peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/tests
/test_matfuncs.py
# | |
# Created by: Pearu Peterson, March 2002 | |
# | |
""" Test functions for linalg.matfuncs module | |
""" | |
import random | |
import functools | |
import numpy as np | |
from numpy import array, identity, dot, sqrt | |
from numpy.testing import (assert_array_almost_equal, assert_allclose, assert_, | |
assert_array_less, assert_array_equal, assert_warns) | |
import pytest | |
import scipy.linalg | |
from scipy.linalg import (funm, signm, logm, sqrtm, fractional_matrix_power, | |
expm, expm_frechet, expm_cond, norm, khatri_rao) | |
from scipy.linalg import _matfuncs_inv_ssq | |
from scipy.linalg._matfuncs import pick_pade_structure | |
import scipy.linalg._expm_frechet | |
from scipy.optimize import minimize | |
def _get_al_mohy_higham_2012_experiment_1(): | |
""" | |
Return the test matrix from Experiment (1) of [1]_. | |
References | |
---------- | |
.. [1] Awad H. Al-Mohy and Nicholas J. Higham (2012) | |
"Improved Inverse Scaling and Squaring Algorithms | |
for the Matrix Logarithm." | |
SIAM Journal on Scientific Computing, 34 (4). C152-C169. | |
ISSN 1095-7197 | |
""" | |
A = np.array([ | |
[3.2346e-1, 3e4, 3e4, 3e4], | |
[0, 3.0089e-1, 3e4, 3e4], | |
[0, 0, 3.2210e-1, 3e4], | |
[0, 0, 0, 3.0744e-1]], dtype=float) | |
return A | |
class TestSignM: | |
def test_nils(self): | |
a = array([[29.2, -24.2, 69.5, 49.8, 7.], | |
[-9.2, 5.2, -18., -16.8, -2.], | |
[-10., 6., -20., -18., -2.], | |
[-9.6, 9.6, -25.5, -15.4, -2.], | |
[9.8, -4.8, 18., 18.2, 2.]]) | |
cr = array([[11.94933333,-2.24533333,15.31733333,21.65333333,-2.24533333], | |
[-3.84266667,0.49866667,-4.59066667,-7.18666667,0.49866667], | |
[-4.08,0.56,-4.92,-7.6,0.56], | |
[-4.03466667,1.04266667,-5.59866667,-7.02666667,1.04266667], | |
[4.15733333,-0.50133333,4.90933333,7.81333333,-0.50133333]]) | |
r = signm(a) | |
assert_array_almost_equal(r,cr) | |
def test_defective1(self): | |
a = array([[0.0,1,0,0],[1,0,1,0],[0,0,0,1],[0,0,1,0]]) | |
signm(a, disp=False) | |
#XXX: what would be the correct result? | |
def test_defective2(self): | |
a = array(( | |
[29.2,-24.2,69.5,49.8,7.0], | |
[-9.2,5.2,-18.0,-16.8,-2.0], | |
[-10.0,6.0,-20.0,-18.0,-2.0], | |
[-9.6,9.6,-25.5,-15.4,-2.0], | |
[9.8,-4.8,18.0,18.2,2.0])) | |
signm(a, disp=False) | |
#XXX: what would be the correct result? | |
def test_defective3(self): | |
a = array([[-2., 25., 0., 0., 0., 0., 0.], | |
[0., -3., 10., 3., 3., 3., 0.], | |
[0., 0., 2., 15., 3., 3., 0.], | |
[0., 0., 0., 0., 15., 3., 0.], | |
[0., 0., 0., 0., 3., 10., 0.], | |
[0., 0., 0., 0., 0., -2., 25.], | |
[0., 0., 0., 0., 0., 0., -3.]]) | |
signm(a, disp=False) | |
#XXX: what would be the correct result? | |
class TestLogM: | |
def test_nils(self): | |
a = array([[-2., 25., 0., 0., 0., 0., 0.], | |
[0., -3., 10., 3., 3., 3., 0.], | |
[0., 0., 2., 15., 3., 3., 0.], | |
[0., 0., 0., 0., 15., 3., 0.], | |
[0., 0., 0., 0., 3., 10., 0.], | |
[0., 0., 0., 0., 0., -2., 25.], | |
[0., 0., 0., 0., 0., 0., -3.]]) | |
m = (identity(7)*3.1+0j)-a | |
logm(m, disp=False) | |
#XXX: what would be the correct result? | |
