peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/tests
/test_basic.py
import itertools | |
import warnings | |
import numpy as np | |
from numpy import (arange, array, dot, zeros, identity, conjugate, transpose, | |
float32) | |
from numpy.random import random | |
from numpy.testing import (assert_equal, assert_almost_equal, assert_, | |
assert_array_almost_equal, assert_allclose, | |
assert_array_equal, suppress_warnings) | |
import pytest | |
from pytest import raises as assert_raises | |
from scipy.linalg import (solve, inv, det, lstsq, pinv, pinvh, norm, | |
solve_banded, solveh_banded, solve_triangular, | |
solve_circulant, circulant, LinAlgError, block_diag, | |
matrix_balance, qr, LinAlgWarning) | |
from scipy.linalg._testutils import assert_no_overwrite | |
from scipy._lib._testutils import check_free_memory, IS_MUSL | |
from scipy.linalg.blas import HAS_ILP64 | |
from scipy._lib.deprecation import _NoValue | |
REAL_DTYPES = (np.float32, np.float64, np.longdouble) | |
COMPLEX_DTYPES = (np.complex64, np.complex128, np.clongdouble) | |
DTYPES = REAL_DTYPES + COMPLEX_DTYPES | |
def _eps_cast(dtyp): | |
"""Get the epsilon for dtype, possibly downcast to BLAS types.""" | |
dt = dtyp | |
if dt == np.longdouble: | |
dt = np.float64 | |
elif dt == np.clongdouble: | |
dt = np.complex128 | |
return np.finfo(dt).eps | |
class TestSolveBanded: | |
def test_real(self): | |
a = array([[1.0, 20, 0, 0], | |
[-30, 4, 6, 0], | |
[2, 1, 20, 2], | |
[0, -1, 7, 14]]) | |
ab = array([[0.0, 20, 6, 2], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0], | |
[2, -1, 0, 0]]) | |
l, u = 2, 1 | |
b4 = array([10.0, 0.0, 2.0, 14.0]) | |
b4by1 = b4.reshape(-1, 1) | |
b4by2 = array([[2, 1], | |
[-30, 4], | |
[2, 3], | |
[1, 3]]) | |
b4by4 = array([[1, 0, 0, 0], | |
[0, 0, 0, 1], | |
[0, 1, 0, 0], | |
[0, 1, 0, 0]]) | |
for b in [b4, b4by1, b4by2, b4by4]: | |
x = solve_banded((l, u), ab, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_complex(self): | |
a = array([[1.0, 20, 0, 0], | |
[-30, 4, 6, 0], | |
[2j, 1, 20, 2j], | |
[0, -1, 7, 14]]) | |
ab = array([[0.0, 20, 6, 2j], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0], | |
[2j, -1, 0, 0]]) | |
l, u = 2, 1 | |
b4 = array([10.0, 0.0, 2.0, 14.0j]) | |
b4by1 = b4.reshape(-1, 1) | |
b4by2 = array([[2, 1], | |
[-30, 4], | |
[2, 3], | |
[1, 3]]) | |
b4by4 = array([[1, 0, 0, 0], | |
[0, 0, 0, 1j], | |
[0, 1, 0, 0], | |
[0, 1, 0, 0]]) | |
for b in [b4, b4by1, b4by2, b4by4]: | |
x = solve_banded((l, u), ab, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_tridiag_real(self): | |
ab = array([[0.0, 20, 6, 2], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0]]) | |
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag( | |
ab[2, :-1], -1) | |
b4 = array([10.0, 0.0, 2.0, 14.0]) | |
b4by1 = b4.reshape(-1, 1) | |
b4by2 = array([[2, 1], | |
[-30, 4], | |
[2, 3], | |
[1, 3]]) | |
b4by4 = array([[1, 0, 0, 0], | |
[0, 0, 0, 1], | |
[0, 1, 0, 0], | |
[0, 1, 0, 0]]) | |
for b in [b4, b4by1, b4by2, b4by4]: | |
x = solve_banded((1, 1), ab, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_tridiag_complex(self): | |
ab = array([[0.0, 20, 6, 2j], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0]]) | |
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag( | |
ab[2, :-1], -1) | |
b4 = array([10.0, 0.0, 2.0, 14.0j]) | |
b4by1 = b4.reshape(-1, 1) | |
b4by2 = array([[2, 1], | |
[-30, 4], | |
[2, 3], | |
[1, 3]]) | |
b4by4 = array([[1, 0, 0, 0], | |
[0, 0, 0, 1], | |
[0, 1, 0, 0], | |
[0, 1, 0, 0]]) | |
for b in [b4, b4by1, b4by2, b4by4]: | |
x = solve_banded((1, 1), ab, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_check_finite(self): | |
a = array([[1.0, 20, 0, 0], | |
[-30, 4, 6, 0], | |
[2, 1, 20, 2], | |
[0, -1, 7, 14]]) | |
ab = array([[0.0, 20, 6, 2], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0], | |
[2, -1, 0, 0]]) | |
l, u = 2, 1 | |
b4 = array([10.0, 0.0, 2.0, 14.0]) | |
x = solve_banded((l, u), ab, b4, check_finite=False) | |
assert_array_almost_equal(dot(a, x), b4) | |
def test_bad_shape(self): | |
ab = array([[0.0, 20, 6, 2], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0], | |
[2, -1, 0, 0]]) | |
l, u = 2, 1 | |
bad = array([1.0, 2.0, 3.0, 4.0]).reshape(-1, 4) | |
assert_raises(ValueError, solve_banded, (l, u), ab, bad) | |
assert_raises(ValueError, solve_banded, (l, u), ab, [1.0, 2.0]) | |
# Values of (l,u) are not compatible with ab. | |
assert_raises(ValueError, solve_banded, (1, 1), ab, [1.0, 2.0]) | |
def test_1x1(self): | |
b = array([[1., 2., 3.]]) | |
x = solve_banded((1, 1), [[0], [2], [0]], b) | |
assert_array_equal(x, [[0.5, 1.0, 1.5]]) | |
assert_equal(x.dtype, np.dtype('f8')) | |
assert_array_equal(b, [[1.0, 2.0, 3.0]]) | |
def test_native_list_arguments(self): | |
a = [[1.0, 20, 0, 0], | |
[-30, 4, 6, 0], | |
[2, 1, 20, 2], | |
[0, -1, 7, 14]] | |
ab = [[0.0, 20, 6, 2], | |
[1, 4, 20, 14], | |
[-30, 1, 7, 0], | |
[2, -1, 0, 0]] | |
l, u = 2, 1 | |
b = [10.0, 0.0, 2.0, 14.0] | |
x = solve_banded((l, u), ab, b) | |
assert_array_almost_equal(dot(a, x), b) | |
class TestSolveHBanded: | |
def test_01_upper(self): | |
# Solve | |
# [ 4 1 2 0] [1] | |
# [ 1 4 1 2] X = [4] | |
# [ 2 1 4 1] [1] | |
# [ 0 2 1 4] [2] | |
# with the RHS as a 1D array. | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]]) | |
b = array([1.0, 4.0, 1.0, 2.0]) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0]) | |
def test_02_upper(self): | |
# Solve | |
# [ 4 1 2 0] [1 6] | |
# [ 1 4 1 2] X = [4 2] | |
# [ 2 1 4 1] [1 6] | |
# [ 0 2 1 4] [2 1] | |
# | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]]) | |
b = array([[1.0, 6.0], | |
[4.0, 2.0], | |
[1.0, 6.0], | |
[2.0, 1.0]]) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0], | |
[0.0, 0.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_03_upper(self): | |
# Solve | |
# [ 4 1 2 0] [1] | |
# [ 1 4 1 2] X = [4] | |
# [ 2 1 4 1] [1] | |
# [ 0 2 1 4] [2] | |
# with the RHS as a 2D array with shape (3,1). | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]]) | |
b = array([1.0, 4.0, 1.0, 2.0]).reshape(-1, 1) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, array([0., 1., 0., 0.]).reshape(-1, 1)) | |
def test_01_lower(self): | |
# Solve | |
# [ 4 1 2 0] [1] | |
# [ 1 4 1 2] X = [4] | |
# [ 2 1 4 1] [1] | |
# [ 0 2 1 4] [2] | |
# | |
ab = array([[4.0, 4.0, 4.0, 4.0], | |
[1.0, 1.0, 1.0, -99], | |
[2.0, 2.0, 0.0, 0.0]]) | |
b = array([1.0, 4.0, 1.0, 2.0]) | |
