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- """
- Cython optimize zeros API
- =========================
- The underlying C functions for the following root finders can be accessed
- directly using Cython:
- - `~scipy.optimize.bisect`
- - `~scipy.optimize.ridder`
- - `~scipy.optimize.brenth`
- - `~scipy.optimize.brentq`
- The Cython API for the zeros functions is similar except there is no ``disp``
- argument. Import the zeros functions using ``cimport`` from
- `scipy.optimize.cython_optimize`. ::
- from scipy.optimize.cython_optimize cimport bisect, ridder, brentq, brenth
- Callback signature
- ------------------
- The zeros functions in `~scipy.optimize.cython_optimize` expect a callback that
- takes a double for the scalar independent variable as the 1st argument and a
- user defined ``struct`` with any extra parameters as the 2nd argument. ::
- double (*callback_type)(double, void*)
- Examples
- --------
- Usage of `~scipy.optimize.cython_optimize` requires Cython to write callbacks
- that are compiled into C. For more information on compiling Cython, see the
- `Cython Documentation <http://docs.cython.org/en/latest/index.html>`_.
- These are the basic steps:
- 1. Create a Cython ``.pyx`` file, for example: ``myexample.pyx``.
- 2. Import the desired root finder from `~scipy.optimize.cython_optimize`.
- 3. Write the callback function, and call the selected zeros function passing
- the callback, any extra arguments, and the other solver parameters. ::
- from scipy.optimize.cython_optimize cimport brentq
- # import math from Cython
- from libc cimport math
- myargs = {'C0': 1.0, 'C1': 0.7} # a dictionary of extra arguments
- XLO, XHI = 0.5, 1.0 # lower and upper search boundaries
- XTOL, RTOL, MITR = 1e-3, 1e-3, 10 # other solver parameters
- # user-defined struct for extra parameters
- ctypedef struct test_params:
- double C0
- double C1
- # user-defined callback
- cdef double f(double x, void *args):
- cdef test_params *myargs = <test_params *> args
- return myargs.C0 - math.exp(-(x - myargs.C1))
- # Cython wrapper function
- cdef double brentq_wrapper_example(dict args, double xa, double xb,
- double xtol, double rtol, int mitr):
- # Cython automatically casts dictionary to struct
- cdef test_params myargs = args
- return brentq(
- f, xa, xb, <test_params *> &myargs, xtol, rtol, mitr, NULL)
- # Python function
- def brentq_example(args=myargs, xa=XLO, xb=XHI, xtol=XTOL, rtol=RTOL,
- mitr=MITR):
- '''Calls Cython wrapper from Python.'''
- return brentq_wrapper_example(args, xa, xb, xtol, rtol, mitr)
- 4. If you want to call your function from Python, create a Cython wrapper, and
- a Python function that calls the wrapper, or use ``cpdef``. Then, in Python,
- you can import and run the example. ::
- from myexample import brentq_example
- x = brentq_example()
- # 0.6999942848231314
- 5. Create a Cython ``.pxd`` file if you need to export any Cython functions.
- Full output
- -----------
- The functions in `~scipy.optimize.cython_optimize` can also copy the full
- output from the solver to a C ``struct`` that is passed as its last argument.
- If you don't want the full output, just pass ``NULL``. The full output
- ``struct`` must be type ``zeros_full_output``, which is defined in
- `scipy.optimize.cython_optimize` with the following fields:
- - ``int funcalls``: number of function calls
- - ``int iterations``: number of iterations
- - ``int error_num``: error number
- - ``double root``: root of function
- The root is copied by `~scipy.optimize.cython_optimize` to the full output
- ``struct``. An error number of -1 means a sign error, -2 means a convergence
- error, and 0 means the solver converged. Continuing from the previous example::
- from scipy.optimize.cython_optimize cimport zeros_full_output
- # cython brentq solver with full output
- cdef zeros_full_output brentq_full_output_wrapper_example(
- dict args, double xa, double xb, double xtol, double rtol,
- int mitr):
- cdef test_params myargs = args
- cdef zeros_full_output my_full_output
- # use my_full_output instead of NULL
- brentq(f, xa, xb, &myargs, xtol, rtol, mitr, &my_full_output)
- return my_full_output
- # Python function
- def brent_full_output_example(args=myargs, xa=XLO, xb=XHI, xtol=XTOL,
- rtol=RTOL, mitr=MITR):
- '''Returns full output'''
- return brentq_full_output_wrapper_example(args, xa, xb, xtol, rtol,
- mitr)
- result = brent_full_output_example()
- # {'error_num': 0,
- # 'funcalls': 6,
- # 'iterations': 5,
- # 'root': 0.6999942848231314}
- """
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