757 lines
29 KiB
Python
757 lines
29 KiB
Python
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from __future__ import division, print_function, absolute_import
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import numpy as np
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from numpy import array, sqrt
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from numpy.testing import (assert_array_almost_equal, assert_equal,
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assert_almost_equal, assert_allclose)
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from pytest import raises as assert_raises
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from scipy._lib.six import xrange
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from scipy import integrate
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import scipy.special as sc
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from scipy.special import gamma
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import scipy.special.orthogonal as orth
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class TestCheby(object):
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def test_chebyc(self):
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C0 = orth.chebyc(0)
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C1 = orth.chebyc(1)
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olderr = np.seterr(all='ignore')
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try:
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C2 = orth.chebyc(2)
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C3 = orth.chebyc(3)
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C4 = orth.chebyc(4)
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C5 = orth.chebyc(5)
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finally:
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np.seterr(**olderr)
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assert_array_almost_equal(C0.c,[2],13)
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assert_array_almost_equal(C1.c,[1,0],13)
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assert_array_almost_equal(C2.c,[1,0,-2],13)
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assert_array_almost_equal(C3.c,[1,0,-3,0],13)
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assert_array_almost_equal(C4.c,[1,0,-4,0,2],13)
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assert_array_almost_equal(C5.c,[1,0,-5,0,5,0],13)
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def test_chebys(self):
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S0 = orth.chebys(0)
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S1 = orth.chebys(1)
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S2 = orth.chebys(2)
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S3 = orth.chebys(3)
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S4 = orth.chebys(4)
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S5 = orth.chebys(5)
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assert_array_almost_equal(S0.c,[1],13)
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assert_array_almost_equal(S1.c,[1,0],13)
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assert_array_almost_equal(S2.c,[1,0,-1],13)
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assert_array_almost_equal(S3.c,[1,0,-2,0],13)
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assert_array_almost_equal(S4.c,[1,0,-3,0,1],13)
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assert_array_almost_equal(S5.c,[1,0,-4,0,3,0],13)
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def test_chebyt(self):
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T0 = orth.chebyt(0)
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T1 = orth.chebyt(1)
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T2 = orth.chebyt(2)
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T3 = orth.chebyt(3)
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T4 = orth.chebyt(4)
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T5 = orth.chebyt(5)
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assert_array_almost_equal(T0.c,[1],13)
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assert_array_almost_equal(T1.c,[1,0],13)
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assert_array_almost_equal(T2.c,[2,0,-1],13)
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assert_array_almost_equal(T3.c,[4,0,-3,0],13)
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assert_array_almost_equal(T4.c,[8,0,-8,0,1],13)
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assert_array_almost_equal(T5.c,[16,0,-20,0,5,0],13)
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def test_chebyu(self):
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U0 = orth.chebyu(0)
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U1 = orth.chebyu(1)
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U2 = orth.chebyu(2)
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U3 = orth.chebyu(3)
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U4 = orth.chebyu(4)
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U5 = orth.chebyu(5)
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assert_array_almost_equal(U0.c,[1],13)
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assert_array_almost_equal(U1.c,[2,0],13)
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assert_array_almost_equal(U2.c,[4,0,-1],13)
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assert_array_almost_equal(U3.c,[8,0,-4,0],13)
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assert_array_almost_equal(U4.c,[16,0,-12,0,1],13)
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assert_array_almost_equal(U5.c,[32,0,-32,0,6,0],13)
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class TestGegenbauer(object):
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def test_gegenbauer(self):
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a = 5*np.random.random() - 0.5
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if np.any(a == 0):
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a = -0.2
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Ca0 = orth.gegenbauer(0,a)
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Ca1 = orth.gegenbauer(1,a)
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Ca2 = orth.gegenbauer(2,a)
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Ca3 = orth.gegenbauer(3,a)
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Ca4 = orth.gegenbauer(4,a)
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Ca5 = orth.gegenbauer(5,a)
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assert_array_almost_equal(Ca0.c,array([1]),13)
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assert_array_almost_equal(Ca1.c,array([2*a,0]),13)
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assert_array_almost_equal(Ca2.c,array([2*a*(a+1),0,-a]),13)
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assert_array_almost_equal(Ca3.c,array([4*orth.poch(a,3),0,-6*a*(a+1),
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0])/3.0,11)
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assert_array_almost_equal(Ca4.c,array([4*orth.poch(a,4),0,-12*orth.poch(a,3),
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0,3*a*(a+1)])/6.0,11)
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assert_array_almost_equal(Ca5.c,array([4*orth.poch(a,5),0,-20*orth.poch(a,4),
