Exemple #1
0
class CheckLib(unittest.TestCase):
    def setUp(self):
        # load c++ library
        self.lib = IntegralLibrary('../difference/difference_pylink.so')
        self.target_result = {
                                  0:  1.64493406684822643647241516664602518923 + 3.1415926535897932384626433832795028842j,
                                  1:  2.08781123053685858754509217178101012328 - 6.2831853071795864769252867665590057684j,
                                  2: -5.94029019737039970544633397517750766917 + 4.2570651807194096861418776386549427857j
                             }
        self.epsrel = 1e-2

    def check_result(self, computed_series, epsrel):
        # convert result to sympy expressions
        integral_with_prefactor = sp.sympify(  computed_series.replace(',','+I*').replace('+/-','*value+error*')  )

        for order in range(3):
            value = complex( integral_with_prefactor.coeff('eps',order).coeff('value') )
            error = complex( integral_with_prefactor.coeff('eps',order).coeff('error') )

            # check that the uncertainties are reasonable
            self.assertLessEqual(error.real, abs(2*epsrel * self.target_result[order].real))
            self.assertLessEqual(error.imag, abs(2*epsrel * self.target_result[order].imag))

            # check that the desired uncertainties are reached
            self.assertLessEqual(error.real, abs(epsrel * value.real) )
            self.assertLessEqual(error.imag, abs(epsrel * value.imag) )

            # check integral value
            self.assertAlmostEqual(  value.real, self.target_result[order].real, delta=3.*epsrel*abs(self.target_result[order].real)  )
            self.assertAlmostEqual(  value.imag, self.target_result[order].imag, delta=3.*epsrel*abs(self.target_result[order].imag)  )

    def test_Vegas(self):
        # choose integrator
        self.lib.use_Vegas(flags=2, epsrel=self.epsrel) # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib()

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Suave(self):
        # choose integrator
        self.lib.use_Suave(flags=2, epsrel=self.epsrel) # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib()

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Divonne(self):
        # choose integrator
        self.lib.use_Divonne(flags=2, epsrel=self.epsrel, border=1e-8) # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib()

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Cuhre(self):
        # choose integrator
        self.lib.use_Cuhre(flags=2, epsrel=self.epsrel) # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib()

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)
Exemple #2
0
class CheckLib(unittest.TestCase):
    def setUp(self):
        # load c++ library
        self.lib = IntegralLibrary(
            '../userdefined_cpp/userdefined_cpp_pylink.so')

        # full analytic result for func(y)=1:
        #   (4^-eps (-2 + 2^eps))/((-1 + eps) eps^2)
        # = 1/eps^2 + (1 - Log[2] - Log[4])/eps +  1/2 (2 - 2 Log[2] - Log[2]^2 - 2 Log[4] + 2 Log[2] Log[4] + Log[4]^2) + O[eps]
        # = 1.0000000000000000000/eps^2 - 1.0794415416798359283/eps + 0.60214400703386905808 + O[eps]
        self.target_result = {
            -2: 1.0,
            -1: -1.0794415416798359283,
            0: 0.60214400703386905808
        }
        self.epsrel = 1e-4
        self.maxeval = 10**8
        self.epsabs_tol = 1e-15

    def check_result(self, computed_series, epsrel):
        # convert result to sympy expressions
        integral_with_prefactor = sp.sympify(
            computed_series.replace(',',
                                    '+I*').replace('+/-', '*value+error*'))

        for order in range(-2, 0):
            value = complex(
                integral_with_prefactor.coeff('eps', order).coeff('value'))
            error = complex(
                integral_with_prefactor.coeff('eps', order).coeff('error'))

            # check that the uncertainties are reasonable
            self.assertLessEqual(
                error.real,
                abs(2 * epsrel * self.target_result[order].real) +
                self.epsabs_tol)
            self.assertLessEqual(
                error.imag,
                abs(2 * epsrel * self.target_result[order].imag) +
                self.epsabs_tol)

            # check that the desired uncertainties are reached
            self.assertLessEqual(error.real,
                                 abs(epsrel * value.real) + self.epsabs_tol)
            self.assertLessEqual(error.imag,
                                 abs(epsrel * value.imag) + self.epsabs_tol)

            # check integral value
            self.assertAlmostEqual(
                value.real,
                self.target_result[order].real,
                delta=3. * epsrel * abs(self.target_result[order].real) +
                self.epsabs_tol)
            self.assertAlmostEqual(
                value.imag,
                self.target_result[order].imag,
                delta=3. * epsrel * abs(self.target_result[order].imag) +
                self.epsabs_tol)

    def test_Vegas(self):
        # choose integrator
        self.lib.use_Vegas(
            flags=2, epsrel=self.epsrel,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Suave(self):
        # choose integrator
        self.lib.use_Suave(
            flags=2, epsrel=self.epsrel, maxeval=self.maxeval,
            nnew=10**5)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Divonne(self):
        # choose integrator
        self.lib.use_Divonne(
            flags=2, epsrel=self.epsrel, border=1e-12,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Cuhre(self):
        # choose integrator
        self.lib.use_Cuhre(
            flags=2, epsrel=self.epsrel,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)
Exemple #3
0
class CheckLib(unittest.TestCase):
    def setUp(self):
        # load c++ library
        self.lib = IntegralLibrary(
            '../one_integration_variable/one_integration_variable_pylink.so')
        self.target_result = {-1: 0.0, 0: -0.5, 1: -0.25}
        self.epsrel = 1e-11
        self.epsabs = 1e-10
        self.maxeval = 10**5

    def check_result(self, computed_series, epsrel, epsabs):
        # convert result to sympy expressions
        integral_with_prefactor = sp.sympify(
            computed_series.replace(',',
                                    '+I*').replace('+/-', '*value+error*'))

        for order in range(-1, 2):
            value = complex(
                integral_with_prefactor.coeff('eps', order).coeff('value'))
            error = complex(
                integral_with_prefactor.coeff('eps', order).coeff('error'))

