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""" Test functions for linalg module | |
""" | |
import os | |
import sys | |
import itertools | |
import traceback | |
import textwrap | |
import subprocess | |
import pytest | |
import numpy as np | |
from numpy import array, single, double, csingle, cdouble, dot, identity, matmul | |
from numpy import multiply, atleast_2d, inf, asarray | |
from numpy import linalg | |
from numpy.linalg import matrix_power, norm, matrix_rank, multi_dot, LinAlgError | |
from numpy.linalg.linalg import _multi_dot_matrix_chain_order | |
from numpy.testing import ( | |
assert_, assert_equal, assert_raises, assert_array_equal, | |
assert_almost_equal, assert_allclose, suppress_warnings, | |
assert_raises_regex, HAS_LAPACK64, | |
) | |
from numpy.testing._private.utils import requires_memory | |
def consistent_subclass(out, in_): | |
# For ndarray subclass input, our output should have the same subclass | |
# (non-ndarray input gets converted to ndarray). | |
return type(out) is (type(in_) if isinstance(in_, np.ndarray) | |
else np.ndarray) | |
old_assert_almost_equal = assert_almost_equal | |
def assert_almost_equal(a, b, single_decimal=6, double_decimal=12, **kw): | |
if asarray(a).dtype.type in (single, csingle): | |
decimal = single_decimal | |
else: | |
decimal = double_decimal | |
old_assert_almost_equal(a, b, decimal=decimal, **kw) | |
def get_real_dtype(dtype): | |
return {single: single, double: double, | |
csingle: single, cdouble: double}[dtype] | |
def get_complex_dtype(dtype): | |
return {single: csingle, double: cdouble, | |
csingle: csingle, cdouble: cdouble}[dtype] | |
def get_rtol(dtype): | |
# Choose a safe rtol | |
if dtype in (single, csingle): | |
return 1e-5 | |
else: | |
return 1e-11 | |
# used to categorize tests | |
all_tags = { | |
'square', 'nonsquare', 'hermitian', # mutually exclusive | |
'generalized', 'size-0', 'strided' # optional additions | |
} | |
class LinalgCase: | |
def __init__(self, name, a, b, tags=set()): | |
""" | |
A bundle of arguments to be passed to a test case, with an identifying | |
name, the operands a and b, and a set of tags to filter the tests | |
""" | |
assert_(isinstance(name, str)) | |
self.name = name | |
self.a = a | |
self.b = b | |
self.tags = frozenset(tags) # prevent shared tags | |
def check(self, do): | |
""" | |
Run the function `do` on this test case, expanding arguments | |
""" | |
do(self.a, self.b, tags=self.tags) | |
def __repr__(self): | |
return f'<LinalgCase: {self.name}>' | |
def apply_tag(tag, cases): | |
""" | |
Add the given tag (a string) to each of the cases (a list of LinalgCase | |
objects) | |
""" | |
assert tag in all_tags, "Invalid tag" | |
for case in cases: | |
case.tags = case.tags | {tag} | |
return cases | |
# | |
# Base test cases | |
# | |
np.random.seed(1234) | |
CASES = [] | |
# square test cases | |
CASES += apply_tag('square', [ | |
LinalgCase("single", | |
array([[1., 2.], [3., 4.]], dtype=single), | |
array([2., 1.], dtype=single)), | |
LinalgCase("double", | |
array([[1., 2.], [3., 4.]], dtype=double), | |
array([2., 1.], dtype=double)), | |
LinalgCase("double_2", | |
array([[1., 2.], [3., 4.]], dtype=double), | |
array([[2., 1., 4.], [3., 4., 6.]], dtype=double)), | |
LinalgCase("csingle", | |
array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=csingle), | |
array([2. + 1j, 1. + 2j], dtype=csingle)), | |
LinalgCase("cdouble", | |
array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble), | |
array([2. + 1j, 1. + 2j], dtype=cdouble)), | |
LinalgCase("cdouble_2", | |
