Static code analysis and corrections

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/_test_multivariate.c

@@ -0,0 +1,140 @@
+#include <Python.h>
+
+#include "math.h"
+
+const double PI = 3.141592653589793238462643383279502884;
+
+static double
+_multivariate_typical(int n, double *args)
+{
+    return cos(args[1] * args[0] - args[2] * sin(args[0])) / PI;
+}
+
+static double
+_multivariate_indefinite(int n, double *args)
+{
+    return -exp(-args[0]) * log(args[0]);
+}
+
+static double
+_multivariate_sin(int n, double *args)
+{
+    return sin(args[0]);
+}
+
+static double
+_sin_0(double x, void *user_data)
+{
+    return sin(x);
+}
+
+static double
+_sin_1(int ndim, double *x, void *user_data)
+{
+    return sin(x[0]);
+}
+
+static double
+_sin_2(double x)
+{
+    return sin(x);
+}
+
+static double
+_sin_3(int ndim, double *x)
+{
+    return sin(x[0]);
+}
+
+
+typedef struct {
+    char *name;
+    void *ptr;
+} routine_t;
+
+
+static const routine_t routines[] = {
+    {"_multivariate_typical", &_multivariate_typical},
+    {"_multivariate_indefinite", &_multivariate_indefinite},
+    {"_multivariate_sin", &_multivariate_sin},
+    {"_sin_0", &_sin_0},
+    {"_sin_1", &_sin_1},
+    {"_sin_2", &_sin_2},
+    {"_sin_3", &_sin_3}
+};
+
+
+static int create_pointers(PyObject *module)
+{
+    PyObject *d, *obj = NULL;
+    int i;
+
+    d = PyModule_GetDict(module);
+    if (d == NULL) {
+        goto fail;
+    }
+
+    for (i = 0; i < sizeof(routines) / sizeof(routine_t); ++i) {
+        obj = PyLong_FromVoidPtr(routines[i].ptr);
+        if (obj == NULL) {
+            goto fail;
+        }
+
+        if (PyDict_SetItemString(d, routines[i].name, obj)) {
+            goto fail;
+        }
+
+        Py_DECREF(obj);
+        obj = NULL;
+    }
+
+    Py_XDECREF(obj);
+    return 0;
+
+fail:
+    Py_XDECREF(obj);
+    return -1;
+}
+
+
+#if PY_MAJOR_VERSION >= 3
+static struct PyModuleDef moduledef = {
+    PyModuleDef_HEAD_INIT,
+    "_test_multivariate",
+    NULL,
+    -1,
+    NULL, /* Empty methods section */
+    NULL,
+    NULL,
+    NULL,
+    NULL
+};
+
+PyMODINIT_FUNC
+PyInit__test_multivariate(void)
+{
+    PyObject *m;
+    m = PyModule_Create(&moduledef);
+    if (m == NULL) {
+        return NULL;
+    }
+    if (create_pointers(m)) {
+        Py_DECREF(m);
+        return NULL;
+    }
+    return m;
+}
+
+#else
+
+PyMODINIT_FUNC
+init_test_multivariate(void)
+{
+    PyObject *m;
+    m = Py_InitModule("_test_multivariate", NULL);
+    if (m == NULL) {
+        return;
+    }
+    create_pointers(m);
+}
+#endif

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/banded5x5.f

@@ -0,0 +1,240 @@
+c   banded5x5.f
+c
+c   This Fortran library contains implementations of the
+c   differential equation
+c       dy/dt = A*y
+c   where A is a 5x5 banded matrix (see below for the actual
+c   values).  These functions will be used to test
+c   scipy.integrate.odeint.
+c
+c   The idea is to solve the system two ways: pure Fortran, and
+c   using odeint.  The "pure Fortran" solver is implemented in
+c   the subroutine banded5x5_solve below.  It calls LSODA to
+c   solve the system.
+c
+c   To solve the same system using odeint, the functions in this
+c   file are given a python wrapper using f2py.  Then the code
+c   in test_odeint_jac.py uses the wrapper to implement the
+c   equation and Jacobian functions required by odeint.  Because
+c   those functions ultimately call the Fortran routines defined
+c   in this file, the two method (pure Fortran and odeint) should
+c   produce exactly the same results.  (That's assuming floating
+c   point calculations are deterministic, which can be an
+c   incorrect assumption.)  If we simply re-implemented the
+c   equation and Jacobian functions using just python and numpy,
+c   the floating point calculations would not be performed in
+c   the same sequence as in the Fortran code, and we would obtain
+c   different answers.  The answer for either method would be
+c   numerically "correct", but the errors would be different,
+c   and the counts of function and Jacobian evaluations would
+c   likely be different.
+c
+      block data jacobian
+      implicit none
+
+      double precision bands
+      dimension bands(4,5)
+      common /jac/ bands
+
+c     The data for a banded Jacobian stored in packed banded
+c     format.  The full Jacobian is
+c
+c           -1,  0.25,     0,     0,     0
+c         0.25,    -5,  0.25,     0,     0
+c         0.10,  0.25,   -25,  0.25,     0
+c            0,  0.10,  0.25,  -125,  0.25
+c            0,     0,  0.10,  0.25,  -625
+c
+c     The columns in the following layout of numbers are
+c     the upper diagonal, main diagonal and two lower diagonals
+c     (i.e. each row in the layout is a column of the packed
+c     banded Jacobian).  The values 0.00D0 are in the "don't
+c     care" positions.
+
+      data bands/
+     +      0.00D0,   -1.0D0, 0.25D0, 0.10D0,
+     +      0.25D0,   -5.0D0, 0.25D0, 0.10D0,
+     +      0.25D0,  -25.0D0, 0.25D0, 0.10D0,
+     +      0.25D0, -125.0D0, 0.25D0, 0.00D0,
+     +      0.25D0, -625.0D0, 0.00D0, 0.00D0
+     +      /
+
+      end
+
+      subroutine getbands(jac)
+      double precision jac
+      dimension jac(4, 5)
+cf2py intent(out) jac
+
+      double precision bands
+      dimension bands(4,5)
+      common /jac/ bands
+
+      integer i, j
+      do 5 i = 1, 4
+          do 5 j = 1, 5
+              jac(i, j) = bands(i, j)
+ 5    continue
+
+      return
+      end
+
+c
+c Differential equations, right-hand-side
+c
+      subroutine banded5x5(n, t, y, f)
+      implicit none
+      integer n
+      double precision t, y, f
+      dimension y(n), f(n)
+
+      double precision bands
+      dimension bands(4,5)
+      common /jac/ bands
+
+      f(1) = bands(2,1)*y(1) + bands(1,2)*y(2)
+      f(2) = bands(3,1)*y(1) + bands(2,2)*y(2) + bands(1,3)*y(3)
+      f(3) = bands(4,1)*y(1) + bands(3,2)*y(2) + bands(2,3)*y(3)
+     +                                         + bands(1,4)*y(4)
+      f(4) = bands(4,2)*y(2) + bands(3,3)*y(3) + bands(2,4)*y(4)
+     +                                         + bands(1,5)*y(5)
+      f(5) = bands(4,3)*y(3) + bands(3,4)*y(4) + bands(2,5)*y(5)
+
+      return
+      end
+
+c
+c Jacobian
+c
+c The subroutine assumes that the full Jacobian is to be computed.
+c ml and mu are ignored, and nrowpd is assumed to be n.
+c
+      subroutine banded5x5_jac(n, t, y, ml, mu, jac, nrowpd)
+      implicit none
+      integer n, ml, mu, nrowpd
+      double precision t, y, jac
+      dimension y(n), jac(nrowpd, n)
+
+      integer i, j
+
+      double precision bands
+      dimension bands(4,5)
+      common /jac/ bands
+
+      do 15 i = 1, 4
+          do 15 j = 1, 5
+              if ((i - j) .gt. 0) then
+                  jac(i - j, j) = bands(i, j)
+              end if
+15    continue
+
+      return
+      end
+
+c
+c Banded Jacobian
+c
+c ml = 2, mu = 1
+c
+      subroutine banded5x5_bjac(n, t, y, ml, mu, bjac, nrowpd)
+      implicit none
+      integer n, ml, mu, nrowpd
+      double precision t, y, bjac
+      dimension y(5), bjac(nrowpd, n)
+
+      integer i, j
+
+      double precision bands
+      dimension bands(4,5)
+      common /jac/ bands
+
+      do 20 i = 1, 4
+          do 20 j = 1, 5
+              bjac(i, j) = bands(i, j)
+ 20   continue
+
+      return
+      end
+
+
+      subroutine banded5x5_solve(y, nsteps, dt, jt, nst, nfe, nje)
+
+c     jt is the Jacobian type:
+c         jt = 1  Use the full Jacobian.
+c         jt = 4  Use the banded Jacobian.
+c     nst, nfe and nje are outputs:
+c         nst:  Total number of internal steps
+c         nfe:  Total number of function (i.e. right-hand-side)
+c               evaluations
+c         nje:  Total number of Jacobian evaluations
+
+      implicit none
+
+      external banded5x5
+      external banded5x5_jac
+      external banded5x5_bjac
+      external LSODA
+
+c     Arguments...
+      double precision y, dt
+      integer nsteps, jt, nst, nfe, nje
+cf2py intent(inout) y
+cf2py intent(in) nsteps, dt, jt
+cf2py intent(out) nst, nfe, nje
+
+c     Local variables...
+      double precision atol, rtol, t, tout, rwork
+      integer iwork
+      dimension y(5), rwork(500), iwork(500)
+      integer neq, i
+      integer itol, iopt, itask, istate, lrw, liw
+
+c     Common block...
+      double precision jacband
+      dimension jacband(4,5)
+      common /jac/ jacband
+
+c     --- t range ---
+      t = 0.0D0
+
+c     --- Solver tolerances ---
+      rtol = 1.0D-11
+      atol = 1.0D-13
+      itol = 1
+
+c     --- Other LSODA parameters ---
+      neq = 5
+      itask = 1
+      istate = 1
+      iopt = 0
+      iwork(1) = 2
+      iwork(2) = 1
+      lrw = 500
+      liw = 500
+
+c     --- Call LSODA in a loop to compute the solution ---
+      do 40 i = 1, nsteps
+          tout = i*dt
+          if (jt .eq. 1) then
+              call LSODA(banded5x5, neq, y, t, tout,
+     &               itol, rtol, atol, itask, istate, iopt,
+     &               rwork, lrw, iwork, liw,
+     &               banded5x5_jac, jt)
+          else
+              call LSODA(banded5x5, neq, y, t, tout,
+     &               itol, rtol, atol, itask, istate, iopt,
+     &               rwork, lrw, iwork, liw,
+     &               banded5x5_bjac, jt)
+          end if
+ 40       if (istate .lt. 0) goto 80
+
+      nst = iwork(11)
+      nfe = iwork(12)
+      nje = iwork(13)
+
+      return
+
+ 80   write (6,89) istate
+ 89   format(1X,"Error: istate=",I3)
+      return
+      end

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_banded_ode_solvers.py

@@ -0,0 +1,224 @@
+
+from __future__ import division, print_function, absolute_import
+
+import itertools
+import numpy as np
+from numpy.testing import assert_allclose
+from scipy.integrate import ode
+
+
+def _band_count(a):
+    """Returns ml and mu, the lower and upper band sizes of a."""
+    nrows, ncols = a.shape
+    ml = 0
+    for k in range(-nrows+1, 0):
+        if np.diag(a, k).any():
+            ml = -k
+            break
+    mu = 0
+    for k in range(nrows-1, 0, -1):
+        if np.diag(a, k).any():
+            mu = k
+            break
+    return ml, mu
+
+
+def _linear_func(t, y, a):
+    """Linear system dy/dt = a * y"""
+    return a.dot(y)
+
+
+def _linear_jac(t, y, a):
+    """Jacobian of a * y is a."""
+    return a
+
+
+def _linear_banded_jac(t, y, a):
+    """Banded Jacobian."""
+    ml, mu = _band_count(a)
+    bjac = []
+    for k in range(mu, 0, -1):
+        bjac.append(np.r_[[0] * k, np.diag(a, k)])
+    bjac.append(np.diag(a))
+    for k in range(-1, -ml-1, -1):
+        bjac.append(np.r_[np.diag(a, k), [0] * (-k)])
+    return bjac
+
+
+def _solve_linear_sys(a, y0, tend=1, dt=0.1,
+                      solver=None, method='bdf', use_jac=True,
+                      with_jacobian=False, banded=False):
+    """Use scipy.integrate.ode to solve a linear system of ODEs.
+
+    a : square ndarray
+        Matrix of the linear system to be solved.
+    y0 : ndarray
+        Initial condition
+    tend : float
+        Stop time.
+    dt : float
+        Step size of the output.
+    solver : str
+        If not None, this must be "vode", "lsoda" or "zvode".
+    method : str
+        Either "bdf" or "adams".
+    use_jac : bool
+        Determines if the jacobian function is passed to ode().
+    with_jacobian : bool
+        Passed to ode.set_integrator().
+    banded : bool
+        Determines whether a banded or full jacobian is used.
+        If `banded` is True, `lband` and `uband` are determined by the
+        values in `a`.
+    """
+    if banded:
+        lband, uband = _band_count(a)
+    else:
+        lband = None
+        uband = None
+
+    if use_jac:
+        if banded:
+            r = ode(_linear_func, _linear_banded_jac)
+        else:
+            r = ode(_linear_func, _linear_jac)
+    else:
+        r = ode(_linear_func)
+
+    if solver is None:
+        if np.iscomplexobj(a):
+            solver = "zvode"
+        else:
+            solver = "vode"
+
+    r.set_integrator(solver,
+                     with_jacobian=with_jacobian,
+                     method=method,
+                     lband=lband, uband=uband,
+                     rtol=1e-9, atol=1e-10,
+                     )
+    t0 = 0
+    r.set_initial_value(y0, t0)
+    r.set_f_params(a)
+    r.set_jac_params(a)
+
+    t = [t0]
+    y = [y0]
+    while r.successful() and r.t < tend:
+        r.integrate(r.t + dt)
+        t.append(r.t)
+        y.append(r.y)
+
+    t = np.array(t)
+    y = np.array(y)
+    return t, y
+
+
+def _analytical_solution(a, y0, t):
+    """
+    Analytical solution to the linear differential equations dy/dt = a*y.
+
+    The solution is only valid if `a` is diagonalizable.
+
+    Returns a 2-d array with shape (len(t), len(y0)).
+    """
+    lam, v = np.linalg.eig(a)
+    c = np.linalg.solve(v, y0)
+    e = c * np.exp(lam * t.reshape(-1, 1))
+    sol = e.dot(v.T)
+    return sol
+
+
+def test_banded_ode_solvers():
+    # Test the "lsoda", "vode" and "zvode" solvers of the `ode` class
+    # with a system that has a banded Jacobian matrix.
+
+    t_exact = np.linspace(0, 1.0, 5)
+
+    # --- Real arrays for testing the "lsoda" and "vode" solvers ---
+
+    # lband = 2, uband = 1:
+    a_real = np.array([[-0.6, 0.1, 0.0, 0.0, 0.0],
+                       [0.2, -0.5, 0.9, 0.0, 0.0],
+                       [0.1, 0.1, -0.4, 0.1, 0.0],
+                       [0.0, 0.3, -0.1, -0.9, -0.3],
+                       [0.0, 0.0, 0.1, 0.1, -0.7]])
+
+    # lband = 0, uband = 1:
+    a_real_upper = np.triu(a_real)
+
+    # lband = 2, uband = 0:
+    a_real_lower = np.tril(a_real)
+
+    # lband = 0, uband = 0:
+    a_real_diag = np.triu(a_real_lower)
+
+    real_matrices = [a_real, a_real_upper, a_real_lower, a_real_diag]
+    real_solutions = []
+
+    for a in real_matrices:
+        y0 = np.arange(1, a.shape[0] + 1)
+        y_exact = _analytical_solution(a, y0, t_exact)
+        real_solutions.append((y0, t_exact, y_exact))
+
+    def check_real(idx, solver, meth, use_jac, with_jac, banded):
+        a = real_matrices[idx]
+        y0, t_exact, y_exact = real_solutions[idx]
+        t, y = _solve_linear_sys(a, y0,
+                                 tend=t_exact[-1],
+                                 dt=t_exact[1] - t_exact[0],
+                                 solver=solver,
+                                 method=meth,
+                                 use_jac=use_jac,
+                                 with_jacobian=with_jac,
+                                 banded=banded)
+        assert_allclose(t, t_exact)
+        assert_allclose(y, y_exact)
+
+    for idx in range(len(real_matrices)):
+        p = [['vode', 'lsoda'],  # solver
+             ['bdf', 'adams'],   # method
+             [False, True],      # use_jac
+             [False, True],      # with_jacobian
+             [False, True]]      # banded
+        for solver, meth, use_jac, with_jac, banded in itertools.product(*p):
+            check_real(idx, solver, meth, use_jac, with_jac, banded)
+
+    # --- Complex arrays for testing the "zvode" solver ---
+
+    # complex, lband = 2, uband = 1:
+    a_complex = a_real - 0.5j * a_real
+
+    # complex, lband = 0, uband = 0:
+    a_complex_diag = np.diag(np.diag(a_complex))
+
+    complex_matrices = [a_complex, a_complex_diag]
+    complex_solutions = []
+
+    for a in complex_matrices:
+        y0 = np.arange(1, a.shape[0] + 1) + 1j
+        y_exact = _analytical_solution(a, y0, t_exact)
+        complex_solutions.append((y0, t_exact, y_exact))
+
+    def check_complex(idx, solver, meth, use_jac, with_jac, banded):
+        a = complex_matrices[idx]
+        y0, t_exact, y_exact = complex_solutions[idx]
+        t, y = _solve_linear_sys(a, y0,
+                                 tend=t_exact[-1],
+                                 dt=t_exact[1] - t_exact[0],
+                                 solver=solver,
+                                 method=meth,
+                                 use_jac=use_jac,
+                                 with_jacobian=with_jac,
+                                 banded=banded)
+        assert_allclose(t, t_exact)
+        assert_allclose(y, y_exact)
+
+    for idx in range(len(complex_matrices)):
+        p = [['bdf', 'adams'],   # method
+             [False, True],      # use_jac
+             [False, True],      # with_jacobian
+             [False, True]]      # banded
+        for meth, use_jac, with_jac, banded in itertools.product(*p):
+            check_complex(idx, "zvode", meth, use_jac, with_jac, banded)
+

