# Authors: Nils Wagner, Ed Schofield, Pauli Virtanen, John Travers
"""
Tests for numerical integration.
"""
from __future__ import division, print_function, absolute_import
import numpy as np
from numpy import (arange, zeros, array, dot, sqrt, cos, sin, eye, pi, exp,
allclose)
from scipy._lib._numpy_compat import _assert_warns
from scipy._lib.six import xrange
from numpy.testing import (
assert_, assert_array_almost_equal,
assert_allclose, assert_array_equal, assert_equal)
from pytest import raises as assert_raises
from scipy.integrate import odeint, ode, complex_ode
#------------------------------------------------------------------------------
# Test ODE integrators
#------------------------------------------------------------------------------
class TestOdeint(object):
# Check integrate.odeint
def _do_problem(self, problem):
t = arange(0.0, problem.stop_t, 0.05)
# Basic case
z, infodict = odeint(problem.f, problem.z0, t, full_output=True)
assert_(problem.verify(z, t))
# Use tfirst=True
z, infodict = odeint(lambda t, y: problem.f(y, t), problem.z0, t,
full_output=True, tfirst=True)
assert_(problem.verify(z, t))
if hasattr(problem, 'jac'):
# Use Dfun
z, infodict = odeint(problem.f, problem.z0, t, Dfun=problem.jac,
full_output=True)
assert_(problem.verify(z, t))
# Use Dfun and tfirst=True
z, infodict = odeint(lambda t, y: problem.f(y, t), problem.z0, t,
Dfun=lambda t, y: problem.jac(y, t),
full_output=True, tfirst=True)
assert_(problem.verify(z, t))
def test_odeint(self):
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.cmplx:
continue
self._do_problem(problem)
class TestODEClass(object):
ode_class = None # Set in subclass.
def _do_problem(self, problem, integrator, method='adams'):
# ode has callback arguments in different order than odeint
f = lambda t, z: problem.f(z, t)
jac = None
if hasattr(problem, 'jac'):
jac = lambda t, z: problem.jac(z, t)
integrator_params = {}
if problem.lband is not None or problem.uband is not None:
integrator_params['uband'] = problem.uband
integrator_params['lband'] = problem.lband
ig = self.ode_class(f, jac)
ig.set_integrator(integrator,
atol=problem.atol/10,
rtol=problem.rtol/10,
method=method,
**integrator_params)
ig.set_initial_value(problem.z0, t=0.0)
z = ig.integrate(problem.stop_t)
assert_array_equal(z, ig.y)
assert_(ig.successful(), (problem, method))
assert_(ig.get_return_code() > 0, (problem, method))
assert_(problem.verify(array([z]), problem.stop_t), (problem, method))
class TestOde(TestODEClass):
ode_class = ode
def test_vode(self):
# Check the vode solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.cmplx:
continue
if not problem.stiff:
self._do_problem(problem, 'vode', 'adams')
self._do_problem(problem, 'vode', 'bdf')
def test_zvode(self):
# Check the zvode solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if not problem.stiff:
self._do_problem(problem, 'zvode', 'adams')
self._do_problem(problem, 'zvode', 'bdf')
def test_lsoda(self):
# Check the lsoda solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.cmplx:
continue
self._do_problem(problem, 'lsoda')
def test_dopri5(self):
# Check the dopri5 solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.cmplx:
continue
if problem.stiff:
continue
if hasattr(problem, 'jac'):
continue
self._do_problem(problem, 'dopri5')
def test_dop853(self):
# Check the dop853 solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.cmplx:
continue
if problem.stiff:
continue
if hasattr(problem, 'jac'):
continue
self._do_problem(problem, 'dop853')
def test_concurrent_fail(self):
for sol in ('vode', 'zvode', 'lsoda'):
f = lambda t, y: 1.0
r = ode(f).set_integrator(sol)
r.set_initial_value(0, 0)
r2 = ode(f).set_integrator(sol)
r2.set_initial_value(0, 0)
r.integrate(r.t + 0.1)
r2.integrate(r2.t + 0.1)
assert_raises(RuntimeError, r.integrate, r.t + 0.1)
