quadrature.py 30.8 KB
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975
from __future__ import division, print_function, absolute_import

import functools
import numpy as np
import math
import sys
import types
import warnings

# trapz is a public function for scipy.integrate,
# even though it's actually a numpy function.
from numpy import trapz
from scipy.special import roots_legendre
from scipy.special import gammaln
from scipy._lib.six import xrange

__all__ = ['fixed_quad', 'quadrature', 'romberg', 'trapz', 'simps', 'romb',
           'cumtrapz', 'newton_cotes']


# Make See Also linking for our local copy work properly
def _copy_func(f):
    """Based on http://stackoverflow.com/a/6528148/190597 (Glenn Maynard)"""
    g = types.FunctionType(f.__code__, f.__globals__, name=f.__name__,
                           argdefs=f.__defaults__, closure=f.__closure__)
    g = functools.update_wrapper(g, f)
    g.__kwdefaults__ = f.__kwdefaults__
    return g


trapz = _copy_func(trapz)
if trapz.__doc__:
    trapz.__doc__ = trapz.__doc__.replace('sum, cumsum', 'numpy.cumsum')


class AccuracyWarning(Warning):
    pass


def _cached_roots_legendre(n):
    """
    Cache roots_legendre results to speed up calls of the fixed_quad
    function.
    """
    if n in _cached_roots_legendre.cache:
        return _cached_roots_legendre.cache[n]

    _cached_roots_legendre.cache[n] = roots_legendre(n)
    return _cached_roots_legendre.cache[n]


_cached_roots_legendre.cache = dict()


def fixed_quad(func, a, b, args=(), n=5):
    """
    Compute a definite integral using fixed-order Gaussian quadrature.

    Integrate `func` from `a` to `b` using Gaussian quadrature of
    order `n`.

    Parameters
    ----------
    func : callable
        A Python function or method to integrate (must accept vector inputs).
        If integrating a vector-valued function, the returned array must have
        shape ``(..., len(x))``.
    a : float
        Lower limit of integration.
    b : float
        Upper limit of integration.
    args : tuple, optional
        Extra arguments to pass to function, if any.
    n : int, optional
        Order of quadrature integration. Default is 5.

    Returns
    -------
    val : float
        Gaussian quadrature approximation to the integral
    none : None
        Statically returned value of None


    See Also
    --------
    quad : adaptive quadrature using QUADPACK
    dblquad : double integrals
    tplquad : triple integrals
    romberg : adaptive Romberg quadrature
    quadrature : adaptive Gaussian quadrature
    romb : integrators for sampled data
    simps : integrators for sampled data
    cumtrapz : cumulative integration for sampled data
    ode : ODE integrator
    odeint : ODE integrator

    Examples
    --------
    >>> from scipy import integrate
    >>> f = lambda x: x**8
    >>> integrate.fixed_quad(f, 0.0, 1.0, n=4)
    (0.1110884353741496, None)
    >>> integrate.fixed_quad(f, 0.0, 1.0, n=5)
    (0.11111111111111102, None)
    >>> print(1/9.0)  # analytical result
    0.1111111111111111

    >>> integrate.fixed_quad(np.cos, 0.0, np.pi/2, n=4)
    (0.9999999771971152, None)
    >>> integrate.fixed_quad(np.cos, 0.0, np.pi/2, n=5)
    (1.000000000039565, None)
    >>> np.sin(np.pi/2)-np.sin(0)  # analytical result
    1.0

    """
    x, w = _cached_roots_legendre(n)
    x = np.real(x)
    if np.isinf(a) or np.isinf(b):
        raise ValueError("Gaussian quadrature is only available for "
                         "finite limits.")
    y = (b-a)*(x+1)/2.0 + a
    return (b-a)/2.0 * np.sum(w*func(y, *args), axis=-1), None


def vectorize1(func, args=(), vec_func=False):
    """Vectorize the call to a function.

    This is an internal utility function used by `romberg` and
    `quadrature` to create a vectorized version of a function.

    If `vec_func` is True, the function `func` is assumed to take vector
    arguments.

