peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/tests
/test_blas.py
# | |
# Created by: Pearu Peterson, April 2002 | |
# | |
import math | |
import pytest | |
import numpy as np | |
from numpy.testing import (assert_equal, assert_almost_equal, assert_, | |
assert_array_almost_equal, assert_allclose) | |
from pytest import raises as assert_raises | |
from numpy import float32, float64, complex64, complex128, arange, triu, \ | |
tril, zeros, tril_indices, ones, mod, diag, append, eye, \ | |
nonzero | |
from numpy.random import rand, seed | |
import scipy | |
from scipy.linalg import _fblas as fblas, get_blas_funcs, toeplitz, solve | |
try: | |
from scipy.linalg import _cblas as cblas | |
except ImportError: | |
cblas = None | |
REAL_DTYPES = [float32, float64] | |
COMPLEX_DTYPES = [complex64, complex128] | |
DTYPES = REAL_DTYPES + COMPLEX_DTYPES | |
def test_get_blas_funcs(): | |
# check that it returns Fortran code for arrays that are | |
# fortran-ordered | |
f1, f2, f3 = get_blas_funcs( | |
('axpy', 'axpy', 'axpy'), | |
(np.empty((2, 2), dtype=np.complex64, order='F'), | |
np.empty((2, 2), dtype=np.complex128, order='C')) | |
) | |
# get_blas_funcs will choose libraries depending on most generic | |
# array | |
assert_equal(f1.typecode, 'z') | |
assert_equal(f2.typecode, 'z') | |
if cblas is not None: | |
assert_equal(f1.module_name, 'cblas') | |
assert_equal(f2.module_name, 'cblas') | |
# check defaults. | |
f1 = get_blas_funcs('rotg') | |
assert_equal(f1.typecode, 'd') | |
# check also dtype interface | |
f1 = get_blas_funcs('gemm', dtype=np.complex64) | |
assert_equal(f1.typecode, 'c') | |
f1 = get_blas_funcs('gemm', dtype='F') | |
assert_equal(f1.typecode, 'c') | |
# extended precision complex | |
f1 = get_blas_funcs('gemm', dtype=np.clongdouble) | |
assert_equal(f1.typecode, 'z') | |
# check safe complex upcasting | |
f1 = get_blas_funcs('axpy', | |
(np.empty((2, 2), dtype=np.float64), | |
np.empty((2, 2), dtype=np.complex64)) | |
) | |
assert_equal(f1.typecode, 'z') | |
def test_get_blas_funcs_alias(): | |
# check alias for get_blas_funcs | |
f, g = get_blas_funcs(('nrm2', 'dot'), dtype=np.complex64) | |
assert f.typecode == 'c' | |
assert g.typecode == 'c' | |
f, g, h = get_blas_funcs(('dot', 'dotc', 'dotu'), dtype=np.float64) | |
assert f is g | |
assert f is h | |
class TestCBLAS1Simple: | |
def test_axpy(self): | |
for p in 'sd': | |
f = getattr(cblas, p+'axpy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5), | |
[7, 9, 18]) | |
for p in 'cz': | |
f = getattr(cblas, p+'axpy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5), | |
[7, 10j-1, 18]) | |
class TestFBLAS1Simple: | |
def test_axpy(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'axpy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5), | |
[7, 9, 18]) | |
for p in 'cz': | |
f = getattr(fblas, p+'axpy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5), | |
[7, 10j-1, 18]) | |
def test_copy(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'copy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([3, 4, 5], [8]*3), [3, 4, 5]) | |
for p in 'cz': | |
f = getattr(fblas, p+'copy', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f([3, 4j, 5+3j], [8]*3), [3, 4j, 5+3j]) | |
def test_asum(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'asum', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3, -4, 5]), 12) | |
for p in ['sc', 'dz']: | |
f = getattr(fblas, p+'asum', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3j, -4, 3-4j]), 14) | |
def test_dot(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'dot', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3, -4, 5], [2, 5, 1]), -9) | |
def test_complex_dotu(self): | |
for p in 'cz': | |
f = getattr(fblas, p+'dotu', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3j, -4, 3-4j], [2, 3, 1]), -9+2j) | |
def test_complex_dotc(self): | |
for p in 'cz': | |
f = getattr(fblas, p+'dotc', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3j, -4, 3-4j], [2, 3j, 1]), 3-14j) | |
