integrate.quadpack

Module Contents

Classes

IntegrationWarning() Warning on issues during integration.
_RangeFunc(self,range_)
_OptFunc(self,opt)
_NQuad(self,func,ranges,opts,full_output)

Functions

quad_explain(output=None) Print extra information about integrate.quad() parameters and returns.
quad(func,a,b,args=tuple,full_output=0,epsabs=1.49e-08,epsrel=1.49e-08,limit=50,points=None,weight=None,wvar=None,wopts=None,maxp1=50,limlst=50) Compute a definite integral.
_quad(func,a,b,args,full_output,epsabs,epsrel,limit,points)
_quad_weight(func,a,b,args,full_output,epsabs,epsrel,limlst,limit,maxp1,weight,wvar,wopts)
dblquad(func,a,b,gfun,hfun,args=tuple,epsabs=1.49e-08,epsrel=1.49e-08) Compute a double integral.
tplquad(func,a,b,gfun,hfun,qfun,rfun,args=tuple,epsabs=1.49e-08,epsrel=1.49e-08) Compute a triple (definite) integral.
nquad(func,ranges,args=None,opts=None,full_output=False) Integration over multiple variables.
class IntegrationWarning

Warning on issues during integration.

quad_explain(output=None)

Print extra information about integrate.quad() parameters and returns.

output : instance with “write” method, optional
Information about quad is passed to output.write(). Default is sys.stdout.

None

quad(func, a, b, args=tuple, full_output=0, epsabs=1.49e-08, epsrel=1.49e-08, limit=50, points=None, weight=None, wvar=None, wopts=None, maxp1=50, limlst=50)

Compute a definite integral.

Integrate func from a to b (possibly infinite interval) using a technique from the Fortran library QUADPACK.

func : {function, scipy.LowLevelCallable}

A Python function or method to integrate. If func takes many arguments, it is integrated along the axis corresponding to the first argument.

If the user desires improved integration performance, then f may be a scipy.LowLevelCallable with one of the signatures:

double func(double x)
double func(double x, void *user_data)
double func(int n, double *xx)
double func(int n, double *xx, void *user_data)

The user_data is the data contained in the scipy.LowLevelCallable. In the call forms with xx, n is the length of the xx array which contains xx[0] == x and the rest of the items are numbers contained in the args argument of quad.

In addition, certain ctypes call signatures are supported for backward compatibility, but those should not be used in new code.

a : float
Lower limit of integration (use -numpy.inf for -infinity).
b : float
Upper limit of integration (use numpy.inf for +infinity).
args : tuple, optional
Extra arguments to pass to func.
full_output : int, optional
Non-zero to return a dictionary of integration information. If non-zero, warning messages are also suppressed and the message is appended to the output tuple.
y : float
The integral of func from a to b.
abserr : float
An estimate of the absolute error in the result.
infodict : dict
A dictionary containing additional information. Run scipy.integrate.quad_explain() for more information.
message
A convergence message.
explain
Appended only with ‘cos’ or ‘sin’ weighting and infinite integration limits, it contains an explanation of the codes in infodict[‘ierlst’]
epsabs : float or int, optional
Absolute error tolerance.
epsrel : float or int, optional
Relative error tolerance.
limit : float or int, optional
An upper bound on the number of subintervals used in the adaptive algorithm.
points : (sequence of floats,ints), optional
A sequence of break points in the bounded integration interval where local difficulties of the integrand may occur (e.g., singularities, discontinuities). The sequence does not have to be sorted.
weight : float or int, optional
String indicating weighting function. Full explanation for this and the remaining arguments can be found below.
wvar : optional
Variables for use with weighting functions.
wopts : optional
Optional input for reusing Chebyshev moments.
maxp1 : float or int, optional
An upper bound on the number of Chebyshev moments.
limlst : int, optional
Upper bound on the number of cycles (>=3) for use with a sinusoidal weighting and an infinite end-point.

dblquad : double integral tplquad : triple integral nquad : n-dimensional integrals (uses quad recursively) fixed_quad : fixed-order Gaussian quadrature quadrature : adaptive Gaussian quadrature odeint : ODE integrator ode : ODE integrator simps : integrator for sampled data romb : integrator for sampled data scipy.special : for coefficients and roots of orthogonal polynomials

Extra information for quad() inputs and outputs

If full_output is non-zero, then the third output argument (infodict) is a dictionary with entries as tabulated below. For infinite limits, the range is transformed to (0,1) and the optional outputs are given with respect to this transformed range. Let M be the input argument limit and let K be infodict[‘last’]. The entries are:

‘neval’
The number of function evaluations.
‘last’
The number, K, of subintervals produced in the subdivision process.
‘alist’
A rank-1 array of length M, the first K elements of which are the left end points of the subintervals in the partition of the integration range.
‘blist’
A rank-1 array of length M, the first K elements of which are the right end points of the subintervals.
‘rlist’
A rank-1 array of length M, the first K elements of which are the integral approximations on the subintervals.
‘elist’
A rank-1 array of length M, the first K elements of which are the moduli of the absolute error estimates on the subintervals.
‘iord’
A rank-1 integer array of length M, the first L elements of which are pointers to the error estimates over the subintervals with L=K if K<=M/2+2 or L=M+1-K otherwise. Let I be the sequence infodict['iord'] and let E be the sequence infodict['elist']. Then E[I[1]], ..., E[I[L]] forms a decreasing sequence.

If the input argument points is provided (i.e. it is not None), the following additional outputs are placed in the output dictionary. Assume the points sequence is of length P.

‘pts’
A rank-1 array of length P+2 containing the integration limits and the break points of the intervals in ascending order. This is an array giving the subintervals over which integration will occur.
‘level’
A rank-1 integer array of length M (=limit), containing the subdivision levels of the subintervals, i.e., if (aa,bb) is a subinterval of (pts[1], pts[2]) where pts[0] and pts[2] are adjacent elements of infodict['pts'], then (aa,bb) has level l if |bb-aa| = |pts[2]-pts[1]| * 2**(-l).
‘ndin’
A rank-1 integer array of length P+2. After the first integration over the intervals (pts[1], pts[2]), the error estimates over some of the intervals may have been increased artificially in order to put their subdivision forward. This array has ones in slots corresponding to the subintervals for which this happens.

Weighting the integrand

The input variables, weight and wvar, are used to weight the integrand by a select list of functions. Different integration methods are used to compute the integral with these weighting functions. The possible values of weight and the corresponding weighting functions are.

weight Weight function used wvar
‘cos’ cos(w*x) wvar = w
‘sin’ sin(w*x) wvar = w
‘alg’ g(x) = ((x-a)**alpha)*((b-x)**beta) wvar = (alpha, beta)
‘alg-loga’ g(x)*log(x-a) wvar = (alpha, beta)
‘alg-logb’ g(x)*log(b-x) wvar = (alpha, beta)
‘alg-log’ g(x)*log(x-a)*log(b-x) wvar = (alpha, beta)
‘cauchy’ 1/(x-c) wvar = c

wvar holds the parameter w, (alpha, beta), or c depending on the weight selected. In these expressions, a and b are the integration limits.

For the ‘cos’ and ‘sin’ weighting, additional inputs and outputs are available.

For finite integration limits, the integration is performed using a Clenshaw-Curtis method which uses Chebyshev moments. For repeated calculations, these moments are saved in the output dictionary:

‘momcom’
The maximum level of Chebyshev moments that have been computed, i.e., if M_c is infodict['momcom'] then the moments have been computed for intervals of length |b-a| * 2**(-l), l=0,1,...,M_c.
‘nnlog’
A rank-1 integer array of length M(=limit), containing the subdivision levels of the subintervals, i.e., an element of this array is equal to l if the corresponding subinterval is |b-a|* 2**(-l).
‘chebmo’
A rank-2 array of shape (25, maxp1) containing the computed Chebyshev moments. These can be passed on to an integration over the same interval by passing this array as the second element of the sequence wopts and passing infodict[‘momcom’] as the first element.

If one of the integration limits is infinite, then a Fourier integral is computed (assuming w neq 0). If full_output is 1 and a numerical error is encountered, besides the error message attached to the output tuple, a dictionary is also appended to the output tuple which translates the error codes in the array info['ierlst'] to English messages. The output information dictionary contains the following entries instead of ‘last’, ‘alist’, ‘blist’, ‘rlist’, and ‘elist’:

‘lst’
The number of subintervals needed for the integration (call it K_f).
‘rslst’
A rank-1 array of length M_f=limlst, whose first K_f elements contain the integral contribution over the interval (a+(k-1)c, a+kc) where c = (2*floor(|w|) + 1) * pi / |w| and k=1,2,...,K_f.
‘erlst’
A rank-1 array of length M_f containing the error estimate corresponding to the interval in the same position in infodict['rslist'].
‘ierlst’
A rank-1 integer array of length M_f containing an error flag corresponding to the interval in the same position in infodict['rslist']. See the explanation dictionary (last entry in the output tuple) for the meaning of the codes.