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_bvp.py

@@ -0,0 +1,553 @@
+from __future__ import division, print_function, absolute_import
+
+import sys
+
+try:
+    from StringIO import StringIO
+except ImportError:
+    from io import StringIO
+
+import numpy as np
+from numpy.testing import (assert_, assert_array_equal, assert_allclose,
+                           assert_equal)
+from pytest import raises as assert_raises
+
+from scipy.sparse import coo_matrix
+from scipy.special import erf
+from scipy.integrate._bvp import (modify_mesh, estimate_fun_jac,
+                                  estimate_bc_jac, compute_jac_indices,
+                                  construct_global_jac, solve_bvp)
+
+
+def exp_fun(x, y):
+    return np.vstack((y[1], y[0]))
+
+
+def exp_fun_jac(x, y):
+    df_dy = np.empty((2, 2, x.shape[0]))
+    df_dy[0, 0] = 0
+    df_dy[0, 1] = 1
+    df_dy[1, 0] = 1
+    df_dy[1, 1] = 0
+    return df_dy
+
+
+def exp_bc(ya, yb):
+    return np.hstack((ya[0] - 1, yb[0]))
+
+
+def exp_bc_complex(ya, yb):
+    return np.hstack((ya[0] - 1 - 1j, yb[0]))
+
+
+def exp_bc_jac(ya, yb):
+    dbc_dya = np.array([
+        [1, 0],
+        [0, 0]
+    ])
+    dbc_dyb = np.array([
+        [0, 0],
+        [1, 0]
+    ])
+    return dbc_dya, dbc_dyb
+
+
+def exp_sol(x):
+    return (np.exp(-x) - np.exp(x - 2)) / (1 - np.exp(-2))
+
+
+def sl_fun(x, y, p):
+    return np.vstack((y[1], -p[0]**2 * y[0]))
+
+
+def sl_fun_jac(x, y, p):
+    n, m = y.shape
+    df_dy = np.empty((n, 2, m))
+    df_dy[0, 0] = 0
+    df_dy[0, 1] = 1
+    df_dy[1, 0] = -p[0]**2
+    df_dy[1, 1] = 0
+
+    df_dp = np.empty((n, 1, m))
+    df_dp[0, 0] = 0
+    df_dp[1, 0] = -2 * p[0] * y[0]
+
+    return df_dy, df_dp
+
+
+def sl_bc(ya, yb, p):
+    return np.hstack((ya[0], yb[0], ya[1] - p[0]))
+
+
+def sl_bc_jac(ya, yb, p):
+    dbc_dya = np.zeros((3, 2))
+    dbc_dya[0, 0] = 1
+    dbc_dya[2, 1] = 1
+
+    dbc_dyb = np.zeros((3, 2))
+    dbc_dyb[1, 0] = 1
+
+    dbc_dp = np.zeros((3, 1))
+    dbc_dp[2, 0] = -1
+
+    return dbc_dya, dbc_dyb, dbc_dp
+
+
+def sl_sol(x, p):
+    return np.sin(p[0] * x)
+
+
+def emden_fun(x, y):
+    return np.vstack((y[1], -y[0]**5))
+
+
+def emden_fun_jac(x, y):
+    df_dy = np.empty((2, 2, x.shape[0]))
+    df_dy[0, 0] = 0
+    df_dy[0, 1] = 1
+    df_dy[1, 0] = -5 * y[0]**4
+    df_dy[1, 1] = 0
+    return df_dy
+
+
+def emden_bc(ya, yb):
+    return np.array([ya[1], yb[0] - (3/4)**0.5])
+
+
+def emden_bc_jac(ya, yb):
+    dbc_dya = np.array([
+        [0, 1],
+        [0, 0]
+    ])
+    dbc_dyb = np.array([
+        [0, 0],
+        [1, 0]
+    ])
+    return dbc_dya, dbc_dyb
+
+
+def emden_sol(x):
+    return (1 + x**2/3)**-0.5
+
+
+def undefined_fun(x, y):
+    return np.zeros_like(y)
+
+
+def undefined_bc(ya, yb):
+    return np.array([ya[0], yb[0] - 1])
+
+
+def big_fun(x, y):
+    f = np.zeros_like(y)
+    f[::2] = y[1::2]
+    return f
+
+
+def big_bc(ya, yb):
+    return np.hstack((ya[::2], yb[::2] - 1))
+
+
+def big_sol(x, n):
+    y = np.ones((2 * n, x.size))
+    y[::2] = x
+    return x
+
+
+def shock_fun(x, y):
+    eps = 1e-3
+    return np.vstack((
+        y[1],
+        -(x * y[1] + eps * np.pi**2 * np.cos(np.pi * x) +
+          np.pi * x * np.sin(np.pi * x)) / eps
+    ))
+
+
+def shock_bc(ya, yb):
+    return np.array([ya[0] + 2, yb[0]])
+
+
+def shock_sol(x):
+    eps = 1e-3
+    k = np.sqrt(2 * eps)
+    return np.cos(np.pi * x) + erf(x / k) / erf(1 / k)
+
+
+def test_modify_mesh():
+    x = np.array([0, 1, 3, 9], dtype=float)
+    x_new = modify_mesh(x, np.array([0]), np.array([2]))
+    assert_array_equal(x_new, np.array([0, 0.5, 1, 3, 5, 7, 9]))
+
+    x = np.array([-6, -3, 0, 3, 6], dtype=float)
+    x_new = modify_mesh(x, np.array([1], dtype=int), np.array([0, 2, 3]))
+    assert_array_equal(x_new, [-6, -5, -4, -3, -1.5, 0, 1, 2, 3, 4, 5, 6])
+
+
+def test_compute_fun_jac():
+    x = np.linspace(0, 1, 5)
+    y = np.empty((2, x.shape[0]))
+    y[0] = 0.01
+    y[1] = 0.02
+    p = np.array([])
+    df_dy, df_dp = estimate_fun_jac(lambda x, y, p: exp_fun(x, y), x, y, p)
+    df_dy_an = exp_fun_jac(x, y)
+    assert_allclose(df_dy, df_dy_an)
+    assert_(df_dp is None)
+
+    x = np.linspace(0, np.pi, 5)
+    y = np.empty((2, x.shape[0]))
+    y[0] = np.sin(x)
+    y[1] = np.cos(x)
+    p = np.array([1.0])
+    df_dy, df_dp = estimate_fun_jac(sl_fun, x, y, p)
+    df_dy_an, df_dp_an = sl_fun_jac(x, y, p)
+    assert_allclose(df_dy, df_dy_an)
+    assert_allclose(df_dp, df_dp_an)
+
+    x = np.linspace(0, 1, 10)
+    y = np.empty((2, x.shape[0]))
+    y[0] = (3/4)**0.5
+    y[1] = 1e-4
+    p = np.array([])
+    df_dy, df_dp = estimate_fun_jac(lambda x, y, p: emden_fun(x, y), x, y, p)
+    df_dy_an = emden_fun_jac(x, y)
+    assert_allclose(df_dy, df_dy_an)
+    assert_(df_dp is None)
+
+
+def test_compute_bc_jac():
+    ya = np.array([-1.0, 2])
+    yb = np.array([0.5, 3])
+    p = np.array([])
+    dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(
+        lambda ya, yb, p: exp_bc(ya, yb), ya, yb, p)
+    dbc_dya_an, dbc_dyb_an = exp_bc_jac(ya, yb)
+    assert_allclose(dbc_dya, dbc_dya_an)
+    assert_allclose(dbc_dyb, dbc_dyb_an)
+    assert_(dbc_dp is None)
+
+    ya = np.array([0.0, 1])
+    yb = np.array([0.0, -1])
+    p = np.array([0.5])
+    dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(sl_bc, ya, yb, p)
+    dbc_dya_an, dbc_dyb_an, dbc_dp_an = sl_bc_jac(ya, yb, p)
+    assert_allclose(dbc_dya, dbc_dya_an)
+    assert_allclose(dbc_dyb, dbc_dyb_an)
+    assert_allclose(dbc_dp, dbc_dp_an)
+
+    ya = np.array([0.5, 100])
+    yb = np.array([-1000, 10.5])
+    p = np.array([])
+    dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(
+        lambda ya, yb, p: emden_bc(ya, yb), ya, yb, p)
+    dbc_dya_an, dbc_dyb_an = emden_bc_jac(ya, yb)
+    assert_allclose(dbc_dya, dbc_dya_an)
+    assert_allclose(dbc_dyb, dbc_dyb_an)
+    assert_(dbc_dp is None)
+
+
+def test_compute_jac_indices():
+    n = 2
+    m = 4
+    k = 2
+    i, j = compute_jac_indices(n, m, k)
+    s = coo_matrix((np.ones_like(i), (i, j))).toarray()
+    s_true = np.array([
+        [1, 1, 1, 1, 0, 0, 0, 0, 1, 1],
+        [1, 1, 1, 1, 0, 0, 0, 0, 1, 1],
+        [0, 0, 1, 1, 1, 1, 0, 0, 1, 1],
+        [0, 0, 1, 1, 1, 1, 0, 0, 1, 1],
+        [0, 0, 0, 0, 1, 1, 1, 1, 1, 1],
+        [0, 0, 0, 0, 1, 1, 1, 1, 1, 1],
+        [1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
+        [1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
+        [1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
+        [1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
+    ])
+    assert_array_equal(s, s_true)
+
+
+def test_compute_global_jac():
+    n = 2
+    m = 5
+    k = 1
+    i_jac, j_jac = compute_jac_indices(2, 5, 1)
+    x = np.linspace(0, 1, 5)
+    h = np.diff(x)
+    y = np.vstack((np.sin(np.pi * x), np.pi * np.cos(np.pi * x)))
+    p = np.array([3.0])
+
+    f = sl_fun(x, y, p)
+
+    x_middle = x[:-1] + 0.5 * h
+    y_middle = 0.5 * (y[:, :-1] + y[:, 1:]) - h/8 * (f[:, 1:] - f[:, :-1])
+
+    df_dy, df_dp = sl_fun_jac(x, y, p)
+    df_dy_middle, df_dp_middle = sl_fun_jac(x_middle, y_middle, p)
+    dbc_dya, dbc_dyb, dbc_dp = sl_bc_jac(y[:, 0], y[:, -1], p)
+
+    J = construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle,
+                             df_dp, df_dp_middle, dbc_dya, dbc_dyb, dbc_dp)
+    J = J.toarray()
+
+    def J_block(h, p):
+        return np.array([
+            [h**2*p**2/12 - 1, -0.5*h, -h**2*p**2/12 + 1, -0.5*h],
+            [0.5*h*p**2, h**2*p**2/12 - 1, 0.5*h*p**2, 1 - h**2*p**2/12]
+        ])
+
+    J_true = np.zeros((m * n + k, m * n + k))
+    for i in range(m - 1):
+        J_true[i * n: (i + 1) * n, i * n: (i + 2) * n] = J_block(h[i], p)
+
+    J_true[:(m - 1) * n:2, -1] = p * h**2/6 * (y[0, :-1] - y[0, 1:])
+    J_true[1:(m - 1) * n:2, -1] = p * (h * (y[0, :-1] + y[0, 1:]) +
+                                       h**2/6 * (y[1, :-1] - y[1, 1:]))
+
+    J_true[8, 0] = 1
+    J_true[9, 8] = 1
+    J_true[10, 1] = 1
+    J_true[10, 10] = -1
+
+    assert_allclose(J, J_true, rtol=1e-10)
+
+    df_dy, df_dp = estimate_fun_jac(sl_fun, x, y, p)
+    df_dy_middle, df_dp_middle = estimate_fun_jac(sl_fun, x_middle, y_middle, p)
+    dbc_dya, dbc_dyb, dbc_dp = estimate_bc_jac(sl_bc, y[:, 0], y[:, -1], p)
+    J = construct_global_jac(n, m, k, i_jac, j_jac, h, df_dy, df_dy_middle,
+                             df_dp, df_dp_middle, dbc_dya, dbc_dyb, dbc_dp)
+    J = J.toarray()
+    assert_allclose(J, J_true, rtol=1e-8, atol=1e-9)
+
+
+def test_parameter_validation():
+    x = [0, 1, 0.5]
+    y = np.zeros((2, 3))
+    assert_raises(ValueError, solve_bvp, exp_fun, exp_bc, x, y)
+
+    x = np.linspace(0, 1, 5)
+    y = np.zeros((2, 4))
+    assert_raises(ValueError, solve_bvp, exp_fun, exp_bc, x, y)
+
+    fun = lambda x, y, p: exp_fun(x, y)
+    bc = lambda ya, yb, p: exp_bc(ya, yb)
+
+    y = np.zeros((2, x.shape[0]))
+    assert_raises(ValueError, solve_bvp, fun, bc, x, y, p=[1])
+
+    def wrong_shape_fun(x, y):
+        return np.zeros(3)
+
+    assert_raises(ValueError, solve_bvp, wrong_shape_fun, bc, x, y)
+
+    S = np.array([[0, 0]])
+    assert_raises(ValueError, solve_bvp, exp_fun, exp_bc, x, y, S=S)
+
+
+def test_no_params():
+    x = np.linspace(0, 1, 5)
+    x_test = np.linspace(0, 1, 100)
+    y = np.zeros((2, x.shape[0]))
+    for fun_jac in [None, exp_fun_jac]:
+        for bc_jac in [None, exp_bc_jac]:
+            sol = solve_bvp(exp_fun, exp_bc, x, y, fun_jac=fun_jac,
+                            bc_jac=bc_jac)
+
+            assert_equal(sol.status, 0)
+            assert_(sol.success)
+
+            assert_equal(sol.x.size, 5)
+
+            sol_test = sol.sol(x_test)
+
+            assert_allclose(sol_test[0], exp_sol(x_test), atol=1e-5)
+
+            f_test = exp_fun(x_test, sol_test)
+            r = sol.sol(x_test, 1) - f_test
+            rel_res = r / (1 + np.abs(f_test))
+            norm_res = np.sum(rel_res**2, axis=0)**0.5
+            assert_(np.all(norm_res < 1e-3))
+
+            assert_(np.all(sol.rms_residuals < 1e-3))
+            assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+            assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_with_params():
+    x = np.linspace(0, np.pi, 5)
+    x_test = np.linspace(0, np.pi, 100)
+    y = np.ones((2, x.shape[0]))
+
+    for fun_jac in [None, sl_fun_jac]:
+        for bc_jac in [None, sl_bc_jac]:
+            sol = solve_bvp(sl_fun, sl_bc, x, y, p=[0.5], fun_jac=fun_jac,
+                            bc_jac=bc_jac)
+
+            assert_equal(sol.status, 0)
+            assert_(sol.success)
+
+            assert_(sol.x.size < 10)
+
+            assert_allclose(sol.p, [1], rtol=1e-4)
+
+            sol_test = sol.sol(x_test)
+
+            assert_allclose(sol_test[0], sl_sol(x_test, [1]),
+                            rtol=1e-4, atol=1e-4)
+
+            f_test = sl_fun(x_test, sol_test, [1])
+            r = sol.sol(x_test, 1) - f_test
+            rel_res = r / (1 + np.abs(f_test))
+            norm_res = np.sum(rel_res ** 2, axis=0) ** 0.5
+            assert_(np.all(norm_res < 1e-3))
+
+            assert_(np.all(sol.rms_residuals < 1e-3))
+            assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+            assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_singular_term():
+    x = np.linspace(0, 1, 10)
+    x_test = np.linspace(0.05, 1, 100)
+    y = np.empty((2, 10))
+    y[0] = (3/4)**0.5
+    y[1] = 1e-4
+    S = np.array([[0, 0], [0, -2]])
+
+    for fun_jac in [None, emden_fun_jac]:
+        for bc_jac in [None, emden_bc_jac]:
+            sol = solve_bvp(emden_fun, emden_bc, x, y, S=S, fun_jac=fun_jac,
+                            bc_jac=bc_jac)
+
+            assert_equal(sol.status, 0)
+            assert_(sol.success)
+
+            assert_equal(sol.x.size, 10)
+
+            sol_test = sol.sol(x_test)
+            assert_allclose(sol_test[0], emden_sol(x_test), atol=1e-5)
+
+            f_test = emden_fun(x_test, sol_test) + S.dot(sol_test) / x_test
+            r = sol.sol(x_test, 1) - f_test
+            rel_res = r / (1 + np.abs(f_test))
+            norm_res = np.sum(rel_res ** 2, axis=0) ** 0.5
+
+            assert_(np.all(norm_res < 1e-3))
+            assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+            assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_complex():
+    # The test is essentially the same as test_no_params, but boundary
+    # conditions are turned into complex.
+    x = np.linspace(0, 1, 5)
+    x_test = np.linspace(0, 1, 100)
+    y = np.zeros((2, x.shape[0]), dtype=complex)
+    for fun_jac in [None, exp_fun_jac]:
+        for bc_jac in [None, exp_bc_jac]:
+            sol = solve_bvp(exp_fun, exp_bc_complex, x, y, fun_jac=fun_jac,
+                            bc_jac=bc_jac)
+
+            assert_equal(sol.status, 0)
+            assert_(sol.success)
+
+            sol_test = sol.sol(x_test)
+
+            assert_allclose(sol_test[0].real, exp_sol(x_test), atol=1e-5)
+            assert_allclose(sol_test[0].imag, exp_sol(x_test), atol=1e-5)
+
+            f_test = exp_fun(x_test, sol_test)
+            r = sol.sol(x_test, 1) - f_test
+            rel_res = r / (1 + np.abs(f_test))
+            norm_res = np.sum(np.real(rel_res * np.conj(rel_res)),
+                              axis=0) ** 0.5
+            assert_(np.all(norm_res < 1e-3))
+
+            assert_(np.all(sol.rms_residuals < 1e-3))
+            assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+            assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_failures():
+    x = np.linspace(0, 1, 2)
+    y = np.zeros((2, x.size))
+    res = solve_bvp(exp_fun, exp_bc, x, y, tol=1e-5, max_nodes=5)
+    assert_equal(res.status, 1)
+    assert_(not res.success)
+
+    x = np.linspace(0, 1, 5)
+    y = np.zeros((2, x.size))
+    res = solve_bvp(undefined_fun, undefined_bc, x, y)
+    assert_equal(res.status, 2)
+    assert_(not res.success)
+
+
+def test_big_problem():
+    n = 30
+    x = np.linspace(0, 1, 5)
+    y = np.zeros((2 * n, x.size))
+    sol = solve_bvp(big_fun, big_bc, x, y)
+
+    assert_equal(sol.status, 0)
+    assert_(sol.success)
+
+    sol_test = sol.sol(x)
+
+    assert_allclose(sol_test[0], big_sol(x, n))
+
+    f_test = big_fun(x, sol_test)
+    r = sol.sol(x, 1) - f_test
+    rel_res = r / (1 + np.abs(f_test))
+    norm_res = np.sum(np.real(rel_res * np.conj(rel_res)), axis=0) ** 0.5
+    assert_(np.all(norm_res < 1e-3))
+
+    assert_(np.all(sol.rms_residuals < 1e-3))
+    assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+    assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_shock_layer():
+    x = np.linspace(-1, 1, 5)
+    x_test = np.linspace(-1, 1, 100)
+    y = np.zeros((2, x.size))
+    sol = solve_bvp(shock_fun, shock_bc, x, y)
+
+    assert_equal(sol.status, 0)
+    assert_(sol.success)
+
+    assert_(sol.x.size < 110)
+
+    sol_test = sol.sol(x_test)
+    assert_allclose(sol_test[0], shock_sol(x_test), rtol=1e-5, atol=1e-5)
+
+    f_test = shock_fun(x_test, sol_test)
+    r = sol.sol(x_test, 1) - f_test
+    rel_res = r / (1 + np.abs(f_test))
+    norm_res = np.sum(rel_res ** 2, axis=0) ** 0.5
+
+    assert_(np.all(norm_res < 1e-3))
+    assert_allclose(sol.sol(sol.x), sol.y, rtol=1e-10, atol=1e-10)
+    assert_allclose(sol.sol(sol.x, 1), sol.yp, rtol=1e-10, atol=1e-10)
+
+
+def test_verbose():
+    # Smoke test that checks the printing does something and does not crash
+    x = np.linspace(0, 1, 5)
+    y = np.zeros((2, x.shape[0]))
+    for verbose in [0, 1, 2]:
+        old_stdout = sys.stdout
+        sys.stdout = StringIO()
+        try:
+            sol = solve_bvp(exp_fun, exp_bc, x, y, verbose=verbose)
+            text = sys.stdout.getvalue()
+        finally:
+            sys.stdout = old_stdout
+
+        assert_(sol.success)
+        if verbose == 0:
+            assert_(not text, text)
+        if verbose >= 1:
+            assert_("Solved in" in text, text)
+        if verbose >= 2:
+            assert_("Max residual" in text, text)
+