def test_nrm2(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'nrm2', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3, -4, 5]), math.sqrt(50)) | |
for p in ['c', 'z', 'sc', 'dz']: | |
f = getattr(fblas, p+'nrm2', None) | |
if f is None: | |
continue | |
assert_almost_equal(f([3j, -4, 3-4j]), math.sqrt(50)) | |
def test_scal(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'scal', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(2, [3, -4, 5]), [6, -8, 10]) | |
for p in 'cz': | |
f = getattr(fblas, p+'scal', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3j, [3j, -4, 3-4j]), [-9, -12j, 12+9j]) | |
for p in ['cs', 'zd']: | |
f = getattr(fblas, p+'scal', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3, [3j, -4, 3-4j]), [9j, -12, 9-12j]) | |
def test_swap(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'swap', None) | |
if f is None: | |
continue | |
x, y = [2, 3, 1], [-2, 3, 7] | |
x1, y1 = f(x, y) | |
assert_array_almost_equal(x1, y) | |
assert_array_almost_equal(y1, x) | |
for p in 'cz': | |
f = getattr(fblas, p+'swap', None) | |
if f is None: | |
continue | |
x, y = [2, 3j, 1], [-2, 3, 7-3j] | |
x1, y1 = f(x, y) | |
assert_array_almost_equal(x1, y) | |
assert_array_almost_equal(y1, x) | |
def test_amax(self): | |
for p in 'sd': | |
f = getattr(fblas, 'i'+p+'amax') | |
assert_equal(f([-2, 4, 3]), 1) | |
for p in 'cz': | |
f = getattr(fblas, 'i'+p+'amax') | |
assert_equal(f([-5, 4+3j, 6]), 1) | |
# XXX: need tests for rot,rotm,rotg,rotmg | |
class TestFBLAS2Simple: | |
def test_gemv(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'gemv', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3, [[3]], [-4]), [-36]) | |
assert_array_almost_equal(f(3, [[3]], [-4], 3, [5]), [-21]) | |
for p in 'cz': | |
f = getattr(fblas, p+'gemv', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3j, [[3-4j]], [-4]), [-48-36j]) | |
assert_array_almost_equal(f(3j, [[3-4j]], [-4], 3, [5j]), | |
[-48-21j]) | |
def test_ger(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'ger', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(1, [1, 2], [3, 4]), [[3, 4], [6, 8]]) | |
assert_array_almost_equal(f(2, [1, 2, 3], [3, 4]), | |
[[6, 8], [12, 16], [18, 24]]) | |
assert_array_almost_equal(f(1, [1, 2], [3, 4], | |
a=[[1, 2], [3, 4]]), [[4, 6], [9, 12]]) | |
for p in 'cz': | |
f = getattr(fblas, p+'geru', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(1, [1j, 2], [3, 4]), | |
[[3j, 4j], [6, 8]]) | |
assert_array_almost_equal(f(-2, [1j, 2j, 3j], [3j, 4j]), | |
[[6, 8], [12, 16], [18, 24]]) | |
for p in 'cz': | |
for name in ('ger', 'gerc'): | |
f = getattr(fblas, p+name, None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(1, [1j, 2], [3, 4]), | |
[[3j, 4j], [6, 8]]) | |
assert_array_almost_equal(f(2, [1j, 2j, 3j], [3j, 4j]), | |
[[6, 8], [12, 16], [18, 24]]) | |
def test_syr_her(self): | |
x = np.arange(1, 5, dtype='d') | |
resx = np.triu(x[:, np.newaxis] * x) | |
resx_reverse = np.triu(x[::-1, np.newaxis] * x[::-1]) | |
y = np.linspace(0, 8.5, 17, endpoint=False) | |
z = np.arange(1, 9, dtype='d').view('D') | |
resz = np.triu(z[:, np.newaxis] * z) | |
resz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1]) | |
rehz = np.triu(z[:, np.newaxis] * z.conj()) | |
rehz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1].conj()) | |
w = np.c_[np.zeros(4), z, np.zeros(4)].ravel() | |
for p, rtol in zip('sd', [1e-7, 1e-14]): | |
f = getattr(fblas, p+'syr', None) | |
if f is None: | |
continue | |
assert_allclose(f(1.0, x), resx, rtol=rtol) | |
assert_allclose(f(1.0, x, lower=True), resx.T, rtol=rtol) | |
assert_allclose(f(1.0, y, incx=2, offx=2, n=4), resx, rtol=rtol) | |
# negative increments imply reversed vectors in blas | |
assert_allclose(f(1.0, y, incx=-2, offx=2, n=4), | |
resx_reverse, rtol=rtol) | |
a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F') | |
b = f(1.0, x, a=a, overwrite_a=True) | |
assert_allclose(a, resx, rtol=rtol) | |
b = f(2.0, x, a=a) | |
assert_(a is not b) | |
assert_allclose(b, 3*resx, rtol=rtol) | |
