Esempio n. 1
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def test_reduce_poly_inequalities_real_relational():
    with assuming(Q.real(x), Q.real(y)):
        assert reduce_rational_inequalities([[Eq(x**2, 0)]],
                                            x,
                                            relational=True) == Eq(x, 0)
        assert reduce_rational_inequalities([[Le(x**2, 0)]],
                                            x,
                                            relational=True) == Eq(x, 0)
        assert reduce_rational_inequalities(
            [[Lt(x**2, 0)]], x, relational=True) is False
        assert reduce_rational_inequalities(
            [[Ge(x**2, 0)]], x, relational=True) is True
        assert reduce_rational_inequalities([[Gt(x**2, 0)]],
                                            x,
                                            relational=True) == Or(
                                                Lt(x, 0), Gt(x, 0))
        assert reduce_rational_inequalities([[Ne(x**2, 0)]],
                                            x,
                                            relational=True) == Or(
                                                Lt(x, 0), Gt(x, 0))

        assert reduce_rational_inequalities([[Eq(x**2, 1)]],
                                            x,
                                            relational=True) == Or(
                                                Eq(x, -1), Eq(x, 1))
        assert reduce_rational_inequalities([[Le(x**2, 1)]],
                                            x,
                                            relational=True) == And(
                                                Le(-1, x), Le(x, 1))
        assert reduce_rational_inequalities([[Lt(x**2, 1)]],
                                            x,
                                            relational=True) == And(
                                                Lt(-1, x), Lt(x, 1))
        assert reduce_rational_inequalities([[Ge(x**2, 1)]],
                                            x,
                                            relational=True) == Or(
                                                Le(x, -1), Ge(x, 1))
        assert reduce_rational_inequalities([[Gt(x**2, 1)]],
                                            x,
                                            relational=True) == Or(
                                                Lt(x, -1), Gt(x, 1))
        assert reduce_rational_inequalities([[Ne(x**2, 1)]],
                                            x,
                                            relational=True) == Or(
                                                Lt(x, -1),
                                                And(Lt(-1, x), Lt(x, 1)),
                                                Gt(x, 1))

        assert reduce_rational_inequalities([[Le(x**2, 1.0)]],
                                            x,
                                            relational=True) == And(
                                                Le(-1.0, x), Le(x, 1.0))
        assert reduce_rational_inequalities([[Lt(x**2, 1.0)]],
                                            x,
                                            relational=True) == And(
                                                Lt(-1.0, x), Lt(x, 1.0))
        assert reduce_rational_inequalities([[Ge(x**2, 1.0)]],
                                            x,
                                            relational=True) == Or(
                                                Le(x, -1.0), Ge(x, 1.0))
        assert reduce_rational_inequalities([[Gt(x**2, 1.0)]],
                                            x,
                                            relational=True) == Or(
                                                Lt(x, -1.0), Gt(x, 1.0))
        assert reduce_rational_inequalities([[Ne(x**2, 1.0)]], x, relational=True) == \
            Or(Lt(x, -1.0), And(Lt(-1.0, x), Lt(x, 1.0)), Gt(x, 1.0))
Esempio n. 2
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def test_issue_19822():
    expr = And(Gt(n - 2, 1), Gt(n, 1))
    assert simplify(expr) == Gt(n, 3)
Esempio n. 3
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 def gt(self, a, b):
     return Gt(a, b)
Esempio n. 4
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def test_reduce_poly_inequalities_complex_relational():
    cond = Eq(im(x), 0)

    assert reduce_poly_inequalities([[Eq(x**2, 0)]], x,
                                    relational=True) == And(
                                        Eq(re(x), 0), cond)
    assert reduce_poly_inequalities([[Le(x**2, 0)]], x,
                                    relational=True) == And(
                                        Eq(re(x), 0), cond)
    assert reduce_poly_inequalities([[Lt(x**2, 0)]], x,
                                    relational=True) is False
    assert reduce_poly_inequalities([[Ge(x**2, 0)]], x,
                                    relational=True) == cond
    assert reduce_poly_inequalities([[Gt(x**2, 0)]], x,
                                    relational=True) == And(
                                        Or(Lt(re(x), 0), Lt(0, re(x))), cond)
    assert reduce_poly_inequalities([[Ne(x**2, 0)]], x,
                                    relational=True) == And(
                                        Or(Lt(re(x), 0), Lt(0, re(x))), cond)

    assert reduce_poly_inequalities([[Eq(x**2, 1)]], x,
                                    relational=True) == And(
                                        Or(Eq(re(x), -1), Eq(re(x), 1)), cond)
    assert reduce_poly_inequalities([[Le(x**2, 1)]], x,
                                    relational=True) == And(
                                        And(Le(-1, re(x)), Le(re(x), 1)), cond)
    assert reduce_poly_inequalities([[Lt(x**2, 1)]], x,
                                    relational=True) == And(
                                        And(Lt(-1, re(x)), Lt(re(x), 1)), cond)
    assert reduce_poly_inequalities([[Ge(x**2, 1)]], x,
                                    relational=True) == And(
                                        Or(Le(re(x), -1), Le(1, re(x))), cond)
    assert reduce_poly_inequalities([[Gt(x**2, 1)]], x,
                                    relational=True) == And(
                                        Or(Lt(re(x), -1), Lt(1, re(x))), cond)
    assert reduce_poly_inequalities([[Ne(x**2, 1)]], x,
                                    relational=True) == And(
                                        Or(Lt(re(x), -1),
                                           And(Lt(-1, re(x)), Lt(re(x), 1)),
                                           Lt(1, re(x))), cond)

    assert reduce_poly_inequalities([[Le(x**2, 1.0)]], x,
                                    relational=True) == And(
                                        And(Le(-1.0, re(x)), Le(re(x), 1.0)),
                                        cond)
    assert reduce_poly_inequalities([[Lt(x**2, 1.0)]], x,
                                    relational=True) == And(
                                        And(Lt(-1.0, re(x)), Lt(re(x), 1.0)),
                                        cond)
    assert reduce_poly_inequalities([[Ge(x**2, 1.0)]], x,
                                    relational=True) == And(
                                        Or(Le(re(x), -1.0), Le(1.0, re(x))),
                                        cond)
    assert reduce_poly_inequalities([[Gt(x**2, 1.0)]], x,
                                    relational=True) == And(
                                        Or(Lt(re(x), -1.0), Lt(1.0, re(x))),
                                        cond)
    assert reduce_poly_inequalities(
        [[Ne(x**2, 1.0)]], x, relational=True) == And(
            Or(Lt(re(x), -1.0), And(Lt(-1.0, re(x)), Lt(re(x), 1.0)),
               Lt(1.0, re(x))), cond)
Esempio n. 5
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 def check(self, mu, sigma):
     _value_check(len(mu) == len(sigma.col(0)),
         "Size of the mean vector and covariance matrix are incorrect.")
     #check if covariance matrix is positive definite or not.
     _value_check(all([Gt(i, 0) != False for i in sigma.eigenvals().keys()]),
         "The covariance matrix must be positive definite. ")
Esempio n. 6
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def test_floor():

    assert floor(nan) is nan

    assert floor(oo) is oo
    assert floor(-oo) is -oo
    assert floor(zoo) is zoo

    assert floor(0) == 0

    assert floor(1) == 1
    assert floor(-1) == -1

    assert floor(E) == 2
    assert floor(-E) == -3

    assert floor(2 * E) == 5
    assert floor(-2 * E) == -6

    assert floor(pi) == 3
    assert floor(-pi) == -4

    assert floor(S.Half) == 0
    assert floor(Rational(-1, 2)) == -1

    assert floor(Rational(7, 3)) == 2
    assert floor(Rational(-7, 3)) == -3
    assert floor(-Rational(7, 3)) == -3

    assert floor(Float(17.0)) == 17
    assert floor(-Float(17.0)) == -17

    assert floor(Float(7.69)) == 7
    assert floor(-Float(7.69)) == -8

    assert floor(I) == I
    assert floor(-I) == -I
    e = floor(i)
    assert e.func is floor and e.args[0] == i

    assert floor(oo * I) == oo * I
    assert floor(-oo * I) == -oo * I
    assert floor(exp(I * pi / 4) * oo) == exp(I * pi / 4) * oo

    assert floor(2 * I) == 2 * I
    assert floor(-2 * I) == -2 * I

    assert floor(I / 2) == 0
    assert floor(-I / 2) == -I

    assert floor(E + 17) == 19
    assert floor(pi + 2) == 5

    assert floor(E + pi) == 5
    assert floor(I + pi) == 3 + I

    assert floor(floor(pi)) == 3
    assert floor(floor(y)) == floor(y)
    assert floor(floor(x)) == floor(x)

    assert unchanged(floor, x)
    assert unchanged(floor, 2 * x)
    assert unchanged(floor, k * x)

    assert floor(k) == k
    assert floor(2 * k) == 2 * k
    assert floor(k * n) == k * n

    assert unchanged(floor, k / 2)

    assert unchanged(floor, x + y)

    assert floor(x + 3) == floor(x) + 3
    assert floor(x + k) == floor(x) + k

    assert floor(y + 3) == floor(y) + 3
    assert floor(y + k) == floor(y) + k

    assert floor(3 + I * y + pi) == 6 + floor(y) * I

    assert floor(k + n) == k + n

    assert unchanged(floor, x * I)
    assert floor(k * I) == k * I

    assert floor(Rational(23, 10) - E * I) == 2 - 3 * I

    assert floor(sin(1)) == 0
    assert floor(sin(-1)) == -1

    assert floor(exp(2)) == 7

    assert floor(log(8) / log(2)) != 2
    assert int(floor(log(8) / log(2)).evalf(chop=True)) == 3

    assert (floor(factorial(50) / exp(1)) ==
            11188719610782480504630258070757734324011354208865721592720336800)

    assert (floor(y) < y) == False
    assert (floor(y) <= y) == True
    assert (floor(y) > y) == False
    assert (floor(y) >= y) == False
    assert (floor(x) <= x).is_Relational  # x could be non-real
    assert (floor(x) > x).is_Relational
    assert (floor(x) <= y).is_Relational  # arg is not same as rhs
    assert (floor(x) > y).is_Relational
    assert (floor(y) <= oo) == True
    assert (floor(y) < oo) == True
    assert (floor(y) >= -oo) == True
    assert (floor(y) > -oo) == True

    assert floor(y).rewrite(frac) == y - frac(y)
    assert floor(y).rewrite(ceiling) == -ceiling(-y)
    assert floor(y).rewrite(frac).subs(y, -pi) == floor(-pi)
    assert floor(y).rewrite(frac).subs(y, E) == floor(E)
    assert floor(y).rewrite(ceiling).subs(y, E) == -ceiling(-E)
    assert floor(y).rewrite(ceiling).subs(y, -pi) == -ceiling(pi)

    assert Eq(floor(y), y - frac(y))
    assert Eq(floor(y), -ceiling(-y))

    neg = Symbol("neg", negative=True)
    nn = Symbol("nn", nonnegative=True)
    pos = Symbol("pos", positive=True)
    np = Symbol("np", nonpositive=True)

    assert (floor(neg) < 0) == True
    assert (floor(neg) <= 0) == True
    assert (floor(neg) > 0) == False
    assert (floor(neg) >= 0) == False
    assert (floor(neg) <= -1) == True
    assert (floor(neg) >= -3) == (neg >= -3)
    assert (floor(neg) < 5) == (neg < 5)

    assert (floor(nn) < 0) == False
    assert (floor(nn) >= 0) == True

    assert (floor(pos) < 0) == False
    assert (floor(pos) <= 0) == (pos < 1)
    assert (floor(pos) > 0) == (pos >= 1)
    assert (floor(pos) >= 0) == True
    assert (floor(pos) >= 3) == (pos >= 3)

    assert (floor(np) <= 0) == True
    assert (floor(np) > 0) == False

    assert floor(neg).is_negative == True
    assert floor(neg).is_nonnegative == False
    assert floor(nn).is_negative == False
    assert floor(nn).is_nonnegative == True
    assert floor(pos).is_negative == False
    assert floor(pos).is_nonnegative == True
    assert floor(np).is_negative is None
    assert floor(np).is_nonnegative is None

    assert (floor(7, evaluate=False) >= 7) == True
    assert (floor(7, evaluate=False) > 7) == False
    assert (floor(7, evaluate=False) <= 7) == True
    assert (floor(7, evaluate=False) < 7) == False

    assert (floor(7, evaluate=False) >= 6) == True
    assert (floor(7, evaluate=False) > 6) == True
    assert (floor(7, evaluate=False) <= 6) == False
    assert (floor(7, evaluate=False) < 6) == False

    assert (floor(7, evaluate=False) >= 8) == False
    assert (floor(7, evaluate=False) > 8) == False
    assert (floor(7, evaluate=False) <= 8) == True
    assert (floor(7, evaluate=False) < 8) == True

    assert (floor(x) <= 5.5) == Le(floor(x), 5.5, evaluate=False)
    assert (floor(x) >= -3.2) == Ge(floor(x), -3.2, evaluate=False)
    assert (floor(x) < 2.9) == Lt(floor(x), 2.9, evaluate=False)
    assert (floor(x) > -1.7) == Gt(floor(x), -1.7, evaluate=False)

    assert (floor(y) <= 5.5) == (y < 6)
    assert (floor(y) >= -3.2) == (y >= -3)
    assert (floor(y) < 2.9) == (y < 3)
    assert (floor(y) > -1.7) == (y >= -1)

    assert (floor(y) <= n) == (y < n + 1)
    assert (floor(y) >= n) == (y >= n)
    assert (floor(y) < n) == (y < n)
    assert (floor(y) > n) == (y >= n + 1)
Esempio n. 7
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def newtons_method(expr,
                   wrt,
                   atol=1e-12,
                   delta=None,
                   debug=False,
                   itermax=None,
                   counter=None):
    """ Generates an AST for Newton-Raphson method (a root-finding algorithm).

