File size: 36,760 Bytes
7885a28 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 |
import pytest
from functools import lru_cache
from numpy.testing import (assert_warns, assert_,
assert_allclose,
assert_equal,
assert_array_equal,
suppress_warnings)
import numpy as np
from numpy import finfo, power, nan, isclose, sqrt, exp, sin, cos
from scipy import optimize
from scipy.optimize import (_zeros_py as zeros, newton, root_scalar,
OptimizeResult)
from scipy._lib._util import getfullargspec_no_self as _getfullargspec
# Import testing parameters
from scipy.optimize._tstutils import get_tests, functions as tstutils_functions
TOL = 4*np.finfo(float).eps # tolerance
_FLOAT_EPS = finfo(float).eps
bracket_methods = [zeros.bisect, zeros.ridder, zeros.brentq, zeros.brenth,
zeros.toms748]
gradient_methods = [zeros.newton]
all_methods = bracket_methods + gradient_methods
# A few test functions used frequently:
# # A simple quadratic, (x-1)^2 - 1
def f1(x):
return x ** 2 - 2 * x - 1
def f1_1(x):
return 2 * x - 2
def f1_2(x):
return 2.0 + 0 * x
def f1_and_p_and_pp(x):
return f1(x), f1_1(x), f1_2(x)
# Simple transcendental function
def f2(x):
return exp(x) - cos(x)
def f2_1(x):
return exp(x) + sin(x)
def f2_2(x):
return exp(x) + cos(x)
# lru cached function
@lru_cache
def f_lrucached(x):
return x
class TestScalarRootFinders:
# Basic tests for all scalar root finders
xtol = 4 * np.finfo(float).eps
rtol = 4 * np.finfo(float).eps
def _run_one_test(self, tc, method, sig_args_keys=None,
sig_kwargs_keys=None, **kwargs):
method_args = []
for k in sig_args_keys or []:
if k not in tc:
# If a,b not present use x0, x1. Similarly for f and func
k = {'a': 'x0', 'b': 'x1', 'func': 'f'}.get(k, k)
method_args.append(tc[k])
method_kwargs = dict(**kwargs)
method_kwargs.update({'full_output': True, 'disp': False})
for k in sig_kwargs_keys or []:
method_kwargs[k] = tc[k]
root = tc.get('root')
func_args = tc.get('args', ())
try:
r, rr = method(*method_args, args=func_args, **method_kwargs)
return root, rr, tc
except Exception:
return root, zeros.RootResults(nan, -1, -1, zeros._EVALUEERR, method), tc
def run_tests(self, tests, method, name, known_fail=None, **kwargs):
r"""Run test-cases using the specified method and the supplied signature.
Extract the arguments for the method call from the test case
dictionary using the supplied keys for the method's signature."""
# The methods have one of two base signatures:
# (f, a, b, **kwargs) # newton
# (func, x0, **kwargs) # bisect/brentq/...
# FullArgSpec with args, varargs, varkw, defaults, ...
sig = _getfullargspec(method)
assert_(not sig.kwonlyargs)
nDefaults = len(sig.defaults)
nRequired = len(sig.args) - nDefaults
sig_args_keys = sig.args[:nRequired]
sig_kwargs_keys = []
if name in ['secant', 'newton', 'halley']:
if name in ['newton', 'halley']:
sig_kwargs_keys.append('fprime')
if name in ['halley']:
sig_kwargs_keys.append('fprime2')
kwargs['tol'] = self.xtol
else:
kwargs['xtol'] = self.xtol
kwargs['rtol'] = self.rtol
results = [list(self._run_one_test(
tc, method, sig_args_keys=sig_args_keys,
sig_kwargs_keys=sig_kwargs_keys, **kwargs)) for tc in tests]
