Mailman 3 August 2013 - SciPy-Dev

Linalg: function for diagonalize hermitian commuting matrices simultaneously
by Lars-Hendrik Frahm Oct. 7, 2014

Oct. 7, 2014

Dear SciPy Developers, I like to contribute a function for simultaneously diagonalize a set of hermitian commuting matrices. Especially for matrices with degenerate eigenvalues. Is there need for something like that in SciPy ? I think it could be helpful for someone else and I didn't find it in recent SciPy versions or on the mailing list. Hope to hear from you.

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Bootstrap confidence limits code
by Constantine Evans Oct. 4, 2014

Oct. 4, 2014

Hello everyone, A few years ago I implemented a scikit for bootstrap confidence limits (https://github.com/cgevans/scikits-bootstrap). I didn’t think much about it after that until recently, when I realized that some people are actually using it, and that there’s apparently been some talk about implementing this functionality in either scipy.stats or statsmodels (I should thank Randal Olson for discussing this and bringing it to my attention). As such I’ve rewritten most of the code, and written up some docstrings. The current code can do confidence intervals with basic percentile interval, bias-corrected accelerated, and approximate bootstrap confidence methods, and can also provide bootstrap and jackknife indexes. Most of it is implemented from the descriptions in Efron and Tibshirani’s Introduction to the Bootstrap, but the ABC code at the moment is a port from the modified-BSD-licensed bootstrap package for R (not the boot package) as I’m not entirely confident in my understanding of the method. And so, I have a few questions for everyone: * Is there any interest in including this sort of code in either scipy.stats or statsmodels? If so, where do people think would be the better place? The code is relatively small; at the moment it is less than 200 lines, with docstrings probably making up 100 of those lines. * Also, if so, what would need to be changed, added, and improved beyond what is mentioned in the Contributing to Scipy part of the reference guide? I’m never a fan of my own code, and imagine quite a bit would need to be fixed; I know tests will need to be added too. In addition, I have a few questions about what would be better practice for the API, and I haven’t really found a guide on best practices for Scipy: * When I started writing the code, I wrote a single function ci for confidence intervals, with a method argument to choose the method. This is easy for users, especially so that they don’t have to look through documentation to realize that BCA is the most generally useful method (at least from everything I’ve read) and that there really isn’t any reason to use many of the simpler methods. However, ABC takes different paramenters, and needs a statistic function that takes weights, which makes this single-function organization trickier. At the moment, I have a separate function for ABC. Would it be better to split up all the methods to their own functions? * ABC requires a statistic function that takes weights. I’ve noticed that things like np.average takes a weights= argument. Would it be better to require input of a stat(data,weights) function, or input of a stat(data,weights=) with weights as a named argument? The latter would be nice in terms of allowing the same function to be used for all methods, but would make it impossible to use a lambda for the function. Is there some other method of doing this entirely? * Are there any missing features that anyone thinks should be added? I apologize if much of this is answered elsewhere, I just haven’t found any of it; I also apologize if this is far too long-winded and confusing! Regards, Constantine Evans

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SLSQP Constrained Optimizer Status
by Rob Falck Nov. 24, 2013

Nov. 24, 2013

I'm currently implementing the Sequential Least Squares Quadratic Programming (SLSQP) optimizer, by Dieter Kraft, for use in Scipy. The Fortran code being wrapped with F2PY is here: http://www.netlib.org/toms/733 (its use within Scipy has been cleared) SLSQP provides for bounds on the independent variables, as well as equality and inequality constraint functions, which is a capability that doesn't exist in scipy.optimize. Currently the code works, although the constraint normals are being generated by approximation. I'm working on a way to pass these in. I think the most elegant way will be a single function that returns the matrix of constraint normals. For a demonstration of what the code can do, here is an optimization of f(x,y) = 2xy + 2x - x**2 - 2y**2 Example 14.2 in Chapra & Canale gives the maximum as x=2.0, y=1.0. The unbounded optimization tests find this solution. As expected, its faster when derivatives are provided rather than approximated. Unbounded optimization. Derivatives approximated. Elapsed time: 1.45792961121 ms Results [[1.9999999515712266, 0.99999996181577444], -1.9999999999999984, 4, 0, 'Optimization terminated successfully.'] Unbounded optimization. Derivatives provided. Elapsed time: 1.03211402893 ms Results [[1.9999999515712266, 0.99999996181577444], -1.9999999999999984, 4, 0, 'Optimization terminated successfully.'] The following example uses an equality constraint to find the optimal when x=y. Bound optimization. Derivatives approximated. Elapsed time: 1.384973526 ms Results [[0.99999996845920858, 0.99999996845920858], -0.99999999999999889, 4, 0, 'Optimization terminated successfully.'] I've tried to conform to the syntax used by the other optimizers in scipy.optimize. The function definition and doc string are below. If anyone is interested in testing it out, let me know. def fmin_slsqp( func, x0 , eqcons=[], f_eqcons=None, ieqcons=[], f_ieqcons=None, bounds = [], fprime = None, fprime_cons=None,args = (), iter = 100, acc = 1.0E-6, iprint = 1, full_output = 0, epsilon = _epsilon ): """ Minimize a function using Sequential Least SQuares Programming Description: Python interface function for the SLSQP Optimization subroutine originally implemented by Dieter Kraft. Inputs: func - Objective function (in the form func(x, *args)) x0 - Initial guess for the independent variable(s). eqcons - A list of functions of length n such that eqcons[j](x0,*args) == 0.0 in a successfully optimized problem f_eqcons - A function of the form f_eqcons(x, *args) that returns an array in which each element must equal 0.0 in a successfully optimized problem. If f_eqcons is specified, eqcons is ignored. ieqcons - A list of functions of length n such that ieqcons[j](x0,*args) >= 0.0 in a successfully optimized problem f_ieqcons - A function of the form f_ieqcons(x0, *args) that returns an array in which each element must be greater or equal to 0.0 in a successfully optimized problem. If f_ieqcons is specified, ieqcons is ignored. bounds - A list of tuples specifying the lower and upper bound for each independent variable [ (xl0, xu0), (xl1, xu1), ...] fprime - A function that evaluates the partial derivatives of func fprime_cons - A function of the form f(x, *args) that returns the m by n array of constraint normals. If not provided, the normals will be approximated. Equality constraint normals precede inequality constraint normals. args - A sequence of additional arguments passed to func and fprime iter - The maximum number of iterations (int) acc - Requested accuracy (float) iprint - The verbosity of fmin_slsqp. iprint <= 0 : Silent operation iprint == 1 : Print summary upon completion (default) iprint >= 2 : Print status of each iterate and summary full_output - If 0, return only the minimizer of func (default). Otherwise, output final objective function and summary information. epsilon - The step size for finite-difference derivative estimates. Outputs: ( x, { fx, gnorm, its, imode, smode }) x - The final minimizer of func. fx - The final value of the objective function. its - The number of iterations. imode - The exit mode from the optimizer, as an integer. smode - A string describing the exit mode from the optimizer. Exit modes are defined as follows: -1 : Gradient evaluation required (g & a) 0 : Optimization terminated successfully. 1 : Function evaluation required (f & c) 2 : Number of equality constraints larger than number of independent variables 3 : More than 3*n iterations in LSQ subproblem 4 : Inequality constraints incompatible 5 : Singular matrix E in LSQ subproblem 6 : Singular matrix C in LSQ subproblem 7 : Rank-deficient equality constraint subproblem HFTI 8 : Positive directional derivative for linesearch 9 : Iteration limit exceeded -- - Rob Falck