    Returns an abstract syntax tree (AST) based on ``sympy.codegen.ast`` for Netwon's
    method of root-finding.

    Parameters
    ==========

    expr : expression
    wrt : Symbol
        With respect to, i.e. what is the variable.
    atol : number or expr
        Absolute tolerance (stopping criterion)
    delta : Symbol
        Will be a ``Dummy`` if ``None``.
    debug : bool
        Whether to print convergence information during iterations
    itermax : number or expr
        Maximum number of iterations.
    counter : Symbol
        Will be a ``Dummy`` if ``None``.

    Examples
    ========

    >>> from sympy import symbols, cos
    >>> from sympy.codegen.ast import Assignment
    >>> from sympy.codegen.algorithms import newtons_method
    >>> x, dx, atol = symbols('x dx atol')
    >>> expr = cos(x) - x**3
    >>> algo = newtons_method(expr, x, atol, dx)
    >>> algo.has(Assignment(dx, -expr/expr.diff(x)))
    True

    References
    ==========

    .. [1] https://en.wikipedia.org/wiki/Newton%27s_method

    """

    if delta is None:
        delta = Dummy()
        Wrapper = Scope
        name_d = 'delta'
    else:
        Wrapper = lambda x: x
        name_d = delta.name

    delta_expr = -expr / expr.diff(wrt)
    whl_bdy = [
        Assignment(delta, delta_expr),
        AddAugmentedAssignment(wrt, delta)
    ]
    if debug:
        prnt = Print([wrt, delta],
                     r"{0}=%12.5g {1}=%12.5g\n".format(wrt.name, name_d))
        whl_bdy = [whl_bdy[0], prnt] + whl_bdy[1:]
    req = Gt(Abs(delta), atol)
    declars = [Declaration(Variable(delta, type=real, value=oo))]
    if itermax is not None:
        counter = counter or Dummy(integer=True)
        v_counter = Variable.deduced(counter, 0)
        declars.append(Declaration(v_counter))
        whl_bdy.append(AddAugmentedAssignment(counter, 1))
        req = And(req, Lt(counter, itermax))
    whl = While(req, CodeBlock(*whl_bdy))
    blck = declars + [whl]
    return Wrapper(CodeBlock(*blck))
def test_DiscreteMarkovChain():

    # pass only the name
    X = DiscreteMarkovChain("X")
    assert isinstance(X.state_space, Range)
    assert X.index_set == S.Naturals0
    assert isinstance(X.transition_probabilities, MatrixSymbol)
    t = symbols('t', positive=True, integer=True)
    assert isinstance(X[t], RandomIndexedSymbol)
    assert E(X[0]) == Expectation(X[0])
    raises(TypeError, lambda: DiscreteMarkovChain(1))
    raises(NotImplementedError, lambda: X(t))

    nz = Symbol('n', integer=True)
    TZ = MatrixSymbol('M', nz, nz)
    SZ = Range(nz)
    YZ = DiscreteMarkovChain('Y', SZ, TZ)
    assert P(Eq(YZ[2], 1), Eq(YZ[1], 0)) == TZ[0, 1]

    raises(ValueError, lambda: sample_stochastic_process(t))
    raises(ValueError, lambda: next(sample_stochastic_process(X)))
    # pass name and state_space
    # any hashable object should be a valid state
    # states should be valid as a tuple/set/list/Tuple/Range
    sym, rainy, cloudy, sunny = symbols('a Rainy Cloudy Sunny', real=True)
    state_spaces = [(1, 2, 3), [Str('Hello'), sym, DiscreteMarkovChain],
                    Tuple(1, exp(sym), Str('World'), sympify=False), Range(-1, 5, 2),
                    [rainy, cloudy, sunny]]
    chains = [DiscreteMarkovChain("Y", state_space) for state_space in state_spaces]

    for i, Y in enumerate(chains):
        assert isinstance(Y.transition_probabilities, MatrixSymbol)
        assert Y.state_space == state_spaces[i] or Y.state_space == FiniteSet(*state_spaces[i])
        assert Y.number_of_states == 3

        with ignore_warnings(UserWarning):  # TODO: Restore tests once warnings are removed
            assert P(Eq(Y[2], 1), Eq(Y[0], 2), evaluate=False) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
        assert E(Y[0]) == Expectation(Y[0])

        raises(ValueError, lambda: next(sample_stochastic_process(Y)))

    raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))
    Y = DiscreteMarkovChain("Y", Range(1, t, 2))
    assert Y.number_of_states == ceiling((t-1)/2)

    # pass name and transition_probabilities
    chains = [DiscreteMarkovChain("Y", trans_probs=Matrix([[]])),
              DiscreteMarkovChain("Y", trans_probs=Matrix([[0, 1], [1, 0]])),
              DiscreteMarkovChain("Y", trans_probs=Matrix([[pi, 1-pi], [sym, 1-sym]]))]
    for Z in chains:
        assert Z.number_of_states == Z.transition_probabilities.shape[0]
        assert isinstance(Z.transition_probabilities, ImmutableDenseMatrix)

    # pass name, state_space and transition_probabilities
    T = Matrix([[0.5, 0.2, 0.3],[0.2, 0.5, 0.3],[0.2, 0.3, 0.5]])
    TS = MatrixSymbol('T', 3, 3)
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    YS = DiscreteMarkovChain("Y", ['One', 'Two', 3], TS)
    assert YS._transient2transient() == None
    assert YS._transient2absorbing() == None
    assert Y.joint_distribution(1, Y[2], 3) == JointDistribution(Y[1], Y[2], Y[3])
    raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
    assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
    assert (P(Eq(YS[3], 2), Eq(YS[1], 1)) -
            (TS[0, 2]*TS[1, 0] + TS[1, 1]*TS[1, 2] + TS[1, 2]*TS[2, 2])).simplify() == 0
    assert P(Eq(YS[1], 1), Eq(YS[2], 2)) == Probability(Eq(YS[1], 1))
    assert P(Eq(YS[3], 3), Eq(YS[1], 1)) == TS[0, 2]*TS[1, 0] + TS[1, 1]*TS[1, 2] + TS[1, 2]*TS[2, 2]
    TO = Matrix([[0.25, 0.75, 0],[0, 0.25, 0.75],[0.75, 0, 0.25]])
    assert P(Eq(Y[3], 2), Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(0.375, 3)
    with ignore_warnings(UserWarning): ### TODO: Restore tests once warnings are removed
        assert E(Y[3], evaluate=False) == Expectation(Y[3])
        assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
    TSO = MatrixSymbol('T', 4, 4)
    raises(ValueError, lambda: str(P(Eq(YS[3], 2), Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))))
    raises(TypeError, lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols('M')))
    raises(ValueError, lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol('T', 3, 4)))
    raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
    raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))


    # extended tests for probability queries
    TO1 = Matrix([[Rational(1, 4), Rational(3, 4), 0],[Rational(1, 3), Rational(1, 3), Rational(1, 3)],[0, Rational(1, 4), Rational(3, 4)]])
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
            Eq(Probability(Eq(Y[0], 0)), Rational(1, 4)) & TransitionMatrixOf(Y, TO1)) == Rational(1, 16)
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), TransitionMatrixOf(Y, TO1)) == \
            Probability(Eq(Y[0], 0))/4
    assert P(Lt(X[1], 2) & Gt(X[1], 0), Eq(X[0], 2) &
        StochasticStateSpaceOf(X, [0, 1, 2]) & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(Lt(X[1], 2) & Gt(X[1], 0), Eq(X[0], 2) &
             StochasticStateSpaceOf(X, [None, 'None', 1]) & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(Ne(X[1], 2) & Ne(X[1], 1), Eq(X[0], 2) &
        StochasticStateSpaceOf(X, [0, 1, 2]) & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(Ne(X[1], 2) & Ne(X[1], 1), Eq(X[0], 2) &
             StochasticStateSpaceOf(X, [None, 'None', 1]) & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), Eq(Y[1], 1)) == 0.1*Probability(Eq(Y[0], 0))

    # testing properties of Markov chain
    TO2 = Matrix([[S.One, 0, 0],[Rational(1, 3), Rational(1, 3), Rational(1, 3)],[0, Rational(1, 4), Rational(3, 4)]])
    TO3 = Matrix([[Rational(1, 4), Rational(3, 4), 0],[Rational(1, 3), Rational(1, 3), Rational(1, 3)],[0, Rational(1, 4), Rational(3, 4)]])
    Y2 = DiscreteMarkovChain('Y', trans_probs=TO2)
    Y3 = DiscreteMarkovChain('Y', trans_probs=TO3)
    assert Y3._transient2absorbing() == None
    raises (ValueError, lambda: Y3.fundamental_matrix())
    assert Y2.is_absorbing_chain() == True
    assert Y3.is_absorbing_chain() == False
    TO4 = Matrix([[Rational(1, 5), Rational(2, 5), Rational(2, 5)], [Rational(1, 10), S.Half, Rational(2, 5)], [Rational(3, 5), Rational(3, 10), Rational(1, 10)]])
    Y4 = DiscreteMarkovChain('Y', trans_probs=TO4)
    w = ImmutableMatrix([[Rational(11, 39), Rational(16, 39), Rational(4, 13)]])
    assert Y4.limiting_distribution == w
    assert Y4.is_regular() == True
    TS1 = MatrixSymbol('T', 3, 3)
    Y5 = DiscreteMarkovChain('Y', trans_probs=TS1)
    assert Y5.limiting_distribution(w, TO4).doit() == True
    assert Y5.stationary_distribution(condition_set=True).subs(TS1, TO4).contains(w).doit() == S.true
    TO6 = Matrix([[S.One, 0, 0, 0, 0],[S.Half, 0, S.Half, 0, 0],[0, S.Half, 0, S.Half, 0], [0, 0, S.Half, 0, S.Half], [0, 0, 0, 0, 1]])
    Y6 = DiscreteMarkovChain('Y', trans_probs=TO6)
    assert Y6._transient2absorbing() == ImmutableMatrix([[S.Half, 0], [0, 0], [0, S.Half]])
    assert Y6._transient2transient() == ImmutableMatrix([[0, S.Half, 0], [S.Half, 0, S.Half], [0, S.Half, 0]])
    assert Y6.fundamental_matrix() == ImmutableMatrix([[Rational(3, 2), S.One, S.Half], [S.One, S(2), S.One], [S.Half, S.One, Rational(3, 2)]])
    assert Y6.absorbing_probabilities() == ImmutableMatrix([[Rational(3, 4), Rational(1, 4)], [S.Half, S.Half], [Rational(1, 4), Rational(3, 4)]])

