File size: 41,997 Bytes
7885a28 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 |
#
# Created by: Pearu Peterson, March 2002
#
""" Test functions for linalg.matfuncs module
"""
import functools
import numpy as np
from numpy import array, identity, dot, sqrt
from numpy.testing import (assert_array_almost_equal, assert_allclose, assert_,
assert_array_less, assert_array_equal, assert_warns)
import pytest
import scipy.linalg
from scipy.linalg import (funm, signm, logm, sqrtm, fractional_matrix_power,
expm, expm_frechet, expm_cond, norm, khatri_rao,
cosm, sinm, tanm, coshm, sinhm, tanhm)
from scipy.linalg import _matfuncs_inv_ssq
from scipy.linalg._matfuncs import pick_pade_structure
from scipy.linalg._matfuncs_inv_ssq import LogmExactlySingularWarning
import scipy.linalg._expm_frechet
from scipy.optimize import minimize
def _get_al_mohy_higham_2012_experiment_1():
"""
Return the test matrix from Experiment (1) of [1]_.
References
----------
.. [1] Awad H. Al-Mohy and Nicholas J. Higham (2012)
"Improved Inverse Scaling and Squaring Algorithms
for the Matrix Logarithm."
SIAM Journal on Scientific Computing, 34 (4). C152-C169.
ISSN 1095-7197
"""
A = np.array([
[3.2346e-1, 3e4, 3e4, 3e4],
[0, 3.0089e-1, 3e4, 3e4],
[0, 0, 3.2210e-1, 3e4],
[0, 0, 0, 3.0744e-1]], dtype=float)
return A
class TestSignM:
def test_nils(self):
a = array([[29.2, -24.2, 69.5, 49.8, 7.],
[-9.2, 5.2, -18., -16.8, -2.],
[-10., 6., -20., -18., -2.],
[-9.6, 9.6, -25.5, -15.4, -2.],
[9.8, -4.8, 18., 18.2, 2.]])
cr = array([[11.94933333,-2.24533333,15.31733333,21.65333333,-2.24533333],
[-3.84266667,0.49866667,-4.59066667,-7.18666667,0.49866667],
[-4.08,0.56,-4.92,-7.6,0.56],
[-4.03466667,1.04266667,-5.59866667,-7.02666667,1.04266667],
[4.15733333,-0.50133333,4.90933333,7.81333333,-0.50133333]])
r = signm(a)
assert_array_almost_equal(r,cr)
def test_defective1(self):
a = array([[0.0,1,0,0],[1,0,1,0],[0,0,0,1],[0,0,1,0]])
signm(a, disp=False)
#XXX: what would be the correct result?
def test_defective2(self):
a = array((
[29.2,-24.2,69.5,49.8,7.0],
[-9.2,5.2,-18.0,-16.8,-2.0],
[-10.0,6.0,-20.0,-18.0,-2.0],
[-9.6,9.6,-25.5,-15.4,-2.0],
[9.8,-4.8,18.0,18.2,2.0]))
signm(a, disp=False)
#XXX: what would be the correct result?
def test_defective3(self):
a = array([[-2., 25., 0., 0., 0., 0., 0.],
[0., -3., 10., 3., 3., 3., 0.],
[0., 0., 2., 15., 3., 3., 0.],
[0., 0., 0., 0., 15., 3., 0.],
[0., 0., 0., 0., 3., 10., 0.],
[0., 0., 0., 0., 0., -2., 25.],
[0., 0., 0., 0., 0., 0., -3.]])
signm(a, disp=False)
#XXX: what would be the correct result?
class TestLogM:
def test_nils(self):
a = array([[-2., 25., 0., 0., 0., 0., 0.],
[0., -3., 10., 3., 3., 3., 0.],
[0., 0., 2., 15., 3., 3., 0.],
[0., 0., 0., 0., 15., 3., 0.],
[0., 0., 0., 0., 3., 10., 0.],
[0., 0., 0., 0., 0., -2., 25.],
[0., 0., 0., 0., 0., 0., -3.]])
m = (identity(7)*3.1+0j)-a
logm(m, disp=False)
#XXX: what would be the correct result?
def test_al_mohy_higham_2012_experiment_1_logm(self):
# The logm completes the round trip successfully.
# Note that the expm leg of the round trip is badly conditioned.
A = _get_al_mohy_higham_2012_experiment_1()
A_logm, info = logm(A, disp=False)
A_round_trip = expm(A_logm)
assert_allclose(A_round_trip, A, rtol=5e-5, atol=1e-14)
def test_al_mohy_higham_2012_experiment_1_funm_log(self):
# The raw funm with np.log does not complete the round trip.
# Note that the expm leg of the round trip is badly conditioned.
A = _get_al_mohy_higham_2012_experiment_1()
A_funm_log, info = funm(A, np.log, disp=False)
A_round_trip = expm(A_funm_log)
assert_(not np.allclose(A_round_trip, A, rtol=1e-5, atol=1e-14))
def test_round_trip_random_float(self):
np.random.seed(1234)
for n in range(1, 6):