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Vector Strength function
by Todd Nov. 21, 2013

Nov. 21, 2013

I am interested in implementing a function for scipy. The function is called "vector strength". It is basically a measure of how reliably a set of events occur at a particular phase. It was originally developed for neuroscience research, to determine how well a set of neural events sync up with a periodic stimulus like a sound waveform. However, it is useful for determining how periodic a supposedly periodic set of events really are, for example: 1. Determining whether crime is really more common during a full moon and by how much 2. Determining how concentrated visitors to a coffee shop are during rush hour 3. Determining exactly how concentrated hurricanes are during hurricane season My thinking is that this could be implemented in stages: First would be a Numpy function that would add a set of vectors in polar coordinates. Given a number of magnitude/angle pairs it would provide a summed magnitude/angle pair. This would probably be combined with a cartesian<->polar conversion functions. Making use of this function would be a scipy function that would actually implement the vector strength calculation. This is done by treating each event as a unit vector with a phase, then taking the average of the vectors. If all events have the same phase, the result will have an amplitude of 1. If they all have a different phases, the result will have an amplitude of 0. It may even be worth having a dedicated polar dtype, although that may be too much. What does everyone think of this proposal?

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Akima Interpolation
by Andreas Hilboll Sept. 10, 2013

Sept. 10, 2013

I'd like to have Akima interpolation in scipy.interpolate, as I couldn't find any. 1.) Did I miss something and there actually *is* an Akima interpolation in scipy? 2.) Is there interest in having Akima interpolation in Scipy? 3.) Does anyone have a good recommendation which implementation I should consider for pulling into Scipy? -- Andreas.

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ANN: Scipy 0.13.0 beta 1 release
by Ralf Gommers Sept. 2, 2013

Sept. 2, 2013

Hi all, I'm happy to announce the availability of the first beta release of Scipy 0.13.0. Please try this beta and report any issues on the scipy-dev mailing list. Source tarballs and release notes can be found at https://sourceforge.net/projects/scipy/files/scipy/0.13.0b1/. Windows and OS X installers will follow later (we have a minor infrastructure issue to solve, and I'm at EuroScipy now). Cheers, Ralf

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Purpose of commit 359cf0 ?
by David Cournapeau Aug. 31, 2013

Aug. 31, 2013

Hi there, I see that this fix broke visual studio build in a non trivial manner (a few cephes functions are declared in VS math.h, with incompatible linkage). I don't understand the fix: which platform did it fix, and why not having isfinite matter since we're using npy_ macro in struve.c ? thanks, David

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Integration module for N-D array-valued functions
by Saullo Castro Aug. 29, 2013

Aug. 29, 2013

I would like to know if there is an interest to add into SciPy some integrators for vector valued functions that I've been working on: - trapzv - trapz2dv - simpsv - simps2dv - polyv (1-D vector-valued functions integration using many nth order polynoms) Only polyv is for 1-D vector-valued functions, while the others are for any N-D array-valued function. If there is an interest, I have a suggestion to include all these function into a integratev.pyx file (since they are programmed in Cython), inside scipy/integrate. What do you think? Greetings, Saullo

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Many Problems Building w/ MKL 11, ifort, icc; scipy.test() Fails w/ Undefined Symbols
by Will Buckner Aug. 29, 2013

Aug. 29, 2013

I've tried this about 6 different ways now, and all successful builds result in the same error during scipy.test() (note that NumPy builds fine with same site.cfg): ====================================================================== ERROR: Failure: ImportError (/opt/intel/composer_xe_2013.5.192/mkl/lib/intel64/libmkl_intel_thread.so: undefined symbol: mkl_blas_dgemm_blk_info_bdz) ---------------------------------------------------------------------- Traceback (most recent call last): File "/usr/local/lib/python2.7/dist-packages/nose/loader.py", line 413, in loadTestsFromName addr.filename, addr.module) File "/usr/local/lib/python2.7/dist-packages/nose/importer.py", line 47, in importFromPath return self.importFromDir(dir_path, fqname) File "/usr/local/lib/python2.7/dist-packages/nose/importer.py", line 94, in importFromDir mod = load_module(part_fqname, fh, filename, desc) File "/usr/local/lib/python2.7/dist-packages/scipy/stats/__init__.py", line 320, in <module> from .stats import * File "/usr/local/lib/python2.7/dist-packages/scipy/stats/stats.py", line 242, in <module> import scipy.linalg as linalg File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/__init__.py", line 147, in <module> from .misc import * File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/misc.py", line 5, in <module> from . import blas File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/blas.py", line 113, in <module> from scipy.linalg import _fblas ImportError: /opt/intel/composer_xe_2013.5.192/mkl/lib/intel64/libmkl_intel_thread.so: undefined symbol: mkl_blas_dgemm_blk_info_bdz Here's some info on my environment: Intel Composer XE 2013.5.192, ifort+icc icc flags: -fPIC -DMKL_ILP64 -m64 -fp-model', 'strict', '-fomit-frame-pointer', '-openmp', '-xhost', '-parallel' ifort flags: -fPIC -i8 -xhost -openmp -fp-model strict OS: Ubuntu 12.04 24 Cores Intel(R) Xeon(R) CPU E5-2650 0 @ 2.00GHz Intel LibMKL 11.0.5 site.cfg: [mkl] library_dirs = /opt/intel/mkl/lib/intel64:/opt/intel/lib/intel64 include_dirs = /opt/intel/mkl/include:/opt/intel/include lapack_libs = mkl_lapack95_lp64 mkl_libs = mkl_def, mkl_intel_lp64, mkl_intel_thread, mkl_core, mkl_mc [fftw] library_dirs = /opt/intel/mkl/lib/intel64 include_dirs = /opt/intel/mkl/include libraries = fftw3 [amd] amd_libs = amd library_dirs = /usr/lib include_dirs = /usr/include/suitesparse/ [umfpack] umfpack_libs = umfpack library_dirs = /usr/lib include_dirs = /usr/include/suitesparse/ Built with: python setup.py clean python setup.py -v config --compiler=intelem --fcompiler=intelem build_clib --compiler=intelem --fcompiler=intelem build_ext --compiler=intelem --fcompiler=intelem install FOUND: libraries = ['mkl_def', 'mkl_intel_lp64', 'mkl_intel_thread', 'mkl_core', 'mkl_mc', 'pthread'] library_dirs = ['/opt/intel/mkl/lib/intel64'] define_macros = [('SCIPY_MKL_H', None)] include_dirs = ['/opt/intel/mkl/include', '/opt/intel/include'] FOUND: libraries = ['mkl_def', 'mkl_intel_lp64', 'mkl_intel_thread', 'mkl_core', 'mkl_mc', 'pthread'] library_dirs = ['/opt/intel/mkl/lib/intel64'] define_macros = [('SCIPY_MKL_H', None)] include_dirs = ['/opt/intel/mkl/include', '/opt/intel/include'] FOUND: libraries = ['mkl_lapack95_lp64', 'mkl_def', 'mkl_intel_lp64', 'mkl_intel_thread', 'mkl_core', 'mkl_mc', 'pthread'] library_dirs = ['/opt/intel/mkl/lib/intel64'] define_macros = [('SCIPY_MKL_H', None)] include_dirs = ['/opt/intel/mkl/include', '/opt/intel/include'] ( library_dirs = /usr/local/lib:/usr/lib:/usr/lib/x86_64-linux-gnu ) FOUND: libraries = ['mkl_lapack95_lp64', 'mkl_def', 'mkl_intel_lp64', 'mkl_intel_thread', 'mkl_core', 'mkl_mc', 'pthread'] library_dirs = ['/opt/intel/mkl/lib/intel64'] define_macros = [('SCIPY_MKL_H', None)] include_dirs = ['/opt/intel/mkl/include', '/opt/intel/include'] **The problem is here:** ====================================================================== ERROR: Failure: ImportError (/opt/intel/composer_xe_2013.5.192/mkl/lib/intel64/libmkl_intel_thread.so: undefined symbol: mkl_blas_dgemm_blk_info_bdz) ---------------------------------------------------------------------- Traceback (most recent call last): File "/usr/local/lib/python2.7/dist-packages/nose/loader.py", line 413, in loadTestsFromName addr.filename, addr.module) File "/usr/local/lib/python2.7/dist-packages/nose/importer.py", line 47, in importFromPath return self.importFromDir(dir_path, fqname) File "/usr/local/lib/python2.7/dist-packages/nose/importer.py", line 94, in importFromDir mod = load_module(part_fqname, fh, filename, desc) File "/usr/local/lib/python2.7/dist-packages/scipy/stats/__init__.py", line 320, in <module> from .stats import * File "/usr/local/lib/python2.7/dist-packages/scipy/stats/stats.py", line 242, in <module> import scipy.linalg as linalg File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/__init__.py", line 147, in <module> from .misc import * File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/misc.py", line 5, in <module> from . import blas File "/usr/local/lib/python2.7/dist-packages/scipy/linalg/blas.py", line 113, in <module> from scipy.linalg import _fblas ImportError: /opt/intel/composer_xe_2013.5.192/mkl/lib/intel64/libmkl_intel_thread.so: undefined symbol: mkl_blas_dgemm_blk_info_bdz Now, where is mkl_blas_dgemm_blk_info_bdz defined? daisy@speedballcompute01:/opt/intel/mkl/lib/intel64$ nm libmkl_core.so | grep mkl_blas_dgemm_blk_info_bdz 00000000000c59f0 T mkl_blas_dgemm_blk_info_bdz daisy@speedballcompute01:/opt/intel/mkl/lib/intel64$ Right there ^. I included mkl_core in site.cfg and it seems to be linking it, so I'm not sure why this symbol is still undefined. Note that it *is* undefined in libmkl_intel_thread.so: daisy@speedballcompute01:/opt/intel/mkl/lib/intel64$ nm libmkl_intel_thread.so | grep mkl_blas_dgemm_blk_info_bdz U mkl_blas_dgemm_blk_info_bdz daisy@speedballcompute01:/opt/intel/mkl/lib/intel64$ I also tried the instructions provided by intel at http://software.intel.com/en-us/articles/numpyscipy-with-intel-mkl, using just mkl_rt. This had the same result, and seems incorrect, as it's not providing any lapack libraries (I'm assuming it would just fall back to "no lapack" and it seems to). This is highly confusing, as all of the MKL numpy/scipy instructions seem to be for older MKLs, before mkl_rt. Could anyone help me debug this? I'm hopelessly frustrated with it at this point and willing to do whatever to help you guys debug. Thanks! What additional info is needed?

