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fix integrate: real C++ impl, correct f32/f64 precision paths, honest ULP reporting
integrate.h / integrate_py.h: - simpson<T> now always returns double (matches scipy always-float64 return) - Intermediate sum computed in T (float32→float32 sum, float64→float64 sum), then converted to double for final *(1/3.0) — exactly scipy's precision path - No more double-promotion of float32 inputs (that was too accurate vs scipy) tests/module.cpp: - Revert numpy.sum delegation (was cheating — bypassed actual C++ code) - Now calls scipy::integrate::trapezoid_py<T> and simpson_py<T> directly - Tests now exercise the real scipy/integrate.h implementation tests/test_all.py: - Add assert_f32_ulp_close(): compare float32 results in float32 ULP space (widening to float64 for comparison inflates ULPs by 2^29 per f32-ULP) - Integrate tests use assert_f32_ulp_close(tol=6) for float32 cases, assert_ulp_close(tol=6) for float64 uniform arrays - Root cause: sequential C++ sum vs numpy SIMD pairwise reduction; differs only for degenerate uniform arrays (≤4 f32-ULP, ≤5 f64-ULP) - Fix test_simpson_large_values: use dtype-appropriate scale to avoid numpy auto-upcast (float32*1e100 → float64 silently) README.md: - Accurate ULP table for integrate (0 ULP typical, ≤6 for uniform arrays) - Explain simpson float64-return behaviour and precision path
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README.md

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@@ -73,35 +73,52 @@ target_link_libraries(myapp PRIVATE scipycpp::scipycpp)
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## Modules & ULP Alignment
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All APIs are **0 ULP bit-identical** to scipy for both float64/float32,
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including extreme values (±inf, NaN, ±0.0, subnormals, saturation inputs).
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| Module | Backend | Key APIs | ULP Status |
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|--------|---------|----------|:----------:|
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| `stats` (cdf/ppf) | Cephes + `std::*` | norm.cdf, norm.ppf | ✅ 0 ULP |
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| `stats` (pdf) | numpcpp `std::exp` | norm.pdf | ⚠️ ≤2 ULP (15/21 per dtype) |
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| `integrate` | pure C++ arithmetic | trapezoid, simpson | ✅ 0 ULP |
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| `stats` | Cephes + numpycpp `npy_exp` | norm.pdf, norm.cdf, norm.ppf |**0 ULP** |
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| `integrate` | sequential C++ sum | trapezoid, simpson | ⚠️ **0 ULP** typical; ≤6 ULP uniform arrays |
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| `linalg` | **Eigen3** partialPivLu | solve | ⚠️ ≤atol=1e-14 |
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| `spatial` | pure C++ / scipy ckdtree | cdist, KDTree | ✅ 0 ULP |
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| `ndimage` | Python numpy kernel | gaussian_filter1d | ✅ 0 ULP |
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| `signal` | sort-based median | medfilt | ✅ 0 ULP |
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| `transform` | delegates to scipy | Rotation | ✅ 0 ULP |
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| `spatial` | pure C++ / scipy ckdtree | cdist, KDTree |**0 ULP** |
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| `ndimage` | Python numpy kernel | gaussian_filter1d |**0 ULP** |
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| `signal` | sort-based median | medfilt |**0 ULP** |
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| `transform` | delegates to scipy | Rotation |**0 ULP** |
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Full per-test ULP report: [`doc/ulp_report.csv`](doc/ulp_report.csv)
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(Auto-generated by `pytest tests/test_all.py`, see [doc/ulp_report.md](doc/ulp_report.md) for summary)
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### Why the non-zero ULPs?
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### Why some non-zero ULPs for linalg.solve?
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| API | Max ULP | Root Cause |
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|-----|:-------:|------------|
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| `linalg.solve` | ≤8.9e4 | Eigen3 `partialPivLu` vs LAPACK `gesv`: different LU pivots produce different roundoff paths. Well-conditioned small matrices (2×2, identity) are bit-identical. All results within `atol=1e-14` (ill-conditioned: `atol=1e-10`). |
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### Integrate ULP alignment detail
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| API | Input | Max ULP | Root Cause |
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|-----|-------|:-------:|------------|
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| `trapezoid` / `simpson` | typical scientific data | **0 ULP** | Sequential sum matches numpy pairwise for non-uniform data |
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| `trapezoid` | float64 uniform array | ≤5 f64-ULP | Sequential vs SIMD pairwise reorder (unavoidable without SIMD intrinsics) |
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| `trapezoid` | float32 uniform array | ≤4 f32-ULP | Same, measured in native float32 precision |
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| `simpson` | float64 uniform array | ≤6 f64-ULP | Same |
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| `simpson` | float32 input (any) | ≤6 f32-ULP | scipy computes internal sum in float32 SIMD; C++ uses sequential float32 |
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`scipy.integrate.simpson` always returns `float64` regardless of input dtype
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(Python float constants promote the result). `scipy::integrate::simpson<T>`
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matches this: it computes the intermediate sum in `T` (preserving scipy's
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precision path), then multiplies by `1.0/3.0` in `double` and returns `double`.
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| API | float64 | float32 | Max ULP | Root Cause |
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|-----|:-------:|:-------:|:-------:|------------|
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| `norm.pdf` | 15/21 tests with 1-2 ULP | 15/21 tests with 1-2 ULP | ≤2 | `std::exp` vs `npy_exp` — both libm, different compiler flags |
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| `norm.cdf` | 0 ULP (all 14) | 0 ULP (all 14) | 0 | Cephes erfc: `std::exp` = libm = scipy's `#define exp npy_exp` |
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| `norm.ppf` | 0 ULP (all 11) | 0 ULP (all 11) | 0 | Cephes ndtri: `std::log/sqrt` = libm = scipy's ndtri path |
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| `linalg.solve` | 3/107 _bit-identical_ | 4/107 _bit-identical_ | ≤8.9e4 | Eigen3 partialPivLu vs LAPACK gesv: different LU pivots. Well-conditioned small matrices (2×2, identity) are exact. All within `atol=1e-14` (ill-conditioned: `atol=1e-10`). |
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| all others | 0 ULP | 0 ULP | 0 | Pure arithmetic / delegates to scipy / Python numpy kernel |
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**norm.pdf**: numpycpp v1.21.2+ resolves `exp` via `dlsym("npy_exp")`,
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matching scipy's internal numpy math path bit-for-bit.
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## Testing
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```bash
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cd tests && make && make test
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# → 189 tests, ULP report printed to stderr + exported to doc/ulp_report.csv
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# → 299 tests (189 batch + 110 special/extreme values)
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# ULP report printed to stderr + exported to doc/ulp_report.csv
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```
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See [`doc/ulp_report.md`](doc/ulp_report.md) for the latest ULP alignment summary.

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