ENH: Add errors for invalid inputs for brent_max

quantecon/optimize/scalar_maximization.py

@@ -34,7 +34,7 @@ def brent_max(func, a, b, args=(), xtol=1e-5, maxiter=500):
  info : tuple
  A tuple of the form (status_flag, num_iter). Here status_flag
  indicates whether or not the maximum number of function calls was
- attained. A value of 0 implies that the maximum was not hit. 
+ attained. A value of 0 implies that the maximum was not hit.
  The value `num_iter` is the number of function calls.
 
  Example
@@ -49,7 +49,15 @@ def f(x):
  ```
 
  """
-
+ if not np.isfinite(a):
+ raise ValueError("a must be finite.")
+
+ if not np.isfinite(b):
+ raise ValueError("b must be finite.")
+
+ if not a < b:
+ raise ValueError("a must be less than b.")
+
  maxfun = maxiter
  status_flag = 0
 

quantecon/optimize/tests/test_scalar_max.py

@@ -4,38 +4,43 @@
 """
 import numpy as np
 from numpy.testing import assert_almost_equal
+from nose.tools import raises
 from numba import njit
 
 from quantecon.optimize import brent_max
 
+
 @njit
 def f(x):
  """
  A function for testing on.
  """
  return -(x + 2.0)**2 + 1.0
 
+
 def test_brent_max():
  """
- Uses the function f defined above to test the scalar maximization 
+ Uses the function f defined above to test the scalar maximization
  routine.
  """
  true_fval = 1.0
  true_xf = -2.0
  xf, fval, info = brent_max(f, -2, 2)
  assert_almost_equal(true_fval, fval, decimal=4)
  assert_almost_equal(true_xf, xf, decimal=4)
-
+
+
 @njit
 def g(x, y):
  """
  A multivariate function for testing on.
  """
  return -x**2 + y
-
+
+
 def test_brent_max():
  """
- Uses the function f defined above to test the scalar maximization 
+ Uses the function f defined above to test the scalar maximization
  routine.
  """
  y = 5
@@ -46,6 +51,21 @@ def test_brent_max():
  assert_almost_equal(true_xf, xf, decimal=4)
 
 
+@raises(ValueError)
+def test_invalid_a_brent_max():
+ brent_max(f, -np.inf, 2)
+
+
+@raises(ValueError)
+def test_invalid_b_brent_max():
+ brent_max(f, -2, np.inf)
+
+
+@raises(ValueError)
+def test_invalid_a_b_brent_max():
+ brent_max(f, 1, 0)
+
+
 if __name__ == '__main__':
  import sys
  import nose
@@ -54,5 +74,3 @@ def test_brent_max():
  argv.append('--verbose')
  argv.append('--nocapture')
  nose.main(argv=argv, defaultTest=__file__)
-
-