    # test for zero-sized matrix functionality
    X = DiscreteMarkovChain('X', trans_probs=Matrix([[]]))
    assert X.number_of_states == 0
    assert X.stationary_distribution() == Matrix([[]])
    # test communication_class
    # see https://drive.google.com/drive/folders/1HbxLlwwn2b3U8Lj7eb_ASIUb5vYaNIjg?usp=sharing
    # tutorial 2.pdf
    TO7 = Matrix([[0, 5, 5, 0, 0],
                  [0, 0, 0, 10, 0],
                  [5, 0, 5, 0, 0],
                  [0, 10, 0, 0, 0],
                  [0, 3, 0, 3, 4]])/10
    Y7 = DiscreteMarkovChain('Y', trans_probs=TO7)
    tuples = Y7.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([1, 3], [0, 2], [4])
    assert recurrence == (True, False, False)
    assert periods == (2, 1, 1)

    TO8 = Matrix([[0, 0, 0, 10, 0, 0],
                  [5, 0, 5, 0, 0, 0],
                  [0, 4, 0, 0, 0, 6],
                  [10, 0, 0, 0, 0, 0],
                  [0, 10, 0, 0, 0, 0],
                  [0, 0, 0, 5, 5, 0]])/10
    Y8 = DiscreteMarkovChain('Y', trans_probs=TO8)
    tuples = Y8.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([0, 3], [1, 2, 5, 4])
    assert recurrence == (True, False)
    assert periods == (2, 2)

    TO9 = Matrix([[2, 0, 0, 3, 0, 0, 3, 2, 0, 0],
                  [0, 10, 0, 0, 0, 0, 0, 0, 0, 0],
                  [0, 2, 2, 0, 0, 0, 0, 0, 3, 3],
                  [0, 0, 0, 3, 0, 0, 6, 1, 0, 0],
                  [0, 0, 0, 0, 5, 5, 0, 0, 0, 0],
                  [0, 0, 0, 0, 0, 10, 0, 0, 0, 0],
                  [4, 0, 0, 5, 0, 0, 1, 0, 0, 0],
                  [2, 0, 0, 4, 0, 0, 2, 2, 0, 0],
                  [3, 0, 1, 0, 0, 0, 0, 0, 4, 2],
                  [0, 0, 4, 0, 0, 0, 0, 0, 3, 3]])/10
    Y9 = DiscreteMarkovChain('Y', trans_probs=TO9)
    tuples = Y9.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([0, 3, 6, 7], [1], [2, 8, 9], [5], [4])
    assert recurrence == (True, True, False, True, False)
    assert periods == (1, 1, 1, 1, 1)

    # test custom state space
    Y10 = DiscreteMarkovChain('Y', [1, 2, 3], TO2)
    tuples = Y10.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([1], [2, 3])
    assert recurrence == (True, False)
    assert periods == (1, 1)

    # testing miscellaneous queries
    T = Matrix([[S.Half, Rational(1, 4), Rational(1, 4)],
                [Rational(1, 3), 0, Rational(2, 3)],
                [S.Half, S.Half, 0]])
    X = DiscreteMarkovChain('X', [0, 1, 2], T)
    assert P(Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
    Eq(P(Eq(X[1], 0)), Rational(1, 4)) & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    assert E(X[1]**2, Eq(X[0], 1)) == Rational(8, 3)
    assert variance(X[1], Eq(X[0], 1)) == Rational(8, 9)
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
    raises(ValueError, lambda: DiscreteMarkovChain('X', [0, 1], T))

    # testing miscellaneous queries with different state space
    X = DiscreteMarkovChain('X', ['A', 'B', 'C'], T)
    assert P(Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
    Eq(P(Eq(X[1], 0)), Rational(1, 4)) & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    a = X.state_space.args[0]
    c = X.state_space.args[2]
    assert (E(X[1] ** 2, Eq(X[0], 1)) - (a**2/3 + 2*c**2/3)).simplify() == 0
    assert (variance(X[1], Eq(X[0], 1)) - (2*(-a/3 + c/3)**2/3 + (2*a/3 - 2*c/3)**2/3)).simplify() == 0
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
Esempio n. 9
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def test_Union_as_relational():
    x = Symbol('x')
    assert (Interval(0,1) + FiniteSet(2)).as_relational(x) ==\
            Or(And(Ge(x,0), Le(x,1)) , Eq(x,2))
    assert (Interval(0,1, True, True) + FiniteSet(1)).as_relational(x) ==\
            And(Gt(x,0), Le(x,1))
Esempio n. 10
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def test_DiscreteMarkovChain():

    # pass only the name
    X = DiscreteMarkovChain("X")
    assert isinstance(X.state_space, Range)
    assert isinstance(X.index_of, Range)
    assert not X._is_numeric
    assert X.index_set == S.Naturals0
    assert isinstance(X.transition_probabilities, MatrixSymbol)
    t = symbols('t', positive=True, integer=True)
    assert isinstance(X[t], RandomIndexedSymbol)
    assert E(X[0]) == Expectation(X[0])
    raises(TypeError, lambda: DiscreteMarkovChain(1))
    raises(NotImplementedError, lambda: X(t))

    raises(ValueError, lambda: sample_stochastic_process(t))
    raises(ValueError, lambda: next(sample_stochastic_process(X)))
    # pass name and state_space
    # any hashable object should be a valid state
    # states should be valid as a tuple/set/list/Tuple/Range
    sym = symbols('a', real=True)
    state_spaces = [(1, 2, 3), [Str('Hello'), sym, DiscreteMarkovChain],
                    Tuple(1, exp(sym), Str('World'), sympify=False),
                    Range(-1, 7, 2)]
    chains = [
        DiscreteMarkovChain("Y", state_spaces[0]),
        DiscreteMarkovChain("Y", state_spaces[1]),
        DiscreteMarkovChain("Y", state_spaces[2])
    ]
    for i, Y in enumerate(chains):
        assert isinstance(Y.transition_probabilities, MatrixSymbol)
        assert Y.state_space == Tuple(*state_spaces[i])
        assert Y.number_of_states == 3
        assert not Y._is_numeric  # because no transition matrix is provided
        assert Y.index_of[state_spaces[i][0]] == 0
        assert Y.index_of[state_spaces[i][1]] == 1
        assert Y.index_of[state_spaces[i][2]] == 2

        with ignore_warnings(
                UserWarning):  # TODO: Restore tests once warnings are removed
            assert P(Eq(Y[2], 1), Eq(Y[0], 2),
                     evaluate=False) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
        assert E(Y[0]) == Expectation(Y[0])

        raises(ValueError, lambda: next(sample_stochastic_process(Y)))

    raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))
    Y = DiscreteMarkovChain("Y", Range(1, t, 2))
    assert Y.number_of_states == ceiling((t - 1) / 2)
    raises(NotImplementedError, lambda: Y.index_of)

    # pass name and transition_probabilities
    chains = [
        DiscreteMarkovChain("Y", trans_probs=Matrix([[]])),
        DiscreteMarkovChain("Y", trans_probs=Matrix([[0, 1], [1, 0]])),
        DiscreteMarkovChain("Y",
                            trans_probs=Matrix([[pi, 1 - pi], [sym, 1 - sym]]))
    ]
    for Z in chains:
        assert Z.number_of_states == Z.transition_probabilities.shape[0]
        assert isinstance(Z.transition_probabilities, ImmutableDenseMatrix)
        assert isinstance(Z.state_space, Tuple)
        assert Z._is_numeric

    # pass name, state_space and transition_probabilities
    T = Matrix([[0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]])
    TS = MatrixSymbol('T', 3, 3)
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    YS = DiscreteMarkovChain("Y", ['One', 'Two', 3], TS)
    assert YS._transient2transient() == None
    assert YS._transient2absorbing() == None
    assert Y.joint_distribution(1, Y[2],
                                3) == JointDistribution(Y[1], Y[2], Y[3])
    raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
    assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
    assert (P(Eq(YS[3], 2), Eq(YS[1], 1)) -
            (TS[0, 2] * TS[1, 0] + TS[1, 1] * TS[1, 2] +
             TS[1, 2] * TS[2, 2])).simplify() == 0
    assert P(Eq(YS[1], 1), Eq(YS[2], 2)) == Probability(Eq(YS[1], 1))
    assert P(Eq(YS[3], 3), Eq(YS[1], 1)) is S.Zero
    TO = Matrix([[0.25, 0.75, 0], [0, 0.25, 0.75], [0.75, 0, 0.25]])
    assert P(Eq(Y[3], 2),
             Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(
                 0.375, 3)
    with ignore_warnings(
            UserWarning):  ### TODO: Restore tests once warnings are removed
        assert E(Y[3], evaluate=False) == Expectation(Y[3])
        assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
    TSO = MatrixSymbol('T', 4, 4)
    raises(
        ValueError,
        lambda: str(P(Eq(YS[3], 2),
                      Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))))
    raises(TypeError,
           lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols('M')))
    raises(
        ValueError,
        lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol('T', 3, 4)))
    raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
    raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))

    # extended tests for probability queries
    TO1 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    assert P(
        And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
        Eq(Probability(Eq(Y[0], 0)), Rational(1, 4))
        & TransitionMatrixOf(Y, TO1)) == Rational(1, 16)
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), TransitionMatrixOf(Y, TO1)) == \
            Probability(Eq(Y[0], 0))/4
    assert P(
        Lt(X[1], 2) & Gt(X[1], 0),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(
        Lt(X[1], 2) & Gt(X[1], 0),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
        & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(
        Ne(X[1], 2) & Ne(X[1], 1),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(
        Ne(X[1], 2) & Ne(X[1], 1),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
        & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
             Eq(Y[1], 1)) == 0.1 * Probability(Eq(Y[0], 0))

    # testing properties of Markov chain
    TO2 = Matrix([[S.One, 0, 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    TO3 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    Y2 = DiscreteMarkovChain('Y', trans_probs=TO2)
    Y3 = DiscreteMarkovChain('Y', trans_probs=TO3)
    assert Y3._transient2absorbing() == None
    raises(ValueError, lambda: Y3.fundamental_matrix())
    assert Y2.is_absorbing_chain() == True
    assert Y3.is_absorbing_chain() == False
    TO4 = Matrix([[Rational(1, 5),
                   Rational(2, 5),
                   Rational(2, 5)], [Rational(1, 10), S.Half,
                                     Rational(2, 5)],
                  [Rational(3, 5),
                   Rational(3, 10),
                   Rational(1, 10)]])
    Y4 = DiscreteMarkovChain('Y', trans_probs=TO4)
    w = ImmutableMatrix([[Rational(11, 39),
                          Rational(16, 39),
                          Rational(4, 13)]])
    assert Y4.limiting_distribution == w
    assert Y4.is_regular() == True
    TS1 = MatrixSymbol('T', 3, 3)
    Y5 = DiscreteMarkovChain('Y', trans_probs=TS1)
    assert Y5.limiting_distribution(w, TO4).doit() == True
    TO6 = Matrix([[S.One, 0, 0, 0, 0], [S.Half, 0, S.Half, 0, 0],
                  [0, S.Half, 0, S.Half, 0], [0, 0, S.Half, 0, S.Half],
                  [0, 0, 0, 0, 1]])
    Y6 = DiscreteMarkovChain('Y', trans_probs=TO6)
    assert Y6._transient2absorbing() == ImmutableMatrix([[S.Half, 0], [0, 0],
                                                         [0, S.Half]])
    assert Y6._transient2transient() == ImmutableMatrix([[0, S.Half, 0],
                                                         [S.Half, 0, S.Half],
                                                         [0, S.Half, 0]])
    assert Y6.fundamental_matrix() == ImmutableMatrix(
        [[Rational(3, 2), S.One, S.Half], [S.One, S(2), S.One],
         [S.Half, S.One, Rational(3, 2)]])
    assert Y6.absorbing_probabilities() == ImmutableMatrix(
        [[Rational(3, 4), Rational(1, 4)], [S.Half, S.Half],
         [Rational(1, 4), Rational(3, 4)]])

    # testing miscellaneous queries
    T = Matrix([[S.Half, Rational(1, 4),
                 Rational(1, 4)], [Rational(1, 3), 0,
                                   Rational(2, 3)], [S.Half, S.Half, 0]])
    X = DiscreteMarkovChain('X', [0, 1, 2], T)
    assert P(
        Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
        Eq(P(Eq(X[1], 0)), Rational(1, 4))
        & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    assert E(X[1]**2, Eq(X[0], 1)) == Rational(8, 3)
    assert variance(X[1], Eq(X[0], 1)) == Rational(8, 9)
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
    raises(ValueError, lambda: DiscreteMarkovChain('X', [0, 1], T))

