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2093 lines
73 KiB
2093 lines
73 KiB
""" Test functions for linalg module
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"""
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import os
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import sys
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import itertools
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import traceback
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import textwrap
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import subprocess
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import pytest
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import numpy as np
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from numpy import array, single, double, csingle, cdouble, dot, identity, matmul
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from numpy import multiply, atleast_2d, inf, asarray
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from numpy import linalg
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from numpy.linalg import matrix_power, norm, matrix_rank, multi_dot, LinAlgError
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from numpy.linalg.linalg import _multi_dot_matrix_chain_order
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from numpy.testing import (
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assert_, assert_equal, assert_raises, assert_array_equal,
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assert_almost_equal, assert_allclose, suppress_warnings,
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assert_raises_regex, HAS_LAPACK64,
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)
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from numpy.testing._private.utils import requires_memory
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def consistent_subclass(out, in_):
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# For ndarray subclass input, our output should have the same subclass
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# (non-ndarray input gets converted to ndarray).
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return type(out) is (type(in_) if isinstance(in_, np.ndarray)
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else np.ndarray)
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old_assert_almost_equal = assert_almost_equal
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def assert_almost_equal(a, b, single_decimal=6, double_decimal=12, **kw):
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if asarray(a).dtype.type in (single, csingle):
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decimal = single_decimal
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else:
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decimal = double_decimal
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old_assert_almost_equal(a, b, decimal=decimal, **kw)
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def get_real_dtype(dtype):
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return {single: single, double: double,
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csingle: single, cdouble: double}[dtype]
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def get_complex_dtype(dtype):
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return {single: csingle, double: cdouble,
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csingle: csingle, cdouble: cdouble}[dtype]
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def get_rtol(dtype):
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# Choose a safe rtol
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if dtype in (single, csingle):
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return 1e-5
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else:
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return 1e-11
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# used to categorize tests
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all_tags = {
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'square', 'nonsquare', 'hermitian', # mutually exclusive
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'generalized', 'size-0', 'strided' # optional additions
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}
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class LinalgCase:
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def __init__(self, name, a, b, tags=set()):
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"""
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A bundle of arguments to be passed to a test case, with an identifying
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name, the operands a and b, and a set of tags to filter the tests
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"""
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assert_(isinstance(name, str))
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self.name = name
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self.a = a
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self.b = b
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self.tags = frozenset(tags) # prevent shared tags
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def check(self, do):
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"""
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Run the function `do` on this test case, expanding arguments
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"""
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do(self.a, self.b, tags=self.tags)
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def __repr__(self):
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return f'<LinalgCase: {self.name}>'
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def apply_tag(tag, cases):
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"""
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Add the given tag (a string) to each of the cases (a list of LinalgCase
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objects)
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"""
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assert tag in all_tags, "Invalid tag"
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for case in cases:
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case.tags = case.tags | {tag}
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return cases
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#
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# Base test cases
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#
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np.random.seed(1234)
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CASES = []
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# square test cases
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CASES += apply_tag('square', [
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LinalgCase("single",
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array([[1., 2.], [3., 4.]], dtype=single),
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array([2., 1.], dtype=single)),
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LinalgCase("double",
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array([[1., 2.], [3., 4.]], dtype=double),
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array([2., 1.], dtype=double)),
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LinalgCase("double_2",
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array([[1., 2.], [3., 4.]], dtype=double),
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array([[2., 1., 4.], [3., 4., 6.]], dtype=double)),
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LinalgCase("csingle",
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=csingle),
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array([2. + 1j, 1. + 2j], dtype=csingle)),
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LinalgCase("cdouble",
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble),
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array([2. + 1j, 1. + 2j], dtype=cdouble)),
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LinalgCase("cdouble_2",
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble),
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array([[2. + 1j, 1. + 2j, 1 + 3j], [1 - 2j, 1 - 3j, 1 - 6j]], dtype=cdouble)),
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LinalgCase("0x0",
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np.empty((0, 0), dtype=double),
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np.empty((0,), dtype=double),
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tags={'size-0'}),
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LinalgCase("8x8",
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np.random.rand(8, 8),
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np.random.rand(8)),
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LinalgCase("1x1",
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np.random.rand(1, 1),
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np.random.rand(1)),
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LinalgCase("nonarray",
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[[1, 2], [3, 4]],
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[2, 1]),
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])
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# non-square test-cases
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CASES += apply_tag('nonsquare', [
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LinalgCase("single_nsq_1",
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array([[1., 2., 3.], [3., 4., 6.]], dtype=single),
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array([2., 1.], dtype=single)),
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LinalgCase("single_nsq_2",
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array([[1., 2.], [3., 4.], [5., 6.]], dtype=single),
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array([2., 1., 3.], dtype=single)),
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LinalgCase("double_nsq_1",
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array([[1., 2., 3.], [3., 4., 6.]], dtype=double),
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array([2., 1.], dtype=double)),
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LinalgCase("double_nsq_2",
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array([[1., 2.], [3., 4.], [5., 6.]], dtype=double),
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array([2., 1., 3.], dtype=double)),
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LinalgCase("csingle_nsq_1",
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array(
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=csingle),
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array([2. + 1j, 1. + 2j], dtype=csingle)),
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LinalgCase("csingle_nsq_2",
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array(
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=csingle),
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array([2. + 1j, 1. + 2j, 3. - 3j], dtype=csingle)),
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LinalgCase("cdouble_nsq_1",
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array(
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble),
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array([2. + 1j, 1. + 2j], dtype=cdouble)),
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LinalgCase("cdouble_nsq_2",
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array(
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble),
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array([2. + 1j, 1. + 2j, 3. - 3j], dtype=cdouble)),
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LinalgCase("cdouble_nsq_1_2",
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array(
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble),
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array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)),
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LinalgCase("cdouble_nsq_2_2",
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array(
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble),
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array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)),
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LinalgCase("8x11",
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np.random.rand(8, 11),
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np.random.rand(8)),
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LinalgCase("1x5",
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np.random.rand(1, 5),
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np.random.rand(1)),
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LinalgCase("5x1",
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np.random.rand(5, 1),
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np.random.rand(5)),
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LinalgCase("0x4",
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np.random.rand(0, 4),
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np.random.rand(0),
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tags={'size-0'}),
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LinalgCase("4x0",
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np.random.rand(4, 0),
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np.random.rand(4),
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tags={'size-0'}),
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])
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# hermitian test-cases
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CASES += apply_tag('hermitian', [
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LinalgCase("hsingle",
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array([[1., 2.], [2., 1.]], dtype=single),
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None),
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LinalgCase("hdouble",
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array([[1., 2.], [2., 1.]], dtype=double),
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None),
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LinalgCase("hcsingle",
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array([[1., 2 + 3j], [2 - 3j, 1]], dtype=csingle),
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None),
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LinalgCase("hcdouble",