def test_al_mohy_higham_2012_experiment_1_logm(self): | |
# The logm completes the round trip successfully. | |
# Note that the expm leg of the round trip is badly conditioned. | |
A = _get_al_mohy_higham_2012_experiment_1() | |
A_logm, info = logm(A, disp=False) | |
A_round_trip = expm(A_logm) | |
assert_allclose(A_round_trip, A, rtol=5e-5, atol=1e-14) | |
def test_al_mohy_higham_2012_experiment_1_funm_log(self): | |
# The raw funm with np.log does not complete the round trip. | |
# Note that the expm leg of the round trip is badly conditioned. | |
A = _get_al_mohy_higham_2012_experiment_1() | |
A_funm_log, info = funm(A, np.log, disp=False) | |
A_round_trip = expm(A_funm_log) | |
assert_(not np.allclose(A_round_trip, A, rtol=1e-5, atol=1e-14)) | |
def test_round_trip_random_float(self): | |
np.random.seed(1234) | |
for n in range(1, 6): | |
M_unscaled = np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
# Eigenvalues are related to the branch cut. | |
W = np.linalg.eigvals(M) | |
err_msg = f'M:{M} eivals:{W}' | |
# Check sqrtm round trip because it is used within logm. | |
M_sqrtm, info = sqrtm(M, disp=False) | |
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm) | |
assert_allclose(M_sqrtm_round_trip, M) | |
# Check logm round trip. | |
M_logm, info = logm(M, disp=False) | |
M_logm_round_trip = expm(M_logm) | |
assert_allclose(M_logm_round_trip, M, err_msg=err_msg) | |
def test_round_trip_random_complex(self): | |
np.random.seed(1234) | |
for n in range(1, 6): | |
M_unscaled = np.random.randn(n, n) + 1j * np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
M_logm, info = logm(M, disp=False) | |
M_round_trip = expm(M_logm) | |
assert_allclose(M_round_trip, M) | |
def test_logm_type_preservation_and_conversion(self): | |
# The logm matrix function should preserve the type of a matrix | |
# whose eigenvalues are positive with zero imaginary part. | |
# Test this preservation for variously structured matrices. | |
complex_dtype_chars = ('F', 'D', 'G') | |
for matrix_as_list in ( | |
[[1, 0], [0, 1]], | |
[[1, 0], [1, 1]], | |
[[2, 1], [1, 1]], | |
[[2, 3], [1, 2]]): | |
# check that the spectrum has the expected properties | |
W = scipy.linalg.eigvals(matrix_as_list) | |
assert_(not any(w.imag or w.real < 0 for w in W)) | |
# check float type preservation | |
A = np.array(matrix_as_list, dtype=float) | |
A_logm, info = logm(A, disp=False) | |
assert_(A_logm.dtype.char not in complex_dtype_chars) | |
# check complex type preservation | |
A = np.array(matrix_as_list, dtype=complex) | |
A_logm, info = logm(A, disp=False) | |
assert_(A_logm.dtype.char in complex_dtype_chars) | |
# check float->complex type conversion for the matrix negation | |
A = -np.array(matrix_as_list, dtype=float) | |
A_logm, info = logm(A, disp=False) | |
assert_(A_logm.dtype.char in complex_dtype_chars) | |
def test_complex_spectrum_real_logm(self): | |
# This matrix has complex eigenvalues and real logm. | |
# Its output dtype depends on its input dtype. | |
M = [[1, 1, 2], [2, 1, 1], [1, 2, 1]] | |
for dt in float, complex: | |
X = np.array(M, dtype=dt) | |
w = scipy.linalg.eigvals(X) | |