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Triangulation on sphere surface with qhull(-wrapper)
by Andreas Hilboll Aug. 27, 2013

Aug. 27, 2013

Hi, I was wondering if qhull supports Delaunay triangulation of data on the unit sphere? If so, I'd like to implement an appropriate wrapper to have an alternative to the FITPACK-based interpolation on spheres. Otherwise, there's STRIPACK as an alternative, and it would probably be easy to wrap it (if license is compatible; so far I couldn't find any license info on STRIPACK). But I have a feeling qhull should be able to do this as well; I just couldn't figure out how ... -- Andreas.

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Re: [SciPy-Dev] cubature license (Warren Weckesser)
by Saullo Castro Aug. 27, 2013

Aug. 27, 2013

Dear all, due to the BSD and GPL licenses incompatibilities the cubature package will not be included in SciPy. Steven Johnson replied explaining that the code is directly derived from Hintlib, and GNU GSL libraries, both of which are GPL. The wrapper is already available in GitHub and soon I will include one link in PyPI. https://github.com/saullocastro/cubature if anyone is interested. Greetings, Saullo 2013/8/25 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: cubature license (Warren Weckesser) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Sun, 25 Aug 2013 08:01:32 -0400 > From: Warren Weckesser <warren.weckesser(a)gmail.com> > Subject: Re: [SciPy-Dev] cubature license > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: > < > CAGzF1udYnngzyzjS2ezp2h3joYkzLib9jXiZSKpjSZSPz3RHhw(a)mail.gmail.com> > Content-Type: text/plain; charset=ISO-8859-1 > > On 8/25/13, Saullo Castro <saullogiovani(a)gmail.com> wrote: > > @Warren > > > > from the good disccusion here ( > > http://matplotlib.org/devel/license.html#license-discussion) > > it seems that the biggest difference between the GPL and the BSD is that > > the former requires you to distribute your source code, and the BSD > allows > > you to do whatever you want... > > > > I don't see the problem to include it in SciPy, since the source code is > > always distributed. > > > The issue is the restriction placed on anyone who wants to > *redistribute* software that uses scipy. For example, currently a > third party could build and sell a commercial application that uses > scipy without having to distribute the source code for the application > or their modified version of scipy. That would not be possible with > a GPL license. > > More reading: http://www.freebsd.org/doc/en/articles/bsdl-gpl/article.html > > Warren > > > > Even if third part companies like Enthought are using > > it, it is more like a module, isn't it? and the core code behind it can > > still be BSD based. > > > > Anyway, the software has a `clencurt_gen.c` stand-alone program which > does > > not have to be used unless the user whant a `p-adaptive` cubature with > more > > than 8193 points per dimension, this type of cubature applies > > "p-refinement" (increase of interpolation function order) instead of > > "h-refinement" (splitting the interval). I don't see a need to include > this > > program in the SciPy cubature. We can implement this restriction in the > > wrapper. > > > > I will ask Steven Johnson about this, if removing this part could make > > cubature re-licensable to BSD. > > > > Greetings! > > Saullo > > > > > > 2013/8/24 <scipy-dev-request(a)scipy.org> > > > >> Send SciPy-Dev mailing list submissions to > >> scipy-dev(a)scipy.org > >> > >> To subscribe or unsubscribe via the World Wide Web, visit > >> http://mail.scipy.org/mailman/listinfo/scipy-dev > >> or, via email, send a message with subject or body 'help' to > >> scipy-dev-request(a)scipy.org > >> > >> You can reach the person managing the list at > >> scipy-dev-owner(a)scipy.org > >> > >> When replying, please edit your Subject line so it is more specific > >> than "Re: Contents of SciPy-Dev digest..." > >> > >> > >> Today's Topics: > >> > >> 1. Re: cubature license (Robert Kern) > >> 2. Re: cubature license (Warren Weckesser) > >> 3. Re: cubature license (Warren Weckesser) > >> > >> > >> ---------------------------------------------------------------------- > >> > >> Message: 1 > >> Date: Sat, 24 Aug 2013 16:53:10 +0200 > >> From: Robert Kern <robert.kern(a)gmail.com> > >> Subject: Re: [SciPy-Dev] cubature license > >> To: SciPy Developers List <scipy-dev(a)scipy.org> > >> Message-ID: > >> < > >> CAF6FJivScnjqnAZO8OJ0XZpJ48+KsC5rdOmE+5z-EWWJn7iH_g(a)mail.gmail.com> > >> Content-Type: text/plain; charset="utf-8" > >> > >> On Sat, Aug 24, 2013 at 4:47 PM, Warren Weckesser < > >> warren.weckesser(a)gmail.com> wrote: > >> > > >> > On 8/24/13, Saullo Castro <saullogiovani(a)gmail.com> wrote: > >> > > @Alex, > >> > > > >> > > you are right, "it uses some GPL code from other projects (Hintlib > >> > > and > >> > > GSL). > >> > > " > >> > > > >> > > But is it really impossible to include it in SciPy because of that? > >> > > >> > Yes. We do not include GPL-licensed code in SciPy. I haven't looked > >> > at the Cubature code, so I don't know the extent to which it uses > >> > HIntLib and GSL, but based on the comment on the web page, it is > >> > unlikely that Steven Johnson can re-license his code with a license > >> > that is compatible with SciPy. The GPL is viral that way (insert the > >> > usual "I am not a lawyer" disclaimer here). > >> > >> It's not quite as viral as that. He can license the code that he himself > >> wrote under whatever license he likes as long as it is compatible with > >> the > >> GPL license of the other libraries that he is combining his code with. > If > >> the code that he wrote is separable from HIntLib and GSL by rewriting > >> that > >> functionality, he can distribute his code under the BSD license for > >> inclusion in SciPy. > >> > >> -- > >> Robert Kern > >>