x = solveh_banded(ab, b, lower=True) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0]) | |
def test_02_lower(self): | |
# Solve | |
# [ 4 1 2 0] [1 6] | |
# [ 1 4 1 2] X = [4 2] | |
# [ 2 1 4 1] [1 6] | |
# [ 0 2 1 4] [2 1] | |
# | |
ab = array([[4.0, 4.0, 4.0, 4.0], | |
[1.0, 1.0, 1.0, -99], | |
[2.0, 2.0, 0.0, 0.0]]) | |
b = array([[1.0, 6.0], | |
[4.0, 2.0], | |
[1.0, 6.0], | |
[2.0, 1.0]]) | |
x = solveh_banded(ab, b, lower=True) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0], | |
[0.0, 0.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_01_float32(self): | |
# Solve | |
# [ 4 1 2 0] [1] | |
# [ 1 4 1 2] X = [4] | |
# [ 2 1 4 1] [1] | |
# [ 0 2 1 4] [2] | |
# | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]], dtype=float32) | |
b = array([1.0, 4.0, 1.0, 2.0], dtype=float32) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0]) | |
def test_02_float32(self): | |
# Solve | |
# [ 4 1 2 0] [1 6] | |
# [ 1 4 1 2] X = [4 2] | |
# [ 2 1 4 1] [1 6] | |
# [ 0 2 1 4] [2 1] | |
# | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]], dtype=float32) | |
b = array([[1.0, 6.0], | |
[4.0, 2.0], | |
[1.0, 6.0], | |
[2.0, 1.0]], dtype=float32) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0], | |
[0.0, 0.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_01_complex(self): | |
# Solve | |
# [ 4 -j 2 0] [2-j] | |
# [ j 4 -j 2] X = [4-j] | |
# [ 2 j 4 -j] [4+j] | |
# [ 0 2 j 4] [2+j] | |
# | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, -1.0j, -1.0j, -1.0j], | |
[4.0, 4.0, 4.0, 4.0]]) | |
b = array([2-1.0j, 4.0-1j, 4+1j, 2+1j]) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 1.0, 0.0]) | |
def test_02_complex(self): | |
# Solve | |
# [ 4 -j 2 0] [2-j 2+4j] | |
# [ j 4 -j 2] X = [4-j -1-j] | |
# [ 2 j 4 -j] [4+j 4+2j] | |
# [ 0 2 j 4] [2+j j] | |
# | |
ab = array([[0.0, 0.0, 2.0, 2.0], | |
[-99, -1.0j, -1.0j, -1.0j], | |
[4.0, 4.0, 4.0, 4.0]]) | |
b = array([[2-1j, 2+4j], | |
[4.0-1j, -1-1j], | |
[4.0+1j, 4+2j], | |
[2+1j, 1j]]) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0j], | |
[1.0, 0.0], | |
[1.0, 1.0], | |
[0.0, 0.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_tridiag_01_upper(self): | |
# Solve | |
# [ 4 1 0] [1] | |
# [ 1 4 1] X = [4] | |
# [ 0 1 4] [1] | |
# with the RHS as a 1D array. | |
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]]) | |
b = array([1.0, 4.0, 1.0]) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0]) | |
def test_tridiag_02_upper(self): | |
# Solve | |
# [ 4 1 0] [1 4] | |
# [ 1 4 1] X = [4 2] | |
# [ 0 1 4] [1 4] | |
# | |
ab = array([[-99, 1.0, 1.0], | |
[4.0, 4.0, 4.0]]) | |
b = array([[1.0, 4.0], | |
[4.0, 2.0], | |
[1.0, 4.0]]) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_tridiag_03_upper(self): | |
# Solve | |
# [ 4 1 0] [1] | |
# [ 1 4 1] X = [4] | |
# [ 0 1 4] [1] | |
# with the RHS as a 2D array with shape (3,1). | |
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]]) | |
b = array([1.0, 4.0, 1.0]).reshape(-1, 1) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, array([0.0, 1.0, 0.0]).reshape(-1, 1)) | |
def test_tridiag_01_lower(self): | |
# Solve | |
# [ 4 1 0] [1] | |
# [ 1 4 1] X = [4] | |
# [ 0 1 4] [1] | |
# | |
ab = array([[4.0, 4.0, 4.0], | |
[1.0, 1.0, -99]]) | |
b = array([1.0, 4.0, 1.0]) | |
x = solveh_banded(ab, b, lower=True) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0]) | |
def test_tridiag_02_lower(self): | |
# Solve | |
# [ 4 1 0] [1 4] | |
# [ 1 4 1] X = [4 2] | |
# [ 0 1 4] [1 4] | |
# | |
ab = array([[4.0, 4.0, 4.0], | |
[1.0, 1.0, -99]]) | |
b = array([[1.0, 4.0], | |
[4.0, 2.0], | |
[1.0, 4.0]]) | |
x = solveh_banded(ab, b, lower=True) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_tridiag_01_float32(self): | |
# Solve | |
# [ 4 1 0] [1] | |
# [ 1 4 1] X = [4] | |
# [ 0 1 4] [1] | |
# | |
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]], dtype=float32) | |
b = array([1.0, 4.0, 1.0], dtype=float32) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0]) | |
def test_tridiag_02_float32(self): | |
# Solve | |
# [ 4 1 0] [1 4] | |
# [ 1 4 1] X = [4 2] | |
# [ 0 1 4] [1 4] | |
# | |
ab = array([[-99, 1.0, 1.0], | |
[4.0, 4.0, 4.0]], dtype=float32) | |
b = array([[1.0, 4.0], | |
[4.0, 2.0], | |
[1.0, 4.0]], dtype=float32) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0], | |
[1.0, 0.0], | |
[0.0, 1.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_tridiag_01_complex(self): | |
# Solve | |
# [ 4 -j 0] [ -j] | |
# [ j 4 -j] X = [4-j] | |
# [ 0 j 4] [4+j] | |
# | |
ab = array([[-99, -1.0j, -1.0j], [4.0, 4.0, 4.0]]) | |
b = array([-1.0j, 4.0-1j, 4+1j]) | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 1.0]) | |
def test_tridiag_02_complex(self): | |
# Solve | |
# [ 4 -j 0] [ -j 4j] | |
# [ j 4 -j] X = [4-j -1-j] | |
# [ 0 j 4] [4+j 4 ] | |
# | |
ab = array([[-99, -1.0j, -1.0j], | |
[4.0, 4.0, 4.0]]) | |
b = array([[-1j, 4.0j], | |
[4.0-1j, -1.0-1j], | |
[4.0+1j, 4.0]]) | |
x = solveh_banded(ab, b) | |
expected = array([[0.0, 1.0j], | |
[1.0, 0.0], | |
[1.0, 1.0]]) | |
assert_array_almost_equal(x, expected) | |
def test_check_finite(self): | |
# Solve | |
# [ 4 1 0] [1] | |
# [ 1 4 1] X = [4] | |
# [ 0 1 4] [1] | |
# with the RHS as a 1D array. | |
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]]) | |
b = array([1.0, 4.0, 1.0]) | |
x = solveh_banded(ab, b, check_finite=False) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0]) | |
def test_bad_shapes(self): | |
ab = array([[-99, 1.0, 1.0], | |
[4.0, 4.0, 4.0]]) | |
b = array([[1.0, 4.0], | |
[4.0, 2.0]]) | |
assert_raises(ValueError, solveh_banded, ab, b) | |
assert_raises(ValueError, solveh_banded, ab, [1.0, 2.0]) | |
assert_raises(ValueError, solveh_banded, ab, [1.0]) | |
def test_1x1(self): | |
x = solveh_banded([[1]], [[1, 2, 3]]) | |
assert_array_equal(x, [[1.0, 2.0, 3.0]]) | |
assert_equal(x.dtype, np.dtype('f8')) | |
def test_native_list_arguments(self): | |
# Same as test_01_upper, using python's native list. | |
ab = [[0.0, 0.0, 2.0, 2.0], | |
[-99, 1.0, 1.0, 1.0], | |
[4.0, 4.0, 4.0, 4.0]] | |
b = [1.0, 4.0, 1.0, 2.0] | |
x = solveh_banded(ab, b) | |
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0]) | |
class TestSolve: | |
def setup_method(self): | |
np.random.seed(1234) | |
def test_20Feb04_bug(self): | |
a = [[1, 1], [1.0, 0]] # ok | |
x0 = solve(a, [1, 0j]) | |
assert_array_almost_equal(dot(a, x0), [1, 0]) | |
# gives failure with clapack.zgesv(..,rowmajor=0) | |
a = [[1, 1], [1.2, 0]] | |
b = [1, 0j] | |
x0 = solve(a, b) | |