assert_(1e-2 < np.absolute(w.imag).sum()) | |
Y, info = logm(X, disp=False) | |
assert_(np.issubdtype(Y.dtype, np.inexact)) | |
assert_allclose(expm(Y), X) | |
def test_real_mixed_sign_spectrum(self): | |
# These matrices have real eigenvalues with mixed signs. | |
# The output logm dtype is complex, regardless of input dtype. | |
for M in ( | |
[[1, 0], [0, -1]], | |
[[0, 1], [1, 0]]): | |
for dt in float, complex: | |
A = np.array(M, dtype=dt) | |
A_logm, info = logm(A, disp=False) | |
assert_(np.issubdtype(A_logm.dtype, np.complexfloating)) | |
def test_exactly_singular(self): | |
A = np.array([[0, 0], [1j, 1j]]) | |
B = np.asarray([[1, 1], [0, 0]]) | |
for M in A, A.T, B, B.T: | |
expected_warning = _matfuncs_inv_ssq.LogmExactlySingularWarning | |
L, info = assert_warns(expected_warning, logm, M, disp=False) | |
E = expm(L) | |
assert_allclose(E, M, atol=1e-14) | |
def test_nearly_singular(self): | |
M = np.array([[1e-100]]) | |
expected_warning = _matfuncs_inv_ssq.LogmNearlySingularWarning | |
L, info = assert_warns(expected_warning, logm, M, disp=False) | |
E = expm(L) | |
assert_allclose(E, M, atol=1e-14) | |
def test_opposite_sign_complex_eigenvalues(self): | |
# See gh-6113 | |
E = [[0, 1], [-1, 0]] | |
L = [[0, np.pi*0.5], [-np.pi*0.5, 0]] | |
assert_allclose(expm(L), E, atol=1e-14) | |
assert_allclose(logm(E), L, atol=1e-14) | |
E = [[1j, 4], [0, -1j]] | |
L = [[1j*np.pi*0.5, 2*np.pi], [0, -1j*np.pi*0.5]] | |
assert_allclose(expm(L), E, atol=1e-14) | |
assert_allclose(logm(E), L, atol=1e-14) | |
E = [[1j, 0], [0, -1j]] | |
L = [[1j*np.pi*0.5, 0], [0, -1j*np.pi*0.5]] | |
assert_allclose(expm(L), E, atol=1e-14) | |
assert_allclose(logm(E), L, atol=1e-14) | |
def test_readonly(self): | |
n = 5 | |
a = np.ones((n, n)) + np.identity(n) | |
a.flags.writeable = False | |
logm(a) | |
class TestSqrtM: | |
def test_round_trip_random_float(self): | |
np.random.seed(1234) | |
for n in range(1, 6): | |
M_unscaled = np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
M_sqrtm, info = sqrtm(M, disp=False) | |
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm) | |
assert_allclose(M_sqrtm_round_trip, M) | |
def test_round_trip_random_complex(self): | |
np.random.seed(1234) | |
for n in range(1, 6): | |
M_unscaled = np.random.randn(n, n) + 1j * np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
M_sqrtm, info = sqrtm(M, disp=False) | |
M_sqrtm_round_trip = M_sqrtm.dot(M_sqrtm) | |
assert_allclose(M_sqrtm_round_trip, M) | |
def test_bad(self): | |
# See https://web.archive.org/web/20051220232650/http://www.maths.man.ac.uk/~nareports/narep336.ps.gz | |
e = 2**-5 | |
se = sqrt(e) | |
a = array([[1.0,0,0,1], | |
[0,e,0,0], | |
[0,0,e,0], | |
[0,0,0,1]]) | |
sa = array([[1,0,0,0.5], | |
[0,se,0,0], | |
[0,0,se,0], | |
[0,0,0,1]]) | |
n = a.shape[0] | |
assert_array_almost_equal(dot(sa,sa),a) | |
# Check default sqrtm. | |
esa = sqrtm(a, disp=False, blocksize=n)[0] | |
assert_array_almost_equal(dot(esa,esa),a) | |
# Check sqrtm with 2x2 blocks. | |
esa = sqrtm(a, disp=False, blocksize=2)[0] | |
assert_array_almost_equal(dot(esa,esa),a) | |