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fftpack.convolve.convolve
by Clemens Novak Aug. 26, 2013

Aug. 26, 2013

Hi, I've been working on extending the fftpack tutorial page (you can see the current status here: https://github.com/ClemensFMN/scipy/blob/tut_fft/doc/source/tutorial/fftpac… ) and I stumbled across the function fftpack.convolve.convolve . Sorry the blunt question, but what does this function do? From the name I'd assume that it calculates the convolution of two sequences (as convolve in scipy.signal does) using the fft (since it is part of fftpack), but appearently it doesn't: import numpy as np import scipy.fftpack.convolve as conv import scipy as sp import scipy.signal as sig x = np.array([1.0, 0.0, 0.0]) h = np.array([1.0, 2.0, 3.0]) y1 = conv.convolve(x, h) [ 5. -1. -1.] y2 = sig.convolve(x, h) [ 1. 2. 3. 0. 0.] y3 = sp.ifft(sp.fft(x) * sp.fft(h)) [ 1.+0.j 2.+0.j 3.+0.j] Does the function extend its first and/or second argument to a periodic sequence and perform then the convolution (I tried some ideas but that didn'twork either)? It would be great if someone could please provide some insight... Regards - Clemens

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sprint mini-report
by Ralf Gommers Aug. 25, 2013

Aug. 25, 2013

Hi all, Today we had 18 people in the room at the EuroScipy sprint - many of which made their first contribution to scipy today - plus Josef joining remotely and David C hiding out in the scikit-learn room. Some statistics on what we managed to do: - 21 scipy PRs - 9 scipy PRs merged - 5 scipy issues closed, and many more discussed - 2 numpy commits - 2 scipy.org PRs Thanks everyone for joining (keep those PRs coming...:) ), and Pierre for the coffee runs and pizza! Cheers, Ralf

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Re: [SciPy-Dev] cubature license
by Saullo Castro Aug. 25, 2013

Aug. 25, 2013

@Warren from the good disccusion here ( http://matplotlib.org/devel/license.html#license-discussion) it seems that the biggest difference between the GPL and the BSD is that the former requires you to distribute your source code, and the BSD allows you to do whatever you want... I don't see the problem to include it in SciPy, since the source code is always distributed. Even if third part companies like Enthought are using it, it is more like a module, isn't it? and the core code behind it can still be BSD based. Anyway, the software has a `clencurt_gen.c` stand-alone program which does not have to be used unless the user whant a `p-adaptive` cubature with more than 8193 points per dimension, this type of cubature applies "p-refinement" (increase of interpolation function order) instead of "h-refinement" (splitting the interval). I don't see a need to include this program in the SciPy cubature. We can implement this restriction in the wrapper. I will ask Steven Johnson about this, if removing this part could make cubature re-licensable to BSD. Greetings! Saullo 2013/8/24 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: cubature license (Robert Kern) > 2. Re: cubature license (Warren Weckesser) > 3. Re: cubature license (Warren Weckesser) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Sat, 24 Aug 2013 16:53:10 +0200 > From: Robert Kern <robert.kern(a)gmail.com> > Subject: Re: [SciPy-Dev] cubature license > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: > < > CAF6FJivScnjqnAZO8OJ0XZpJ48+KsC5rdOmE+5z-EWWJn7iH_g(a)mail.gmail.com> > Content-Type: text/plain; charset="utf-8" > > On Sat, Aug 24, 2013 at 4:47 PM, Warren Weckesser < > warren.weckesser(a)gmail.com> wrote: > > > > On 8/24/13, Saullo Castro <saullogiovani(a)gmail.com> wrote: > > > @Alex, > > > > > > you are right, "it uses some GPL code from other projects (Hintlib and > > > GSL). > > > " > > > > > > But is it really impossible to include it in SciPy because of that? > > > > Yes. We do not include GPL-licensed code in SciPy. I haven't looked > > at the Cubature code, so I don't know the extent to which it uses > > HIntLib and GSL, but based on the comment on the web page, it is > > unlikely that Steven Johnson can re-license his code with a license > > that is compatible with SciPy. The GPL is viral that way (insert the > > usual "I am not a lawyer" disclaimer here). > > It's not quite as viral as that. He can license the code that he himself > wrote under whatever license he likes as long as it is compatible with the > GPL license of the other libraries that he is combining his code with. If > the code that he wrote is separable from HIntLib and GSL by rewriting that > functionality, he can distribute his code under the BSD license for > inclusion in SciPy. > > -- > Robert Kern >

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Re: [SciPy-Dev] License compatibility SciPy -> MIT -> GPL
by Saullo Castro Aug. 25, 2013