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0,15*orth.poch(a,3),0])/15.0,11)
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class TestHermite(object):
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def test_hermite(self):
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H0 = orth.hermite(0)
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H1 = orth.hermite(1)
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H2 = orth.hermite(2)
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H3 = orth.hermite(3)
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H4 = orth.hermite(4)
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H5 = orth.hermite(5)
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assert_array_almost_equal(H0.c,[1],13)
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assert_array_almost_equal(H1.c,[2,0],13)
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assert_array_almost_equal(H2.c,[4,0,-2],13)
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assert_array_almost_equal(H3.c,[8,0,-12,0],13)
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assert_array_almost_equal(H4.c,[16,0,-48,0,12],12)
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assert_array_almost_equal(H5.c,[32,0,-160,0,120,0],12)
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def test_hermitenorm(self):
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# He_n(x) = 2**(-n/2) H_n(x/sqrt(2))
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psub = np.poly1d([1.0/sqrt(2),0])
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H0 = orth.hermitenorm(0)
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H1 = orth.hermitenorm(1)
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H2 = orth.hermitenorm(2)
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H3 = orth.hermitenorm(3)
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H4 = orth.hermitenorm(4)
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H5 = orth.hermitenorm(5)
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he0 = orth.hermite(0)(psub)
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he1 = orth.hermite(1)(psub) / sqrt(2)
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he2 = orth.hermite(2)(psub) / 2.0
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he3 = orth.hermite(3)(psub) / (2*sqrt(2))
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he4 = orth.hermite(4)(psub) / 4.0
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he5 = orth.hermite(5)(psub) / (4.0*sqrt(2))
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assert_array_almost_equal(H0.c,he0.c,13)
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assert_array_almost_equal(H1.c,he1.c,13)
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assert_array_almost_equal(H2.c,he2.c,13)
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assert_array_almost_equal(H3.c,he3.c,13)
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assert_array_almost_equal(H4.c,he4.c,13)
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assert_array_almost_equal(H5.c,he5.c,13)
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class _test_sh_legendre(object):
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def test_sh_legendre(self):
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# P*_n(x) = P_n(2x-1)
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psub = np.poly1d([2,-1])
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Ps0 = orth.sh_legendre(0)
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Ps1 = orth.sh_legendre(1)
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Ps2 = orth.sh_legendre(2)
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Ps3 = orth.sh_legendre(3)
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Ps4 = orth.sh_legendre(4)
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Ps5 = orth.sh_legendre(5)
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pse0 = orth.legendre(0)(psub)
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pse1 = orth.legendre(1)(psub)
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pse2 = orth.legendre(2)(psub)
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pse3 = orth.legendre(3)(psub)
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pse4 = orth.legendre(4)(psub)
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pse5 = orth.legendre(5)(psub)
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assert_array_almost_equal(Ps0.c,pse0.c,13)
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assert_array_almost_equal(Ps1.c,pse1.c,13)
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assert_array_almost_equal(Ps2.c,pse2.c,13)
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assert_array_almost_equal(Ps3.c,pse3.c,13)
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assert_array_almost_equal(Ps4.c,pse4.c,12)
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assert_array_almost_equal(Ps5.c,pse5.c,12)
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class _test_sh_chebyt(object):
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def test_sh_chebyt(self):
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# T*_n(x) = T_n(2x-1)
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psub = np.poly1d([2,-1])
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Ts0 = orth.sh_chebyt(0)
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Ts1 = orth.sh_chebyt(1)
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Ts2 = orth.sh_chebyt(2)
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Ts3 = orth.sh_chebyt(3)
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Ts4 = orth.sh_chebyt(4)
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Ts5 = orth.sh_chebyt(5)
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tse0 = orth.chebyt(0)(psub)
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tse1 = orth.chebyt(1)(psub)
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tse2 = orth.chebyt(2)(psub)
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tse3 = orth.chebyt(3)(psub)
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tse4 = orth.chebyt(4)(psub)
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tse5 = orth.chebyt(5)(psub)
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assert_array_almost_equal(Ts0.c,tse0.c,13)
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assert_array_almost_equal(Ts1.c,tse1.c,13)
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assert_array_almost_equal(Ts2.c,tse2.c,13)
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assert_array_almost_equal(Ts3.c,tse3.c,13)
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assert_array_almost_equal(Ts4.c,tse4.c,12)
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assert_array_almost_equal(Ts5.c,tse5.c,12)
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class _test_sh_chebyu(object):
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def test_sh_chebyu(self):
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# U*_n(x) = U_n(2x-1)
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psub = np.poly1d([2,-1])
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Us0 = orth.sh_chebyu(0)
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Us1 = orth.sh_chebyu(1)
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Us2 = orth.sh_chebyu(2)
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Us3 = orth.sh_chebyu(3)
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Us4 = orth.sh_chebyu(4)