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array([[1., 2 + 3j], [2 - 3j, 1]], dtype=cdouble),
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None),
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LinalgCase("hempty",
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np.empty((0, 0), dtype=double),
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None,
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tags={'size-0'}),
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LinalgCase("hnonarray",
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[[1, 2], [2, 1]],
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None),
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LinalgCase("matrix_b_only",
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array([[1., 2.], [2., 1.]]),
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None),
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LinalgCase("hmatrix_1x1",
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np.random.rand(1, 1),
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None),
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])
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#
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# Gufunc test cases
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#
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def _make_generalized_cases():
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new_cases = []
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for case in CASES:
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if not isinstance(case.a, np.ndarray):
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continue
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a = np.array([case.a, 2 * case.a, 3 * case.a])
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if case.b is None:
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b = None
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else:
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b = np.array([case.b, 7 * case.b, 6 * case.b])
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new_case = LinalgCase(case.name + "_tile3", a, b,
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tags=case.tags | {'generalized'})
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new_cases.append(new_case)
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a = np.array([case.a] * 2 * 3).reshape((3, 2) + case.a.shape)
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if case.b is None:
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b = None
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else:
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b = np.array([case.b] * 2 * 3).reshape((3, 2) + case.b.shape)
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new_case = LinalgCase(case.name + "_tile213", a, b,
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tags=case.tags | {'generalized'})
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new_cases.append(new_case)
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return new_cases
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CASES += _make_generalized_cases()
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#
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# Generate stride combination variations of the above
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#
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def _stride_comb_iter(x):
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"""
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Generate cartesian product of strides for all axes
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"""
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if not isinstance(x, np.ndarray):
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yield x, "nop"
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return
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stride_set = [(1,)] * x.ndim
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stride_set[-1] = (1, 3, -4)
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if x.ndim > 1:
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stride_set[-2] = (1, 3, -4)
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if x.ndim > 2:
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stride_set[-3] = (1, -4)
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for repeats in itertools.product(*tuple(stride_set)):
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new_shape = [abs(a * b) for a, b in zip(x.shape, repeats)]
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slices = tuple([slice(None, None, repeat) for repeat in repeats])
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# new array with different strides, but same data
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xi = np.empty(new_shape, dtype=x.dtype)
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xi.view(np.uint32).fill(0xdeadbeef)
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xi = xi[slices]
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xi[...] = x
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xi = xi.view(x.__class__)
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assert_(np.all(xi == x))
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yield xi, "stride_" + "_".join(["%+d" % j for j in repeats])
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# generate also zero strides if possible
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if x.ndim >= 1 and x.shape[-1] == 1:
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s = list(x.strides)
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s[-1] = 0
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xi = np.lib.stride_tricks.as_strided(x, strides=s)
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yield xi, "stride_xxx_0"
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if x.ndim >= 2 and x.shape[-2] == 1:
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s = list(x.strides)
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s[-2] = 0
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xi = np.lib.stride_tricks.as_strided(x, strides=s)
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yield xi, "stride_xxx_0_x"
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if x.ndim >= 2 and x.shape[:-2] == (1, 1):
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s = list(x.strides)
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s[-1] = 0
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s[-2] = 0
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xi = np.lib.stride_tricks.as_strided(x, strides=s)
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yield xi, "stride_xxx_0_0"
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def _make_strided_cases():
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new_cases = []
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for case in CASES:
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for a, a_label in _stride_comb_iter(case.a):
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for b, b_label in _stride_comb_iter(case.b):
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new_case = LinalgCase(case.name + "_" + a_label + "_" + b_label, a, b,
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tags=case.tags | {'strided'})
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new_cases.append(new_case)
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return new_cases
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CASES += _make_strided_cases()
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#
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# Test different routines against the above cases
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#
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class LinalgTestCase:
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TEST_CASES = CASES
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def check_cases(self, require=set(), exclude=set()):
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"""
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Run func on each of the cases with all of the tags in require, and none
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of the tags in exclude
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"""
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for case in self.TEST_CASES:
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# filter by require and exclude
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if case.tags & require != require:
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continue
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if case.tags & exclude:
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continue
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try:
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case.check(self.do)
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except Exception as e:
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msg = f'In test case: {case!r}\n\n'
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msg += traceback.format_exc()
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raise AssertionError(msg) from e
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class LinalgSquareTestCase(LinalgTestCase):
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def test_sq_cases(self):
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self.check_cases(require={'square'},
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exclude={'generalized', 'size-0'})
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def test_empty_sq_cases(self):
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self.check_cases(require={'square', 'size-0'},
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exclude={'generalized'})
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class LinalgNonsquareTestCase(LinalgTestCase):
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def test_nonsq_cases(self):
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self.check_cases(require={'nonsquare'},
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exclude={'generalized', 'size-0'})
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def test_empty_nonsq_cases(self):
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self.check_cases(require={'nonsquare', 'size-0'},
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exclude={'generalized'})
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class HermitianTestCase(LinalgTestCase):
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def test_herm_cases(self):
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self.check_cases(require={'hermitian'},
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exclude={'generalized', 'size-0'})
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def test_empty_herm_cases(self):
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self.check_cases(require={'hermitian', 'size-0'},
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exclude={'generalized'})
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class LinalgGeneralizedSquareTestCase(LinalgTestCase):
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@pytest.mark.slow
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def test_generalized_sq_cases(self):
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self.check_cases(require={'generalized', 'square'},
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exclude={'size-0'})
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@pytest.mark.slow
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def test_generalized_empty_sq_cases(self):
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self.check_cases(require={'generalized', 'square', 'size-0'})
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class LinalgGeneralizedNonsquareTestCase(LinalgTestCase):
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@pytest.mark.slow
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def test_generalized_nonsq_cases(self):
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self.check_cases(require={'generalized', 'nonsquare'},
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exclude={'size-0'})
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@pytest.mark.slow
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def test_generalized_empty_nonsq_cases(self):
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self.check_cases(require={'generalized', 'nonsquare', 'size-0'})
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class HermitianGeneralizedTestCase(LinalgTestCase):
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@pytest.mark.slow
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def test_generalized_herm_cases(self):
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self.check_cases(require={'generalized', 'hermitian'},
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exclude={'size-0'})
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@pytest.mark.slow
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def test_generalized_empty_herm_cases(self):
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self.check_cases(require={'generalized', 'hermitian', 'size-0'},
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exclude={'none'})
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def dot_generalized(a, b):
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a = asarray(a)
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if a.ndim >= 3:
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if a.ndim == b.ndim:
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# matrix x matrix
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new_shape = a.shape[:-1] + b.shape[-1:]
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elif a.ndim == b.ndim + 1:
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# matrix x vector
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new_shape = a.shape[:-1]
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else:
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raise ValueError("Not implemented...")
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r = np.empty(new_shape, dtype=np.common_type(a, b))
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for c in itertools.product(*map(range, a.shape[:-2])):
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r[c] = dot(a[c], b[c])
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return r
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else:
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return dot(a, b)
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def identity_like_generalized(a):