# results= [[true root, full output, tc], ...]
known_fail = known_fail or []
notcvgd = [elt for elt in results if not elt[1].converged]
notcvgd = [elt for elt in notcvgd if elt[-1]['ID'] not in known_fail]
notcvged_IDS = [elt[-1]['ID'] for elt in notcvgd]
assert_equal([len(notcvged_IDS), notcvged_IDS], [0, []])
# The usable xtol and rtol depend on the test
tols = {'xtol': self.xtol, 'rtol': self.rtol}
tols.update(**kwargs)
rtol = tols['rtol']
atol = tols.get('tol', tols['xtol'])
cvgd = [elt for elt in results if elt[1].converged]
approx = [elt[1].root for elt in cvgd]
correct = [elt[0] for elt in cvgd]
# See if the root matches the reference value
notclose = [[a] + elt for a, c, elt in zip(approx, correct, cvgd) if
not isclose(a, c, rtol=rtol, atol=atol)
and elt[-1]['ID'] not in known_fail]
# If not, evaluate the function and see if is 0 at the purported root
fvs = [tc['f'](aroot, *tc.get('args', tuple()))
for aroot, c, fullout, tc in notclose]
notclose = [[fv] + elt for fv, elt in zip(fvs, notclose) if fv != 0]
assert_equal([notclose, len(notclose)], [[], 0])
method_from_result = [result[1].method for result in results]
expected_method = [name for _ in results]
assert_equal(method_from_result, expected_method)
def run_collection(self, collection, method, name, smoothness=None,
known_fail=None, **kwargs):
r"""Run a collection of tests using the specified method.
The name is used to determine some optional arguments."""
tests = get_tests(collection, smoothness=smoothness)
self.run_tests(tests, method, name, known_fail=known_fail, **kwargs)
class TestBracketMethods(TestScalarRootFinders):
@pytest.mark.parametrize('method', bracket_methods)
@pytest.mark.parametrize('function', tstutils_functions)
def test_basic_root_scalar(self, method, function):
# Tests bracketing root finders called via `root_scalar` on a small
# set of simple problems, each of which has a root at `x=1`. Checks for
# converged status and that the root was found.
a, b = .5, sqrt(3)
r = root_scalar(function, method=method.__name__, bracket=[a, b], x0=a,
xtol=self.xtol, rtol=self.rtol)
assert r.converged
assert_allclose(r.root, 1.0, atol=self.xtol, rtol=self.rtol)
assert r.method == method.__name__
@pytest.mark.parametrize('method', bracket_methods)
@pytest.mark.parametrize('function', tstutils_functions)
def test_basic_individual(self, method, function):
# Tests individual bracketing root finders on a small set of simple
# problems, each of which has a root at `x=1`. Checks for converged
# status and that the root was found.
a, b = .5, sqrt(3)
root, r = method(function, a, b, xtol=self.xtol, rtol=self.rtol,
full_output=True)
assert r.converged
assert_allclose(root, 1.0, atol=self.xtol, rtol=self.rtol)
@pytest.mark.parametrize('method', bracket_methods)
@pytest.mark.parametrize('function', tstutils_functions)
def test_bracket_is_array(self, method, function):
# Test bracketing root finders called via `root_scalar` on a small set
# of simple problems, each of which has a root at `x=1`. Check that
# passing `bracket` as a `ndarray` is accepted and leads to finding the
# correct root.
a, b = .5, sqrt(3)
r = root_scalar(function, method=method.__name__,
bracket=np.array([a, b]), x0=a, xtol=self.xtol,
rtol=self.rtol)
assert r.converged
assert_allclose(r.root, 1.0, atol=self.xtol, rtol=self.rtol)
assert r.method == method.__name__
@pytest.mark.parametrize('method', bracket_methods)
def test_aps_collection(self, method):
self.run_collection('aps', method, method.__name__, smoothness=1)
@pytest.mark.parametrize('method', [zeros.bisect, zeros.ridder,
zeros.toms748])
def test_chandrupatla_collection(self, method):
known_fail = {'fun7.4'} if method == zeros.ridder else {}
self.run_collection('chandrupatla', method, method.__name__,
known_fail=known_fail)
@pytest.mark.parametrize('method', bracket_methods)
def test_lru_cached_individual(self, method):