assert_raises(Exception, f, 1.0, x, incx=0) | |
assert_raises(Exception, f, 1.0, x, offx=5) | |
assert_raises(Exception, f, 1.0, x, offx=-2) | |
assert_raises(Exception, f, 1.0, x, n=-2) | |
assert_raises(Exception, f, 1.0, x, n=5) | |
assert_raises(Exception, f, 1.0, x, lower=2) | |
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F')) | |
for p, rtol in zip('cz', [1e-7, 1e-14]): | |
f = getattr(fblas, p+'syr', None) | |
if f is None: | |
continue | |
assert_allclose(f(1.0, z), resz, rtol=rtol) | |
assert_allclose(f(1.0, z, lower=True), resz.T, rtol=rtol) | |
assert_allclose(f(1.0, w, incx=3, offx=1, n=4), resz, rtol=rtol) | |
# negative increments imply reversed vectors in blas | |
assert_allclose(f(1.0, w, incx=-3, offx=1, n=4), | |
resz_reverse, rtol=rtol) | |
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F') | |
b = f(1.0, z, a=a, overwrite_a=True) | |
assert_allclose(a, resz, rtol=rtol) | |
b = f(2.0, z, a=a) | |
assert_(a is not b) | |
assert_allclose(b, 3*resz, rtol=rtol) | |
assert_raises(Exception, f, 1.0, x, incx=0) | |
assert_raises(Exception, f, 1.0, x, offx=5) | |
assert_raises(Exception, f, 1.0, x, offx=-2) | |
assert_raises(Exception, f, 1.0, x, n=-2) | |
assert_raises(Exception, f, 1.0, x, n=5) | |
assert_raises(Exception, f, 1.0, x, lower=2) | |
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F')) | |
for p, rtol in zip('cz', [1e-7, 1e-14]): | |
f = getattr(fblas, p+'her', None) | |
if f is None: | |
continue | |
assert_allclose(f(1.0, z), rehz, rtol=rtol) | |
assert_allclose(f(1.0, z, lower=True), rehz.T.conj(), rtol=rtol) | |
assert_allclose(f(1.0, w, incx=3, offx=1, n=4), rehz, rtol=rtol) | |
# negative increments imply reversed vectors in blas | |
assert_allclose(f(1.0, w, incx=-3, offx=1, n=4), | |
rehz_reverse, rtol=rtol) | |
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F') | |
b = f(1.0, z, a=a, overwrite_a=True) | |
assert_allclose(a, rehz, rtol=rtol) | |
b = f(2.0, z, a=a) | |
assert_(a is not b) | |
assert_allclose(b, 3*rehz, rtol=rtol) | |
assert_raises(Exception, f, 1.0, x, incx=0) | |
assert_raises(Exception, f, 1.0, x, offx=5) | |
assert_raises(Exception, f, 1.0, x, offx=-2) | |
assert_raises(Exception, f, 1.0, x, n=-2) | |
assert_raises(Exception, f, 1.0, x, n=5) | |
assert_raises(Exception, f, 1.0, x, lower=2) | |
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F')) | |
def test_syr2(self): | |
x = np.arange(1, 5, dtype='d') | |
y = np.arange(5, 9, dtype='d') | |
resxy = np.triu(x[:, np.newaxis] * y + y[:, np.newaxis] * x) | |
resxy_reverse = np.triu(x[::-1, np.newaxis] * y[::-1] | |
+ y[::-1, np.newaxis] * x[::-1]) | |
q = np.linspace(0, 8.5, 17, endpoint=False) | |
for p, rtol in zip('sd', [1e-7, 1e-14]): | |
f = getattr(fblas, p+'syr2', None) | |
if f is None: | |
continue | |
assert_allclose(f(1.0, x, y), resxy, rtol=rtol) | |
assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol) | |
assert_allclose(f(1.0, x, y, lower=True), resxy.T, rtol=rtol) | |
assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10), | |
resxy, rtol=rtol) | |
assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10, n=3), | |
resxy[:3, :3], rtol=rtol) | |
# negative increments imply reversed vectors in blas | |
assert_allclose(f(1.0, q, q, incx=-2, offx=2, incy=-2, offy=10), | |
resxy_reverse, rtol=rtol) | |
a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F') | |
b = f(1.0, x, y, a=a, overwrite_a=True) | |
assert_allclose(a, resxy, rtol=rtol) | |
b = f(2.0, x, y, a=a) | |
assert_(a is not b) | |
assert_allclose(b, 3*resxy, rtol=rtol) | |
assert_raises(Exception, f, 1.0, x, y, incx=0) | |
assert_raises(Exception, f, 1.0, x, y, offx=5) | |
assert_raises(Exception, f, 1.0, x, y, offx=-2) | |
assert_raises(Exception, f, 1.0, x, y, incy=0) | |
assert_raises(Exception, f, 1.0, x, y, offy=5) | |
assert_raises(Exception, f, 1.0, x, y, offy=-2) | |
assert_raises(Exception, f, 1.0, x, y, n=-2) | |
assert_raises(Exception, f, 1.0, x, y, n=5) | |
assert_raises(Exception, f, 1.0, x, y, lower=2) | |
assert_raises(Exception, f, 1.0, x, y, | |
