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#! /usr/bin/env python
import openturns as ot
import math
import openturns.testing as ott
ot.TESTPREAMBLE()
# Testing four algorithms on a function from R^3 to R.
f = ot.SymbolicFunction(["x", "y", "z"], ["sin(x) * cos(y) * exp(z)"])
lbIntegration = [0.0, 0.0, 0.0]
ubIntegration = [1.0, 1.0, 1.0]
valueRef = -math.sin(1.0) * (math.cos(1.0) - 1.0) * (math.e - 1.0)
for r in ot.CubaIntegration.GetAlgorithmNames():
algoC = ot.CubaIntegration(r)
value = algoC.integrate(f, ot.Interval(lbIntegration, ubIntegration))
ott.assert_almost_equal(value[0], valueRef, 1.0e-3, 1.0e-3)
# Testing three algorithms on a function from R^3 to R^2.
f = ot.SymbolicFunction(
["x", "y", "z"],
[
"exp(-(x * x + y * y + z *z))",
"(x / 2 * x / 2 + y / 3 * y / 3 + z / 4 * z / 4 - 1.125)",
],
)
lbIntegration = [0.0, 0.0, 1.0]
ubIntegration = [2.0, 3.0, 4.0]
valueRef = [0.108972129575688278, -0.375]
for r in ot.CubaIntegration.GetAlgorithmNames():
if r == "suave":
# Suave is quite inaccurate with these integrands, skipping.
continue
algoC = ot.CubaIntegration(r)
if r == "vegas":
# Vegas seemingly needs more favorable parameters there
algoC.setMaximumRelativeError(5.0e-3)
algoC.setMaximumAbsoluteError(5.0e-3)
algoC.setMaximumCallsNumber(10000000)
value = algoC.integrate(f, ot.Interval(lbIntegration, ubIntegration))
ott.assert_almost_equal(value, valueRef, 1.0e-3, 1.0e-3)
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