# check that https://github.com/scipy/scipy/issues/10846 is fixed
# (`root_scalar` failed when passed a function that was `@lru_cache`d)
a, b = -1, 1
root, r = method(f_lrucached, a, b, full_output=True)
assert r.converged
assert_allclose(root, 0)
class TestNewton(TestScalarRootFinders):
def test_newton_collections(self):
known_fail = ['aps.13.00']
known_fail += ['aps.12.05', 'aps.12.17'] # fails under Windows Py27
for collection in ['aps', 'complex']:
self.run_collection(collection, zeros.newton, 'newton',
smoothness=2, known_fail=known_fail)
def test_halley_collections(self):
known_fail = ['aps.12.06', 'aps.12.07', 'aps.12.08', 'aps.12.09',
'aps.12.10', 'aps.12.11', 'aps.12.12', 'aps.12.13',
'aps.12.14', 'aps.12.15', 'aps.12.16', 'aps.12.17',
'aps.12.18', 'aps.13.00']
for collection in ['aps', 'complex']:
self.run_collection(collection, zeros.newton, 'halley',
smoothness=2, known_fail=known_fail)
def test_newton(self):
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
x = zeros.newton(f, 3, tol=1e-6)
assert_allclose(f(x), 0, atol=1e-6)
x = zeros.newton(f, 3, x1=5, tol=1e-6) # secant, x0 and x1
assert_allclose(f(x), 0, atol=1e-6)
x = zeros.newton(f, 3, fprime=f_1, tol=1e-6) # newton
assert_allclose(f(x), 0, atol=1e-6)
x = zeros.newton(f, 3, fprime=f_1, fprime2=f_2, tol=1e-6) # halley
assert_allclose(f(x), 0, atol=1e-6)
def test_newton_by_name(self):
r"""Invoke newton through root_scalar()"""
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
r = root_scalar(f, method='newton', x0=3, fprime=f_1, xtol=1e-6)
assert_allclose(f(r.root), 0, atol=1e-6)
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
r = root_scalar(f, method='newton', x0=3, xtol=1e-6) # without f'
assert_allclose(f(r.root), 0, atol=1e-6)
def test_secant_by_name(self):
r"""Invoke secant through root_scalar()"""
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
r = root_scalar(f, method='secant', x0=3, x1=2, xtol=1e-6)
assert_allclose(f(r.root), 0, atol=1e-6)
r = root_scalar(f, method='secant', x0=3, x1=5, xtol=1e-6)
assert_allclose(f(r.root), 0, atol=1e-6)
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
r = root_scalar(f, method='secant', x0=3, xtol=1e-6) # without x1
assert_allclose(f(r.root), 0, atol=1e-6)
def test_halley_by_name(self):
r"""Invoke halley through root_scalar()"""
for f, f_1, f_2 in [(f1, f1_1, f1_2), (f2, f2_1, f2_2)]:
r = root_scalar(f, method='halley', x0=3,
fprime=f_1, fprime2=f_2, xtol=1e-6)
assert_allclose(f(r.root), 0, atol=1e-6)
def test_root_scalar_fail(self):
message = 'fprime2 must be specified for halley'
with pytest.raises(ValueError, match=message):
root_scalar(f1, method='halley', fprime=f1_1, x0=3, xtol=1e-6) # no fprime2
message = 'fprime must be specified for halley'
with pytest.raises(ValueError, match=message):
root_scalar(f1, method='halley', fprime2=f1_2, x0=3, xtol=1e-6) # no fprime
def test_array_newton(self):
"""test newton with array"""
def f1(x, *a):
b = a[0] + x * a[3]
return a[1] - a[2] * (np.exp(b / a[5]) - 1.0) - b / a[4] - x
def f1_1(x, *a):
b = a[3] / a[5]
return -a[2] * np.exp(a[0] / a[5] + x * b) * b - a[3] / a[4] - 1
def f1_2(x, *a):
b = a[3] / a[5]
return -a[2] * np.exp(a[0] / a[5] + x * b) * b**2
a0 = np.array([
5.32725221, 5.48673747, 5.49539973,
5.36387202, 4.80237316, 1.43764452,
5.23063958, 5.46094772, 5.50512718,
5.42046290
])
a1 = (np.sin(range(10)) + 1.0) * 7.0
args = (a0, a1, 1e-09, 0.004, 10, 0.27456)
x0 = [7.0] * 10
x = zeros.newton(f1, x0, f1_1, args)
x_expected = (
6.17264965, 11.7702805, 12.2219954,
7.11017681, 1.18151293, 0.143707955,
4.31928228, 10.5419107, 12.7552490,
8.91225749
)
assert_allclose(x, x_expected)
# test halley's
x = zeros.newton(f1, x0, f1_1, args, fprime2=f1_2)
assert_allclose(x, x_expected)
# test secant
x = zeros.newton(f1, x0, args=args)
assert_allclose(x, x_expected)
def test_array_newton_complex(self):
def f(x):
return x + 1+1j
def fprime(x):
return 1.0
t = np.full(4, 1j)
x = zeros.newton(f, t, fprime=fprime)
assert_allclose(f(x), 0.)