    Parameters
    ----------
    func : callable
        User defined function.
    args : tuple, optional
        Extra arguments for the function.
    vec_func : bool, optional
        True if the function func takes vector arguments.

    Returns
    -------
    vfunc : callable
        A function that will take a vector argument and return the
        result.

    """
    if vec_func:
        def vfunc(x):
            return func(x, *args)
    else:
        def vfunc(x):
            if np.isscalar(x):
                return func(x, *args)
            x = np.asarray(x)
            # call with first point to get output type
            y0 = func(x[0], *args)
            n = len(x)
            dtype = getattr(y0, 'dtype', type(y0))
            output = np.empty((n,), dtype=dtype)
            output[0] = y0
            for i in xrange(1, n):
                output[i] = func(x[i], *args)
            return output
    return vfunc


def quadrature(func, a, b, args=(), tol=1.49e-8, rtol=1.49e-8, maxiter=50,
               vec_func=True, miniter=1):
    """
    Compute a definite integral using fixed-tolerance Gaussian quadrature.

    Integrate `func` from `a` to `b` using Gaussian quadrature
    with absolute tolerance `tol`.

    Parameters
    ----------
    func : function
        A Python function or method to integrate.
    a : float
        Lower limit of integration.
    b : float
        Upper limit of integration.
    args : tuple, optional
        Extra arguments to pass to function.
    tol, rtol : float, optional
        Iteration stops when error between last two iterates is less than
        `tol` OR the relative change is less than `rtol`.
    maxiter : int, optional
        Maximum order of Gaussian quadrature.
    vec_func : bool, optional
        True or False if func handles arrays as arguments (is
        a "vector" function). Default is True.
    miniter : int, optional
        Minimum order of Gaussian quadrature.

    Returns
    -------
    val : float
        Gaussian quadrature approximation (within tolerance) to integral.
    err : float
        Difference between last two estimates of the integral.

    See also
    --------
    romberg: adaptive Romberg quadrature
    fixed_quad: fixed-order Gaussian quadrature
    quad: adaptive quadrature using QUADPACK
    dblquad: double integrals
    tplquad: triple integrals
    romb: integrator for sampled data
    simps: integrator for sampled data
    cumtrapz: cumulative integration for sampled data
    ode: ODE integrator
    odeint: ODE integrator

    Examples
    --------
    >>> from scipy import integrate
    >>> f = lambda x: x**8
    >>> integrate.quadrature(f, 0.0, 1.0)
    (0.11111111111111106, 4.163336342344337e-17)
    >>> print(1/9.0)  # analytical result
    0.1111111111111111

    >>> integrate.quadrature(np.cos, 0.0, np.pi/2)
    (0.9999999999999536, 3.9611425250996035e-11)
    >>> np.sin(np.pi/2)-np.sin(0)  # analytical result
    1.0

    """
    if not isinstance(args, tuple):
        args = (args,)
    vfunc = vectorize1(func, args, vec_func=vec_func)
    val = np.inf
    err = np.inf
    maxiter = max(miniter+1, maxiter)
    for n in xrange(miniter, maxiter+1):
        newval = fixed_quad(vfunc, a, b, (), n)[0]
        err = abs(newval-val)
        val = newval

        if err < tol or err < rtol*abs(val):
            break
    else:
        warnings.warn(
            "maxiter (%d) exceeded. Latest difference = %e" % (maxiter, err),
            AccuracyWarning)
    return val, err


def tupleset(t, i, value):
    l = list(t)
    l[i] = value
    return tuple(l)


def cumtrapz(y, x=None, dx=1.0, axis=-1, initial=None):
    """
    Cumulatively integrate y(x) using the composite trapezoidal rule.

    Parameters
    ----------
    y : array_like
        Values to integrate.
    x : array_like, optional
        The coordinate to integrate along.  If None (default), use spacing `dx`
        between consecutive elements in `y`.
    dx : float, optional
        Spacing between elements of `y`.  Only used if `x` is None.
    axis : int, optional
        Specifies the axis to cumulate.  Default is -1 (last axis).
    initial : scalar, optional
        If given, insert this value at the beginning of the returned result.
        Typically this value should be 0.  Default is None, which means no
        value at ``x[0]`` is returned and `res` has one element less than `y`
        along the axis of integration.