a=np.zeros((2, 2), 'd', 'F')) | |
def test_her2(self): | |
x = np.arange(1, 9, dtype='d').view('D') | |
y = np.arange(9, 17, dtype='d').view('D') | |
resxy = x[:, np.newaxis] * y.conj() + y[:, np.newaxis] * x.conj() | |
resxy = np.triu(resxy) | |
resxy_reverse = x[::-1, np.newaxis] * y[::-1].conj() | |
resxy_reverse += y[::-1, np.newaxis] * x[::-1].conj() | |
resxy_reverse = np.triu(resxy_reverse) | |
u = np.c_[np.zeros(4), x, np.zeros(4)].ravel() | |
v = np.c_[np.zeros(4), y, np.zeros(4)].ravel() | |
for p, rtol in zip('cz', [1e-7, 1e-14]): | |
f = getattr(fblas, p+'her2', None) | |
if f is None: | |
continue | |
assert_allclose(f(1.0, x, y), resxy, rtol=rtol) | |
assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol) | |
assert_allclose(f(1.0, x, y, lower=True), resxy.T.conj(), | |
rtol=rtol) | |
assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1), | |
resxy, rtol=rtol) | |
assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1, n=3), | |
resxy[:3, :3], rtol=rtol) | |
# negative increments imply reversed vectors in blas | |
assert_allclose(f(1.0, u, v, incx=-3, offx=1, incy=-3, offy=1), | |
resxy_reverse, rtol=rtol) | |
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F') | |
b = f(1.0, x, y, a=a, overwrite_a=True) | |
assert_allclose(a, resxy, rtol=rtol) | |
b = f(2.0, x, y, a=a) | |
assert_(a is not b) | |
assert_allclose(b, 3*resxy, rtol=rtol) | |
assert_raises(Exception, f, 1.0, x, y, incx=0) | |
assert_raises(Exception, f, 1.0, x, y, offx=5) | |
assert_raises(Exception, f, 1.0, x, y, offx=-2) | |
assert_raises(Exception, f, 1.0, x, y, incy=0) | |
assert_raises(Exception, f, 1.0, x, y, offy=5) | |
assert_raises(Exception, f, 1.0, x, y, offy=-2) | |
assert_raises(Exception, f, 1.0, x, y, n=-2) | |
assert_raises(Exception, f, 1.0, x, y, n=5) | |
assert_raises(Exception, f, 1.0, x, y, lower=2) | |
assert_raises(Exception, f, 1.0, x, y, | |
a=np.zeros((2, 2), 'd', 'F')) | |
def test_gbmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 7 | |
m = 5 | |
kl = 1 | |
ku = 2 | |
# fake a banded matrix via toeplitz | |
A = toeplitz(append(rand(kl+1), zeros(m-kl-1)), | |
append(rand(ku+1), zeros(n-ku-1))) | |
A = A.astype(dtype) | |
Ab = zeros((kl+ku+1, n), dtype=dtype) | |
# Form the banded storage | |
Ab[2, :5] = A[0, 0] # diag | |
Ab[1, 1:6] = A[0, 1] # sup1 | |
Ab[0, 2:7] = A[0, 2] # sup2 | |
Ab[3, :4] = A[1, 0] # sub1 | |
x = rand(n).astype(dtype) | |
y = rand(m).astype(dtype) | |
alpha, beta = dtype(3), dtype(-5) | |
func, = get_blas_funcs(('gbmv',), dtype=dtype) | |
y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab, | |
x=x, y=y, beta=beta) | |
y2 = alpha * A.dot(x) + beta * y | |
assert_array_almost_equal(y1, y2) | |
y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab, | |
x=y, y=x, beta=beta, trans=1) | |
y2 = alpha * A.T.dot(y) + beta * x | |
assert_array_almost_equal(y1, y2) | |
def test_sbmv_hbmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 6 | |
k = 2 | |
A = zeros((n, n), dtype=dtype) | |
Ab = zeros((k+1, n), dtype=dtype) | |
# Form the array and its packed banded storage | |
A[arange(n), arange(n)] = rand(n) | |
for ind2 in range(1, k+1): | |
temp = rand(n-ind2) | |
A[arange(n-ind2), arange(ind2, n)] = temp | |
Ab[-1-ind2, ind2:] = temp | |
A = A.astype(dtype) | |
A = A + A.T if ind < 2 else A + A.conj().T | |
Ab[-1, :] = diag(A) | |
x = rand(n).astype(dtype) | |
y = rand(n).astype(dtype) | |
alpha, beta = dtype(1.25), dtype(3) | |
if ind > 1: | |
func, = get_blas_funcs(('hbmv',), dtype=dtype) | |
else: | |
func, = get_blas_funcs(('sbmv',), dtype=dtype) | |
y1 = func(k=k, alpha=alpha, a=Ab, x=x, y=y, beta=beta) | |
y2 = alpha * A.dot(x) + beta * y | |
assert_array_almost_equal(y1, y2) | |
def test_spmv_hpmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES): | |
n = 3 | |
A = rand(n, n).astype(dtype) | |
if ind > 1: | |
A += rand(n, n)*1j | |
A = A.astype(dtype) | |
A = A + A.T if ind < 4 else A + A.conj().T | |
c, r = tril_indices(n) | |
Ap = A[r, c] | |
x = rand(n).astype(dtype) | |