# should work even if x0 is not complex
t = np.ones(4)
x = zeros.newton(f, t, fprime=fprime)
assert_allclose(f(x), 0.)
x = zeros.newton(f, t)
assert_allclose(f(x), 0.)
def test_array_secant_active_zero_der(self):
"""test secant doesn't continue to iterate zero derivatives"""
x = zeros.newton(lambda x, *a: x*x - a[0], x0=[4.123, 5],
args=[np.array([17, 25])])
assert_allclose(x, (4.123105625617661, 5.0))
def test_array_newton_integers(self):
# test secant with float
x = zeros.newton(lambda y, z: z - y ** 2, [4.0] * 2,
args=([15.0, 17.0],))
assert_allclose(x, (3.872983346207417, 4.123105625617661))
# test integer becomes float
x = zeros.newton(lambda y, z: z - y ** 2, [4] * 2, args=([15, 17],))
assert_allclose(x, (3.872983346207417, 4.123105625617661))
@pytest.mark.thread_unsafe
def test_array_newton_zero_der_failures(self):
# test derivative zero warning
assert_warns(RuntimeWarning, zeros.newton,
lambda y: y**2 - 2, [0., 0.], lambda y: 2 * y)
# test failures and zero_der
with pytest.warns(RuntimeWarning):
results = zeros.newton(lambda y: y**2 - 2, [0., 0.],
lambda y: 2*y, full_output=True)
assert_allclose(results.root, 0)
assert results.zero_der.all()
assert not results.converged.any()
def test_newton_combined(self):
def f1(x):
return x ** 2 - 2 * x - 1
def f1_1(x):
return 2 * x - 2
def f1_2(x):
return 2.0 + 0 * x
def f1_and_p_and_pp(x):
return x**2 - 2*x-1, 2*x-2, 2.0
sol0 = root_scalar(f1, method='newton', x0=3, fprime=f1_1)
sol = root_scalar(f1_and_p_and_pp, method='newton', x0=3, fprime=True)
assert_allclose(sol0.root, sol.root, atol=1e-8)
assert_equal(2*sol.function_calls, sol0.function_calls)
sol0 = root_scalar(f1, method='halley', x0=3, fprime=f1_1, fprime2=f1_2)
sol = root_scalar(f1_and_p_and_pp, method='halley', x0=3, fprime2=True)
assert_allclose(sol0.root, sol.root, atol=1e-8)
assert_equal(3*sol.function_calls, sol0.function_calls)
def test_newton_full_output(self, capsys):
# Test the full_output capability, both when converging and not.
# Use simple polynomials, to avoid hitting platform dependencies
# (e.g., exp & trig) in number of iterations
x0 = 3
expected_counts = [(6, 7), (5, 10), (3, 9)]
for derivs in range(3):
kwargs = {'tol': 1e-6, 'full_output': True, }
for k, v in [['fprime', f1_1], ['fprime2', f1_2]][:derivs]:
kwargs[k] = v
x, r = zeros.newton(f1, x0, disp=False, **kwargs)
assert_(r.converged)
assert_equal(x, r.root)
assert_equal((r.iterations, r.function_calls), expected_counts[derivs])
if derivs == 0:
assert r.function_calls <= r.iterations + 1
else:
assert_equal(r.function_calls, (derivs + 1) * r.iterations)
# Now repeat, allowing one fewer iteration to force convergence failure
iters = r.iterations - 1
x, r = zeros.newton(f1, x0, maxiter=iters, disp=False, **kwargs)
assert_(not r.converged)
assert_equal(x, r.root)
assert_equal(r.iterations, iters)
if derivs == 1:
# Check that the correct Exception is raised and
# validate the start of the message.
msg = 'Failed to converge after %d iterations, value is .*' % (iters)
with pytest.raises(RuntimeError, match=msg):
x, r = zeros.newton(f1, x0, maxiter=iters, disp=True, **kwargs)
@pytest.mark.thread_unsafe
def test_deriv_zero_warning(self):
def func(x):
return x ** 2 - 2.0
def dfunc(x):
return 2 * x
assert_warns(RuntimeWarning, zeros.newton, func, 0.0, dfunc, disp=False)
with pytest.raises(RuntimeError, match='Derivative was zero'):
zeros.newton(func, 0.0, dfunc)
def test_newton_does_not_modify_x0(self):
# https://github.com/scipy/scipy/issues/9964
x0 = np.array([0.1, 3])
x0_copy = x0.copy() # Copy to test for equality.