    # testing miscellaneous queries with different state space
    X = DiscreteMarkovChain('X', ['A', 'B', 'C'], T)
    assert P(
        Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
        Eq(P(Eq(X[1], 0)), Rational(1, 4))
        & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    a = X.state_space.args[0]
    c = X.state_space.args[2]
    assert (E(X[1]**2, Eq(X[0], 1)) -
            (a**2 / 3 + 2 * c**2 / 3)).simplify() == 0
    assert (variance(X[1], Eq(X[0], 1)) -
            (2 * (-a / 3 + c / 3)**2 / 3 +
             (2 * a / 3 - 2 * c / 3)**2 / 3)).simplify() == 0
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
Esempio n. 11
0
 def __gt__(self, other):
     return Gt(self.symbol, _param_to_symbol(other))
Esempio n. 12
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def test_ContinuousMarkovChain():
    T1 = Matrix([[S(-2), S(2), S.Zero], [S.Zero, S.NegativeOne, S.One],
                 [Rational(3, 2), Rational(3, 2),
                  S(-3)]])
    C1 = ContinuousMarkovChain('C', [0, 1, 2], T1)
    assert C1.limiting_distribution() == ImmutableMatrix(
        [[Rational(3, 19), Rational(12, 19),
          Rational(4, 19)]])

    T2 = Matrix([[-S.One, S.One, S.Zero], [S.One, -S.One, S.Zero],
                 [S.Zero, S.One, -S.One]])
    C2 = ContinuousMarkovChain('C', [0, 1, 2], T2)
    A, t = C2.generator_matrix, symbols('t', positive=True)
    assert C2.transition_probabilities(A)(t) == Matrix(
        [[S.Half + exp(-2 * t) / 2, S.Half - exp(-2 * t) / 2, 0],
         [S.Half - exp(-2 * t) / 2, S.Half + exp(-2 * t) / 2, 0],
         [
             S.Half - exp(-t) + exp(-2 * t) / 2, S.Half - exp(-2 * t) / 2,
             exp(-t)
         ]])
    with ignore_warnings(
            UserWarning):  ### TODO: Restore tests once warnings are removed
        assert P(Eq(C2(1), 1), Eq(C2(0), 1),
                 evaluate=False) == Probability(Eq(C2(1), 1), Eq(C2(0), 1))
    assert P(Eq(C2(1), 1), Eq(C2(0), 1)) == exp(-2) / 2 + S.Half
    assert P(
        Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 1),
        Eq(P(Eq(C2(1), 0)),
           S.Half)) == (Rational(1, 4) - exp(-2) / 4) * (exp(-2) / 2 + S.Half)
    assert P(
        Not(Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 2)) |
        (Eq(C2(1), 0) & Eq(C2(2), 1) & Eq(C2(3), 2)),
        Eq(P(Eq(C2(1), 0)), Rational(1, 4))
        & Eq(P(Eq(C2(1), 1)), Rational(1, 4))) is S.One
    assert E(C2(Rational(3, 2)),
             Eq(C2(0), 2)) == -exp(-3) / 2 + 2 * exp(Rational(-3, 2)) + S.Half
    assert variance(C2(Rational(3, 2)), Eq(
        C2(0),
        1)) == ((S.Half - exp(-3) / 2)**2 * (exp(-3) / 2 + S.Half) +
                (Rational(-1, 2) - exp(-3) / 2)**2 * (S.Half - exp(-3) / 2))
    raises(KeyError, lambda: P(Eq(C2(1), 0), Eq(P(Eq(C2(1), 1)), S.Half)))
    assert P(Eq(C2(1), 0), Eq(P(Eq(C2(5), 1)),
                              S.Half)) == Probability(Eq(C2(1), 0))
    TS1 = MatrixSymbol('G', 3, 3)
    CS1 = ContinuousMarkovChain('C', [0, 1, 2], TS1)
    A = CS1.generator_matrix
    assert CS1.transition_probabilities(A)(t) == exp(t * A)

    C3 = ContinuousMarkovChain(
        'C', [Symbol('0'), Symbol('1'), Symbol('2')], T2)
    assert P(Eq(C3(1), 1), Eq(C3(0), 1)) == exp(-2) / 2 + S.Half
    assert P(Eq(C3(1), Symbol('1')), Eq(C3(0),
                                        Symbol('1'))) == exp(-2) / 2 + S.Half

    #test probability queries
    G = Matrix([[-S(1), Rational(1, 10),
                 Rational(9, 10)], [Rational(2, 5), -S(1),
                                    Rational(3, 5)],
                [Rational(1, 2), Rational(1, 2), -S(1)]])
    C = ContinuousMarkovChain('C', state_space=[0, 1, 2], gen_mat=G)
    assert P(Eq(C(7.385), C(3.19)), Eq(C(0.862),
                                       0)).round(5) == Float(0.35469, 5)
    assert P(Gt(C(98.715), C(19.807)), Eq(C(11.314),
                                          2)).round(5) == Float(0.32452, 5)
    assert P(Le(C(5.9), C(10.112)), Eq(C(4), 1)).round(6) == Float(0.675214, 6)
    assert Float(P(Eq(C(7.32), C(2.91)), Eq(C(2.63), 1)),
                 14) == Float(1 - P(Ne(C(7.32), C(2.91)), Eq(C(2.63), 1)), 14)
    assert Float(P(Gt(C(3.36), C(1.101)), Eq(C(0.8), 2)),
                 14) == Float(1 - P(Le(C(3.36), C(1.101)), Eq(C(0.8), 2)), 14)
    assert Float(P(Lt(C(4.9), C(2.79)), Eq(C(1.61), 0)),
                 14) == Float(1 - P(Ge(C(4.9), C(2.79)), Eq(C(1.61), 0)), 14)
    assert P(Eq(C(5.243), C(10.912)), Eq(C(2.174),
                                         1)) == P(Eq(C(10.912), C(5.243)),
                                                  Eq(C(2.174), 1))
    assert P(Gt(C(2.344), C(9.9)), Eq(C(1.102),
                                      1)) == P(Lt(C(9.9), C(2.344)),
                                               Eq(C(1.102), 1))
    assert P(Ge(C(7.87), C(1.008)), Eq(C(0.153),
                                       1)) == P(Le(C(1.008), C(7.87)),
                                                Eq(C(0.153), 1))

    #test symbolic queries
    a, b, c, d = symbols('a b c d')
    query = P(Eq(C(a), b), Eq(C(c), d))
    assert query.subs({
        a: 3.65,
        b: 2,
        c: 1.78,
        d: 1
    }).evalf().round(10) == P(Eq(C(3.65), 2), Eq(C(1.78), 1)).round(10)
    query_gt = P(Gt(C(a), b), Eq(C(c), d))
    query_le = P(Le(C(a), b), Eq(C(c), d))
    assert query_gt.subs({
        a: 13.2,
        b: 0,
        c: 3.29,
        d: 2
    }).evalf() + query_le.subs({
        a: 13.2,
        b: 0,
        c: 3.29,
        d: 2
    }).evalf() == 1
    query_ge = P(Ge(C(a), b), Eq(C(c), d))
    query_lt = P(Lt(C(a), b), Eq(C(c), d))
    assert query_ge.subs({
        a: 7.43,
        b: 1,
        c: 1.45,
        d: 0
    }).evalf() + query_lt.subs({
        a: 7.43,
        b: 1,
        c: 1.45,
        d: 0
    }).evalf() == 1

    #test issue 20078
    assert (2 * C(1) + 3 * C(1)).simplify() == 5 * C(1)
    assert (2 * C(1) - 3 * C(1)).simplify() == -C(1)
    assert (2 * (0.25 * C(1))).simplify() == 0.5 * C(1)
    assert (2 * C(1) * 0.25 * C(1)).simplify() == 0.5 * C(1)**2
    assert (C(1)**2 + C(1)**3).simplify() == (C(1) + 1) * C(1)**2
Esempio n. 13
0
def test_DiscreteMarkovChain():

    # pass only the name
    X = DiscreteMarkovChain("X")
    assert isinstance(X.state_space, Range)
    assert X.index_set == S.Naturals0
    assert isinstance(X.transition_probabilities, MatrixSymbol)
    t = symbols('t', positive=True, integer=True)
    assert isinstance(X[t], RandomIndexedSymbol)
    assert E(X[0]) == Expectation(X[0])
    raises(TypeError, lambda: DiscreteMarkovChain(1))
    raises(NotImplementedError, lambda: X(t))
    raises(NotImplementedError, lambda: X.communication_classes())
    raises(NotImplementedError, lambda: X.canonical_form())
    raises(NotImplementedError, lambda: X.decompose())

    nz = Symbol('n', integer=True)
    TZ = MatrixSymbol('M', nz, nz)
    SZ = Range(nz)
    YZ = DiscreteMarkovChain('Y', SZ, TZ)
    assert P(Eq(YZ[2], 1), Eq(YZ[1], 0)) == TZ[0, 1]

    raises(ValueError, lambda: sample_stochastic_process(t))
    raises(ValueError, lambda: next(sample_stochastic_process(X)))
    # pass name and state_space
    # any hashable object should be a valid state
    # states should be valid as a tuple/set/list/Tuple/Range
    sym, rainy, cloudy, sunny = symbols('a Rainy Cloudy Sunny', real=True)
    state_spaces = [(1, 2, 3), [Str('Hello'), sym, DiscreteMarkovChain],
                    Tuple(1, exp(sym), Str('World'), sympify=False),
                    Range(-1, 5, 2), [rainy, cloudy, sunny]]
    chains = [
        DiscreteMarkovChain("Y", state_space) for state_space in state_spaces
    ]

    for i, Y in enumerate(chains):
        assert isinstance(Y.transition_probabilities, MatrixSymbol)
        assert Y.state_space == state_spaces[i] or Y.state_space == FiniteSet(
            *state_spaces[i])
        assert Y.number_of_states == 3

        with ignore_warnings(
                UserWarning):  # TODO: Restore tests once warnings are removed
            assert P(Eq(Y[2], 1), Eq(Y[0], 2),
                     evaluate=False) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
        assert E(Y[0]) == Expectation(Y[0])

        raises(ValueError, lambda: next(sample_stochastic_process(Y)))

    raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))
    Y = DiscreteMarkovChain("Y", Range(1, t, 2))
    assert Y.number_of_states == ceiling((t - 1) / 2)

    # pass name and transition_probabilities
    chains = [
        DiscreteMarkovChain("Y", trans_probs=Matrix([[]])),
        DiscreteMarkovChain("Y", trans_probs=Matrix([[0, 1], [1, 0]])),
        DiscreteMarkovChain("Y",
                            trans_probs=Matrix([[pi, 1 - pi], [sym, 1 - sym]]))
    ]
    for Z in chains:
        assert Z.number_of_states == Z.transition_probabilities.shape[0]
        assert isinstance(Z.transition_probabilities, ImmutableDenseMatrix)

    # pass name, state_space and transition_probabilities
    T = Matrix([[0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]])
    TS = MatrixSymbol('T', 3, 3)
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    YS = DiscreteMarkovChain("Y", ['One', 'Two', 3], TS)
    assert Y.joint_distribution(1, Y[2],
                                3) == JointDistribution(Y[1], Y[2], Y[3])
    raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
    assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
    assert (P(Eq(YS[3], 2), Eq(YS[1], 1)) -
            (TS[0, 2] * TS[1, 0] + TS[1, 1] * TS[1, 2] +
             TS[1, 2] * TS[2, 2])).simplify() == 0
    assert P(Eq(YS[1], 1), Eq(YS[2], 2)) == Probability(Eq(YS[1], 1))
    assert P(Eq(YS[3], 3), Eq(
        YS[1],
        1)) == TS[0, 2] * TS[1, 0] + TS[1, 1] * TS[1, 2] + TS[1, 2] * TS[2, 2]
    TO = Matrix([[0.25, 0.75, 0], [0, 0.25, 0.75], [0.75, 0, 0.25]])
    assert P(Eq(Y[3], 2),
             Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(
                 0.375, 3)
    with ignore_warnings(
            UserWarning):  ### TODO: Restore tests once warnings are removed
        assert E(Y[3], evaluate=False) == Expectation(Y[3])
        assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
    TSO = MatrixSymbol('T', 4, 4)
    raises(
        ValueError,
        lambda: str(P(Eq(YS[3], 2),
                      Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))))
    raises(TypeError,
           lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols('M')))
    raises(
        ValueError,
        lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol('T', 3, 4)))
    raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
    raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))

