Package: quadpy-gpl
Your one-stop shop for numerical integration in Python.More than 1500 numerical integration schemes forline segments,circles,disks,triangles,quadrilaterals,spheres,balls,tetrahedra,hexahedra,wedges,pyramids,n-spheres,n-balls,n-cubes,n-simplices,the 1D half-space with weight functions exp(-r),the 2D space with weight functions exp(-r),the 3D space with weight functions exp(-r),the nD space with weight functions exp(-r),the 1D space with weight functions exp(-r2),the 2D space with weight functions exp(-r2),the 3D space with weight functions exp(-r2),
andthe nD space with weight functions exp(-r2),
for fast integration of real-, complex-, and vector-valued functions.For example, to numerically integrate any function over any given interval, install
quadpyfrom the Python Package Indexwithpip install quadpyand doimportnumpyasnpimportquadpydeff(x):returnnp.sin(x)-xval,err=quadpy.quad(f,0.0,6.0)This is likescipywith the addition that quadpy handles complex-, vector-, matrix-valued integrands,
and "intervals" in spaces of arbitrary dimension.To integrate over atriangle, doimportnumpyasnpimportquadpydeff(x):returnnp.sin(x[0])*np.sin(x[1])triangle=np.array([[0.0,0.0],[1.0,0.0],[0.7,0.5]])# get a "good" scheme of degree 10scheme=quadpy.t2.get_good_scheme(10)val=scheme.integrate(f,triangle)Most domains haveget_good_scheme(degree). If you would like to use a particular
scheme, you can pick one from the dictionaryquadpy.t2.schemes.All schemes havescheme.pointsscheme.weightsscheme.degreescheme.sourcescheme.test_tolerancescheme.show()scheme.integrate(# ...)and many havescheme.points_symbolicscheme.weights_symbolicquadpy is fully vectorized, so if you like to compute the integral of a function on many
domains at once, you can provide them all in oneintegrate()call, e.g.,# shape (3, 5, 2), i.e., (corners, num_triangles, xy_coords)triangles=np.stack([[[0.0,0.0],[1.0,0.0],[0.0,1.0]],[[1.2,0.6],[1.3,0.7],[1.4,0.8]],[[26.0,31.0],[24.0,27.0],[33.0,28]],[[0.1,0.3],[0.4,0.4],[0.7,0.1]],[[8.6,6.0],[9.4,5.6],[7.5,7.4]],],axis=-2,)The same goes for functions with vectorized output, e.g.,deff(x):return[np.sin(x[0]),np.sin(x[1])]More examples undertest/examples_test.py.Read more about the dimensionality of the input/output arraysin the
wiki.Advanced topics:Adaptive quadratureCreating your own Gauss schemetanh-sinh quadratureSchemesLine segment (C1)Chebyshev-Gauss(type 1 and 2, arbitrary degree)Clenshaw-Curtis(arbitrary degree)Fejér(type 1 and 2, arbitrary degree)Gauss-Jacobi(arbitrary degree)Gauss-Legendre(arbitrary degree)Gauss-Lobatto(arbitrary degree)Gauss-Kronrod(arbitrary degree)Gauss-Patterson(9 nested schemes up to degree 767)Gauss-Radau(arbitrary degree)Newton-Cotes(open and closed, arbitrary degree)See