Aug. 25, 2013

@Robert Kern maybe you misunderstood me, I am not trying to find a workaround to include GPL code in scipy, actually I just found it interesting that SciPy is compatible to MIT and MIT to GPL, but not Scipy to GPL. Your answer has clarified it so far... I will keep in touch with the cubature author (Steven Johnson) to see if relicensing is an alternative, and moving on with the wrapper (testing and documentation now). Thank you! Saullo 2013/8/25 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: cubature license (Saullo Castro) > 2. License compatibility SciPy -> MIT -> GPL (Saullo Castro) > 3. Re: License compatibility SciPy -> MIT -> GPL (Matthieu Brucher) > 4. Re: License compatibility SciPy -> MIT -> GPL (Robert Kern) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Sun, 25 Aug 2013 08:40:09 +0200 > From: Saullo Castro <saullogiovani(a)gmail.com> > Subject: Re: [SciPy-Dev] cubature license > To: Scipy-Dev <scipy-dev(a)scipy.org> > Message-ID: > <CAHbwRz7Uy_=5o3Dvk=_ > M-3oKCAFuckZBHwBd+D6sKx4bTBP5OA(a)mail.gmail.com> > Content-Type: text/plain; charset="iso-8859-1" > > @Warren > > from the good disccusion here ( > http://matplotlib.org/devel/license.html#license-discussion) > it seems that the biggest difference between the GPL and the BSD is that > the former requires you to distribute your source code, and the BSD allows > you to do whatever you want... > > I don't see the problem to include it in SciPy, since the source code is > always distributed. Even if third part companies like Enthought are using > it, it is more like a module, isn't it? and the core code behind it can > still be BSD based. > > Anyway, the software has a `clencurt_gen.c` stand-alone program which does > not have to be used unless the user whant a `p-adaptive` cubature with more > than 8193 points per dimension, this type of cubature applies > "p-refinement" (increase of interpolation function order) instead of > "h-refinement" (splitting the interval). I don't see a need to include this > program in the SciPy cubature. We can implement this restriction in the > wrapper. > > I will ask Steven Johnson about this, if removing this part could make > cubature re-licensable to BSD. > > Greetings! > Saullo > > > 2013/8/24 <scipy-dev-request(a)scipy.org> > > > Send SciPy-Dev mailing list submissions to > > scipy-dev(a)scipy.org > > > > To subscribe or unsubscribe via the World Wide Web, visit > > http://mail.scipy.org/mailman/listinfo/scipy-dev > > or, via email, send a message with subject or body 'help' to > > scipy-dev-request(a)scipy.org > > > > You can reach the person managing the list at > > scipy-dev-owner(a)scipy.org > > > > When replying, please edit your Subject line so it is more specific > > than "Re: Contents of SciPy-Dev digest..." > > > > > > Today's Topics: > > > > 1. Re: cubature license (Robert Kern) > > 2. Re: cubature license (Warren Weckesser) > > 3. Re: cubature license (Warren Weckesser) > > > > > > ---------------------------------------------------------------------- > > > > Message: 1 > > Date: Sat, 24 Aug 2013 16:53:10 +0200 > > From: Robert Kern <robert.kern(a)gmail.com> > > Subject: Re: [SciPy-Dev] cubature license > > To: SciPy Developers List <scipy-dev(a)scipy.org> > > Message-ID: > > < > > CAF6FJivScnjqnAZO8OJ0XZpJ48+KsC5rdOmE+5z-EWWJn7iH_g(a)mail.gmail.com> > > Content-Type: text/plain; charset="utf-8" > > > > On Sat, Aug 24, 2013 at 4:47 PM, Warren Weckesser < > > warren.weckesser(a)gmail.com> wrote: > > > > > > On 8/24/13, Saullo Castro <saullogiovani(a)gmail.com> wrote: > > > > @Alex, > > > > > > > > you are right, "it uses some GPL code from other projects (Hintlib > and > > > > GSL). > > > > " > > > > > > > > But is it really impossible to include it in SciPy because of that? > > > > > > Yes. We do not include GPL-licensed code in SciPy. I haven't looked > > > at the Cubature code, so I don't know the extent to which it uses > > > HIntLib and GSL, but based on the comment on the web page, it is > > > unlikely that Steven Johnson can re-license his code with a license > > > that is compatible with SciPy. The GPL is viral that way (insert the > > > usual "I am not a lawyer" disclaimer here). > > > > It's not quite as viral as that. He can license the code that he himself > > wrote under whatever license he likes as long as it is compatible with > the > > GPL license of the other libraries that he is combining his code with. If > > the code that he wrote is separable from HIntLib and GSL by rewriting > that > > functionality, he can distribute his code under the BSD license for > > inclusion in SciPy. > > > > -- > > Robert Kern > >

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License compatibility SciPy -> MIT -> GPL
by Saullo Castro Aug. 25, 2013

Aug. 25, 2013

Well, we've been discussion the license combatility for the cubature module. >From the links @Warren gave me: http://wiki.scipy.org/License_Compatibility http://matplotlib.org/devel/license.html#license-discussion it states that the MIT license is compatible with SciPy, and in the MIT description in Wikipedia (http://en.wikipedia.org/wiki/MIT_License) it states that this license is compatible with the GPL. So... is there a crack here where we could place a GPL software in SciPy? Thank you, Saullo

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Re: [SciPy-Dev] cubature license
by Saullo Castro Aug. 24, 2013

Aug. 24, 2013

@Alex, you are right, "it uses some GPL code from other projects (Hintlib and GSL). " But is it really impossible to include it in SciPy because of that? Saullo 2013/8/24 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: SciPy-Dev Digest, Vol 118, Issue 32 (Saullo Castro) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Sat, 24 Aug 2013 10:39:03 +0200 > From: Saullo Castro <saullogiovani(a)gmail.com> > Subject: Re: [SciPy-Dev] SciPy-Dev Digest, Vol 118, Issue 32 > To: Scipy-Dev <scipy-dev(a)scipy.org> > Message-ID: > <CAHbwRz50dGBAp50xPXvcG+HV= > XQotXJFdU0YqQQdbTMNLru8_Q(a)mail.gmail.com> > Content-Type: text/plain; charset="iso-8859-1" > > Dear all, > > I already contacted Steven Johnson about this matter and he told me > that "relicensing > the Cubature code is not feasible", but he agrees on including this in > SciPy if the SciPy community agrees to include a GNU GPL licensed software > there. > > Otherwise I will probably create a separate Python package for it, ideally > with a pip installer, as suggested by him. > > Greetings, > Saullo > > > 2013/8/24 <scipy-dev-request(a)scipy.org> > > > Send SciPy-Dev mailing list submissions to > > scipy-dev(a)scipy.org > > > > To subscribe or unsubscribe via the World Wide Web, visit > > http://mail.scipy.org/mailman/listinfo/scipy-dev > > or, via email, send a message with subject or body 'help' to > > scipy-dev-request(a)scipy.org > > > > You can reach the person managing the list at > > scipy-dev-owner(a)scipy.org > > > > When replying, please edit your Subject line so it is more specific > > than "Re: Contents of SciPy-Dev digest..." > > > > > > Today's Topics: > > > > 1. cubature license (alex) > > 2. Re: cubature license (Matt Redmond) > > 3. Re: cubature license (alex) > > 4. Re: cubature license (Charles R Harris) > > 5. Re: ANN: Scipy 0.13.0 beta 1 release (Jack Howarth) > > 6. Re: SciPy-Dev Digest, Vol 118, Issue 31 (Saullo Castro) > > > > > > ---------------------------------------------------------------------- > > > > Message: 1 > > Date: Fri, 23 Aug 2013 13:20:19 -0400 > > From: alex <argriffi(a)ncsu.edu> > > Subject: [SciPy-Dev] cubature license > > To: scipy-dev(a)scipy.org > > Message-ID: > > <CAE5GFc+F+gxTctEcJLxO_wRadVLOE= > > o0XGDEVNy0hb0qu0ip0g(a)mail.gmail.com> > > Content-Type: text/plain; charset=ISO-8859-1 > > > > I noticed on the mailing list that someone wants to put cubature into > > scipy. You will need to ask Steven Johnson before this can happen > > because scipy is licensed in a way that does not allow it to accept > > GPL code. Actually now that I read more, this will probably not > > happen anyway because cubature itself depends on multiple GPL-licensed > > codes. > > http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html > > http://ab-initio.mit.edu/wiki/index.php/Cubature > > > > Alex > > > > > > ------------------------------ > > > > Message: 2 > > Date: Fri, 23 Aug 2013 11:18:09 -0700 > > From: Matt Redmond <mrdmnd(a)mit.edu> > > Subject: Re: [SciPy-Dev] cubature license > > To: SciPy Developers List <scipy-dev(a)scipy.org> > > Message-ID: > > < > > CABTWFhGzjRPgDRmc5Q3csTAiN3yLMk8H6qP_Rvxo15RPRNo0Mg(a)mail.gmail.com> > > Content-Type: text/plain; charset="utf-8" > > > > I took a number of his classes at MIT, and I'm fairly sure he'd be on > board > > with this usage. He seemed pretty supportive of SciPy. > > > > > > On Fri, Aug 23, 2013 at 10:28 AM, Matt Redmond <mttrdmnd(a)gmail.com> > wrote: > > > > > I'll ask him - I took his classes at MIT and I'm fairly sure he'd be > okay > > > with this. > > > > > > > > > On Fri, Aug 23, 2013 at 10:20 AM, alex <argriffi(a)ncsu.edu> wrote: > > > > > >> I noticed on the mailing list that someone wants to put cubature into > > >> scipy. You will need to ask Steven Johnson before this can happen > > >> because scipy is licensed in a way that does not allow it to accept > > >> GPL code. Actually now that I read more, this will probably not > > >> happen anyway because cubature itself depends on multiple GPL-licensed > > >> codes. > > >> http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html > > >> http://ab-initio.mit.edu/wiki/index.php/Cubature > > >> > > >> Alex > > >> _______________________________________________ > > >> SciPy-Dev mailing list > > >> SciPy-Dev(a)scipy.org > > >> http://mail.scipy.org/mailman/listinfo/scipy-dev > > >> > > > > > > > > > > > > -- > > > Matthew Redmond > > > Massachusetts Institute of Technology > > > Department of Mathematics, Course 18C > > > Class of 2013 > > > > >