    # extended tests for probability queries
    TO1 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    assert P(
        And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
        Eq(Probability(Eq(Y[0], 0)), Rational(1, 4))
        & TransitionMatrixOf(Y, TO1)) == Rational(1, 16)
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), TransitionMatrixOf(Y, TO1)) == \
            Probability(Eq(Y[0], 0))/4
    assert P(
        Lt(X[1], 2) & Gt(X[1], 0),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(
        Lt(X[1], 2) & Gt(X[1], 0),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
        & TransitionMatrixOf(X, TO1)) == Rational(1, 4)
    assert P(
        Ne(X[1], 2) & Ne(X[1], 1),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(
        Ne(X[1], 2) & Ne(X[1], 1),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [None, 'None', 1])
        & TransitionMatrixOf(X, TO1)) is S.Zero
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
             Eq(Y[1], 1)) == 0.1 * Probability(Eq(Y[0], 0))

    # testing properties of Markov chain
    TO2 = Matrix([[S.One, 0, 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    TO3 = Matrix([[Rational(1, 4), Rational(3, 4), 0],
                  [Rational(1, 3),
                   Rational(1, 3),
                   Rational(1, 3)], [0, Rational(1, 4),
                                     Rational(3, 4)]])
    Y2 = DiscreteMarkovChain('Y', trans_probs=TO2)
    Y3 = DiscreteMarkovChain('Y', trans_probs=TO3)
    assert Y3.fundamental_matrix() == ImmutableMatrix(
        [[176, 81, -132], [36, 141, -52], [-44, -39, 208]]) / 125
    assert Y2.is_absorbing_chain() == True
    assert Y3.is_absorbing_chain() == False
    assert Y2.canonical_form() == ([0, 1, 2], TO2)
    assert Y3.canonical_form() == ([0, 1, 2], TO3)
    assert Y2.decompose() == ([0, 1,
                               2], TO2[0:1, 0:1], TO2[1:3, 0:1], TO2[1:3, 1:3])
    assert Y3.decompose() == ([0, 1, 2], TO3, Matrix(0, 3,
                                                     []), Matrix(0, 0, []))
    TO4 = Matrix([[Rational(1, 5),
                   Rational(2, 5),
                   Rational(2, 5)], [Rational(1, 10), S.Half,
                                     Rational(2, 5)],
                  [Rational(3, 5),
                   Rational(3, 10),
                   Rational(1, 10)]])
    Y4 = DiscreteMarkovChain('Y', trans_probs=TO4)
    w = ImmutableMatrix([[Rational(11, 39),
                          Rational(16, 39),
                          Rational(4, 13)]])
    assert Y4.limiting_distribution == w
    assert Y4.is_regular() == True
    assert Y4.is_ergodic() == True
    TS1 = MatrixSymbol('T', 3, 3)
    Y5 = DiscreteMarkovChain('Y', trans_probs=TS1)
    assert Y5.limiting_distribution(w, TO4).doit() == True
    assert Y5.stationary_distribution(condition_set=True).subs(
        TS1, TO4).contains(w).doit() == S.true
    TO6 = Matrix([[S.One, 0, 0, 0, 0], [S.Half, 0, S.Half, 0, 0],
                  [0, S.Half, 0, S.Half, 0], [0, 0, S.Half, 0, S.Half],
                  [0, 0, 0, 0, 1]])
    Y6 = DiscreteMarkovChain('Y', trans_probs=TO6)
    assert Y6.fundamental_matrix() == ImmutableMatrix(
        [[Rational(3, 2), S.One, S.Half], [S.One, S(2), S.One],
         [S.Half, S.One, Rational(3, 2)]])
    assert Y6.absorbing_probabilities() == ImmutableMatrix(
        [[Rational(3, 4), Rational(1, 4)], [S.Half, S.Half],
         [Rational(1, 4), Rational(3, 4)]])
    TO7 = Matrix([[Rational(1, 2),
                   Rational(1, 4),
                   Rational(1, 4)], [Rational(1, 2), 0,
                                     Rational(1, 2)],
                  [Rational(1, 4),
                   Rational(1, 4),
                   Rational(1, 2)]])
    Y7 = DiscreteMarkovChain('Y', trans_probs=TO7)
    assert Y7.is_absorbing_chain() == False
    assert Y7.fundamental_matrix() == ImmutableDenseMatrix(
        [[Rational(86, 75),
          Rational(1, 25),
          Rational(-14, 75)],
         [Rational(2, 25), Rational(21, 25),
          Rational(2, 25)],
         [Rational(-14, 75),
          Rational(1, 25),
          Rational(86, 75)]])

    # test for zero-sized matrix functionality
    X = DiscreteMarkovChain('X', trans_probs=Matrix([[]]))
    assert X.number_of_states == 0
    assert X.stationary_distribution() == Matrix([[]])
    assert X.communication_classes() == []
    assert X.canonical_form() == ([], Matrix([[]]))
    assert X.decompose() == ([], Matrix([[]]), Matrix([[]]), Matrix([[]]))
    assert X.is_regular() == False
    assert X.is_ergodic() == False

    # test communication_class
    # see https://drive.google.com/drive/folders/1HbxLlwwn2b3U8Lj7eb_ASIUb5vYaNIjg?usp=sharing
    # tutorial 2.pdf
    TO7 = Matrix([[0, 5, 5, 0, 0], [0, 0, 0, 10, 0], [5, 0, 5, 0, 0],
                  [0, 10, 0, 0, 0], [0, 3, 0, 3, 4]]) / 10
    Y7 = DiscreteMarkovChain('Y', trans_probs=TO7)
    tuples = Y7.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([1, 3], [0, 2], [4])
    assert recurrence == (True, False, False)
    assert periods == (2, 1, 1)

    TO8 = Matrix([[0, 0, 0, 10, 0, 0], [5, 0, 5, 0, 0, 0], [0, 4, 0, 0, 0, 6],
                  [10, 0, 0, 0, 0, 0], [0, 10, 0, 0, 0, 0], [0, 0, 0, 5, 5, 0]
                  ]) / 10
    Y8 = DiscreteMarkovChain('Y', trans_probs=TO8)
    tuples = Y8.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([0, 3], [1, 2, 5, 4])
    assert recurrence == (True, False)
    assert periods == (2, 2)

    TO9 = Matrix(
        [[2, 0, 0, 3, 0, 0, 3, 2, 0, 0], [0, 10, 0, 0, 0, 0, 0, 0, 0, 0],
         [0, 2, 2, 0, 0, 0, 0, 0, 3, 3], [0, 0, 0, 3, 0, 0, 6, 1, 0, 0],
         [0, 0, 0, 0, 5, 5, 0, 0, 0, 0], [0, 0, 0, 0, 0, 10, 0, 0, 0, 0],
         [4, 0, 0, 5, 0, 0, 1, 0, 0, 0], [2, 0, 0, 4, 0, 0, 2, 2, 0, 0],
         [3, 0, 1, 0, 0, 0, 0, 0, 4, 2], [0, 0, 4, 0, 0, 0, 0, 0, 3, 3]]) / 10
    Y9 = DiscreteMarkovChain('Y', trans_probs=TO9)
    tuples = Y9.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([0, 3, 6, 7], [1], [2, 8, 9], [5], [4])
    assert recurrence == (True, True, False, True, False)
    assert periods == (1, 1, 1, 1, 1)

    # test canonical form
    # see https://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter11.pdf
    # example 11.13
    T = Matrix([[1, 0, 0, 0, 0], [S(1) / 2, 0, S(1) / 2, 0, 0],
                [0, S(1) / 2, 0, S(1) / 2, 0], [0, 0,
                                                S(1) / 2, 0,
                                                S(1) / 2], [0, 0, 0, 0,
                                                            S(1)]])
    DW = DiscreteMarkovChain('DW', [0, 1, 2, 3, 4], T)
    states, A, B, C = DW.decompose()
    assert states == [0, 4, 1, 2, 3]
    assert A == Matrix([[1, 0], [0, 1]])
    assert B == Matrix([[S(1) / 2, 0], [0, 0], [0, S(1) / 2]])
    assert C == Matrix([[0, S(1) / 2, 0], [S(1) / 2, 0, S(1) / 2],
                        [0, S(1) / 2, 0]])
    states, new_matrix = DW.canonical_form()
    assert states == [0, 4, 1, 2, 3]
    assert new_matrix == Matrix([[1, 0, 0, 0, 0], [0, 1, 0, 0, 0],
                                 [S(1) / 2, 0, 0, S(1) / 2, 0],
                                 [0, 0, S(1) / 2, 0,
                                  S(1) / 2], [0, S(1) / 2, 0,
                                              S(1) / 2, 0]])

    # test regular and ergodic
    # https://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/Chapter11.pdf
    T = Matrix([[0, 4, 0, 0, 0], [1, 0, 3, 0, 0], [0, 2, 0, 2, 0],
                [0, 0, 3, 0, 1], [0, 0, 0, 4, 0]]) / 4
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert not X.is_regular()
    assert X.is_ergodic()
    T = Matrix([[0, 1], [1, 0]])
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert not X.is_regular()
    assert X.is_ergodic()
    # http://www.math.wisc.edu/~valko/courses/331/MC2.pdf
    T = Matrix([[2, 1, 1], [2, 0, 2], [1, 1, 2]]) / 4
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert X.is_regular()
    assert X.is_ergodic()
    # https://docs.ufpr.br/~lucambio/CE222/1S2014/Kemeny-Snell1976.pdf
    T = Matrix([[1, 1], [1, 1]]) / 2
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert X.is_regular()
    assert X.is_ergodic()

    # test is_absorbing_chain
    T = Matrix([[0, 1, 0], [1, 0, 0], [0, 0, 1]])
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert not X.is_absorbing_chain()
    # https://en.wikipedia.org/wiki/Absorbing_Markov_chain
    T = Matrix([[1, 1, 0, 0], [0, 1, 1, 0], [1, 0, 0, 1], [0, 0, 0, 2]]) / 2
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert X.is_absorbing_chain()
    T = Matrix([[2, 0, 0, 0, 0], [1, 0, 1, 0, 0], [0, 1, 0, 1, 0],
                [0, 0, 1, 0, 1], [0, 0, 0, 0, 2]]) / 2
    X = DiscreteMarkovChain('X', trans_probs=T)
    assert X.is_absorbing_chain()

    # test custom state space
    Y10 = DiscreteMarkovChain('Y', [1, 2, 3], TO2)
    tuples = Y10.communication_classes()
    classes, recurrence, periods = list(zip(*tuples))
    assert classes == ([1], [2, 3])
    assert recurrence == (True, False)
    assert periods == (1, 1)
    assert Y10.canonical_form() == ([1, 2, 3], TO2)
    assert Y10.decompose() == ([1, 2, 3], TO2[0:1, 0:1], TO2[1:3,
                                                             0:1], TO2[1:3,
                                                                       1:3])

    # testing miscellaneous queries
    T = Matrix([[S.Half, Rational(1, 4),
                 Rational(1, 4)], [Rational(1, 3), 0,
                                   Rational(2, 3)], [S.Half, S.Half, 0]])
    X = DiscreteMarkovChain('X', [0, 1, 2], T)
    assert P(
        Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
        Eq(P(Eq(X[1], 0)), Rational(1, 4))
        & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    assert E(X[1]**2, Eq(X[0], 1)) == Rational(8, 3)
    assert variance(X[1], Eq(X[0], 1)) == Rational(8, 9)
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
    raises(ValueError, lambda: DiscreteMarkovChain('X', [0, 1], T))

    # testing miscellaneous queries with different state space
    X = DiscreteMarkovChain('X', ['A', 'B', 'C'], T)
    assert P(
        Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
        Eq(P(Eq(X[1], 0)), Rational(1, 4))
        & Eq(P(Eq(X[1], 1)), Rational(1, 4))) == Rational(1, 12)
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == Rational(2, 3)
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) is S.Zero
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == Rational(1, 3)
    a = X.state_space.args[0]
    c = X.state_space.args[2]
    assert (E(X[1]**2, Eq(X[0], 1)) -
            (a**2 / 3 + 2 * c**2 / 3)).simplify() == 0
    assert (variance(X[1], Eq(X[0], 1)) -
            (2 * (-a / 3 + c / 3)**2 / 3 +
             (2 * a / 3 - 2 * c / 3)**2 / 3)).simplify() == 0
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))