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Us5 = orth.sh_chebyu(5)
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use0 = orth.chebyu(0)(psub)
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use1 = orth.chebyu(1)(psub)
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use2 = orth.chebyu(2)(psub)
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use3 = orth.chebyu(3)(psub)
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use4 = orth.chebyu(4)(psub)
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use5 = orth.chebyu(5)(psub)
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assert_array_almost_equal(Us0.c,use0.c,13)
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assert_array_almost_equal(Us1.c,use1.c,13)
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assert_array_almost_equal(Us2.c,use2.c,13)
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assert_array_almost_equal(Us3.c,use3.c,13)
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assert_array_almost_equal(Us4.c,use4.c,12)
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assert_array_almost_equal(Us5.c,use5.c,11)
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class _test_sh_jacobi(object):
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def test_sh_jacobi(self):
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# G^(p,q)_n(x) = n! gamma(n+p)/gamma(2*n+p) * P^(p-q,q-1)_n(2*x-1)
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conv = lambda n,p: gamma(n+1)*gamma(n+p)/gamma(2*n+p)
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psub = np.poly1d([2,-1])
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q = 4 * np.random.random()
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p = q-1 + 2*np.random.random()
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# print("shifted jacobi p,q = ", p, q)
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G0 = orth.sh_jacobi(0,p,q)
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G1 = orth.sh_jacobi(1,p,q)
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G2 = orth.sh_jacobi(2,p,q)
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G3 = orth.sh_jacobi(3,p,q)
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G4 = orth.sh_jacobi(4,p,q)
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G5 = orth.sh_jacobi(5,p,q)
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ge0 = orth.jacobi(0,p-q,q-1)(psub) * conv(0,p)
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ge1 = orth.jacobi(1,p-q,q-1)(psub) * conv(1,p)
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ge2 = orth.jacobi(2,p-q,q-1)(psub) * conv(2,p)
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ge3 = orth.jacobi(3,p-q,q-1)(psub) * conv(3,p)
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ge4 = orth.jacobi(4,p-q,q-1)(psub) * conv(4,p)
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ge5 = orth.jacobi(5,p-q,q-1)(psub) * conv(5,p)
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assert_array_almost_equal(G0.c,ge0.c,13)
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assert_array_almost_equal(G1.c,ge1.c,13)
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assert_array_almost_equal(G2.c,ge2.c,13)
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assert_array_almost_equal(G3.c,ge3.c,13)
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assert_array_almost_equal(G4.c,ge4.c,13)
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assert_array_almost_equal(G5.c,ge5.c,13)
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class TestCall(object):
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def test_call(self):
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poly = []
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for n in xrange(5):
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poly.extend([x.strip() for x in
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("""
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orth.jacobi(%(n)d,0.3,0.9)
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orth.sh_jacobi(%(n)d,0.3,0.9)
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orth.genlaguerre(%(n)d,0.3)
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orth.laguerre(%(n)d)
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orth.hermite(%(n)d)
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orth.hermitenorm(%(n)d)
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orth.gegenbauer(%(n)d,0.3)
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orth.chebyt(%(n)d)
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orth.chebyu(%(n)d)
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orth.chebyc(%(n)d)
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orth.chebys(%(n)d)
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orth.sh_chebyt(%(n)d)
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orth.sh_chebyu(%(n)d)
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orth.legendre(%(n)d)
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orth.sh_legendre(%(n)d)
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""" % dict(n=n)).split()
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])
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olderr = np.seterr(all='ignore')
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try:
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for pstr in poly:
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p = eval(pstr)
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assert_almost_equal(p(0.315), np.poly1d(p.coef)(0.315),
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err_msg=pstr)
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finally:
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np.seterr(**olderr)
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class TestGenlaguerre(object):
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def test_regression(self):
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assert_equal(orth.genlaguerre(1, 1, monic=False)(0), 2.)
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assert_equal(orth.genlaguerre(1, 1, monic=True)(0), -2.)
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assert_equal(orth.genlaguerre(1, 1, monic=False), np.poly1d([-1, 2]))
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assert_equal(orth.genlaguerre(1, 1, monic=True), np.poly1d([1, -2]))
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def verify_gauss_quad(root_func, eval_func, weight_func, a, b, N,
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rtol=1e-15, atol=1e-14):
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# this test is copied from numpy's TestGauss in test_hermite.py
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x, w, mu = root_func(N, True)
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n = np.arange(N)
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v = eval_func(n[:,np.newaxis], x)
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vv = np.dot(v*w, v.T)
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vd = 1 / np.sqrt(vv.diagonal())
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vv = vd[:, np.newaxis] * vv * vd
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assert_allclose(vv, np.eye(N), rtol, atol)
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# check that the integral of 1 is correct
|
||
|
|
assert_allclose(w.sum(), mu, rtol, atol)