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a = asarray(a)
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if a.ndim >= 3:
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r = np.empty(a.shape, dtype=a.dtype)
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r[...] = identity(a.shape[-2])
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return r
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else:
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return identity(a.shape[0])
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class SolveCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
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# kept apart from TestSolve for use for testing with matrices.
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def do(self, a, b, tags):
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x = linalg.solve(a, b)
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assert_almost_equal(b, dot_generalized(a, x))
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assert_(consistent_subclass(x, b))
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class TestSolve(SolveCases):
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@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
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def test_types(self, dtype):
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x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
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assert_equal(linalg.solve(x, x).dtype, dtype)
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def test_0_size(self):
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class ArraySubclass(np.ndarray):
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pass
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# Test system of 0x0 matrices
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a = np.arange(8).reshape(2, 2, 2)
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b = np.arange(6).reshape(1, 2, 3).view(ArraySubclass)
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expected = linalg.solve(a, b)[:, 0:0, :]
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result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, :])
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assert_array_equal(result, expected)
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assert_(isinstance(result, ArraySubclass))
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|
|
# Test errors for non-square and only b's dimension being 0
|
|
assert_raises(linalg.LinAlgError, linalg.solve, a[:, 0:0, 0:1], b)
|
|
assert_raises(ValueError, linalg.solve, a, b[:, 0:0, :])
|
|
|
|
# Test broadcasting error
|
|
b = np.arange(6).reshape(1, 3, 2) # broadcasting error
|
|
assert_raises(ValueError, linalg.solve, a, b)
|
|
assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
|
|
|
|
# Test zero "single equations" with 0x0 matrices.
|
|
b = np.arange(2).reshape(1, 2).view(ArraySubclass)
|
|
expected = linalg.solve(a, b)[:, 0:0]
|
|
result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0])
|
|
assert_array_equal(result, expected)
|
|
assert_(isinstance(result, ArraySubclass))
|
|
|
|
b = np.arange(3).reshape(1, 3)
|
|
assert_raises(ValueError, linalg.solve, a, b)
|
|
assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
|
|
assert_raises(ValueError, linalg.solve, a[:, 0:0, 0:0], b)
|
|
|
|
def test_0_size_k(self):
|
|
# test zero multiple equation (K=0) case.
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.arange(4).reshape(1, 2, 2)
|
|
b = np.arange(6).reshape(3, 2, 1).view(ArraySubclass)
|
|
|
|
expected = linalg.solve(a, b)[:, :, 0:0]
|
|
result = linalg.solve(a, b[:, :, 0:0])
|
|
assert_array_equal(result, expected)
|
|
assert_(isinstance(result, ArraySubclass))
|
|
|
|
# test both zero.
|
|
expected = linalg.solve(a, b)[:, 0:0, 0:0]
|
|
result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, 0:0])
|
|
assert_array_equal(result, expected)
|
|
assert_(isinstance(result, ArraySubclass))
|
|
|
|
|
|
class InvCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
a_inv = linalg.inv(a)
|
|
assert_almost_equal(dot_generalized(a, a_inv),
|
|
identity_like_generalized(a))
|
|
assert_(consistent_subclass(a_inv, a))
|
|
|
|
|
|
class TestInv(InvCases):
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
assert_equal(linalg.inv(x).dtype, dtype)
|
|
|
|
def test_0_size(self):
|
|
# Check that all kinds of 0-sized arrays work
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res = linalg.inv(a)
|
|
assert_(res.dtype.type is np.float64)
|
|
assert_equal(a.shape, res.shape)
|
|
assert_(isinstance(res, ArraySubclass))
|
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res = linalg.inv(a)
|
|
assert_(res.dtype.type is np.complex64)
|
|
assert_equal(a.shape, res.shape)
|
|
assert_(isinstance(res, ArraySubclass))
|
|
|
|
|
|
class EigvalsCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
ev = linalg.eigvals(a)
|
|
evalues, evectors = linalg.eig(a)
|
|
assert_almost_equal(ev, evalues)
|
|
|
|
|
|
class TestEigvals(EigvalsCases):
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
assert_equal(linalg.eigvals(x).dtype, dtype)
|
|
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
|
|
assert_equal(linalg.eigvals(x).dtype, get_complex_dtype(dtype))
|
|
|
|
def test_0_size(self):
|
|
# Check that all kinds of 0-sized arrays work
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res = linalg.eigvals(a)
|
|
assert_(res.dtype.type is np.float64)
|
|
assert_equal((0, 1), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res = linalg.eigvals(a)
|
|
assert_(res.dtype.type is np.complex64)
|
|
assert_equal((0,), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
|
|
class EigCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
evalues, evectors = linalg.eig(a)
|
|
assert_allclose(dot_generalized(a, evectors),
|
|
np.asarray(evectors) * np.asarray(evalues)[..., None, :],
|
|
rtol=get_rtol(evalues.dtype))
|
|
assert_(consistent_subclass(evectors, a))
|
|
|
|
|
|
class TestEig(EigCases):
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
w, v = np.linalg.eig(x)
|
|
assert_equal(w.dtype, dtype)
|
|
assert_equal(v.dtype, dtype)
|
|
|
|
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
|
|
w, v = np.linalg.eig(x)
|
|
assert_equal(w.dtype, get_complex_dtype(dtype))
|
|
assert_equal(v.dtype, get_complex_dtype(dtype))
|
|
|
|
def test_0_size(self):
|
|
# Check that all kinds of 0-sized arrays work
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res, res_v = linalg.eig(a)
|
|
assert_(res_v.dtype.type is np.float64)
|
|
assert_(res.dtype.type is np.float64)
|
|
assert_equal(a.shape, res_v.shape)
|
|
assert_equal((0, 1), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(a, np.ndarray))
|
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res, res_v = linalg.eig(a)
|
|
assert_(res_v.dtype.type is np.complex64)
|
|
assert_(res.dtype.type is np.complex64)
|
|
assert_equal(a.shape, res_v.shape)
|
|
assert_equal((0,), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(a, np.ndarray))
|
|
|
|
|
|
class SVDBaseTests:
|
|
hermitian = False
|
|
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
u, s, vh = linalg.svd(x)
|
|
assert_equal(u.dtype, dtype)
|
|
assert_equal(s.dtype, get_real_dtype(dtype))
|
|
assert_equal(vh.dtype, dtype)
|
|
s = linalg.svd(x, compute_uv=False, hermitian=self.hermitian)
|
|
assert_equal(s.dtype, get_real_dtype(dtype))
|
|
|
|
|
|
class SVDCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
u, s, vt = linalg.svd(a, False)
|
|
assert_allclose(a, dot_generalized(np.asarray(u) * np.asarray(s)[..., None, :],
|
|
np.asarray(vt)),
|
|
rtol=get_rtol(u.dtype))
|
|
assert_(consistent_subclass(u, a))
|
|
assert_(consistent_subclass(vt, a))
|
|
|
|
|
|
class TestSVD(SVDCases, SVDBaseTests):
|
|
def test_empty_identity(self):
|
|
""" Empty input should put an identity matrix in u or vh """
|
|
x = np.empty((4, 0))
|
|
u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian)
|
|
assert_equal(u.shape, (4, 4))
|
|
assert_equal(vh.shape, (0, 0))
|
|
assert_equal(u, np.eye(4))
|
|
|
|
x = np.empty((0, 4))
|
|
u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian)
|
|
assert_equal(u.shape, (0, 0))
|
|
assert_equal(vh.shape, (4, 4))
|
|
assert_equal(vh, np.eye(4))
|
|
|
|
|
|
class SVDHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
u, s, vt = linalg.svd(a, False, hermitian=True)
|
|
assert_allclose(a, dot_generalized(np.asarray(u) * np.asarray(s)[..., None, :],
|
|
np.asarray(vt)),
|
|
rtol=get_rtol(u.dtype))
|
|
def hermitian(mat):
|
|
axes = list(range(mat.ndim))
|
|
axes[-1], axes[-2] = axes[-2], axes[-1]
|
|
return np.conj(np.transpose(mat, axes=axes))
|
|
|
|
assert_almost_equal(np.matmul(u, hermitian(u)), np.broadcast_to(np.eye(u.shape[-1]), u.shape))
|
|
assert_almost_equal(np.matmul(vt, hermitian(vt)), np.broadcast_to(np.eye(vt.shape[-1]), vt.shape))
|
|
assert_equal(np.sort(s)[..., ::-1], s)
|
|
assert_(consistent_subclass(u, a))
|
|
assert_(consistent_subclass(vt, a))
|
|
|
|
|
|
class TestSVDHermitian(SVDHermitianCases, SVDBaseTests):
|
|
hermitian = True
|
|
|
|
|
|
class CondCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
# cond(x, p) for p in (None, 2, -2)
|
|
|
|
def do(self, a, b, tags):
|
|
c = asarray(a) # a might be a matrix
|
|
if 'size-0' in tags:
|
|
assert_raises(LinAlgError, linalg.cond, c)
|
|
return
|
|
|
|
# +-2 norms
|
|
s = linalg.svd(c, compute_uv=False)
|
|
assert_almost_equal(
|
|
linalg.cond(a), s[..., 0] / s[..., -1],
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, 2), s[..., 0] / s[..., -1],
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, -2), s[..., -1] / s[..., 0],
|
|
single_decimal=5, double_decimal=11)
|
|
|
|
# Other norms
|
|
cinv = np.linalg.inv(c)
|
|
assert_almost_equal(
|
|
linalg.cond(a, 1),
|
|
abs(c).sum(-2).max(-1) * abs(cinv).sum(-2).max(-1),
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, -1),
|
|
abs(c).sum(-2).min(-1) * abs(cinv).sum(-2).min(-1),
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, np.inf),
|
|
abs(c).sum(-1).max(-1) * abs(cinv).sum(-1).max(-1),
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, -np.inf),
|
|
abs(c).sum(-1).min(-1) * abs(cinv).sum(-1).min(-1),
|
|
single_decimal=5, double_decimal=11)
|
|
assert_almost_equal(
|
|
linalg.cond(a, 'fro'),
|
|
np.sqrt((abs(c)**2).sum(-1).sum(-1)
|
|
* (abs(cinv)**2).sum(-1).sum(-1)),
|
|
single_decimal=5, double_decimal=11)
|
|
|
|
|
|
class TestCond(CondCases):
|
|
def test_basic_nonsvd(self):
|
|
# Smoketest the non-svd norms
|
|
A = array([[1., 0, 1], [0, -2., 0], [0, 0, 3.]])
|
|
assert_almost_equal(linalg.cond(A, inf), 4)
|
|
assert_almost_equal(linalg.cond(A, -inf), 2/3)
|
|
assert_almost_equal(linalg.cond(A, 1), 4)
|
|
assert_almost_equal(linalg.cond(A, -1), 0.5)
|
|
assert_almost_equal(linalg.cond(A, 'fro'), np.sqrt(265 / 12))
|
|
|
|
def test_singular(self):
|
|
# Singular matrices have infinite condition number for
|
|
# positive norms, and negative norms shouldn't raise
|
|
# exceptions
|
|
As = [np.zeros((2, 2)), np.ones((2, 2))]
|
|
p_pos = [None, 1, 2, 'fro']
|
|
p_neg = [-1, -2]
|
|
for A, p in itertools.product(As, p_pos):
|
|
# Inversion may not hit exact infinity, so just check the
|
|
# number is large
|
|
assert_(linalg.cond(A, p) > 1e15)
|
|
for A, p in itertools.product(As, p_neg):
|
|
linalg.cond(A, p)
|
|
|
|
@pytest.mark.xfail(True, run=False,
|
|
reason="Platform/LAPACK-dependent failure, "
|
|
"see gh-18914")
|
|
def test_nan(self):
|
|
# nans should be passed through, not converted to infs
|
|
ps = [None, 1, -1, 2, -2, 'fro']
|
|
p_pos = [None, 1, 2, 'fro']
|
|
|
|
A = np.ones((2, 2))
|
|
A[0,1] = np.nan
|
|
for p in ps:
|
|
c = linalg.cond(A, p)
|
|
assert_(isinstance(c, np.float_))
|
|
assert_(np.isnan(c))
|
|
|
|
A = np.ones((3, 2, 2))
|
|
A[1,0,1] = np.nan
|
|
for p in ps:
|
|
c = linalg.cond(A, p)
|
|
assert_(np.isnan(c[1]))
|
|
if p in p_pos:
|
|
assert_(c[0] > 1e15)
|
|
assert_(c[2] > 1e15)
|
|
else:
|
|
assert_(not np.isnan(c[0]))
|
|
assert_(not np.isnan(c[2]))
|
|
|
|
def test_stacked_singular(self):
|
|
# Check behavior when only some of the stacked matrices are
|
|
# singular
|
|
np.random.seed(1234)
|
|
A = np.random.rand(2, 2, 2, 2)
|
|
A[0,0] = 0
|
|
A[1,1] = 0
|
|
|
|
for p in (None, 1, 2, 'fro', -1, -2):
|
|
c = linalg.cond(A, p)
|
|
assert_equal(c[0,0], np.inf)
|
|
assert_equal(c[1,1], np.inf)
|
|
assert_(np.isfinite(c[0,1]))
|
|
assert_(np.isfinite(c[1,0]))
|
|
|
|
|
|
class PinvCases(LinalgSquareTestCase,
|
|
LinalgNonsquareTestCase,
|
|
LinalgGeneralizedSquareTestCase,
|
|
LinalgGeneralizedNonsquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
a_ginv = linalg.pinv(a)
|
|
# `a @ a_ginv == I` does not hold if a is singular
|
|
dot = dot_generalized
|
|
assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11)
|
|
assert_(consistent_subclass(a_ginv, a))
|
|
|
|
|
|
class TestPinv(PinvCases):
|
|
pass
|
|
|
|
|
|
class PinvHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
a_ginv = linalg.pinv(a, hermitian=True)
|
|
# `a @ a_ginv == I` does not hold if a is singular
|
|
dot = dot_generalized
|
|
assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11)
|
|
assert_(consistent_subclass(a_ginv, a))
|
|
|
|
|
|
class TestPinvHermitian(PinvHermitianCases):
|
|
pass
|
|
|
|
|
|
class DetCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
d = linalg.det(a)
|
|
(s, ld) = linalg.slogdet(a)
|
|
if asarray(a).dtype.type in (single, double):
|
|
ad = asarray(a).astype(double)
|
|
else:
|
|
ad = asarray(a).astype(cdouble)
|
|
ev = linalg.eigvals(ad)
|
|
assert_almost_equal(d, multiply.reduce(ev, axis=-1))
|
|
assert_almost_equal(s * np.exp(ld), multiply.reduce(ev, axis=-1))
|
|
|
|
s = np.atleast_1d(s)
|
|
ld = np.atleast_1d(ld)
|
|
m = (s != 0)
|
|
assert_almost_equal(np.abs(s[m]), 1)
|
|
assert_equal(ld[~m], -inf)
|
|
|
|
|
|
class TestDet(DetCases):
|
|
def test_zero(self):
|
|
assert_equal(linalg.det([[0.0]]), 0.0)
|
|
assert_equal(type(linalg.det([[0.0]])), double)
|
|
assert_equal(linalg.det([[0.0j]]), 0.0)
|
|
assert_equal(type(linalg.det([[0.0j]])), cdouble)
|
|
|
|
assert_equal(linalg.slogdet([[0.0]]), (0.0, -inf))
|
|
assert_equal(type(linalg.slogdet([[0.0]])[0]), double)
|
|
assert_equal(type(linalg.slogdet([[0.0]])[1]), double)
|
|
assert_equal(linalg.slogdet([[0.0j]]), (0.0j, -inf))
|
|
assert_equal(type(linalg.slogdet([[0.0j]])[0]), cdouble)
|
|
assert_equal(type(linalg.slogdet([[0.0j]])[1]), double)
|
|
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
assert_equal(np.linalg.det(x).dtype, dtype)
|
|
ph, s = np.linalg.slogdet(x)
|
|
assert_equal(s.dtype, get_real_dtype(dtype))
|
|
assert_equal(ph.dtype, dtype)
|
|
|
|
def test_0_size(self):
|
|
a = np.zeros((0, 0), dtype=np.complex64)
|
|
res = linalg.det(a)
|
|
assert_equal(res, 1.)