    #testing queries with multiple RandomIndexedSymbols
    T = Matrix([[Rational(5, 10),
                 Rational(3, 10),
                 Rational(2, 10)],
                [Rational(2, 10),
                 Rational(7, 10),
                 Rational(1, 10)],
                [Rational(3, 10),
                 Rational(3, 10),
                 Rational(4, 10)]])
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    assert P(Eq(Y[7], Y[5]), Eq(Y[2], 0)).round(5) == Float(0.44428, 5)
    assert P(Gt(Y[3], Y[1]), Eq(Y[0], 0)).round(2) == Float(0.36, 2)
    assert P(Le(Y[5], Y[10]), Eq(Y[4], 2)).round(6) == Float(0.583120, 6)
    assert Float(P(Eq(Y[10], Y[5]), Eq(Y[4], 1)),
                 14) == Float(1 - P(Ne(Y[10], Y[5]), Eq(Y[4], 1)), 14)
    assert Float(P(Gt(Y[8], Y[9]), Eq(Y[3], 2)),
                 14) == Float(1 - P(Le(Y[8], Y[9]), Eq(Y[3], 2)), 14)
    assert Float(P(Lt(Y[1], Y[4]), Eq(Y[0], 0)),
                 14) == Float(1 - P(Ge(Y[1], Y[4]), Eq(Y[0], 0)), 14)
    assert P(Eq(Y[5], Y[10]), Eq(Y[2], 1)) == P(Eq(Y[10], Y[5]), Eq(Y[2], 1))
    assert P(Gt(Y[1], Y[2]), Eq(Y[0], 1)) == P(Lt(Y[2], Y[1]), Eq(Y[0], 1))
    assert P(Ge(Y[7], Y[6]), Eq(Y[4], 1)) == P(Le(Y[6], Y[7]), Eq(Y[4], 1))

    #test symbolic queries
    a, b, c, d = symbols('a b c d')
    T = Matrix([[Rational(1, 10),
                 Rational(4, 10),
                 Rational(5, 10)],
                [Rational(3, 10),
                 Rational(4, 10),
                 Rational(3, 10)],
                [Rational(7, 10),
                 Rational(2, 10),
                 Rational(1, 10)]])
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    query = P(Eq(Y[a], b), Eq(Y[c], d))
    assert query.subs({
        a: 10,
        b: 2,
        c: 5,
        d: 1
    }).evalf().round(4) == P(Eq(Y[10], 2), Eq(Y[5], 1)).round(4)
    assert query.subs({
        a: 15,
        b: 0,
        c: 10,
        d: 1
    }).evalf().round(4) == P(Eq(Y[15], 0), Eq(Y[10], 1)).round(4)
    query_gt = P(Gt(Y[a], b), Eq(Y[c], d))
    query_le = P(Le(Y[a], b), Eq(Y[c], d))
    assert query_gt.subs({
        a: 5,
        b: 2,
        c: 1,
        d: 0
    }).evalf() + query_le.subs({
        a: 5,
        b: 2,
        c: 1,
        d: 0
    }).evalf() == 1
    query_ge = P(Ge(Y[a], b), Eq(Y[c], d))
    query_lt = P(Lt(Y[a], b), Eq(Y[c], d))
    assert query_ge.subs({
        a: 4,
        b: 1,
        c: 0,
        d: 2
    }).evalf() + query_lt.subs({
        a: 4,
        b: 1,
        c: 0,
        d: 2
    }).evalf() == 1

    #test issue 20078
    assert (2 * Y[1] + 3 * Y[1]).simplify() == 5 * Y[1]
    assert (2 * Y[1] - 3 * Y[1]).simplify() == -Y[1]
    assert (2 * (0.25 * Y[1])).simplify() == 0.5 * Y[1]
    assert ((2 * Y[1]) * (0.25 * Y[1])).simplify() == 0.5 * Y[1]**2
    assert (Y[1]**2 + Y[1]**3).simplify() == (Y[1] + 1) * Y[1]**2
Esempio n. 14
0
 def low(self):
     return Piecewise((0, Gt(0, self.n + self.m - self.N) != False), (self.n + self.m - self.N, True))
Esempio n. 15
0
def test_piecewise():
    eq = Piecewise((x - 2, Gt(x, 2)), (2 - x, True)) - 3
    assert set(solveset_real(eq, x)) == set(FiniteSet(-1, 5))
    absxm3 = Piecewise((x - 3, S(0) <= x - 3), (3 - x, S(0) > x - 3))
    y = Symbol('y', positive=True)
    assert solveset_real(absxm3 - y, x) == FiniteSet(-y + 3, y + 3)
Esempio n. 16
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def test_BernoulliProcess():

    B = BernoulliProcess("B", p=0.6, success=1, failure=0)
    assert B.state_space == FiniteSet(0, 1)
    assert B.index_set == S.Naturals0
    assert B.success == 1
    assert B.failure == 0

    X = BernoulliProcess("X", p=Rational(1, 3), success='H', failure='T')
    assert X.state_space == FiniteSet('H', 'T')
    H, T = symbols("H,T")
    assert E(X[1] + X[2] * X[3]
             ) == H**2 / 9 + 4 * H * T / 9 + H / 3 + 4 * T**2 / 9 + 2 * T / 3

    t, x = symbols('t, x', positive=True, integer=True)
    assert isinstance(B[t], RandomIndexedSymbol)

    raises(ValueError,
           lambda: BernoulliProcess("X", p=1.1, success=1, failure=0))
    raises(NotImplementedError, lambda: B(t))

    raises(IndexError, lambda: B[-3])
    assert B.joint_distribution(B[3], B[9]) == JointDistributionHandmade(
        Lambda(
            (B[3], B[9]),
            Piecewise((0.6, Eq(B[3], 1)), (0.4, Eq(B[3], 0)),
                      (0, True)) * Piecewise((0.6, Eq(B[9], 1)),
                                             (0.4, Eq(B[9], 0)), (0, True))))

    assert B.joint_distribution(2, B[4]) == JointDistributionHandmade(
        Lambda(
            (B[2], B[4]),
            Piecewise((0.6, Eq(B[2], 1)), (0.4, Eq(B[2], 0)),
                      (0, True)) * Piecewise((0.6, Eq(B[4], 1)),
                                             (0.4, Eq(B[4], 0)), (0, True))))

    # Test for the sum distribution of Bernoulli Process RVs
    Y = B[1] + B[2] + B[3]
    assert P(Eq(Y, 0)).round(2) == Float(0.06, 1)
    assert P(Eq(Y, 2)).round(2) == Float(0.43, 2)
    assert P(Eq(Y, 4)).round(2) == 0
    assert P(Gt(Y, 1)).round(2) == Float(0.65, 2)
    # Test for independency of each Random Indexed variable
    assert P(Eq(B[1], 0) & Eq(B[2], 1) & Eq(B[3], 0)
             & Eq(B[4], 1)).round(2) == Float(0.06, 1)

    assert E(2 * B[1] + B[2]).round(2) == Float(1.80, 3)
    assert E(2 * B[1] + B[2] + 5).round(2) == Float(6.80, 3)
    assert E(B[2] * B[4] + B[10]).round(2) == Float(0.96, 2)
    assert E(B[2] > 0, Eq(B[1], 1) & Eq(B[2], 1)).round(2) == Float(0.60, 2)
    assert E(B[1]) == 0.6
    assert P(B[1] > 0).round(2) == Float(0.60, 2)
    assert P(B[1] < 1).round(2) == Float(0.40, 2)
    assert P(B[1] > 0, B[2] <= 1).round(2) == Float(0.60, 2)
    assert P(B[12] * B[5] > 0).round(2) == Float(0.36, 2)
    assert P(B[12] * B[5] > 0, B[4] < 1).round(2) == Float(0.36, 2)
    assert P(Eq(B[2], 1), B[2] > 0) == 1
    assert P(Eq(B[5], 3)) == 0
    assert P(Eq(B[1], 1), B[1] < 0) == 0
    assert P(B[2] > 0, Eq(B[2], 1)) == 1
    assert P(B[2] < 0, Eq(B[2], 1)) == 0
    assert P(B[2] > 0, B[2] == 7) == 0
    assert P(B[5] > 0, B[5]) == BernoulliDistribution(0.6, 0, 1)
    raises(ValueError, lambda: P(3))
    raises(ValueError, lambda: P(B[3] > 0, 3))

    # test issue 19456
    expr = Sum(B[t], (t, 0, 4))
    expr2 = Sum(B[t], (t, 1, 3))
    expr3 = Sum(B[t]**2, (t, 1, 3))
    assert expr.doit() == B[0] + B[1] + B[2] + B[3] + B[4]
    assert expr2.doit() == Y
    assert expr3.doit() == B[1]**2 + B[2]**2 + B[3]**2
    assert B[2 * t].free_symbols == {B[2 * t], t}
    assert B[4].free_symbols == {B[4]}
    assert B[x * t].free_symbols == {B[x * t], x, t}
Esempio n. 17
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def test_ceiling():

    assert ceiling(nan) is nan

    assert ceiling(oo) is oo
    assert ceiling(-oo) is -oo
    assert ceiling(zoo) is zoo

    assert ceiling(0) == 0

    assert ceiling(1) == 1
    assert ceiling(-1) == -1

    assert ceiling(E) == 3
    assert ceiling(-E) == -2

    assert ceiling(2 * E) == 6
    assert ceiling(-2 * E) == -5

    assert ceiling(pi) == 4
    assert ceiling(-pi) == -3

    assert ceiling(S.Half) == 1
    assert ceiling(Rational(-1, 2)) == 0

    assert ceiling(Rational(7, 3)) == 3
    assert ceiling(-Rational(7, 3)) == -2

    assert ceiling(Float(17.0)) == 17
    assert ceiling(-Float(17.0)) == -17

    assert ceiling(Float(7.69)) == 8
    assert ceiling(-Float(7.69)) == -7

    assert ceiling(I) == I
    assert ceiling(-I) == -I
    e = ceiling(i)
    assert e.func is ceiling and e.args[0] == i

    assert ceiling(oo * I) == oo * I
    assert ceiling(-oo * I) == -oo * I
    assert ceiling(exp(I * pi / 4) * oo) == exp(I * pi / 4) * oo

    assert ceiling(2 * I) == 2 * I
    assert ceiling(-2 * I) == -2 * I

    assert ceiling(I / 2) == I
    assert ceiling(-I / 2) == 0

    assert ceiling(E + 17) == 20
    assert ceiling(pi + 2) == 6

    assert ceiling(E + pi) == 6
    assert ceiling(I + pi) == I + 4

    assert ceiling(ceiling(pi)) == 4
    assert ceiling(ceiling(y)) == ceiling(y)
    assert ceiling(ceiling(x)) == ceiling(x)

    assert unchanged(ceiling, x)
    assert unchanged(ceiling, 2 * x)
    assert unchanged(ceiling, k * x)

    assert ceiling(k) == k
    assert ceiling(2 * k) == 2 * k
    assert ceiling(k * n) == k * n

    assert unchanged(ceiling, k / 2)

    assert unchanged(ceiling, x + y)

    assert ceiling(x + 3) == ceiling(x) + 3
    assert ceiling(x + k) == ceiling(x) + k

    assert ceiling(y + 3) == ceiling(y) + 3
    assert ceiling(y + k) == ceiling(y) + k

    assert ceiling(3 + pi + y * I) == 7 + ceiling(y) * I

    assert ceiling(k + n) == k + n

    assert unchanged(ceiling, x * I)
    assert ceiling(k * I) == k * I

    assert ceiling(Rational(23, 10) - E * I) == 3 - 2 * I

    assert ceiling(sin(1)) == 1
    assert ceiling(sin(-1)) == 0

    assert ceiling(exp(2)) == 8

    assert ceiling(-log(8) / log(2)) != -2
    assert int(ceiling(-log(8) / log(2)).evalf(chop=True)) == -3

    assert (ceiling(factorial(50) / exp(1)) ==
            11188719610782480504630258070757734324011354208865721592720336801)

    assert (ceiling(y) >= y) == True
    assert (ceiling(y) > y) == False
    assert (ceiling(y) < y) == False
    assert (ceiling(y) <= y) == False
    assert (ceiling(x) >= x).is_Relational  # x could be non-real
    assert (ceiling(x) < x).is_Relational
    assert (ceiling(x) >= y).is_Relational  # arg is not same as rhs
    assert (ceiling(x) < y).is_Relational
    assert (ceiling(y) >= -oo) == True
    assert (ceiling(y) > -oo) == True
    assert (ceiling(y) <= oo) == True
    assert (ceiling(y) < oo) == True