Calculate and compare with an analytic result

>>> from scipy import integrate
>>> x2 = lambda x: x**2
>>> integrate.quad(x2, 0, 4)
(21.333333333333332, 2.3684757858670003e-13)
>>> print(4**3 / 3.)  # analytical result
21.3333333333

Calculate

>>> invexp = lambda x: np.exp(-x)
>>> integrate.quad(invexp, 0, np.inf)
(1.0, 5.842605999138044e-11)
>>> f = lambda x,a : a*x
>>> y, err = integrate.quad(f, 0, 1, args=(1,))
>>> y
0.5
>>> y, err = integrate.quad(f, 0, 1, args=(3,))
>>> y
1.5

Calculate with ctypes, holding y parameter as 1:

testlib.c =>
    double func(int n, double args[n]){
        return args[0]*args[0] + args[1]*args[1];}
compile to library testlib.*
from scipy import integrate
import ctypes
lib = ctypes.CDLL('/home/.../testlib.*') #use absolute path
lib.func.restype = ctypes.c_double
lib.func.argtypes = (ctypes.c_int,ctypes.c_double)
integrate.quad(lib.func,0,1,(1))
#(1.3333333333333333, 1.4802973661668752e-14)
print((1.0**3/3.0 + 1.0) - (0.0**3/3.0 + 0.0)) #Analytic result
# 1.3333333333333333
_quad(func, a, b, args, full_output, epsabs, epsrel, limit, points)
_quad_weight(func, a, b, args, full_output, epsabs, epsrel, limlst, limit, maxp1, weight, wvar, wopts)
dblquad(func, a, b, gfun, hfun, args=tuple, epsabs=1.49e-08, epsrel=1.49e-08)

Compute a double integral.

Return the double (definite) integral of func(y, x) from x = a..b and y = gfun(x)..hfun(x).

func : callable
A Python function or method of at least two variables: y must be the first argument and x the second argument.
a, b : float
The limits of integration in x: a < b
gfun : callable
The lower boundary curve in y which is a function taking a single floating point argument (x) and returning a floating point result: a lambda function can be useful here.
hfun : callable
The upper boundary curve in y (same requirements as gfun).
args : sequence, optional
Extra arguments to pass to func.
epsabs : float, optional
Absolute tolerance passed directly to the inner 1-D quadrature integration. Default is 1.49e-8.
epsrel : float, optional
Relative tolerance of the inner 1-D integrals. Default is 1.49e-8.
y : float
The resultant integral.
abserr : float
An estimate of the error.

quad : single integral tplquad : triple integral nquad : N-dimensional integrals fixed_quad : fixed-order Gaussian quadrature quadrature : adaptive Gaussian quadrature odeint : ODE integrator ode : ODE integrator simps : integrator for sampled data romb : integrator for sampled data scipy.special : for coefficients and roots of orthogonal polynomials

tplquad(func, a, b, gfun, hfun, qfun, rfun, args=tuple, epsabs=1.49e-08, epsrel=1.49e-08)

Compute a triple (definite) integral.

Return the triple integral of func(z, y, x) from x = a..b, y = gfun(x)..hfun(x), and z = qfun(x,y)..rfun(x,y).

func : function
A Python function or method of at least three variables in the order (z, y, x).
a, b : float
The limits of integration in x: a < b
gfun : function
The lower boundary curve in y which is a function taking a single floating point argument (x) and returning a floating point result: a lambda function can be useful here.
hfun : function
The upper boundary curve in y (same requirements as gfun).
qfun : function
The lower boundary surface in z. It must be a function that takes two floats in the order (x, y) and returns a float.
rfun : function
The upper boundary surface in z. (Same requirements as qfun.)
args : tuple, optional
Extra arguments to pass to func.
epsabs : float, optional
Absolute tolerance passed directly to the innermost 1-D quadrature integration. Default is 1.49e-8.
epsrel : float, optional
Relative tolerance of the innermost 1-D integrals. Default is 1.49e-8.
y : float
The resultant integral.
abserr : float
An estimate of the error.

quad: Adaptive quadrature using QUADPACK quadrature: Adaptive Gaussian quadrature fixed_quad: Fixed-order Gaussian quadrature dblquad: Double integrals nquad : N-dimensional integrals romb: Integrators for sampled data simps: Integrators for sampled data ode: ODE integrators odeint: ODE integrators scipy.special: For coefficients and roots of orthogonal polynomials

nquad(func, ranges, args=None, opts=None, full_output=False)

Integration over multiple variables.

Wraps quad to enable integration over multiple variables. Various options allow improved integration of discontinuous functions, as well as the use of weighted integration, and generally finer control of the integration process.

func : {callable, scipy.LowLevelCallable}

The function to be integrated. Has arguments of x0, ... xn, t0, tm, where integration is carried out over x0, ... xn, which must be floats. Function signature should be func(x0, x1, ..., xn, t0, t1, ..., tm). Integration is carried out in order. That is, integration over x0 is the innermost integral, and xn is the outermost.

