File: test_minpack.py

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"""
Unit tests for optimization routines from minpack.py.
"""
from __future__ import division, print_function, absolute_import

from numpy.testing import assert_, assert_almost_equal, assert_array_equal, \
        assert_array_almost_equal, TestCase, run_module_suite, assert_raises, \
        assert_allclose
import numpy as np
from numpy import array, float64, matrix

from scipy import optimize
from scipy.optimize.minpack import leastsq, curve_fit, fixed_point


class ReturnShape(object):
    """This class exists to create a callable that does not have a '__name__' attribute.

    __init__ takes the argument 'shape', which should be a tuple of ints.  When an instance
    it called with a single argument 'x', it returns numpy.ones(shape).
    """
    def __init__(self, shape):
        self.shape = shape

    def __call__(self, x):
        return np.ones(self.shape)


def dummy_func(x, shape):
    """A function that returns an array of ones of the given shape.
    `x` is ignored.
    """
    return np.ones(shape)

# Function and jacobian for tests of solvers for systems of nonlinear
# equations


def pressure_network(flow_rates, Qtot, k):
    """Evaluate non-linear equation system representing
    the pressures and flows in a system of n parallel pipes::

        f_i = P_i - P_0, for i = 1..n
        f_0 = sum(Q_i) - Qtot

    Where Q_i is the flow rate in pipe i and P_i the pressure in that pipe.
    Pressure is modeled as a P=kQ**2 where k is a valve coefficient and
    Q is the flow rate.

    Parameters
    ----------
    flow_rates : float
        A 1D array of n flow rates [kg/s].
    k : float
        A 1D array of n valve coefficients [1/kg m].
    Qtot : float
        A scalar, the total input flow rate [kg/s].

    Returns
    -------
    F : float
        A 1D array, F[i] == f_i.

    """
    P = k * flow_rates**2
    F = np.hstack((P[1:] - P[0], flow_rates.sum() - Qtot))
    return F


def pressure_network_jacobian(flow_rates, Qtot, k):
    """Return the jacobian of the equation system F(flow_rates)
    computed by `pressure_network` with respect to
    *flow_rates*. See `pressure_network` for the detailed
    description of parrameters.

    Returns
    -------
    jac : float
        *n* by *n* matrix ``df_i/dQ_i`` where ``n = len(flow_rates)``
        and *f_i* and *Q_i* are described in the doc for `pressure_network`
    """
    n = len(flow_rates)
    pdiff = np.diag(flow_rates[1:] * 2 * k[1:] - 2 * flow_rates[0] * k[0])

    jac = np.empty((n, n))
    jac[:n-1, :n-1] = pdiff * 0
    jac[:n-1, n-1] = 0
    jac[n-1, :] = np.ones(n)

    return jac


def pressure_network_fun_and_grad(flow_rates, Qtot, k):
    return pressure_network(flow_rates, Qtot, k), \
        pressure_network_jacobian(flow_rates, Qtot, k)


class TestFSolve(TestCase):
    def test_pressure_network_no_gradient(self):
        """fsolve without gradient, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = array([2., 0., 2., 0.])
        final_flows, info, ier, mesg = optimize.fsolve(
            pressure_network, initial_guess, args=(Qtot, k),
            full_output=True)
        assert_array_almost_equal(final_flows, np.ones(4))
        assert_(ier == 1, mesg)

    def test_pressure_network_with_gradient(self):
        """fsolve with gradient, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = array([2., 0., 2., 0.])
        final_flows = optimize.fsolve(
            pressure_network, initial_guess, args=(Qtot, k),
            fprime=pressure_network_jacobian)
        assert_array_almost_equal(final_flows, np.ones(4))

    def test_wrong_shape_func_callable(self):
        """The callable 'func' has no '__name__' attribute."""
        func = ReturnShape(1)
        # x0 is a list of two elements, but func will return an array with
        # length 1, so this should result in a TypeError.
        x0 = [1.5, 2.0]
        assert_raises(TypeError, optimize.fsolve, func, x0)

    def test_wrong_shape_func_function(self):
        # x0 is a list of two elements, but func will return an array with
        # length 1, so this should result in a TypeError.
        x0 = [1.5, 2.0]
        assert_raises(TypeError, optimize.fsolve, dummy_func, x0, args=((1,),))