M_unscaled = np.random.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
# Eigenvalues are related to the branch cut.
W = np.linalg.eigvals(M)
err_msg = f'M:{M} eivals:{W}'
# Check sqrtm round trip because it is used within logm.
M_sqrtm, info = sqrtm(M, disp=False)
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm)
assert_allclose(M_sqrtm_round_trip, M)
# Check logm round trip.
M_logm, info = logm(M, disp=False)
M_logm_round_trip = expm(M_logm)
assert_allclose(M_logm_round_trip, M, err_msg=err_msg)
def test_round_trip_random_complex(self):
np.random.seed(1234)
for n in range(1, 6):
M_unscaled = np.random.randn(n, n) + 1j * np.random.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
M_logm, info = logm(M, disp=False)
M_round_trip = expm(M_logm)
assert_allclose(M_round_trip, M)
def test_logm_type_preservation_and_conversion(self):
# The logm matrix function should preserve the type of a matrix
# whose eigenvalues are positive with zero imaginary part.
# Test this preservation for variously structured matrices.
complex_dtype_chars = ('F', 'D', 'G')
for matrix_as_list in (
[[1, 0], [0, 1]],
[[1, 0], [1, 1]],
[[2, 1], [1, 1]],
[[2, 3], [1, 2]]):
# check that the spectrum has the expected properties
W = scipy.linalg.eigvals(matrix_as_list)
assert_(not any(w.imag or w.real < 0 for w in W))
# check float type preservation
A = np.array(matrix_as_list, dtype=float)
A_logm, info = logm(A, disp=False)
assert_(A_logm.dtype.char not in complex_dtype_chars)
# check complex type preservation
A = np.array(matrix_as_list, dtype=complex)
A_logm, info = logm(A, disp=False)
assert_(A_logm.dtype.char in complex_dtype_chars)
# check float->complex type conversion for the matrix negation
A = -np.array(matrix_as_list, dtype=float)
A_logm, info = logm(A, disp=False)
assert_(A_logm.dtype.char in complex_dtype_chars)
def test_complex_spectrum_real_logm(self):
# This matrix has complex eigenvalues and real logm.
# Its output dtype depends on its input dtype.
M = [[1, 1, 2], [2, 1, 1], [1, 2, 1]]
for dt in float, complex:
X = np.array(M, dtype=dt)
w = scipy.linalg.eigvals(X)
assert_(1e-2 < np.absolute(w.imag).sum())
Y, info = logm(X, disp=False)
assert_(np.issubdtype(Y.dtype, np.inexact))
assert_allclose(expm(Y), X)
def test_real_mixed_sign_spectrum(self):
# These matrices have real eigenvalues with mixed signs.
# The output logm dtype is complex, regardless of input dtype.
for M in (
[[1, 0], [0, -1]],
[[0, 1], [1, 0]]):
for dt in float, complex:
A = np.array(M, dtype=dt)
A_logm, info = logm(A, disp=False)
assert_(np.issubdtype(A_logm.dtype, np.complexfloating))
@pytest.mark.thread_unsafe
def test_exactly_singular(self):
A = np.array([[0, 0], [1j, 1j]])
B = np.asarray([[1, 1], [0, 0]])
for M in A, A.T, B, B.T:
expected_warning = _matfuncs_inv_ssq.LogmExactlySingularWarning
L, info = assert_warns(expected_warning, logm, M, disp=False)
E = expm(L)
assert_allclose(E, M, atol=1e-14)
@pytest.mark.thread_unsafe
def test_nearly_singular(self):
M = np.array([[1e-100]])
expected_warning = _matfuncs_inv_ssq.LogmNearlySingularWarning
L, info = assert_warns(expected_warning, logm, M, disp=False)
E = expm(L)
assert_allclose(E, M, atol=1e-14)
def test_opposite_sign_complex_eigenvalues(self):
# See gh-6113
E = [[0, 1], [-1, 0]]
L = [[0, np.pi*0.5], [-np.pi*0.5, 0]]
assert_allclose(expm(L), E, atol=1e-14)
assert_allclose(logm(E), L, atol=1e-14)
E = [[1j, 4], [0, -1j]]
L = [[1j*np.pi*0.5, 2*np.pi], [0, -1j*np.pi*0.5]]
assert_allclose(expm(L), E, atol=1e-14)
assert_allclose(logm(E), L, atol=1e-14)
E = [[1j, 0], [0, -1j]]
L = [[1j*np.pi*0.5, 0], [0, -1j*np.pi*0.5]]
assert_allclose(expm(L), E, atol=1e-14)
assert_allclose(logm(E), L, atol=1e-14)
def test_readonly(self):
n = 5
a = np.ones((n, n)) + np.identity(n)
a.flags.writeable = False
logm(a)
@pytest.mark.xfail(reason="ValueError: attempt to get argmax of an empty sequence")
@pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
def test_empty(self, dt):
a = np.empty((0, 0), dtype=dt)
log_a = logm(a)
a0 = np.eye(2, dtype=dt)
log_a0 = logm(a0)
assert log_a.shape == (0, 0)
assert log_a.dtype == log_a0.dtype
@pytest.mark.thread_unsafe
@pytest.mark.parametrize('dtype', [int, float, np.float32, complex, np.complex64])
def test_no_ZeroDivisionError(self, dtype):