newton(np.sin, x0, np.cos)
assert_array_equal(x0, x0_copy)
def test_gh17570_defaults(self):
# Previously, when fprime was not specified, root_scalar would default
# to secant. When x1 was not specified, secant failed.
# Check that without fprime, the default is secant if x1 is specified
# and newton otherwise.
# Also confirm that `x` is always a scalar (gh-21148)
def f(x):
assert np.isscalar(x)
return f1(x)
res_newton_default = root_scalar(f, method='newton', x0=3, xtol=1e-6)
res_secant_default = root_scalar(f, method='secant', x0=3, x1=2,
xtol=1e-6)
# `newton` uses the secant method when `x1` and `x2` are specified
res_secant = newton(f, x0=3, x1=2, tol=1e-6, full_output=True)[1]
# all three found a root
assert_allclose(f(res_newton_default.root), 0, atol=1e-6)
assert res_newton_default.root.shape == tuple()
assert_allclose(f(res_secant_default.root), 0, atol=1e-6)
assert res_secant_default.root.shape == tuple()
assert_allclose(f(res_secant.root), 0, atol=1e-6)
assert res_secant.root.shape == tuple()
# Defaults are correct
assert (res_secant_default.root
== res_secant.root
!= res_newton_default.iterations)
assert (res_secant_default.iterations
== res_secant_default.function_calls - 1 # true for secant
== res_secant.iterations
!= res_newton_default.iterations
== res_newton_default.function_calls/2) # newton 2-point diff
@pytest.mark.parametrize('kwargs', [dict(), {'method': 'newton'}])
def test_args_gh19090(self, kwargs):
def f(x, a, b):
assert a == 3
assert b == 1
return (x ** a - b)
res = optimize.root_scalar(f, x0=3, args=(3, 1), **kwargs)
assert res.converged
assert_allclose(res.root, 1)
@pytest.mark.parametrize('method', ['secant', 'newton'])
def test_int_x0_gh19280(self, method):
# Originally, `newton` ensured that only floats were passed to the
# callable. This was inadvertently changed by gh-17669. Check that
# it has been changed back.
def f(x):
# an integer raised to a negative integer power would fail
return x**-2 - 2
res = optimize.root_scalar(f, x0=1, method=method)
assert res.converged
assert_allclose(abs(res.root), 2**-0.5)
assert res.root.dtype == np.dtype(np.float64)
def test_gh_5555():
root = 0.1
def f(x):
return x - root
methods = [zeros.bisect, zeros.ridder]
xtol = rtol = TOL
for method in methods:
res = method(f, -1e8, 1e7, xtol=xtol, rtol=rtol)
assert_allclose(root, res, atol=xtol, rtol=rtol,
err_msg=f'method {method.__name__}')
def test_gh_5557():
# Show that without the changes in 5557 brentq and brenth might
# only achieve a tolerance of 2*(xtol + rtol*|res|).
# f linearly interpolates (0, -0.1), (0.5, -0.1), and (1,
# 0.4). The important parts are that |f(0)| < |f(1)| (so that
# brent takes 0 as the initial guess), |f(0)| < atol (so that
# brent accepts 0 as the root), and that the exact root of f lies
# more than atol away from 0 (so that brent doesn't achieve the
# desired tolerance).
def f(x):
if x < 0.5:
return -0.1
else:
return x - 0.6
atol = 0.51
rtol = 4 * _FLOAT_EPS
methods = [zeros.brentq, zeros.brenth]
for method in methods:
res = method(f, 0, 1, xtol=atol, rtol=rtol)
assert_allclose(0.6, res, atol=atol, rtol=rtol)
def test_brent_underflow_in_root_bracketing():
# Testing if an interval [a,b] brackets a zero of a function
# by checking f(a)*f(b) < 0 is not reliable when the product
# underflows/overflows. (reported in issue# 13737)
underflow_scenario = (-450.0, -350.0, -400.0)
overflow_scenario = (350.0, 450.0, 400.0)
for a, b, root in [underflow_scenario, overflow_scenario]:
c = np.exp(root)
for method in [zeros.brenth, zeros.brentq]:
res = method(lambda x: np.exp(x)-c, a, b)
assert_allclose(root, res)
class TestRootResults:
r = zeros.RootResults(root=1.0, iterations=44, function_calls=46, flag=0,
method="newton")
def test_repr(self):
expected_repr = (" converged: True\n flag: converged"
"\n function_calls: 46\n iterations: 44\n"
" root: 1.0\n method: newton")
assert_equal(repr(self.r), expected_repr)
def test_type(self):
assert isinstance(self.r, OptimizeResult)
def test_complex_halley():
"""Test Halley's works with complex roots"""
def f(x, *a):
return a[0] * x**2 + a[1] * x + a[2]
def f_1(x, *a):
return 2 * a[0] * x + a[1]
def f_2(x, *a):
retval = 2 * a[0]
try:
size = len(x)
except TypeError:
return retval
else:
return [retval] * size
z = complex(1.0, 2.0)
coeffs = (2.0, 3.0, 4.0)
y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6)
