_mptestutils.py
14.1 KB
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
import os
import sys
import time
import numpy as np
from numpy.testing import assert_
import pytest
from scipy.special._testutils import assert_func_equal
try:
import mpmath # type: ignore[import]
except ImportError:
pass
# ------------------------------------------------------------------------------
# Machinery for systematic tests with mpmath
# ------------------------------------------------------------------------------
class Arg(object):
"""Generate a set of numbers on the real axis, concentrating on
'interesting' regions and covering all orders of magnitude.
"""
def __init__(self, a=-np.inf, b=np.inf, inclusive_a=True, inclusive_b=True):
if a > b:
raise ValueError("a should be less than or equal to b")
if a == -np.inf:
a = -0.5*np.finfo(float).max
if b == np.inf:
b = 0.5*np.finfo(float).max
self.a, self.b = a, b
self.inclusive_a, self.inclusive_b = inclusive_a, inclusive_b
def _positive_values(self, a, b, n):
if a < 0:
raise ValueError("a should be positive")
# Try to put half of the points into a linspace between a and
# 10 the other half in a logspace.
if n % 2 == 0:
nlogpts = n//2
nlinpts = nlogpts
else:
nlogpts = n//2
nlinpts = nlogpts + 1
if a >= 10:
# Outside of linspace range; just return a logspace.
pts = np.logspace(np.log10(a), np.log10(b), n)
elif a > 0 and b < 10:
# Outside of logspace range; just return a linspace
pts = np.linspace(a, b, n)
elif a > 0:
# Linspace between a and 10 and a logspace between 10 and
# b.
linpts = np.linspace(a, 10, nlinpts, endpoint=False)
logpts = np.logspace(1, np.log10(b), nlogpts)
pts = np.hstack((linpts, logpts))
elif a == 0 and b <= 10:
# Linspace between 0 and b and a logspace between 0 and
# the smallest positive point of the linspace
linpts = np.linspace(0, b, nlinpts)
if linpts.size > 1:
right = np.log10(linpts[1])
else:
right = -30
logpts = np.logspace(-30, right, nlogpts, endpoint=False)
pts = np.hstack((logpts, linpts))
else:
# Linspace between 0 and 10, logspace between 0 and the
# smallest positive point of the linspace, and a logspace
# between 10 and b.
if nlogpts % 2 == 0:
nlogpts1 = nlogpts//2
nlogpts2 = nlogpts1
else:
nlogpts1 = nlogpts//2
nlogpts2 = nlogpts1 + 1
linpts = np.linspace(0, 10, nlinpts, endpoint=False)
if linpts.size > 1:
right = np.log10(linpts[1])
else:
right = -30
logpts1 = np.logspace(-30, right, nlogpts1, endpoint=False)
logpts2 = np.logspace(1, np.log10(b), nlogpts2)
pts = np.hstack((logpts1, linpts, logpts2))
return np.sort(pts)
def values(self, n):
"""Return an array containing n numbers."""
a, b = self.a, self.b
if a == b:
return np.zeros(n)
if not self.inclusive_a:
n += 1
if not self.inclusive_b:
n += 1
if n % 2 == 0:
n1 = n//2
n2 = n1
else:
n1 = n//2
n2 = n1 + 1
if a >= 0:
pospts = self._positive_values(a, b, n)
negpts = []
elif b <= 0:
pospts = []
negpts = -self._positive_values(-b, -a, n)
else:
pospts = self._positive_values(0, b, n1)
negpts = -self._positive_values(0, -a, n2 + 1)
# Don't want to get zero twice
negpts = negpts[1:]
pts = np.hstack((negpts[::-1], pospts))
if not self.inclusive_a:
pts = pts[1:]
if not self.inclusive_b:
pts = pts[:-1]
return pts
class FixedArg(object):
def __init__(self, values):
self._values = np.asarray(values)
def values(self, n):
return self._values
class ComplexArg(object):
def __init__(self, a=complex(-np.inf, -np.inf), b=complex(np.inf, np.inf)):
self.real = Arg(a.real, b.real)
self.imag = Arg(a.imag, b.imag)
def values(self, n):
m = int(np.floor(np.sqrt(n)))
x = self.real.values(m)
y = self.imag.values(m + 1)
return (x[:,None] + 1j*y[None,:]).ravel()