y = rand(n).astype(dtype) | |
xlong = arange(2*n).astype(dtype) | |
ylong = ones(2*n).astype(dtype) | |
alpha, beta = dtype(1.25), dtype(2) | |
if ind > 3: | |
func, = get_blas_funcs(('hpmv',), dtype=dtype) | |
else: | |
func, = get_blas_funcs(('spmv',), dtype=dtype) | |
y1 = func(n=n, alpha=alpha, ap=Ap, x=x, y=y, beta=beta) | |
y2 = alpha * A.dot(x) + beta * y | |
assert_array_almost_equal(y1, y2) | |
# Test inc and offsets | |
y1 = func(n=n-1, alpha=alpha, beta=beta, x=xlong, y=ylong, ap=Ap, | |
incx=2, incy=2, offx=n, offy=n) | |
y2 = (alpha * A[:-1, :-1]).dot(xlong[3::2]) + beta * ylong[3::2] | |
assert_array_almost_equal(y1[3::2], y2) | |
assert_almost_equal(y1[4], ylong[4]) | |
def test_spr_hpr(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES): | |
n = 3 | |
A = rand(n, n).astype(dtype) | |
if ind > 1: | |
A += rand(n, n)*1j | |
A = A.astype(dtype) | |
A = A + A.T if ind < 4 else A + A.conj().T | |
c, r = tril_indices(n) | |
Ap = A[r, c] | |
x = rand(n).astype(dtype) | |
alpha = (DTYPES+COMPLEX_DTYPES)[mod(ind, 4)](2.5) | |
if ind > 3: | |
func, = get_blas_funcs(('hpr',), dtype=dtype) | |
y2 = alpha * x[:, None].dot(x[None, :].conj()) + A | |
else: | |
func, = get_blas_funcs(('spr',), dtype=dtype) | |
y2 = alpha * x[:, None].dot(x[None, :]) + A | |
y1 = func(n=n, alpha=alpha, ap=Ap, x=x) | |
y1f = zeros((3, 3), dtype=dtype) | |
y1f[r, c] = y1 | |
y1f[c, r] = y1.conj() if ind > 3 else y1 | |
assert_array_almost_equal(y1f, y2) | |
def test_spr2_hpr2(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 3 | |
A = rand(n, n).astype(dtype) | |
if ind > 1: | |
A += rand(n, n)*1j | |
A = A.astype(dtype) | |
A = A + A.T if ind < 2 else A + A.conj().T | |
c, r = tril_indices(n) | |
Ap = A[r, c] | |
x = rand(n).astype(dtype) | |
y = rand(n).astype(dtype) | |
alpha = dtype(2) | |
if ind > 1: | |
func, = get_blas_funcs(('hpr2',), dtype=dtype) | |
else: | |
func, = get_blas_funcs(('spr2',), dtype=dtype) | |
u = alpha.conj() * x[:, None].dot(y[None, :].conj()) | |
y2 = A + u + u.conj().T | |
y1 = func(n=n, alpha=alpha, x=x, y=y, ap=Ap) | |
y1f = zeros((3, 3), dtype=dtype) | |
y1f[r, c] = y1 | |
y1f[[1, 2, 2], [0, 0, 1]] = y1[[1, 3, 4]].conj() | |
assert_array_almost_equal(y1f, y2) | |
def test_tbmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 10 | |
k = 3 | |
x = rand(n).astype(dtype) | |
A = zeros((n, n), dtype=dtype) | |
# Banded upper triangular array | |
for sup in range(k+1): | |
A[arange(n-sup), arange(sup, n)] = rand(n-sup) | |
# Add complex parts for c,z | |
if ind > 1: | |
A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype) | |
# Form the banded storage | |
Ab = zeros((k+1, n), dtype=dtype) | |
for row in range(k+1): | |
Ab[-row-1, row:] = diag(A, k=row) | |
func, = get_blas_funcs(('tbmv',), dtype=dtype) | |
y1 = func(k=k, a=Ab, x=x) | |
y2 = A.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = A.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1, trans=1) | |
y2 = A.T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1, trans=2) | |
y2 = A.conj().T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
def test_tbsv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 6 | |
k = 3 | |
x = rand(n).astype(dtype) | |
A = zeros((n, n), dtype=dtype) | |
# Banded upper triangular array | |
for sup in range(k+1): | |
A[arange(n-sup), arange(sup, n)] = rand(n-sup) | |
# Add complex parts for c,z | |
if ind > 1: | |
A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype) | |
# Form the banded storage | |
Ab = zeros((k+1, n), dtype=dtype) | |
for row in range(k+1): | |
Ab[-row-1, row:] = diag(A, k=row) | |
func, = get_blas_funcs(('tbsv',), dtype=dtype) | |
y1 = func(k=k, a=Ab, x=x) | |
y2 = solve(A, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = solve(A, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1, trans=1) | |
y2 = solve(A.T, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(k=k, a=Ab, x=x, diag=1, trans=2) | |
y2 = solve(A.conj().T, x) | |
assert_array_almost_equal(y1, y2) | |