    def test_wrong_shape_fprime_callable(self):
        """The callables 'func' and 'deriv_func' have no '__name__' attribute."""
        func = ReturnShape(1)
        deriv_func = ReturnShape((2,2))
        assert_raises(TypeError, optimize.fsolve, func, x0=[0,1], fprime=deriv_func)

    def test_wrong_shape_fprime_function(self):
        func = lambda x: dummy_func(x, (2,))
        deriv_func = lambda x: dummy_func(x, (3,3))
        assert_raises(TypeError, optimize.fsolve, func, x0=[0,1], fprime=deriv_func)

    def test_float32(self):
        func = lambda x: np.array([x[0] - 100, x[1] - 1000], dtype=np.float32)**2
        p = optimize.fsolve(func, np.array([1, 1], np.float32))
        assert_allclose(func(p), [0, 0], atol=1e-3)


class TestRootHybr(TestCase):
    def test_pressure_network_no_gradient(self):
        """root/hybr without gradient, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = array([2., 0., 2., 0.])
        final_flows = optimize.root(pressure_network, initial_guess,
                                    method='hybr', args=(Qtot, k)).x
        assert_array_almost_equal(final_flows, np.ones(4))

    def test_pressure_network_with_gradient(self):
        """root/hybr with gradient, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = matrix([2., 0., 2., 0.])
        final_flows = optimize.root(pressure_network, initial_guess,
                                    args=(Qtot, k), method='hybr',
                                    jac=pressure_network_jacobian).x
        assert_array_almost_equal(final_flows, np.ones(4))

    def test_pressure_network_with_gradient_combined(self):
        """root/hybr with gradient and function combined, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = array([2., 0., 2., 0.])
        final_flows = optimize.root(pressure_network_fun_and_grad,
                                    initial_guess, args=(Qtot, k),
                                    method='hybr', jac=True).x
        assert_array_almost_equal(final_flows, np.ones(4))


class TestRootLM(TestCase):
    def test_pressure_network_no_gradient(self):
        """root/lm without gradient, equal pipes -> equal flows"""
        k = np.ones(4) * 0.5
        Qtot = 4
        initial_guess = array([2., 0., 2., 0.])
        final_flows = optimize.root(pressure_network, initial_guess,
                                    method='lm', args=(Qtot, k)).x
        assert_array_almost_equal(final_flows, np.ones(4))


class TestLeastSq(TestCase):
    def setUp(self):
        x = np.linspace(0, 10, 40)
        a,b,c = 3.1, 42, -304.2
        self.x = x
        self.abc = a,b,c
        y_true = a*x**2 + b*x + c
        np.random.seed(0)
        self.y_meas = y_true + 0.01*np.random.standard_normal(y_true.shape)

    def residuals(self, p, y, x):
        a,b,c = p
        err = y-(a*x**2 + b*x + c)
        return err

    def test_basic(self):
        p0 = array([0,0,0])
        params_fit, ier = leastsq(self.residuals, p0,
                                  args=(self.y_meas, self.x))
        assert_(ier in (1,2,3,4), 'solution not found (ier=%d)' % ier)
        # low precision due to random
        assert_array_almost_equal(params_fit, self.abc, decimal=2)

    def test_full_output(self):
        p0 = matrix([0,0,0])
        full_output = leastsq(self.residuals, p0,
                              args=(self.y_meas, self.x),
                              full_output=True)
        params_fit, cov_x, infodict, mesg, ier = full_output
        assert_(ier in (1,2,3,4), 'solution not found: %s' % mesg)

    def test_input_untouched(self):
        p0 = array([0,0,0],dtype=float64)
        p0_copy = array(p0, copy=True)
        full_output = leastsq(self.residuals, p0,
                              args=(self.y_meas, self.x),
                              full_output=True)
        params_fit, cov_x, infodict, mesg, ier = full_output
        assert_(ier in (1,2,3,4), 'solution not found: %s' % mesg)
        assert_array_equal(p0, p0_copy)

    def test_wrong_shape_func_callable(self):
        """The callable 'func' has no '__name__' attribute."""
        func = ReturnShape(1)
        # x0 is a list of two elements, but func will return an array with
        # length 1, so this should result in a TypeError.
        x0 = [1.5, 2.0]
        assert_raises(TypeError, optimize.leastsq, func, x0)