assert_array_almost_equal(dot(a, x0), [1, 0]) | |
def test_simple(self): | |
a = [[1, 20], [-30, 4]] | |
for b in ([[1, 0], [0, 1]], | |
[1, 0], | |
[[2, 1], [-30, 4]] | |
): | |
x = solve(a, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_complex(self): | |
a = array([[5, 2], [2j, 4]], 'D') | |
for b in ([1j, 0], | |
[[1j, 1j], [0, 2]], | |
[1, 0j], | |
array([1, 0], 'D'), | |
): | |
x = solve(a, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_pos(self): | |
a = [[2, 3], [3, 5]] | |
for lower in [0, 1]: | |
for b in ([[1, 0], [0, 1]], | |
[1, 0] | |
): | |
x = solve(a, b, assume_a='pos', lower=lower) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_pos_complexb(self): | |
a = [[5, 2], [2, 4]] | |
for b in ([1j, 0], | |
[[1j, 1j], [0, 2]], | |
): | |
x = solve(a, b, assume_a='pos') | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_sym(self): | |
a = [[2, 3], [3, -5]] | |
for lower in [0, 1]: | |
for b in ([[1, 0], [0, 1]], | |
[1, 0] | |
): | |
x = solve(a, b, assume_a='sym', lower=lower) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_sym_complexb(self): | |
a = [[5, 2], [2, -4]] | |
for b in ([1j, 0], | |
[[1j, 1j], [0, 2]] | |
): | |
x = solve(a, b, assume_a='sym') | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_sym_complex(self): | |
a = [[5, 2+1j], [2+1j, -4]] | |
for b in ([1j, 0], | |
[1, 0], | |
[[1j, 1j], [0, 2]] | |
): | |
x = solve(a, b, assume_a='sym') | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_her_actuallysym(self): | |
a = [[2, 3], [3, -5]] | |
for lower in [0, 1]: | |
for b in ([[1, 0], [0, 1]], | |
[1, 0], | |
[1j, 0], | |
): | |
x = solve(a, b, assume_a='her', lower=lower) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_simple_her(self): | |
a = [[5, 2+1j], [2-1j, -4]] | |
for b in ([1j, 0], | |
[1, 0], | |
[[1j, 1j], [0, 2]] | |
): | |
x = solve(a, b, assume_a='her') | |
assert_array_almost_equal(dot(a, x), b) | |
def test_nils_20Feb04(self): | |
n = 2 | |
A = random([n, n])+random([n, n])*1j | |
X = zeros((n, n), 'D') | |
Ainv = inv(A) | |
R = identity(n)+identity(n)*0j | |
for i in arange(0, n): | |
r = R[:, i] | |
X[:, i] = solve(A, r) | |
assert_array_almost_equal(X, Ainv) | |
def test_random(self): | |
n = 20 | |
a = random([n, n]) | |
for i in range(n): | |
a[i, i] = 20*(.1+a[i, i]) | |
for i in range(4): | |
b = random([n, 3]) | |
x = solve(a, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_random_complex(self): | |
n = 20 | |
a = random([n, n]) + 1j * random([n, n]) | |
for i in range(n): | |
a[i, i] = 20*(.1+a[i, i]) | |
for i in range(2): | |
b = random([n, 3]) | |
x = solve(a, b) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_random_sym(self): | |
n = 20 | |
a = random([n, n]) | |
for i in range(n): | |
a[i, i] = abs(20*(.1+a[i, i])) | |
for j in range(i): | |
a[i, j] = a[j, i] | |
for i in range(4): | |
b = random([n]) | |
x = solve(a, b, assume_a="pos") | |
assert_array_almost_equal(dot(a, x), b) | |
def test_random_sym_complex(self): | |
n = 20 | |
a = random([n, n]) | |
a = a + 1j*random([n, n]) | |
for i in range(n): | |
a[i, i] = abs(20*(.1+a[i, i])) | |
for j in range(i): | |
a[i, j] = conjugate(a[j, i]) | |
b = random([n])+2j*random([n]) | |
for i in range(2): | |
x = solve(a, b, assume_a="pos") | |
assert_array_almost_equal(dot(a, x), b) | |
def test_check_finite(self): | |
a = [[1, 20], [-30, 4]] | |
for b in ([[1, 0], [0, 1]], [1, 0], | |
[[2, 1], [-30, 4]]): | |
x = solve(a, b, check_finite=False) | |
assert_array_almost_equal(dot(a, x), b) | |
def test_scalar_a_and_1D_b(self): | |
a = 1 | |
b = [1, 2, 3] | |
x = solve(a, b) | |
assert_array_almost_equal(x.ravel(), b) | |
assert_(x.shape == (3,), 'Scalar_a_1D_b test returned wrong shape') | |
def test_simple2(self): | |
a = np.array([[1.80, 2.88, 2.05, -0.89], | |
[525.00, -295.00, -95.00, -380.00], | |
[1.58, -2.69, -2.90, -1.04], | |
[-1.11, -0.66, -0.59, 0.80]]) | |
b = np.array([[9.52, 18.47], | |
[2435.00, 225.00], | |
[0.77, -13.28], | |
[-6.22, -6.21]]) | |
x = solve(a, b) | |
assert_array_almost_equal(x, np.array([[1., -1, 3, -5], | |
[3, 2, 4, 1]]).T) | |
def test_simple_complex2(self): | |
a = np.array([[-1.34+2.55j, 0.28+3.17j, -6.39-2.20j, 0.72-0.92j], | |
[-1.70-14.10j, 33.10-1.50j, -1.50+13.40j, 12.90+13.80j], | |
[-3.29-2.39j, -1.91+4.42j, -0.14-1.35j, 1.72+1.35j], | |
[2.41+0.39j, -0.56+1.47j, -0.83-0.69j, -1.96+0.67j]]) | |
b = np.array([[26.26+51.78j, 31.32-6.70j], | |
[64.30-86.80j, 158.60-14.20j], | |
[-5.75+25.31j, -2.15+30.19j], | |
[1.16+2.57j, -2.56+7.55j]]) | |
x = solve(a, b) | |
assert_array_almost_equal(x, np. array([[1+1.j, -1-2.j], | |
[2-3.j, 5+1.j], | |
[-4-5.j, -3+4.j], | |
[6.j, 2-3.j]])) | |
def test_hermitian(self): | |
# An upper triangular matrix will be used for hermitian matrix a | |
a = np.array([[-1.84, 0.11-0.11j, -1.78-1.18j, 3.91-1.50j], | |
[0, -4.63, -1.84+0.03j, 2.21+0.21j], | |
[0, 0, -8.87, 1.58-0.90j], | |
[0, 0, 0, -1.36]]) | |
b = np.array([[2.98-10.18j, 28.68-39.89j], | |
[-9.58+3.88j, -24.79-8.40j], | |
[-0.77-16.05j, 4.23-70.02j], | |
[7.79+5.48j, -35.39+18.01j]]) | |
res = np.array([[2.+1j, -8+6j], | |
[3.-2j, 7-2j], | |
[-1+2j, -1+5j], | |
[1.-1j, 3-4j]]) | |
x = solve(a, b, assume_a='her') | |
assert_array_almost_equal(x, res) | |
# Also conjugate a and test for lower triangular data | |
x = solve(a.conj().T, b, assume_a='her', lower=True) | |
assert_array_almost_equal(x, res) | |
def test_pos_and_sym(self): | |
A = np.arange(1, 10).reshape(3, 3) | |
x = solve(np.tril(A)/9, np.ones(3), assume_a='pos') | |
assert_array_almost_equal(x, [9., 1.8, 1.]) | |
x = solve(np.tril(A)/9, np.ones(3), assume_a='sym') | |
assert_array_almost_equal(x, [9., 1.8, 1.]) | |
def test_singularity(self): | |
a = np.array([[1, 0, 0, 0, 0, 0, 1, 0, 1], | |
[1, 1, 1, 0, 0, 0, 1, 0, 1], | |
[0, 1, 1, 0, 0, 0, 1, 0, 1], | |
[1, 0, 1, 1, 1, 1, 0, 0, 0], | |
[1, 0, 1, 1, 1, 1, 0, 0, 0], | |
[1, 0, 1, 1, 1, 1, 0, 0, 0], | |
[1, 0, 1, 1, 1, 1, 0, 0, 0], | |
[1, 1, 1, 1, 1, 1, 1, 1, 1], | |
[1, 1, 1, 1, 1, 1, 1, 1, 1]]) | |
b = np.arange(9)[:, None] | |
assert_raises(LinAlgError, solve, a, b) | |
def test_ill_condition_warning(self): | |
a = np.array([[1, 1], [1+1e-16, 1-1e-16]]) | |
b = np.ones(2) | |
with warnings.catch_warnings(): | |
warnings.simplefilter('error') | |
assert_raises(LinAlgWarning, solve, a, b) | |
def test_empty_rhs(self): | |
a = np.eye(2) | |
b = [[], []] | |
x = solve(a, b) | |
assert_(x.size == 0, 'Returned array is not empty') | |