# (-0.75000000000000078+1.1989578808281789j)
assert_allclose(f(y, *coeffs), 0, atol=1e-6)
z = [z] * 10
coeffs = (2.0, 3.0, 4.0)
y = zeros.newton(f, z, args=coeffs, fprime=f_1, fprime2=f_2, tol=1e-6)
assert_allclose(f(y, *coeffs), 0, atol=1e-6)
@pytest.mark.thread_unsafe
def test_zero_der_nz_dp(capsys):
"""Test secant method with a non-zero dp, but an infinite newton step"""
# pick a symmetrical functions and choose a point on the side that with dx
# makes a secant that is a flat line with zero slope, EG: f = (x - 100)**2,
# which has a root at x = 100 and is symmetrical around the line x = 100
# we have to pick a really big number so that it is consistently true
# now find a point on each side so that the secant has a zero slope
dx = np.finfo(float).eps ** 0.33
# 100 - p0 = p1 - 100 = p0 * (1 + dx) + dx - 100
# -> 200 = p0 * (2 + dx) + dx
p0 = (200.0 - dx) / (2.0 + dx)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, "RMS of")
x = zeros.newton(lambda y: (y - 100.0)**2, x0=[p0] * 10)
assert_allclose(x, [100] * 10)
# test scalar cases too
p0 = (2.0 - 1e-4) / (2.0 + 1e-4)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, "Tolerance of")
x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=False)
assert_allclose(x, 1)
with pytest.raises(RuntimeError, match='Tolerance of'):
x = zeros.newton(lambda y: (y - 1.0) ** 2, x0=p0, disp=True)
p0 = (-2.0 + 1e-4) / (2.0 + 1e-4)
with suppress_warnings() as sup:
sup.filter(RuntimeWarning, "Tolerance of")
x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=False)
assert_allclose(x, -1)
with pytest.raises(RuntimeError, match='Tolerance of'):
x = zeros.newton(lambda y: (y + 1.0) ** 2, x0=p0, disp=True)
@pytest.mark.thread_unsafe
def test_array_newton_failures():
"""Test that array newton fails as expected"""
# p = 0.68 # [MPa]
# dp = -0.068 * 1e6 # [Pa]
# T = 323 # [K]
diameter = 0.10 # [m]
# L = 100 # [m]
roughness = 0.00015 # [m]
rho = 988.1 # [kg/m**3]
mu = 5.4790e-04 # [Pa*s]
u = 2.488 # [m/s]
reynolds_number = rho * u * diameter / mu # Reynolds number
def colebrook_eqn(darcy_friction, re, dia):
return (1 / np.sqrt(darcy_friction) +
2 * np.log10(roughness / 3.7 / dia +
2.51 / re / np.sqrt(darcy_friction)))
# only some failures
with pytest.warns(RuntimeWarning):
result = zeros.newton(
colebrook_eqn, x0=[0.01, 0.2, 0.02223, 0.3], maxiter=2,
args=[reynolds_number, diameter], full_output=True
)
assert not result.converged.all()
# they all fail
with pytest.raises(RuntimeError):
result = zeros.newton(
colebrook_eqn, x0=[0.01] * 2, maxiter=2,
args=[reynolds_number, diameter], full_output=True
)
# this test should **not** raise a RuntimeWarning
def test_gh8904_zeroder_at_root_fails():
"""Test that Newton or Halley don't warn if zero derivative at root"""
# a function that has a zero derivative at it's root
def f_zeroder_root(x):
return x**3 - x**2
# should work with secant
r = zeros.newton(f_zeroder_root, x0=0)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# test again with array
r = zeros.newton(f_zeroder_root, x0=[0]*10)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# 1st derivative
def fder(x):
return 3 * x**2 - 2 * x
# 2nd derivative
def fder2(x):
return 6*x - 2
# should work with newton and halley
r = zeros.newton(f_zeroder_root, x0=0, fprime=fder)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
r = zeros.newton(f_zeroder_root, x0=0, fprime=fder,
fprime2=fder2)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# test again with array
r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
r = zeros.newton(f_zeroder_root, x0=[0]*10, fprime=fder,
fprime2=fder2)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# also test that if a root is found we do not raise RuntimeWarning even if
# the derivative is zero, EG: at x = 0.5, then fval = -0.125 and
# fder = -0.25 so the next guess is 0.5 - (-0.125/-0.5) = 0 which is the
# root, but if the solver continued with that guess, then it will calculate
# a zero derivative, so it should return the root w/o RuntimeWarning
r = zeros.newton(f_zeroder_root, x0=0.5, fprime=fder)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# test again with array
r = zeros.newton(f_zeroder_root, x0=[0.5]*10, fprime=fder)
assert_allclose(r, 0, atol=zeros._xtol, rtol=zeros._rtol)
# doesn't apply to halley
def test_gh_8881():
r"""Test that Halley's method realizes that the 2nd order adjustment
is too big and drops off to the 1st order adjustment."""