    Returns
    -------
    res : ndarray
        The result of cumulative integration of `y` along `axis`.
        If `initial` is None, the shape is such that the axis of integration
        has one less value than `y`.  If `initial` is given, the shape is equal
        to that of `y`.

    See Also
    --------
    numpy.cumsum, numpy.cumprod
    quad: adaptive quadrature using QUADPACK
    romberg: adaptive Romberg quadrature
    quadrature: adaptive Gaussian quadrature
    fixed_quad: fixed-order Gaussian quadrature
    dblquad: double integrals
    tplquad: triple integrals
    romb: integrators for sampled data
    ode: ODE integrators
    odeint: ODE integrators

    Examples
    --------
    >>> from scipy import integrate
    >>> import matplotlib.pyplot as plt

    >>> x = np.linspace(-2, 2, num=20)
    >>> y = x
    >>> y_int = integrate.cumtrapz(y, x, initial=0)
    >>> plt.plot(x, y_int, 'ro', x, y[0] + 0.5 * x**2, 'b-')
    >>> plt.show()

    """
    y = np.asarray(y)
    if x is None:
        d = dx
    else:
        x = np.asarray(x)
        if x.ndim == 1:
            d = np.diff(x)
            # reshape to correct shape
            shape = [1] * y.ndim
            shape[axis] = -1
            d = d.reshape(shape)
        elif len(x.shape) != len(y.shape):
            raise ValueError("If given, shape of x must be 1-d or the "
                             "same as y.")
        else:
            d = np.diff(x, axis=axis)

        if d.shape[axis] != y.shape[axis] - 1:
            raise ValueError("If given, length of x along axis must be the "
                             "same as y.")

    nd = len(y.shape)
    slice1 = tupleset((slice(None),)*nd, axis, slice(1, None))
    slice2 = tupleset((slice(None),)*nd, axis, slice(None, -1))
    res = np.cumsum(d * (y[slice1] + y[slice2]) / 2.0, axis=axis)

    if initial is not None:
        if not np.isscalar(initial):
            raise ValueError("`initial` parameter should be a scalar.")

        shape = list(res.shape)
        shape[axis] = 1
        res = np.concatenate([np.full(shape, initial, dtype=res.dtype), res],
                             axis=axis)

    return res


def _basic_simps(y, start, stop, x, dx, axis):
    nd = len(y.shape)
    if start is None:
        start = 0
    step = 2
    slice_all = (slice(None),)*nd
    slice0 = tupleset(slice_all, axis, slice(start, stop, step))
    slice1 = tupleset(slice_all, axis, slice(start+1, stop+1, step))
    slice2 = tupleset(slice_all, axis, slice(start+2, stop+2, step))

    if x is None:  # Even spaced Simpson's rule.
        result = np.sum(dx/3.0 * (y[slice0]+4*y[slice1]+y[slice2]),
                        axis=axis)
    else:
        # Account for possibly different spacings.
        #    Simpson's rule changes a bit.
        h = np.diff(x, axis=axis)
        sl0 = tupleset(slice_all, axis, slice(start, stop, step))
        sl1 = tupleset(slice_all, axis, slice(start+1, stop+1, step))
        h0 = h[sl0]
        h1 = h[sl1]
        hsum = h0 + h1
        hprod = h0 * h1
        h0divh1 = h0 / h1
        tmp = hsum/6.0 * (y[slice0]*(2-1.0/h0divh1) +
                          y[slice1]*hsum*hsum/hprod +
                          y[slice2]*(2-h0divh1))
        result = np.sum(tmp, axis=axis)
    return result


def simps(y, x=None, dx=1, axis=-1, even='avg'):
    """
    Integrate y(x) using samples along the given axis and the composite
    Simpson's rule.  If x is None, spacing of dx is assumed.

    If there are an even number of samples, N, then there are an odd
    number of intervals (N-1), but Simpson's rule requires an even number
    of intervals.  The parameter 'even' controls how this is handled.