herefor how to generate Gauss formulas for your own weight functions.Example:importnumpyasnpimportquadpyscheme=quadpy.c1.gauss_patterson(5)scheme.show()val=scheme.integrate(lambdax:np.exp(x),[0.0,1.0])1D half-space with weight function exp(-r) (E1r)Generalized Gauss-LaguerreExample:importquadpyscheme=quadpy.e1r.gauss_laguerre(5,alpha=0)scheme.show()val=scheme.integrate(lambdax:x**2)1D space with weight function exp(-r2) (E1r2)Gauss-Hermite(arbitrary degree)Genz-Keister(1996, 8 nested schemes up to degree 67)Example:importquadpyscheme=quadpy.e1r2.gauss_hermite(5)scheme.show()val=scheme.integrate(lambdax:x**2)Circle (U2)Krylov(1959, arbitrary degree)Example:importnumpyasnpimportquadpyscheme=quadpy.u2.get_good_scheme(7)scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[0.0,0.0],1.0)Triangle (T2)Apart from the classical centroid, vertex, and seven-point schemes we haveHammer-Marlowe-Stroud(1956, 5 schemes up to
degree 5)Albrecht-Collatz(1958, degree 3)Stroud(1971, conical product scheme of degree 7)Franke(1971, 2 schemes of degree 7)Strang-Fix/Cowper(1973, 10 schemes up to degree
7),Lyness-Jespersen(1975, 21 schemes up to degree 11,
two of which are used inTRIEX),Lether(1976, degree 2n-2, arbitrary n, not symmetric),Hillion(1977, 10 schemes up to degree 3),Laursen-Gellert(1978, 17 schemes up to degree 10),CUBTRI(Laurie, 1982, degree 8),Dunavant(1985, 20 schemes up to degree 20),Cools-Haegemans(1987, degrees 8 and 11),Gatermann(1988, degree 7)Berntsen-Espelid(1990, 4 schemes of degree 13, the
first one beingDCUTRI),Liu-Vinokur(1998, 13 schemes up to degree 5),Griener-Schmid, (1999, 2 schemes of degree 6),Walkington(2000, 5 schemes up to degree 5),Wandzura-Xiao(2003, 6 schemes up to degree 30),Taylor-Wingate-Bos(2005, 5 schemes up to degree
14),Zhang-Cui-Liu(2009, 3 schemes up to degree 20),Xiao-Gimbutas(2010, 50 schemes up to degree 50),Vioreanu-Rokhlin(2014, 20 schemes up to degree 62),Williams-Shunn-Jameson(2014, 8 schemes up to
degree 12),Witherden-Vincent(2015, 19 schemes up to degree 20),Papanicolopulos(2016, 27 schemes up to degree 25),all schemes for the n-simplex.Example:importnumpyasnpimportquadpyscheme=quadpy.t2.get_good_scheme(12)scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[[0.0,0.0],[1.0,0.0],[0.5,0.7]])Disk (S2)Radon(1948, degree 5)Peirce(1956, 3 schemes up to degree 11)Peirce(1957, arbitrary degree)Albrecht-Collatz(1958, degree 3)Hammer-Stroud(1958, 8 schemes up to degree 15)Albrecht(1960, 8 schemes up to degree 17)Mysovskih(1964, 3 schemes up to degree 15)Rabinowitz-Richter(1969, 6 schemes up to degree 15)Lether(1971, arbitrary degree)Piessens-Haegemans(1975, 1 scheme of degree 9)Haegemans-Piessens(1977, degree 9)Cools-Haegemans(1985, 4 schemes up to degree 13)Wissmann-Becker(1986, 3 schemes up to degree 8)Kim-Song(1997, 15 schemes up to degree 17)Cools-Kim(2000, 3 schemes up to degree 21)Luo-Meng(2007, 6 schemes up to degree 17)all schemes from the n-ballExample:importnumpyasnpimportquadpyscheme=quadpy.s2.get_good_scheme(6)scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[0.0,0.0],1.0)Quadrilateral (C2)Maxwell(1890, degree 7)Burnside(1908, degree 5)Irwin(1923, 3 schemes up to degree 5)Tyler(1953, 3 