n = 9
def f(x):
return power(x, 1.0/n) - power(n, 1.0/n)
def fp(x):
return power(x, (1.0-n)/n)/n
def fpp(x):
return power(x, (1.0-2*n)/n) * (1.0/n) * (1.0-n)/n
x0 = 0.1
# The root is at x=9.
# The function has positive slope, x0 < root.
# Newton succeeds in 8 iterations
rt, r = newton(f, x0, fprime=fp, full_output=True)
assert r.converged
# Before the Issue 8881/PR 8882, halley would send x in the wrong direction.
# Check that it now succeeds.
rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True)
assert r.converged
def test_gh_9608_preserve_array_shape():
"""
Test that shape is preserved for array inputs even if fprime or fprime2 is
scalar
"""
def f(x):
return x**2
def fp(x):
return 2 * x
def fpp(x):
return 2
x0 = np.array([-2], dtype=np.float32)
rt, r = newton(f, x0, fprime=fp, fprime2=fpp, full_output=True)
assert r.converged
x0_array = np.array([-2, -3], dtype=np.float32)
# This next invocation should fail
with pytest.raises(IndexError):
result = zeros.newton(
f, x0_array, fprime=fp, fprime2=fpp, full_output=True
)
def fpp_array(x):
return np.full(np.shape(x), 2, dtype=np.float32)
result = zeros.newton(
f, x0_array, fprime=fp, fprime2=fpp_array, full_output=True
)
assert result.converged.all()
@pytest.mark.parametrize(
"maximum_iterations,flag_expected",
[(10, zeros.CONVERR), (100, zeros.CONVERGED)])
def test_gh9254_flag_if_maxiter_exceeded(maximum_iterations, flag_expected):
"""
Test that if the maximum iterations is exceeded that the flag is not
converged.
"""
result = zeros.brentq(
lambda x: ((1.2*x - 2.3)*x + 3.4)*x - 4.5,
-30, 30, (), 1e-6, 1e-6, maximum_iterations,
full_output=True, disp=False)
assert result[1].flag == flag_expected
if flag_expected == zeros.CONVERR:
# didn't converge because exceeded maximum iterations
assert result[1].iterations == maximum_iterations
elif flag_expected == zeros.CONVERGED:
# converged before maximum iterations
assert result[1].iterations < maximum_iterations
@pytest.mark.thread_unsafe
def test_gh9551_raise_error_if_disp_true():
"""Test that if disp is true then zero derivative raises RuntimeError"""
def f(x):
return x*x + 1
def f_p(x):
return 2*x
assert_warns(RuntimeWarning, zeros.newton, f, 1.0, f_p, disp=False)
with pytest.raises(
RuntimeError,
match=r'^Derivative was zero\. Failed to converge after \d+ iterations, '
r'value is [+-]?\d*\.\d+\.$'):
zeros.newton(f, 1.0, f_p)
root = zeros.newton(f, complex(10.0, 10.0), f_p)
assert_allclose(root, complex(0.0, 1.0))
@pytest.mark.parametrize('solver_name',
['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
def test_gh3089_8394(solver_name):
# gh-3089 and gh-8394 reported that bracketing solvers returned incorrect
# results when they encountered NaNs. Check that this is resolved.
def f(x):
return np.nan
solver = getattr(zeros, solver_name)
with pytest.raises(ValueError, match="The function value at x..."):
solver(f, 0, 1)
@pytest.mark.parametrize('method',
['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
def test_gh18171(method):