    Parameters
    ----------
    y : array_like
        Array to be integrated.
    x : array_like, optional
        If given, the points at which `y` is sampled.
    dx : int, optional
        Spacing of integration points along axis of `y`. Only used when
        `x` is None. Default is 1.
    axis : int, optional
        Axis along which to integrate. Default is the last axis.
    even : str {'avg', 'first', 'last'}, optional
        'avg' : Average two results:1) use the first N-2 intervals with
                  a trapezoidal rule on the last interval and 2) use the last
                  N-2 intervals with a trapezoidal rule on the first interval.

        'first' : Use Simpson's rule for the first N-2 intervals with
                a trapezoidal rule on the last interval.

        'last' : Use Simpson's rule for the last N-2 intervals with a
               trapezoidal rule on the first interval.

    See Also
    --------
    quad: adaptive quadrature using QUADPACK
    romberg: adaptive Romberg quadrature
    quadrature: adaptive Gaussian quadrature
    fixed_quad: fixed-order Gaussian quadrature
    dblquad: double integrals
    tplquad: triple integrals
    romb: integrators for sampled data
    cumtrapz: cumulative integration for sampled data
    ode: ODE integrators
    odeint: ODE integrators

    Notes
    -----
    For an odd number of samples that are equally spaced the result is
    exact if the function is a polynomial of order 3 or less.  If
    the samples are not equally spaced, then the result is exact only
    if the function is a polynomial of order 2 or less.

    Examples
    --------
    >>> from scipy import integrate
    >>> x = np.arange(0, 10)
    >>> y = np.arange(0, 10)

    >>> integrate.simps(y, x)
    40.5

    >>> y = np.power(x, 3)
    >>> integrate.simps(y, x)
    1642.5
    >>> integrate.quad(lambda x: x**3, 0, 9)[0]
    1640.25

    >>> integrate.simps(y, x, even='first')
    1644.5

    """
    y = np.asarray(y)
    nd = len(y.shape)
    N = y.shape[axis]
    last_dx = dx
    first_dx = dx
    returnshape = 0
    if x is not None:
        x = np.asarray(x)
        if len(x.shape) == 1:
            shapex = [1] * nd
            shapex[axis] = x.shape[0]
            saveshape = x.shape
            returnshape = 1
            x = x.reshape(tuple(shapex))
        elif len(x.shape) != len(y.shape):
            raise ValueError("If given, shape of x must be 1-d or the "
                             "same as y.")
        if x.shape[axis] != N:
            raise ValueError("If given, length of x along axis must be the "
                             "same as y.")
    if N % 2 == 0:
        val = 0.0
        result = 0.0
        slice1 = (slice(None),)*nd
        slice2 = (slice(None),)*nd
        if even not in ['avg', 'last', 'first']:
            raise ValueError("Parameter 'even' must be "
                             "'avg', 'last', or 'first'.")
        # Compute using Simpson's rule on first intervals
        if even in ['avg', 'first']:
            slice1 = tupleset(slice1, axis, -1)
            slice2 = tupleset(slice2, axis, -2)
            if x is not None:
                last_dx = x[slice1] - x[slice2]
            val += 0.5*last_dx*(y[slice1]+y[slice2])
            result = _basic_simps(y, 0, N-3, x, dx, axis)
        # Compute using Simpson's rule on last set of intervals
        if even in ['avg', 'last']:
            slice1 = tupleset(slice1, axis, 0)
            slice2 = tupleset(slice2, axis, 1)
            if x is not None:
                first_dx = x[tuple(slice2)] - x[tuple(slice1)]
            val += 0.5*first_dx*(y[slice2]+y[slice1])
            result += _basic_simps(y, 1, N-2, x, dx, axis)
        if even == 'avg':
            val /= 2.0
            result /= 2.0
        result = result + val
    else:
        result = _basic_simps(y, 0, N-2, x, dx, axis)
    if returnshape:
        x = x.reshape(saveshape)
    return result


def romb(y, dx=1.0, axis=-1, show=False):
    """
    Romberg integration using samples of a function.

