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@ -973,17 +973,15 @@ class _Gaussq(object):
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return jacob
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return jacob
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@staticmethod
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@staticmethod
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def _warn(k, a_shape):
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def _warn_msg(k, a_shape):
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n = len(k)
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n = len(k)
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if n > 1:
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if n > 1:
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if n == np.prod(a_shape):
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if n == np.prod(a_shape):
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tmptxt = 'All integrals did not converge'
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msg = 'All integrals did not converge'
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else:
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else:
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tmptxt = '%d integrals did not converge' % (n, )
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msg = '%d integrals did not converge' % (n, )
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tmptxt = tmptxt + '--singularities likely!'
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return msg + '--singularities likely!'
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else:
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return 'Integral did not converge--singularity likely!'
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tmptxt = 'Integral did not converge--singularity likely!'
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warnings.warn(tmptxt)
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@staticmethod
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@staticmethod
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def _initialize(wfun, a, b, args):
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def _initialize(wfun, a, b, args):
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@ -996,6 +994,16 @@ class _Gaussq(object):
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a_out = zeros((a_out.size, 1))
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a_out = zeros((a_out.size, 1))
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return a_out, b_out, args, a_shape
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return a_out, b_out, args, a_shape
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def _revert_nans_with_old(self, val, val_old):
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if any(np.isnan(val)):
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val[np.isnan(val)] = val_old[np.isnan(val)]
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def _update_error(self, i, abserr, val, val_old, k):
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if i > 1:
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abserr[k] = abs(val_old[k] - val[k]) # absolute tolerance
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def __call__(self, fun, a, b, releps=1e-3, abseps=1e-3, alpha=0, beta=0,
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def __call__(self, fun, a, b, releps=1e-3, abseps=1e-3, alpha=0, beta=0,
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wfun=1, trace=False, args=(), max_iter=11):
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wfun=1, trace=False, args=(), max_iter=11):
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self.trace = trace
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self.trace = trace
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@ -1015,8 +1023,8 @@ class _Gaussq(object):
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dtype = np.result_type(fun((a_0+b_0)*0.5, *args))
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dtype = np.result_type(fun((a_0+b_0)*0.5, *args))
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n_k = np.prod(a_shape) # # of integrals we have to compute
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n_k = np.prod(a_shape) # # of integrals we have to compute
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k = np.arange(n_k)
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k = np.arange(n_k)
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opts = (n_k, dtype)
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opt = (n_k, dtype)
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val, val_old, abserr = zeros(*opts), ones(*opts), zeros(*opts)
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val, val_old, abserr = zeros(*opt), np.nan*ones(*opt), 1e100*ones(*opt)
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nodes_and_weights = self._nodes_and_weights
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nodes_and_weights = self._nodes_and_weights
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for i in range(max_iter):
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for i in range(max_iter):
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x_n, weights = nodes_and_weights(num_nodes, wfun, alpha, beta)
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x_n, weights = nodes_and_weights(num_nodes, wfun, alpha, beta)
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@ -1026,18 +1034,17 @@ class _Gaussq(object):
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y = fun(x, *params)
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y = fun(x, *params)
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self._plot_trace(x, y)
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self._plot_trace(x, y)
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val[k] = np.sum(weights * y, axis=1) * d_x[k] # do the integration
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val[k] = np.sum(weights * y, axis=1) * d_x[k] # do the integration
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if any(np.isnan(val)):
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self._revert_nans_with_old(val, val_old)
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val[np.isnan(val)] = val_old[np.isnan(val)]
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self._update_error(i, abserr, val, val_old, k)
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if 1 < i:
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abserr[k] = abs(val_old[k] - val[k]) # absolute tolerance
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k, = np.where(abserr > np.maximum(abs(releps * val), abseps))
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k, = np.where(abserr > np.maximum(abs(releps * val), abseps))
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converged = len(k) == 0
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n_k = len(k) # of integrals we have to compute again
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if converged:
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if n_k == 0:
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break
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break
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val_old[k] = val[k]
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val_old[k] = val[k]
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num_nodes *= 2 # double the # of basepoints and weights
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num_nodes *= 2 # double the # of basepoints and weights
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else:
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self._warn(k, a_shape)
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_assert_warn(converged, self._warn_msg(k, a_shape))
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# make sure int is the same size as the integration limits
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# make sure int is the same size as the integration limits
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val.shape = a_shape
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val.shape = a_shape
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