def test_concurrent_ok(self):
f = lambda t, y: 1.0
for k in xrange(3):
for sol in ('vode', 'zvode', 'lsoda', 'dopri5', 'dop853'):
r = ode(f).set_integrator(sol)
r.set_initial_value(0, 0)
r2 = ode(f).set_integrator(sol)
r2.set_initial_value(0, 0)
r.integrate(r.t + 0.1)
r2.integrate(r2.t + 0.1)
r2.integrate(r2.t + 0.1)
assert_allclose(r.y, 0.1)
assert_allclose(r2.y, 0.2)
for sol in ('dopri5', 'dop853'):
r = ode(f).set_integrator(sol)
r.set_initial_value(0, 0)
r2 = ode(f).set_integrator(sol)
r2.set_initial_value(0, 0)
r.integrate(r.t + 0.1)
r.integrate(r.t + 0.1)
r2.integrate(r2.t + 0.1)
r.integrate(r.t + 0.1)
r2.integrate(r2.t + 0.1)
assert_allclose(r.y, 0.3)
assert_allclose(r2.y, 0.2)
class TestComplexOde(TestODEClass):
ode_class = complex_ode
def test_vode(self):
# Check the vode solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if not problem.stiff:
self._do_problem(problem, 'vode', 'adams')
else:
self._do_problem(problem, 'vode', 'bdf')
def test_lsoda(self):
# Check the lsoda solver
for problem_cls in PROBLEMS:
problem = problem_cls()
self._do_problem(problem, 'lsoda')
def test_dopri5(self):
# Check the dopri5 solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.stiff:
continue
if hasattr(problem, 'jac'):
continue
self._do_problem(problem, 'dopri5')
def test_dop853(self):
# Check the dop853 solver
for problem_cls in PROBLEMS:
problem = problem_cls()
if problem.stiff:
continue
if hasattr(problem, 'jac'):
continue
self._do_problem(problem, 'dop853')
class TestSolout(object):
# Check integrate.ode correctly handles solout for dopri5 and dop853
def _run_solout_test(self, integrator):
# Check correct usage of solout
ts = []
ys = []
t0 = 0.0
tend = 10.0
y0 = [1.0, 2.0]
def solout(t, y):
ts.append(t)
ys.append(y.copy())
def rhs(t, y):
return [y[0] + y[1], -y[1]**2]
ig = ode(rhs).set_integrator(integrator)
ig.set_solout(solout)
ig.set_initial_value(y0, t0)
ret = ig.integrate(tend)
assert_array_equal(ys[0], y0)
assert_array_equal(ys[-1], ret)
assert_equal(ts[0], t0)
assert_equal(ts[-1], tend)
def test_solout(self):
for integrator in ('dopri5', 'dop853'):
self._run_solout_test(integrator)
def _run_solout_after_initial_test(self, integrator):
# Check if solout works even if it is set after the initial value.
ts = []
ys = []
t0 = 0.0
tend = 10.0
y0 = [1.0, 2.0]
def solout(t, y):
ts.append(t)
ys.append(y.copy())
def rhs(t, y):
return [y[0] + y[1], -y[1]**2]
ig = ode(rhs).set_integrator(integrator)
ig.set_initial_value(y0, t0)
ig.set_solout(solout)
ret = ig.integrate(tend)
assert_array_equal(ys[0], y0)
assert_array_equal(ys[-1], ret)
assert_equal(ts[0], t0)
assert_equal(ts[-1], tend)
def test_solout_after_initial(self):
for integrator in ('dopri5', 'dop853'):
self._run_solout_after_initial_test(integrator)
def _run_solout_break_test(self, integrator):
# Check correct usage of stopping via solout
ts = []
ys = []
t0 = 0.0
tend = 10.0
y0 = [1.0, 2.0]
def solout(t, y):
ts.append(t)
ys.append(y.copy())
if t > tend/2.0:
return -1
def rhs(t, y):
return [y[0] + y[1], -y[1]**2]
ig = ode(rhs).set_integrator(integrator)
ig.set_solout(solout)
ig.set_initial_value(y0, t0)
ret = ig.integrate(tend)
assert_array_equal(ys[0], y0)
assert_array_equal(ys[-1], ret)
assert_equal(ts[0], t0)
assert_(ts[-1] > tend/2.0)
assert_(ts[-1] < tend)
def test_solout_break(self):
for integrator in ('dopri5', 'dop853'):
self._run_solout_break_test(integrator)
class TestComplexSolout(object):
# Check integrate.ode correctly handles solout for dopri5 and dop853
def _run_solout_test(self, integrator):
# Check correct usage of solout
ts = []
ys = []
t0 = 0.0
tend = 20.0
y0 = [0.0]
def solout(t, y):
ts.append(t)
ys.append(y.copy())
def rhs(t, y):
return [1.0/(t - 10.0 - 1j)]
ig = complex_ode(rhs).set_integrator(integrator)
ig.set_solout(solout)
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