# gh-17136 reported inconsistent behavior in `logm` depending on input dtype:
# sometimes it raised an error, and sometimes it printed a warning message.
# check that this is resolved and that the warning is emitted properly.
with (pytest.warns(RuntimeWarning, match="logm result may be inaccurate"),
pytest.warns(LogmExactlySingularWarning)):
logm(np.zeros((2, 2), dtype=dtype))
class TestSqrtM:
def test_round_trip_random_float(self):
rng = np.random.RandomState(1234)
for n in range(1, 6):
M_unscaled = rng.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
M_sqrtm, info = sqrtm(M, disp=False)
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm)
assert_allclose(M_sqrtm_round_trip, M)
def test_round_trip_random_complex(self):
rng = np.random.RandomState(1234)
for n in range(1, 6):
M_unscaled = rng.randn(n, n) + 1j * rng.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
M_sqrtm, info = sqrtm(M, disp=False)
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm)
assert_allclose(M_sqrtm_round_trip, M)
def test_bad(self):
# See https://web.archive.org/web/20051220232650/http://www.maths.man.ac.uk/~nareports/narep336.ps.gz
e = 2**-5
se = sqrt(e)
a = array([[1.0,0,0,1],
[0,e,0,0],
[0,0,e,0],
[0,0,0,1]])
sa = array([[1,0,0,0.5],
[0,se,0,0],
[0,0,se,0],
[0,0,0,1]])
n = a.shape[0]
assert_array_almost_equal(dot(sa,sa),a)
# Check default sqrtm.
esa = sqrtm(a, disp=False, blocksize=n)[0]
assert_array_almost_equal(dot(esa,esa),a)
# Check sqrtm with 2x2 blocks.
esa = sqrtm(a, disp=False, blocksize=2)[0]
assert_array_almost_equal(dot(esa,esa),a)
def test_sqrtm_type_preservation_and_conversion(self):
# The sqrtm matrix function should preserve the type of a matrix
# whose eigenvalues are nonnegative with zero imaginary part.
# Test this preservation for variously structured matrices.
complex_dtype_chars = ('F', 'D', 'G')
for matrix_as_list in (
[[1, 0], [0, 1]],
[[1, 0], [1, 1]],
[[2, 1], [1, 1]],
[[2, 3], [1, 2]],
[[1, 1], [1, 1]]):
# check that the spectrum has the expected properties
W = scipy.linalg.eigvals(matrix_as_list)
assert_(not any(w.imag or w.real < 0 for w in W))
# check float type preservation
A = np.array(matrix_as_list, dtype=float)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(A_sqrtm.dtype.char not in complex_dtype_chars)
# check complex type preservation
A = np.array(matrix_as_list, dtype=complex)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(A_sqrtm.dtype.char in complex_dtype_chars)
# check float->complex type conversion for the matrix negation
A = -np.array(matrix_as_list, dtype=float)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(A_sqrtm.dtype.char in complex_dtype_chars)
def test_sqrtm_type_conversion_mixed_sign_or_complex_spectrum(self):
complex_dtype_chars = ('F', 'D', 'G')
for matrix_as_list in (
[[1, 0], [0, -1]],
[[0, 1], [1, 0]],
[[0, 1, 0], [0, 0, 1], [1, 0, 0]]):
# check that the spectrum has the expected properties
W = scipy.linalg.eigvals(matrix_as_list)
assert_(any(w.imag or w.real < 0 for w in W))
# check complex->complex
A = np.array(matrix_as_list, dtype=complex)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(A_sqrtm.dtype.char in complex_dtype_chars)
# check float->complex
A = np.array(matrix_as_list, dtype=float)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(A_sqrtm.dtype.char in complex_dtype_chars)
def test_blocksizes(self):
# Make sure I do not goof up the blocksizes when they do not divide n.
np.random.seed(1234)
for n in range(1, 8):
A = np.random.rand(n, n) + 1j*np.random.randn(n, n)
A_sqrtm_default, info = sqrtm(A, disp=False, blocksize=n)
assert_allclose(A, np.linalg.matrix_power(A_sqrtm_default, 2))
for blocksize in range(1, 10):
A_sqrtm_new, info = sqrtm(A, disp=False, blocksize=blocksize)
assert_allclose(A_sqrtm_default, A_sqrtm_new)
def test_al_mohy_higham_2012_experiment_1(self):
# Matrix square root of a tricky upper triangular matrix.
A = _get_al_mohy_higham_2012_experiment_1()
A_sqrtm, info = sqrtm(A, disp=False)
A_round_trip = A_sqrtm.dot(A_sqrtm)
assert_allclose(A_round_trip, A, rtol=1e-5)
assert_allclose(np.tril(A_round_trip), np.tril(A))
def test_strict_upper_triangular(self):
# This matrix has no square root.
for dt in int, float:
A = np.array([
[0, 3, 0, 0],
[0, 0, 3, 0],
[0, 0, 0, 3],
[0, 0, 0, 0]], dtype=dt)
A_sqrtm, info = sqrtm(A, disp=False)
assert_(np.isnan(A_sqrtm).all())
def test_weird_matrix(self):
# The square root of matrix B exists.
for dt in int, float:
A = np.array([
[0, 0, 1],
[0, 0, 0],
[0, 1, 0]], dtype=dt)
B = np.array([
[0, 1, 0],
[0, 0, 0],
[0, 0, 0]], dtype=dt)
assert_array_equal(B, A.dot(A))