assert_(x.shape == (2, 0), 'Returned empty array shape is wrong') | |
def test_multiple_rhs(self): | |
a = np.eye(2) | |
b = np.random.rand(2, 3, 4) | |
x = solve(a, b) | |
assert_array_almost_equal(x, b) | |
def test_transposed_keyword(self): | |
A = np.arange(9).reshape(3, 3) + 1 | |
x = solve(np.tril(A)/9, np.ones(3), transposed=True) | |
assert_array_almost_equal(x, [1.2, 0.2, 1]) | |
x = solve(np.tril(A)/9, np.ones(3), transposed=False) | |
assert_array_almost_equal(x, [9, -5.4, -1.2]) | |
def test_transposed_notimplemented(self): | |
a = np.eye(3).astype(complex) | |
with assert_raises(NotImplementedError): | |
solve(a, a, transposed=True) | |
def test_nonsquare_a(self): | |
assert_raises(ValueError, solve, [1, 2], 1) | |
def test_size_mismatch_with_1D_b(self): | |
assert_array_almost_equal(solve(np.eye(3), np.ones(3)), np.ones(3)) | |
assert_raises(ValueError, solve, np.eye(3), np.ones(4)) | |
def test_assume_a_keyword(self): | |
assert_raises(ValueError, solve, 1, 1, assume_a='zxcv') | |
def test_all_type_size_routine_combinations(self): | |
sizes = [10, 100] | |
assume_as = ['gen', 'sym', 'pos', 'her'] | |
dtypes = [np.float32, np.float64, np.complex64, np.complex128] | |
for size, assume_a, dtype in itertools.product(sizes, assume_as, | |
dtypes): | |
is_complex = dtype in (np.complex64, np.complex128) | |
if assume_a == 'her' and not is_complex: | |
continue | |
err_msg = (f"Failed for size: {size}, assume_a: {assume_a}," | |
f"dtype: {dtype}") | |
a = np.random.randn(size, size).astype(dtype) | |
b = np.random.randn(size).astype(dtype) | |
if is_complex: | |
a = a + (1j*np.random.randn(size, size)).astype(dtype) | |
if assume_a == 'sym': # Can still be complex but only symmetric | |
a = a + a.T | |
elif assume_a == 'her': # Handle hermitian matrices here instead | |
a = a + a.T.conj() | |
elif assume_a == 'pos': | |
a = a.conj().T.dot(a) + 0.1*np.eye(size) | |
tol = 1e-12 if dtype in (np.float64, np.complex128) else 1e-6 | |
if assume_a in ['gen', 'sym', 'her']: | |
# We revert the tolerance from before | |
# 4b4a6e7c34fa4060533db38f9a819b98fa81476c | |
if dtype in (np.float32, np.complex64): | |
tol *= 10 | |
x = solve(a, b, assume_a=assume_a) | |
assert_allclose(a.dot(x), b, | |
atol=tol * size, | |
rtol=tol * size, | |
err_msg=err_msg) | |
if assume_a == 'sym' and dtype not in (np.complex64, | |
np.complex128): | |
x = solve(a, b, assume_a=assume_a, transposed=True) | |
assert_allclose(a.dot(x), b, | |
atol=tol * size, | |
rtol=tol * size, | |
err_msg=err_msg) | |
class TestSolveTriangular: | |
def test_simple(self): | |
""" | |
solve_triangular on a simple 2x2 matrix. | |
""" | |
A = array([[1, 0], [1, 2]]) | |
b = [1, 1] | |
sol = solve_triangular(A, b, lower=True) | |
assert_array_almost_equal(sol, [1, 0]) | |
# check that it works also for non-contiguous matrices | |
sol = solve_triangular(A.T, b, lower=False) | |
assert_array_almost_equal(sol, [.5, .5]) | |
# and that it gives the same result as trans=1 | |
sol = solve_triangular(A, b, lower=True, trans=1) | |
assert_array_almost_equal(sol, [.5, .5]) | |
b = identity(2) | |
sol = solve_triangular(A, b, lower=True, trans=1) | |
assert_array_almost_equal(sol, [[1., -.5], [0, 0.5]]) | |
def test_simple_complex(self): | |
""" | |
solve_triangular on a simple 2x2 complex matrix | |
""" | |
A = array([[1+1j, 0], [1j, 2]]) | |
b = identity(2) | |
sol = solve_triangular(A, b, lower=True, trans=1) | |
assert_array_almost_equal(sol, [[.5-.5j, -.25-.25j], [0, 0.5]]) | |
# check other option combinations with complex rhs | |
b = np.diag([1+1j, 1+2j]) | |
sol = solve_triangular(A, b, lower=True, trans=0) | |
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]]) | |
sol = solve_triangular(A, b, lower=True, trans=1) | |
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]]) | |
sol = solve_triangular(A, b, lower=True, trans=2) | |
assert_array_almost_equal(sol, [[1j, -0.75-0.25j], [0, 0.5+1j]]) | |
sol = solve_triangular(A.T, b, lower=False, trans=0) | |
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]]) | |
sol = solve_triangular(A.T, b, lower=False, trans=1) | |
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]]) | |
sol = solve_triangular(A.T, b, lower=False, trans=2) | |
assert_array_almost_equal(sol, [[1j, 0], [-0.5, 0.5+1j]]) | |
def test_check_finite(self): | |
""" | |
solve_triangular on a simple 2x2 matrix. | |
""" | |
A = array([[1, 0], [1, 2]]) | |
b = [1, 1] | |
sol = solve_triangular(A, b, lower=True, check_finite=False) | |
assert_array_almost_equal(sol, [1, 0]) | |
class TestInv: | |
def setup_method(self): | |
np.random.seed(1234) | |
def test_simple(self): | |
a = [[1, 2], [3, 4]] | |
a_inv = inv(a) | |
assert_array_almost_equal(dot(a, a_inv), np.eye(2)) | |
a = [[1, 2, 3], [4, 5, 6], [7, 8, 10]] | |
a_inv = inv(a) | |
assert_array_almost_equal(dot(a, a_inv), np.eye(3)) | |
def test_random(self): | |
n = 20 | |
for i in range(4): | |
a = random([n, n]) | |
for i in range(n): | |
a[i, i] = 20*(.1+a[i, i]) | |
a_inv = inv(a) | |
assert_array_almost_equal(dot(a, a_inv), | |
identity(n)) | |
def test_simple_complex(self): | |
a = [[1, 2], [3, 4j]] | |
a_inv = inv(a) | |
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]]) | |
def test_random_complex(self): | |
n = 20 | |
for i in range(4): | |
a = random([n, n])+2j*random([n, n]) | |
for i in range(n): | |
a[i, i] = 20*(.1+a[i, i]) | |
a_inv = inv(a) | |
assert_array_almost_equal(dot(a, a_inv), | |
identity(n)) | |
def test_check_finite(self): | |
a = [[1, 2], [3, 4]] | |
a_inv = inv(a, check_finite=False) | |
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]]) | |
class TestDet: | |
def setup_method(self): | |
self.rng = np.random.default_rng(1680305949878959) | |
def test_1x1_all_singleton_dims(self): | |
a = np.array([[1]]) | |
deta = det(a) | |
assert deta.dtype.char == 'd' | |
assert np.isscalar(deta) | |
assert deta == 1. | |
a = np.array([[[[1]]]], dtype='f') | |
deta = det(a) | |
assert deta.dtype.char == 'd' | |
assert np.isscalar(deta) | |
assert deta == 1. | |
a = np.array([[[1 + 3.j]]], dtype=np.complex64) | |
deta = det(a) | |
assert deta.dtype.char == 'D' | |
assert np.isscalar(deta) | |
assert deta == 1.+3.j | |
def test_1by1_stacked_input_output(self): | |
a = self.rng.random([4, 5, 1, 1], dtype=np.float32) | |
deta = det(a) | |
assert deta.dtype.char == 'd' | |
assert deta.shape == (4, 5) | |
assert_allclose(deta, np.squeeze(a)) | |
a = self.rng.random([4, 5, 1, 1], dtype=np.float32)*np.complex64(1.j) | |