schemes up to degree 7)Hammer-Stroud(1958, 3 schemes up to degree 7)Albrecht-Collatz(1958, 4 schemes up to degree 5)Miller(1960, degree 1, degree 11 for harmonic integrands)Meister(1966, degree 7)Phillips(1967, degree 7)Rabinowitz-Richter(1969, 6 schemes up to degree 15)Franke(1971, 10 schemes up to degree 9)Piessens-Haegemans(1975, 2 schemes of degree 9)Haegemans-Piessens(1977, degree 7)Schmid(1978, 3 schemes up to degree 6)Cools-Haegemans(1985, 6 schemes up to degree 17)Dunavant(1985, 11 schemes up to degree 19)Morrow-Patterson(1985, 2 schemes up to degree 20, single precision)Cohen-Gismalla, (1986, 2 schemes up to degree 3)Wissmann-Becker(1986, 6 schemes up to degree 8)Cools-Haegemans(1988, 2 schemes up to degree 13)Waldron(1994, infinitely many schemes of degree 3)Sommariva(2012, 55 schemes up to degree 55)Witherden-Vincent(2015, 11 schemes up to degree 21)products of line segment schemesall schemes from the n-cubeExample:importnumpyasnpimportquadpyscheme=quadpy.c2.get_good_scheme(7)val=scheme.integrate(lambdax:np.exp(x[0]),[[[0.0,0.0],[1.0,0.0]],[[0.0,1.0],[1.0,1.0]]],)The points are specified in an array of shape (2, 2, ...) such thatarr[0][0]is the lower left corner,arr[1][1]the upper right. If your c2
has its sides aligned with the coordinate axes, you can use the convenience
functionquadpy.c2.rectangle_points([x0,x1],[y0,y1])to generate the array.2D space with weight function exp(-r) (E2r)Stroud-Secrest(1963, 2 schemes up to degree 7)Rabinowitz-Richter(1969, 4 schemes up to degree 15)Stroud(1971, degree 4)Haegemans-Piessens(1977, 2 schemes up to degree 9)Cools-Haegemans(1985, 3 schemes up to degree 13)all schemes from the nD space with weight function exp(-r)Example:importquadpyscheme=quadpy.e2r.get_good_scheme(5)scheme.show()val=scheme.integrate(lambdax:x[0]**2)2D space with weight function exp(-r2) (E2r2)Stroud-Secrest(1963, 2 schemes up to degree 7)Rabinowitz-Richter(1969, 5 schemes up to degree 15)Stroud(1971, 3 schemes up to degree 7)Haegemans-Piessens(1977, 2 schemes of degree 9)Cools-Haegemans(1985, 3 schemes up to degree 13)all schemes from the nD space with weight function exp(-r2)Example:importquadpyscheme=quadpy.e2r2.get_good_scheme(3)scheme.show()val=scheme.integrate(lambdax:x[0]**2)Sphere (U3)Albrecht-Collatz(1958, 5 schemes up to degree 7)McLaren(1963, 10 schemes up to degree 14)Lebedev(1976, 34 schemes up to degree 131)Bažant-Oh(1986, 3 schemes up to degree 13)Heo-Xu(2001, 27 schemes up to degree 39)Fliege-Maier(2007, 4 schemes up to degree 4,
single-precision)all schemes from the n-sphereExample:importnumpyasnpimportquadpyscheme=quadpy.u3.get_good_scheme(19)# scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[0.0,0.0,0.0],1.0)Integration on the sphere can also be done for functions defined in spherical