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Re: [SciPy-Dev] Need some help to wrap the cubature package in scipy/integrate
by Saullo Castro Aug. 24, 2013

Aug. 24, 2013

Just to update you guys, since the matter regarding the Cubature license incompatility is not closed, I decided to move the wrapper development from my scipy forked repository to a new one. Here is the link: https://github.com/saullocastro/cubature if you wish to keep track of it. The wrapper is working so far and now I will start writing all the testing functions, some scripts for benchmarking and the documentation. Please, let's try to include it in scipy/integrate. Greetings, Saullo 2013/8/23 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: Loss of precision using lsoda f2py interface or ode class > (Joris Vankerschaver) > 2. Re: Need some help to wrap the cubature package in > scipy/integrate (Nathan Woods) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Fri, 23 Aug 2013 14:56:49 +0200 > From: Joris Vankerschaver <jvankers(a)gmail.com> > Subject: Re: [SciPy-Dev] Loss of precision using lsoda f2py interface > or ode class > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: <504DC808-6E3E-436B-A936-696B51834882(a)gmail.com> > Content-Type: text/plain; charset=us-ascii > > On 23-aug-2013, at 02:15, Juan Luis Cano wrote: > > I fear odeint/ode bugs are starting to pile up (gh-1567, gh-1801, > > gh-1976, gh-2515, gh-2570), and as many have suggested in the past a > > rewrite or redesign would be quite helpful. > > This may have been pointed out before, but one inconsistency that should > be fixed in an eventual redesign is that scipy.integrate.ode expects an RHS > of the form `f(t, y0, ...)` whereas odeint expects an RHS with the first > two parameters reversed, i.e. of the form `f(y0, t, ...)`. The former > convention is the standard in Matlab and Sage. > > All the best, > Joris > > > > > > ------------------------------ > > Message: 2 > Date: Fri, 23 Aug 2013 10:22:01 -0600 > From: Nathan Woods <charlesnwoods(a)gmail.com> > Subject: Re: [SciPy-Dev] Need some help to wrap the cubature package > in scipy/integrate > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: <-1837672449859755872@unknownmsgid> > Content-Type: text/plain; charset="iso-8859-1" > > We just had a multidimensional integrator (nquad) wrapped into the latest > beta version of scipy. How does cubature compare? I've been kicking around > the idea of improving the speed of nquad by moving more of the code to a > compiled language. How would that compare? > > Nate > > > On Aug 23, 2013, at 5:35 AM, Saullo Castro <saullogiovani(a)gmail.com> > wrote: > > I am wrapping the Cubature package for multi-dimensional integration that > supports vector-valued functions and offers both fixed and adaptive > integration schemes. > > Please, see more details here: > http://ab-initio.mit.edu/wiki/index.php/Cubature > > I've forked the scipy repository and my current attempt can be directly > accessed here: > > > https://github.com/saullocastro/scipy/blob/master/scipy/integrate/_cubature… > > When compiling the cython code I am getting the error: > > _cubature.obj : error LNK2019: unresolved external symbol hcubature > referenced in function __pyx_pf_9_cubature_fhcubature > C:\usr\scipy\scipy\integrate\_cubature.pyd : fatal error LNK1120: 1 > unresolved externals > error: command 'link.exe' failed with exit status 1120 > > Could you please have a look? > > Thank you very much! > Saullo > > _______________________________________________ > SciPy-Dev mailing list > SciPy-Dev(a)scipy.org > http://mail.scipy.org/mailman/listinfo/scipy-dev >

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Re: [SciPy-Dev] SciPy-Dev Digest, Vol 118, Issue 32
by Saullo Castro Aug. 24, 2013

Aug. 24, 2013

Dear all, I already contacted Steven Johnson about this matter and he told me that "relicensing the Cubature code is not feasible", but he agrees on including this in SciPy if the SciPy community agrees to include a GNU GPL licensed software there. Otherwise I will probably create a separate Python package for it, ideally with a pip installer, as suggested by him. Greetings, Saullo 2013/8/24 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. cubature license (alex) > 2. Re: cubature license (Matt Redmond) > 3. Re: cubature license (alex) > 4. Re: cubature license (Charles R Harris) > 5. Re: ANN: Scipy 0.13.0 beta 1 release (Jack Howarth) > 6. Re: SciPy-Dev Digest, Vol 118, Issue 31 (Saullo Castro) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Fri, 23 Aug 2013 13:20:19 -0400 > From: alex <argriffi(a)ncsu.edu> > Subject: [SciPy-Dev] cubature license > To: scipy-dev(a)scipy.org > Message-ID: > <CAE5GFc+F+gxTctEcJLxO_wRadVLOE= > o0XGDEVNy0hb0qu0ip0g(a)mail.gmail.com> > Content-Type: text/plain; charset=ISO-8859-1 > > I noticed on the mailing list that someone wants to put cubature into > scipy. You will need to ask Steven Johnson before this can happen > because scipy is licensed in a way that does not allow it to accept > GPL code. Actually now that I read more, this will probably not > happen anyway because cubature itself depends on multiple GPL-licensed > codes. > http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html > http://ab-initio.mit.edu/wiki/index.php/Cubature > > Alex > > > ------------------------------ > > Message: 2 > Date: Fri, 23 Aug 2013 11:18:09 -0700 > From: Matt Redmond <mrdmnd(a)mit.edu> > Subject: Re: [SciPy-Dev] cubature license > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: > < > CABTWFhGzjRPgDRmc5Q3csTAiN3yLMk8H6qP_Rvxo15RPRNo0Mg(a)mail.gmail.com> > Content-Type: text/plain; charset="utf-8" > > I took a number of his classes at MIT, and I'm fairly sure he'd be on board > with this usage. He seemed pretty supportive of SciPy. > > > On Fri, Aug 23, 2013 at 10:28 AM, Matt Redmond <mttrdmnd(a)gmail.com> wrote: > > > I'll ask him - I took his classes at MIT and I'm fairly sure he'd be okay > > with this. > > > > > > On Fri, Aug 23, 2013 at 10:20 AM, alex <argriffi(a)ncsu.edu> wrote: > > > >> I noticed on the mailing list that someone wants to put cubature into > >> scipy. You will need to ask Steven Johnson before this can happen > >> because scipy is licensed in a way that does not allow it to accept > >> GPL code. Actually now that I read more, this will probably not > >> happen anyway because cubature itself depends on multiple GPL-licensed > >> codes. > >> http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html > >> http://ab-initio.mit.edu/wiki/index.php/Cubature > >> > >> Alex > >> _______________________________________________ > >> SciPy-Dev mailing list > >> SciPy-Dev(a)scipy.org > >> http://mail.scipy.org/mailman/listinfo/scipy-dev > >> > > > > > > > > -- > > Matthew Redmond > > Massachusetts Institute of Technology > > Department of Mathematics, Course 18C > > Class of 2013 > > >