If the user desires improved integration performance, then f may be a scipy.LowLevelCallable with one of the signatures:

double func(int n, double *xx)
double func(int n, double *xx, void *user_data)

where n is the number of extra parameters and args is an array of doubles of the additional parameters, the xx array contains the coordinates. The user_data is the data contained in the scipy.LowLevelCallable.

ranges : iterable object
Each element of ranges may be either a sequence of 2 numbers, or else a callable that returns such a sequence. ranges[0] corresponds to integration over x0, and so on. If an element of ranges is a callable, then it will be called with all of the integration arguments available, as well as any parametric arguments. e.g. if func = f(x0, x1, x2, t0, t1), then ranges[0] may be defined as either (a, b) or else as (a, b) = range0(x1, x2, t0, t1).
args : iterable object, optional
Additional arguments t0, ..., tn, required by func, ranges, and opts.
opts : iterable object or dict, optional

Options to be passed to quad. May be empty, a dict, or a sequence of dicts or functions that return a dict. If empty, the default options from scipy.integrate.quad are used. If a dict, the same options are used for all levels of integraion. If a sequence, then each element of the sequence corresponds to a particular integration. e.g. opts[0] corresponds to integration over x0, and so on. If a callable, the signature must be the same as for ranges. The available options together with their default values are:

  • epsabs = 1.49e-08
  • epsrel = 1.49e-08
  • limit = 50
  • points = None
  • weight = None
  • wvar = None
  • wopts = None

For more information on these options, see quad and quad_explain.

full_output : bool, optional
Partial implementation of full_output from scipy.integrate.quad. The number of integrand function evaluations neval can be obtained by setting full_output=True when calling nquad.
result : float
The result of the integration.
abserr : float
The maximum of the estimates of the absolute error in the various integration results.
out_dict : dict, optional
A dict containing additional information on the integration.

quad : 1-dimensional numerical integration dblquad, tplquad : double and triple integrals fixed_quad : fixed-order Gaussian quadrature quadrature : adaptive Gaussian quadrature

>>> from scipy import integrate
>>> func = lambda x0,x1,x2,x3 : x0**2 + x1*x2 - x3**3 + np.sin(x0) + (
...                                 1 if (x0-.2*x3-.5-.25*x1>0) else 0)
>>> points = [[lambda x1,x2,x3 : 0.2*x3 + 0.5 + 0.25*x1], [], [], []]
>>> def opts0(*args, **kwargs):
...     return {'points':[0.2*args[2] + 0.5 + 0.25*args[0]]}
>>> integrate.nquad(func, [[0,1], [-1,1], [.13,.8], [-.15,1]],
...                 opts=[opts0,{},{},{}], full_output=True)
(1.5267454070738633, 2.9437360001402324e-14, {'neval': 388962})
>>> scale = .1
>>> def func2(x0, x1, x2, x3, t0, t1):
...     return x0*x1*x3**2 + np.sin(x2) + 1 + (1 if x0+t1*x1-t0>0 else 0)
>>> def lim0(x1, x2, x3, t0, t1):
...     return [scale * (x1**2 + x2 + np.cos(x3)*t0*t1 + 1) - 1,
...             scale * (x1**2 + x2 + np.cos(x3)*t0*t1 + 1) + 1]
>>> def lim1(x2, x3, t0, t1):
...     return [scale * (t0*x2 + t1*x3) - 1,
...             scale * (t0*x2 + t1*x3) + 1]
>>> def lim2(x3, t0, t1):
...     return [scale * (x3 + t0**2*t1**3) - 1,
...             scale * (x3 + t0**2*t1**3) + 1]
>>> def lim3(t0, t1):
...     return [scale * (t0+t1) - 1, scale * (t0+t1) + 1]
>>> def opts0(x1, x2, x3, t0, t1):
...     return {'points' : [t0 - t1*x1]}
>>> def opts1(x2, x3, t0, t1):
...     return {}
>>> def opts2(x3, t0, t1):
...     return {}
>>> def opts3(t0, t1):
...     return {}
>>> integrate.nquad(func2, [lim0, lim1, lim2, lim3], args=(0,0),
...                 opts=[opts0, opts1, opts2, opts3])
(25.066666666666666, 2.7829590483937256e-13)
class _RangeFunc(range_)
__init__(range_)
__call__(*args)

Return stored value.

*args needed because range_ can be float or func, and is called with variable number of parameters.

class _OptFunc(opt)
__init__(opt)
__call__(*args)

Return stored dict.

class _NQuad(func, ranges, opts, full_output)
__init__(func, ranges, opts, full_output)
integrate(*args, **kwargs)