deta = det(a) | |
assert deta.dtype.char == 'D' | |
assert deta.shape == (4, 5) | |
assert_allclose(deta, np.squeeze(a)) | |
def test_simple_det_shapes_real_complex(self, shape): | |
a = self.rng.uniform(-1., 1., size=shape) | |
d1, d2 = det(a), np.linalg.det(a) | |
assert_allclose(d1, d2) | |
b = self.rng.uniform(-1., 1., size=shape)*1j | |
b += self.rng.uniform(-0.5, 0.5, size=shape) | |
d3, d4 = det(b), np.linalg.det(b) | |
assert_allclose(d3, d4) | |
def test_for_known_det_values(self): | |
# Hadamard8 | |
a = np.array([[1, 1, 1, 1, 1, 1, 1, 1], | |
[1, -1, 1, -1, 1, -1, 1, -1], | |
[1, 1, -1, -1, 1, 1, -1, -1], | |
[1, -1, -1, 1, 1, -1, -1, 1], | |
[1, 1, 1, 1, -1, -1, -1, -1], | |
[1, -1, 1, -1, -1, 1, -1, 1], | |
[1, 1, -1, -1, -1, -1, 1, 1], | |
[1, -1, -1, 1, -1, 1, 1, -1]]) | |
assert_allclose(det(a), 4096.) | |
# consecutive number array always singular | |
assert_allclose(det(np.arange(25).reshape(5, 5)), 0.) | |
# simple anti-diagonal block array | |
# Upper right has det (-2+1j) and lower right has (-2-1j) | |
# det(a) = - (-2+1j) (-2-1j) = 5. | |
a = np.array([[0.+0.j, 0.+0.j, 0.-1.j, 1.-1.j], | |
[0.+0.j, 0.+0.j, 1.+0.j, 0.-1.j], | |
[0.+1.j, 1.+1.j, 0.+0.j, 0.+0.j], | |
[1.+0.j, 0.+1.j, 0.+0.j, 0.+0.j]], dtype=np.complex64) | |
assert_allclose(det(a), 5.+0.j) | |
# Fiedler companion complexified | |
# >>> a = scipy.linalg.fiedler_companion(np.arange(1, 10)) | |
a = np.array([[-2., -3., 1., 0., 0., 0., 0., 0.], | |
[1., 0., 0., 0., 0., 0., 0., 0.], | |
[0., -4., 0., -5., 1., 0., 0., 0.], | |
[0., 1., 0., 0., 0., 0., 0., 0.], | |
[0., 0., 0., -6., 0., -7., 1., 0.], | |
[0., 0., 0., 1., 0., 0., 0., 0.], | |
[0., 0., 0., 0., 0., -8., 0., -9.], | |
[0., 0., 0., 0., 0., 1., 0., 0.]])*1.j | |
assert_allclose(det(a), 9.) | |
# g and G dtypes are handled differently in windows and other platforms | |
def test_sample_compatible_dtype_input(self, typ): | |
n = 4 | |
a = self.rng.random([n, n]).astype(typ) # value is not important | |
assert isinstance(det(a), (np.float64, np.complex128)) | |
def test_incompatible_dtype_input(self): | |
# Double backslashes needed for escaping pytest regex. | |
msg = 'cannot be cast to float\\(32, 64\\)' | |
for c, t in zip('SUO', ['bytes8', 'str32', 'object']): | |
with assert_raises(TypeError, match=msg): | |
det(np.array([['a', 'b']]*2, dtype=c)) | |
with assert_raises(TypeError, match=msg): | |
det(np.array([[b'a', b'b']]*2, dtype='V')) | |
with assert_raises(TypeError, match=msg): | |
det(np.array([[100, 200]]*2, dtype='datetime64[s]')) | |
with assert_raises(TypeError, match=msg): | |
det(np.array([[100, 200]]*2, dtype='timedelta64[s]')) | |
def test_empty_edge_cases(self): | |
assert_allclose(det(np.empty([0, 0])), 1.) | |
assert_allclose(det(np.empty([0, 0, 0])), np.array([])) | |
assert_allclose(det(np.empty([3, 0, 0])), np.array([1., 1., 1.])) | |
with assert_raises(ValueError, match='Last 2 dimensions'): | |
det(np.empty([0, 0, 3])) | |
with assert_raises(ValueError, match='at least two-dimensional'): | |
det(np.array([])) | |
with assert_raises(ValueError, match='Last 2 dimensions'): | |
det(np.array([[]])) | |
with assert_raises(ValueError, match='Last 2 dimensions'): | |
det(np.array([[[]]])) | |
def test_overwrite_a(self): | |
# If all conditions are met then input should be overwritten; | |
# - dtype is one of 'fdFD' | |
# - C-contiguous | |
# - writeable | |
a = np.arange(9).reshape(3, 3).astype(np.float32) | |
ac = a.copy() | |
deta = det(ac, overwrite_a=True) | |
assert_allclose(deta, 0.) | |
assert not (a == ac).all() | |
def test_readonly_array(self): | |
a = np.array([[2., 0., 1.], [5., 3., -1.], [1., 1., 1.]]) | |
a.setflags(write=False) | |
# overwrite_a will be overridden | |
assert_allclose(det(a, overwrite_a=True), 10.) | |
def test_simple_check_finite(self): | |
a = [[1, 2], [3, np.inf]] | |
with assert_raises(ValueError, match='array must not contain'): | |
det(a) | |
def direct_lstsq(a, b, cmplx=0): | |
at = transpose(a) | |
if cmplx: | |
at = conjugate(at) | |
a1 = dot(at, a) | |
b1 = dot(at, b) | |
return solve(a1, b1) | |
class TestLstsq: | |
lapack_drivers = ('gelsd', 'gelss', 'gelsy', None) | |
def test_simple_exact(self): | |
for dtype in REAL_DTYPES: | |
a = np.array([[1, 20], [-30, 4]], dtype=dtype) | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
for bt in (((1, 0), (0, 1)), (1, 0), | |
((2, 1), (-30, 4))): | |
# Store values in case they are overwritten | |
# later | |
a1 = a.copy() | |
b = np.array(bt, dtype=dtype) | |
b1 = b.copy() | |
out = lstsq(a1, b1, | |
lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == 2, | |
'expected efficient rank 2, got %s' % r) | |
assert_allclose(dot(a, x), b, | |
atol=25 * _eps_cast(a1.dtype), | |
rtol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_simple_overdet(self): | |
for dtype in REAL_DTYPES: | |
a = np.array([[1, 2], [4, 5], [3, 4]], dtype=dtype) | |
b = np.array([1, 2, 3], dtype=dtype) | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
if lapack_driver == 'gelsy': | |
residuals = np.sum((b - a.dot(x))**2) | |
else: | |
residuals = out[1] | |
r = out[2] | |
assert_(r == 2, 'expected efficient rank 2, got %s' % r) | |
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0), | |
residuals, | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
assert_allclose(x, (-0.428571428571429, 0.85714285714285), | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_simple_overdet_complex(self): | |
for dtype in COMPLEX_DTYPES: | |
a = np.array([[1+2j, 2], [4, 5], [3, 4]], dtype=dtype) | |
b = np.array([1, 2+4j, 3], dtype=dtype) | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
if lapack_driver == 'gelsy': | |
res = b - a.dot(x) | |
residuals = np.sum(res * res.conj()) | |
else: | |
residuals = out[1] | |
r = out[2] | |
assert_(r == 2, 'expected efficient rank 2, got %s' % r) | |
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0), | |
residuals, | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
assert_allclose( | |
x, (-0.4831460674157303 + 0.258426966292135j, | |
0.921348314606741 + 0.292134831460674j), | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_simple_underdet(self): | |
for dtype in REAL_DTYPES: | |
a = np.array([[1, 2, 3], [4, 5, 6]], dtype=dtype) | |
b = np.array([1, 2], dtype=dtype) | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == 2, 'expected efficient rank 2, got %s' % r) | |
assert_allclose(x, (-0.055555555555555, 0.111111111111111, | |