array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble), | |
array([[2. + 1j, 1. + 2j, 1 + 3j], [1 - 2j, 1 - 3j, 1 - 6j]], dtype=cdouble)), | |
LinalgCase("0x0", | |
np.empty((0, 0), dtype=double), | |
np.empty((0,), dtype=double), | |
tags={'size-0'}), | |
LinalgCase("8x8", | |
np.random.rand(8, 8), | |
np.random.rand(8)), | |
LinalgCase("1x1", | |
np.random.rand(1, 1), | |
np.random.rand(1)), | |
LinalgCase("nonarray", | |
[[1, 2], [3, 4]], | |
[2, 1]), | |
]) | |
# non-square test-cases | |
CASES += apply_tag('nonsquare', [ | |
LinalgCase("single_nsq_1", | |
array([[1., 2., 3.], [3., 4., 6.]], dtype=single), | |
array([2., 1.], dtype=single)), | |
LinalgCase("single_nsq_2", | |
array([[1., 2.], [3., 4.], [5., 6.]], dtype=single), | |
array([2., 1., 3.], dtype=single)), | |
LinalgCase("double_nsq_1", | |
array([[1., 2., 3.], [3., 4., 6.]], dtype=double), | |
array([2., 1.], dtype=double)), | |
LinalgCase("double_nsq_2", | |
array([[1., 2.], [3., 4.], [5., 6.]], dtype=double), | |
array([2., 1., 3.], dtype=double)), | |
LinalgCase("csingle_nsq_1", | |
array( | |
[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=csingle), | |
array([2. + 1j, 1. + 2j], dtype=csingle)), | |
LinalgCase("csingle_nsq_2", | |
array( | |
[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=csingle), | |
array([2. + 1j, 1. + 2j, 3. - 3j], dtype=csingle)), | |
LinalgCase("cdouble_nsq_1", | |
array( | |
[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble), | |
array([2. + 1j, 1. + 2j], dtype=cdouble)), | |
LinalgCase("cdouble_nsq_2", | |
array( | |
[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble), | |
array([2. + 1j, 1. + 2j, 3. - 3j], dtype=cdouble)), | |
LinalgCase("cdouble_nsq_1_2", | |
array( | |
[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble), | |
array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)), | |
LinalgCase("cdouble_nsq_2_2", | |
array( | |
[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble), | |
array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)), | |
LinalgCase("8x11", | |
np.random.rand(8, 11), | |
np.random.rand(8)), | |
LinalgCase("1x5", | |
np.random.rand(1, 5), | |
np.random.rand(1)), | |
LinalgCase("5x1", | |
np.random.rand(5, 1), | |
np.random.rand(5)), | |
LinalgCase("0x4", | |
np.random.rand(0, 4), | |
np.random.rand(0), | |
tags={'size-0'}), | |
LinalgCase("4x0", | |
np.random.rand(4, 0), | |
np.random.rand(4), | |
tags={'size-0'}), | |
]) | |
# hermitian test-cases | |
CASES += apply_tag('hermitian', [ | |
LinalgCase("hsingle", | |
array([[1., 2.], [2., 1.]], dtype=single), | |
None), | |
LinalgCase("hdouble", | |
array([[1., 2.], [2., 1.]], dtype=double), | |
None), | |
LinalgCase("hcsingle", | |
array([[1., 2 + 3j], [2 - 3j, 1]], dtype=csingle), | |
None), | |
LinalgCase("hcdouble", | |
array([[1., 2 + 3j], [2 - 3j, 1]], dtype=cdouble), | |
None), | |
LinalgCase("hempty", | |
np.empty((0, 0), dtype=double), | |
None, | |
tags={'size-0'}), | |
LinalgCase("hnonarray", | |
[[1, 2], [2, 1]], | |
None), | |
LinalgCase("matrix_b_only", | |
array([[1., 2.], [2., 1.]]), | |
None), | |
LinalgCase("hmatrix_1x1", | |
np.random.rand(1, 1), | |
None), | |
]) | |
# | |
# Gufunc test cases | |
# | |
def _make_generalized_cases(): | |
new_cases = [] | |
for case in CASES: | |
if not isinstance(case.a, np.ndarray): | |
continue | |
a = np.array([case.a, 2 * case.a, 3 * case.a]) | |
if case.b is None: | |
b = None | |
else: | |
b = np.array([case.b, 7 * case.b, 6 * case.b]) | |
new_case = LinalgCase(case.name + "_tile3", a, b, | |