    Parameters
    ----------
    y : array_like
        A vector of ``2**k + 1`` equally-spaced samples of a function.
    dx : float, optional
        The sample spacing. Default is 1.
    axis : int, optional
        The axis along which to integrate. Default is -1 (last axis).
    show : bool, optional
        When `y` is a single 1-D array, then if this argument is True
        print the table showing Richardson extrapolation from the
        samples. Default is False.

    Returns
    -------
    romb : ndarray
        The integrated result for `axis`.

    See also
    --------
    quad : adaptive quadrature using QUADPACK
    romberg : adaptive Romberg quadrature
    quadrature : adaptive Gaussian quadrature
    fixed_quad : fixed-order Gaussian quadrature
    dblquad : double integrals
    tplquad : triple integrals
    simps : integrators for sampled data
    cumtrapz : cumulative integration for sampled data
    ode : ODE integrators
    odeint : ODE integrators

    Examples
    --------
    >>> from scipy import integrate
    >>> x = np.arange(10, 14.25, 0.25)
    >>> y = np.arange(3, 12)

    >>> integrate.romb(y)
    56.0

    >>> y = np.sin(np.power(x, 2.5))
    >>> integrate.romb(y)
    -0.742561336672229

    >>> integrate.romb(y, show=True)
    Richardson Extrapolation Table for Romberg Integration
    ====================================================================
    -0.81576
    4.63862  6.45674
    -1.10581 -3.02062 -3.65245
    -2.57379 -3.06311 -3.06595 -3.05664
    -1.34093 -0.92997 -0.78776 -0.75160 -0.74256
    ====================================================================
    -0.742561336672229
    """
    y = np.asarray(y)
    nd = len(y.shape)
    Nsamps = y.shape[axis]
    Ninterv = Nsamps-1
    n = 1
    k = 0
    while n < Ninterv:
        n <<= 1
        k += 1
    if n != Ninterv:
        raise ValueError("Number of samples must be one plus a "
                         "non-negative power of 2.")

    R = {}
    slice_all = (slice(None),) * nd
    slice0 = tupleset(slice_all, axis, 0)
    slicem1 = tupleset(slice_all, axis, -1)
    h = Ninterv * np.asarray(dx, dtype=float)
    R[(0, 0)] = (y[slice0] + y[slicem1])/2.0*h
    slice_R = slice_all
    start = stop = step = Ninterv
    for i in xrange(1, k+1):
        start >>= 1
        slice_R = tupleset(slice_R, axis, slice(start, stop, step))
        step >>= 1
        R[(i, 0)] = 0.5*(R[(i-1, 0)] + h*y[slice_R].sum(axis=axis))
        for j in xrange(1, i+1):
            prev = R[(i, j-1)]
            R[(i, j)] = prev + (prev-R[(i-1, j-1)]) / ((1 << (2*j))-1)
        h /= 2.0

    if show:
        if not np.isscalar(R[(0, 0)]):
            print("*** Printing table only supported for integrals" +
                  " of a single data set.")
        else:
            try:
                precis = show[0]
            except (TypeError, IndexError):
                precis = 5
            try:
                width = show[1]
            except (TypeError, IndexError):
                width = 8
            formstr = "%%%d.%df" % (width, precis)

            title = "Richardson Extrapolation Table for Romberg Integration"
            print("", title.center(68), "=" * 68, sep="\n", end="\n")
            for i in xrange(k+1):
                for j in xrange(i+1):
                    print(formstr % R[(i, j)], end=" ")
                print()
            print("=" * 68)
            print()

    return R[(k, k)]

# Romberg quadratures for numeric integration.
#
# Written by Scott M. Ransom <ransom@cfa.harvard.edu>
# last revision: 14 Nov 98
#
# Cosmetic changes by Konrad Hinsen <hinsen@cnrs-orleans.fr>
# last revision: 1999-7-21
#
# Adapted to scipy by Travis Oliphant <oliphant.travis@ieee.org>
# last revision: Dec 2001


