Source code for GPy.testing.quadrature_tests

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])
        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)

    def test_finite_quad(self):
        def f2(x):
            return x**2
        quad_int_val = quadvgk(f2, 1.,2.)
        real_val = 7/3.
        np.testing.assert_almost_equal(real_val, quad_int_val, decimal=5)

if __name__ == '__main__':
    def f(x):
        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)
    print(quadgk_int(f))