L iid2UddlZddlZddlZddlmZmZddlmZddlm Z m Z ddl m Z m Z mZmZddlmZddlmZmZmZddlmZd gZe Ze ed <eGd d ZeGd dZdddddddddZdZdZdZ GddZ!Gdde!Z"y)N) dataclassfield) ModuleType)Any TypeAlias)array_namespacexp_sizexp_copy xp_promote) MapWrapper)ProductNestedFixedGaussKronrodQuadratureGenzMalikCubature)_split_subregioncubatureArraycXeZdZUeed<eed<eed<eed<edZeed<dZy ) CubatureRegionestimateerrorabF)repr_xpc|jj|jj|j}|jj|jj|j}||kDSN)rmaxabsr)selfotherthis_err other_errs _/mnt/ssd/data/python-lab/Trading/venv/lib/python3.12/site-packages/scipy/integrate/_cubature.py__lt__zCubatureRegion.__lt__%sU 88<< TZZ 89HHLLekk!:; )##N) __name__ __module__ __qualname__r__annotations__rrrr$r%r#rrs*O L H H'C'$r%rcZeZdZUeed<eed<eed<eeed<eed<e ed<e ed<y) CubatureResultrrstatusregions subdivisionsatolrtolN) r&r'r(rr)strlistrintfloatr*r%r#r,r,0s,O L K . !! K Kr%r,gk21g:0yE>i'r*)ruler1r0max_subdivisionsargsworkerspointsc  t||} | tdn|}| gn| } t||g| dd| d^}}} |j} t |dk(st |dk(r t d|j dk7s|j dk7r t dt|trut |} |d k(rt| | }nWtd | td | td | d } | j|}|t d|t|g| z}d| j| j||kD| j| z}| j!| j#||gd}| j%| j#||gd}||}}| j'| j)|s | j'| j)|rt+|||| }|j,\}}| Dcgc]}| j/|d} }| Dcgc]}|j1|} }| Dcgc]}| j/|d} }| j3|j4t7| dk(r||fg}nt9||| | }g}d}d}|D]U\}}|j;||||}|j=||||}|j?tA||||| ||z }||z }Wd}d}tC|5}| j'|||| jE|zzkDr!tGjH|}|j:}|jJ}|jL|jN}}||z}||z}tQtSjT|tSjT|tSjT|tW||| }|tX|D]8} | \}!}"}#}$||#z }||$z }tA|#|$|!|"| }%tGjZ||%:|dz }||k\rd}n+| j'|||| jE|zzkDr!|rdnd}&||z}t]|||&||||cdddScc}wcc}wcc}w#1swYyxYw)a( Adaptive cubature of multidimensional array-valued function. Given an arbitrary integration rule, this function returns an estimate of the integral to the requested tolerance over the region defined by the arrays `a` and `b` specifying the corners of a hypercube. Convergence is not guaranteed for all integrals. Parameters ---------- f : callable Function to integrate. `f` must have the signature:: f(x : ndarray, *args) -> ndarray `f` should accept arrays ``x`` of shape:: (npoints, ndim) and output arrays of shape:: (npoints, output_dim_1, ..., output_dim_n) In this case, `cubature` will return arrays of shape:: (output_dim_1, ..., output_dim_n) a, b : array_like Lower and upper limits of integration as 1D arrays specifying the left and right endpoints of the intervals being integrated over. Limits can be infinite. rule : str, optional Rule used to estimate the integral. If passing a string, the options are "gauss-kronrod" (21 node), or "genz-malik" (degree 7). If a rule like "gauss-kronrod" is specified for an ``n``-dim integrand, the corresponding Cartesian product rule is used. "gk21", "gk15" are also supported for compatibility with `quad_vec`. See Notes. rtol, atol : float, optional Relative and absolute tolerances. Iterations are performed until the error is estimated to be less than ``atol + rtol * abs(est)``. Here `rtol` controls relative accuracy (number of correct digits), while `atol` controls absolute accuracy (number of correct decimal places). To achieve the desired `rtol`, set `atol` to be smaller than the smallest value that can be expected from ``rtol * abs(y)`` so that `rtol` dominates the allowable error. If `atol` is larger than ``rtol * abs(y)`` the number of correct digits is not guaranteed. Conversely, to achieve the desired `atol`, set `rtol` such that ``rtol * abs(y)`` is always smaller than `atol`. Default values are 1e-8 for `rtol` and 0 for `atol`. max_subdivisions : int, optional Upper bound on the number of subdivisions to perform. Default is 10,000. args : tuple, optional Additional positional args passed to `f`, if any. workers : int or map-like callable, optional If `workers` is an integer, part of the computation is done in parallel subdivided to this many tasks (using :class:`python:multiprocessing.pool.Pool`). Supply `-1` to use all cores available to the Process. Alternatively, supply