def test_tpmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 10 | |
x = rand(n).astype(dtype) | |
# Upper triangular array | |
A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j) | |
# Form the packed storage | |
c, r = tril_indices(n) | |
Ap = A[r, c] | |
func, = get_blas_funcs(('tpmv',), dtype=dtype) | |
y1 = func(n=n, ap=Ap, x=x) | |
y2 = A.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = A.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1) | |
y2 = A.T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2) | |
y2 = A.conj().T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
def test_tpsv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 10 | |
x = rand(n).astype(dtype) | |
# Upper triangular array | |
A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j) | |
A += eye(n) | |
# Form the packed storage | |
c, r = tril_indices(n) | |
Ap = A[r, c] | |
func, = get_blas_funcs(('tpsv',), dtype=dtype) | |
y1 = func(n=n, ap=Ap, x=x) | |
y2 = solve(A, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = solve(A, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1) | |
y2 = solve(A.T, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2) | |
y2 = solve(A.conj().T, x) | |
assert_array_almost_equal(y1, y2) | |
def test_trmv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 3 | |
A = (rand(n, n)+eye(n)).astype(dtype) | |
x = rand(3).astype(dtype) | |
func, = get_blas_funcs(('trmv',), dtype=dtype) | |
y1 = func(a=A, x=x) | |
y2 = triu(A).dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = triu(A).dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1, trans=1) | |
y2 = triu(A).T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1, trans=2) | |
y2 = triu(A).conj().T.dot(x) | |
assert_array_almost_equal(y1, y2) | |
def test_trsv(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 15 | |
A = (rand(n, n)+eye(n)).astype(dtype) | |
x = rand(n).astype(dtype) | |
func, = get_blas_funcs(('trsv',), dtype=dtype) | |
y1 = func(a=A, x=x) | |
y2 = solve(triu(A), x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, lower=1) | |
y2 = solve(tril(A), x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1) | |
A[arange(n), arange(n)] = dtype(1) | |
y2 = solve(triu(A), x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1, trans=1) | |
y2 = solve(triu(A).T, x) | |
assert_array_almost_equal(y1, y2) | |
y1 = func(a=A, x=x, diag=1, trans=2) | |
y2 = solve(triu(A).conj().T, x) | |
assert_array_almost_equal(y1, y2) | |
class TestFBLAS3Simple: | |
def test_gemm(self): | |
for p in 'sd': | |
f = getattr(fblas, p+'gemm', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3, [3], [-4]), [[-36]]) | |
assert_array_almost_equal(f(3, [3], [-4], 3, [5]), [-21]) | |
for p in 'cz': | |
f = getattr(fblas, p+'gemm', None) | |
if f is None: | |
continue | |
assert_array_almost_equal(f(3j, [3-4j], [-4]), [[-48-36j]]) | |
assert_array_almost_equal(f(3j, [3-4j], [-4], 3, [5j]), [-48-21j]) | |
def _get_func(func, ps='sdzc'): | |
"""Just a helper: return a specified BLAS function w/typecode.""" | |
for p in ps: | |
f = getattr(fblas, p+func, None) | |
if f is None: | |
continue | |
yield f | |
class TestBLAS3Symm: | |
def setup_method(self): | |
self.a = np.array([[1., 2.], | |
[0., 1.]]) | |
self.b = np.array([[1., 0., 3.], | |
[0., -1., 2.]]) | |
self.c = np.ones((2, 3)) | |
self.t = np.array([[2., -1., 8.], | |
[3., 0., 9.]]) | |
def test_symm(self): | |
for f in _get_func('symm'): | |
res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.) | |
assert_array_almost_equal(res, self.t) | |
res = f(a=self.a.T, b=self.b, lower=1, c=self.c, alpha=1., beta=1.) | |
assert_array_almost_equal(res, self.t) | |
res = f(a=self.a, b=self.b.T, side=1, c=self.c.T, | |
alpha=1., beta=1.) | |
assert_array_almost_equal(res, self.t.T) | |
def test_summ_wrong_side(self): | |
f = getattr(fblas, 'dsymm', None) | |
if f is not None: | |
assert_raises(Exception, f, **{'a': self.a, 'b': self.b, | |
'alpha': 1, 'side': 1}) | |
# `side=1` means C <- B*A, hence shapes of A and B are to be | |
# compatible. Otherwise, f2py exception is raised | |
def test_symm_wrong_uplo(self): | |