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_integrate.py

@@ -0,0 +1,835 @@
+# Authors: Nils Wagner, Ed Schofield, Pauli Virtanen, John Travers
+"""
+Tests for numerical integration.
+"""
+from __future__ import division, print_function, absolute_import
+
+import numpy as np
+from numpy import (arange, zeros, array, dot, sqrt, cos, sin, eye, pi, exp,
+                   allclose)
+
+from scipy._lib._numpy_compat import _assert_warns
+from scipy._lib.six import xrange
+
+from numpy.testing import (
+    assert_, assert_array_almost_equal,
+    assert_allclose, assert_array_equal, assert_equal)
+from pytest import raises as assert_raises
+from scipy.integrate import odeint, ode, complex_ode
+
+#------------------------------------------------------------------------------
+# Test ODE integrators
+#------------------------------------------------------------------------------
+
+
+class TestOdeint(object):
+    # Check integrate.odeint
+
+    def _do_problem(self, problem):
+        t = arange(0.0, problem.stop_t, 0.05)
+
+        # Basic case
+        z, infodict = odeint(problem.f, problem.z0, t, full_output=True)
+        assert_(problem.verify(z, t))
+
+        # Use tfirst=True
+        z, infodict = odeint(lambda t, y: problem.f(y, t), problem.z0, t,
+                             full_output=True, tfirst=True)
+        assert_(problem.verify(z, t))
+
+        if hasattr(problem, 'jac'):
+            # Use Dfun
+            z, infodict = odeint(problem.f, problem.z0, t, Dfun=problem.jac,
+                                 full_output=True)
+            assert_(problem.verify(z, t))
+
+            # Use Dfun and tfirst=True
+            z, infodict = odeint(lambda t, y: problem.f(y, t), problem.z0, t,
+                                 Dfun=lambda t, y: problem.jac(y, t),
+                                 full_output=True, tfirst=True)
+            assert_(problem.verify(z, t))
+
+    def test_odeint(self):
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.cmplx:
+                continue
+            self._do_problem(problem)
+
+
+class TestODEClass(object):
+
+    ode_class = None   # Set in subclass.
+
+    def _do_problem(self, problem, integrator, method='adams'):
+
+        # ode has callback arguments in different order than odeint
+        f = lambda t, z: problem.f(z, t)
+        jac = None
+        if hasattr(problem, 'jac'):
+            jac = lambda t, z: problem.jac(z, t)
+
+        integrator_params = {}
+        if problem.lband is not None or problem.uband is not None:
+            integrator_params['uband'] = problem.uband
+            integrator_params['lband'] = problem.lband
+
+        ig = self.ode_class(f, jac)
+        ig.set_integrator(integrator,
+                          atol=problem.atol/10,
+                          rtol=problem.rtol/10,
+                          method=method,
+                          **integrator_params)
+
+        ig.set_initial_value(problem.z0, t=0.0)
+        z = ig.integrate(problem.stop_t)
+
+        assert_array_equal(z, ig.y)
+        assert_(ig.successful(), (problem, method))
+        assert_(ig.get_return_code() > 0, (problem, method))
+        assert_(problem.verify(array([z]), problem.stop_t), (problem, method))
+
+
+class TestOde(TestODEClass):
+
+    ode_class = ode
+
+    def test_vode(self):
+        # Check the vode solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.cmplx:
+                continue
+            if not problem.stiff:
+                self._do_problem(problem, 'vode', 'adams')
+            self._do_problem(problem, 'vode', 'bdf')
+
+    def test_zvode(self):
+        # Check the zvode solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if not problem.stiff:
+                self._do_problem(problem, 'zvode', 'adams')
+            self._do_problem(problem, 'zvode', 'bdf')
+
+    def test_lsoda(self):
+        # Check the lsoda solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.cmplx:
+                continue
+            self._do_problem(problem, 'lsoda')
+
+    def test_dopri5(self):
+        # Check the dopri5 solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.cmplx:
+                continue
+            if problem.stiff:
+                continue
+            if hasattr(problem, 'jac'):
+                continue
+            self._do_problem(problem, 'dopri5')
+
+    def test_dop853(self):
+        # Check the dop853 solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.cmplx:
+                continue
+            if problem.stiff:
+                continue
+            if hasattr(problem, 'jac'):
+                continue
+            self._do_problem(problem, 'dop853')
+
+    def test_concurrent_fail(self):
+        for sol in ('vode', 'zvode', 'lsoda'):
+            f = lambda t, y: 1.0
+
+            r = ode(f).set_integrator(sol)
+            r.set_initial_value(0, 0)
+
+            r2 = ode(f).set_integrator(sol)
+            r2.set_initial_value(0, 0)
+
+            r.integrate(r.t + 0.1)
+            r2.integrate(r2.t + 0.1)
+
+            assert_raises(RuntimeError, r.integrate, r.t + 0.1)
+
+    def test_concurrent_ok(self):
+        f = lambda t, y: 1.0
+
+        for k in xrange(3):
+            for sol in ('vode', 'zvode', 'lsoda', 'dopri5', 'dop853'):
+                r = ode(f).set_integrator(sol)
+                r.set_initial_value(0, 0)
+
+                r2 = ode(f).set_integrator(sol)
+                r2.set_initial_value(0, 0)
+
+                r.integrate(r.t + 0.1)
+                r2.integrate(r2.t + 0.1)
+                r2.integrate(r2.t + 0.1)
+
+                assert_allclose(r.y, 0.1)
+                assert_allclose(r2.y, 0.2)
+
+            for sol in ('dopri5', 'dop853'):
+                r = ode(f).set_integrator(sol)
+                r.set_initial_value(0, 0)
+
+                r2 = ode(f).set_integrator(sol)
+                r2.set_initial_value(0, 0)
+
+                r.integrate(r.t + 0.1)
+                r.integrate(r.t + 0.1)
+                r2.integrate(r2.t + 0.1)
+                r.integrate(r.t + 0.1)
+                r2.integrate(r2.t + 0.1)
+
+                assert_allclose(r.y, 0.3)
+                assert_allclose(r2.y, 0.2)
+
+
+class TestComplexOde(TestODEClass):
+
+    ode_class = complex_ode
+
+    def test_vode(self):
+        # Check the vode solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if not problem.stiff:
+                self._do_problem(problem, 'vode', 'adams')
+            else:
+                self._do_problem(problem, 'vode', 'bdf')
+
+    def test_lsoda(self):
+        # Check the lsoda solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            self._do_problem(problem, 'lsoda')
+
+    def test_dopri5(self):
+        # Check the dopri5 solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.stiff:
+                continue
+            if hasattr(problem, 'jac'):
+                continue
+            self._do_problem(problem, 'dopri5')
+
+    def test_dop853(self):
+        # Check the dop853 solver
+        for problem_cls in PROBLEMS:
+            problem = problem_cls()
+            if problem.stiff:
+                continue
+            if hasattr(problem, 'jac'):
+                continue
+            self._do_problem(problem, 'dop853')
+
+
+class TestSolout(object):
+    # Check integrate.ode correctly handles solout for dopri5 and dop853
+    def _run_solout_test(self, integrator):
+        # Check correct usage of solout
+        ts = []
+        ys = []
+        t0 = 0.0
+        tend = 10.0
+        y0 = [1.0, 2.0]
+
+        def solout(t, y):
+            ts.append(t)
+            ys.append(y.copy())
+
+        def rhs(t, y):
+            return [y[0] + y[1], -y[1]**2]
+
+        ig = ode(rhs).set_integrator(integrator)
+        ig.set_solout(solout)
+        ig.set_initial_value(y0, t0)
+        ret = ig.integrate(tend)
+        assert_array_equal(ys[0], y0)
+        assert_array_equal(ys[-1], ret)
+        assert_equal(ts[0], t0)
+        assert_equal(ts[-1], tend)
+
+    def test_solout(self):
+        for integrator in ('dopri5', 'dop853'):
+            self._run_solout_test(integrator)
+
+    def _run_solout_after_initial_test(self, integrator):
+        # Check if solout works even if it is set after the initial value.
+        ts = []
+        ys = []
+        t0 = 0.0
+        tend = 10.0
+        y0 = [1.0, 2.0]
+
+        def solout(t, y):
+            ts.append(t)
+            ys.append(y.copy())
+
+        def rhs(t, y):
+            return [y[0] + y[1], -y[1]**2]
+
+        ig = ode(rhs).set_integrator(integrator)
+        ig.set_initial_value(y0, t0)
+        ig.set_solout(solout)
+        ret = ig.integrate(tend)
+        assert_array_equal(ys[0], y0)
+        assert_array_equal(ys[-1], ret)
+        assert_equal(ts[0], t0)
+        assert_equal(ts[-1], tend)
+
+    def test_solout_after_initial(self):
+        for integrator in ('dopri5', 'dop853'):
+            self._run_solout_after_initial_test(integrator)
+
+    def _run_solout_break_test(self, integrator):
+        # Check correct usage of stopping via solout
+        ts = []
+        ys = []
+        t0 = 0.0
+        tend = 10.0
+        y0 = [1.0, 2.0]
+
+        def solout(t, y):
+            ts.append(t)
+            ys.append(y.copy())
+            if t > tend/2.0:
+                return -1
+
+        def rhs(t, y):
+            return [y[0] + y[1], -y[1]**2]
+
+        ig = ode(rhs).set_integrator(integrator)
+        ig.set_solout(solout)
+        ig.set_initial_value(y0, t0)
+        ret = ig.integrate(tend)
+        assert_array_equal(ys[0], y0)
+        assert_array_equal(ys[-1], ret)
+        assert_equal(ts[0], t0)
+        assert_(ts[-1] > tend/2.0)
+        assert_(ts[-1] < tend)
+
+    def test_solout_break(self):
+        for integrator in ('dopri5', 'dop853'):
+            self._run_solout_break_test(integrator)
+
+
+class TestComplexSolout(object):
+    # Check integrate.ode correctly handles solout for dopri5 and dop853
+    def _run_solout_test(self, integrator):
+        # Check correct usage of solout
+        ts = []
+        ys = []
+        t0 = 0.0
+        tend = 20.0
+        y0 = [0.0]
+
+        def solout(t, y):
+            ts.append(t)
+            ys.append(y.copy())
+
+        def rhs(t, y):
+            return [1.0/(t - 10.0 - 1j)]
+
+        ig = complex_ode(rhs).set_integrator(integrator)
+        ig.set_solout(solout)
+        ig.set_initial_value(y0, t0)
+        ret = ig.integrate(tend)
+        assert_array_equal(ys[0], y0)
+        assert_array_equal(ys[-1], ret)
+        assert_equal(ts[0], t0)
+        assert_equal(ts[-1], tend)
+
+    def test_solout(self):
+        for integrator in ('dopri5', 'dop853'):
+            self._run_solout_test(integrator)
+
+    def _run_solout_break_test(self, integrator):
+        # Check correct usage of stopping via solout
+        ts = []
+        ys = []
+        t0 = 0.0
+        tend = 20.0
+        y0 = [0.0]
+
+        def solout(t, y):
+            ts.append(t)
+            ys.append(y.copy())
+            if t > tend/2.0:
+                return -1
+
+        def rhs(t, y):
+            return [1.0/(t - 10.0 - 1j)]
+
+        ig = complex_ode(rhs).set_integrator(integrator)
+        ig.set_solout(solout)
+        ig.set_initial_value(y0, t0)
+        ret = ig.integrate(tend)
+        assert_array_equal(ys[0], y0)
+        assert_array_equal(ys[-1], ret)
+        assert_equal(ts[0], t0)
+        assert_(ts[-1] > tend/2.0)
+        assert_(ts[-1] < tend)
+
+    def test_solout_break(self):
+        for integrator in ('dopri5', 'dop853'):
+            self._run_solout_break_test(integrator)
+
+
+#------------------------------------------------------------------------------
+# Test problems
+#------------------------------------------------------------------------------
+
+
+class ODE:
+    """
+    ODE problem
+    """
+    stiff = False
+    cmplx = False
+    stop_t = 1
+    z0 = []
+
+    lband = None
+    uband = None
+
+    atol = 1e-6
+    rtol = 1e-5
+
+
+class SimpleOscillator(ODE):
+    r"""
+    Free vibration of a simple oscillator::
+        m \ddot{u} + k u = 0, u(0) = u_0 \dot{u}(0) \dot{u}_0
+    Solution::
+        u(t) = u_0*cos(sqrt(k/m)*t)+\dot{u}_0*sin(sqrt(k/m)*t)/sqrt(k/m)
+    """
+    stop_t = 1 + 0.09
+    z0 = array([1.0, 0.1], float)
+
+    k = 4.0
+    m = 1.0
+
+    def f(self, z, t):
+        tmp = zeros((2, 2), float)
+        tmp[0, 1] = 1.0
+        tmp[1, 0] = -self.k / self.m