|
||
|
|
|
||
|
|
# compare the results of integrating a function with quad.
|
||
|
|
f = lambda x: x**3 - 3*x**2 + x - 2
|
||
|
|
resI = integrate.quad(lambda x: f(x)*weight_func(x), a, b)
|
||
|
|
resG = np.vdot(f(x), w)
|
||
|
|
rtol = 1e-6 if 1e-6 < resI[1] else resI[1] * 10
|
||
|
|
assert_allclose(resI[0], resG, rtol=rtol)
|
||
|
|
|
||
|
|
def test_roots_jacobi():
|
||
|
|
rf = lambda a, b: lambda n, mu: sc.roots_jacobi(n, a, b, mu)
|
||
|
|
ef = lambda a, b: lambda n, x: orth.eval_jacobi(n, a, b, x)
|
||
|
|
wf = lambda a, b: lambda x: (1 - x)**a * (1 + x)**b
|
||
|
|
|
||
|
|
vgq = verify_gauss_quad
|
||
|
|
vgq(rf(-0.5, -0.75), ef(-0.5, -0.75), wf(-0.5, -0.75), -1., 1., 5)
|
||
|
|
vgq(rf(-0.5, -0.75), ef(-0.5, -0.75), wf(-0.5, -0.75), -1., 1.,
|
||
|
|
25, atol=1e-12)
|
||
|
|
vgq(rf(-0.5, -0.75), ef(-0.5, -0.75), wf(-0.5, -0.75), -1., 1.,
|
||
|
|
100, atol=1e-11)
|
||
|
|
|
||
|
|
vgq(rf(0.5, -0.5), ef(0.5, -0.5), wf(0.5, -0.5), -1., 1., 5)
|
||
|
|
vgq(rf(0.5, -0.5), ef(0.5, -0.5), wf(0.5, -0.5), -1., 1., 25, atol=1.5e-13)
|
||
|
|
vgq(rf(0.5, -0.5), ef(0.5, -0.5), wf(0.5, -0.5), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), -1., 1., 5, atol=2e-13)
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), -1., 1., 25, atol=2e-13)
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rf(0.9, 2), ef(0.9, 2), wf(0.9, 2), -1., 1., 5)
|
||
|
|
vgq(rf(0.9, 2), ef(0.9, 2), wf(0.9, 2), -1., 1., 25, atol=1e-13)
|
||
|
|
vgq(rf(0.9, 2), ef(0.9, 2), wf(0.9, 2), -1., 1., 100, atol=2e-13)
|
||
|
|
|
||
|
|
vgq(rf(18.24, 27.3), ef(18.24, 27.3), wf(18.24, 27.3), -1., 1., 5)
|
||
|
|
vgq(rf(18.24, 27.3), ef(18.24, 27.3), wf(18.24, 27.3), -1., 1., 25)
|
||
|
|
vgq(rf(18.24, 27.3), ef(18.24, 27.3), wf(18.24, 27.3), -1., 1.,
|
||
|
|
100, atol=1e-13)
|
||
|
|
|
||
|
|
vgq(rf(47.1, -0.2), ef(47.1, -0.2), wf(47.1, -0.2), -1., 1., 5, atol=1e-13)
|
||
|
|
vgq(rf(47.1, -0.2), ef(47.1, -0.2), wf(47.1, -0.2), -1., 1., 25, atol=2e-13)
|
||
|
|
vgq(rf(47.1, -0.2), ef(47.1, -0.2), wf(47.1, -0.2), -1., 1.,
|
||
|
|
100, atol=1e-11)
|
||
|
|
|
||
|
|
vgq(rf(2.25, 68.9), ef(2.25, 68.9), wf(2.25, 68.9), -1., 1., 5)
|
||
|
|
vgq(rf(2.25, 68.9), ef(2.25, 68.9), wf(2.25, 68.9), -1., 1., 25, atol=1e-13)
|
||
|
|
vgq(rf(2.25, 68.9), ef(2.25, 68.9), wf(2.25, 68.9), -1., 1.,
|
||
|
|
100, atol=1e-13)
|
||
|
|
|
||
|
|
# when alpha == beta == 0, P_n^{a,b}(x) == P_n(x)
|
||
|
|
xj, wj = sc.roots_jacobi(6, 0.0, 0.0)
|
||
|
|
xl, wl = sc.roots_legendre(6)
|
||
|
|
assert_allclose(xj, xl, 1e-14, 1e-14)
|
||
|
|
assert_allclose(wj, wl, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
# when alpha == beta != 0, P_n^{a,b}(x) == C_n^{alpha+0.5}(x)
|
||
|
|
xj, wj = sc.roots_jacobi(6, 4.0, 4.0)
|
||
|
|
xc, wc = sc.roots_gegenbauer(6, 4.5)
|
||
|
|
assert_allclose(xj, xc, 1e-14, 1e-14)
|
||
|
|
assert_allclose(wj, wc, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
x, w = sc.roots_jacobi(5, 2, 3, False)
|
||
|
|
y, v, m = sc.roots_jacobi(5, 2, 3, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(wf(2,3), -1, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_jacobi, 0, 1, 1)
|
||
|
|
assert_raises(ValueError, sc.roots_jacobi, 3.3, 1, 1)
|
||
|
|
assert_raises(ValueError, sc.roots_jacobi, 3, -2, 1)
|
||
|
|
assert_raises(ValueError, sc.roots_jacobi, 3, 1, -2)
|
||
|
|
assert_raises(ValueError, sc.roots_jacobi, 3, -2, -2)
|
||
|
|
|
||
|
|
def test_roots_sh_jacobi():
|
||
|
|
rf = lambda a, b: lambda n, mu: sc.roots_sh_jacobi(n, a, b, mu)
|
||
|
|
ef = lambda a, b: lambda n, x: orth.eval_sh_jacobi(n, a, b, x)
|
||
|
|
wf = lambda a, b: lambda x: (1. - x)**(a - b) * (x)**(b - 1.)