    def test_wrong_shape_func_function(self):
        # x0 is a list of two elements, but func will return an array with
        # length 1, so this should result in a TypeError.
        x0 = [1.5, 2.0]
        assert_raises(TypeError, optimize.leastsq, dummy_func, x0, args=((1,),))

    def test_wrong_shape_Dfun_callable(self):
        """The callables 'func' and 'deriv_func' have no '__name__' attribute."""
        func = ReturnShape(1)
        deriv_func = ReturnShape((2,2))
        assert_raises(TypeError, optimize.leastsq, func, x0=[0,1], Dfun=deriv_func)

    def test_wrong_shape_Dfun_function(self):
        func = lambda x: dummy_func(x, (2,))
        deriv_func = lambda x: dummy_func(x, (3,3))
        assert_raises(TypeError, optimize.leastsq, func, x0=[0,1], Dfun=deriv_func)

    def test_float32(self):
        # From Track ticket #920
        def func(p,x,y):
            q = p[0]*np.exp(-(x-p[1])**2/(2.0*p[2]**2))+p[3]
            return q - y

        x = np.array([1.475,1.429,1.409,1.419,1.455,1.519,1.472, 1.368,1.286,
                       1.231], dtype=np.float32)
        y = np.array([0.0168,0.0193,0.0211,0.0202,0.0171,0.0151,0.0185,0.0258,
                      0.034,0.0396], dtype=np.float32)
        p0 = np.array([1.0,1.0,1.0,1.0])
        p1, success = optimize.leastsq(func, p0, args=(x,y))

        assert_(success in [1,2,3,4])
        assert_((func(p1,x,y)**2).sum() < 1e-4 * (func(p0,x,y)**2).sum())


class TestCurveFit(TestCase):
    def setUp(self):
        self.y = array([1.0, 3.2, 9.5, 13.7])
        self.x = array([1.0, 2.0, 3.0, 4.0])

    def test_one_argument(self):
        def func(x,a):
            return x**a
        popt, pcov = curve_fit(func, self.x, self.y)
        assert_(len(popt) == 1)
        assert_(pcov.shape == (1,1))
        assert_almost_equal(popt[0], 1.9149, decimal=4)
        assert_almost_equal(pcov[0,0], 0.0016, decimal=4)

        # Test if we get the same with full_output. Regression test for #1415.
        res = curve_fit(func, self.x, self.y, full_output=1)
        (popt2, pcov2, infodict, errmsg, ier) = res
        assert_array_almost_equal(popt, popt2)

    def test_two_argument(self):
        def func(x, a, b):
            return b*x**a
        popt, pcov = curve_fit(func, self.x, self.y)
        assert_(len(popt) == 2)
        assert_(pcov.shape == (2,2))
        assert_array_almost_equal(popt, [1.7989, 1.1642], decimal=4)
        assert_array_almost_equal(pcov, [[0.0852, -0.1260],[-0.1260, 0.1912]],
                                  decimal=4)

    def test_func_is_classmethod(self):
        class test_self(object):
            """This class tests if curve_fit passes the correct number of
               arguments when the model function is a class instance method.
            """
            def func(self, x, a, b):
                return b * x**a

        test_self_inst = test_self()
        popt, pcov = curve_fit(test_self_inst.func, self.x, self.y)
        assert_(pcov.shape == (2,2))
        assert_array_almost_equal(popt, [1.7989, 1.1642], decimal=4)
        assert_array_almost_equal(pcov, [[0.0852, -0.1260], [-0.1260, 0.1912]],
                                  decimal=4)

    def test_regression_2639(self):
        # This test fails if epsfcn in leastsq is too large.
        x = [574.14200000000005, 574.154, 574.16499999999996,
             574.17700000000002, 574.18799999999999, 574.19899999999996,
             574.21100000000001, 574.22199999999998, 574.23400000000004,
             574.245]
        y = [859.0, 997.0, 1699.0, 2604.0, 2013.0, 1964.0, 2435.0,
             1550.0, 949.0, 841.0]
        guess = [574.1861428571428, 574.2155714285715, 1302.0, 1302.0,
                 0.0035019999999983615, 859.0]
        good = [5.74177150e+02, 5.74209188e+02, 1.74187044e+03, 1.58646166e+03,
                1.0068462e-02, 8.57450661e+02]