tags=case.tags | {'generalized'}) | |
new_cases.append(new_case) | |
a = np.array([case.a] * 2 * 3).reshape((3, 2) + case.a.shape) | |
if case.b is None: | |
b = None | |
else: | |
b = np.array([case.b] * 2 * 3).reshape((3, 2) + case.b.shape) | |
new_case = LinalgCase(case.name + "_tile213", a, b, | |
tags=case.tags | {'generalized'}) | |
new_cases.append(new_case) | |
return new_cases | |
CASES += _make_generalized_cases() | |
# | |
# Generate stride combination variations of the above | |
# | |
def _stride_comb_iter(x): | |
""" | |
Generate cartesian product of strides for all axes | |
""" | |
if not isinstance(x, np.ndarray): | |
yield x, "nop" | |
return | |
stride_set = [(1,)] * x.ndim | |
stride_set[-1] = (1, 3, -4) | |
if x.ndim > 1: | |
stride_set[-2] = (1, 3, -4) | |
if x.ndim > 2: | |
stride_set[-3] = (1, -4) | |
for repeats in itertools.product(*tuple(stride_set)): | |
new_shape = [abs(a * b) for a, b in zip(x.shape, repeats)] | |
slices = tuple([slice(None, None, repeat) for repeat in repeats]) | |
# new array with different strides, but same data | |
xi = np.empty(new_shape, dtype=x.dtype) | |
xi.view(np.uint32).fill(0xdeadbeef) | |
xi = xi[slices] | |
xi[...] = x | |
xi = xi.view(x.__class__) | |
assert_(np.all(xi == x)) | |
yield xi, "stride_" + "_".join(["%+d" % j for j in repeats]) | |
# generate also zero strides if possible | |
if x.ndim >= 1 and x.shape[-1] == 1: | |
s = list(x.strides) | |
s[-1] = 0 | |
xi = np.lib.stride_tricks.as_strided(x, strides=s) | |
yield xi, "stride_xxx_0" | |
if x.ndim >= 2 and x.shape[-2] == 1: | |
s = list(x.strides) | |
s[-2] = 0 | |
xi = np.lib.stride_tricks.as_strided(x, strides=s) | |
yield xi, "stride_xxx_0_x" | |
if x.ndim >= 2 and x.shape[:-2] == (1, 1): | |
s = list(x.strides) | |
s[-1] = 0 | |
s[-2] = 0 | |
xi = np.lib.stride_tricks.as_strided(x, strides=s) | |
yield xi, "stride_xxx_0_0" | |
def _make_strided_cases(): | |
new_cases = [] | |
for case in CASES: | |
for a, a_label in _stride_comb_iter(case.a): | |
for b, b_label in _stride_comb_iter(case.b): | |
new_case = LinalgCase(case.name + "_" + a_label + "_" + b_label, a, b, | |
tags=case.tags | {'strided'}) | |
new_cases.append(new_case) | |
return new_cases | |
CASES += _make_strided_cases() | |
# | |
# Test different routines against the above cases | |
# | |
class LinalgTestCase: | |
TEST_CASES = CASES | |
def check_cases(self, require=set(), exclude=set()): | |
""" | |
Run func on each of the cases with all of the tags in require, and none | |
of the tags in exclude | |
""" | |
for case in self.TEST_CASES: | |
# filter by require and exclude | |
if case.tags & require != require: | |
continue | |
if case.tags & exclude: | |
continue | |
try: | |
case.check(self.do) | |
except Exception as e: | |
msg = f'In test case: {case!r}\n\n' | |
msg += traceback.format_exc() | |
raise AssertionError(msg) from e | |
class LinalgSquareTestCase(LinalgTestCase): | |
def test_sq_cases(self): | |
self.check_cases(require={'square'}, | |
exclude={'generalized', 'size-0'}) | |
def test_empty_sq_cases(self): | |
self.check_cases(require={'square', 'size-0'}, | |
exclude={'generalized'}) | |
class LinalgNonsquareTestCase(LinalgTestCase): | |
def test_nonsq_cases(self): | |
self.check_cases(require={'nonsquare'}, | |
exclude={'generalized', 'size-0'}) | |
def test_empty_nonsq_cases(self): | |
self.check_cases(require={'nonsquare', 'size-0'}, | |
exclude={'generalized'}) | |
class HermitianTestCase(LinalgTestCase): | |
def test_herm_cases(self): | |
self.check_cases(require={'hermitian'}, | |
exclude={'generalized', 'size-0'}) | |