a map-like callable, such as :meth:`python:multiprocessing.pool.Pool.map` for evaluating the population in parallel. This evaluation is carried out as ``workers(func, iterable)``. points : list of array_like, optional List of points to avoid evaluating `f` at, under the condition that the rule being used does not evaluate `f` on the boundary of a region (which is the case for all Genz-Malik and Gauss-Kronrod rules). This can be useful if `f` has a singularity at the specified point. This should be a list of array-likes where each element has length ``ndim``. Default is empty. See Examples. Returns ------- res : object Object containing the results of the estimation. It has the following attributes: estimate : ndarray Estimate of the value of the integral over the overall region specified. error : ndarray Estimate of the error of the approximation over the overall region specified. status : str Whether the estimation was successful. Can be either: "converged", "not_converged". subdivisions : int Number of subdivisions performed. atol, rtol : float Requested tolerances for the approximation. regions: list of object List of objects containing the estimates of the integral over smaller regions of the domain. Each object in ``regions`` has the following attributes: a, b : ndarray Points describing the corners of the region. If the original integral contained infinite limits or was over a region described by `region`, then `a` and `b` are in the transformed coordinates. estimate : ndarray Estimate of the value of the integral over this region. error : ndarray Estimate of the error of the approximation over this region. Notes ----- The algorithm uses a similar algorithm to `quad_vec`, which itself is based on the implementation of QUADPACK's DQAG* algorithms, implementing global error control and adaptive subdivision. The source of the nodes and weights used for Gauss-Kronrod quadrature can be found in [1]_, and the algorithm for calculating the nodes and weights in Genz-Malik cubature can be found in [2]_. The rules currently supported via the `rule` argument are: - ``"gauss-kronrod"``, 21-node Gauss-Kronrod - ``"genz-malik"``, n-node Genz-Malik If using Gauss-Kronrod for an ``n``-dim integrand where ``n > 2``, then the corresponding Cartesian product rule will be found by taking the Cartesian product of the nodes in the 1D case. This means that the number of nodes scales exponentially as ``21^n`` in the Gauss-Kronrod case, which may be problematic in a moderate number of dimensions. Genz-Malik is typically less accurate than Gauss-Kronrod but has much fewer nodes, so in this situation using "genz-malik" might be preferable. Infinite limits are handled with an appropriate variable transformation. Assuming ``a = [a_1, ..., a_n]`` and ``b = [b_1, ..., b_n]``: If :math:`a_i = -\infty` and :math:`b_i = \infty`, the i-th integration variable will use the transformation :math:`x = \frac{1-|t|}{t}` and :math:`t \in (-1, 1)`. If :math:`a_i \ne \pm\infty` and :math:`b_i = \infty`, the i-th integration variable will use the transformation :math:`x = a_i + \frac{1-t}{t}` and :math:`t \in (0, 1)`. If :math:`a_i = -\infty` and :math:`b_i \ne \pm\infty`, the i-th integration variable will use the transformation :math:`x = b_i - \frac{1-t}{t}` and :math:`t \in (0, 1)`. References ---------- .. [1] R. Piessens, E. de Doncker, Quadpack: A Subroutine Package for Automatic Integration, files: dqk21.f, dqk15.f (1983). .. [2] A.C. Genz, A.A. Malik, Remarks on algorithm 006: An adaptive algorithm for numerical integration over an N-dimensional rectangular region, Journal of Computational and Applied Mathematics, Volume 6, Issue 4, 1980, Pages 295-302, ISSN 0377-0427 :doi:`10.1016/0771-050X(80)90039-X` Examples -------- **1D integral with vector output**: .. math:: \int^1_0 \mathbf f(x) \text dx Where ``f(x) = x^n`` and ``n = np.arange(10)`` is a vector. Since no rule is specified, the default "gk21" is used, which corresponds to Gauss-Kronrod integration with 21 nodes. >>> import numpy as np >>> from scipy.integrate import cubature >>> def f(x, n): ... # Make sure x and n are broadcastable ... return x[:, np.newaxis]**n[np.newaxis, :] >>> res = cubature( ... f, ... a=[0], ... b=[1], ... args=(np.arange(10),), ... ) >>> res.estimate array([1. , 0.5 , 0.33333333, 0.25 , 0.2 , 0.16666667, 0.14285714, 0.125 , 0.11111111, 0.1 ]) **7D integral with arbitrary-shaped array output**:: f(x) = cos(2*pi*r + alphas @ x) for some ``r`` and ``alphas``, and the integral is performed over the unit hybercube, :math:`[0, 1]^7`. Since the integral is in a moderate number of dimensions, "genz-malik" is used rather than the default "gauss-kronrod" to avoid constructing a product rule with :math:`21^7 \approx 2 \times 10^9` nodes. >>> import numpy as np >>> from scipy.integrate import cubature >>> def f(x, r, alphas): ... # f(x) = cos(2*pi*r + alphas @ x) ... # Need to allow r and alphas to be arbitrary shape ... npoints, ndim = x.shape[0], x.shape[-1] ... alphas = alphas[np.newaxis, ...] ... x = x.reshape(npoints, *([1]*(len(alphas.shape) - 1)), ndim) ... return np.cos(2*np.pi*r + np.sum(alphas * x, axis=-1)) >>> rng = np.random.default_rng() >>> r, alphas = rng.random((2, 3)), rng.random((2, 3, 7)) >>> res = cubature( ... f=f, ... a=np.array([0, 0, 0, 0, 0, 0, 0]), ... b=np.array([1, 1, 1, 1, 1, 1, 1]), ... rtol=1e-5, ... rule="genz-malik", ... args=(r, alphas), ... ) >>> res.estimate array([[-0.79812452, 0.35246913, -0.52273628], [ 0.88392779, 0.59139899, 0.41895111]]) **Parallel computation with** `workers`: >>> from concurrent.futures import ThreadPoolExecutor >>> with ThreadPoolExecutor() as executor: ... res = cubature( ... f=f, ... a=np.array([0, 0, 0, 0, 0, 0, 0]), ... b=np.array([1, 1, 1, 1, 1, 1, 1]), ... rtol=1e-5, ... rule="genz-malik", ... args=(r, alphas), ... workers=executor.map, ... ) >>> res.estimate array([[-0.79812452, 0.35246913, -0.52273628], [ 0.88392779, 0.59139899, 0.41895111]]) **2D integral with infinite limits**: .. math:: \int^{ \infty }_{ -\infty } \int^{ \infty }_{ -\infty } e^{-x^2-y^2} \text dy \text dx >>> def gaussian(x): ... return np.exp(-np.sum(x**2, axis=-1)) >>> res = cubature(gaussian, [-np.inf, -np.inf], [np.inf, np.inf]) >>> res.estimate 3.1415926 **1D integral with singularities avoided using** `points`: .. math:: \int^{ 1 }_{ -1 } \frac{\sin(x)}{x} \text dx It is necessary to use the `points` parameter to avoid evaluating `f` at the origin. >>> def sinc(x): ... return np.sin(x)/x >>> res = cubature(sinc, [-1], [1], points=[[0]]) >>> res.estimate 1.8921661 NinfT) broadcastforce_floatingxprz`a` and `b` must be nonemptyr7z`a` and `b` must be 1D arraysz genz-malik)rA)z gauss-kronrodr6gk15z unknown rule )dtypeaxis)r7rE)rEgF converged not_converged)rrr-r/r.r0r1)/rr5r rFr ValueErrorndim isinstancer2rrgetr sumastypeint8minstackranyisinf_InfiniteLimitsTransformtransformed_limitsreshapeinvextendr<len_split_region_at_pointsrestimate_errorappendrr rheapqheappoprrrzip itertoolsrepeatr_process_subregionheappushr,)'frrr8r1r0r9r:r;r<rA result_dtyperL quadratues base_rulesign a_flipped b_flippedpointinitial_regionsr.esterra_kb_kest_kerr_kr/success mapwrapperregion_k executor_argssubdivision_resulta_k_subb_k_subest_suberr_sub new_regionr-s' r#rr;sJ A B'7'?uU|EU>RvFq!&f&T"$&MAq677LqzQ'!*/788vv{affk899$qz < $Tb1D"8r!B/rb9.rb9 J#t,I  =!788%ykD&89D 266"))AE2773<6H HDrxxA'a0IrxxA'a0I iqA vvbhhqkbffRXXa[1 $Q1 4##1;AA"**UG,AA,235!%%,338>?u"**UE*??  ahh 6{aq6(1!QCG C C#S ac40##AsC6~eUCbAB u  u  LG G = ffS4$"4445}}W-H%%ENNEzz8::C 5LC 5LC   #  &  & c2. 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