res = solve_ivp(f, (0.0, 0.0), np.array([1.0]), method=method)
|
| 1191 |
+
assert res.success
|
| 1192 |
+
assert_allclose(res.y[0, -1], 1.0)
|
| 1193 |
+
|
| 1194 |
+
|
| 1195 |
+
@pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
|
| 1196 |
+
def test_tbound_respected_small_interval(method):
|
| 1197 |
+
"""Regression test for gh-17341"""
|
| 1198 |
+
SMALL = 1e-4
|
| 1199 |
+
|
| 1200 |
+
# f[y(t)] = 2y(t) on t in [0,SMALL]
|
| 1201 |
+
# undefined otherwise
|
| 1202 |
+
def f(t, y):
|
| 1203 |
+
if t > SMALL:
|
| 1204 |
+
raise ValueError("Function was evaluated outside interval")
|
| 1205 |
+
return 2 * y
|
| 1206 |
+
res = solve_ivp(f, (0.0, SMALL), np.array([1]), method=method)
|
| 1207 |
+
assert res.success
|
| 1208 |
+
|
| 1209 |
+
|
| 1210 |
+
@pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
|
| 1211 |
+
def test_tbound_respected_larger_interval(method):
|
| 1212 |
+
"""Regression test for gh-8848"""
|
| 1213 |
+
def V(r):
|
| 1214 |
+
return -11/r + 10 * r / (0.05 + r**2)
|
| 1215 |
+
|
| 1216 |
+
def func(t, p):
|
| 1217 |
+
if t < -17 or t > 2:
|
| 1218 |
+
raise ValueError("Function was evaluated outside interval")
|
| 1219 |
+
P = p[0]
|
| 1220 |
+
Q = p[1]
|
| 1221 |
+
r = np.exp(t)
|
| 1222 |
+
dPdr = r * Q
|
| 1223 |
+
dQdr = -2.0 * r * ((-0.2 - V(r)) * P + 1 / r * Q)
|
| 1224 |
+
return np.array([dPdr, dQdr])
|
| 1225 |
+
|
| 1226 |
+
result = solve_ivp(func,
|
| 1227 |
+
(-17, 2),
|
| 1228 |
+
y0=np.array([1, -11]),
|
| 1229 |
+
max_step=0.03,
|
| 1230 |
+
vectorized=False,
|
| 1231 |
+
t_eval=None,
|
| 1232 |
+
atol=1e-8,
|
| 1233 |
+
rtol=1e-5)
|
| 1234 |
+
assert result.success
|
| 1235 |
+
|
| 1236 |
+
|
| 1237 |
+
@pytest.mark.parametrize('method', ['RK23', 'RK45', 'DOP853', 'Radau', 'BDF'])
|
| 1238 |
+
def test_tbound_respected_oscillator(method):
|
| 1239 |
+
"Regression test for gh-9198"
|
| 1240 |
+
def reactions_func(t, y):
|
| 1241 |
+
if (t > 205):
|
| 1242 |
+
raise ValueError("Called outside interval")
|
| 1243 |
+
yprime = np.array([1.73307544e-02,
|
| 1244 |
+
6.49376470e-06,
|
| 1245 |
+
0.00000000e+00,
|
| 1246 |
+
0.00000000e+00])
|
| 1247 |
+
return yprime
|
| 1248 |
+
|
| 1249 |
+
def run_sim2(t_end, n_timepoints=10, shortest_delay_line=10000000):
|
| 1250 |
+
init_state = np.array([134.08298555, 138.82348612, 100., 0.])
|
| 1251 |
+
t0 = 100.0
|
| 1252 |
+
t1 = 200.0
|
| 1253 |
+
return solve_ivp(reactions_func,
|
| 1254 |
+
(t0, t1),
|
| 1255 |
+
init_state.copy(),
|
| 1256 |
+
dense_output=True,
|
| 1257 |
+
max_step=t1 - t0)
|
| 1258 |
+
result = run_sim2(1000, 100, 100)
|
| 1259 |
+
assert result.success
|
| 1260 |
+
|
| 1261 |
+
|
| 1262 |
+
def test_inital_maxstep():
|
| 1263 |
+
"""Verify that select_inital_step respects max_step"""
|
| 1264 |
+
rtol = 1e-3
|
| 1265 |
+
atol = 1e-6
|
| 1266 |
+
y0 = np.array([1/3, 2/9])
|
| 1267 |
+
for (t0, t_bound) in ((5, 9), (5, 1)):
|
| 1268 |
+
for method_order in [RK23.error_estimator_order,
|
| 1269 |
+
RK45.error_estimator_order,
|
| 1270 |
+
DOP853.error_estimator_order,
|
| 1271 |
+
3, #RADAU
|
| 1272 |
+
1 #BDF
|
| 1273 |
+
]:
|
| 1274 |
+
step_no_max = select_initial_step(fun_rational, t0, y0, t_bound,
|
| 1275 |
+
np.inf,
|
| 1276 |
+
fun_rational(t0,y0),
|
| 1277 |
+
np.sign(t_bound - t0),
|
| 1278 |
+
method_order,
|
| 1279 |
+
rtol, atol)
|
| 1280 |
+
max_step = step_no_max/2
|
| 1281 |
+
step_with_max = select_initial_step(fun_rational, t0, y0, t_bound,
|
| 1282 |
+
max_step,
|
| 1283 |
+
fun_rational(t0, y0),
|
| 1284 |
+
np.sign(t_bound - t0),
|
| 1285 |
+
method_order,
|
| 1286 |
+
rtol, atol)
|
| 1287 |
+
assert_equal(max_step, step_with_max)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ivp/tests/test_rk.py
ADDED
|
@@ -0,0 +1,37 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
| 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)
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_lebedev.py
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|
miniconda3/envs/active_proaction/lib/python3.10/site-packages/scipy/integrate/_ode.py
ADDED
|
@@ -0,0 +1,1388 @@
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|
| 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)
|