|
|
assert_(res.dtype.type is np.complex64)
|
|
res = linalg.slogdet(a)
|
|
assert_equal(res, (1, 0))
|
|
assert_(res[0].dtype.type is np.complex64)
|
|
assert_(res[1].dtype.type is np.float32)
|
|
|
|
a = np.zeros((0, 0), dtype=np.float64)
|
|
res = linalg.det(a)
|
|
assert_equal(res, 1.)
|
|
assert_(res.dtype.type is np.float64)
|
|
res = linalg.slogdet(a)
|
|
assert_equal(res, (1, 0))
|
|
assert_(res[0].dtype.type is np.float64)
|
|
assert_(res[1].dtype.type is np.float64)
|
|
|
|
|
|
class LstsqCases(LinalgSquareTestCase, LinalgNonsquareTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
arr = np.asarray(a)
|
|
m, n = arr.shape
|
|
u, s, vt = linalg.svd(a, False)
|
|
x, residuals, rank, sv = linalg.lstsq(a, b, rcond=-1)
|
|
if m == 0:
|
|
assert_((x == 0).all())
|
|
if m <= n:
|
|
assert_almost_equal(b, dot(a, x))
|
|
assert_equal(rank, m)
|
|
else:
|
|
assert_equal(rank, n)
|
|
assert_almost_equal(sv, sv.__array_wrap__(s))
|
|
if rank == n and m > n:
|
|
expect_resids = (
|
|
np.asarray(abs(np.dot(a, x) - b)) ** 2).sum(axis=0)
|
|
expect_resids = np.asarray(expect_resids)
|
|
if np.asarray(b).ndim == 1:
|
|
expect_resids.shape = (1,)
|
|
assert_equal(residuals.shape, expect_resids.shape)
|
|
else:
|
|
expect_resids = np.array([]).view(type(x))
|
|
assert_almost_equal(residuals, expect_resids)
|
|
assert_(np.issubdtype(residuals.dtype, np.floating))
|
|
assert_(consistent_subclass(x, b))
|
|
assert_(consistent_subclass(residuals, b))
|
|
|
|
|
|
class TestLstsq(LstsqCases):
|
|
def test_future_rcond(self):
|
|
a = np.array([[0., 1., 0., 1., 2., 0.],
|
|
[0., 2., 0., 0., 1., 0.],
|
|
[1., 0., 1., 0., 0., 4.],
|
|
[0., 0., 0., 2., 3., 0.]]).T
|
|
|
|
b = np.array([1, 0, 0, 0, 0, 0])
|
|
with suppress_warnings() as sup:
|
|
w = sup.record(FutureWarning, "`rcond` parameter will change")
|
|
x, residuals, rank, s = linalg.lstsq(a, b)
|
|
assert_(rank == 4)
|
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=-1)
|
|
assert_(rank == 4)
|
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=None)
|
|
assert_(rank == 3)
|
|
# Warning should be raised exactly once (first command)
|
|
assert_(len(w) == 1)
|
|
|
|
@pytest.mark.parametrize(["m", "n", "n_rhs"], [
|
|
(4, 2, 2),
|
|
(0, 4, 1),
|
|
(0, 4, 2),
|
|
(4, 0, 1),
|
|
(4, 0, 2),
|
|
(4, 2, 0),
|
|
(0, 0, 0)
|
|
])
|
|
def test_empty_a_b(self, m, n, n_rhs):
|
|
a = np.arange(m * n).reshape(m, n)
|
|
b = np.ones((m, n_rhs))
|
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=None)
|
|
if m == 0:
|
|
assert_((x == 0).all())
|
|
assert_equal(x.shape, (n, n_rhs))
|
|
assert_equal(residuals.shape, ((n_rhs,) if m > n else (0,)))
|
|
if m > n and n_rhs > 0:
|
|
# residuals are exactly the squared norms of b's columns
|
|
r = b - np.dot(a, x)
|
|
assert_almost_equal(residuals, (r * r).sum(axis=-2))
|
|
assert_equal(rank, min(m, n))
|
|
assert_equal(s.shape, (min(m, n),))
|
|
|
|
def test_incompatible_dims(self):
|
|
# use modified version of docstring example
|
|
x = np.array([0, 1, 2, 3])
|
|
y = np.array([-1, 0.2, 0.9, 2.1, 3.3])
|
|
A = np.vstack([x, np.ones(len(x))]).T
|
|
with assert_raises_regex(LinAlgError, "Incompatible dimensions"):
|
|
linalg.lstsq(A, y, rcond=None)
|
|
|
|
|
|
@pytest.mark.parametrize('dt', [np.dtype(c) for c in '?bBhHiIqQefdgFDGO'])
|
|
class TestMatrixPower:
|
|
|
|
rshft_0 = np.eye(4)
|
|
rshft_1 = rshft_0[[3, 0, 1, 2]]
|
|
rshft_2 = rshft_0[[2, 3, 0, 1]]
|
|
rshft_3 = rshft_0[[1, 2, 3, 0]]
|
|
rshft_all = [rshft_0, rshft_1, rshft_2, rshft_3]
|
|
noninv = array([[1, 0], [0, 0]])
|
|
stacked = np.block([[[rshft_0]]]*2)
|
|
#FIXME the 'e' dtype might work in future
|
|
dtnoinv = [object, np.dtype('e'), np.dtype('g'), np.dtype('G')]
|
|
|
|
def test_large_power(self, dt):
|
|
rshft = self.rshft_1.astype(dt)
|
|
assert_equal(
|
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 0), self.rshft_0)
|
|
assert_equal(
|
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 1), self.rshft_1)
|
|
assert_equal(
|
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 2), self.rshft_2)
|
|
assert_equal(
|
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 3), self.rshft_3)
|
|
|
|
def test_power_is_zero(self, dt):
|
|
def tz(M):
|
|
mz = matrix_power(M, 0)
|
|
assert_equal(mz, identity_like_generalized(M))
|
|
assert_equal(mz.dtype, M.dtype)
|
|
|
|
for mat in self.rshft_all:
|
|
tz(mat.astype(dt))
|
|
if dt != object:
|
|
tz(self.stacked.astype(dt))
|
|
|
|
def test_power_is_one(self, dt):
|
|
def tz(mat):
|
|
mz = matrix_power(mat, 1)
|
|
assert_equal(mz, mat)
|
|
assert_equal(mz.dtype, mat.dtype)
|
|
|
|
for mat in self.rshft_all:
|
|
tz(mat.astype(dt))
|
|
if dt != object:
|
|
tz(self.stacked.astype(dt))
|
|
|
|
def test_power_is_two(self, dt):
|
|
def tz(mat):
|
|
mz = matrix_power(mat, 2)
|
|
mmul = matmul if mat.dtype != object else dot
|
|
assert_equal(mz, mmul(mat, mat))
|
|
assert_equal(mz.dtype, mat.dtype)
|
|
|
|
for mat in self.rshft_all:
|
|
tz(mat.astype(dt))
|
|
if dt != object:
|
|
tz(self.stacked.astype(dt))
|
|
|
|
def test_power_is_minus_one(self, dt):
|
|
def tz(mat):
|
|
invmat = matrix_power(mat, -1)
|
|
mmul = matmul if mat.dtype != object else dot
|
|
assert_almost_equal(
|
|
mmul(invmat, mat), identity_like_generalized(mat))
|
|
|
|
for mat in self.rshft_all:
|
|
if dt not in self.dtnoinv:
|
|
tz(mat.astype(dt))
|
|
|
|
def test_exceptions_bad_power(self, dt):
|
|
mat = self.rshft_0.astype(dt)
|
|
assert_raises(TypeError, matrix_power, mat, 1.5)
|
|
assert_raises(TypeError, matrix_power, mat, [1])
|
|
|
|
def test_exceptions_non_square(self, dt):
|
|
assert_raises(LinAlgError, matrix_power, np.array([1], dt), 1)
|
|
assert_raises(LinAlgError, matrix_power, np.array([[1], [2]], dt), 1)
|
|
assert_raises(LinAlgError, matrix_power, np.ones((4, 3, 2), dt), 1)
|
|
|
|
def test_exceptions_not_invertible(self, dt):
|
|
if dt in self.dtnoinv:
|
|
return
|
|
mat = self.noninv.astype(dt)
|
|
assert_raises(LinAlgError, matrix_power, mat, -1)
|
|
|
|
|
|
|
|
class TestEigvalshCases(HermitianTestCase, HermitianGeneralizedTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
# note that eigenvalue arrays returned by eig must be sorted since
|
|
# their order isn't guaranteed.
|
|
ev = linalg.eigvalsh(a, 'L')
|
|
evalues, evectors = linalg.eig(a)
|
|
evalues.sort(axis=-1)
|
|
assert_allclose(ev, evalues, rtol=get_rtol(ev.dtype))
|
|
|
|
ev2 = linalg.eigvalsh(a, 'U')
|
|
assert_allclose(ev2, evalues, rtol=get_rtol(ev.dtype))
|
|
|
|
|
|
class TestEigvalsh:
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
w = np.linalg.eigvalsh(x)
|
|
assert_equal(w.dtype, get_real_dtype(dtype))
|
|
|
|
def test_invalid(self):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
|
|
assert_raises(ValueError, np.linalg.eigvalsh, x, UPLO="lrong")
|
|
assert_raises(ValueError, np.linalg.eigvalsh, x, "lower")
|
|
assert_raises(ValueError, np.linalg.eigvalsh, x, "upper")
|
|
|
|
def test_UPLO(self):
|
|
Klo = np.array([[0, 0], [1, 0]], dtype=np.double)
|
|
Kup = np.array([[0, 1], [0, 0]], dtype=np.double)
|
|
tgt = np.array([-1, 1], dtype=np.double)
|
|
rtol = get_rtol(np.double)
|
|
|
|
# Check default is 'L'
|
|
w = np.linalg.eigvalsh(Klo)
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'L'
|
|
w = np.linalg.eigvalsh(Klo, UPLO='L')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'l'
|
|
w = np.linalg.eigvalsh(Klo, UPLO='l')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'U'
|
|
w = np.linalg.eigvalsh(Kup, UPLO='U')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'u'
|
|
w = np.linalg.eigvalsh(Kup, UPLO='u')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
|
|
def test_0_size(self):
|
|
# Check that all kinds of 0-sized arrays work
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res = linalg.eigvalsh(a)
|
|
assert_(res.dtype.type is np.float64)
|
|
assert_equal((0, 1), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res = linalg.eigvalsh(a)
|
|
assert_(res.dtype.type is np.float32)
|
|
assert_equal((0,), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
|
|
class TestEighCases(HermitianTestCase, HermitianGeneralizedTestCase):
|
|
|
|
def do(self, a, b, tags):