0.277777777777777), | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_random_exact(self): | |
rng = np.random.RandomState(1234) | |
for dtype in REAL_DTYPES: | |
for n in (20, 200): | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
a = np.asarray(rng.random([n, n]), dtype=dtype) | |
for i in range(n): | |
a[i, i] = 20 * (0.1 + a[i, i]) | |
for i in range(4): | |
b = np.asarray(rng.random([n, 3]), dtype=dtype) | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, | |
lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == n, f'expected efficient rank {n}, ' | |
f'got {r}') | |
if dtype is np.float32: | |
assert_allclose( | |
dot(a, x), b, | |
rtol=500 * _eps_cast(a1.dtype), | |
atol=500 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
else: | |
assert_allclose( | |
dot(a, x), b, | |
rtol=1000 * _eps_cast(a1.dtype), | |
atol=1000 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_random_complex_exact(self): | |
rng = np.random.RandomState(1234) | |
for dtype in COMPLEX_DTYPES: | |
for n in (20, 200): | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
a = np.asarray(rng.random([n, n]) + 1j*rng.random([n, n]), | |
dtype=dtype) | |
for i in range(n): | |
a[i, i] = 20 * (0.1 + a[i, i]) | |
for i in range(2): | |
b = np.asarray(rng.random([n, 3]), dtype=dtype) | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == n, f'expected efficient rank {n}, ' | |
f'got {r}') | |
if dtype is np.complex64: | |
assert_allclose( | |
dot(a, x), b, | |
rtol=400 * _eps_cast(a1.dtype), | |
atol=400 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
else: | |
assert_allclose( | |
dot(a, x), b, | |
rtol=1000 * _eps_cast(a1.dtype), | |
atol=1000 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_random_overdet(self): | |
rng = np.random.RandomState(1234) | |
for dtype in REAL_DTYPES: | |
for (n, m) in ((20, 15), (200, 2)): | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
a = np.asarray(rng.random([n, m]), dtype=dtype) | |
for i in range(m): | |
a[i, i] = 20 * (0.1 + a[i, i]) | |
for i in range(4): | |
b = np.asarray(rng.random([n, 3]), dtype=dtype) | |
# Store values in case they are overwritten later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, | |
lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == m, f'expected efficient rank {m}, ' | |
f'got {r}') | |
assert_allclose( | |
x, direct_lstsq(a, b, cmplx=0), | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_random_complex_overdet(self): | |
rng = np.random.RandomState(1234) | |
for dtype in COMPLEX_DTYPES: | |
for (n, m) in ((20, 15), (200, 2)): | |
for lapack_driver in TestLstsq.lapack_drivers: | |
for overwrite in (True, False): | |
a = np.asarray(rng.random([n, m]) + 1j*rng.random([n, m]), | |
dtype=dtype) | |
for i in range(m): | |
a[i, i] = 20 * (0.1 + a[i, i]) | |
for i in range(2): | |
b = np.asarray(rng.random([n, 3]), dtype=dtype) | |
# Store values in case they are overwritten | |
# later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, | |
lapack_driver=lapack_driver, | |
overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == m, f'expected efficient rank {m}, ' | |
f'got {r}') | |
assert_allclose( | |
x, direct_lstsq(a, b, cmplx=1), | |
rtol=25 * _eps_cast(a1.dtype), | |
atol=25 * _eps_cast(a1.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_check_finite(self): | |
with suppress_warnings() as sup: | |
# On (some) OSX this tests triggers a warning (gh-7538) | |
sup.filter(RuntimeWarning, | |
"internal gelsd driver lwork query error,.*" | |
"Falling back to 'gelss' driver.") | |
at = np.array(((1, 20), (-30, 4))) | |
for dtype, bt, lapack_driver, overwrite, check_finite in \ | |
itertools.product(REAL_DTYPES, | |
(((1, 0), (0, 1)), (1, 0), ((2, 1), (-30, 4))), | |
TestLstsq.lapack_drivers, | |
(True, False), | |
(True, False)): | |
a = at.astype(dtype) | |
b = np.array(bt, dtype=dtype) | |
# Store values in case they are overwritten | |
# later | |
a1 = a.copy() | |
b1 = b.copy() | |
out = lstsq(a1, b1, lapack_driver=lapack_driver, | |
check_finite=check_finite, overwrite_a=overwrite, | |
overwrite_b=overwrite) | |
x = out[0] | |
r = out[2] | |
assert_(r == 2, 'expected efficient rank 2, got %s' % r) | |
assert_allclose(dot(a, x), b, | |
rtol=25 * _eps_cast(a.dtype), | |
atol=25 * _eps_cast(a.dtype), | |
err_msg="driver: %s" % lapack_driver) | |
def test_zero_size(self): | |
for a_shape, b_shape in (((0, 2), (0,)), | |
((0, 4), (0, 2)), | |
((4, 0), (4,)), | |
((4, 0), (4, 2))): | |
b = np.ones(b_shape) | |
x, residues, rank, s = lstsq(np.zeros(a_shape), b) | |
assert_equal(x, np.zeros((a_shape[1],) + b_shape[1:])) | |
residues_should_be = (np.empty((0,)) if a_shape[1] | |
else np.linalg.norm(b, axis=0)**2) | |
assert_equal(residues, residues_should_be) | |
assert_(rank == 0, 'expected rank 0') | |
assert_equal(s, np.empty((0,))) | |
class TestPinv: | |
def setup_method(self): | |
np.random.seed(1234) | |
def test_simple_real(self): | |
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float) | |
a_pinv = pinv(a) | |
assert_array_almost_equal(dot(a, a_pinv), np.eye(3)) | |
def test_simple_complex(self): | |
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], | |
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]], | |
dtype=float)) | |
a_pinv = pinv(a) | |
assert_array_almost_equal(dot(a, a_pinv), np.eye(3)) | |
def test_simple_singular(self): | |
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float) | |
a_pinv = pinv(a) | |
expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01], | |
[-5.55555556e-02, 1.30136518e-16, 5.55555556e-02], | |
[5.27777778e-01, 1.66666667e-01, -1.94444444e-01]]) | |
assert_array_almost_equal(a_pinv, expected) | |
def test_simple_cols(self): | |
a = array([[1, 2, 3], [4, 5, 6]], dtype=float) | |
a_pinv = pinv(a) | |
expected = array([[-0.94444444, 0.44444444], | |
[-0.11111111, 0.11111111], | |
[0.72222222, -0.22222222]]) | |
assert_array_almost_equal(a_pinv, expected) | |
def test_simple_rows(self): | |
a = array([[1, 2], [3, 4], [5, 6]], dtype=float) | |
a_pinv = pinv(a) | |
expected = array([[-1.33333333, -0.33333333, 0.66666667], | |
[1.08333333, 0.33333333, -0.41666667]]) | |
assert_array_almost_equal(a_pinv, expected) | |
def test_check_finite(self): | |
a = array([[1, 2, 3], [4, 5, 6.], [7, 8, 10]]) | |
a_pinv = pinv(a, check_finite=False) | |
assert_array_almost_equal(dot(a, a_pinv), np.eye(3)) | |
def test_native_list_argument(self): | |
a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]] | |
a_pinv = pinv(a) | |
expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01], | |
[-5.55555556e-02, 1.30136518e-16, 5.55555556e-02], | |
[5.27777778e-01, 1.66666667e-01, -1.94444444e-01]]) | |
assert_array_almost_equal(a_pinv, expected) | |
def test_atol_rtol(self): | |
n = 12 | |
# get a random ortho matrix for shuffling | |
q, _ = qr(np.random.rand(n, n)) | |
a_m = np.arange(35.0).reshape(7, 5) | |
a = a_m.copy() | |
a[0, 0] = 0.001 | |
atol = 1e-5 | |
rtol = 0.05 | |
# svds of a_m is ~ [116.906, 4.234, tiny, tiny, tiny] | |
# svds of a is ~ [116.906, 4.234, 4.62959e-04, tiny, tiny] | |
# Just abs cutoff such that we arrive at a_modified | |
a_p = pinv(a_m, atol=atol, rtol=0.) | |
adiff1 = a @ a_p @ a - a | |
adiff2 = a_m @ a_p @ a_m - a_m | |
# Now adiff1 should be around atol value while adiff2 should be | |
# relatively tiny | |
assert_allclose(np.linalg.norm(adiff1), 5e-4, atol=5.e-4) | |
assert_allclose(np.linalg.norm(adiff2), 5e-14, atol=5.e-14) | |
# Now do the same but remove another sv ~4.234 via rtol | |
a_p = pinv(a_m, atol=atol, rtol=rtol) | |
adiff1 = a @ a_p @ a - a | |
adiff2 = a_m @ a_p @ a_m - a_m | |
assert_allclose(np.linalg.norm(adiff1), 4.233, rtol=0.01) | |
assert_allclose(np.linalg.norm(adiff2), 4.233, rtol=0.01) | |
def test_cond_rcond_deprecation(self, cond, rcond): | |
if cond is _NoValue and rcond is _NoValue: | |
# the defaults if cond/rcond aren't set -> no warning | |
pinv(np.ones((2,2)), cond=cond, rcond=rcond) | |
else: | |
# at least one of cond/rcond has a user-supplied value -> warn | |
with pytest.deprecated_call(match='"cond" and "rcond"'): | |
pinv(np.ones((2,2)), cond=cond, rcond=rcond) | |
def test_positional_deprecation(self): | |
with pytest.deprecated_call(match="use keyword arguments"): | |
pinv(np.ones((2,2)), 0., 1e-10) | |
class TestPinvSymmetric: | |
def setup_method(self): | |
np.random.seed(1234) | |
def test_simple_real(self): | |
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float) | |
a = np.dot(a, a.T) | |
a_pinv = pinvh(a) | |
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3)) | |
def test_nonpositive(self): | |
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float) | |
a = np.dot(a, a.T) | |
u, s, vt = np.linalg.svd(a) | |
s[0] *= -1 | |
a = np.dot(u * s, vt) # a is now symmetric non-positive and singular | |
a_pinv = pinv(a) | |
a_pinvh = pinvh(a) | |
assert_array_almost_equal(a_pinv, a_pinvh) | |
def test_simple_complex(self): | |
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], | |
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]], | |
dtype=float)) | |
a = np.dot(a, a.conj().T) | |
a_pinv = pinvh(a) | |
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3)) | |
def test_native_list_argument(self): | |
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float) | |
a = np.dot(a, a.T) | |
a_pinv = pinvh(a.tolist()) | |
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3)) | |
def test_atol_rtol(self): | |
n = 12 | |
# get a random ortho matrix for shuffling | |
q, _ = qr(np.random.rand(n, n)) | |
a = np.diag([4, 3, 2, 1, 0.99e-4, 0.99e-5] + [0.99e-6]*(n-6)) | |
a = q.T @ a @ q | |
a_m = np.diag([4, 3, 2, 1, 0.99e-4, 0.] + [0.]*(n-6)) | |
a_m = q.T @ a_m @ q | |
atol = 1e-5 | |
rtol = (4.01e-4 - 4e-5)/4 | |
# Just abs cutoff such that we arrive at a_modified | |
a_p = pinvh(a, atol=atol, rtol=0.) | |
adiff1 = a @ a_p @ a - a | |
adiff2 = a_m @ a_p @ a_m - a_m | |
# Now adiff1 should dance around atol value since truncation | |
# while adiff2 should be relatively tiny | |
assert_allclose(norm(adiff1), atol, rtol=0.1) | |
assert_allclose(norm(adiff2), 1e-12, atol=1e-11) | |
# Now do the same but through rtol cancelling atol value | |
a_p = pinvh(a, atol=atol, rtol=rtol) | |
adiff1 = a @ a_p @ a - a | |
adiff2 = a_m @ a_p @ a_m - a_m | |
# adiff1 and adiff2 should be elevated to ~1e-4 due to mismatch | |
assert_allclose(norm(adiff1), 1e-4, rtol=0.1) | |
assert_allclose(norm(adiff2), 1e-4, rtol=0.1) | |
def test_auto_rcond(scale, pinv_): | |
x = np.array([[1, 0], [0, 1e-10]]) * scale | |
expected = np.diag(1. / np.diag(x)) | |
x_inv = pinv_(x) | |
assert_allclose(x_inv, expected) | |
class TestVectorNorms: | |
def test_types(self): | |
for dtype in np.typecodes['AllFloat']: | |
x = np.array([1, 2, 3], dtype=dtype) | |
tol = max(1e-15, np.finfo(dtype).eps.real * 20) | |
assert_allclose(norm(x), np.sqrt(14), rtol=tol) | |
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol) | |
for dtype in np.typecodes['Complex']: | |
x = np.array([1j, 2j, 3j], dtype=dtype) | |
tol = max(1e-15, np.finfo(dtype).eps.real * 20) | |
assert_allclose(norm(x), np.sqrt(14), rtol=tol) | |
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol) | |
def test_overflow(self): | |
# unlike numpy's norm, this one is | |
# safer on overflow | |
a = array([1e20], dtype=float32) | |
assert_almost_equal(norm(a), a) | |
def test_stable(self): | |
# more stable than numpy's norm | |
a = array([1e4] + [1]*10000, dtype=float32) | |
try: | |
# snrm in double precision; we obtain the same as for float64 | |
# -- large atol needed due to varying blas implementations | |
assert_allclose(norm(a) - 1e4, 0.5, atol=1e-2) | |
except AssertionError: | |
# snrm implemented in single precision, == np.linalg.norm result | |
msg = ": Result should equal either 0.0 or 0.5 (depending on " \ | |
"implementation of snrm2)." | |
assert_almost_equal(norm(a) - 1e4, 0.0, err_msg=msg) | |
def test_zero_norm(self): | |
assert_equal(norm([1, 0, 3], 0), 2) | |
assert_equal(norm([1, 2, 3], 0), 3) | |
def test_axis_kwd(self): | |
a = np.array([[[2, 1], [3, 4]]] * 2, 'd') | |
assert_allclose(norm(a, axis=1), [[3.60555128, 4.12310563]] * 2) | |
assert_allclose(norm(a, 1, axis=1), [[5.] * 2] * 2) | |
def test_keepdims_kwd(self): | |
a = np.array([[[2, 1], [3, 4]]] * 2, 'd') | |
b = norm(a, axis=1, keepdims=True) | |
assert_allclose(b, [[[3.60555128, 4.12310563]]] * 2) | |
assert_(b.shape == (2, 1, 2)) | |
assert_allclose(norm(a, 1, axis=2, keepdims=True), [[[3.], [7.]]] * 2) | |
def test_large_vector(self): | |
check_free_memory(free_mb=17000) | |
x = np.zeros([2**31], dtype=np.float64) | |
x[-1] = 1 | |
res = norm(x) | |
del x | |
assert_allclose(res, 1.0) | |
class TestMatrixNorms: | |
def test_matrix_norms(self): | |
# Not all of these are matrix norms in the most technical sense. | |
np.random.seed(1234) | |
for n, m in (1, 1), (1, 3), (3, 1), (4, 4), (4, 5), (5, 4): | |
for t in np.float32, np.float64, np.complex64, np.complex128, np.int64: | |