class IntArg(object):
def __init__(self, a=-1000, b=1000):
self.a = a
self.b = b
def values(self, n):
v1 = Arg(self.a, self.b).values(max(1 + n//2, n-5)).astype(int)
v2 = np.arange(-5, 5)
v = np.unique(np.r_[v1, v2])
v = v[(v >= self.a) & (v < self.b)]
return v
def get_args(argspec, n):
if isinstance(argspec, np.ndarray):
args = argspec.copy()
else:
nargs = len(argspec)
ms = np.asarray([1.5 if isinstance(spec, ComplexArg) else 1.0 for spec in argspec])
ms = (n**(ms/sum(ms))).astype(int) + 1
args = [spec.values(m) for spec, m in zip(argspec, ms)]
args = np.array(np.broadcast_arrays(*np.ix_(*args))).reshape(nargs, -1).T
return args
class MpmathData(object):
def __init__(self, scipy_func, mpmath_func, arg_spec, name=None,
dps=None, prec=None, n=None, rtol=1e-7, atol=1e-300,
ignore_inf_sign=False, distinguish_nan_and_inf=True,
nan_ok=True, param_filter=None):
# mpmath tests are really slow (see gh-6989). Use a small number of
# points by default, increase back to 5000 (old default) if XSLOW is
# set
if n is None:
try:
is_xslow = int(os.environ.get('SCIPY_XSLOW', '0'))
except ValueError:
is_xslow = False
n = 5000 if is_xslow else 500
self.scipy_func = scipy_func
self.mpmath_func = mpmath_func
self.arg_spec = arg_spec
self.dps = dps
self.prec = prec
self.n = n
self.rtol = rtol
self.atol = atol
self.ignore_inf_sign = ignore_inf_sign
self.nan_ok = nan_ok
if isinstance(self.arg_spec, np.ndarray):
self.is_complex = np.issubdtype(self.arg_spec.dtype, np.complexfloating)
else:
self.is_complex = any([isinstance(arg, ComplexArg) for arg in self.arg_spec])
self.ignore_inf_sign = ignore_inf_sign
self.distinguish_nan_and_inf = distinguish_nan_and_inf
if not name or name == '<lambda>':
name = getattr(scipy_func, '__name__', None)
if not name or name == '<lambda>':
name = getattr(mpmath_func, '__name__', None)
self.name = name
self.param_filter = param_filter
def check(self):
np.random.seed(1234)
# Generate values for the arguments
argarr = get_args(self.arg_spec, self.n)
# Check
old_dps, old_prec = mpmath.mp.dps, mpmath.mp.prec
try:
if self.dps is not None:
dps_list = [self.dps]
else:
dps_list = [20]
if self.prec is not None:
mpmath.mp.prec = self.prec
# Proper casting of mpmath input and output types. Using
# native mpmath types as inputs gives improved precision
# in some cases.
if np.issubdtype(argarr.dtype, np.complexfloating):
pytype = mpc2complex
def mptype(x):
return mpmath.mpc(complex(x))
else:
def mptype(x):
return mpmath.mpf(float(x))
def pytype(x):
if abs(x.imag) > 1e-16*(1 + abs(x.real)):
return np.nan
else:
return mpf2float(x.real)
# Try out different dps until one (or none) works
for j, dps in enumerate(dps_list):
mpmath.mp.dps = dps
try:
assert_func_equal(self.scipy_func,
lambda *a: pytype(self.mpmath_func(*map(mptype, a))),
argarr,
vectorized=False,
rtol=self.rtol, atol=self.atol,
ignore_inf_sign=self.ignore_inf_sign,
distinguish_nan_and_inf=self.distinguish_nan_and_inf,
nan_ok=self.nan_ok,
param_filter=self.param_filter)
break
except AssertionError:
if j >= len(dps_list)-1:
# reraise the Exception
tp, value, tb = sys.exc_info()
if value.__traceback__ is not tb:
raise value.with_traceback(tb)
raise value
finally:
mpmath.mp.dps, mpmath.mp.prec = old_dps, old_prec
def __repr__(self):
if self.is_complex:
return "<MpmathData: %s (complex)>" % (self.name,)
else:
return "<MpmathData: %s>" % (self.name,)
def assert_mpmath_equal(*a, **kw):
d = MpmathData(*a, **kw)
d.check()
def nonfunctional_tooslow(func):
return pytest.mark.skip(reason=" Test not yet functional (too slow), needs more work.")(func)