        def f_double_gauss(x, x0, x1, A0, A1, sigma, c):
            return (A0*np.exp(-(x-x0)**2/(2.*sigma**2))
                    + A1*np.exp(-(x-x1)**2/(2.*sigma**2)) + c)
        popt, pcov = curve_fit(f_double_gauss, x, y, guess, maxfev=10000)
        assert_allclose(popt, good, rtol=1e-5)

    def test_pcov(self):
        xdata = np.array([0, 1, 2, 3, 4, 5])
        ydata = np.array([1, 1, 5, 7, 8, 12])
        sigma = np.array([1, 2, 1, 2, 1, 2])

        def f(x, a, b):
            return a*x + b

        popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=sigma)
        perr_scaled = np.sqrt(np.diag(pcov))
        assert_allclose(perr_scaled, [ 0.20659803, 0.57204404], rtol=1e-3)

        popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=3*sigma)
        perr_scaled = np.sqrt(np.diag(pcov))
        assert_allclose(perr_scaled, [ 0.20659803, 0.57204404], rtol=1e-3)

        popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=sigma,
                               absolute_sigma=True)
        perr = np.sqrt(np.diag(pcov))
        assert_allclose(perr, [0.30714756, 0.85045308], rtol=1e-3)

        popt, pcov = curve_fit(f, xdata, ydata, p0=[2, 0], sigma=3*sigma,
                               absolute_sigma=True)
        perr = np.sqrt(np.diag(pcov))
        assert_allclose(perr, [3*0.30714756, 3*0.85045308], rtol=1e-3)

        # infinite variances

        def f_flat(x, a, b):
            return a*x

        popt, pcov = curve_fit(f_flat, xdata, ydata, p0=[2, 0], sigma=sigma)
        assert_(pcov.shape == (2, 2))
        pcov_expected = np.array([np.inf]*4).reshape(2, 2)
        assert_array_equal(pcov, pcov_expected)

        popt, pcov = curve_fit(f, xdata[:2], ydata[:2], p0=[2, 0])
        assert_(pcov.shape == (2, 2))
        assert_array_equal(pcov, pcov_expected)

    def test_array_like(self):
        # Test sequence input.  Regression test for gh-3037.
        def f_linear(x, a, b):
            return a*x + b

        x = [1, 2, 3, 4]
        y = [2, 4, 6, 8]
        assert_allclose(curve_fit(f_linear, x, y)[0], [2, 0], atol=1e-10)


class TestFixedPoint(TestCase):

    def test_scalar_trivial(self):
        """f(x) = 2x; fixed point should be x=0"""
        def func(x):
            return 2.0*x
        x0 = 1.0
        x = fixed_point(func, x0)
        assert_almost_equal(x, 0.0)

    def test_scalar_basic1(self):
        """f(x) = x**2; x0=1.05; fixed point should be x=1"""
        def func(x):
            return x**2
        x0 = 1.05
        x = fixed_point(func, x0)
        assert_almost_equal(x, 1.0)

    def test_scalar_basic2(self):
        """f(x) = x**0.5; x0=1.05; fixed point should be x=1"""
        def func(x):
            return x**0.5
        x0 = 1.05
        x = fixed_point(func, x0)
        assert_almost_equal(x, 1.0)

    def test_array_trivial(self):
        def func(x):
            return 2.0*x
        x0 = [0.3, 0.15]
        olderr = np.seterr(all='ignore')
        try:
            x = fixed_point(func, x0)
        finally:
            np.seterr(**olderr)
        assert_almost_equal(x, [0.0, 0.0])

    def test_array_basic1(self):
        """f(x) = c * x**2; fixed point should be x=1/c"""
        def func(x, c):
            return c * x**2
        c = array([0.75, 1.0, 1.25])
        x0 = [1.1, 1.15, 0.9]
        olderr = np.seterr(all='ignore')
        try:
            x = fixed_point(func, x0, args=(c,))
        finally:
            np.seterr(**olderr)
        assert_almost_equal(x, 1.0/c)

    def test_array_basic2(self):
        """f(x) = c * x**0.5; fixed point should be x=c**2"""
        def func(x, c):
            return c * x**0.5
        c = array([0.75, 1.0, 1.25])
        x0 = [0.8, 1.1, 1.1]
        x = fixed_point(func, x0, args=(c,))
        assert_almost_equal(x, c**2)


if __name__ == "__main__":
    run_module_suite()