coordinates:importnumpyasnpimportquadpydeff(theta_phi):theta,phi=theta_phireturnnp.sin(phi)**2*np.sin(theta)scheme=quadpy.u3.get_good_scheme(19)val=scheme.integrate_spherical(f)Ball (S3)Ditkin(1948, 3 schemes up to degree 7)Hammer-Stroud(1958, 6 schemes up to degree 7)Mysovskih(1964, degree 7)Stroud(1971, 2 schemes up to degree 14)all schemes from the n-ballExample:importnumpyasnpimportquadpyscheme=quadpy.s3.get_good_scheme(4)# scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[0.0,0.0,0.0],1.0)Tetrahedron (T3)Hammer-Marlowe-Stroud(1956, 3 schemes up to degree 3, also appearing inHammer-Stroud)Stroud(1971, degree 7)Yu(1984, 5 schemes up to degree 6)Keast(1986, 10 schemes up to degree 8)Beckers-Haegemans(1990, degrees 8 and 9)Gatermann(1992, degree 5)Liu-Vinokur(1998, 14 schemes up to degree 5)Walkington(2000, 6 schemes up to degree 7)Zhang-Cui-Liu(2009, 2 schemes up to degree 14)Xiao-Gimbutas(2010, 15 schemes up to degree 15)Shunn-Ham(2012, 6 schemes up to degree 7)Vioreanu-Rokhlin(2014, 10 schemes up to degree 13)Williams-Shunn-Jameson(2014, 1 scheme with
degree 9)Witherden-Vincent(2015, 9 schemes up to degree 10)Jaśkowiec-Sukumar(2020, 21 schemes up to degree 20)all schemes for the n-simplex.Example:importnumpyasnpimportquadpyscheme=quadpy.t3.get_good_scheme(5)# scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),[[0.0,0.0,0.0],[1.0,0.0,0.0],[0.5,0.7,0.0],[0.3,0.9,1.0]],)Hexahedron (C3)Sadowsky(1940, degree 5)Tyler(1953, 2 schemes up to degree 5)Hammer-Wymore(1957, degree 7)Albrecht-Collatz(1958, degree 3)Hammer-Stroud(1958, 6 schemes up to degree 7)Mustard-Lyness-Blatt(1963, 6 schemes up to degree 5)Stroud(1967, degree 5)Sarma-Stroud(1969, degree 7)Witherden-Vincent(2015, 7 schemes up to degree degree 11)all schemes from the n-cubeProduct schemes derived from line segment schemesExample:importnumpyasnpimportquadpyscheme=quadpy.c3.product(quadpy.c1.newton_cotes_closed(3))# scheme.show()val=scheme.integrate(lambdax:np.exp(x[0]),quadpy.c3.cube_points([0.0,1.0],[-0.3,0.4],[1.0,2.1]),)Pyramid (P3)Felippa(2004, 9 schemes up to degree 5)Example:importnumpyasnpimportquadpyscheme=quadpy.p3.felippa_5()val=scheme.integrate(lambdax:np.exp(x[0]),[[0.0,0.0,0.0],[1.0,0.0,0.0],[0.5,0.7,0.0],[0.3,0.9,0.0],[0.0,0.1,1.0],],)Wedge (W3)Felippa(2004, 6 schemes up to degree 6)Kubatko-Yeager-Maggi(2013, 21 schemes up to
degree 9)Example:importnumpyasnpimportquadpyscheme=quadpy.w3.felippa_3()val=scheme.integrate(lambdax:np.exp(x[0]),[[[0.0,0.0,0.0],[1.0,0.0,0.0],[0.5,0.7,0.0]],[[0.0,0.0,1.0],[1.0,0.0,1.0],[0.5,0.7,1.0]],],)3D space with weight function exp(-r) (E3r)Stroud-Secrest(1963, 5 schemes up to degree 7)all schemes from the nD space with weight function
exp(-r)Example:importquadpyscheme=quadpy.e3r.get_good_scheme(5)# scheme.show()val=scheme.integrate(lambdax:x[0]**2)3D space with weight function exp(-r2) (E3r2)Stroud-Secrest(1963, 7 schemes up to degree 7)Stroud(1971, scheme of degree 14)all schemes from the nD space with weight function