"""SYMM only considers the upper/lower part of A. Hence setting | |
wrong value for `lower` (default is lower=0, meaning upper triangle) | |
gives a wrong result. | |
""" | |
f = getattr(fblas, 'dsymm', None) | |
if f is not None: | |
res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.) | |
assert np.allclose(res, self.t) | |
res = f(a=self.a, b=self.b, lower=1, c=self.c, alpha=1., beta=1.) | |
assert not np.allclose(res, self.t) | |
class TestBLAS3Syrk: | |
def setup_method(self): | |
self.a = np.array([[1., 0.], | |
[0., -2.], | |
[2., 3.]]) | |
self.t = np.array([[1., 0., 2.], | |
[0., 4., -6.], | |
[2., -6., 13.]]) | |
self.tt = np.array([[5., 6.], | |
[6., 13.]]) | |
def test_syrk(self): | |
for f in _get_func('syrk'): | |
c = f(a=self.a, alpha=1.) | |
assert_array_almost_equal(np.triu(c), np.triu(self.t)) | |
c = f(a=self.a, alpha=1., lower=1) | |
assert_array_almost_equal(np.tril(c), np.tril(self.t)) | |
c0 = np.ones(self.t.shape) | |
c = f(a=self.a, alpha=1., beta=1., c=c0) | |
assert_array_almost_equal(np.triu(c), np.triu(self.t+c0)) | |
c = f(a=self.a, alpha=1., trans=1) | |
assert_array_almost_equal(np.triu(c), np.triu(self.tt)) | |
# prints '0-th dimension must be fixed to 3 but got 5', | |
# FIXME: suppress? | |
# FIXME: how to catch the _fblas.error? | |
def test_syrk_wrong_c(self): | |
f = getattr(fblas, 'dsyrk', None) | |
if f is not None: | |
assert_raises(Exception, f, **{'a': self.a, 'alpha': 1., | |
'c': np.ones((5, 8))}) | |
# if C is supplied, it must have compatible dimensions | |
class TestBLAS3Syr2k: | |
def setup_method(self): | |
self.a = np.array([[1., 0.], | |
[0., -2.], | |
[2., 3.]]) | |
self.b = np.array([[0., 1.], | |
[1., 0.], | |
[0, 1.]]) | |
self.t = np.array([[0., -1., 3.], | |
[-1., 0., 0.], | |
[3., 0., 6.]]) | |
self.tt = np.array([[0., 1.], | |
[1., 6]]) | |
def test_syr2k(self): | |
for f in _get_func('syr2k'): | |
c = f(a=self.a, b=self.b, alpha=1.) | |
assert_array_almost_equal(np.triu(c), np.triu(self.t)) | |
c = f(a=self.a, b=self.b, alpha=1., lower=1) | |
assert_array_almost_equal(np.tril(c), np.tril(self.t)) | |
c0 = np.ones(self.t.shape) | |
c = f(a=self.a, b=self.b, alpha=1., beta=1., c=c0) | |
assert_array_almost_equal(np.triu(c), np.triu(self.t+c0)) | |
c = f(a=self.a, b=self.b, alpha=1., trans=1) | |
assert_array_almost_equal(np.triu(c), np.triu(self.tt)) | |
# prints '0-th dimension must be fixed to 3 but got 5', FIXME: suppress? | |
def test_syr2k_wrong_c(self): | |
f = getattr(fblas, 'dsyr2k', None) | |
if f is not None: | |
assert_raises(Exception, f, **{'a': self.a, | |
'b': self.b, | |
'alpha': 1., | |
'c': np.zeros((15, 8))}) | |
# if C is supplied, it must have compatible dimensions | |
class TestSyHe: | |
"""Quick and simple tests for (zc)-symm, syrk, syr2k.""" | |
def setup_method(self): | |
self.sigma_y = np.array([[0., -1.j], | |
[1.j, 0.]]) | |
def test_symm_zc(self): | |
for f in _get_func('symm', 'zc'): | |
# NB: a is symmetric w/upper diag of ONLY | |
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), np.diag([1, -1])) | |
def test_hemm_zc(self): | |
for f in _get_func('hemm', 'zc'): | |
# NB: a is hermitian w/upper diag of ONLY | |
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), np.diag([1, 1])) | |
def test_syrk_zr(self): | |
for f in _get_func('syrk', 'zc'): | |
res = f(a=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), np.diag([-1, -1])) | |
def test_herk_zr(self): | |
for f in _get_func('herk', 'zc'): | |
res = f(a=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), np.diag([1, 1])) | |
def test_syr2k_zr(self): | |
for f in _get_func('syr2k', 'zc'): | |
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), 2.*np.diag([-1, -1])) | |
def test_her2k_zr(self): | |
for f in _get_func('her2k', 'zc'): | |
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.) | |
assert_array_almost_equal(np.triu(res), 2.*np.diag([1, 1])) | |
class TestTRMM: | |
"""Quick and simple tests for dtrmm.""" | |