# But scipy sqrtm is not clever enough to find it.
B_sqrtm, info = sqrtm(B, disp=False)
assert_(np.isnan(B_sqrtm).all())
def test_disp(self):
np.random.seed(1234)
A = np.random.rand(3, 3)
B = sqrtm(A, disp=True)
assert_allclose(B.dot(B), A)
def test_opposite_sign_complex_eigenvalues(self):
M = [[2j, 4], [0, -2j]]
R = [[1+1j, 2], [0, 1-1j]]
assert_allclose(np.dot(R, R), M, atol=1e-14)
assert_allclose(sqrtm(M), R, atol=1e-14)
def test_gh4866(self):
M = np.array([[1, 0, 0, 1],
[0, 0, 0, 0],
[0, 0, 0, 0],
[1, 0, 0, 1]])
R = np.array([[sqrt(0.5), 0, 0, sqrt(0.5)],
[0, 0, 0, 0],
[0, 0, 0, 0],
[sqrt(0.5), 0, 0, sqrt(0.5)]])
assert_allclose(np.dot(R, R), M, atol=1e-14)
assert_allclose(sqrtm(M), R, atol=1e-14)
def test_gh5336(self):
M = np.diag([2, 1, 0])
R = np.diag([sqrt(2), 1, 0])
assert_allclose(np.dot(R, R), M, atol=1e-14)
assert_allclose(sqrtm(M), R, atol=1e-14)
def test_gh7839(self):
M = np.zeros((2, 2))
R = np.zeros((2, 2))
assert_allclose(np.dot(R, R), M, atol=1e-14)
assert_allclose(sqrtm(M), R, atol=1e-14)
@pytest.mark.xfail(reason="failing on macOS after gh-20212")
def test_gh17918(self):
M = np.empty((19, 19))
M.fill(0.94)
np.fill_diagonal(M, 1)
assert np.isrealobj(sqrtm(M))
def test_data_size_preservation_uint_in_float_out(self):
M = np.zeros((10, 10), dtype=np.uint8)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.uint16)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.uint32)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.uint64)
assert sqrtm(M).dtype == np.float64
def test_data_size_preservation_int_in_float_out(self):
M = np.zeros((10, 10), dtype=np.int8)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.int16)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.int32)
assert sqrtm(M).dtype == np.float64
M = np.zeros((10, 10), dtype=np.int64)
assert sqrtm(M).dtype == np.float64
def test_data_size_preservation_int_in_comp_out(self):
M = np.array([[2, 4], [0, -2]], dtype=np.int8)
assert sqrtm(M).dtype == np.complex128
M = np.array([[2, 4], [0, -2]], dtype=np.int16)
assert sqrtm(M).dtype == np.complex128
M = np.array([[2, 4], [0, -2]], dtype=np.int32)
assert sqrtm(M).dtype == np.complex128
M = np.array([[2, 4], [0, -2]], dtype=np.int64)
assert sqrtm(M).dtype == np.complex128
def test_data_size_preservation_float_in_float_out(self):
M = np.zeros((10, 10), dtype=np.float16)
assert sqrtm(M).dtype == np.float32
M = np.zeros((10, 10), dtype=np.float32)
assert sqrtm(M).dtype == np.float32
M = np.zeros((10, 10), dtype=np.float64)
assert sqrtm(M).dtype == np.float64
if hasattr(np, 'float128'):
M = np.zeros((10, 10), dtype=np.float128)
assert sqrtm(M).dtype == np.float64
def test_data_size_preservation_float_in_comp_out(self):
M = np.array([[2, 4], [0, -2]], dtype=np.float16)
assert sqrtm(M).dtype == np.complex64
M = np.array([[2, 4], [0, -2]], dtype=np.float32)
assert sqrtm(M).dtype == np.complex64
M = np.array([[2, 4], [0, -2]], dtype=np.float64)
assert sqrtm(M).dtype == np.complex128
if hasattr(np, 'float128') and hasattr(np, 'complex256'):
M = np.array([[2, 4], [0, -2]], dtype=np.float128)
assert sqrtm(M).dtype == np.complex128
def test_data_size_preservation_comp_in_comp_out(self):
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex64)
assert sqrtm(M).dtype == np.complex64
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex128)
assert sqrtm(M).dtype == np.complex128
if hasattr(np, 'complex256'):
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex256)
assert sqrtm(M).dtype == np.complex128
@pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
def test_empty(self, dt):
a = np.empty((0, 0), dtype=dt)
s = sqrtm(a)
a0 = np.eye(2, dtype=dt)
s0 = sqrtm(a0)
assert s.shape == (0, 0)
assert s.dtype == s0.dtype
class TestFractionalMatrixPower:
def test_round_trip_random_complex(self):
np.random.seed(1234)
for p in range(1, 5):
for n in range(1, 5):
M_unscaled = np.random.randn(n, n) + 1j * np.random.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
M_root = fractional_matrix_power(M, 1/p)
M_round_trip = np.linalg.matrix_power(M_root, p)
assert_allclose(M_round_trip, M)
def test_round_trip_random_float(self):
