Cython optimize root finding API — SciPy v1.15.2 Manual (original) (raw)
The underlying C functions for the following root finders can be accessed directly using Cython:
The Cython API for the root finding functions is similar except there is nodisp argument. Import the root finding functions using cimport fromscipy.optimize.cython_optimize.
from scipy.optimize.cython_optimize cimport bisect, ridder, brentq, brenth
Callback signature#
The zeros functions in 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) noexcept
Examples#
Usage of cython_optimize requires Cython to write callbacks that are compiled into C. For more information on compiling Cython, see theCython Documentation.
These are the basic steps:
- Create a Cython
.pyxfile, for example:myexample.pyx. - Import the desired root finder from cython_optimize.
- Write the callback function, and call the selected root finding 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) noexcept:
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
- Create a Cython
.pxdfile if you need to export any Cython functions.
Full output#
The functions in 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 outputstruct must be type zeros_full_output, which is defined inscipy.optimize.cython_optimize with the following fields:
int funcalls: number of function callsint iterations: number of iterationsint error_num: error numberdouble root: root of function
The root is copied by cython_optimize to the full outputstruct. 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()