            # check that the desired uncertainties are reached
            self.assertLessEqual(error.real, epsabs)
            self.assertLessEqual(error.imag, epsabs)

            # check integral value
            self.assertAlmostEqual(value.real,
                                   self.target_result[order].real,
                                   delta=3. * epsabs)
            self.assertAlmostEqual(value.imag,
                                   self.target_result[order].imag,
                                   delta=3. * epsabs)

    def test_Vegas(self):
        # choose integrator
        # can only reach ~2e-9 accuracy with Vegas
        self.lib.use_Vegas(
            flags=0, epsrel=self.epsrel, epsabs=2e-9,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel, 2e-9)

    def test_Suave(self):
        # choose integrator
        self.lib.use_Suave(
            flags=0, epsrel=self.epsrel, epsabs=self.epsabs,
            maxeval=5000)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_Divonne(self):
        # choose integrator
        self.lib.use_Divonne(
            flags=0,
            epsrel=self.epsrel,
            epsabs=self.epsabs,
            border=1e-8,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_Cuhre(self):
        # choose integrator
        self.lib.use_Cuhre(
            flags=0,
            epsrel=self.epsrel,
            epsabs=self.epsabs,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_CQuad(self):
        # choose integrator
        self.lib.use_CQuad(verbose=False,
                           epsrel=self.epsrel,
                           epsabs=self.epsabs)

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_Qmc_default_transform(self):
        # choose integrator
        self.lib.use_Qmc(verbosity=0,
                         epsrel=self.epsrel,
                         epsabs=self.epsabs,
                         seed=3212,
                         transform='korobov3',
                         fitfunction='polysingular')

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_Qmc_no_transform(self):
        # choose integrator
        self.lib.use_Qmc(verbosity=0,
                         epsrel=self.epsrel,
                         epsabs=self.epsabs,
                         seed=3212,
                         transform='none',
                         fitfunction='none')

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)

    def test_Qmc_Korobov2x1_transform(self):
        # choose integrator
        self.lib.use_Qmc(verbosity=0,
                         epsrel=self.epsrel,
                         epsabs=self.epsabs,
                         seed=3212,
                         transform='Korobov2x1')

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
        )

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel,
                          self.epsabs)
Exemple #4
0
class CheckLib(unittest.TestCase):
    def setUp(self):
        # load c++ library
        self.lib = IntegralLibrary(
            '../userdefined_cpp/userdefined_cpp_pylink.so')
        self.target_result = {-2: 0.095206, -1: -2.561, 0: 21.120, 1: -78.7}
        self.real_parameters = [0.77]
        self.epsrel = 1e-3
        self.maxeval = 10**8
        self.epsabs_tol = 1e-15

    def check_result(self, computed_series, epsrel):
        # convert result to sympy expressions
        integral_with_prefactor = sp.sympify(
            computed_series.replace(',',
                                    '+I*').replace('+/-', '*value+error*'))

        for order in range(-2, 2):
            value = complex(
                integral_with_prefactor.coeff('eps', order).coeff('value'))
            error = complex(
                integral_with_prefactor.coeff('eps', order).coeff('error'))

            # check that the uncertainties are reasonable
            self.assertLessEqual(
                error.real,
                abs(2 * epsrel * self.target_result[order].real) +
                self.epsabs_tol)
            self.assertLessEqual(
                error.imag,
                abs(2 * epsrel * self.target_result[order].imag) +
                self.epsabs_tol)

            # check that the desired uncertainties are reached
            self.assertLessEqual(error.real,
                                 abs(epsrel * value.real) + self.epsabs_tol)
            self.assertLessEqual(error.imag,
                                 abs(epsrel * value.imag) + self.epsabs_tol)

            # check integral value
            self.assertAlmostEqual(
                value.real,
                self.target_result[order].real,
                delta=3. * epsrel * abs(self.target_result[order].real) +
                self.epsabs_tol)
            self.assertAlmostEqual(
                value.imag,
                self.target_result[order].imag,
                delta=3. * epsrel * abs(self.target_result[order].imag) +
                self.epsabs_tol)

    def test_Vegas(self):
        # choose integrator
        self.lib.use_Vegas(
            flags=2, epsrel=self.epsrel,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
            self.real_parameters)

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Suave(self):
        # choose integrator
        self.lib.use_Suave(
            flags=2, epsrel=self.epsrel,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
            self.real_parameters)

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Divonne(self):
        # choose integrator
        self.lib.use_Divonne(
            flags=2, epsrel=self.epsrel, border=1e-8,
            maxeval=self.maxeval)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
            self.real_parameters)

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)

    def test_Cuhre(self):
        # choose integrator
        # Note: Need `mineval` because Cuhre underestimates the error
        self.lib.use_Cuhre(flags=2,
                           epsrel=self.epsrel,
                           maxeval=self.maxeval,
                           mineval=6 *
                           10**4)  # ``flags=2``: verbose --> see Cuba manual

        # integrate
        str_integral_without_prefactor, str_prefactor, str_integral_with_prefactor = self.lib(
            self.real_parameters)

        # check
        self.check_result(str_integral_with_prefactor, self.epsrel)