# This test is more annoying because it can hit the branch cut;
# this happens when the matrix has an eigenvalue
# with no imaginary component and with a real negative component,
# and it means that the principal branch does not exist.
np.random.seed(1234)
for p in range(1, 5):
for n in range(1, 5):
M_unscaled = np.random.randn(n, n)
for scale in np.logspace(-4, 4, 9):
M = M_unscaled * scale
M_root = fractional_matrix_power(M, 1/p)
M_round_trip = np.linalg.matrix_power(M_root, p)
assert_allclose(M_round_trip, M)
def test_larger_abs_fractional_matrix_powers(self):
np.random.seed(1234)
for n in (2, 3, 5):
for i in range(10):
M = np.random.randn(n, n) + 1j * np.random.randn(n, n)
M_one_fifth = fractional_matrix_power(M, 0.2)
# Test the round trip.
M_round_trip = np.linalg.matrix_power(M_one_fifth, 5)
assert_allclose(M, M_round_trip)
# Test a large abs fractional power.
X = fractional_matrix_power(M, -5.4)
Y = np.linalg.matrix_power(M_one_fifth, -27)
assert_allclose(X, Y)
# Test another large abs fractional power.
X = fractional_matrix_power(M, 3.8)
Y = np.linalg.matrix_power(M_one_fifth, 19)
assert_allclose(X, Y)
def test_random_matrices_and_powers(self):
# Each independent iteration of this fuzz test picks random parameters.
# It tries to hit some edge cases.
rng = np.random.default_rng(1726500458620605)
nsamples = 20
for i in range(nsamples):
# Sample a matrix size and a random real power.
n = rng.integers(1, 5)
p = rng.random()
# Sample a random real or complex matrix.
matrix_scale = np.exp(rng.integers(-4, 5))
A = rng.random(size=[n, n])
if [True, False][rng.choice(2)]:
A = A + 1j * rng.random(size=[n, n])
A = A * matrix_scale
# Check a couple of analytically equivalent ways
# to compute the fractional matrix power.
# These can be compared because they both use the principal branch.
A_power = fractional_matrix_power(A, p)
A_logm, info = logm(A, disp=False)
A_power_expm_logm = expm(A_logm * p)
assert_allclose(A_power, A_power_expm_logm)
def test_al_mohy_higham_2012_experiment_1(self):
# Fractional powers of a tricky upper triangular matrix.
A = _get_al_mohy_higham_2012_experiment_1()
# Test remainder matrix power.
A_funm_sqrt, info = funm(A, np.sqrt, disp=False)
A_sqrtm, info = sqrtm(A, disp=False)
A_rem_power = _matfuncs_inv_ssq._remainder_matrix_power(A, 0.5)
A_power = fractional_matrix_power(A, 0.5)
assert_allclose(A_rem_power, A_power, rtol=1e-11)
assert_allclose(A_sqrtm, A_power)
assert_allclose(A_sqrtm, A_funm_sqrt)
# Test more fractional powers.
for p in (1/2, 5/3):
A_power = fractional_matrix_power(A, p)
A_round_trip = fractional_matrix_power(A_power, 1/p)
assert_allclose(A_round_trip, A, rtol=1e-2)
assert_allclose(np.tril(A_round_trip, 1), np.tril(A, 1))
def test_briggs_helper_function(self):
np.random.seed(1234)
for a in np.random.randn(10) + 1j * np.random.randn(10):
for k in range(5):
x_observed = _matfuncs_inv_ssq._briggs_helper_function(a, k)
x_expected = a ** np.exp2(-k) - 1
assert_allclose(x_observed, x_expected)
def test_type_preservation_and_conversion(self):
# The fractional_matrix_power matrix function should preserve
# the type of a matrix whose eigenvalues
# are positive with zero imaginary part.
# Test this preservation for variously structured matrices.
complex_dtype_chars = ('F', 'D', 'G')
for matrix_as_list in (
[[1, 0], [0, 1]],
[[1, 0], [1, 1]],
[[2, 1], [1, 1]],
[[2, 3], [1, 2]]):
# check that the spectrum has the expected properties
W = scipy.linalg.eigvals(matrix_as_list)
assert_(not any(w.imag or w.real < 0 for w in W))