# ------------------------------------------------------------------------------
# Tools for dealing with mpmath quirks
# ------------------------------------------------------------------------------
def mpf2float(x):
"""
Convert an mpf to the nearest floating point number. Just using
float directly doesn't work because of results like this:
with mp.workdps(50):
float(mpf("0.99999999999999999")) = 0.9999999999999999
"""
return float(mpmath.nstr(x, 17, min_fixed=0, max_fixed=0))
def mpc2complex(x):
return complex(mpf2float(x.real), mpf2float(x.imag))
def trace_args(func):
def tofloat(x):
if isinstance(x, mpmath.mpc):
return complex(x)
else:
return float(x)
def wrap(*a, **kw):
sys.stderr.write("%r: " % (tuple(map(tofloat, a)),))
sys.stderr.flush()
try:
r = func(*a, **kw)
sys.stderr.write("-> %r" % r)
finally:
sys.stderr.write("\n")
sys.stderr.flush()
return r
return wrap
try:
import posix
import signal
POSIX = ('setitimer' in dir(signal))
except ImportError:
POSIX = False
class TimeoutError(Exception):
pass
def time_limited(timeout=0.5, return_val=np.nan, use_sigalrm=True):
"""
Decorator for setting a timeout for pure-Python functions.
If the function does not return within `timeout` seconds, the
value `return_val` is returned instead.
On POSIX this uses SIGALRM by default. On non-POSIX, settrace is
used. Do not use this with threads: the SIGALRM implementation
does probably not work well. The settrace implementation only
traces the current thread.
The settrace implementation slows down execution speed. Slowdown
by a factor around 10 is probably typical.
"""
if POSIX and use_sigalrm:
def sigalrm_handler(signum, frame):
raise TimeoutError()
def deco(func):
def wrap(*a, **kw):
old_handler = signal.signal(signal.SIGALRM, sigalrm_handler)
signal.setitimer(signal.ITIMER_REAL, timeout)
try:
return func(*a, **kw)
except TimeoutError:
return return_val
finally:
signal.setitimer(signal.ITIMER_REAL, 0)
signal.signal(signal.SIGALRM, old_handler)
return wrap
else:
def deco(func):
def wrap(*a, **kw):
start_time = time.time()
def trace(frame, event, arg):
if time.time() - start_time > timeout:
raise TimeoutError()
return trace
sys.settrace(trace)
try:
return func(*a, **kw)
except TimeoutError:
sys.settrace(None)
return return_val
finally:
sys.settrace(None)
return wrap
return deco
def exception_to_nan(func):
"""Decorate function to return nan if it raises an exception"""
def wrap(*a, **kw):
try:
return func(*a, **kw)
except Exception:
return np.nan
return wrap
def inf_to_nan(func):
"""Decorate function to return nan if it returns inf"""
def wrap(*a, **kw):
v = func(*a, **kw)
if not np.isfinite(v):
return np.nan
return v
return wrap
def mp_assert_allclose(res, std, atol=0, rtol=1e-17):
"""
Compare lists of mpmath.mpf's or mpmath.mpc's directly so that it
can be done to higher precision than double.
"""
try:
len(res)
except TypeError:
res = list(res)
n = len(std)
if len(res) != n:
raise AssertionError("Lengths of inputs not equal.")
failures = []
for k in range(n):
try:
assert_(mpmath.fabs(res[k] - std[k]) <= atol + rtol*mpmath.fabs(std[k]))
except AssertionError:
failures.append(k)
ndigits = int(abs(np.log10(rtol)))
msg = [""]
msg.append("Bad results ({} out of {}) for the following points:"
.format(len(failures), n))
for k in failures:
resrep = mpmath.nstr(res[k], ndigits, min_fixed=0, max_fixed=0)
stdrep = mpmath.nstr(std[k], ndigits, min_fixed=0, max_fixed=0)
if std[k] == 0:
rdiff = "inf"
else:
rdiff = mpmath.fabs((res[k] - std[k])/std[k])
rdiff = mpmath.nstr(rdiff, 3)
msg.append("{}: {} != {} (rdiff {})".format(k, resrep, stdrep, rdiff))
if failures:
assert_(False, "\n".join(msg))