    assert ceiling(y).rewrite(floor) == -floor(-y)
    assert ceiling(y).rewrite(frac) == y + frac(-y)
    assert ceiling(y).rewrite(floor).subs(y, -pi) == -floor(pi)
    assert ceiling(y).rewrite(floor).subs(y, E) == -floor(-E)
    assert ceiling(y).rewrite(frac).subs(y, pi) == ceiling(pi)
    assert ceiling(y).rewrite(frac).subs(y, -E) == ceiling(-E)

    assert Eq(ceiling(y), y + frac(-y))
    assert Eq(ceiling(y), -floor(-y))

    neg = Symbol("neg", negative=True)
    nn = Symbol("nn", nonnegative=True)
    pos = Symbol("pos", positive=True)
    np = Symbol("np", nonpositive=True)

    assert (ceiling(neg) <= 0) == True
    assert (ceiling(neg) < 0) == (neg <= -1)
    assert (ceiling(neg) > 0) == False
    assert (ceiling(neg) >= 0) == (neg > -1)
    assert (ceiling(neg) > -3) == (neg > -3)
    assert (ceiling(neg) <= 10) == (neg <= 10)

    assert (ceiling(nn) < 0) == False
    assert (ceiling(nn) >= 0) == True

    assert (ceiling(pos) < 0) == False
    assert (ceiling(pos) <= 0) == False
    assert (ceiling(pos) > 0) == True
    assert (ceiling(pos) >= 0) == True
    assert (ceiling(pos) >= 1) == True
    assert (ceiling(pos) > 5) == (pos > 5)

    assert (ceiling(np) <= 0) == True
    assert (ceiling(np) > 0) == False

    assert ceiling(neg).is_positive == False
    assert ceiling(neg).is_nonpositive == True
    assert ceiling(nn).is_positive is None
    assert ceiling(nn).is_nonpositive is None
    assert ceiling(pos).is_positive == True
    assert ceiling(pos).is_nonpositive == False
    assert ceiling(np).is_positive == False
    assert ceiling(np).is_nonpositive == True

    assert (ceiling(7, evaluate=False) >= 7) == True
    assert (ceiling(7, evaluate=False) > 7) == False
    assert (ceiling(7, evaluate=False) <= 7) == True
    assert (ceiling(7, evaluate=False) < 7) == False

    assert (ceiling(7, evaluate=False) >= 6) == True
    assert (ceiling(7, evaluate=False) > 6) == True
    assert (ceiling(7, evaluate=False) <= 6) == False
    assert (ceiling(7, evaluate=False) < 6) == False

    assert (ceiling(7, evaluate=False) >= 8) == False
    assert (ceiling(7, evaluate=False) > 8) == False
    assert (ceiling(7, evaluate=False) <= 8) == True
    assert (ceiling(7, evaluate=False) < 8) == True

    assert (ceiling(x) <= 5.5) == Le(ceiling(x), 5.5, evaluate=False)
    assert (ceiling(x) >= -3.2) == Ge(ceiling(x), -3.2, evaluate=False)
    assert (ceiling(x) < 2.9) == Lt(ceiling(x), 2.9, evaluate=False)
    assert (ceiling(x) > -1.7) == Gt(ceiling(x), -1.7, evaluate=False)

    assert (ceiling(y) <= 5.5) == (y <= 5)
    assert (ceiling(y) >= -3.2) == (y > -4)
    assert (ceiling(y) < 2.9) == (y <= 2)
    assert (ceiling(y) > -1.7) == (y > -2)

    assert (ceiling(y) <= n) == (y <= n)
    assert (ceiling(y) >= n) == (y > n - 1)
    assert (ceiling(y) < n) == (y <= n - 1)
    assert (ceiling(y) > n) == (y > n)
Esempio n. 18
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def test_pretty_relational():
    expr = Eq(x, y)
    ascii_str = \
"""\
x = y\
"""
    ucode_str = \
u"""\
x = y\
"""
    assert pretty(expr) == ascii_str
    assert upretty(expr) == ucode_str

    expr = Lt(x, y)
    ascii_str = \
"""\
x < y\
"""
    ucode_str = \
u"""\
x < y\
"""
    assert pretty(expr) == ascii_str
    assert upretty(expr) == ucode_str

    expr = Gt(x, y)
    ascii_str = \
"""\
y < x\
"""
    ucode_str = \
u"""\
y < x\
"""
    assert pretty(expr) == ascii_str
    assert upretty(expr) == ucode_str

    expr = Le(x, y)
    ascii_str = \
"""\
x <= y\
"""
    ucode_str = \
u"""\
x ≤ y\
"""
    assert pretty(expr) == ascii_str
    assert upretty(expr) == ucode_str

    expr = Ge(x, y)
    ascii_str = \
"""\
y <= x\
"""
    ucode_str = \
u"""\
y ≤ x\
"""
    assert pretty(expr) == ascii_str
    assert upretty(expr) == ucode_str

    expr = Ne(x / (y + 1), y**2)
    ascii_str_1 = \
"""\
  x       2\n\
----- != y \n\
1 + y      \
"""
    ascii_str_2 = \
"""\
  x       2\n\
----- != y \n\
y + 1      \
"""
    ucode_str_1 = \
u"""\
  x      2\n\
───── ≠ y \n\
1 + y     \
"""
    ucode_str_2 = \
u"""\
  x      2\n\
───── ≠ y \n\
y + 1     \
"""
    assert pretty(expr) in [ascii_str_1, ascii_str_2]
    assert upretty(expr) in [ucode_str_1, ucode_str_2]
Esempio n. 19
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def test_DiscreteMarkovChain():

    # pass only the name
    X = DiscreteMarkovChain("X")
    assert X.state_space == S.Reals
    assert X.index_set == S.Naturals0
    assert X.transition_probabilities == None
    t = symbols('t', positive=True, integer=True)
    assert isinstance(X[t], RandomIndexedSymbol)
    assert E(X[0]) == Expectation(X[0])
    raises(TypeError, lambda: DiscreteMarkovChain(1))
    raises(NotImplementedError, lambda: X(t))

    # pass name and state_space
    Y = DiscreteMarkovChain("Y", [1, 2, 3])
    assert Y.transition_probabilities == None
    assert Y.state_space == FiniteSet(1, 2, 3)
    assert P(Eq(Y[2], 1), Eq(Y[0], 2)) == Probability(Eq(Y[2], 1), Eq(Y[0], 2))
    assert E(X[0]) == Expectation(X[0])
    raises(TypeError, lambda: DiscreteMarkovChain("Y", dict((1, 1))))

    # pass name, state_space and transition_probabilities
    T = Matrix([[0.5, 0.2, 0.3], [0.2, 0.5, 0.3], [0.2, 0.3, 0.5]])
    TS = MatrixSymbol('T', 3, 3)
    Y = DiscreteMarkovChain("Y", [0, 1, 2], T)
    YS = DiscreteMarkovChain("Y", [0, 1, 2], TS)
    assert YS._transient2transient() == None
    assert YS._transient2absorbing() == None
    assert Y.joint_distribution(1, Y[2],
                                3) == JointDistribution(Y[1], Y[2], Y[3])
    raises(ValueError, lambda: Y.joint_distribution(Y[1].symbol, Y[2].symbol))
    assert P(Eq(Y[3], 2), Eq(Y[1], 1)).round(2) == Float(0.36, 2)
    assert str(P(Eq(YS[3], 2), Eq(YS[1], 1))) == \
        "T[0, 2]*T[1, 0] + T[1, 1]*T[1, 2] + T[1, 2]*T[2, 2]"
    TO = Matrix([[0.25, 0.75, 0], [0, 0.25, 0.75], [0.75, 0, 0.25]])
    assert P(Eq(Y[3], 2),
             Eq(Y[1], 1) & TransitionMatrixOf(Y, TO)).round(3) == Float(
                 0.375, 3)
    assert E(Y[3], evaluate=False) == Expectation(Y[3])
    assert E(Y[3], Eq(Y[2], 1)).round(2) == Float(1.1, 3)
    TSO = MatrixSymbol('T', 4, 4)
    raises(
        ValueError,
        lambda: str(P(Eq(YS[3], 2),
                      Eq(YS[1], 1) & TransitionMatrixOf(YS, TSO))))
    raises(TypeError,
           lambda: DiscreteMarkovChain("Z", [0, 1, 2], symbols('M')))
    raises(
        ValueError,
        lambda: DiscreteMarkovChain("Z", [0, 1, 2], MatrixSymbol('T', 3, 4)))
    raises(IndexError, lambda: str(P(Eq(YS[3], 3), Eq(YS[1], 1))))
    raises(ValueError, lambda: str(P(Eq(YS[1], 1), Eq(YS[2], 2))))
    raises(ValueError, lambda: E(Y[3], Eq(Y[2], 6)))
    raises(ValueError, lambda: E(Y[2], Eq(Y[3], 1)))

    # extended tests for probability queries
    TO1 = Matrix([[S(1) / 4, S(3) / 4, 0], [S(1) / 3,
                                            S(1) / 3,
                                            S(1) / 3], [0,
                                                        S(1) / 4,
                                                        S(3) / 4]])
    assert P(
        And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)),
        Eq(Probability(Eq(Y[0], 0)),
           S(1) / 4) & TransitionMatrixOf(Y, TO1)) == S(1) / 16
    assert P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), TransitionMatrixOf(Y, TO1)) == \
            Probability(Eq(Y[0], 0))/4
    assert P(
        Lt(X[1], 2) & Gt(X[1], 0),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) == S(1) / 4
    assert P(
        Ne(X[1], 2) & Ne(X[1], 1),
        Eq(X[0], 2) & StochasticStateSpaceOf(X, [0, 1, 2])
        & TransitionMatrixOf(X, TO1)) == S(0)
    raises(
        ValueError, lambda: str(
            P(And(Eq(Y[2], 1), Eq(Y[1], 1), Eq(Y[0], 0)), Eq(Y[1], 1))))

    # testing properties of Markov chain
    TO2 = Matrix([[S(1), 0, 0], [S(1) / 3, S(1) / 3,
                                 S(1) / 3], [0, S(1) / 4,
                                             S(3) / 4]])
    TO3 = Matrix([[S(1) / 4, S(3) / 4, 0], [S(1) / 3,
                                            S(1) / 3,
                                            S(1) / 3], [0,
                                                        S(1) / 4,
                                                        S(3) / 4]])
    Y2 = DiscreteMarkovChain('Y', trans_probs=TO2)
    Y3 = DiscreteMarkovChain('Y', trans_probs=TO3)
    assert Y3._transient2absorbing() == None
    raises(ValueError, lambda: Y3.fundamental_matrix())
    assert Y2.is_absorbing_chain() == True
    assert Y3.is_absorbing_chain() == False
    TO4 = Matrix([[S(1) / 5, S(2) / 5, S(2) / 5],
                  [S(1) / 10, S(1) / 2, S(2) / 5],
                  [S(3) / 5, S(3) / 10, S(1) / 10]])
    Y4 = DiscreteMarkovChain('Y', trans_probs=TO4)
    w = ImmutableMatrix([[S(11) / 39, S(16) / 39, S(4) / 13]])
    assert Y4.limiting_distribution == w
    assert Y4.is_regular() == True
    TS1 = MatrixSymbol('T', 3, 3)
    Y5 = DiscreteMarkovChain('Y', trans_probs=TS1)
    assert Y5.limiting_distribution(w, TO4).doit() == True
    TO6 = Matrix([[S(1), 0, 0, 0, 0], [S(1) / 2, 0,
                                       S(1) / 2, 0, 0],
                  [0, S(1) / 2, 0, S(1) / 2, 0], [0, 0,
                                                  S(1) / 2, 0,
                                                  S(1) / 2], [0, 0, 0, 0, 1]])
    Y6 = DiscreteMarkovChain('Y', trans_probs=TO6)
    assert Y6._transient2absorbing() == ImmutableMatrix([[S(1) / 2, 0], [0, 0],
                                                         [0, S(1) / 2]])
    assert Y6._transient2transient() == ImmutableMatrix(
        [[0, S(1) / 2, 0], [S(1) / 2, 0, S(1) / 2], [0, S(1) / 2, 0]])
    assert Y6.fundamental_matrix() == ImmutableMatrix(
        [[S(3) / 2, S(1), S(1) / 2], [S(1), S(2), S(1)],
         [S(1) / 2, S(1), S(3) / 2]])
    assert Y6.absorbing_probabilites() == ImmutableMatrix(
        [[S(3) / 4, S(1) / 4], [S(1) / 2, S(1) / 2], [S(1) / 4,
                                                      S(3) / 4]])