# gh-3089 and gh-8394 reported that bracketing solvers returned incorrect
# results when they encountered NaNs. Check that `root_scalar` returns
# normally but indicates that convergence was unsuccessful. See gh-18171.
def f(x):
f._count += 1
return np.nan
f._count = 0
res = root_scalar(f, bracket=(0, 1), method=method)
assert res.converged is False
assert res.flag.startswith("The function value at x")
assert res.function_calls == f._count
assert str(res.root) in res.flag
@pytest.mark.parametrize('solver_name',
['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
@pytest.mark.parametrize('rs_interface', [True, False])
def test_function_calls(solver_name, rs_interface):
# There do not appear to be checks that the bracketing solvers report the
# correct number of function evaluations. Check that this is the case.
solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b)))
if rs_interface else getattr(zeros, solver_name))
def f(x):
f.calls += 1
return x**2 - 1
f.calls = 0
res = solver(f, 0, 10, full_output=True)
if rs_interface:
assert res.function_calls == f.calls
else:
assert res[1].function_calls == f.calls
@pytest.mark.thread_unsafe
def test_gh_14486_converged_false():
"""Test that zero slope with secant method results in a converged=False"""
def lhs(x):
return x * np.exp(-x*x) - 0.07
with pytest.warns(RuntimeWarning, match='Tolerance of'):
res = root_scalar(lhs, method='secant', x0=-0.15, x1=1.0)
assert not res.converged
assert res.flag == 'convergence error'
with pytest.warns(RuntimeWarning, match='Tolerance of'):
res = newton(lhs, x0=-0.15, x1=1.0, disp=False, full_output=True)[1]
assert not res.converged
assert res.flag == 'convergence error'
@pytest.mark.parametrize('solver_name',
['brentq', 'brenth', 'bisect', 'ridder', 'toms748'])
@pytest.mark.parametrize('rs_interface', [True, False])
def test_gh5584(solver_name, rs_interface):
# gh-5584 reported that an underflow can cause sign checks in the algorithm
# to fail. Check that this is resolved.
solver = ((lambda f, a, b, **kwargs: root_scalar(f, bracket=(a, b)))
if rs_interface else getattr(zeros, solver_name))
def f(x):
return 1e-200*x
# Report failure when signs are the same
with pytest.raises(ValueError, match='...must have different signs'):
solver(f, -0.5, -0.4, full_output=True)
# Solve successfully when signs are different
res = solver(f, -0.5, 0.4, full_output=True)
res = res if rs_interface else res[1]
assert res.converged
assert_allclose(res.root, 0, atol=1e-8)
# Solve successfully when one side is negative zero
res = solver(f, -0.5, float('-0.0'), full_output=True)
res = res if rs_interface else res[1]
assert res.converged
assert_allclose(res.root, 0, atol=1e-8)
def test_gh13407():
# gh-13407 reported that the message produced by `scipy.optimize.toms748`
# when `rtol < eps` is incorrect, and also that toms748 is unusual in
# accepting `rtol` as low as eps while other solvers raise at 4*eps. Check
# that the error message has been corrected and that `rtol=eps` can produce
# a lower function value than `rtol=4*eps`.
def f(x):
return x**3 - 2*x - 5
xtol = 1e-300
eps = np.finfo(float).eps
x1 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=1*eps)
f1 = f(x1)
x4 = zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=4*eps)
f4 = f(x4)
assert f1 < f4
# using old-style syntax to get exactly the same message
message = fr"rtol too small \({eps/2:g} < {eps:g}\)"
with pytest.raises(ValueError, match=message):
zeros.toms748(f, 1e-10, 1e10, xtol=xtol, rtol=eps/2)
def test_newton_complex_gh10103():
# gh-10103 reported a problem when `newton` is pass a Python complex x0,
# no `fprime` (secant method), and no `x1` (`x1` must be constructed).
# Check that this is resolved.
def f(z):
return z - 1
res = newton(f, 1+1j)
assert_allclose(res, 1, atol=1e-12)
res = root_scalar(f, x0=1+1j, x1=2+1.5j, method='secant')
assert_allclose(res.root, 1, atol=1e-12)
@pytest.mark.parametrize('method', all_methods)
def test_maxiter_int_check_gh10236(method):
# gh-10236 reported that the error message when `maxiter` is not an integer
# was difficult to interpret. Check that this was resolved (by gh-10907).
message = "'float' object cannot be interpreted as an integer"
with pytest.raises(TypeError, match=message):
method(f1, 0.0, 1.0, maxiter=72.45)
|