def setup_method(self): | |
self.a = np.array([[1., 2., ], | |
[-2., 1.]]) | |
self.b = np.array([[3., 4., -1.], | |
[5., 6., -2.]]) | |
self.a2 = np.array([[1, 1, 2, 3], | |
[0, 1, 4, 5], | |
[0, 0, 1, 6], | |
[0, 0, 0, 1]], order="f") | |
self.b2 = np.array([[1, 4], [2, 5], [3, 6], [7, 8], [9, 10]], | |
order="f") | |
def test_side(self, dtype_): | |
trmm = get_blas_funcs("trmm", dtype=dtype_) | |
# Provide large A array that works for side=1 but not 0 (see gh-10841) | |
assert_raises(Exception, trmm, 1.0, self.a2, self.b2) | |
res = trmm(1.0, self.a2.astype(dtype_), self.b2.astype(dtype_), | |
side=1) | |
k = self.b2.shape[1] | |
assert_allclose(res, self.b2 @ self.a2[:k, :k], rtol=0., | |
atol=100*np.finfo(dtype_).eps) | |
def test_ab(self): | |
f = getattr(fblas, 'dtrmm', None) | |
if f is not None: | |
result = f(1., self.a, self.b) | |
# default a is upper triangular | |
expected = np.array([[13., 16., -5.], | |
[5., 6., -2.]]) | |
assert_array_almost_equal(result, expected) | |
def test_ab_lower(self): | |
f = getattr(fblas, 'dtrmm', None) | |
if f is not None: | |
result = f(1., self.a, self.b, lower=True) | |
expected = np.array([[3., 4., -1.], | |
[-1., -2., 0.]]) # now a is lower triangular | |
assert_array_almost_equal(result, expected) | |
def test_b_overwrites(self): | |
# BLAS dtrmm modifies B argument in-place. | |
# Here the default is to copy, but this can be overridden | |
f = getattr(fblas, 'dtrmm', None) | |
if f is not None: | |
for overwr in [True, False]: | |
bcopy = self.b.copy() | |
result = f(1., self.a, bcopy, overwrite_b=overwr) | |
# C-contiguous arrays are copied | |
assert_(bcopy.flags.f_contiguous is False and | |
np.may_share_memory(bcopy, result) is False) | |
assert_equal(bcopy, self.b) | |
bcopy = np.asfortranarray(self.b.copy()) # or just transpose it | |
result = f(1., self.a, bcopy, overwrite_b=True) | |
assert_(bcopy.flags.f_contiguous is True and | |
np.may_share_memory(bcopy, result) is True) | |
assert_array_almost_equal(bcopy, result) | |
def test_trsm(): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
tol = np.finfo(dtype).eps*1000 | |
func, = get_blas_funcs(('trsm',), dtype=dtype) | |
# Test protection against size mismatches | |
A = rand(4, 5).astype(dtype) | |
B = rand(4, 4).astype(dtype) | |
alpha = dtype(1) | |
assert_raises(Exception, func, alpha, A, B) | |
assert_raises(Exception, func, alpha, A.T, B) | |
n = 8 | |
m = 7 | |
alpha = dtype(-2.5) | |
A = (rand(m, m) if ind < 2 else rand(m, m) + rand(m, m)*1j) + eye(m) | |
A = A.astype(dtype) | |
Au = triu(A) | |
Al = tril(A) | |
B1 = rand(m, n).astype(dtype) | |
B2 = rand(n, m).astype(dtype) | |
x1 = func(alpha=alpha, a=A, b=B1) | |
assert_equal(B1.shape, x1.shape) | |
x2 = solve(Au, alpha*B1) | |
assert_allclose(x1, x2, atol=tol) | |
x1 = func(alpha=alpha, a=A, b=B1, trans_a=1) | |
x2 = solve(Au.T, alpha*B1) | |
assert_allclose(x1, x2, atol=tol) | |
x1 = func(alpha=alpha, a=A, b=B1, trans_a=2) | |
x2 = solve(Au.conj().T, alpha*B1) | |
assert_allclose(x1, x2, atol=tol) | |
x1 = func(alpha=alpha, a=A, b=B1, diag=1) | |
Au[arange(m), arange(m)] = dtype(1) | |
x2 = solve(Au, alpha*B1) | |
assert_allclose(x1, x2, atol=tol) | |
x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1) | |
x2 = solve(Au.conj().T, alpha*B2.conj().T) | |
assert_allclose(x1, x2.conj().T, atol=tol) | |
x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1, lower=1) | |
Al[arange(m), arange(m)] = dtype(1) | |
x2 = solve(Al.conj().T, alpha*B2.conj().T) | |
assert_allclose(x1, x2.conj().T, atol=tol) | |
def test_gh_169309(): | |
x = np.repeat(10, 9) | |
actual = scipy.linalg.blas.dnrm2(x, 5, 3, -1) | |
expected = math.sqrt(500) | |
assert_allclose(actual, expected) | |
def test_dnrm2_neg_incx(): | |
# check that dnrm2(..., incx < 0) raises | |
# XXX: remove the test after the lowest supported BLAS implements | |
# negative incx (new in LAPACK 3.10) | |
x = np.repeat(10, 9) | |
incx = -1 | |
with assert_raises(fblas.__fblas_error): | |
scipy.linalg.blas.dnrm2(x, 5, 3, incx) | |