def test_empty_herm_cases(self): | |
self.check_cases(require={'hermitian', 'size-0'}, | |
exclude={'generalized'}) | |
class LinalgGeneralizedSquareTestCase(LinalgTestCase): | |
def test_generalized_sq_cases(self): | |
self.check_cases(require={'generalized', 'square'}, | |
exclude={'size-0'}) | |
def test_generalized_empty_sq_cases(self): | |
self.check_cases(require={'generalized', 'square', 'size-0'}) | |
class LinalgGeneralizedNonsquareTestCase(LinalgTestCase): | |
def test_generalized_nonsq_cases(self): | |
self.check_cases(require={'generalized', 'nonsquare'}, | |
exclude={'size-0'}) | |
def test_generalized_empty_nonsq_cases(self): | |
self.check_cases(require={'generalized', 'nonsquare', 'size-0'}) | |
class HermitianGeneralizedTestCase(LinalgTestCase): | |
def test_generalized_herm_cases(self): | |
self.check_cases(require={'generalized', 'hermitian'}, | |
exclude={'size-0'}) | |
def test_generalized_empty_herm_cases(self): | |
self.check_cases(require={'generalized', 'hermitian', 'size-0'}, | |
exclude={'none'}) | |
def dot_generalized(a, b): | |
a = asarray(a) | |
if a.ndim >= 3: | |
if a.ndim == b.ndim: | |
# matrix x matrix | |
new_shape = a.shape[:-1] + b.shape[-1:] | |
elif a.ndim == b.ndim + 1: | |
# matrix x vector | |
new_shape = a.shape[:-1] | |
else: | |
raise ValueError("Not implemented...") | |
r = np.empty(new_shape, dtype=np.common_type(a, b)) | |
for c in itertools.product(*map(range, a.shape[:-2])): | |
r[c] = dot(a[c], b[c]) | |
return r | |
else: | |
return dot(a, b) | |
def identity_like_generalized(a): | |
a = asarray(a) | |
if a.ndim >= 3: | |
r = np.empty(a.shape, dtype=a.dtype) | |
r[...] = identity(a.shape[-2]) | |
return r | |
else: | |
return identity(a.shape[0]) | |
class SolveCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): | |
# kept apart from TestSolve for use for testing with matrices. | |
def do(self, a, b, tags): | |
x = linalg.solve(a, b) | |
assert_almost_equal(b, dot_generalized(a, x)) | |
assert_(consistent_subclass(x, b)) | |
class TestSolve(SolveCases): | |
def test_types(self, dtype): | |
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) | |
assert_equal(linalg.solve(x, x).dtype, dtype) | |
def test_0_size(self): | |
class ArraySubclass(np.ndarray): | |
pass | |
# Test system of 0x0 matrices | |
a = np.arange(8).reshape(2, 2, 2) | |
b = np.arange(6).reshape(1, 2, 3).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)) | |
# 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): | |
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): | |
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): | |
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 | |
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) | |
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) | |
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) | |
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) | |
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: | |
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: | |
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) | |
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.') | |
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: | |
def test_non_square_handling(self, arr, ind): | |
with assert_raises(LinAlgError): | |
linalg.tensorinv(arr, ind=ind) | |
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) | |
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) | |
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) | |
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) | |