# Check various positive and negative powers
# with absolute values bigger and smaller than 1.
for p in (-2.4, -0.9, 0.2, 3.3):
# check float type preservation
A = np.array(matrix_as_list, dtype=float)
A_power = fractional_matrix_power(A, p)
assert_(A_power.dtype.char not in complex_dtype_chars)
# check complex type preservation
A = np.array(matrix_as_list, dtype=complex)
A_power = fractional_matrix_power(A, p)
assert_(A_power.dtype.char in complex_dtype_chars)
# check float->complex for the matrix negation
A = -np.array(matrix_as_list, dtype=float)
A_power = fractional_matrix_power(A, p)
assert_(A_power.dtype.char in complex_dtype_chars)
def test_type_conversion_mixed_sign_or_complex_spectrum(self):
complex_dtype_chars = ('F', 'D', 'G')
for matrix_as_list in (
[[1, 0], [0, -1]],
[[0, 1], [1, 0]],
[[0, 1, 0], [0, 0, 1], [1, 0, 0]]):
# check that the spectrum has the expected properties
W = scipy.linalg.eigvals(matrix_as_list)
assert_(any(w.imag or w.real < 0 for w in W))
# Check various positive and negative powers
# with absolute values bigger and smaller than 1.
for p in (-2.4, -0.9, 0.2, 3.3):
# check complex->complex
A = np.array(matrix_as_list, dtype=complex)
A_power = fractional_matrix_power(A, p)
assert_(A_power.dtype.char in complex_dtype_chars)
# check float->complex
A = np.array(matrix_as_list, dtype=float)
A_power = fractional_matrix_power(A, p)
assert_(A_power.dtype.char in complex_dtype_chars)
@pytest.mark.xfail(reason='Too unstable across LAPACKs.')
def test_singular(self):
# Negative fractional powers do not work with singular matrices.
for matrix_as_list in (
[[0, 0], [0, 0]],
[[1, 1], [1, 1]],
[[1, 2], [3, 6]],
[[0, 0, 0], [0, 1, 1], [0, -1, 1]]):
# Check fractional powers both for float and for complex types.
for newtype in (float, complex):
A = np.array(matrix_as_list, dtype=newtype)
for p in (-0.7, -0.9, -2.4, -1.3):
A_power = fractional_matrix_power(A, p)
assert_(np.isnan(A_power).all())
for p in (0.2, 1.43):
A_power = fractional_matrix_power(A, p)
A_round_trip = fractional_matrix_power(A_power, 1/p)
assert_allclose(A_round_trip, A)
def test_opposite_sign_complex_eigenvalues(self):
M = [[2j, 4], [0, -2j]]
R = [[1+1j, 2], [0, 1-1j]]
assert_allclose(np.dot(R, R), M, atol=1e-14)
assert_allclose(fractional_matrix_power(M, 0.5), R, atol=1e-14)
class TestExpM:
def test_zero(self):
a = array([[0.,0],[0,0]])
assert_array_almost_equal(expm(a),[[1,0],[0,1]])
def test_single_elt(self):
elt = expm(1)
assert_allclose(elt, np.array([[np.e]]))
@pytest.mark.parametrize('func', [expm, cosm, sinm, tanm, coshm, sinhm, tanhm])
@pytest.mark.parametrize('dt',[int, float, np.float32, complex, np.complex64])
@pytest.mark.parametrize('shape', [(0, 0), (1, 1)])
def test_small_empty_matrix_input(self, func, dt, shape):
# regression test for gh-11082 / gh-20372 - test behavior of expm
# and related functions for small and zero-sized arrays.
A = np.zeros(shape, dtype=dt)
A0 = np.zeros((10, 10), dtype=dt)
result = func(A)
result0 = func(A0)
assert result.shape == shape
assert result.dtype == result0.dtype
def test_2x2_input(self):
E = np.e
a = array([[1, 4], [1, 1]])
aa = (E**4 + 1)/(2*E)
bb = (E**4 - 1)/E
assert_allclose(expm(a), array([[aa, bb], [bb/4, aa]]))
assert expm(a.astype(np.complex64)).dtype.char == 'F'
assert expm(a.astype(np.float32)).dtype.char == 'f'
def test_nx2x2_input(self):
E = np.e
# These are integer matrices with integer eigenvalues
a = np.array([[[1, 4], [1, 1]],
[[1, 3], [1, -1]],
[[1, 3], [4, 5]],
[[1, 3], [5, 3]],
[[4, 5], [-3, -4]]], order='F')
# Exact results are computed symbolically
a_res = np.array([
[[(E**4+1)/(2*E), (E**4-1)/E],
[(E**4-1)/4/E, (E**4+1)/(2*E)]],
[[1/(4*E**2)+(3*E**2)/4, (3*E**2)/4-3/(4*E**2)],
[E**2/4-1/(4*E**2), 3/(4*E**2)+E**2/4]],
[[3/(4*E)+E**7/4, -3/(8*E)+(3*E**7)/8],
[-1/(2*E)+E**7/2, 1/(4*E)+(3*E**7)/4]],
[[5/(8*E**2)+(3*E**6)/8, -3/(8*E**2)+(3*E**6)/8],
[-5/(8*E**2)+(5*E**6)/8, 3/(8*E**2)+(5*E**6)/8]],
[[-3/(2*E)+(5*E)/2, -5/(2*E)+(5*E)/2],
[3/(2*E)-(3*E)/2, 5/(2*E)-(3*E)/2]]