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Re: [SciPy-Dev] SciPy-Dev Digest, Vol 118, Issue 31
by Saullo Castro Aug. 24, 2013

Aug. 24, 2013

@Nate, I don't know all the details about this algorithm, but based on the tests I've performed here it requires much fewer function evaluations than dblquad or tplquad, since it is NOT a recursive call of 1D-integrands. It offers two refinement options: h-cubature which refines by including more integration points p-cubature which refines by increasing the approximation order (better for smooth functions) I will keep working on that and I hope to give you a better feedback very soon. Please, see more details here: http://ab-initio.mit.edu/wiki/index.php/Cubature Greetings, Saullo 2013/8/23 <scipy-dev-request(a)scipy.org> > Send SciPy-Dev mailing list submissions to > scipy-dev(a)scipy.org > > To subscribe or unsubscribe via the World Wide Web, visit > http://mail.scipy.org/mailman/listinfo/scipy-dev > or, via email, send a message with subject or body 'help' to > scipy-dev-request(a)scipy.org > > You can reach the person managing the list at > scipy-dev-owner(a)scipy.org > > When replying, please edit your Subject line so it is more specific > than "Re: Contents of SciPy-Dev digest..." > > > Today's Topics: > > 1. Re: Loss of precision using lsoda f2py interface or ode class > (Joris Vankerschaver) > 2. Re: Need some help to wrap the cubature package in > scipy/integrate (Nathan Woods) > > > ---------------------------------------------------------------------- > > Message: 1 > Date: Fri, 23 Aug 2013 14:56:49 +0200 > From: Joris Vankerschaver <jvankers(a)gmail.com> > Subject: Re: [SciPy-Dev] Loss of precision using lsoda f2py interface > or ode class > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: <504DC808-6E3E-436B-A936-696B51834882(a)gmail.com> > Content-Type: text/plain; charset=us-ascii > > On 23-aug-2013, at 02:15, Juan Luis Cano wrote: > > I fear odeint/ode bugs are starting to pile up (gh-1567, gh-1801, > > gh-1976, gh-2515, gh-2570), and as many have suggested in the past a > > rewrite or redesign would be quite helpful. > > This may have been pointed out before, but one inconsistency that should > be fixed in an eventual redesign is that scipy.integrate.ode expects an RHS > of the form `f(t, y0, ...)` whereas odeint expects an RHS with the first > two parameters reversed, i.e. of the form `f(y0, t, ...)`. The former > convention is the standard in Matlab and Sage. > > All the best, > Joris > > > > > > ------------------------------ > > Message: 2 > Date: Fri, 23 Aug 2013 10:22:01 -0600 > From: Nathan Woods <charlesnwoods(a)gmail.com> > Subject: Re: [SciPy-Dev] Need some help to wrap the cubature package > in scipy/integrate > To: SciPy Developers List <scipy-dev(a)scipy.org> > Message-ID: <-1837672449859755872@unknownmsgid> > Content-Type: text/plain; charset="iso-8859-1" > > We just had a multidimensional integrator (nquad) wrapped into the latest > beta version of scipy. How does cubature compare? I've been kicking around > the idea of improving the speed of nquad by moving more of the code to a > compiled language. How would that compare? > > Nate > > > On Aug 23, 2013, at 5:35 AM, Saullo Castro <saullogiovani(a)gmail.com> > wrote: > > I am wrapping the Cubature package for multi-dimensional integration that > supports vector-valued functions and offers both fixed and adaptive > integration schemes. > > Please, see more details here: > http://ab-initio.mit.edu/wiki/index.php/Cubature > > I've forked the scipy repository and my current attempt can be directly > accessed here: > > > https://github.com/saullocastro/scipy/blob/master/scipy/integrate/_cubature… > > When compiling the cython code I am getting the error: > > _cubature.obj : error LNK2019: unresolved external symbol hcubature > referenced in function __pyx_pf_9_cubature_fhcubature > C:\usr\scipy\scipy\integrate\_cubature.pyd : fatal error LNK1120: 1 > unresolved externals > error: command 'link.exe' failed with exit status 1120 > > Could you please have a look? > > Thank you very much! > Saullo > > _______________________________________________ > SciPy-Dev mailing list > SciPy-Dev(a)scipy.org > http://mail.scipy.org/mailman/listinfo/scipy-dev >

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Re: [SciPy-Dev] cubature license
by Matt Redmond Aug. 23, 2013

Aug. 23, 2013

I took a number of his classes at MIT, and I'm fairly sure he'd be on board with this usage. He seemed pretty supportive of SciPy. On Fri, Aug 23, 2013 at 10:28 AM, Matt Redmond <mttrdmnd(a)gmail.com> wrote: > I'll ask him - I took his classes at MIT and I'm fairly sure he'd be okay > with this. > > > On Fri, Aug 23, 2013 at 10:20 AM, alex <argriffi(a)ncsu.edu> wrote: > >> I noticed on the mailing list that someone wants to put cubature into >> scipy. You will need to ask Steven Johnson before this can happen >> because scipy is licensed in a way that does not allow it to accept >> GPL code. Actually now that I read more, this will probably not >> happen anyway because cubature itself depends on multiple GPL-licensed >> codes. >> http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html >> http://ab-initio.mit.edu/wiki/index.php/Cubature >> >> Alex >> _______________________________________________ >> SciPy-Dev mailing list >> SciPy-Dev(a)scipy.org >> http://mail.scipy.org/mailman/listinfo/scipy-dev >> > > > > -- > Matthew Redmond > Massachusetts Institute of Technology > Department of Mathematics, Course 18C > Class of 2013 >

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cubature license
by alex Aug. 23, 2013

Aug. 23, 2013

I noticed on the mailing list that someone wants to put cubature into scipy. You will need to ask Steven Johnson before this can happen because scipy is licensed in a way that does not allow it to accept GPL code. Actually now that I read more, this will probably not happen anyway because cubature itself depends on multiple GPL-licensed codes. http://mail.scipy.org/pipermail/scipy-dev/2013-August/thread.html http://ab-initio.mit.edu/wiki/index.php/Cubature Alex

