_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))