])
assert_allclose(expm(a), a_res)
def test_readonly(self):
n = 7
a = np.ones((n, n))
a.flags.writeable = False
expm(a)
@pytest.mark.thread_unsafe
@pytest.mark.fail_slow(5)
def test_gh18086(self):
A = np.zeros((400, 400), dtype=float)
rng = np.random.default_rng(100)
i = rng.integers(0, 399, 500)
j = rng.integers(0, 399, 500)
A[i, j] = rng.random(500)
# Problem appears when m = 9
Am = np.empty((5, 400, 400), dtype=float)
Am[0] = A.copy()
m, s = pick_pade_structure(Am)
assert m == 9
# Check that result is accurate
first_res = expm(A)
np.testing.assert_array_almost_equal(logm(first_res), A)
# Check that result is consistent
for i in range(5):
next_res = expm(A)
np.testing.assert_array_almost_equal(first_res, next_res)
class TestExpmFrechet:
def test_expm_frechet(self):
# a test of the basic functionality
M = np.array([
[1, 2, 3, 4],
[5, 6, 7, 8],
[0, 0, 1, 2],
[0, 0, 5, 6],
], dtype=float)
A = np.array([
[1, 2],
[5, 6],
], dtype=float)
E = np.array([
[3, 4],
[7, 8],
], dtype=float)
expected_expm = scipy.linalg.expm(A)
expected_frechet = scipy.linalg.expm(M)[:2, 2:]
for kwargs in ({}, {'method':'SPS'}, {'method':'blockEnlarge'}):
observed_expm, observed_frechet = expm_frechet(A, E, **kwargs)
assert_allclose(expected_expm, observed_expm)
assert_allclose(expected_frechet, observed_frechet)
def test_small_norm_expm_frechet(self):
# methodically test matrices with a range of norms, for better coverage
M_original = np.array([
[1, 2, 3, 4],
[5, 6, 7, 8],
[0, 0, 1, 2],
[0, 0, 5, 6],
], dtype=float)
A_original = np.array([
[1, 2],
[5, 6],
], dtype=float)
E_original = np.array([
[3, 4],
[7, 8],
], dtype=float)
A_original_norm_1 = scipy.linalg.norm(A_original, 1)
selected_m_list = [1, 3, 5, 7, 9, 11, 13, 15]
m_neighbor_pairs = zip(selected_m_list[:-1], selected_m_list[1:])
for ma, mb in m_neighbor_pairs:
ell_a = scipy.linalg._expm_frechet.ell_table_61[ma]
ell_b = scipy.linalg._expm_frechet.ell_table_61[mb]
target_norm_1 = 0.5 * (ell_a + ell_b)
scale = target_norm_1 / A_original_norm_1
M = scale * M_original
A = scale * A_original
E = scale * E_original
expected_expm = scipy.linalg.expm(A)
expected_frechet = scipy.linalg.expm(M)[:2, 2:]
observed_expm, observed_frechet = expm_frechet(A, E)
assert_allclose(expected_expm, observed_expm)
assert_allclose(expected_frechet, observed_frechet)
def test_fuzz(self):
rng = np.random.default_rng(1726500908359153)
# try a bunch of crazy inputs
rfuncs = (
np.random.uniform,
np.random.normal,
np.random.standard_cauchy,
np.random.exponential)
ntests = 100
for i in range(ntests):
rfunc = rfuncs[rng.choice(4)]
target_norm_1 = rng.exponential()
n = rng.integers(2, 16)
A_original = rfunc(size=(n,n))
E_original = rfunc(size=(n,n))
A_original_norm_1 = scipy.linalg.norm(A_original, 1)
scale = target_norm_1 / A_original_norm_1
A = scale * A_original
E = scale * E_original
M = np.vstack([
np.hstack([A, E]),
np.hstack([np.zeros_like(A), A])])
expected_expm = scipy.linalg.expm(A)
expected_frechet = scipy.linalg.expm(M)[:n, n:]
observed_expm, observed_frechet = expm_frechet(A, E)
assert_allclose(expected_expm, observed_expm, atol=5e-8)
assert_allclose(expected_frechet, observed_frechet, atol=1e-7)
def test_problematic_matrix(self):
# this test case uncovered a bug which has since been fixed
A = np.array([
[1.50591997, 1.93537998],
[0.41203263, 0.23443516],
], dtype=float)
E = np.array([
[1.87864034, 2.07055038],
[1.34102727, 0.67341123],
], dtype=float)
scipy.linalg.norm(A, 1)
sps_expm, sps_frechet = expm_frechet(
A, E, method='SPS')
blockEnlarge_expm, blockEnlarge_frechet = expm_frechet(
A, E, method='blockEnlarge')
assert_allclose(sps_expm, blockEnlarge_expm)
assert_allclose(sps_frechet, blockEnlarge_frechet)
@pytest.mark.slow
@pytest.mark.skip(reason='this test is deliberately slow')
def test_medium_matrix(self):
# profile this to see the speed difference
n = 1000
A = np.random.exponential(size=(n, n))
E = np.random.exponential(size=(n, n))
sps_expm, sps_frechet = expm_frechet(