|
|
# note that eigenvalue arrays returned by eig must be sorted since
|
|
# their order isn't guaranteed.
|
|
ev, evc = linalg.eigh(a)
|
|
evalues, evectors = linalg.eig(a)
|
|
evalues.sort(axis=-1)
|
|
assert_almost_equal(ev, evalues)
|
|
|
|
assert_allclose(dot_generalized(a, evc),
|
|
np.asarray(ev)[..., None, :] * np.asarray(evc),
|
|
rtol=get_rtol(ev.dtype))
|
|
|
|
ev2, evc2 = linalg.eigh(a, 'U')
|
|
assert_almost_equal(ev2, evalues)
|
|
|
|
assert_allclose(dot_generalized(a, evc2),
|
|
np.asarray(ev2)[..., None, :] * np.asarray(evc2),
|
|
rtol=get_rtol(ev.dtype), err_msg=repr(a))
|
|
|
|
|
|
class TestEigh:
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
|
|
def test_types(self, dtype):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
|
|
w, v = np.linalg.eigh(x)
|
|
assert_equal(w.dtype, get_real_dtype(dtype))
|
|
assert_equal(v.dtype, dtype)
|
|
|
|
def test_invalid(self):
|
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
|
|
assert_raises(ValueError, np.linalg.eigh, x, UPLO="lrong")
|
|
assert_raises(ValueError, np.linalg.eigh, x, "lower")
|
|
assert_raises(ValueError, np.linalg.eigh, x, "upper")
|
|
|
|
def test_UPLO(self):
|
|
Klo = np.array([[0, 0], [1, 0]], dtype=np.double)
|
|
Kup = np.array([[0, 1], [0, 0]], dtype=np.double)
|
|
tgt = np.array([-1, 1], dtype=np.double)
|
|
rtol = get_rtol(np.double)
|
|
|
|
# Check default is 'L'
|
|
w, v = np.linalg.eigh(Klo)
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'L'
|
|
w, v = np.linalg.eigh(Klo, UPLO='L')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'l'
|
|
w, v = np.linalg.eigh(Klo, UPLO='l')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'U'
|
|
w, v = np.linalg.eigh(Kup, UPLO='U')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
# Check 'u'
|
|
w, v = np.linalg.eigh(Kup, UPLO='u')
|
|
assert_allclose(w, tgt, rtol=rtol)
|
|
|
|
def test_0_size(self):
|
|
# Check that all kinds of 0-sized arrays work
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res, res_v = linalg.eigh(a)
|
|
assert_(res_v.dtype.type is np.float64)
|
|
assert_(res.dtype.type is np.float64)
|
|
assert_equal(a.shape, res_v.shape)
|
|
assert_equal((0, 1), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(a, np.ndarray))
|
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res, res_v = linalg.eigh(a)
|
|
assert_(res_v.dtype.type is np.complex64)
|
|
assert_(res.dtype.type is np.float32)
|
|
assert_equal(a.shape, res_v.shape)
|
|
assert_equal((0,), res.shape)
|
|
# This is just for documentation, it might make sense to change:
|
|
assert_(isinstance(a, np.ndarray))
|
|
|
|
|
|
class _TestNormBase:
|
|
dt = None
|
|
dec = None
|
|
|
|
|
|
class _TestNormGeneral(_TestNormBase):
|
|
|
|
def test_empty(self):
|
|
assert_equal(norm([]), 0.0)
|
|
assert_equal(norm(array([], dtype=self.dt)), 0.0)
|
|
assert_equal(norm(atleast_2d(array([], dtype=self.dt))), 0.0)
|
|
|
|
def test_vector_return_type(self):
|
|
a = np.array([1, 0, 1])
|
|
|
|
exact_types = np.typecodes['AllInteger']
|
|
inexact_types = np.typecodes['AllFloat']
|
|
|
|
all_types = exact_types + inexact_types
|
|
|
|
for each_inexact_types in all_types:
|
|
at = a.astype(each_inexact_types)
|
|
|
|
an = norm(at, -np.inf)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 0.0)
|
|
|
|
with suppress_warnings() as sup:
|
|
sup.filter(RuntimeWarning, "divide by zero encountered")
|
|
an = norm(at, -1)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 0.0)
|
|
|
|
an = norm(at, 0)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2)
|
|
|
|
an = norm(at, 1)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2.0)
|
|
|
|
an = norm(at, 2)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/2.0))
|
|
|
|
an = norm(at, 4)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/4.0))
|
|
|
|
an = norm(at, np.inf)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 1.0)
|
|
|
|
def test_vector(self):
|
|
a = [1, 2, 3, 4]
|
|
b = [-1, -2, -3, -4]
|
|
c = [-1, 2, -3, 4]
|
|
|
|
def _test(v):
|
|
np.testing.assert_almost_equal(norm(v), 30 ** 0.5,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, inf), 4.0,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, -inf), 1.0,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, 1), 10.0,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, -1), 12.0 / 25,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, 2), 30 ** 0.5,
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, -2), ((205. / 144) ** -0.5),
|
|
decimal=self.dec)
|
|
np.testing.assert_almost_equal(norm(v, 0), 4,
|
|
decimal=self.dec)
|
|
|
|
for v in (a, b, c,):
|
|
_test(v)
|
|
|
|
for v in (array(a, dtype=self.dt), array(b, dtype=self.dt),
|
|
array(c, dtype=self.dt)):
|
|
_test(v)
|
|
|
|
def test_axis(self):
|
|
# Vector norms.
|
|
# Compare the use of `axis` with computing the norm of each row
|
|
# or column separately.
|
|
A = array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
|
|
for order in [None, -1, 0, 1, 2, 3, np.Inf, -np.Inf]:
|
|
expected0 = [norm(A[:, k], ord=order) for k in range(A.shape[1])]
|
|
assert_almost_equal(norm(A, ord=order, axis=0), expected0)
|
|
expected1 = [norm(A[k, :], ord=order) for k in range(A.shape[0])]
|
|
assert_almost_equal(norm(A, ord=order, axis=1), expected1)
|
|
|
|
# Matrix norms.
|
|
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
|
|
nd = B.ndim
|
|
for order in [None, -2, 2, -1, 1, np.Inf, -np.Inf, 'fro']:
|
|
for axis in itertools.combinations(range(-nd, nd), 2):
|
|
row_axis, col_axis = axis
|
|
if row_axis < 0:
|
|
row_axis += nd
|
|
if col_axis < 0:
|
|
col_axis += nd
|
|
if row_axis == col_axis:
|
|
assert_raises(ValueError, norm, B, ord=order, axis=axis)
|
|
else:
|
|
n = norm(B, ord=order, axis=axis)
|
|
|
|
# The logic using k_index only works for nd = 3.
|
|
# This has to be changed if nd is increased.
|
|
k_index = nd - (row_axis + col_axis)
|
|
if row_axis < col_axis:
|
|
expected = [norm(B[:].take(k, axis=k_index), ord=order)
|
|
for k in range(B.shape[k_index])]
|
|
else:
|
|
expected = [norm(B[:].take(k, axis=k_index).T, ord=order)
|
|
for k in range(B.shape[k_index])]
|
|
assert_almost_equal(n, expected)
|
|
|
|
def test_keepdims(self):
|
|
A = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
|
|
|
|
allclose_err = 'order {0}, axis = {1}'
|
|
shape_err = 'Shape mismatch found {0}, expected {1}, order={2}, axis={3}'
|
|
|
|
# check the order=None, axis=None case
|
|
expected = norm(A, ord=None, axis=None)
|
|
found = norm(A, ord=None, axis=None, keepdims=True)
|
|
assert_allclose(np.squeeze(found), expected,
|
|
err_msg=allclose_err.format(None, None))
|
|
expected_shape = (1, 1, 1)
|
|
assert_(found.shape == expected_shape,
|
|
shape_err.format(found.shape, expected_shape, None, None))
|
|
|
|
# Vector norms.
|
|
for order in [None, -1, 0, 1, 2, 3, np.Inf, -np.Inf]:
|
|
for k in range(A.ndim):
|
|
expected = norm(A, ord=order, axis=k)
|
|
found = norm(A, ord=order, axis=k, keepdims=True)
|
|
assert_allclose(np.squeeze(found), expected,
|
|
err_msg=allclose_err.format(order, k))
|
|
expected_shape = list(A.shape)
|
|
expected_shape[k] = 1
|
|
expected_shape = tuple(expected_shape)
|
|
assert_(found.shape == expected_shape,
|
|
shape_err.format(found.shape, expected_shape, order, k))