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Need some help to wrap the cubature package in scipy/integrate
by Saullo Castro Aug. 23, 2013

Aug. 23, 2013

I am wrapping the Cubature package for multi-dimensional integration that supports vector-valued functions and offers both fixed and adaptive integration schemes. Please, see more details here: http://ab-initio.mit.edu/wiki/index.php/Cubature I've forked the scipy repository and my current attempt can be directly accessed here: https://github.com/saullocastro/scipy/blob/master/scipy/integrate/_cubature… When compiling the cython code I am getting the error: _cubature.obj : error LNK2019: unresolved external symbol hcubature referenced in function __pyx_pf_9_cubature_fhcubature C:\usr\scipy\scipy\integrate\_cubature.pyd : fatal error LNK1120: 1 unresolved externals error: command 'link.exe' failed with exit status 1120 Could you please have a look? Thank you very much! Saullo

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Loss of precision using lsoda f2py interface or ode class
by Juan Luis Cano Aug. 23, 2013

Aug. 23, 2013

I've been interested in solving some of the bugs of scipy.integrate.odeint, and there was some discussion about how to do it here https://github.com/scipy/scipy/issues/2570 However, I've been trying to wrap my head around lsoda.f and its f2py interface and things are being very difficult. In lsoda.f there is a sample program with the expected output, and I tried to replicate it to begin with. I'm working on this branch: https://github.com/Juanlu001/scipy/tree/integrate2/scipy/integrate These tests were added as three files in tests/: a Fortran program, a Python program using lsoda.pyf directly and another Python program using the ode class. See below for the outputs. For some reason the three programs show different outputs. The difference becomes bigger and bigger with each step. I'm asking for some advice on how to debug this effectively, because lsoda.f is a hell of GO TO and, to be honest, I'm not smart enough to stay sane while trying to follow the logic. I already tried f2py --debug-capi but I see too much noise and nothing useful. I also tried changing the dtypes of the arrays to float, or even dtype('f8') to make sure I'm using double precision everywhere, and though the results change there are still large errors. There may be also errors in translating the original from Fortran to Python, but I am not able to spot them. I fear odeint/ode bugs are starting to pile up (gh-1567, gh-1801, gh-1976, gh-2515, gh-2570), and as many have suggested in the past a rewrite or redesign would be quite helpful. Maybe someone wants to take this and work a little during the upcoming sprint. Thank you in advance Juan Luis Cano -- This is the output of the Fortran program (good): $ ./test_lsoda at t = 4.0000E-01 y = 9.851712E-01 3.386380E-05 1.479493E-02 at t = 4.0000E+00 y = 9.055333E-01 2.240655E-05 9.444430E-02 at t = 4.0000E+01 y = 7.158403E-01 9.186334E-06 2.841505E-01 at t = 4.0000E+02 y = 4.505250E-01 3.222964E-06 5.494717E-01 at t = 4.0000E+03 y = 1.831976E-01 8.941773E-07 8.168015E-01 at t = 4.0000E+04 y = 3.898729E-02 1.621940E-07 9.610125E-01 at t = 4.0000E+05 y = 4.936362E-03 1.984221E-08 9.950636E-01 at t = 4.0000E+06 y = 5.161833E-04 2.065787E-09 9.994838E-01 at t = 4.0000E+07 y = 5.179804E-05 2.072027E-10 9.999482E-01 at t = 4.0000E+08 y = 5.283679E-06 2.113483E-11 9.999947E-01 at t = 4.0000E+09 y = 4.658659E-07 1.863464E-12 9.999995E-01 at t = 4.0000E+10 y = 1.431333E-08 5.725337E-14 1.000000E+00 no. steps = 361 no. f-s = 693 no. j-s = 64 method last used = 2 last switch was at t = 6.0092E-03 This is the output of the Python program using the Fortran interface directly: $ python test_lsoda.py At t = 4.0000e-01 y = [ 9.84128935e-01 3.62239836e-05 1.58348410e-02] At t = 4.0000e+00 y = [ 8.52155561e-01 3.37055417e-05 1.47810734e-01] At t = 4.0000e+01 y = [ 2.02104281e-01 1.64041139e-05 7.97879315e-01] At t = 4.0000e+02 y = [ 1.06122917e-06 2.44976665e-08 9.99998914e-01] At t = 4.0000e+03 y = [ 6.31790031e-09 2.50796401e-10 9.99999993e-01] At t = 4.0000e+04 y = [ 6.31740542e-10 2.52488308e-11 9.99999999e-01] At t = 4.0000e+05 y = [ 4.98669737e-10 1.99540660e-11 9.99999999e-01] At t = 4.0000e+06 y = [ -7.52067881e-10 -3.00837491e-11 1.00000000e+00] At t = 4.0000e+07 y = [ -5.25052749e-10 -2.10020683e-11 1.00000000e+00] At t = 4.0000e+08 y = [ 5.77160490e-10 2.30864142e-11 9.99999999e-01] At t = 4.0000e+09 y = [ -3.33188378e-09 -1.33275352e-10 1.00000000e+00] At t = 4.0000e+10 y = [ -2.20370350e-09 -8.81481397e-11 1.00000000e+00] No. steps = 251, no. f-s = 614, no. j-s = 72 method last used = 2, last switch at t = 6.0089e-03 (note: the last two lines are garbage with current SciPy master - see https://github.com/Juanlu001/scipy/commit/e11e978232c14b65f800922e7390b08bd…) And this is the output of the program using the ode class in scipy.integrate: $ python test_lsoda2.py At t = 4.0000e-01 y = [ 9.84127434e-01 3.62239556e-05 1.58363421e-02] At t = 4.0000e+00 y = [ 8.52153740e-01 3.37055100e-05 1.47812555e-01] At t = 4.0000e+01 y = [ 2.02145824e-01 1.64042718e-05 7.97837771e-01] At t = 4.0000e+02 y = [ 1.05528994e-06 2.44971521e-08 9.99998920e-01] At t = 4.0000e+03 y = [ 6.39513550e-09 2.53944135e-10 9.99999993e-01] At t = 4.0000e+04 y = [ 5.53276503e-10 2.21169099e-11 9.99999999e-01] At t = 4.0000e+05 y = [ 5.47740551e-11 2.19082310e-12 1.00000000e+00] At t = 4.0000e+06 y = [ 6.03428535e-12 2.41369408e-13 1.00000000e+00] At t = 4.0000e+07 y = [ 7.15628192e-13 2.86251003e-14 1.00000000e+00] ["Excess work done" errors"]

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Numpy/Scipy sprint this Sunday
by Ralf Gommers Aug. 22, 2013

Aug. 22, 2013

Hi all, Here's a reminder that we have a sprint this Sunday (Aug 25) at EuroScipy. There are already 12 people who indicated they'd join; even more would be even better. Location: https://www.euroscipy.org/venue/ (room K3.601) Time: 9am - 7pm More details: https://github.com/rgommers/scipy/wiki/EuroSciPy%2713-numpy-scipy-sprint No previous experience contributing to numpy and scipy required (although you should know how to use python/numpy/scipy/git to a reasonable extent). Please try to get your development environment set up beforehand - see developer guides at http://docs.scipy.org/doc/ for explanation of how to do that. If you can't join in Brussels, we'll also be on IRC and mailing lists. Hope to see a large turnout! Cheers, Ralf

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