|
||
|
|
|
||
|
|
vgq = verify_gauss_quad
|
||
|
|
vgq(rf(-0.5, 0.25), ef(-0.5, 0.25), wf(-0.5, 0.25), 0., 1., 5)
|
||
|
|
vgq(rf(-0.5, 0.25), ef(-0.5, 0.25), wf(-0.5, 0.25), 0., 1.,
|
||
|
|
25, atol=1e-12)
|
||
|
|
vgq(rf(-0.5, 0.25), ef(-0.5, 0.25), wf(-0.5, 0.25), 0., 1.,
|
||
|
|
100, atol=1e-11)
|
||
|
|
|
||
|
|
vgq(rf(0.5, 0.5), ef(0.5, 0.5), wf(0.5, 0.5), 0., 1., 5)
|
||
|
|
vgq(rf(0.5, 0.5), ef(0.5, 0.5), wf(0.5, 0.5), 0., 1., 25, atol=1e-13)
|
||
|
|
vgq(rf(0.5, 0.5), ef(0.5, 0.5), wf(0.5, 0.5), 0., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), 0., 1., 5)
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), 0., 1., 25, atol=1.5e-13)
|
||
|
|
vgq(rf(1, 0.5), ef(1, 0.5), wf(1, 0.5), 0., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rf(2, 0.9), ef(2, 0.9), wf(2, 0.9), 0., 1., 5)
|
||
|
|
vgq(rf(2, 0.9), ef(2, 0.9), wf(2, 0.9), 0., 1., 25, atol=1e-13)
|
||
|
|
vgq(rf(2, 0.9), ef(2, 0.9), wf(2, 0.9), 0., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rf(27.3, 18.24), ef(27.3, 18.24), wf(27.3, 18.24), 0., 1., 5)
|
||
|
|
vgq(rf(27.3, 18.24), ef(27.3, 18.24), wf(27.3, 18.24), 0., 1., 25)
|
||
|
|
vgq(rf(27.3, 18.24), ef(27.3, 18.24), wf(27.3, 18.24), 0., 1.,
|
||
|
|
100, atol=1e-13)
|
||
|
|
|
||
|
|
vgq(rf(47.1, 0.2), ef(47.1, 0.2), wf(47.1, 0.2), 0., 1., 5, atol=1e-12)
|
||
|
|
vgq(rf(47.1, 0.2), ef(47.1, 0.2), wf(47.1, 0.2), 0., 1., 25, atol=1e-11)
|
||
|
|
vgq(rf(47.1, 0.2), ef(47.1, 0.2), wf(47.1, 0.2), 0., 1., 100, atol=1e-10)
|
||
|
|
|
||
|
|
vgq(rf(68.9, 2.25), ef(68.9, 2.25), wf(68.9, 2.25), 0., 1., 5, atol=3.5e-14)
|
||
|
|
vgq(rf(68.9, 2.25), ef(68.9, 2.25), wf(68.9, 2.25), 0., 1., 25, atol=2e-13)
|
||
|
|
vgq(rf(68.9, 2.25), ef(68.9, 2.25), wf(68.9, 2.25), 0., 1.,
|
||
|
|
100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_sh_jacobi(5, 3, 2, False)
|
||
|
|
y, v, m = sc.roots_sh_jacobi(5, 3, 2, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(wf(3,2), 0, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_sh_jacobi, 0, 1, 1)
|
||
|
|
assert_raises(ValueError, sc.roots_sh_jacobi, 3.3, 1, 1)
|
||
|
|
assert_raises(ValueError, sc.roots_sh_jacobi, 3, 1, 2) # p - q <= -1
|
||
|
|
assert_raises(ValueError, sc.roots_sh_jacobi, 3, 2, -1) # q <= 0
|
||
|
|
assert_raises(ValueError, sc.roots_sh_jacobi, 3, -2, -1) # both
|
||
|
|
|
||
|
|
def test_roots_hermite():
|
||
|
|
rootf = sc.roots_hermite
|
||
|
|
evalf = orth.eval_hermite
|
||
|
|
weightf = orth.hermite(5).weight_func
|
||
|
|
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 5)
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 25, atol=1e-13)
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 100, atol=1e-12)
|
||
|
|
|
||
|
|
# Golub-Welsch branch
|
||
|
|
x, w = sc.roots_hermite(5, False)
|
||
|
|
y, v, m = sc.roots_hermite(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -np.inf, np.inf)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
# Asymptotic branch (switch over at n >= 150)
|
||
|
|
x, w = sc.roots_hermite(200, False)
|
||
|
|
y, v, m = sc.roots_hermite(200, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