|
|
|
|
# Matrix norms.
|
|
for order in [None, -2, 2, -1, 1, np.Inf, -np.Inf, 'fro', 'nuc']:
|
|
for k in itertools.permutations(range(A.ndim), 2):
|
|
expected = norm(A, ord=order, axis=k)
|
|
found = norm(A, ord=order, axis=k, keepdims=True)
|
|
assert_allclose(np.squeeze(found), expected,
|
|
err_msg=allclose_err.format(order, k))
|
|
expected_shape = list(A.shape)
|
|
expected_shape[k[0]] = 1
|
|
expected_shape[k[1]] = 1
|
|
expected_shape = tuple(expected_shape)
|
|
assert_(found.shape == expected_shape,
|
|
shape_err.format(found.shape, expected_shape, order, k))
|
|
|
|
|
|
class _TestNorm2D(_TestNormBase):
|
|
# Define the part for 2d arrays separately, so we can subclass this
|
|
# and run the tests using np.matrix in matrixlib.tests.test_matrix_linalg.
|
|
array = np.array
|
|
|
|
def test_matrix_empty(self):
|
|
assert_equal(norm(self.array([[]], dtype=self.dt)), 0.0)
|
|
|
|
def test_matrix_return_type(self):
|
|
a = self.array([[1, 0, 1], [0, 1, 1]])
|
|
|
|
exact_types = np.typecodes['AllInteger']
|
|
|
|
# float32, complex64, float64, complex128 types are the only types
|
|
# allowed by `linalg`, which performs the matrix operations used
|
|
# within `norm`.
|
|
inexact_types = 'fdFD'
|
|
|
|
all_types = exact_types + inexact_types
|
|
|
|
for each_inexact_types in all_types:
|
|
at = a.astype(each_inexact_types)
|
|
|
|
an = norm(at, -np.inf)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2.0)
|
|
|
|
with suppress_warnings() as sup:
|
|
sup.filter(RuntimeWarning, "divide by zero encountered")
|
|
an = norm(at, -1)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 1.0)
|
|
|
|
an = norm(at, 1)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2.0)
|
|
|
|
an = norm(at, 2)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 3.0**(1.0/2.0))
|
|
|
|
an = norm(at, -2)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 1.0)
|
|
|
|
an = norm(at, np.inf)
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2.0)
|
|
|
|
an = norm(at, 'fro')
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
assert_almost_equal(an, 2.0)
|
|
|
|
an = norm(at, 'nuc')
|
|
assert_(issubclass(an.dtype.type, np.floating))
|
|
# Lower bar needed to support low precision floats.
|
|
# They end up being off by 1 in the 7th place.
|
|
np.testing.assert_almost_equal(an, 2.7320508075688772, decimal=6)
|
|
|
|
def test_matrix_2x2(self):
|
|
A = self.array([[1, 3], [5, 7]], dtype=self.dt)
|
|
assert_almost_equal(norm(A), 84 ** 0.5)
|
|
assert_almost_equal(norm(A, 'fro'), 84 ** 0.5)
|
|
assert_almost_equal(norm(A, 'nuc'), 10.0)
|
|
assert_almost_equal(norm(A, inf), 12.0)
|
|
assert_almost_equal(norm(A, -inf), 4.0)
|
|
assert_almost_equal(norm(A, 1), 10.0)
|
|
assert_almost_equal(norm(A, -1), 6.0)
|
|
assert_almost_equal(norm(A, 2), 9.1231056256176615)
|
|
assert_almost_equal(norm(A, -2), 0.87689437438234041)
|
|
|
|
assert_raises(ValueError, norm, A, 'nofro')
|
|
assert_raises(ValueError, norm, A, -3)
|
|
assert_raises(ValueError, norm, A, 0)
|
|
|
|
def test_matrix_3x3(self):
|
|
# This test has been added because the 2x2 example
|
|
# happened to have equal nuclear norm and induced 1-norm.
|
|
# The 1/10 scaling factor accommodates the absolute tolerance
|
|
# used in assert_almost_equal.
|
|
A = (1 / 10) * \
|
|
self.array([[1, 2, 3], [6, 0, 5], [3, 2, 1]], dtype=self.dt)
|
|
assert_almost_equal(norm(A), (1 / 10) * 89 ** 0.5)
|
|
assert_almost_equal(norm(A, 'fro'), (1 / 10) * 89 ** 0.5)
|
|
assert_almost_equal(norm(A, 'nuc'), 1.3366836911774836)
|
|
assert_almost_equal(norm(A, inf), 1.1)
|
|
assert_almost_equal(norm(A, -inf), 0.6)
|
|
assert_almost_equal(norm(A, 1), 1.0)
|
|
assert_almost_equal(norm(A, -1), 0.4)
|
|
assert_almost_equal(norm(A, 2), 0.88722940323461277)
|
|
assert_almost_equal(norm(A, -2), 0.19456584790481812)
|
|
|
|
def test_bad_args(self):
|
|
# Check that bad arguments raise the appropriate exceptions.
|
|
|
|
A = self.array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
|
|
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
|
|
|
|
# Using `axis=<integer>` or passing in a 1-D array implies vector
|
|
# norms are being computed, so also using `ord='fro'`
|
|
# or `ord='nuc'` or any other string raises a ValueError.
|
|
assert_raises(ValueError, norm, A, 'fro', 0)
|
|
assert_raises(ValueError, norm, A, 'nuc', 0)
|
|
assert_raises(ValueError, norm, [3, 4], 'fro', None)
|
|
assert_raises(ValueError, norm, [3, 4], 'nuc', None)
|
|
assert_raises(ValueError, norm, [3, 4], 'test', None)
|
|
|
|
# Similarly, norm should raise an exception when ord is any finite
|
|
# number other than 1, 2, -1 or -2 when computing matrix norms.
|
|
for order in [0, 3]:
|
|
assert_raises(ValueError, norm, A, order, None)
|
|
assert_raises(ValueError, norm, A, order, (0, 1))
|
|
assert_raises(ValueError, norm, B, order, (1, 2))
|
|
|
|
# Invalid axis
|
|
assert_raises(np.AxisError, norm, B, None, 3)
|
|
assert_raises(np.AxisError, norm, B, None, (2, 3))
|
|
assert_raises(ValueError, norm, B, None, (0, 1, 2))
|
|
|
|
|
|
class _TestNorm(_TestNorm2D, _TestNormGeneral):
|
|
pass
|
|
|
|
|
|
class TestNorm_NonSystematic:
|
|
|
|
def test_longdouble_norm(self):
|
|
# Non-regression test: p-norm of longdouble would previously raise
|
|
# UnboundLocalError.
|
|
x = np.arange(10, dtype=np.longdouble)
|
|
old_assert_almost_equal(norm(x, ord=3), 12.65, decimal=2)
|
|
|
|
def test_intmin(self):
|
|
# Non-regression test: p-norm of signed integer would previously do
|
|
# float cast and abs in the wrong order.
|
|
x = np.array([-2 ** 31], dtype=np.int32)
|
|
old_assert_almost_equal(norm(x, ord=3), 2 ** 31, decimal=5)
|
|
|
|
def test_complex_high_ord(self):
|
|
# gh-4156
|
|
d = np.empty((2,), dtype=np.clongdouble)
|
|
d[0] = 6 + 7j
|
|
d[1] = -6 + 7j
|
|
res = 11.615898132184
|
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=10)
|
|
d = d.astype(np.complex128)
|
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=9)
|
|
d = d.astype(np.complex64)
|
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=5)
|
|
|
|
|
|
# Separate definitions so we can use them for matrix tests.
|
|
class _TestNormDoubleBase(_TestNormBase):
|
|
dt = np.double
|
|
dec = 12
|
|
|
|
|
|
class _TestNormSingleBase(_TestNormBase):
|
|
dt = np.float32
|
|
dec = 6
|
|
|
|
|
|
class _TestNormInt64Base(_TestNormBase):
|
|
dt = np.int64
|
|
dec = 12
|
|
|
|
|
|
class TestNormDouble(_TestNorm, _TestNormDoubleBase):
|
|
pass
|
|
|
|
|
|
class TestNormSingle(_TestNorm, _TestNormSingleBase):
|
|
pass
|
|
|
|
|
|
class TestNormInt64(_TestNorm, _TestNormInt64Base):
|
|
pass
|
|
|
|
|
|
class TestMatrixRank:
|
|
|
|
def test_matrix_rank(self):
|
|
# Full rank matrix
|
|
assert_equal(4, matrix_rank(np.eye(4)))
|
|
# rank deficient matrix
|
|
I = np.eye(4)
|
|
I[-1, -1] = 0.
|
|
assert_equal(matrix_rank(I), 3)
|
|
# All zeros - zero rank
|
|
assert_equal(matrix_rank(np.zeros((4, 4))), 0)
|
|
# 1 dimension - rank 1 unless all 0
|
|
assert_equal(matrix_rank([1, 0, 0, 0]), 1)
|
|
assert_equal(matrix_rank(np.zeros((4,))), 0)
|
|
# accepts array-like
|
|
assert_equal(matrix_rank([1]), 1)
|
|
# greater than 2 dimensions treated as stacked matrices
|
|
ms = np.array([I, np.eye(4), np.zeros((4,4))])
|
|
assert_equal(matrix_rank(ms), np.array([3, 4, 0]))
|
|
# works on scalar
|
|
assert_equal(matrix_rank(1), 1)
|
|
|
|
def test_symmetric_rank(self):
|
|
assert_equal(4, matrix_rank(np.eye(4), hermitian=True))
|
|
assert_equal(1, matrix_rank(np.ones((4, 4)), hermitian=True))
|
|
assert_equal(0, matrix_rank(np.zeros((4, 4)), hermitian=True))
|
|
# rank deficient matrix
|
|
I = np.eye(4)
|
|
I[-1, -1] = 0.