exp(-r2)Example:importquadpyscheme=quadpy.e3r2.get_good_scheme(6)# scheme.show()val=scheme.integrate(lambdax:x[0]**2)n-Simplex (Tn)Lauffer(1955, 5 schemes up to degree 5)Hammer-Stroud(1956, 3 schemes up to degree 3)Stroud(1964, degree 3)Stroud(1966, 7 schemes of degree 3)Stroud(1969, degree 5)Silvester(1970, arbitrary degree),Grundmann-Möller(1978, arbitrary degree)Walkington(2000, 5 schemes up to degree 7)Example:importnumpyasnpimportquadpydim=4scheme=quadpy.tn.grundmann_moeller(dim,3)val=scheme.integrate(lambdax:np.exp(x[0]),np.array([[0.0,0.0,0.0,0.0],[1.0,2.0,0.0,0.0],[0.0,1.0,0.0,0.0],[0.0,3.0,1.0,0.0],[0.0,0.0,4.0,1.0],]),)n-Sphere (Un)Stroud(1967, degree 7)Stroud(1969, 3 <= n <= 16, degree 11)Stroud(1971, 6 schemes up to degree 5)Dobrodeev(1978, n >= 2, degree 5)Mysovskikh(1980, 2 schemes up to degree 5)Example:importnumpyasnpimportquadpydim=4scheme=quadpy.un.dobrodeev_1978(dim)val=scheme.integrate(lambdax:np.exp(x[0]),np.zeros(dim),1.0)n-Ball (Sn)Stroud(1957, degree 2)Hammer-Stroud(1958, 2 schemes up to degree 5)Stroud(1966, 4 schemes of degree 5)Stroud(1967, 4 <= n <= 7, 2 schemes of degree 5)Stroud(1967, n >= 3, 3 schemes of degree 7)Stenger(1967, 6 schemes up to degree 11)McNamee-Stenger(1967, 6 schemes up to degree 9)Dobrodeev(1970, n >= 3, degree 7)Dobrodeev(1978, 2 <= n <= 20, degree 5)Stoyanova(1997, n >= 5, degree 7)Example:importnumpyasnpimportquadpydim=4scheme=quadpy.sn.dobrodeev_1970(dim)val=scheme.integrate(lambdax:np.exp(x[0]),np.zeros(dim),1.0)n-Cube (Cn)Ewing(1941, degree 3)Tyler(1953, degree 3)Stroud(1957, 2 schemes up to degree 3)Hammer-Stroud(1958, degree 5)Mustard-Lyness-Blatt(1963, degree 5)Thacher(1964, degree 2)Stroud(1966, 4 schemes of degree 5)Phillips(1967, degree 7)McNamee-Stenger(1967, 6 schemes up to degree 9)Stroud(1968, degree 5)Dobrodeev(1970, n >= 5, degree 7)Dobrodeev(1978, n >= 2, degree 5)Cools-Haegemans(1994, 2 schemes up to degree 5)Example:importnumpyasnpimportquadpydim=4scheme=quadpy.cn.stroud_cn_3_3(dim)val=scheme.integrate(lambdax:np.exp(x[0]),quadpy.cn.ncube_points([0.0,1.0],[0.1,0.9],[-1.0,1.0],[-1.0,-0.5]),)nD space with weight function exp(-r) (Enr)Stroud-Secrest(1963, 4 schemes up to degree 5)McNamee-Stenger(1967, 6 schemes up to degree 9)Stroud(1971, 2 schemes up to degree 5)Example:importquadpydim=4scheme=quadpy.enr.stroud_enr_5_4(dim)val=scheme.integrate(lambdax:x[0]**2)nD space with weight function exp(-r2) (Enr2)Stroud-Secrest(1963, 4 schemes up to degree 5)McNamee-Stenger(1967, 6 schemes up to degree 9)Stroud(1967, 2 schemes of degree 5)Stroud(1967, 3 schemes of degree 7)Stenger(1971, 6 schemes up to degree 11, varying dimensionality restrictions)Stroud(1971, 5 schemes up to degree 5)Phillips(1980, degree 5)Cools-Haegemans(1994, 3 schemes up to degree 7)Lu-Darmofal(2004, degree 5)Xiu(2008, degree 2)Example:importquadpydim=4scheme=quadpy.enr2.stroud_enr2_5_2(dim)val=scheme.integrate(lambdax:x[0]**2)Installationquadpy isavailable from the Python Package Index, so withpip install quadpyyou can install.TestingTo run the tests, check out this repository and typeMPLBACKEND=Agg pytestLicenseThis software is published under theGPLv3 license.