assert_allclose(sum(v), m, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_hermite, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_hermite, 3.3)
|
||
|
|
|
||
|
|
def test_roots_hermite_asy():
|
||
|
|
# Recursion for Hermite functions
|
||
|
|
def hermite_recursion(n, nodes):
|
||
|
|
H = np.zeros((n, nodes.size))
|
||
|
|
H[0,:] = np.pi**(-0.25) * np.exp(-0.5*nodes**2)
|
||
|
|
if n > 1:
|
||
|
|
H[1,:] = sqrt(2.0) * nodes * H[0,:]
|
||
|
|
for k in xrange(2, n):
|
||
|
|
H[k,:] = sqrt(2.0/k) * nodes * H[k-1,:] - sqrt((k-1.0)/k) * H[k-2,:]
|
||
|
|
return H
|
||
|
|
|
||
|
|
# This tests only the nodes
|
||
|
|
def test(N, rtol=1e-15, atol=1e-14):
|
||
|
|
x, w = orth._roots_hermite_asy(N)
|
||
|
|
H = hermite_recursion(N+1, x)
|
||
|
|
assert_allclose(H[-1,:], np.zeros(N), rtol, atol)
|
||
|
|
assert_allclose(sum(w), sqrt(np.pi), rtol, atol)
|
||
|
|
|
||
|
|
test(150, atol=1e-12)
|
||
|
|
test(151, atol=1e-12)
|
||
|
|
test(300, atol=1e-12)
|
||
|
|
test(301, atol=1e-12)
|
||
|
|
test(500, atol=1e-12)
|
||
|
|
test(501, atol=1e-12)
|
||
|
|
test(999, atol=1e-12)
|
||
|
|
test(1000, atol=1e-12)
|
||
|
|
test(2000, atol=1e-12)
|
||
|
|
test(5000, atol=1e-12)
|
||
|
|
|
||
|
|
def test_roots_hermitenorm():
|
||
|
|
rootf = sc.roots_hermitenorm
|
||
|
|
evalf = orth.eval_hermitenorm
|
||
|
|
weightf = orth.hermitenorm(5).weight_func
|
||
|
|
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 5)
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 25, atol=1e-13)
|
||
|
|
verify_gauss_quad(rootf, evalf, weightf, -np.inf, np.inf, 100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_hermitenorm(5, False)
|
||
|
|
y, v, m = sc.roots_hermitenorm(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -np.inf, np.inf)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_hermitenorm, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_hermitenorm, 3.3)
|
||
|
|
|
||
|
|
def test_roots_gegenbauer():
|
||
|
|
rootf = lambda a: lambda n, mu: sc.roots_gegenbauer(n, a, mu)
|
||
|
|
evalf = lambda a: lambda n, x: orth.eval_gegenbauer(n, a, x)
|
||
|
|
weightf = lambda a: lambda x: (1 - x**2)**(a - 0.5)
|
||
|
|
|
||
|
|
vgq = verify_gauss_quad
|
||
|
|
vgq(rootf(-0.25), evalf(-0.25), weightf(-0.25), -1., 1., 5)
|
||
|
|
vgq(rootf(-0.25), evalf(-0.25), weightf(-0.25), -1., 1., 25, atol=1e-12)
|
||
|
|
vgq(rootf(-0.25), evalf(-0.25), weightf(-0.25), -1., 1., 100, atol=1e-11)
|
||
|
|
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), -1., 1., 5)
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), -1., 1., 25, atol=1e-13)
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), -1., 1., 5)
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), -1., 1., 25, atol=1e-13)
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), -1., 1., 5)
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), -1., 1., 25, atol=1e-13)
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), -1., 1., 5, atol=1e-13)
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), -1., 1., 25, atol=1e-12)
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), -1., 1., 100, atol=1e-11)