|
|
assert_equal(3, matrix_rank(I, hermitian=True))
|
|
# manually supplied tolerance
|
|
I[-1, -1] = 1e-8
|
|
assert_equal(4, matrix_rank(I, hermitian=True, tol=0.99e-8))
|
|
assert_equal(3, matrix_rank(I, hermitian=True, tol=1.01e-8))
|
|
|
|
|
|
def test_reduced_rank():
|
|
# Test matrices with reduced rank
|
|
rng = np.random.RandomState(20120714)
|
|
for i in range(100):
|
|
# Make a rank deficient matrix
|
|
X = rng.normal(size=(40, 10))
|
|
X[:, 0] = X[:, 1] + X[:, 2]
|
|
# Assert that matrix_rank detected deficiency
|
|
assert_equal(matrix_rank(X), 9)
|
|
X[:, 3] = X[:, 4] + X[:, 5]
|
|
assert_equal(matrix_rank(X), 8)
|
|
|
|
|
|
class TestQR:
|
|
# Define the array class here, so run this on matrices elsewhere.
|
|
array = np.array
|
|
|
|
def check_qr(self, a):
|
|
# This test expects the argument `a` to be an ndarray or
|
|
# a subclass of an ndarray of inexact type.
|
|
a_type = type(a)
|
|
a_dtype = a.dtype
|
|
m, n = a.shape
|
|
k = min(m, n)
|
|
|
|
# mode == 'complete'
|
|
q, r = linalg.qr(a, mode='complete')
|
|
assert_(q.dtype == a_dtype)
|
|
assert_(r.dtype == a_dtype)
|
|
assert_(isinstance(q, a_type))
|
|
assert_(isinstance(r, a_type))
|
|
assert_(q.shape == (m, m))
|
|
assert_(r.shape == (m, n))
|
|
assert_almost_equal(dot(q, r), a)
|
|
assert_almost_equal(dot(q.T.conj(), q), np.eye(m))
|
|
assert_almost_equal(np.triu(r), r)
|
|
|
|
# mode == 'reduced'
|
|
q1, r1 = linalg.qr(a, mode='reduced')
|
|
assert_(q1.dtype == a_dtype)
|
|
assert_(r1.dtype == a_dtype)
|
|
assert_(isinstance(q1, a_type))
|
|
assert_(isinstance(r1, a_type))
|
|
assert_(q1.shape == (m, k))
|
|
assert_(r1.shape == (k, n))
|
|
assert_almost_equal(dot(q1, r1), a)
|
|
assert_almost_equal(dot(q1.T.conj(), q1), np.eye(k))
|
|
assert_almost_equal(np.triu(r1), r1)
|
|
|
|
# mode == 'r'
|
|
r2 = linalg.qr(a, mode='r')
|
|
assert_(r2.dtype == a_dtype)
|
|
assert_(isinstance(r2, a_type))
|
|
assert_almost_equal(r2, r1)
|
|
|
|
|
|
@pytest.mark.parametrize(["m", "n"], [
|
|
(3, 0),
|
|
(0, 3),
|
|
(0, 0)
|
|
])
|
|
def test_qr_empty(self, m, n):
|
|
k = min(m, n)
|
|
a = np.empty((m, n))
|
|
|
|
self.check_qr(a)
|
|
|
|
h, tau = np.linalg.qr(a, mode='raw')
|
|
assert_equal(h.dtype, np.double)
|
|
assert_equal(tau.dtype, np.double)
|
|
assert_equal(h.shape, (n, m))
|
|
assert_equal(tau.shape, (k,))
|
|
|
|
def test_mode_raw(self):
|
|
# The factorization is not unique and varies between libraries,
|
|
# so it is not possible to check against known values. Functional
|
|
# testing is a possibility, but awaits the exposure of more
|
|
# of the functions in lapack_lite. Consequently, this test is
|
|
# very limited in scope. Note that the results are in FORTRAN
|
|
# order, hence the h arrays are transposed.
|
|
a = self.array([[1, 2], [3, 4], [5, 6]], dtype=np.double)
|
|
|
|
# Test double
|
|
h, tau = linalg.qr(a, mode='raw')
|
|
assert_(h.dtype == np.double)
|
|
assert_(tau.dtype == np.double)
|
|
assert_(h.shape == (2, 3))
|
|
assert_(tau.shape == (2,))
|
|
|
|
h, tau = linalg.qr(a.T, mode='raw')
|
|
assert_(h.dtype == np.double)
|
|
assert_(tau.dtype == np.double)
|
|
assert_(h.shape == (3, 2))
|
|
assert_(tau.shape == (2,))
|
|
|
|
def test_mode_all_but_economic(self):
|
|
a = self.array([[1, 2], [3, 4]])
|
|
b = self.array([[1, 2], [3, 4], [5, 6]])
|
|
for dt in "fd":
|
|
m1 = a.astype(dt)
|
|
m2 = b.astype(dt)
|
|
self.check_qr(m1)
|
|
self.check_qr(m2)
|
|
self.check_qr(m2.T)
|
|
|
|
for dt in "fd":
|
|
m1 = 1 + 1j * a.astype(dt)
|
|
m2 = 1 + 1j * b.astype(dt)
|
|
self.check_qr(m1)
|
|
self.check_qr(m2)
|
|
self.check_qr(m2.T)
|
|
|
|
|
|
class TestCholesky:
|
|
# TODO: are there no other tests for cholesky?
|
|
|
|
def test_basic_property(self):
|
|
# Check A = L L^H
|
|
shapes = [(1, 1), (2, 2), (3, 3), (50, 50), (3, 10, 10)]
|
|
dtypes = (np.float32, np.float64, np.complex64, np.complex128)
|
|
|
|
for shape, dtype in itertools.product(shapes, dtypes):
|
|
np.random.seed(1)
|
|
a = np.random.randn(*shape)
|
|
if np.issubdtype(dtype, np.complexfloating):
|
|
a = a + 1j*np.random.randn(*shape)
|
|
|
|
t = list(range(len(shape)))
|
|
t[-2:] = -1, -2
|
|
|
|
a = np.matmul(a.transpose(t).conj(), a)
|
|
a = np.asarray(a, dtype=dtype)
|
|
|
|
c = np.linalg.cholesky(a)
|
|
|
|
b = np.matmul(c, c.transpose(t).conj())
|
|
assert_allclose(b, a,
|
|
err_msg=f'{shape} {dtype}\n{a}\n{c}',
|
|
atol=500 * a.shape[0] * np.finfo(dtype).eps)
|
|
|
|
def test_0_size(self):
|
|
class ArraySubclass(np.ndarray):
|
|
pass
|
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
|
|
res = linalg.cholesky(a)
|
|
assert_equal(a.shape, res.shape)
|
|
assert_(res.dtype.type is np.float64)
|
|
# for documentation purpose:
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
a = np.zeros((1, 0, 0), dtype=np.complex64).view(ArraySubclass)
|
|
res = linalg.cholesky(a)
|
|
assert_equal(a.shape, res.shape)
|
|
assert_(res.dtype.type is np.complex64)
|
|
assert_(isinstance(res, np.ndarray))
|
|
|
|
|
|
def test_byteorder_check():
|
|
# Byte order check should pass for native order
|
|
if sys.byteorder == 'little':
|
|
native = '<'
|
|
else:
|
|
native = '>'
|
|
|
|
for dtt in (np.float32, np.float64):
|
|
arr = np.eye(4, dtype=dtt)
|
|
n_arr = arr.newbyteorder(native)
|
|
sw_arr = arr.newbyteorder('S').byteswap()
|
|
assert_equal(arr.dtype.byteorder, '=')
|
|
for routine in (linalg.inv, linalg.det, linalg.pinv):
|
|
# Normal call
|
|
res = routine(arr)
|
|
# Native but not '='
|
|
assert_array_equal(res, routine(n_arr))
|
|
# Swapped
|
|
assert_array_equal(res, routine(sw_arr))
|
|
|
|
|
|
def test_generalized_raise_multiloop():
|
|
# It should raise an error even if the error doesn't occur in the
|
|
# last iteration of the ufunc inner loop
|
|
|
|
invertible = np.array([[1, 2], [3, 4]])
|
|
non_invertible = np.array([[1, 1], [1, 1]])
|
|
|
|
x = np.zeros([4, 4, 2, 2])[1::2]
|
|
x[...] = invertible
|
|
x[0, 0] = non_invertible
|
|
|
|
assert_raises(np.linalg.LinAlgError, np.linalg.inv, x)
|
|
|
|
|
|
def test_xerbla_override():
|
|
# Check that our xerbla has been successfully linked in. If it is not,
|
|
# the default xerbla routine is called, which prints a message to stdout
|
|
# and may, or may not, abort the process depending on the LAPACK package.
|
|
|
|
XERBLA_OK = 255
|
|
|
|
try:
|
|
pid = os.fork()
|
|
except (OSError, AttributeError):
|
|
# fork failed, or not running on POSIX
|
|
pytest.skip("Not POSIX or fork failed.")
|
|
|
|
if pid == 0:
|
|
# child; close i/o file handles
|
|
os.close(1)
|
|
os.close(0)
|
|
# Avoid producing core files.
|
|
import resource
|
|
resource.setrlimit(resource.RLIMIT_CORE, (0, 0))
|
|
# These calls may abort.
|
|
try:
|
|
np.linalg.lapack_lite.xerbla()
|
|
except ValueError:
|
|
pass
|
|
except Exception:
|
|
os._exit(os.EX_CONFIG)
|
|
|
|
try:
|
|
a = np.array([[1.]])
|
|
np.linalg.lapack_lite.dorgqr(
|
|
1, 1, 1, a,
|
|
0, # <- invalid value
|
|
a, a, 0, 0)
|
|
except ValueError as e:
|
|
if "DORGQR parameter number 5" in str(e):
|
|
# success, reuse error code to mark success as
|
|
# FORTRAN STOP returns as success.
|
|
os._exit(XERBLA_OK)
|
|
|
|
# Did not abort, but our xerbla was not linked in.
|
|
os._exit(os.EX_CONFIG)
|
|
else:
|
|
# parent
|
|
pid, status = os.wait()
|
|
if os.WEXITSTATUS(status) != XERBLA_OK:
|
|
pytest.skip('Numpy xerbla not linked in.')