+        return dot(tmp, z)
+
+    def verify(self, zs, t):
+        omega = sqrt(self.k / self.m)
+        u = self.z0[0]*cos(omega*t) + self.z0[1]*sin(omega*t)/omega
+        return allclose(u, zs[:, 0], atol=self.atol, rtol=self.rtol)
+
+
+class ComplexExp(ODE):
+    r"""The equation :lm:`\dot u = i u`"""
+    stop_t = 1.23*pi
+    z0 = exp([1j, 2j, 3j, 4j, 5j])
+    cmplx = True
+
+    def f(self, z, t):
+        return 1j*z
+
+    def jac(self, z, t):
+        return 1j*eye(5)
+
+    def verify(self, zs, t):
+        u = self.z0 * exp(1j*t)
+        return allclose(u, zs, atol=self.atol, rtol=self.rtol)
+
+
+class Pi(ODE):
+    r"""Integrate 1/(t + 1j) from t=-10 to t=10"""
+    stop_t = 20
+    z0 = [0]
+    cmplx = True
+
+    def f(self, z, t):
+        return array([1./(t - 10 + 1j)])
+
+    def verify(self, zs, t):
+        u = -2j * np.arctan(10)
+        return allclose(u, zs[-1, :], atol=self.atol, rtol=self.rtol)
+
+
+class CoupledDecay(ODE):
+    r"""
+    3 coupled decays suited for banded treatment
+    (banded mode makes it necessary when N>>3)
+    """
+
+    stiff = True
+    stop_t = 0.5
+    z0 = [5.0, 7.0, 13.0]
+    lband = 1
+    uband = 0
+
+    lmbd = [0.17, 0.23, 0.29]  # fictitious decay constants
+
+    def f(self, z, t):
+        lmbd = self.lmbd
+        return np.array([-lmbd[0]*z[0],
+                         -lmbd[1]*z[1] + lmbd[0]*z[0],
+                         -lmbd[2]*z[2] + lmbd[1]*z[1]])
+
+    def jac(self, z, t):
+        # The full Jacobian is
+        #
+        #    [-lmbd[0]      0         0   ]
+        #    [ lmbd[0]  -lmbd[1]      0   ]
+        #    [    0      lmbd[1]  -lmbd[2]]
+        #
+        # The lower and upper bandwidths are lband=1 and uband=0, resp.
+        # The representation of this array in packed format is
+        #
+        #    [-lmbd[0]  -lmbd[1]  -lmbd[2]]
+        #    [ lmbd[0]   lmbd[1]      0   ]
+
+        lmbd = self.lmbd
+        j = np.zeros((self.lband + self.uband + 1, 3), order='F')
+
+        def set_j(ri, ci, val):
+            j[self.uband + ri - ci, ci] = val
+        set_j(0, 0, -lmbd[0])
+        set_j(1, 0, lmbd[0])
+        set_j(1, 1, -lmbd[1])
+        set_j(2, 1, lmbd[1])
+        set_j(2, 2, -lmbd[2])
+        return j
+
+    def verify(self, zs, t):
+        # Formulae derived by hand
+        lmbd = np.array(self.lmbd)
+        d10 = lmbd[1] - lmbd[0]
+        d21 = lmbd[2] - lmbd[1]
+        d20 = lmbd[2] - lmbd[0]
+        e0 = np.exp(-lmbd[0] * t)
+        e1 = np.exp(-lmbd[1] * t)
+        e2 = np.exp(-lmbd[2] * t)
+        u = np.vstack((
+            self.z0[0] * e0,
+            self.z0[1] * e1 + self.z0[0] * lmbd[0] / d10 * (e0 - e1),
+            self.z0[2] * e2 + self.z0[1] * lmbd[1] / d21 * (e1 - e2) +
+            lmbd[1] * lmbd[0] * self.z0[0] / d10 *
+            (1 / d20 * (e0 - e2) - 1 / d21 * (e1 - e2)))).transpose()
+        return allclose(u, zs, atol=self.atol, rtol=self.rtol)
+
+
+PROBLEMS = [SimpleOscillator, ComplexExp, Pi, CoupledDecay]
+
+#------------------------------------------------------------------------------
+
+
+def f(t, x):
+    dxdt = [x[1], -x[0]]
+    return dxdt
+
+
+def jac(t, x):
+    j = array([[0.0, 1.0],
+               [-1.0, 0.0]])
+    return j
+
+
+def f1(t, x, omega):
+    dxdt = [omega*x[1], -omega*x[0]]
+    return dxdt
+
+
+def jac1(t, x, omega):
+    j = array([[0.0, omega],
+               [-omega, 0.0]])
+    return j
+
+
+def f2(t, x, omega1, omega2):
+    dxdt = [omega1*x[1], -omega2*x[0]]
+    return dxdt
+
+
+def jac2(t, x, omega1, omega2):
+    j = array([[0.0, omega1],
+               [-omega2, 0.0]])
+    return j
+
+
+def fv(t, x, omega):
+    dxdt = [omega[0]*x[1], -omega[1]*x[0]]
+    return dxdt
+
+
+def jacv(t, x, omega):
+    j = array([[0.0, omega[0]],
+               [-omega[1], 0.0]])
+    return j
+
+
+class ODECheckParameterUse(object):
+    """Call an ode-class solver with several cases of parameter use."""
+
+    # solver_name must be set before tests can be run with this class.
+
+    # Set these in subclasses.
+    solver_name = ''
+    solver_uses_jac = False
+
+    def _get_solver(self, f, jac):
+        solver = ode(f, jac)
+        if self.solver_uses_jac:
+            solver.set_integrator(self.solver_name, atol=1e-9, rtol=1e-7,
+                                  with_jacobian=self.solver_uses_jac)
+        else:
+            # XXX Shouldn't set_integrator *always* accept the keyword arg
+            # 'with_jacobian', and perhaps raise an exception if it is set
+            # to True if the solver can't actually use it?
+            solver.set_integrator(self.solver_name, atol=1e-9, rtol=1e-7)
+        return solver
+
+    def _check_solver(self, solver):
+        ic = [1.0, 0.0]
+        solver.set_initial_value(ic, 0.0)
+        solver.integrate(pi)
+        assert_array_almost_equal(solver.y, [-1.0, 0.0])
+
+    def test_no_params(self):
+        solver = self._get_solver(f, jac)
+        self._check_solver(solver)
+
+    def test_one_scalar_param(self):
+        solver = self._get_solver(f1, jac1)
+        omega = 1.0
+        solver.set_f_params(omega)
+        if self.solver_uses_jac:
+            solver.set_jac_params(omega)
+        self._check_solver(solver)
+
+    def test_two_scalar_params(self):
+        solver = self._get_solver(f2, jac2)
+        omega1 = 1.0
+        omega2 = 1.0
+        solver.set_f_params(omega1, omega2)
+        if self.solver_uses_jac:
+            solver.set_jac_params(omega1, omega2)
+        self._check_solver(solver)
+
+    def test_vector_param(self):
+        solver = self._get_solver(fv, jacv)
+        omega = [1.0, 1.0]
+        solver.set_f_params(omega)
+        if self.solver_uses_jac:
+            solver.set_jac_params(omega)
+        self._check_solver(solver)
+
+    def test_warns_on_failure(self):
+        # Set nsteps small to ensure failure
+        solver = self._get_solver(f, jac)
+        solver.set_integrator(self.solver_name, nsteps=1)
+        ic = [1.0, 0.0]
+        solver.set_initial_value(ic, 0.0)
+        _assert_warns(UserWarning, solver.integrate, pi)
+
+
+class TestDOPRI5CheckParameterUse(ODECheckParameterUse):
+    solver_name = 'dopri5'
+    solver_uses_jac = False
+
+
+class TestDOP853CheckParameterUse(ODECheckParameterUse):
+    solver_name = 'dop853'
+    solver_uses_jac = False
+
+
+class TestVODECheckParameterUse(ODECheckParameterUse):
+    solver_name = 'vode'
+    solver_uses_jac = True
+
+
+class TestZVODECheckParameterUse(ODECheckParameterUse):
+    solver_name = 'zvode'
+    solver_uses_jac = True
+
+
+class TestLSODACheckParameterUse(ODECheckParameterUse):
+    solver_name = 'lsoda'
+    solver_uses_jac = True
+
+
+def test_odeint_trivial_time():
+    # Test that odeint succeeds when given a single time point
+    # and full_output=True.  This is a regression test for gh-4282.
+    y0 = 1
+    t = [0]
+    y, info = odeint(lambda y, t: -y, y0, t, full_output=True)
+    assert_array_equal(y, np.array([[y0]]))
+
+
+def test_odeint_banded_jacobian():
+    # Test the use of the `Dfun`, `ml` and `mu` options of odeint.
+
+    def func(y, t, c):
+        return c.dot(y)
+
+    def jac(y, t, c):
+        return c
+
+    def jac_transpose(y, t, c):
+        return c.T.copy(order='C')
+
+    def bjac_rows(y, t, c):
+        jac = np.row_stack((np.r_[0, np.diag(c, 1)],
+                            np.diag(c),
+                            np.r_[np.diag(c, -1), 0],
+                            np.r_[np.diag(c, -2), 0, 0]))
+        return jac
+
+    def bjac_cols(y, t, c):
+        return bjac_rows(y, t, c).T.copy(order='C')
+
+    c = array([[-205, 0.01, 0.00, 0.0],
+               [0.1, -2.50, 0.02, 0.0],
+               [1e-3, 0.01, -2.0, 0.01],
+               [0.00, 0.00, 0.1, -1.0]])
+
+    y0 = np.ones(4)
+    t = np.array([0, 5, 10, 100])
+
+    # Use the full Jacobian.
+    sol1, info1 = odeint(func, y0, t, args=(c,), full_output=True,
+                         atol=1e-13, rtol=1e-11, mxstep=10000,
+                         Dfun=jac)
+
+    # Use the transposed full Jacobian, with col_deriv=True.
+    sol2, info2 = odeint(func, y0, t, args=(c,), full_output=True,
+                         atol=1e-13, rtol=1e-11, mxstep=10000,
+                         Dfun=jac_transpose, col_deriv=True)
+
+    # Use the banded Jacobian.
+    sol3, info3 = odeint(func, y0, t, args=(c,), full_output=True,
+                         atol=1e-13, rtol=1e-11, mxstep=10000,
+                         Dfun=bjac_rows, ml=2, mu=1)
+
+    # Use the transposed banded Jacobian, with col_deriv=True.
+    sol4, info4 = odeint(func, y0, t, args=(c,), full_output=True,
+                         atol=1e-13, rtol=1e-11, mxstep=10000,
+                         Dfun=bjac_cols, ml=2, mu=1, col_deriv=True)
+
+    assert_allclose(sol1, sol2, err_msg="sol1 != sol2")
+    assert_allclose(sol1, sol3, atol=1e-12, err_msg="sol1 != sol3")
+    assert_allclose(sol3, sol4, err_msg="sol3 != sol4")
+
+    # Verify that the number of jacobian evaluations was the same for the
+    # calls of odeint with a full jacobian and with a banded jacobian. This is
+    # a regression test--there was a bug in the handling of banded jacobians
+    # that resulted in an incorrect jacobian matrix being passed to the LSODA
+    # code.  That would cause errors or excessive jacobian evaluations.
+    assert_array_equal(info1['nje'], info2['nje'])
+    assert_array_equal(info3['nje'], info4['nje'])
+
+    # Test the use of tfirst
+    sol1ty, info1ty = odeint(lambda t, y, c: func(y, t, c), y0, t, args=(c,),
+                             full_output=True, atol=1e-13, rtol=1e-11,
+                             mxstep=10000,
+                             Dfun=lambda t, y, c: jac(y, t, c), tfirst=True)
+    # The code should execute the exact same sequence of floating point
+    # calculations, so these should be exactly equal.  We'll be safe and use
+    # a small tolerance.
+    assert_allclose(sol1, sol1ty, rtol=1e-12, err_msg="sol1 != sol1ty")
+
+
+def test_odeint_errors():
+    def sys1d(x, t):
+        return -100*x
+
+    def bad1(x, t):
+        return 1.0/0
+
+    def bad2(x, t):
+        return "foo"
+
+    def bad_jac1(x, t):
+        return 1.0/0
+
+    def bad_jac2(x, t):
+        return [["foo"]]
+
+    def sys2d(x, t):
+        return [-100*x[0], -0.1*x[1]]
+
+    def sys2d_bad_jac(x, t):
+        return [[1.0/0, 0], [0, -0.1]]
+
+    assert_raises(ZeroDivisionError, odeint, bad1, 1.0, [0, 1])
+    assert_raises(ValueError, odeint, bad2, 1.0, [0, 1])
+
+    assert_raises(ZeroDivisionError, odeint, sys1d, 1.0, [0, 1], Dfun=bad_jac1)
+    assert_raises(ValueError, odeint, sys1d, 1.0, [0, 1], Dfun=bad_jac2)
+
+    assert_raises(ZeroDivisionError, odeint, sys2d, [1.0, 1.0], [0, 1],
+                  Dfun=sys2d_bad_jac)
+
+
+def test_odeint_bad_shapes():
+    # Tests of some errors that can occur with odeint.
+
+    def badrhs(x, t):
+        return [1, -1]
+
+    def sys1(x, t):
+        return -100*x
+
+    def badjac(x, t):
+        return [[0, 0, 0]]
+
+    # y0 must be at most 1-d.
+    bad_y0 = [[0, 0], [0, 0]]
+    assert_raises(ValueError, odeint, sys1, bad_y0, [0, 1])
+
+    # t must be at most 1-d.
+    bad_t = [[0, 1], [2, 3]]
+    assert_raises(ValueError, odeint, sys1, [10.0], bad_t)
+
+    # y0 is 10, but badrhs(x, t) returns [1, -1].
+    assert_raises(RuntimeError, odeint, badrhs, 10, [0, 1])
+
+    # shape of array returned by badjac(x, t) is not correct.
+    assert_raises(RuntimeError, odeint, sys1, [10, 10], [0, 1], Dfun=badjac)
+
+
+def test_repeated_t_values():
+    """Regression test for gh-8217."""
+
+    def func(x, t):
+        return -0.25*x
+
+    t = np.zeros(10)
+    sol = odeint(func, [1.], t)
+    assert_array_equal(sol, np.ones((len(t), 1)))
+
+    tau = 4*np.log(2)
+    t = [0]*9 + [tau, 2*tau, 2*tau, 3*tau]
+    sol = odeint(func, [1, 2], t, rtol=1e-12, atol=1e-12)
+    expected_sol = np.array([[1.0, 2.0]]*9 +
+                            [[0.5, 1.0],
+                             [0.25, 0.5],
+                             [0.25, 0.5],
+                             [0.125, 0.25]])
+    assert_allclose(sol, expected_sol)
+
+    # Edge case: empty t sequence.
+    sol = odeint(func, [1.], [])
+    assert_array_equal(sol, np.array([], dtype=np.float64).reshape((0, 1)))
+
+    # t values are not monotonic.
+    assert_raises(ValueError, odeint, func, [1.], [0, 1, 0.5, 0])
+    assert_raises(ValueError, odeint, func, [1, 2, 3], [0, -1, -2, 3])