    # testing miscellaneous queries
    T = Matrix([[S(1) / 2, S(1) / 4, S(1) / 4], [S(1) / 3, 0,
                                                 S(2) / 3],
                [S(1) / 2, S(1) / 2, 0]])
    X = DiscreteMarkovChain('X', [0, 1, 2], T)
    assert P(
        Eq(X[1], 2) & Eq(X[2], 1) & Eq(X[3], 0),
        Eq(P(Eq(X[1], 0)),
           S(1) / 4) & Eq(P(Eq(X[1], 1)),
                          S(1) / 4)) == S(1) / 12
    assert P(Eq(X[2], 1) | Eq(X[2], 2), Eq(X[1], 1)) == S(2) / 3
    assert P(Eq(X[2], 1) & Eq(X[2], 2), Eq(X[1], 1)) == S(0)
    assert P(Ne(X[2], 2), Eq(X[1], 1)) == S(1) / 3
    assert E(X[1]**2, Eq(X[0], 1)) == S(8) / 3
    assert variance(X[1], Eq(X[0], 1)) == S(8) / 9
    raises(ValueError, lambda: E(X[1], Eq(X[2], 1)))
Esempio n. 20
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def test_reduce_poly_inequalities_real_relational():
    x = Symbol('x', real=True)
    y = Symbol('y', real=True)

    assert reduce_rational_inequalities([[Eq(x**2, 0)]], x,
                                        relational=True) == Eq(x, 0)
    assert reduce_rational_inequalities([[Le(x**2, 0)]], x,
                                        relational=True) == Eq(x, 0)
    assert reduce_rational_inequalities([[Lt(x**2, 0)]], x,
                                        relational=True) == False
    assert reduce_rational_inequalities([[Ge(x**2, 0)]], x,
                                        relational=True) == And(
                                            Lt(-oo, x), Lt(x, oo))
    assert reduce_rational_inequalities([[Gt(x**2, 0)]], x,
                                        relational=True) == Or(
                                            And(Lt(-oo, x), Lt(x, 0)),
                                            And(Lt(0, x), Lt(x, oo)))
    assert reduce_rational_inequalities([[Ne(x**2, 0)]], x,
                                        relational=True) == Or(
                                            And(Lt(-oo, x), Lt(x, 0)),
                                            And(Lt(0, x), Lt(x, oo)))

    assert reduce_rational_inequalities([[Eq(x**2, 1)]], x,
                                        relational=True) == Or(
                                            Eq(x, -1), Eq(x, 1))
    assert reduce_rational_inequalities([[Le(x**2, 1)]], x,
                                        relational=True) == And(
                                            Le(-1, x), Le(x, 1))
    assert reduce_rational_inequalities([[Lt(x**2, 1)]], x,
                                        relational=True) == And(
                                            Lt(-1, x), Lt(x, 1))
    assert reduce_rational_inequalities([[Ge(x**2, 1)]], x,
                                        relational=True) == Or(
                                            And(Le(1, x), Lt(x, oo)),
                                            And(Le(x, -1), Lt(-oo, x)))
    assert reduce_rational_inequalities([[Gt(x**2, 1)]], x,
                                        relational=True) == Or(
                                            And(Lt(1, x), Lt(x, oo)),
                                            And(Lt(x, -1), Lt(-oo, x)))
    assert reduce_rational_inequalities([[Ne(x**2, 1)]], x,
                                        relational=True) == Or(
                                            And(Lt(-oo, x), Lt(x, -1)),
                                            And(Lt(-1, x), Lt(x, 1)),
                                            And(Lt(1, x), Lt(x, oo)))

    assert reduce_rational_inequalities([[Le(x**2, 1.0)]], x,
                                        relational=True) == And(
                                            Le(-1.0, x), Le(x, 1.0))
    assert reduce_rational_inequalities([[Lt(x**2, 1.0)]], x,
                                        relational=True) == And(
                                            Lt(-1.0, x), Lt(x, 1.0))
    assert reduce_rational_inequalities([[Ge(x**2, 1.0)]], x,
                                        relational=True) == Or(
                                            And(Lt(Float('-inf'), x),
                                                Le(x, -1.0)),
                                            And(Le(1.0, x),
                                                Lt(x, Float('+inf'))))
    assert reduce_rational_inequalities([[Gt(x**2, 1.0)]], x,
                                        relational=True) == Or(
                                            And(Lt(Float('-inf'), x),
                                                Lt(x, -1.0)),
                                            And(Lt(1.0, x),
                                                Lt(x, Float('+inf'))))
    assert reduce_rational_inequalities([[Ne(x**2, 1.0)]], x, relational=True) == \
            Or(And(Lt(-1.0, x), Lt(x, 1.0)), And(Lt(Float('-inf'), x), Lt(x, -1.0)),
               And(Lt(1.0, x), Lt(x, Float('+inf'))))
Esempio n. 21
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def test_reduce_poly_inequalities_real_interval():
    assert reduce_rational_inequalities([[Eq(x**2, 0)]], x,
                                        relational=False) == FiniteSet(0)
    assert reduce_rational_inequalities([[Le(x**2, 0)]], x,
                                        relational=False) == FiniteSet(0)
    assert reduce_rational_inequalities([[Lt(x**2, 0)]], x,
                                        relational=False) == S.EmptySet
    assert reduce_rational_inequalities(
        [[Ge(x**2, 0)]], x, relational=False) == \
        S.Reals if x.is_real else Interval(-oo, oo)
    assert reduce_rational_inequalities(
        [[Gt(x**2, 0)]], x, relational=False) == \
        FiniteSet(0).complement(S.Reals)
    assert reduce_rational_inequalities(
        [[Ne(x**2, 0)]], x, relational=False) == \
        FiniteSet(0).complement(S.Reals)

    assert reduce_rational_inequalities([[Eq(x**2, 1)]], x,
                                        relational=False) == FiniteSet(-1, 1)
    assert reduce_rational_inequalities([[Le(x**2, 1)]], x,
                                        relational=False) == Interval(-1, 1)
    assert reduce_rational_inequalities([[Lt(x**2, 1)]], x,
                                        relational=False) == Interval(
                                            -1, 1, True, True)
    assert reduce_rational_inequalities(
        [[Ge(x**2, 1)]], x, relational=False) == \
        Union(Interval(-oo, -1), Interval(1, oo))
    assert reduce_rational_inequalities(
        [[Gt(x**2, 1)]], x, relational=False) == \
        Interval(-1, 1).complement(S.Reals)
    assert reduce_rational_inequalities(
        [[Ne(x**2, 1)]], x, relational=False) == \
        FiniteSet(-1, 1).complement(S.Reals)
    assert reduce_rational_inequalities([[Eq(x**2, 1.0)]], x,
                                        relational=False) == FiniteSet(
                                            -1.0, 1.0).evalf()
    assert reduce_rational_inequalities([[Le(x**2, 1.0)]], x,
                                        relational=False) == Interval(
                                            -1.0, 1.0)
    assert reduce_rational_inequalities([[Lt(x**2, 1.0)]], x,
                                        relational=False) == Interval(
                                            -1.0, 1.0, True, True)
    assert reduce_rational_inequalities(
        [[Ge(x**2, 1.0)]], x, relational=False) == \
        Union(Interval(-inf, -1.0), Interval(1.0, inf))
    assert reduce_rational_inequalities(
        [[Gt(x**2, 1.0)]], x, relational=False) == \
        Union(Interval(-inf, -1.0, right_open=True),
        Interval(1.0, inf, left_open=True))
    assert reduce_rational_inequalities([[Ne(
        x**2, 1.0)]], x, relational=False) == \
        FiniteSet(-1.0, 1.0).complement(S.Reals)

    s = sqrt(2)

    assert reduce_rational_inequalities(
        [[Lt(x**2 - 1, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == S.EmptySet
    assert reduce_rational_inequalities(
        [[Le(x**2 - 1, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == FiniteSet(-1, 1)
    assert reduce_rational_inequalities(
        [[Le(x**2 - 2, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, False, False),
                                   Interval(1, s, False, False))
    assert reduce_rational_inequalities(
        [[Le(x**2 - 2, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, False, True),
                                   Interval(1, s, True, False))
    assert reduce_rational_inequalities(
        [[Lt(x**2 - 2, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, False),
                                   Interval(1, s, False, True))
    assert reduce_rational_inequalities(
        [[Lt(x**2 - 2, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, True),
                                   Interval(1, s, True, True))
    assert reduce_rational_inequalities(
        [[Lt(x**2 - 2, 0), Ne(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, True),
                                   Interval(-1, 1, True, True),
                                   Interval(1, s, True, True))
Esempio n. 22
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def test_reduce_poly_inequalities_real_interval():
    global_assumptions.add(Q.real(x))
    global_assumptions.add(Q.real(y))

    assert reduce_poly_inequalities([[Eq(x**2, 0)]], x,
                                    relational=False) == FiniteSet(0)
    assert reduce_poly_inequalities([[Le(x**2, 0)]], x,
                                    relational=False) == FiniteSet(0)
    assert reduce_poly_inequalities([[Lt(x**2, 0)]], x,
                                    relational=False) == S.EmptySet
    assert reduce_poly_inequalities([[Ge(x**2, 0)]], x,
                                    relational=False) == Interval(-oo, oo)
    assert reduce_poly_inequalities(
        [[Gt(x**2, 0)]], x, relational=False) == FiniteSet(0).complement
    assert reduce_poly_inequalities(
        [[Ne(x**2, 0)]], x, relational=False) == FiniteSet(0).complement

    assert reduce_poly_inequalities([[Eq(x**2, 1)]], x,
                                    relational=False) == FiniteSet(-1, 1)
    assert reduce_poly_inequalities([[Le(x**2, 1)]], x,
                                    relational=False) == Interval(-1, 1)
    assert reduce_poly_inequalities([[Lt(x**2, 1)]], x,
                                    relational=False) == Interval(
                                        -1, 1, True, True)
    assert reduce_poly_inequalities([[Ge(x**2, 1)]], x,
                                    relational=False) == Union(
                                        Interval(-oo, -1), Interval(1, oo))
    assert reduce_poly_inequalities([[Gt(x**2, 1)]], x,
                                    relational=False) == Interval(-1,
                                                                  1).complement
    assert reduce_poly_inequalities(
        [[Ne(x**2, 1)]], x, relational=False) == FiniteSet(-1, 1).complement
    assert reduce_poly_inequalities([[Eq(x**2, 1.0)]],
                                    x, relational=False) == FiniteSet(
                                        -1.0, 1.0).evalf()
    assert reduce_poly_inequalities([[Le(x**2, 1.0)]], x,
                                    relational=False) == Interval(-1.0, 1.0)
    assert reduce_poly_inequalities([[Lt(x**2, 1.0)]], x,
                                    relational=False) == Interval(
                                        -1.0, 1.0, True, True)
    assert reduce_poly_inequalities([[Ge(x**2, 1.0)]], x,
                                    relational=False) == Union(
                                        Interval(-inf, -1.0),
                                        Interval(1.0, inf))
    assert reduce_poly_inequalities([[Gt(x**2, 1.0)]], x,
                                    relational=False) == Union(
                                        Interval(-inf, -1.0, right_open=True),
                                        Interval(1.0, inf, left_open=True))
    assert reduce_poly_inequalities([[Ne(x**2, 1.0)]],
                                    x, relational=False) == FiniteSet(
                                        -1.0, 1.0).complement

    s = sqrt(2)

    assert reduce_poly_inequalities(
        [[Lt(x**2 - 1, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == S.EmptySet
    assert reduce_poly_inequalities(
        [[Le(x**2 - 1, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == FiniteSet(-1, 1)
    assert reduce_poly_inequalities(
        [[Le(x**2 - 2, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, False, False),
                                   Interval(1, s, False, False))
    assert reduce_poly_inequalities(
        [[Le(x**2 - 2, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, False, True),
                                   Interval(1, s, True, False))
    assert reduce_poly_inequalities(
        [[Lt(x**2 - 2, 0), Ge(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, False),
                                   Interval(1, s, False, True))
    assert reduce_poly_inequalities(
        [[Lt(x**2 - 2, 0), Gt(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, True),
                                   Interval(1, s, True, True))
    assert reduce_poly_inequalities(
        [[Lt(x**2 - 2, 0), Ne(x**2 - 1, 0)]], x,
        relational=False) == Union(Interval(-s, -1, True, True),
                                   Interval(-1, 1, True, True),
                                   Interval(1, s, True, True))

    global_assumptions.remove(Q.real(x))
    global_assumptions.remove(Q.real(y))