def _difftrap(function, interval, numtraps):
    """
    Perform part of the trapezoidal rule to integrate a function.
    Assume that we had called difftrap with all lower powers-of-2
    starting with 1.  Calling difftrap only returns the summation
    of the new ordinates.  It does _not_ multiply by the width
    of the trapezoids.  This must be performed by the caller.
        'function' is the function to evaluate (must accept vector arguments).
        'interval' is a sequence with lower and upper limits
                   of integration.
        'numtraps' is the number of trapezoids to use (must be a
                   power-of-2).
    """
    if numtraps <= 0:
        raise ValueError("numtraps must be > 0 in difftrap().")
    elif numtraps == 1:
        return 0.5*(function(interval[0])+function(interval[1]))
    else:
        numtosum = numtraps/2
        h = float(interval[1]-interval[0])/numtosum
        lox = interval[0] + 0.5 * h
        points = lox + h * np.arange(numtosum)
        s = np.sum(function(points), axis=0)
        return s


def _romberg_diff(b, c, k):
    """
    Compute the differences for the Romberg quadrature corrections.
    See Forman Acton's "Real Computing Made Real," p 143.
    """
    tmp = 4.0**k
    return (tmp * c - b)/(tmp - 1.0)


def _printresmat(function, interval, resmat):
    # Print the Romberg result matrix.
    i = j = 0
    print('Romberg integration of', repr(function), end=' ')
    print('from', interval)
    print('')
    print('%6s %9s %9s' % ('Steps', 'StepSize', 'Results'))
    for i in xrange(len(resmat)):
        print('%6d %9f' % (2**i, (interval[1]-interval[0])/(2.**i)), end=' ')
        for j in xrange(i+1):
            print('%9f' % (resmat[i][j]), end=' ')
        print('')
    print('')
    print('The final result is', resmat[i][j], end=' ')
    print('after', 2**(len(resmat)-1)+1, 'function evaluations.')


def romberg(function, a, b, args=(), tol=1.48e-8, rtol=1.48e-8, show=False,
            divmax=10, vec_func=False):
    """
    Romberg integration of a callable function or method.

    Returns the integral of `function` (a function of one variable)
    over the interval (`a`, `b`).

    If `show` is 1, the triangular array of the intermediate results
    will be printed.  If `vec_func` is True (default is False), then
    `function` is assumed to support vector arguments.

    Parameters
    ----------
    function : callable
        Function to be integrated.
    a : float
        Lower limit of integration.
    b : float
        Upper limit of integration.

    Returns
    -------
    results  : float
        Result of the integration.

    Other Parameters
    ----------------
    args : tuple, optional
        Extra arguments to pass to function. Each element of `args` will
        be passed as a single argument to `func`. Default is to pass no
        extra arguments.
    tol, rtol : float, optional
        The desired absolute and relative tolerances. Defaults are 1.48e-8.
    show : bool, optional
        Whether to print the results. Default is False.
    divmax : int, optional
        Maximum order of extrapolation. Default is 10.
    vec_func : bool, optional
        Whether `func` handles arrays as arguments (i.e whether it is a
        "vector" function). Default is False.

    See Also
    --------
    fixed_quad : Fixed-order Gaussian quadrature.
    quad : Adaptive quadrature using QUADPACK.
    dblquad : Double integrals.
    tplquad : Triple integrals.
    romb : Integrators for sampled data.
    simps : Integrators for sampled data.
    cumtrapz : Cumulative integration for sampled data.
    ode : ODE integrator.
    odeint : ODE integrator.

    References
    ----------
    .. [1] 'Romberg's method' https://en.wikipedia.org/wiki/Romberg%27s_method

    Examples
    --------
    Integrate a gaussian from 0 to 1 and compare to the error function.

    >>> from scipy import integrate
    >>> from scipy.special import erf
    >>> gaussian = lambda x: 1/np.sqrt(np.pi) * np.exp(-x**2)
    >>> result = integrate.romberg(gaussian, 0, 1, show=True)
    Romberg integration of <function vfunc at ...> from [0, 1]

    ::

       Steps  StepSize  Results
           1  1.000000  0.385872
           2  0.500000  0.412631  0.421551
           4  0.250000  0.419184  0.421368  0.421356
           8  0.125000  0.420810  0.421352  0.421350  0.421350
          16  0.062500  0.421215  0.421350  0.421350  0.421350  0.421350
          32  0.031250  0.421317  0.421350  0.421350  0.421350  0.421350  0.421350

    The final result is 0.421350396475 after 33 function evaluations.