A = 10 * np.random.randn(n, m).astype(t) | |
if np.issubdtype(A.dtype, np.complexfloating): | |
A = (A + 10j * np.random.randn(n, m)).astype(t) | |
t_high = np.complex128 | |
else: | |
t_high = np.float64 | |
for order in (None, 'fro', 1, -1, 2, -2, np.inf, -np.inf): | |
actual = norm(A, ord=order) | |
desired = np.linalg.norm(A, ord=order) | |
# SciPy may return higher precision matrix norms. | |
# This is a consequence of using LAPACK. | |
if not np.allclose(actual, desired): | |
desired = np.linalg.norm(A.astype(t_high), ord=order) | |
assert_allclose(actual, desired) | |
def test_axis_kwd(self): | |
a = np.array([[[2, 1], [3, 4]]] * 2, 'd') | |
b = norm(a, ord=np.inf, axis=(1, 0)) | |
c = norm(np.swapaxes(a, 0, 1), ord=np.inf, axis=(0, 1)) | |
d = norm(a, ord=1, axis=(0, 1)) | |
assert_allclose(b, c) | |
assert_allclose(c, d) | |
assert_allclose(b, d) | |
assert_(b.shape == c.shape == d.shape) | |
b = norm(a, ord=1, axis=(1, 0)) | |
c = norm(np.swapaxes(a, 0, 1), ord=1, axis=(0, 1)) | |
d = norm(a, ord=np.inf, axis=(0, 1)) | |
assert_allclose(b, c) | |
assert_allclose(c, d) | |
assert_allclose(b, d) | |
assert_(b.shape == c.shape == d.shape) | |
def test_keepdims_kwd(self): | |
a = np.arange(120, dtype='d').reshape(2, 3, 4, 5) | |
b = norm(a, ord=np.inf, axis=(1, 0), keepdims=True) | |
c = norm(a, ord=1, axis=(0, 1), keepdims=True) | |
assert_allclose(b, c) | |
assert_(b.shape == c.shape) | |
class TestOverwrite: | |
def test_solve(self): | |
assert_no_overwrite(solve, [(3, 3), (3,)]) | |
def test_solve_triangular(self): | |
assert_no_overwrite(solve_triangular, [(3, 3), (3,)]) | |
def test_solve_banded(self): | |
assert_no_overwrite(lambda ab, b: solve_banded((2, 1), ab, b), | |
[(4, 6), (6,)]) | |
def test_solveh_banded(self): | |
assert_no_overwrite(solveh_banded, [(2, 6), (6,)]) | |
def test_inv(self): | |
assert_no_overwrite(inv, [(3, 3)]) | |
def test_det(self): | |
assert_no_overwrite(det, [(3, 3)]) | |
def test_lstsq(self): | |
assert_no_overwrite(lstsq, [(3, 2), (3,)]) | |
def test_pinv(self): | |
assert_no_overwrite(pinv, [(3, 3)]) | |
def test_pinvh(self): | |
assert_no_overwrite(pinvh, [(3, 3)]) | |
class TestSolveCirculant: | |
def test_basic1(self): | |
c = np.array([1, 2, 3, 5]) | |
b = np.array([1, -1, 1, 0]) | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
def test_basic2(self): | |
# b is a 2-d matrix. | |
c = np.array([1, 2, -3, -5]) | |
b = np.arange(12).reshape(4, 3) | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
def test_basic3(self): | |
# b is a 3-d matrix. | |
c = np.array([1, 2, -3, -5]) | |
b = np.arange(24).reshape(4, 3, 2) | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
def test_complex(self): | |
# Complex b and c | |
c = np.array([1+2j, -3, 4j, 5]) | |
b = np.arange(8).reshape(4, 2) + 0.5j | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
def test_random_b_and_c(self): | |
# Random b and c | |
np.random.seed(54321) | |
c = np.random.randn(50) | |
b = np.random.randn(50) | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
def test_singular(self): | |
# c gives a singular circulant matrix. | |
c = np.array([1, 1, 0, 0]) | |
b = np.array([1, 2, 3, 4]) | |
x = solve_circulant(c, b, singular='lstsq') | |
y, res, rnk, s = lstsq(circulant(c), b) | |
assert_allclose(x, y) | |
assert_raises(LinAlgError, solve_circulant, x, y) | |
def test_axis_args(self): | |
# Test use of caxis, baxis and outaxis. | |
# c has shape (2, 1, 4) | |
c = np.array([[[-1, 2.5, 3, 3.5]], [[1, 6, 6, 6.5]]]) | |
# b has shape (3, 4) | |
b = np.array([[0, 0, 1, 1], [1, 1, 0, 0], [1, -1, 0, 0]]) | |
x = solve_circulant(c, b, baxis=1) | |
assert_equal(x.shape, (4, 2, 3)) | |
expected = np.empty_like(x) | |
expected[:, 0, :] = solve(circulant(c[0]), b.T) | |
expected[:, 1, :] = solve(circulant(c[1]), b.T) | |
assert_allclose(x, expected) | |
x = solve_circulant(c, b, baxis=1, outaxis=-1) | |
assert_equal(x.shape, (2, 3, 4)) | |
assert_allclose(np.moveaxis(x, -1, 0), expected) | |
# np.swapaxes(c, 1, 2) has shape (2, 4, 1); b.T has shape (4, 3). | |
x = solve_circulant(np.swapaxes(c, 1, 2), b.T, caxis=1) | |
assert_equal(x.shape, (4, 2, 3)) | |
assert_allclose(x, expected) | |
def test_native_list_arguments(self): | |
# Same as test_basic1 using python's native list. | |
c = [1, 2, 3, 5] | |
b = [1, -1, 1, 0] | |
x = solve_circulant(c, b) | |
y = solve(circulant(c), b) | |
assert_allclose(x, y) | |
class TestMatrix_Balance: | |
def test_string_arg(self): | |
assert_raises(ValueError, matrix_balance, 'Some string for fail') | |
def test_infnan_arg(self): | |
assert_raises(ValueError, matrix_balance, | |
np.array([[1, 2], [3, np.inf]])) | |
assert_raises(ValueError, matrix_balance, | |
np.array([[1, 2], [3, np.nan]])) | |
def test_scaling(self): | |
_, y = matrix_balance(np.array([[1000, 1], [1000, 0]])) | |
# Pre/post LAPACK 3.5.0 gives the same result up to an offset | |
# since in each case col norm is x1000 greater and | |
# 1000 / 32 ~= 1 * 32 hence balanced with 2 ** 5. | |
assert_allclose(np.diff(np.log2(np.diag(y))), [5]) | |
def test_scaling_order(self): | |
A = np.array([[1, 0, 1e-4], [1, 1, 1e-2], [1e4, 1e2, 1]]) | |
x, y = matrix_balance(A) | |
assert_allclose(solve(y, A).dot(y), x) | |
def test_separate(self): | |
_, (y, z) = matrix_balance(np.array([[1000, 1], [1000, 0]]), | |
separate=1) | |
assert_equal(np.diff(np.log2(y)), [5]) | |
assert_allclose(z, np.arange(2)) | |
def test_permutation(self): | |
A = block_diag(np.ones((2, 2)), np.tril(np.ones((2, 2))), | |
np.ones((3, 3))) | |
x, (y, z) = matrix_balance(A, separate=1) | |
assert_allclose(y, np.ones_like(y)) | |
assert_allclose(z, np.array([0, 1, 6, 5, 4, 3, 2])) | |
def test_perm_and_scaling(self): | |
# Matrix with its diagonal removed | |
cases = ( # Case 0 | |
np.array([[0., 0., 0., 0., 0.000002], | |
[0., 0., 0., 0., 0.], | |
[2., 2., 0., 0., 0.], | |
[2., 2., 0., 0., 0.], | |
[0., 0., 0.000002, 0., 0.]]), | |
# Case 1 user reported GH-7258 | |
np.array([[-0.5, 0., 0., 0.], | |
[0., -1., 0., 0.], | |
[1., 0., -0.5, 0.], | |
[0., 1., 0., -1.]]), | |
# Case 2 user reported GH-7258 | |
np.array([[-3., 0., 1., 0.], | |
[-1., -1., -0., 1.], | |
[-3., -0., -0., 0.], | |
[-1., -0., 1., -1.]]) | |
) | |
for A in cases: | |
x, y = matrix_balance(A) | |
x, (s, p) = matrix_balance(A, separate=1) | |
ip = np.empty_like(p) | |
ip[p] = np.arange(A.shape[0]) | |
assert_allclose(y, np.diag(s)[ip, :]) | |
assert_allclose(solve(y, A).dot(y), x) | |