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_ivp.py

@@ -0,0 +1,793 @@
+from __future__ import division, print_function, absolute_import
+from itertools import product
+from numpy.testing import (assert_, assert_allclose,
+                           assert_equal, assert_no_warnings)
+from pytest import raises as assert_raises
+from scipy._lib._numpy_compat import suppress_warnings
+import numpy as np
+from scipy.optimize._numdiff import group_columns
+from scipy.integrate import solve_ivp, RK23, RK45, Radau, BDF, LSODA
+from scipy.integrate import OdeSolution
+from scipy.integrate._ivp.common import num_jac
+from scipy.integrate._ivp.base import ConstantDenseOutput
+from scipy.sparse import coo_matrix, csc_matrix
+
+
+def fun_linear(t, y):
+    return np.array([-y[0] - 5 * y[1], y[0] + y[1]])
+
+
+def jac_linear():
+    return np.array([[-1, -5], [1, 1]])
+
+
+def sol_linear(t):
+    return np.vstack((-5 * np.sin(2 * t),
+                      2 * np.cos(2 * t) + np.sin(2 * t)))
+
+
+def fun_rational(t, y):
+    return np.array([y[1] / t,
+                     y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))])
+
+
+def fun_rational_vectorized(t, y):
+    return np.vstack((y[1] / t,
+                      y[1] * (y[0] + 2 * y[1] - 1) / (t * (y[0] - 1))))
+
+
+def jac_rational(t, y):
+    return np.array([
+        [0, 1 / t],
+        [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
+         (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
+    ])
+
+
+def jac_rational_sparse(t, y):
+    return csc_matrix([
+        [0, 1 / t],
+        [-2 * y[1] ** 2 / (t * (y[0] - 1) ** 2),
+         (y[0] + 4 * y[1] - 1) / (t * (y[0] - 1))]
+    ])
+
+
+def sol_rational(t):
+    return np.asarray((t / (t + 10), 10 * t / (t + 10) ** 2))
+
+
+def fun_medazko(t, y):
+    n = y.shape[0] // 2
+    k = 100
+    c = 4
+
+    phi = 2 if t <= 5 else 0
+    y = np.hstack((phi, 0, y, y[-2]))
+
+    d = 1 / n
+    j = np.arange(n) + 1
+    alpha = 2 * (j * d - 1) ** 3 / c ** 2
+    beta = (j * d - 1) ** 4 / c ** 2
+
+    j_2_p1 = 2 * j + 2
+    j_2_m3 = 2 * j - 2
+    j_2_m1 = 2 * j
+    j_2 = 2 * j + 1
+
+    f = np.empty(2 * n)
+    f[::2] = (alpha * (y[j_2_p1] - y[j_2_m3]) / (2 * d) +
+              beta * (y[j_2_m3] - 2 * y[j_2_m1] + y[j_2_p1]) / d ** 2 -
+              k * y[j_2_m1] * y[j_2])
+    f[1::2] = -k * y[j_2] * y[j_2_m1]
+
+    return f
+
+
+def medazko_sparsity(n):
+    cols = []
+    rows = []
+
+    i = np.arange(n) * 2
+
+    cols.append(i[1:])
+    rows.append(i[1:] - 2)
+
+    cols.append(i)
+    rows.append(i)
+
+    cols.append(i)
+    rows.append(i + 1)
+
+    cols.append(i[:-1])
+    rows.append(i[:-1] + 2)
+
+    i = np.arange(n) * 2 + 1
+
+    cols.append(i)
+    rows.append(i)
+
+    cols.append(i)
+    rows.append(i - 1)
+
+    cols = np.hstack(cols)
+    rows = np.hstack(rows)
+
+    return coo_matrix((np.ones_like(cols), (cols, rows)))
+
+
+def fun_complex(t, y):
+    return -y
+
+
+def jac_complex(t, y):
+    return -np.eye(y.shape[0])
+
+
+def jac_complex_sparse(t, y):
+    return csc_matrix(jac_complex(t, y))
+
+
+def sol_complex(t):
+    y = (0.5 + 1j) * np.exp(-t)
+    return y.reshape((1, -1))
+
+
+def compute_error(y, y_true, rtol, atol):
+    e = (y - y_true) / (atol + rtol * np.abs(y_true))
+    return np.sqrt(np.sum(np.real(e * e.conj()), axis=0) / e.shape[0])
+
+
+def test_integration():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [1/3, 2/9]
+
+    for vectorized, method, t_span, jac in product(
+            [False, True],
+            ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA'],
+            [[5, 9], [5, 1]],
+            [None, jac_rational, jac_rational_sparse]):
+
+        if vectorized:
+            fun = fun_rational_vectorized
+        else:
+            fun = fun_rational
+
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning,
+                       "The following arguments have no effect for a chosen solver: `jac`")
+            res = solve_ivp(fun, t_span, y0, rtol=rtol,
+                            atol=atol, method=method, dense_output=True,
+                            jac=jac, vectorized=vectorized)
+        assert_equal(res.t[0], t_span[0])
+        assert_(res.t_events is None)
+        assert_(res.success)
+        assert_equal(res.status, 0)
+
+        assert_(res.nfev < 40)
+
+        if method in ['RK23', 'RK45', 'LSODA']:
+            assert_equal(res.njev, 0)
+            assert_equal(res.nlu, 0)
+        else:
+            assert_(0 < res.njev < 3)
+            assert_(0 < res.nlu < 10)
+
+        y_true = sol_rational(res.t)
+        e = compute_error(res.y, y_true, rtol, atol)
+        assert_(np.all(e < 5))
+
+        tc = np.linspace(*t_span)
+        yc_true = sol_rational(tc)
+        yc = res.sol(tc)
+
+        e = compute_error(yc, yc_true, rtol, atol)
+        assert_(np.all(e < 5))
+
+        tc = (t_span[0] + t_span[-1]) / 2
+        yc_true = sol_rational(tc)
+        yc = res.sol(tc)
+
+        e = compute_error(yc, yc_true, rtol, atol)
+        assert_(np.all(e < 5))
+
+        # LSODA for some reasons doesn't pass the polynomial through the
+        # previous points exactly after the order change. It might be some
+        # bug in LSOSA implementation or maybe we missing something.
+        if method != 'LSODA':
+            assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
+
+
+def test_integration_complex():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [0.5 + 1j]
+    t_span = [0, 1]
+    tc = np.linspace(t_span[0], t_span[1])
+    for method, jac in product(['RK23', 'RK45', 'BDF'],
+                               [None, jac_complex, jac_complex_sparse]):
+        with suppress_warnings() as sup:
+            sup.filter(UserWarning,
+                       "The following arguments have no effect for a chosen solver: `jac`")
+            res = solve_ivp(fun_complex, t_span, y0, method=method,
+                            dense_output=True, rtol=rtol, atol=atol, jac=jac)
+
+        assert_equal(res.t[0], t_span[0])
+        assert_(res.t_events is None)
+        assert_(res.success)
+        assert_equal(res.status, 0)
+
+        assert_(res.nfev < 25)
+        if method == 'BDF':
+            assert_equal(res.njev, 1)
+            assert_(res.nlu < 6)
+        else:
+            assert_equal(res.njev, 0)
+            assert_equal(res.nlu, 0)
+
+        y_true = sol_complex(res.t)
+        e = compute_error(res.y, y_true, rtol, atol)
+        assert_(np.all(e < 5))
+
+        yc_true = sol_complex(tc)
+        yc = res.sol(tc)
+        e = compute_error(yc, yc_true, rtol, atol)
+
+        assert_(np.all(e < 5))
+
+
+def test_integration_sparse_difference():
+    n = 200
+    t_span = [0, 20]
+    y0 = np.zeros(2 * n)
+    y0[1::2] = 1
+    sparsity = medazko_sparsity(n)
+
+    for method in ['BDF', 'Radau']:
+        res = solve_ivp(fun_medazko, t_span, y0, method=method,
+                        jac_sparsity=sparsity)
+
+        assert_equal(res.t[0], t_span[0])
+        assert_(res.t_events is None)
+        assert_(res.success)
+        assert_equal(res.status, 0)
+
+        assert_allclose(res.y[78, -1], 0.233994e-3, rtol=1e-2)
+        assert_allclose(res.y[79, -1], 0, atol=1e-3)
+        assert_allclose(res.y[148, -1], 0.359561e-3, rtol=1e-2)
+        assert_allclose(res.y[149, -1], 0, atol=1e-3)
+        assert_allclose(res.y[198, -1], 0.117374129e-3, rtol=1e-2)
+        assert_allclose(res.y[199, -1], 0.6190807e-5, atol=1e-3)
+        assert_allclose(res.y[238, -1], 0, atol=1e-3)
+        assert_allclose(res.y[239, -1], 0.9999997, rtol=1e-2)
+
+
+def test_integration_const_jac():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [0, 2]
+    t_span = [0, 2]
+    J = jac_linear()
+    J_sparse = csc_matrix(J)
+
+    for method, jac in product(['Radau', 'BDF'], [J, J_sparse]):
+        res = solve_ivp(fun_linear, t_span, y0, rtol=rtol, atol=atol,
+                        method=method, dense_output=True, jac=jac)
+        assert_equal(res.t[0], t_span[0])
+        assert_(res.t_events is None)
+        assert_(res.success)
+        assert_equal(res.status, 0)
+
+        assert_(res.nfev < 100)
+        assert_equal(res.njev, 0)
+        assert_(0 < res.nlu < 15)
+
+        y_true = sol_linear(res.t)
+        e = compute_error(res.y, y_true, rtol, atol)
+        assert_(np.all(e < 10))
+
+        tc = np.linspace(*t_span)
+        yc_true = sol_linear(tc)
+        yc = res.sol(tc)
+
+        e = compute_error(yc, yc_true, rtol, atol)
+        assert_(np.all(e < 15))
+
+        assert_allclose(res.sol(res.t), res.y, rtol=1e-14, atol=1e-14)
+
+
+def test_events():
+    def event_rational_1(t, y):
+        return y[0] - y[1] ** 0.7
+
+    def event_rational_2(t, y):
+        return y[1] ** 0.6 - y[0]
+
+    def event_rational_3(t, y):
+        return t - 7.4
+
+    event_rational_3.terminal = True
+
+    for method in ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA']:
+        res = solve_ivp(fun_rational, [5, 8], [1/3, 2/9], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 1)
+        assert_equal(res.t_events[1].size, 1)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+        assert_(7.3 < res.t_events[1][0] < 7.7)
+
+        event_rational_1.direction = 1
+        event_rational_2.direction = 1
+        res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 1)
+        assert_equal(res.t_events[1].size, 0)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+
+        event_rational_1.direction = -1
+        event_rational_2.direction = -1
+        res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 0)
+        assert_equal(res.t_events[1].size, 1)
+        assert_(7.3 < res.t_events[1][0] < 7.7)
+
+        event_rational_1.direction = 0
+        event_rational_2.direction = 0
+
+        res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
+                        events=(event_rational_1, event_rational_2,
+                                event_rational_3), dense_output=True)
+        assert_equal(res.status, 1)
+        assert_equal(res.t_events[0].size, 1)
+        assert_equal(res.t_events[1].size, 0)
+        assert_equal(res.t_events[2].size, 1)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+        assert_(7.3 < res.t_events[2][0] < 7.5)
+
+        res = solve_ivp(fun_rational, [5, 8], [1 / 3, 2 / 9], method=method,
+                        events=event_rational_1, dense_output=True)
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 1)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+
+        # Also test that termination by event doesn't break interpolants.
+        tc = np.linspace(res.t[0], res.t[-1])
+        yc_true = sol_rational(tc)
+        yc = res.sol(tc)
+        e = compute_error(yc, yc_true, 1e-3, 1e-6)
+        assert_(np.all(e < 5))
+
+    # Test in backward direction.
+    event_rational_1.direction = 0
+    event_rational_2.direction = 0
+    for method in ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA']:
+        res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 1)
+        assert_equal(res.t_events[1].size, 1)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+        assert_(7.3 < res.t_events[1][0] < 7.7)
+
+        event_rational_1.direction = -1
+        event_rational_2.direction = -1
+        res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 1)
+        assert_equal(res.t_events[1].size, 0)
+        assert_(5.3 < res.t_events[0][0] < 5.7)
+
+        event_rational_1.direction = 1
+        event_rational_2.direction = 1
+        res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
+                        events=(event_rational_1, event_rational_2))
+        assert_equal(res.status, 0)
+        assert_equal(res.t_events[0].size, 0)
+        assert_equal(res.t_events[1].size, 1)
+        assert_(7.3 < res.t_events[1][0] < 7.7)
+
+        event_rational_1.direction = 0
+        event_rational_2.direction = 0
+
+        res = solve_ivp(fun_rational, [8, 5], [4/9, 20/81], method=method,
+                        events=(event_rational_1, event_rational_2,
+                                event_rational_3), dense_output=True)
+        assert_equal(res.status, 1)
+        assert_equal(res.t_events[0].size, 0)
+        assert_equal(res.t_events[1].size, 1)
+        assert_equal(res.t_events[2].size, 1)
+        assert_(7.3 < res.t_events[1][0] < 7.7)
+        assert_(7.3 < res.t_events[2][0] < 7.5)
+
+        # Also test that termination by event doesn't break interpolants.
+        tc = np.linspace(res.t[-1], res.t[0])
+        yc_true = sol_rational(tc)
+        yc = res.sol(tc)
+        e = compute_error(yc, yc_true, 1e-3, 1e-6)
+        assert_(np.all(e < 5))
+
+
+def test_max_step():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [1/3, 2/9]
+    for method in [RK23, RK45, Radau, BDF, LSODA]:
+        for t_span in ([5, 9], [5, 1]):