    >>> print("%g %g" % (2*result, erf(1)))
    0.842701 0.842701

    """
    if np.isinf(a) or np.isinf(b):
        raise ValueError("Romberg integration only available "
                         "for finite limits.")
    vfunc = vectorize1(function, args, vec_func=vec_func)
    n = 1
    interval = [a, b]
    intrange = b - a
    ordsum = _difftrap(vfunc, interval, n)
    result = intrange * ordsum
    resmat = [[result]]
    err = np.inf
    last_row = resmat[0]
    for i in xrange(1, divmax+1):
        n *= 2
        ordsum += _difftrap(vfunc, interval, n)
        row = [intrange * ordsum / n]
        for k in xrange(i):
            row.append(_romberg_diff(last_row[k], row[k], k+1))
        result = row[i]
        lastresult = last_row[i-1]
        if show:
            resmat.append(row)
        err = abs(result - lastresult)
        if err < tol or err < rtol * abs(result):
            break
        last_row = row
    else:
        warnings.warn(
            "divmax (%d) exceeded. Latest difference = %e" % (divmax, err),
            AccuracyWarning)

    if show:
        _printresmat(vfunc, interval, resmat)
    return result


# Coefficients for Newton-Cotes quadrature
#
# These are the points being used
#  to construct the local interpolating polynomial
#  a are the weights for Newton-Cotes integration
#  B is the error coefficient.
#  error in these coefficients grows as N gets larger.
#  or as samples are closer and closer together

# You can use maxima to find these rational coefficients
#  for equally spaced data using the commands
#  a(i,N) := integrate(product(r-j,j,0,i-1) * product(r-j,j,i+1,N),r,0,N) / ((N-i)! * i!) * (-1)^(N-i);
#  Be(N) := N^(N+2)/(N+2)! * (N/(N+3) - sum((i/N)^(N+2)*a(i,N),i,0,N));
#  Bo(N) := N^(N+1)/(N+1)! * (N/(N+2) - sum((i/N)^(N+1)*a(i,N),i,0,N));
#  B(N) := (if (mod(N,2)=0) then Be(N) else Bo(N));
#
# pre-computed for equally-spaced weights
#
# num_a, den_a, int_a, num_B, den_B = _builtincoeffs[N]
#
#  a = num_a*array(int_a)/den_a
#  B = num_B*1.0 / den_B
#
#  integrate(f(x),x,x_0,x_N) = dx*sum(a*f(x_i)) + B*(dx)^(2k+3) f^(2k+2)(x*)
#    where k = N // 2
#
_builtincoeffs = {
    1: (1,2,[1,1],-1,12),
    2: (1,3,[1,4,1],-1,90),
    3: (3,8,[1,3,3,1],-3,80),
    4: (2,45,[7,32,12,32,7],-8,945),
    5: (5,288,[19,75,50,50,75,19],-275,12096),
    6: (1,140,[41,216,27,272,27,216,41],-9,1400),
    7: (7,17280,[751,3577,1323,2989,2989,1323,3577,751],-8183,518400),
    8: (4,14175,[989,5888,-928,10496,-4540,10496,-928,5888,989],
        -2368,467775),
    9: (9,89600,[2857,15741,1080,19344,5778,5778,19344,1080,
                 15741,2857], -4671, 394240),
    10: (5,299376,[16067,106300,-48525,272400,-260550,427368,
                   -260550,272400,-48525,106300,16067],
         -673175, 163459296),
    11: (11,87091200,[2171465,13486539,-3237113, 25226685,-9595542,
                      15493566,15493566,-9595542,25226685,-3237113,
                      13486539,2171465], -2224234463, 237758976000),
    12: (1, 5255250, [1364651,9903168,-7587864,35725120,-51491295,
                      87516288,-87797136,87516288,-51491295,35725120,
                      -7587864,9903168,1364651], -3012, 875875),
    13: (13, 402361344000,[8181904909, 56280729661, -31268252574,
                           156074417954,-151659573325,206683437987,
                           -43111992612,-43111992612,206683437987,
                           -151659573325,156074417954,-31268252574,
                           56280729661,8181904909], -2639651053,
         344881152000),
    14: (7, 2501928000, [90241897,710986864,-770720657,3501442784,
                         -6625093363,12630121616,-16802270373,19534438464,
                         -16802270373,12630121616,-6625093363,3501442784,
                         -770720657,710986864,90241897], -3740727473,
         1275983280000)
    }


def newton_cotes(rn, equal=0):
    r"""
    Return weights and error coefficient for Newton-Cotes integration.