|
|
|
|
|
|
@pytest.mark.slow
|
|
def test_sdot_bug_8577():
|
|
# Regression test that loading certain other libraries does not
|
|
# result to wrong results in float32 linear algebra.
|
|
#
|
|
# There's a bug gh-8577 on OSX that can trigger this, and perhaps
|
|
# there are also other situations in which it occurs.
|
|
#
|
|
# Do the check in a separate process.
|
|
|
|
bad_libs = ['PyQt5.QtWidgets', 'IPython']
|
|
|
|
template = textwrap.dedent("""
|
|
import sys
|
|
{before}
|
|
try:
|
|
import {bad_lib}
|
|
except ImportError:
|
|
sys.exit(0)
|
|
{after}
|
|
x = np.ones(2, dtype=np.float32)
|
|
sys.exit(0 if np.allclose(x.dot(x), 2.0) else 1)
|
|
""")
|
|
|
|
for bad_lib in bad_libs:
|
|
code = template.format(before="import numpy as np", after="",
|
|
bad_lib=bad_lib)
|
|
subprocess.check_call([sys.executable, "-c", code])
|
|
|
|
# Swapped import order
|
|
code = template.format(after="import numpy as np", before="",
|
|
bad_lib=bad_lib)
|
|
subprocess.check_call([sys.executable, "-c", code])
|
|
|
|
|
|
class TestMultiDot:
|
|
|
|
def test_basic_function_with_three_arguments(self):
|
|
# multi_dot with three arguments uses a fast hand coded algorithm to
|
|
# determine the optimal order. Therefore test it separately.
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
|
|
assert_almost_equal(multi_dot([A, B, C]), A.dot(B).dot(C))
|
|
assert_almost_equal(multi_dot([A, B, C]), np.dot(A, np.dot(B, C)))
|
|
|
|
def test_basic_function_with_two_arguments(self):
|
|
# separate code path with two arguments
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
|
|
assert_almost_equal(multi_dot([A, B]), A.dot(B))
|
|
assert_almost_equal(multi_dot([A, B]), np.dot(A, B))
|
|
|
|
def test_basic_function_with_dynamic_programing_optimization(self):
|
|
# multi_dot with four or more arguments uses the dynamic programing
|
|
# optimization and therefore deserve a separate
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
D = np.random.random((2, 1))
|
|
assert_almost_equal(multi_dot([A, B, C, D]), A.dot(B).dot(C).dot(D))
|
|
|
|
def test_vector_as_first_argument(self):
|
|
# The first argument can be 1-D
|
|
A1d = np.random.random(2) # 1-D
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
D = np.random.random((2, 2))
|
|
|
|
# the result should be 1-D
|
|
assert_equal(multi_dot([A1d, B, C, D]).shape, (2,))
|
|
|
|
def test_vector_as_last_argument(self):
|
|
# The last argument can be 1-D
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
D1d = np.random.random(2) # 1-D
|
|
|
|
# the result should be 1-D
|
|
assert_equal(multi_dot([A, B, C, D1d]).shape, (6,))
|
|
|
|
def test_vector_as_first_and_last_argument(self):
|
|
# The first and last arguments can be 1-D
|
|
A1d = np.random.random(2) # 1-D
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
D1d = np.random.random(2) # 1-D
|
|
|
|
# the result should be a scalar
|
|
assert_equal(multi_dot([A1d, B, C, D1d]).shape, ())
|
|
|
|
def test_three_arguments_and_out(self):
|
|
# multi_dot with three arguments uses a fast hand coded algorithm to
|
|
# determine the optimal order. Therefore test it separately.
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
|
|
out = np.zeros((6, 2))
|
|
ret = multi_dot([A, B, C], out=out)
|
|
assert out is ret
|
|
assert_almost_equal(out, A.dot(B).dot(C))
|
|
assert_almost_equal(out, np.dot(A, np.dot(B, C)))
|
|
|
|
def test_two_arguments_and_out(self):
|
|
# separate code path with two arguments
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
out = np.zeros((6, 6))
|
|
ret = multi_dot([A, B], out=out)
|
|
assert out is ret
|
|
assert_almost_equal(out, A.dot(B))
|
|
assert_almost_equal(out, np.dot(A, B))
|
|
|
|
def test_dynamic_programing_optimization_and_out(self):
|
|
# multi_dot with four or more arguments uses the dynamic programing
|
|
# optimization and therefore deserve a separate test
|
|
A = np.random.random((6, 2))
|
|
B = np.random.random((2, 6))
|
|
C = np.random.random((6, 2))
|
|
D = np.random.random((2, 1))
|
|
out = np.zeros((6, 1))
|
|
ret = multi_dot([A, B, C, D], out=out)
|
|
assert out is ret
|
|
assert_almost_equal(out, A.dot(B).dot(C).dot(D))
|
|
|
|
def test_dynamic_programming_logic(self):
|
|
# Test for the dynamic programming part
|
|
# This test is directly taken from Cormen page 376.
|
|
arrays = [np.random.random((30, 35)),
|
|
np.random.random((35, 15)),
|
|
np.random.random((15, 5)),
|
|
np.random.random((5, 10)),
|
|
np.random.random((10, 20)),
|
|
np.random.random((20, 25))]
|
|
m_expected = np.array([[0., 15750., 7875., 9375., 11875., 15125.],
|
|
[0., 0., 2625., 4375., 7125., 10500.],
|
|
[0., 0., 0., 750., 2500., 5375.],
|
|
[0., 0., 0., 0., 1000., 3500.],
|
|
[0., 0., 0., 0., 0., 5000.],
|
|
[0., 0., 0., 0., 0., 0.]])
|
|
s_expected = np.array([[0, 1, 1, 3, 3, 3],
|
|
[0, 0, 2, 3, 3, 3],
|
|
[0, 0, 0, 3, 3, 3],
|
|
[0, 0, 0, 0, 4, 5],
|
|
[0, 0, 0, 0, 0, 5],
|
|
[0, 0, 0, 0, 0, 0]], dtype=int)
|
|
s_expected -= 1 # Cormen uses 1-based index, python does not.
|
|
|
|
s, m = _multi_dot_matrix_chain_order(arrays, return_costs=True)
|
|
|
|
# Only the upper triangular part (without the diagonal) is interesting.
|
|
assert_almost_equal(np.triu(s[:-1, 1:]),
|
|
np.triu(s_expected[:-1, 1:]))
|
|
assert_almost_equal(np.triu(m), np.triu(m_expected))
|
|
|
|
def test_too_few_input_arrays(self):
|
|
assert_raises(ValueError, multi_dot, [])
|
|
assert_raises(ValueError, multi_dot, [np.random.random((3, 3))])
|
|
|
|
|
|
class TestTensorinv:
|
|
|
|
@pytest.mark.parametrize("arr, ind", [
|
|
(np.ones((4, 6, 8, 2)), 2),
|
|
(np.ones((3, 3, 2)), 1),
|
|
])
|
|
def test_non_square_handling(self, arr, ind):
|
|
with assert_raises(LinAlgError):
|
|
linalg.tensorinv(arr, ind=ind)
|
|
|
|
@pytest.mark.parametrize("shape, ind", [
|
|
# examples from docstring
|
|
((4, 6, 8, 3), 2),
|
|
((24, 8, 3), 1),
|
|
])
|
|
def test_tensorinv_shape(self, shape, ind):
|
|
a = np.eye(24)
|
|
a.shape = shape
|
|
ainv = linalg.tensorinv(a=a, ind=ind)
|
|
expected = a.shape[ind:] + a.shape[:ind]
|
|
actual = ainv.shape
|
|
assert_equal(actual, expected)
|
|
|
|
@pytest.mark.parametrize("ind", [
|
|
0, -2,
|
|
])
|
|
def test_tensorinv_ind_limit(self, ind):
|
|
a = np.eye(24)
|
|
a.shape = (4, 6, 8, 3)
|
|
with assert_raises(ValueError):
|
|
linalg.tensorinv(a=a, ind=ind)
|
|
|
|
def test_tensorinv_result(self):
|
|
# mimic a docstring example
|
|
a = np.eye(24)
|
|
a.shape = (24, 8, 3)
|
|
ainv = linalg.tensorinv(a, ind=1)
|
|
b = np.ones(24)
|
|
assert_allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b))
|
|
|
|
|
|
def test_unsupported_commontype():
|
|
# linalg gracefully handles unsupported type
|
|
arr = np.array([[1, -2], [2, 5]], dtype='float16')
|
|
with assert_raises_regex(TypeError, "unsupported in linalg"):
|
|
linalg.cholesky(arr)
|
|
|
|
|
|
@pytest.mark.slow
|
|
@pytest.mark.xfail(not HAS_LAPACK64, run=False,
|
|
reason="Numpy not compiled with 64-bit BLAS/LAPACK")
|
|
@requires_memory(free_bytes=16e9)
|
|
def test_blas64_dot():
|
|
n = 2**32
|
|
a = np.zeros([1, n], dtype=np.float32)
|
|
b = np.ones([1, 1], dtype=np.float32)
|
|
a[0,-1] = 1
|
|
c = np.dot(b, a)
|
|
assert_equal(c[0,-1], 1)
|
|
|
|
|
|
@pytest.mark.xfail(not HAS_LAPACK64,
|
|
reason="Numpy not compiled with 64-bit BLAS/LAPACK")
|
|
def test_blas64_geqrf_lwork_smoketest():
|
|
# Smoke test LAPACK geqrf lwork call with 64-bit integers
|
|
dtype = np.float64
|
|
lapack_routine = np.linalg.lapack_lite.dgeqrf
|
|
|
|
m = 2**32 + 1
|
|
n = 2**32 + 1
|
|
lda = m
|
|
|
|
# Dummy arrays, not referenced by the lapack routine, so don't
|
|
# need to be of the right size
|
|
a = np.zeros([1, 1], dtype=dtype)
|
|
work = np.zeros([1], dtype=dtype)
|
|
tau = np.zeros([1], dtype=dtype)
|
|
|
|
# Size query
|
|
results = lapack_routine(m, n, a, lda, tau, work, -1, 0)
|
|
assert_equal(results['info'], 0)
|
|
assert_equal(results['m'], m)
|
|
assert_equal(results['n'], m)
|
|
|
|
# Should result to an integer of a reasonable size
|
|
lwork = int(work.item())
|
|
assert_(2**32 < lwork < 2**42)
|