+            res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
+                            max_step=0.5, atol=atol, method=method,
+                            dense_output=True)
+            assert_equal(res.t[0], t_span[0])
+            assert_equal(res.t[-1], t_span[-1])
+            assert_(np.all(np.abs(np.diff(res.t)) <= 0.5))
+            assert_(res.t_events is None)
+            assert_(res.success)
+            assert_equal(res.status, 0)
+
+            y_true = sol_rational(res.t)
+            e = compute_error(res.y, y_true, rtol, atol)
+            assert_(np.all(e < 5))
+
+            tc = np.linspace(*t_span)
+            yc_true = sol_rational(tc)
+            yc = res.sol(tc)
+
+            e = compute_error(yc, yc_true, rtol, atol)
+            assert_(np.all(e < 5))
+
+            # See comment in test_integration.
+            if method is not LSODA:
+                assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
+
+            assert_raises(ValueError, method, fun_rational, t_span[0], y0,
+                          t_span[1], max_step=-1)
+
+            if method is not LSODA:
+                solver = method(fun_rational, t_span[0], y0, t_span[1],
+                                rtol=rtol, atol=atol, max_step=1e-20)
+                message = solver.step()
+
+                assert_equal(solver.status, 'failed')
+                assert_("step size is less" in message)
+                assert_raises(RuntimeError, solver.step)
+
+
+def test_first_step():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [1/3, 2/9]
+    first_step = 0.1
+    for method in [RK23, RK45, Radau, BDF, LSODA]:
+        for t_span in ([5, 9], [5, 1]):
+            res = solve_ivp(fun_rational, t_span, y0, rtol=rtol,
+                            max_step=0.5, atol=atol, method=method,
+                            dense_output=True, first_step=first_step)
+
+            assert_equal(res.t[0], t_span[0])
+            assert_equal(res.t[-1], t_span[-1])
+            assert_allclose(first_step, np.abs(res.t[1] - 5))
+            assert_(res.t_events is None)
+            assert_(res.success)
+            assert_equal(res.status, 0)
+
+            y_true = sol_rational(res.t)
+            e = compute_error(res.y, y_true, rtol, atol)
+            assert_(np.all(e < 5))
+
+            tc = np.linspace(*t_span)
+            yc_true = sol_rational(tc)
+            yc = res.sol(tc)
+
+            e = compute_error(yc, yc_true, rtol, atol)
+            assert_(np.all(e < 5))
+
+            # See comment in test_integration.
+            if method is not LSODA:
+                assert_allclose(res.sol(res.t), res.y, rtol=1e-15, atol=1e-15)
+
+            assert_raises(ValueError, method, fun_rational, t_span[0], y0,
+                          t_span[1], first_step=-1)
+            assert_raises(ValueError, method, fun_rational, t_span[0], y0,
+                          t_span[1], first_step=5)
+    
+
+def test_t_eval():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [1/3, 2/9]
+    for t_span in ([5, 9], [5, 1]):
+        t_eval = np.linspace(t_span[0], t_span[1], 10)
+        res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
+                        t_eval=t_eval)
+        assert_equal(res.t, t_eval)
+        assert_(res.t_events is None)
+        assert_(res.success)
+        assert_equal(res.status, 0)
+
+        y_true = sol_rational(res.t)
+        e = compute_error(res.y, y_true, rtol, atol)
+        assert_(np.all(e < 5))
+
+    t_eval = [5, 5.01, 7, 8, 8.01, 9]
+    res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
+                    t_eval=t_eval)
+    assert_equal(res.t, t_eval)
+    assert_(res.t_events is None)
+    assert_(res.success)
+    assert_equal(res.status, 0)
+
+    y_true = sol_rational(res.t)
+    e = compute_error(res.y, y_true, rtol, atol)
+    assert_(np.all(e < 5))
+
+    t_eval = [5, 4.99, 3, 1.5, 1.1, 1.01, 1]
+    res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
+                    t_eval=t_eval)
+    assert_equal(res.t, t_eval)
+    assert_(res.t_events is None)
+    assert_(res.success)
+    assert_equal(res.status, 0)
+
+    t_eval = [5.01, 7, 8, 8.01]
+    res = solve_ivp(fun_rational, [5, 9], y0, rtol=rtol, atol=atol,
+                    t_eval=t_eval)
+    assert_equal(res.t, t_eval)
+    assert_(res.t_events is None)
+    assert_(res.success)
+    assert_equal(res.status, 0)
+
+    y_true = sol_rational(res.t)
+    e = compute_error(res.y, y_true, rtol, atol)
+    assert_(np.all(e < 5))
+
+    t_eval = [4.99, 3, 1.5, 1.1, 1.01]
+    res = solve_ivp(fun_rational, [5, 1], y0, rtol=rtol, atol=atol,
+                    t_eval=t_eval)
+    assert_equal(res.t, t_eval)
+    assert_(res.t_events is None)
+    assert_(res.success)
+    assert_equal(res.status, 0)
+
+    t_eval = [4, 6]
+    assert_raises(ValueError, solve_ivp, fun_rational, [5, 9], y0,
+                  rtol=rtol, atol=atol, t_eval=t_eval)
+
+
+def test_t_eval_dense_output():
+    rtol = 1e-3
+    atol = 1e-6
+    y0 = [1/3, 2/9]
+    t_span = [5, 9]
+    t_eval = np.linspace(t_span[0], t_span[1], 10)
+    res = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
+                    t_eval=t_eval)
+    res_d = solve_ivp(fun_rational, t_span, y0, rtol=rtol, atol=atol,
+                      t_eval=t_eval, dense_output=True)
+    assert_equal(res.t, t_eval)
+    assert_(res.t_events is None)
+    assert_(res.success)
+    assert_equal(res.status, 0)
+
+    assert_equal(res.t, res_d.t)
+    assert_equal(res.y, res_d.y)
+    assert_(res_d.t_events is None)
+    assert_(res_d.success)
+    assert_equal(res_d.status, 0)
+
+    # if t and y are equal only test values for one case
+    y_true = sol_rational(res.t)
+    e = compute_error(res.y, y_true, rtol, atol)
+    assert_(np.all(e < 5))
+
+
+def test_no_integration():
+    for method in ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA']:
+        sol = solve_ivp(lambda t, y: -y, [4, 4], [2, 3],
+                        method=method, dense_output=True)
+        assert_equal(sol.sol(4), [2, 3])
+        assert_equal(sol.sol([4, 5, 6]), [[2, 2, 2], [3, 3, 3]])
+
+
+def test_no_integration_class():
+    for method in [RK23, RK45, Radau, BDF, LSODA]:
+        solver = method(lambda t, y: -y, 0.0, [10.0, 0.0], 0.0)
+        solver.step()
+        assert_equal(solver.status, 'finished')
+        sol = solver.dense_output()
+        assert_equal(sol(0.0), [10.0, 0.0])
+        assert_equal(sol([0, 1, 2]), [[10, 10, 10], [0, 0, 0]])
+
+        solver = method(lambda t, y: -y, 0.0, [], np.inf)
+        solver.step()
+        assert_equal(solver.status, 'finished')
+        sol = solver.dense_output()
+        assert_equal(sol(100.0), [])
+        assert_equal(sol([0, 1, 2]), np.empty((0, 3)))
+
+
+def test_empty():
+    def fun(t, y):
+        return np.zeros((0,))
+
+    y0 = np.zeros((0,))
+
+    for method in ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA']:
+        sol = assert_no_warnings(solve_ivp, fun, [0, 10], y0,
+                                 method=method, dense_output=True)
+        assert_equal(sol.sol(10), np.zeros((0,)))
+        assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
+
+    for method in ['RK23', 'RK45', 'Radau', 'BDF', 'LSODA']:
+        sol = assert_no_warnings(solve_ivp, fun, [0, np.inf], y0,
+                                 method=method, dense_output=True)
+        assert_equal(sol.sol(10), np.zeros((0,)))
+        assert_equal(sol.sol([1, 2, 3]), np.zeros((0, 3)))
+
+
+def test_ConstantDenseOutput():
+    sol = ConstantDenseOutput(0, 1, np.array([1, 2]))
+    assert_allclose(sol(1.5), [1, 2])
+    assert_allclose(sol([1, 1.5, 2]), [[1, 1, 1], [2, 2, 2]])
+
+    sol = ConstantDenseOutput(0, 1, np.array([]))
+    assert_allclose(sol(1.5), np.empty(0))
+    assert_allclose(sol([1, 1.5, 2]), np.empty((0, 3)))
+
+
+def test_classes():
+    y0 = [1 / 3, 2 / 9]
+    for cls in [RK23, RK45, Radau, BDF, LSODA]:
+        solver = cls(fun_rational, 5, y0, np.inf)
+        assert_equal(solver.n, 2)
+        assert_equal(solver.status, 'running')
+        assert_equal(solver.t_bound, np.inf)
+        assert_equal(solver.direction, 1)
+        assert_equal(solver.t, 5)
+        assert_equal(solver.y, y0)
+        assert_(solver.step_size is None)
+        if cls is not LSODA:
+            assert_(solver.nfev > 0)
+            assert_(solver.njev >= 0)
+            assert_equal(solver.nlu, 0)
+        else:
+            assert_equal(solver.nfev, 0)
+            assert_equal(solver.njev, 0)
+            assert_equal(solver.nlu, 0)
+
+        assert_raises(RuntimeError, solver.dense_output)
+
+        message = solver.step()
+        assert_equal(solver.status, 'running')
+        assert_equal(message, None)
+        assert_equal(solver.n, 2)
+        assert_equal(solver.t_bound, np.inf)
+        assert_equal(solver.direction, 1)
+        assert_(solver.t > 5)
+        assert_(not np.all(np.equal(solver.y, y0)))
+        assert_(solver.step_size > 0)
+        assert_(solver.nfev > 0)
+        assert_(solver.njev >= 0)
+        assert_(solver.nlu >= 0)
+        sol = solver.dense_output()
+        assert_allclose(sol(5), y0, rtol=1e-15, atol=0)
+
+
+def test_OdeSolution():
+    ts = np.array([0, 2, 5], dtype=float)
+    s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
+    s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
+
+    sol = OdeSolution(ts, [s1, s2])
+
+    assert_equal(sol(-1), [-1])
+    assert_equal(sol(1), [-1])
+    assert_equal(sol(2), [-1])
+    assert_equal(sol(3), [1])
+    assert_equal(sol(5), [1])
+    assert_equal(sol(6), [1])
+
+    assert_equal(sol([0, 6, -2, 1.5, 4.5, 2.5, 5, 5.5, 2]),
+                 np.array([[-1, 1, -1, -1, 1, 1, 1, 1, -1]]))
+
+    ts = np.array([10, 4, -3])
+    s1 = ConstantDenseOutput(ts[0], ts[1], np.array([-1]))
+    s2 = ConstantDenseOutput(ts[1], ts[2], np.array([1]))
+
+    sol = OdeSolution(ts, [s1, s2])
+    assert_equal(sol(11), [-1])
+    assert_equal(sol(10), [-1])
+    assert_equal(sol(5), [-1])
+    assert_equal(sol(4), [-1])
+    assert_equal(sol(0), [1])
+    assert_equal(sol(-3), [1])
+    assert_equal(sol(-4), [1])
+
+    assert_equal(sol([12, -5, 10, -3, 6, 1, 4]),
+                 np.array([[-1, 1, -1, 1, -1, 1, -1]]))
+
+    ts = np.array([1, 1])
+    s = ConstantDenseOutput(1, 1, np.array([10]))
+    sol = OdeSolution(ts, [s])
+    assert_equal(sol(0), [10])
+    assert_equal(sol(1), [10])
+    assert_equal(sol(2), [10])
+
+    assert_equal(sol([2, 1, 0]), np.array([[10, 10, 10]]))
+
+
+def test_num_jac():
+    def fun(t, y):
+        return np.vstack([
+            -0.04 * y[0] + 1e4 * y[1] * y[2],
+            0.04 * y[0] - 1e4 * y[1] * y[2] - 3e7 * y[1] ** 2,
+            3e7 * y[1] ** 2
+        ])
+
+    def jac(t, y):
+        return np.array([
+            [-0.04, 1e4 * y[2], 1e4 * y[1]],
+            [0.04, -1e4 * y[2] - 6e7 * y[1], -1e4 * y[1]],
+            [0, 6e7 * y[1], 0]
+        ])
+
+    t = 1
+    y = np.array([1, 0, 0])
+    J_true = jac(t, y)
+    threshold = 1e-5
+    f = fun(t, y).ravel()
+
+    J_num, factor = num_jac(fun, t, y, f, threshold, None)
+    assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
+
+    J_num, factor = num_jac(fun, t, y, f, threshold, factor)
+    assert_allclose(J_num, J_true, rtol=1e-5, atol=1e-5)
+
+
+def test_num_jac_sparse():
+    def fun(t, y):
+        e = y[1:]**3 - y[:-1]**2
+        z = np.zeros(y.shape[1])
+        return np.vstack((z, 3 * e)) + np.vstack((2 * e, z))
+
+    def structure(n):
+        A = np.zeros((n, n), dtype=int)
+        A[0, 0] = 1
+        A[0, 1] = 1
+        for i in range(1, n - 1):
+            A[i, i - 1: i + 2] = 1
+        A[-1, -1] = 1
+        A[-1, -2] = 1
+
+        return A
+
+    np.random.seed(0)
+    n = 20
+    y = np.random.randn(n)
+    A = structure(n)
+    groups = group_columns(A)
+
+    f = fun(0, y[:, None]).ravel()
+
+    # Compare dense and sparse results, assuming that dense implementation
+    # is correct (as it is straightforward).
+    J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, None,
+                                          sparsity=(A, groups))
+    J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, None)
+    assert_allclose(J_num_dense, J_num_sparse.toarray(),
+                    rtol=1e-12, atol=1e-14)
+    assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
+
+    # Take small factors to trigger their recomputing inside.
+    factor = np.random.uniform(0, 1e-12, size=n)
+    J_num_sparse, factor_sparse = num_jac(fun, 0, y.ravel(), f, 1e-8, factor,
+                                          sparsity=(A, groups))
+    J_num_dense, factor_dense = num_jac(fun, 0, y.ravel(), f, 1e-8, factor)
+
+    assert_allclose(J_num_dense, J_num_sparse.toarray(),
+                    rtol=1e-12, atol=1e-14)
+    assert_allclose(factor_dense, factor_sparse, rtol=1e-12, atol=1e-14)
+