|
||
|
|
|
||
|
|
# this is a special case that the old code supported.
|
||
|
|
# when alpha = 0, the gegenbauer polynomial is uniformly 0. but it goes
|
||
|
|
# to a scaled down copy of T_n(x) there.
|
||
|
|
vgq(rootf(0), orth.eval_chebyt, weightf(0), -1., 1., 5)
|
||
|
|
vgq(rootf(0), orth.eval_chebyt, weightf(0), -1., 1., 25)
|
||
|
|
vgq(rootf(0), orth.eval_chebyt, weightf(0), -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_gegenbauer(5, 2, False)
|
||
|
|
y, v, m = sc.roots_gegenbauer(5, 2, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf(2), -1, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_gegenbauer, 0, 2)
|
||
|
|
assert_raises(ValueError, sc.roots_gegenbauer, 3.3, 2)
|
||
|
|
assert_raises(ValueError, sc.roots_gegenbauer, 3, -.75)
|
||
|
|
|
||
|
|
def test_roots_chebyt():
|
||
|
|
weightf = orth.chebyt(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_chebyt, orth.eval_chebyt, weightf, -1., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_chebyt, orth.eval_chebyt, weightf, -1., 1., 25)
|
||
|
|
verify_gauss_quad(sc.roots_chebyt, orth.eval_chebyt, weightf, -1., 1., 100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_chebyt(5, False)
|
||
|
|
y, v, m = sc.roots_chebyt(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -1, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_chebyt, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_chebyt, 3.3)
|
||
|
|
|
||
|
|
def test_chebyt_symmetry():
|
||
|
|
x, w = sc.roots_chebyt(21)
|
||
|
|
pos, neg = x[:10], x[11:]
|
||
|
|
assert_equal(neg, -pos[::-1])
|
||
|
|
assert_equal(x[10], 0)
|
||
|
|
|
||
|
|
def test_roots_chebyu():
|
||
|
|
weightf = orth.chebyu(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_chebyu, orth.eval_chebyu, weightf, -1., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_chebyu, orth.eval_chebyu, weightf, -1., 1., 25)
|
||
|
|
verify_gauss_quad(sc.roots_chebyu, orth.eval_chebyu, weightf, -1., 1., 100)
|
||
|
|
|
||
|
|
x, w = sc.roots_chebyu(5, False)
|
||
|
|
y, v, m = sc.roots_chebyu(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -1, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_chebyu, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_chebyu, 3.3)
|
||
|
|
|
||
|
|
def test_roots_chebyc():
|
||
|
|
weightf = orth.chebyc(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_chebyc, orth.eval_chebyc, weightf, -2., 2., 5)
|
||
|
|
verify_gauss_quad(sc.roots_chebyc, orth.eval_chebyc, weightf, -2., 2., 25)
|
||
|
|
verify_gauss_quad(sc.roots_chebyc, orth.eval_chebyc, weightf, -2., 2., 100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_chebyc(5, False)
|
||
|
|
y, v, m = sc.roots_chebyc(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -2, 2)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_chebyc, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_chebyc, 3.3)
|
||
|
|
|
||
|
|
def test_roots_chebys():
|
||
|
|
weightf = orth.chebys(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_chebys, orth.eval_chebys, weightf, -2., 2., 5)
|
||
|
|
verify_gauss_quad(sc.roots_chebys, orth.eval_chebys, weightf, -2., 2., 25)
|
||
|
|
verify_gauss_quad(sc.roots_chebys, orth.eval_chebys, weightf, -2., 2., 100)
|
||
|
|
|
||
|
|
x, w = sc.roots_chebys(5, False)
|
||
|
|
y, v, m = sc.roots_chebys(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -2, 2)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_chebys, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_chebys, 3.3)
|
||
|
|
|
||
|
|
def test_roots_sh_chebyt():
|
||
|
|
weightf = orth.sh_chebyt(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyt, orth.eval_sh_chebyt, weightf, 0., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyt, orth.eval_sh_chebyt, weightf, 0., 1., 25)
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyt, orth.eval_sh_chebyt, weightf, 0., 1.,
|
||
|
|
100, atol=1e-13)
|
||
|
|
|
||
|
|
x, w = sc.roots_sh_chebyt(5, False)
|
||
|
|
y, v, m = sc.roots_sh_chebyt(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, 0, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_sh_chebyt, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_sh_chebyt, 3.3)
|
||
|
|
|
||
|
|
def test_roots_sh_chebyu():
|
||
|
|
weightf = orth.sh_chebyu(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyu, orth.eval_sh_chebyu, weightf, 0., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyu, orth.eval_sh_chebyu, weightf, 0., 1., 25)
|
||
|
|
verify_gauss_quad(sc.roots_sh_chebyu, orth.eval_sh_chebyu, weightf, 0., 1.,
|
||
|
|
100, atol=1e-13)