A, E, method='SPS')
blockEnlarge_expm, blockEnlarge_frechet = expm_frechet(
A, E, method='blockEnlarge')
assert_allclose(sps_expm, blockEnlarge_expm)
assert_allclose(sps_frechet, blockEnlarge_frechet)
def _help_expm_cond_search(A, A_norm, X, X_norm, eps, p):
p = np.reshape(p, A.shape)
p_norm = norm(p)
perturbation = eps * p * (A_norm / p_norm)
X_prime = expm(A + perturbation)
scaled_relative_error = norm(X_prime - X) / (X_norm * eps)
return -scaled_relative_error
def _normalized_like(A, B):
return A * (scipy.linalg.norm(B) / scipy.linalg.norm(A))
def _relative_error(f, A, perturbation):
X = f(A)
X_prime = f(A + perturbation)
return norm(X_prime - X) / norm(X)
class TestExpmConditionNumber:
def test_expm_cond_smoke(self):
np.random.seed(1234)
for n in range(1, 4):
A = np.random.randn(n, n)
kappa = expm_cond(A)
assert_array_less(0, kappa)
def test_expm_bad_condition_number(self):
A = np.array([
[-1.128679820, 9.614183771e4, -4.524855739e9, 2.924969411e14],
[0, -1.201010529, 9.634696872e4, -4.681048289e9],
[0, 0, -1.132893222, 9.532491830e4],
[0, 0, 0, -1.179475332],
])
kappa = expm_cond(A)
assert_array_less(1e36, kappa)
def test_univariate(self):
np.random.seed(12345)
for x in np.linspace(-5, 5, num=11):
A = np.array([[x]])
assert_allclose(expm_cond(A), abs(x))
for x in np.logspace(-2, 2, num=11):
A = np.array([[x]])
assert_allclose(expm_cond(A), abs(x))
for i in range(10):
A = np.random.randn(1, 1)
assert_allclose(expm_cond(A), np.absolute(A)[0, 0])
@pytest.mark.slow
def test_expm_cond_fuzz(self):
rng = np.random.RandomState(12345)
eps = 1e-5
nsamples = 10
for i in range(nsamples):
n = rng.randint(2, 5)
A = rng.randn(n, n)
A_norm = scipy.linalg.norm(A)
X = expm(A)
X_norm = scipy.linalg.norm(X)
kappa = expm_cond(A)
# Look for the small perturbation that gives the greatest
# relative error.
f = functools.partial(_help_expm_cond_search,
A, A_norm, X, X_norm, eps)
guess = np.ones(n*n)
out = minimize(f, guess, method='L-BFGS-B')
xopt = out.x
yopt = f(xopt)
p_best = eps * _normalized_like(np.reshape(xopt, A.shape), A)
p_best_relerr = _relative_error(expm, A, p_best)
assert_allclose(p_best_relerr, -yopt * eps)
# Check that the identified perturbation indeed gives greater
# relative error than random perturbations with similar norms.
for j in range(5):
p_rand = eps * _normalized_like(rng.randn(*A.shape), A)
assert_allclose(norm(p_best), norm(p_rand))
p_rand_relerr = _relative_error(expm, A, p_rand)
assert_array_less(p_rand_relerr, p_best_relerr)
# The greatest relative error should not be much greater than
# eps times the condition number kappa.
# In the limit as eps approaches zero it should never be greater.
assert_array_less(p_best_relerr, (1 + 2*eps) * eps * kappa)
class TestKhatriRao:
def test_basic(self):
a = khatri_rao(array([[1, 2], [3, 4]]),
array([[5, 6], [7, 8]]))
assert_array_equal(a, array([[5, 12],
[7, 16],
[15, 24],
[21, 32]]))
b = khatri_rao(np.empty([2, 2]), np.empty([2, 2]))
assert_array_equal(b.shape, (4, 2))
def test_number_of_columns_equality(self):
with pytest.raises(ValueError):
a = array([[1, 2, 3],
[4, 5, 6]])
b = array([[1, 2],
[3, 4]])
khatri_rao(a, b)
def test_to_assure_2d_array(self):
with pytest.raises(ValueError):
# both arrays are 1-D
a = array([1, 2, 3])
b = array([4, 5, 6])
khatri_rao(a, b)
with pytest.raises(ValueError):
# first array is 1-D
a = array([1, 2, 3])
b = array([
[1, 2, 3],
[4, 5, 6]
])
khatri_rao(a, b)
with pytest.raises(ValueError):
# second array is 1-D
a = array([
[1, 2, 3],
[7, 8, 9]
])
b = array([4, 5, 6])
khatri_rao(a, b)
def test_equality_of_two_equations(self):
a = array([[1, 2], [3, 4]])
b = array([[5, 6], [7, 8]])
res1 = khatri_rao(a, b)
res2 = np.vstack([np.kron(a[:, k], b[:, k])
for k in range(b.shape[1])]).T
assert_array_equal(res1, res2)
def test_empty(self):
a = np.empty((0, 2))
b = np.empty((3, 2))
res = khatri_rao(a, b)
assert_allclose(res, np.empty((0, 2)))
a = np.empty((3, 0))
b = np.empty((5, 0))
res = khatri_rao(a, b)
assert_allclose(res, np.empty((15, 0)))
|