    Suppose we have (N+1) samples of f at the positions
    x_0, x_1, ..., x_N.  Then an N-point Newton-Cotes formula for the
    integral between x_0 and x_N is:

    :math:`\int_{x_0}^{x_N} f(x)dx = \Delta x \sum_{i=0}^{N} a_i f(x_i)
    + B_N (\Delta x)^{N+2} f^{N+1} (\xi)`

    where :math:`\xi \in [x_0,x_N]`
    and :math:`\Delta x = \frac{x_N-x_0}{N}` is the average samples spacing.

    If the samples are equally-spaced and N is even, then the error
    term is :math:`B_N (\Delta x)^{N+3} f^{N+2}(\xi)`.

    Parameters
    ----------
    rn : int
        The integer order for equally-spaced data or the relative positions of
        the samples with the first sample at 0 and the last at N, where N+1 is
        the length of `rn`.  N is the order of the Newton-Cotes integration.
    equal : int, optional
        Set to 1 to enforce equally spaced data.

    Returns
    -------
    an : ndarray
        1-D array of weights to apply to the function at the provided sample
        positions.
    B : float
        Error coefficient.

    Examples
    --------
    Compute the integral of sin(x) in [0, :math:`\pi`]:

    >>> from scipy.integrate import newton_cotes
    >>> def f(x):
    ...     return np.sin(x)
    >>> a = 0
    >>> b = np.pi
    >>> exact = 2
    >>> for N in [2, 4, 6, 8, 10]:
    ...     x = np.linspace(a, b, N + 1)
    ...     an, B = newton_cotes(N, 1)
    ...     dx = (b - a) / N
    ...     quad = dx * np.sum(an * f(x))
    ...     error = abs(quad - exact)
    ...     print('{:2d}  {:10.9f}  {:.5e}'.format(N, quad, error))
    ...
     2   2.094395102   9.43951e-02
     4   1.998570732   1.42927e-03
     6   2.000017814   1.78136e-05
     8   1.999999835   1.64725e-07
    10   2.000000001   1.14677e-09

    Notes
    -----
    Normally, the Newton-Cotes rules are used on smaller integration
    regions and a composite rule is used to return the total integral.

    """
    try:
        N = len(rn)-1
        if equal:
            rn = np.arange(N+1)
        elif np.all(np.diff(rn) == 1):
            equal = 1
    except Exception:
        N = rn
        rn = np.arange(N+1)
        equal = 1

    if equal and N in _builtincoeffs:
        na, da, vi, nb, db = _builtincoeffs[N]
        an = na * np.array(vi, dtype=float) / da
        return an, float(nb)/db

    if (rn[0] != 0) or (rn[-1] != N):
        raise ValueError("The sample positions must start at 0"
                         " and end at N")
    yi = rn / float(N)
    ti = 2 * yi - 1
    nvec = np.arange(N+1)
    C = ti ** nvec[:, np.newaxis]
    Cinv = np.linalg.inv(C)
    # improve precision of result
    for i in range(2):
        Cinv = 2*Cinv - Cinv.dot(C).dot(Cinv)
    vec = 2.0 / (nvec[::2]+1)
    ai = Cinv[:, ::2].dot(vec) * (N / 2.)

    if (N % 2 == 0) and equal:
        BN = N/(N+3.)
        power = N+2
    else:
        BN = N/(N+2.)
        power = N+1

    BN = BN - np.dot(yi**power, ai)
    p1 = power+1
    fac = power*math.log(N) - gammaln(p1)
    fac = math.exp(fac)
    return ai, BN*fac