|
||
|
|
|
||
|
|
x, w = sc.roots_sh_chebyu(5, False)
|
||
|
|
y, v, m = sc.roots_sh_chebyu(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, 0, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_sh_chebyu, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_sh_chebyu, 3.3)
|
||
|
|
|
||
|
|
def test_roots_legendre():
|
||
|
|
weightf = orth.legendre(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_legendre, orth.eval_legendre, weightf, -1., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_legendre, orth.eval_legendre, weightf, -1., 1.,
|
||
|
|
25, atol=1e-13)
|
||
|
|
verify_gauss_quad(sc.roots_legendre, orth.eval_legendre, weightf, -1., 1.,
|
||
|
|
100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_legendre(5, False)
|
||
|
|
y, v, m = sc.roots_legendre(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, -1, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_legendre, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_legendre, 3.3)
|
||
|
|
|
||
|
|
def test_roots_sh_legendre():
|
||
|
|
weightf = orth.sh_legendre(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_sh_legendre, orth.eval_sh_legendre, weightf, 0., 1., 5)
|
||
|
|
verify_gauss_quad(sc.roots_sh_legendre, orth.eval_sh_legendre, weightf, 0., 1.,
|
||
|
|
25, atol=1e-13)
|
||
|
|
verify_gauss_quad(sc.roots_sh_legendre, orth.eval_sh_legendre, weightf, 0., 1.,
|
||
|
|
100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_sh_legendre(5, False)
|
||
|
|
y, v, m = sc.roots_sh_legendre(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, 0, 1)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_sh_legendre, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_sh_legendre, 3.3)
|
||
|
|
|
||
|
|
def test_roots_laguerre():
|
||
|
|
weightf = orth.laguerre(5).weight_func
|
||
|
|
verify_gauss_quad(sc.roots_laguerre, orth.eval_laguerre, weightf, 0., np.inf, 5)
|
||
|
|
verify_gauss_quad(sc.roots_laguerre, orth.eval_laguerre, weightf, 0., np.inf,
|
||
|
|
25, atol=1e-13)
|
||
|
|
verify_gauss_quad(sc.roots_laguerre, orth.eval_laguerre, weightf, 0., np.inf,
|
||
|
|
100, atol=1e-12)
|
||
|
|
|
||
|
|
x, w = sc.roots_laguerre(5, False)
|
||
|
|
y, v, m = sc.roots_laguerre(5, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf, 0, np.inf)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_laguerre, 0)
|
||
|
|
assert_raises(ValueError, sc.roots_laguerre, 3.3)
|
||
|
|
|
||
|
|
def test_roots_genlaguerre():
|
||
|
|
rootf = lambda a: lambda n, mu: sc.roots_genlaguerre(n, a, mu)
|
||
|
|
evalf = lambda a: lambda n, x: orth.eval_genlaguerre(n, a, x)
|
||
|
|
weightf = lambda a: lambda x: x**a * np.exp(-x)
|
||
|
|
|
||
|
|
vgq = verify_gauss_quad
|
||
|
|
vgq(rootf(-0.5), evalf(-0.5), weightf(-0.5), 0., np.inf, 5)
|
||
|
|
vgq(rootf(-0.5), evalf(-0.5), weightf(-0.5), 0., np.inf, 25, atol=1e-13)
|
||
|
|
vgq(rootf(-0.5), evalf(-0.5), weightf(-0.5), 0., np.inf, 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), 0., np.inf, 5)
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), 0., np.inf, 25, atol=1e-13)
|
||
|
|
vgq(rootf(0.1), evalf(0.1), weightf(0.1), 0., np.inf, 100, atol=1e-13)
|
||
|
|
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), 0., np.inf, 5)
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), 0., np.inf, 25, atol=1e-13)
|
||
|
|
vgq(rootf(1), evalf(1), weightf(1), 0., np.inf, 100, atol=1e-13)
|
||
|
|
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), 0., np.inf, 5)
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), 0., np.inf, 25, atol=1e-13)
|
||
|
|
vgq(rootf(10), evalf(10), weightf(10), 0., np.inf, 100, atol=1e-12)
|
||
|
|
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), 0., np.inf, 5)
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), 0., np.inf, 25, atol=1e-13)
|
||
|
|
vgq(rootf(50), evalf(50), weightf(50), 0., np.inf, 100, rtol=1e-14, atol=2e-13)
|
||
|
|
|
||
|
|
x, w = sc.roots_genlaguerre(5, 2, False)
|
||
|
|
y, v, m = sc.roots_genlaguerre(5, 2, True)
|
||
|
|
assert_allclose(x, y, 1e-14, 1e-14)
|
||
|
|
assert_allclose(w, v, 1e-14, 1e-14)
|
||
|
|
|
||
|
|
muI, muI_err = integrate.quad(weightf(2.), 0., np.inf)
|
||
|
|
assert_allclose(m, muI, rtol=muI_err)
|
||
|
|
|
||
|
|
assert_raises(ValueError, sc.roots_genlaguerre, 0, 2)
|
||
|
|
assert_raises(ValueError, sc.roots_genlaguerre, 3.3, 2)
|
||
|
|
assert_raises(ValueError, sc.roots_genlaguerre, 3, -1.1)
|
||
|
|
|
||
|
|
|
||
|
|
def test_gh_6721():
|
||
|
|
# Regresssion test for gh_6721. This should not raise.
|
||
|
|
sc.chebyt(65)(0.2)
|