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This commit is contained in:
Martin Bubel 2023-10-10 19:49:55 +02:00
parent 65d919da06
commit 97741d6b41
1 changed files with 12 additions and 10 deletions
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20
GPy/testing/quadrature_tests.py
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@ -1,23 +1,22 @@
from __future__ import print_function, division
import numpy as np
import GPy
import warnings
from ..util.quad_integrate import quadgk_int, quadvgk
class QuadTests(np.testing.TestCase):
"""
test file for checking implementation of gaussian-kronrod quadrature.
we will take a function which can be integrated analytically and check if quadgk result is similar or not!
through this file we can test how numerically accurate quadrature implementation in native numpy or manual code is.
"""
def setUp(self):
pass
def test_infinite_quad(self):
def f(x):
return np.exp(-0.5*x**2)*np.power(x,np.arange(3)[:,None])
return np.exp(-0.5 * x**2) * np.power(x, np.arange(3)[:, None])
quad_int_val = quadgk_int(f)
real_val = np.sqrt(np.pi * 2)
np.testing.assert_almost_equal(real_val, quad_int_val[0], decimal=7)
@ -25,15 +24,18 @@ class QuadTests(np.testing.TestCase):
def test_finite_quad(self):
def f2(x):
return x**2
quad_int_val = quadvgk(f2, 1.,2.)
real_val = 7/3.
quad_int_val = quadvgk(f2, 1.0, 2.0)
real_val = 7 / 3.0
np.testing.assert_almost_equal(real_val, quad_int_val, decimal=5)
if __name__ == '__main__':
if __name__ == "__main__":
def f(x):
return np.exp(-0.5 * x ** 2) * np.power(x, np.arange(3)[:, None])
return np.exp(-0.5 * x**2) * np.power(x, np.arange(3)[:, None])
quad_int_val = quadgk_int(f)
real_val = np.sqrt(np.pi*2)
real_val = np.sqrt(np.pi * 2)
np.testing.assert_almost_equal(real_val, quad_int_val[0], decimal=7)
print(quadgk_int(f))