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Single dim domain bounds as arrays #14

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agerlach opened this issue Jun 1, 2020 · 4 comments · Fixed by #200
Closed

Single dim domain bounds as arrays #14

agerlach opened this issue Jun 1, 2020 · 4 comments · Fixed by #200

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@agerlach
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agerlach commented Jun 1, 2020

Single dim algorithms error when integration bounds are single element arrays.

using Quadrature, Cubature, Cuba

cost(x,p) = sin.(x)

qprob = QuadratureProblem(cost,0,π; nout=1, batch=0)
sol = solve(qprob, QuadGKJL(), reltol=1e-3,abstol=1e-3)

qprob2 = QuadratureProblem(cost,[0],[π]; nout=1, batch=0)
sol2 = solve(qprob2, QuadGKJL(), reltol=1e-3,abstol=1e-3)
QuadGKJL only accepts one-dimensional quadrature problems.
error(::String) at error.jl:33
solve(::QuadratureProblem{false,DiffEqBase.NullParameters,typeof(cost),Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}, ::QuadGKJL; reltol::Float64, abstol::Float64, maxiters::Int64, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at Quadrature.jl:46
(::DiffEqBase.var"#solve##kw")(::NamedTuple{(:reltol, :abstol),Tuple{Float64,Float64}}, ::typeof(solve), ::QuadratureProblem{false,DiffEqBase.NullParameters,typeof(cost),Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}, ::QuadGKJL) at Quadrature.jl:45
top-level scope at singledim_arraybounds.jl:9
@agerlach
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agerlach commented Jun 1, 2020

CubatureJLh() and CubatureJLp() have the same issues

using Quadrature, Cubature
qprob = QuadratureProblem((x,p)->sin.(x),0,π; nout=1, batch=0)
sol = solve(qprob, CubatureJLh(), reltol=1e-3,abstol=1e-3)

qprob = QuadratureProblem((x,p)->sin.(x),[0],[π]; nout=1, batch=0)
sol = solve(qprob, CubatureJLh(), reltol=1e-3,abstol=1e-3)

qprob = QuadratureProblem((x,p)->sin.(x),0,π; nout=1, batch=0)
sol = solve(qprob, CubatureJLp(), reltol=1e-3,abstol=1e-3)

qprob = QuadratureProblem((x,p)->sin.(x),[0],[π]; nout=1, batch=0)
sol = solve(qprob, CubatureJLp(), reltol=1e-3,abstol=1e-3)
MethodError: Cannot `convert` an object of type Array{Float64,1} to an object of type Float64
Closest candidates are:
  convert(::Type{T}, !Matched::T) where T<:Number at number.jl:6
  convert(::Type{T}, !Matched::Number) where T<:Number at number.jl:7
  convert(::Type{T}, !Matched::Base.TwicePrecision) where T<:Number at twiceprecision.jl:250
  ...
#17 at Cubature.jl:215 [inlined]
disable_sigint(::Cubature.var"#17#18"{Bool,Bool,Int64,Float64,Float64,Int64,Int32,Int64,Array{Float64,1},Array{Float64,1},Array{Float64,1},Array{Float64,1},Cubature.IntegrandData{Quadrature.var"#51#59"{QuadratureProblem{false,DiffEqBase.NullParameters,var"#60#61",Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}}},Ptr{Nothing}}) at c.jl:446
cubature(::Bool, ::Bool, ::Bool, ::Bool, ::Int64, ::Quadrature.var"#51#59"{QuadratureProblem{false,DiffEqBase.NullParameters,var"#60#61",Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}}, ::Array{Int64,1}, ::Array{Irrational{:π},1}, ::Float64, ::Float64, ::Int64, ::Int32) at Cubature.jl:169
#pcubature#26 at Cubature.jl:230 [inlined]
pcubature at Cubature.jl:230 [inlined]
solve(::QuadratureProblem{false,DiffEqBase.NullParameters,var"#60#61",Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}, ::CubatureJLp; reltol::Float64, abstol::Float64, maxiters::Int64, kwargs::Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}) at Quadrature.jl:142
(::DiffEqBase.var"#solve##kw")(::NamedTuple{(:reltol, :abstol),Tuple{Float64,Float64}}, ::typeof(solve), ::QuadratureProblem{false,DiffEqBase.NullParameters,var"#60#61",Array{Int64,1},Array{Irrational{:π},1},Base.Iterators.Pairs{Union{},Union{},Tuple{},NamedTuple{(),Tuple{}}}}, ::CubatureJLp) at Quadrature.jl:117
top-level scope at cuba_vegas.jl:26

@ChrisRackauckas
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Yes, all of the methods are made in such a way that scalar values are kept different from array values, where that's the difference between 1 dimensional and N-dimensional. We can definitely relax that a bit by checking if size is 1

@agerlach
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agerlach commented Jun 2, 2020

I understand that you may want to treat them different, however, both should work.

@ArnoStrouwen
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I think we should get rid of the nout keyword. For oop it can be determined automatically, and for iip I think we should make the user pass a prototype of the container, currently Vector{Float64} is assumed.
But it gets complicated in the batched form, if we want to allow integration over e.g. matrix valued functions.

@lxvm lxvm mentioned this issue Nov 19, 2023
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add inplace and batched quadgk lxvm/Integrals.jl
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@agerlach @ChrisRackauckas @ArnoStrouwen