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_odeint_jac.py

@@ -0,0 +1,75 @@
+
+import numpy as np
+from numpy.testing import assert_equal, assert_allclose
+from scipy.integrate import odeint
+import scipy.integrate._test_odeint_banded as banded5x5
+
+
+def rhs(y, t):
+    dydt = np.zeros_like(y)
+    banded5x5.banded5x5(t, y, dydt)
+    return dydt
+
+
+def jac(y, t):
+    n = len(y)
+    jac = np.zeros((n, n), order='F')
+    banded5x5.banded5x5_jac(t, y, 1, 1, jac)
+    return jac
+
+
+def bjac(y, t):
+    n = len(y)
+    bjac = np.zeros((4, n), order='F')
+    banded5x5.banded5x5_bjac(t, y, 1, 1, bjac)
+    return bjac
+
+
+JACTYPE_FULL = 1
+JACTYPE_BANDED = 4
+
+
+def check_odeint(jactype):
+    if jactype == JACTYPE_FULL:
+        ml = None
+        mu = None
+        jacobian = jac
+    elif jactype == JACTYPE_BANDED:
+        ml = 2
+        mu = 1
+        jacobian = bjac
+    else:
+        raise ValueError("invalid jactype: %r" % (jactype,))
+
+    y0 = np.arange(1.0, 6.0)
+    # These tolerances must match the tolerances used in banded5x5.f.
+    rtol = 1e-11
+    atol = 1e-13
+    dt = 0.125
+    nsteps = 64
+    t = dt * np.arange(nsteps+1)
+
+    sol, info = odeint(rhs, y0, t,
+                       Dfun=jacobian, ml=ml, mu=mu,
+                       atol=atol, rtol=rtol, full_output=True)
+    yfinal = sol[-1]
+    odeint_nst = info['nst'][-1]
+    odeint_nfe = info['nfe'][-1]
+    odeint_nje = info['nje'][-1]
+
+    y1 = y0.copy()
+    # Pure Fortran solution.  y1 is modified in-place.
+    nst, nfe, nje = banded5x5.banded5x5_solve(y1, nsteps, dt, jactype)
+
+    # It is likely that yfinal and y1 are *exactly* the same, but
+    # we'll be cautious and use assert_allclose.
+    assert_allclose(yfinal, y1, rtol=1e-12)
+    assert_equal((odeint_nst, odeint_nfe, odeint_nje), (nst, nfe, nje))
+
+
+def test_odeint_full_jac():
+    check_odeint(JACTYPE_FULL)
+
+
+def test_odeint_banded_jac():
+    check_odeint(JACTYPE_BANDED)

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_quadpack.py

@@ -0,0 +1,418 @@
+from __future__ import division, print_function, absolute_import
+
+import sys
+import math
+import numpy as np
+from numpy import sqrt, cos, sin, arctan, exp, log, pi, Inf
+from numpy.testing import (assert_,
+        assert_allclose, assert_array_less, assert_almost_equal)
+import pytest
+from pytest import raises as assert_raises
+
+from scipy.integrate import quad, dblquad, tplquad, nquad
+from scipy._lib.six import xrange
+from scipy._lib._ccallback import LowLevelCallable
+
+import ctypes
+import ctypes.util
+from scipy._lib._ccallback_c import sine_ctypes
+
+import scipy.integrate._test_multivariate as clib_test
+
+
+def assert_quad(value_and_err, tabled_value, errTol=1.5e-8):
+    value, err = value_and_err
+    assert_allclose(value, tabled_value, atol=err, rtol=0)
+    if errTol is not None:
+        assert_array_less(err, errTol)
+
+
+def get_clib_test_routine(name, restype, *argtypes):
+    ptr = getattr(clib_test, name)
+    return ctypes.cast(ptr, ctypes.CFUNCTYPE(restype, *argtypes))
+
+
+class TestCtypesQuad(object):
+    def setup_method(self):
+        if sys.platform == 'win32':
+            if sys.version_info < (3, 5):
+                files = [ctypes.util.find_msvcrt()]
+            else:
+                files = ['api-ms-win-crt-math-l1-1-0.dll']
+        elif sys.platform == 'darwin':
+            files = ['libm.dylib']
+        else:
+            files = ['libm.so', 'libm.so.6']
+
+        for file in files:
+            try:
+                self.lib = ctypes.CDLL(file)
+                break
+            except OSError:
+                pass
+        else:
+            # This test doesn't work on some Linux platforms (Fedora for
+            # example) that put an ld script in libm.so - see gh-5370
+            self.skipTest("Ctypes can't import libm.so")
+
+        restype = ctypes.c_double
+        argtypes = (ctypes.c_double,)
+        for name in ['sin', 'cos', 'tan']:
+            func = getattr(self.lib, name)
+            func.restype = restype
+            func.argtypes = argtypes
+
+    def test_typical(self):
+        assert_quad(quad(self.lib.sin, 0, 5), quad(math.sin, 0, 5)[0])
+        assert_quad(quad(self.lib.cos, 0, 5), quad(math.cos, 0, 5)[0])
+        assert_quad(quad(self.lib.tan, 0, 1), quad(math.tan, 0, 1)[0])
+
+    def test_ctypes_sine(self):
+        quad(LowLevelCallable(sine_ctypes), 0, 1)
+
+    def test_ctypes_variants(self):
+        sin_0 = get_clib_test_routine('_sin_0', ctypes.c_double,
+                                      ctypes.c_double, ctypes.c_void_p)
+
+        sin_1 = get_clib_test_routine('_sin_1', ctypes.c_double,
+                                      ctypes.c_int, ctypes.POINTER(ctypes.c_double),
+                                      ctypes.c_void_p)
+
+        sin_2 = get_clib_test_routine('_sin_2', ctypes.c_double,
+                                      ctypes.c_double)
+
+        sin_3 = get_clib_test_routine('_sin_3', ctypes.c_double,
+                                      ctypes.c_int, ctypes.POINTER(ctypes.c_double))
+
+        sin_4 = get_clib_test_routine('_sin_3', ctypes.c_double,
+                                      ctypes.c_int, ctypes.c_double)
+
+        all_sigs = [sin_0, sin_1, sin_2, sin_3, sin_4]
+        legacy_sigs = [sin_2, sin_4]
+        legacy_only_sigs = [sin_4]
+
+        # LowLevelCallables work for new signatures
+        for j, func in enumerate(all_sigs):
+            callback = LowLevelCallable(func)
+            if func in legacy_only_sigs:
+                assert_raises(ValueError, quad, callback, 0, pi)
+            else:
+                assert_allclose(quad(callback, 0, pi)[0], 2.0)
+
+        # Plain ctypes items work only for legacy signatures
+        for j, func in enumerate(legacy_sigs):
+            if func in legacy_sigs:
+                assert_allclose(quad(func, 0, pi)[0], 2.0)
+            else:
+                assert_raises(ValueError, quad, func, 0, pi)
+
+
+class TestMultivariateCtypesQuad(object):
+    def setup_method(self):
+        restype = ctypes.c_double
+        argtypes = (ctypes.c_int, ctypes.c_double)
+        for name in ['_multivariate_typical', '_multivariate_indefinite',
+                     '_multivariate_sin']:
+            func = get_clib_test_routine(name, restype, *argtypes)
+            setattr(self, name, func)
+
+    def test_typical(self):
+        # 1) Typical function with two extra arguments:
+        assert_quad(quad(self._multivariate_typical, 0, pi, (2, 1.8)),
+                    0.30614353532540296487)
+
+    def test_indefinite(self):
+        # 2) Infinite integration limits --- Euler's constant
+        assert_quad(quad(self._multivariate_indefinite, 0, Inf),
+                    0.577215664901532860606512)
+
+    def test_threadsafety(self):
+        # Ensure multivariate ctypes are threadsafe
+        def threadsafety(y):
+            return y + quad(self._multivariate_sin, 0, 1)[0]
+        assert_quad(quad(threadsafety, 0, 1), 0.9596976941318602)
+
+
+class TestQuad(object):
+    def test_typical(self):
+        # 1) Typical function with two extra arguments:
+        def myfunc(x, n, z):       # Bessel function integrand
+            return cos(n*x-z*sin(x))/pi
+        assert_quad(quad(myfunc, 0, pi, (2, 1.8)), 0.30614353532540296487)
+
+    def test_indefinite(self):
+        # 2) Infinite integration limits --- Euler's constant
+        def myfunc(x):           # Euler's constant integrand
+            return -exp(-x)*log(x)
+        assert_quad(quad(myfunc, 0, Inf), 0.577215664901532860606512)
+
+    def test_singular(self):
+        # 3) Singular points in region of integration.
+        def myfunc(x):
+            if 0 < x < 2.5:
+                return sin(x)
+            elif 2.5 <= x <= 5.0:
+                return exp(-x)
+            else:
+                return 0.0
+
+        assert_quad(quad(myfunc, 0, 10, points=[2.5, 5.0]),
+                    1 - cos(2.5) + exp(-2.5) - exp(-5.0))
+
+    def test_sine_weighted_finite(self):
+        # 4) Sine weighted integral (finite limits)
+        def myfunc(x, a):
+            return exp(a*(x-1))
+
+        ome = 2.0**3.4
+        assert_quad(quad(myfunc, 0, 1, args=20, weight='sin', wvar=ome),
+                    (20*sin(ome)-ome*cos(ome)+ome*exp(-20))/(20**2 + ome**2))
+
+    def test_sine_weighted_infinite(self):
+        # 5) Sine weighted integral (infinite limits)
+        def myfunc(x, a):
+            return exp(-x*a)
+
+        a = 4.0
+        ome = 3.0
+        assert_quad(quad(myfunc, 0, Inf, args=a, weight='sin', wvar=ome),
+                    ome/(a**2 + ome**2))
+
+    def test_cosine_weighted_infinite(self):
+        # 6) Cosine weighted integral (negative infinite limits)
+        def myfunc(x, a):
+            return exp(x*a)
+
+        a = 2.5
+        ome = 2.3
+        assert_quad(quad(myfunc, -Inf, 0, args=a, weight='cos', wvar=ome),
+                    a/(a**2 + ome**2))
+
+    def test_algebraic_log_weight(self):
+        # 6) Algebraic-logarithmic weight.
+        def myfunc(x, a):
+            return 1/(1+x+2**(-a))
+
+        a = 1.5
+        assert_quad(quad(myfunc, -1, 1, args=a, weight='alg',
+                         wvar=(-0.5, -0.5)),
+                    pi/sqrt((1+2**(-a))**2 - 1))
+
+    def test_cauchypv_weight(self):
+        # 7) Cauchy prinicpal value weighting w(x) = 1/(x-c)
+        def myfunc(x, a):
+            return 2.0**(-a)/((x-1)**2+4.0**(-a))
+
+        a = 0.4
+        tabledValue = ((2.0**(-0.4)*log(1.5) -
+                        2.0**(-1.4)*log((4.0**(-a)+16) / (4.0**(-a)+1)) -
+                        arctan(2.0**(a+2)) -
+                        arctan(2.0**a)) /
+                       (4.0**(-a) + 1))
+        assert_quad(quad(myfunc, 0, 5, args=0.4, weight='cauchy', wvar=2.0),
+                    tabledValue, errTol=1.9e-8)
+
+    def test_b_less_than_a(self):
+        def f(x, p, q):
+            return p * np.exp(-q*x)
+
+        val_1, err_1 = quad(f, 0, np.inf, args=(2, 3))
+        val_2, err_2 = quad(f, np.inf, 0, args=(2, 3))
+        assert_allclose(val_1, -val_2, atol=max(err_1, err_2))
+
+    def test_b_less_than_a_2(self):
+        def f(x, s):
+            return np.exp(-x**2 / 2 / s) / np.sqrt(2.*s)
+
+        val_1, err_1 = quad(f, -np.inf, np.inf, args=(2,))
+        val_2, err_2 = quad(f, np.inf, -np.inf, args=(2,))
+        assert_allclose(val_1, -val_2, atol=max(err_1, err_2))
+
+    def test_b_less_than_a_3(self):
+        def f(x):
+            return 1.0
+
+        val_1, err_1 = quad(f, 0, 1, weight='alg', wvar=(0, 0))
+        val_2, err_2 = quad(f, 1, 0, weight='alg', wvar=(0, 0))
+        assert_allclose(val_1, -val_2, atol=max(err_1, err_2))
+
+    def test_b_less_than_a_full_output(self):
+        def f(x):
+            return 1.0
+
+        res_1 = quad(f, 0, 1, weight='alg', wvar=(0, 0), full_output=True)
+        res_2 = quad(f, 1, 0, weight='alg', wvar=(0, 0), full_output=True)
+        err = max(res_1[1], res_2[1])
+        assert_allclose(res_1[0], -res_2[0], atol=err)
+
+    def test_double_integral(self):
+        # 8) Double Integral test
+        def simpfunc(y, x):       # Note order of arguments.
+            return x+y
+
+        a, b = 1.0, 2.0
+        assert_quad(dblquad(simpfunc, a, b, lambda x: x, lambda x: 2*x),
+                    5/6.0 * (b**3.0-a**3.0))
+
+    def test_double_integral2(self):
+        def func(x0, x1, t0, t1):
+            return x0 + x1 + t0 + t1
+        g = lambda x: x
+        h = lambda x: 2 * x
+        args = 1, 2
+        assert_quad(dblquad(func, 1, 2, g, h, args=args),35./6 + 9*.5)
+
+    def test_double_integral3(self):
+        def func(x0, x1):
+            return x0 + x1 + 1 + 2
+        assert_quad(dblquad(func, 1, 2, 1, 2),6.)
+        
+    def test_triple_integral(self):
+        # 9) Triple Integral test
+        def simpfunc(z, y, x, t):      # Note order of arguments.
+            return (x+y+z)*t
+
+        a, b = 1.0, 2.0
+        assert_quad(tplquad(simpfunc, a, b,
+                            lambda x: x, lambda x: 2*x,
+                            lambda x, y: x - y, lambda x, y: x + y,
+                            (2.,)),
+                     2*8/3.0 * (b**4.0 - a**4.0))
+
+
+class TestNQuad(object):
+    def test_fixed_limits(self):
+        def func1(x0, x1, x2, x3):
+            val = (x0**2 + x1*x2 - x3**3 + np.sin(x0) +
+                   (1 if (x0 - 0.2*x3 - 0.5 - 0.25*x1 > 0) else 0))
+            return val
+
+        def opts_basic(*args):
+            return {'points': [0.2*args[2] + 0.5 + 0.25*args[0]]}
+
+        res = nquad(func1, [[0, 1], [-1, 1], [.13, .8], [-.15, 1]],
+                    opts=[opts_basic, {}, {}, {}], full_output=True)
+        assert_quad(res[:-1], 1.5267454070738635)
+        assert_(res[-1]['neval'] > 0 and res[-1]['neval'] < 4e5) 
+        
+    def test_variable_limits(self):
+        scale = .1
+
+        def func2(x0, x1, x2, x3, t0, t1):
+            val = (x0*x1*x3**2 + np.sin(x2) + 1 +
+                   (1 if x0 + t1*x1 - t0 > 0 else 0))
+            return val
+
+        def lim0(x1, x2, x3, t0, t1):
+            return [scale * (x1**2 + x2 + np.cos(x3)*t0*t1 + 1) - 1,
+                    scale * (x1**2 + x2 + np.cos(x3)*t0*t1 + 1) + 1]
+
+        def lim1(x2, x3, t0, t1):
+            return [scale * (t0*x2 + t1*x3) - 1,
+                    scale * (t0*x2 + t1*x3) + 1]
+
+        def lim2(x3, t0, t1):
+            return [scale * (x3 + t0**2*t1**3) - 1,
+                    scale * (x3 + t0**2*t1**3) + 1]
+
+        def lim3(t0, t1):
+            return [scale * (t0 + t1) - 1, scale * (t0 + t1) + 1]
+
+        def opts0(x1, x2, x3, t0, t1):
+            return {'points': [t0 - t1*x1]}
+
+        def opts1(x2, x3, t0, t1):
+            return {}
+
+        def opts2(x3, t0, t1):
+            return {}
+
+        def opts3(t0, t1):
+            return {}
+
+        res = nquad(func2, [lim0, lim1, lim2, lim3], args=(0, 0),
+                    opts=[opts0, opts1, opts2, opts3])
+        assert_quad(res, 25.066666666666663)
+
+    def test_square_separate_ranges_and_opts(self):
+        def f(y, x):
+            return 1.0
+
+        assert_quad(nquad(f, [[-1, 1], [-1, 1]], opts=[{}, {}]), 4.0)
+
+    def test_square_aliased_ranges_and_opts(self):
+        def f(y, x):
+            return 1.0
+
+        r = [-1, 1]
+        opt = {}
+        assert_quad(nquad(f, [r, r], opts=[opt, opt]), 4.0)
+
+    def test_square_separate_fn_ranges_and_opts(self):
+        def f(y, x):
+            return 1.0
+
+        def fn_range0(*args):
+            return (-1, 1)
+
+        def fn_range1(*args):
+            return (-1, 1)
+
+        def fn_opt0(*args):
+            return {}
+
+        def fn_opt1(*args):
+            return {}
+
+        ranges = [fn_range0, fn_range1]
+        opts = [fn_opt0, fn_opt1]
+        assert_quad(nquad(f, ranges, opts=opts), 4.0)
+
+    def test_square_aliased_fn_ranges_and_opts(self):
+        def f(y, x):
+            return 1.0
+
+        def fn_range(*args):
+            return (-1, 1)
+
+        def fn_opt(*args):
+            return {}
+
+        ranges = [fn_range, fn_range]
+        opts = [fn_opt, fn_opt]
+        assert_quad(nquad(f, ranges, opts=opts), 4.0)
+
+    def test_matching_quad(self):
+        def func(x):
+            return x**2 + 1
+
+        res, reserr = quad(func, 0, 4)
+        res2, reserr2 = nquad(func, ranges=[[0, 4]])
+        assert_almost_equal(res, res2)
+        assert_almost_equal(reserr, reserr2)
+
+    def test_matching_dblquad(self):
+        def func2d(x0, x1):
+            return x0**2 + x1**3 - x0 * x1 + 1
+
+        res, reserr = dblquad(func2d, -2, 2, lambda x: -3, lambda x: 3)
+        res2, reserr2 = nquad(func2d, [[-3, 3], (-2, 2)])
+        assert_almost_equal(res, res2)
+        assert_almost_equal(reserr, reserr2)
+
+    def test_matching_tplquad(self):
+        def func3d(x0, x1, x2, c0, c1):
+            return x0**2 + c0 * x1**3 - x0 * x1 + 1 + c1 * np.sin(x2)
+
+        res = tplquad(func3d, -1, 2, lambda x: -2, lambda x: 2,
+                      lambda x, y: -np.pi, lambda x, y: np.pi,
+                      args=(2, 3))
+        res2 = nquad(func3d, [[-np.pi, np.pi], [-2, 2], (-1, 2)], args=(2, 3))
+        assert_almost_equal(res, res2)
+
+    def test_dict_as_opts(self):
+        try:
+            out = nquad(lambda x, y: x * y, [[0, 1], [0, 1]], opts={'epsrel': 0.0001})
+        except(TypeError):
+            assert False
+

utils/venv/lib/python3.6/site-packages/scipy/integrate/tests/test_quadrature.py

@@ -0,0 +1,233 @@
+from __future__ import division, print_function, absolute_import
+
+import numpy as np
+from numpy import cos, sin, pi
+from numpy.testing import assert_equal, \
+    assert_almost_equal, assert_allclose, assert_
+from scipy._lib._numpy_compat import suppress_warnings
+
+from scipy.integrate import (quadrature, romberg, romb, newton_cotes,
+                             cumtrapz, quad, simps, fixed_quad)
+from scipy.integrate.quadrature import AccuracyWarning
+
+
+class TestFixedQuad(object):
+    def test_scalar(self):
+        n = 4
+        func = lambda x: x**(2*n - 1)
+        expected = 1/(2*n)
+        got, _ = fixed_quad(func, 0, 1, n=n)
+        # quadrature exact for this input
+        assert_allclose(got, expected, rtol=1e-12)
+
+    def test_vector(self):
+        n = 4
+        p = np.arange(1, 2*n)
+        func = lambda x: x**p[:,None]
+        expected = 1/(p + 1)
+        got, _ = fixed_quad(func, 0, 1, n=n)
+        assert_allclose(got, expected, rtol=1e-12)
+
+
+class TestQuadrature(object):
+    def quad(self, x, a, b, args):
+        raise NotImplementedError
+
+    def test_quadrature(self):
+        # Typical function with two extra arguments:
+        def myfunc(x, n, z):       # Bessel function integrand
+            return cos(n*x-z*sin(x))/pi
+        val, err = quadrature(myfunc, 0, pi, (2, 1.8))
+        table_val = 0.30614353532540296487
+        assert_almost_equal(val, table_val, decimal=7)
+
+    def test_quadrature_rtol(self):
+        def myfunc(x, n, z):       # Bessel function integrand
+            return 1e90 * cos(n*x-z*sin(x))/pi
+        val, err = quadrature(myfunc, 0, pi, (2, 1.8), rtol=1e-10)
+        table_val = 1e90 * 0.30614353532540296487
+        assert_allclose(val, table_val, rtol=1e-10)
+
+    def test_quadrature_miniter(self):
+        # Typical function with two extra arguments:
+        def myfunc(x, n, z):       # Bessel function integrand
+            return cos(n*x-z*sin(x))/pi
+        table_val = 0.30614353532540296487
+        for miniter in [5, 52]:
+            val, err = quadrature(myfunc, 0, pi, (2, 1.8), miniter=miniter)
+            assert_almost_equal(val, table_val, decimal=7)
+            assert_(err < 1.0)
+
+    def test_quadrature_single_args(self):
+        def myfunc(x, n):
+            return 1e90 * cos(n*x-1.8*sin(x))/pi
+        val, err = quadrature(myfunc, 0, pi, args=2, rtol=1e-10)
+        table_val = 1e90 * 0.30614353532540296487
+        assert_allclose(val, table_val, rtol=1e-10)
+
+    def test_romberg(self):
+        # Typical function with two extra arguments:
+        def myfunc(x, n, z):       # Bessel function integrand
+            return cos(n*x-z*sin(x))/pi
+        val = romberg(myfunc, 0, pi, args=(2, 1.8))
+        table_val = 0.30614353532540296487
+        assert_almost_equal(val, table_val, decimal=7)
+
+    def test_romberg_rtol(self):
+        # Typical function with two extra arguments:
+        def myfunc(x, n, z):       # Bessel function integrand
+            return 1e19*cos(n*x-z*sin(x))/pi
+        val = romberg(myfunc, 0, pi, args=(2, 1.8), rtol=1e-10)
+        table_val = 1e19*0.30614353532540296487
+        assert_allclose(val, table_val, rtol=1e-10)
+
+    def test_romb(self):
+        assert_equal(romb(np.arange(17)), 128)
+
+    def test_romb_gh_3731(self):
+        # Check that romb makes maximal use of data points
+        x = np.arange(2**4+1)
+        y = np.cos(0.2*x)
+        val = romb(y)
+        val2, err = quad(lambda x: np.cos(0.2*x), x.min(), x.max())
+        assert_allclose(val, val2, rtol=1e-8, atol=0)
+
+        # should be equal to romb with 2**k+1 samples
+        with suppress_warnings() as sup:
+            sup.filter(AccuracyWarning, "divmax .4. exceeded")
+            val3 = romberg(lambda x: np.cos(0.2*x), x.min(), x.max(), divmax=4)
+        assert_allclose(val, val3, rtol=1e-12, atol=0)
+
+    def test_non_dtype(self):
+        # Check that we work fine with functions returning float
+        import math
+        valmath = romberg(math.sin, 0, 1)
+        expected_val = 0.45969769413185085
+        assert_almost_equal(valmath, expected_val, decimal=7)
+
+    def test_newton_cotes(self):
+        """Test the first few degrees, for evenly spaced points."""
+        n = 1
+        wts, errcoff = newton_cotes(n, 1)
+        assert_equal(wts, n*np.array([0.5, 0.5]))
+        assert_almost_equal(errcoff, -n**3/12.0)
+
+        n = 2
+        wts, errcoff = newton_cotes(n, 1)
+        assert_almost_equal(wts, n*np.array([1.0, 4.0, 1.0])/6.0)
+        assert_almost_equal(errcoff, -n**5/2880.0)
+
+        n = 3
+        wts, errcoff = newton_cotes(n, 1)
+        assert_almost_equal(wts, n*np.array([1.0, 3.0, 3.0, 1.0])/8.0)
+        assert_almost_equal(errcoff, -n**5/6480.0)
+
+        n = 4
+        wts, errcoff = newton_cotes(n, 1)
+        assert_almost_equal(wts, n*np.array([7.0, 32.0, 12.0, 32.0, 7.0])/90.0)
+        assert_almost_equal(errcoff, -n**7/1935360.0)
+
+    def test_newton_cotes2(self):
+        """Test newton_cotes with points that are not evenly spaced."""
+
+        x = np.array([0.0, 1.5, 2.0])
+        y = x**2
+        wts, errcoff = newton_cotes(x)
+        exact_integral = 8.0/3
+        numeric_integral = np.dot(wts, y)
+        assert_almost_equal(numeric_integral, exact_integral)
+
+        x = np.array([0.0, 1.4, 2.1, 3.0])
+        y = x**2
+        wts, errcoff = newton_cotes(x)
+        exact_integral = 9.0
+        numeric_integral = np.dot(wts, y)
+        assert_almost_equal(numeric_integral, exact_integral)
+
+    def test_simps(self):
+        y = np.arange(17)
+        assert_equal(simps(y), 128)
+        assert_equal(simps(y, dx=0.5), 64)
+        assert_equal(simps(y, x=np.linspace(0, 4, 17)), 32)
+
+        y = np.arange(4)
+        x = 2**y
+        assert_equal(simps(y, x=x, even='avg'), 13.875)
+        assert_equal(simps(y, x=x, even='first'), 13.75)
+        assert_equal(simps(y, x=x, even='last'), 14)
+
+
+class TestCumtrapz(object):
+    def test_1d(self):
+        x = np.linspace(-2, 2, num=5)
+        y = x
+        y_int = cumtrapz(y, x, initial=0)
+        y_expected = [0., -1.5, -2., -1.5, 0.]
+        assert_allclose(y_int, y_expected)
+
+        y_int = cumtrapz(y, x, initial=None)
+        assert_allclose(y_int, y_expected[1:])
+
+    def test_y_nd_x_nd(self):
+        x = np.arange(3 * 2 * 4).reshape(3, 2, 4)
+        y = x
+        y_int = cumtrapz(y, x, initial=0)
+        y_expected = np.array([[[0., 0.5, 2., 4.5],
+                                [0., 4.5, 10., 16.5]],
+                               [[0., 8.5, 18., 28.5],
+                                [0., 12.5, 26., 40.5]],
+                               [[0., 16.5, 34., 52.5],
+                                [0., 20.5, 42., 64.5]]])
+
+        assert_allclose(y_int, y_expected)
+
+        # Try with all axes
+        shapes = [(2, 2, 4), (3, 1, 4), (3, 2, 3)]
+        for axis, shape in zip([0, 1, 2], shapes):
+            y_int = cumtrapz(y, x, initial=3.45, axis=axis)
+            assert_equal(y_int.shape, (3, 2, 4))
+            y_int = cumtrapz(y, x, initial=None, axis=axis)
+            assert_equal(y_int.shape, shape)
+
+    def test_y_nd_x_1d(self):
+        y = np.arange(3 * 2 * 4).reshape(3, 2, 4)
+        x = np.arange(4)**2
+        # Try with all axes
+        ys_expected = (
+            np.array([[[4., 5., 6., 7.],
+                       [8., 9., 10., 11.]],
+                      [[40., 44., 48., 52.],
+                       [56., 60., 64., 68.]]]),
+            np.array([[[2., 3., 4., 5.]],
+                      [[10., 11., 12., 13.]],
+                      [[18., 19., 20., 21.]]]),
+            np.array([[[0.5, 5., 17.5],
+                       [4.5, 21., 53.5]],
+                      [[8.5, 37., 89.5],
+                       [12.5, 53., 125.5]],
+                      [[16.5, 69., 161.5],
+                       [20.5, 85., 197.5]]]))
+
+        for axis, y_expected in zip([0, 1, 2], ys_expected):
+            y_int = cumtrapz(y, x=x[:y.shape[axis]], axis=axis, initial=None)
+            assert_allclose(y_int, y_expected)
+
+    def test_x_none(self):
+        y = np.linspace(-2, 2, num=5)
+
+        y_int = cumtrapz(y)
+        y_expected = [-1.5, -2., -1.5, 0.]
+        assert_allclose(y_int, y_expected)
+
+        y_int = cumtrapz(y, initial=1.23)
+        y_expected = [1.23, -1.5, -2., -1.5, 0.]
+        assert_allclose(y_int, y_expected)
+
+        y_int = cumtrapz(y, dx=3)
+        y_expected = [-4.5, -6., -4.5, 0.]
+        assert_allclose(y_int, y_expected)
+
+        y_int = cumtrapz(y, dx=3, initial=1.23)
+        y_expected = [1.23, -4.5, -6., -4.5, 0.]
+        assert_allclose(y_int, y_expected)
+