def test_sqrtm_type_preservation_and_conversion(self): | |
# The sqrtm matrix function should preserve the type of a matrix | |
# whose eigenvalues are nonnegative with zero imaginary part. | |
# Test this preservation for variously structured matrices. | |
complex_dtype_chars = ('F', 'D', 'G') | |
for matrix_as_list in ( | |
[[1, 0], [0, 1]], | |
[[1, 0], [1, 1]], | |
[[2, 1], [1, 1]], | |
[[2, 3], [1, 2]], | |
[[1, 1], [1, 1]]): | |
# check that the spectrum has the expected properties | |
W = scipy.linalg.eigvals(matrix_as_list) | |
assert_(not any(w.imag or w.real < 0 for w in W)) | |
# check float type preservation | |
A = np.array(matrix_as_list, dtype=float) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(A_sqrtm.dtype.char not in complex_dtype_chars) | |
# check complex type preservation | |
A = np.array(matrix_as_list, dtype=complex) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(A_sqrtm.dtype.char in complex_dtype_chars) | |
# check float->complex type conversion for the matrix negation | |
A = -np.array(matrix_as_list, dtype=float) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(A_sqrtm.dtype.char in complex_dtype_chars) | |
def test_sqrtm_type_conversion_mixed_sign_or_complex_spectrum(self): | |
complex_dtype_chars = ('F', 'D', 'G') | |
for matrix_as_list in ( | |
[[1, 0], [0, -1]], | |
[[0, 1], [1, 0]], | |
[[0, 1, 0], [0, 0, 1], [1, 0, 0]]): | |
# check that the spectrum has the expected properties | |
W = scipy.linalg.eigvals(matrix_as_list) | |
assert_(any(w.imag or w.real < 0 for w in W)) | |
# check complex->complex | |
A = np.array(matrix_as_list, dtype=complex) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(A_sqrtm.dtype.char in complex_dtype_chars) | |
# check float->complex | |
A = np.array(matrix_as_list, dtype=float) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(A_sqrtm.dtype.char in complex_dtype_chars) | |
def test_blocksizes(self): | |
# Make sure I do not goof up the blocksizes when they do not divide n. | |
np.random.seed(1234) | |
for n in range(1, 8): | |
A = np.random.rand(n, n) + 1j*np.random.randn(n, n) | |
A_sqrtm_default, info = sqrtm(A, disp=False, blocksize=n) | |
assert_allclose(A, np.linalg.matrix_power(A_sqrtm_default, 2)) | |
for blocksize in range(1, 10): | |
A_sqrtm_new, info = sqrtm(A, disp=False, blocksize=blocksize) | |
assert_allclose(A_sqrtm_default, A_sqrtm_new) | |
def test_al_mohy_higham_2012_experiment_1(self): | |
# Matrix square root of a tricky upper triangular matrix. | |
A = _get_al_mohy_higham_2012_experiment_1() | |
A_sqrtm, info = sqrtm(A, disp=False) | |
A_round_trip = A_sqrtm.dot(A_sqrtm) | |
assert_allclose(A_round_trip, A, rtol=1e-5) | |
assert_allclose(np.tril(A_round_trip), np.tril(A)) | |
def test_strict_upper_triangular(self): | |
# This matrix has no square root. | |
for dt in int, float: | |
A = np.array([ | |
[0, 3, 0, 0], | |
[0, 0, 3, 0], | |
[0, 0, 0, 3], | |
[0, 0, 0, 0]], dtype=dt) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
assert_(np.isnan(A_sqrtm).all()) | |
def test_weird_matrix(self): | |
# The square root of matrix B exists. | |
for dt in int, float: | |
A = np.array([ | |
[0, 0, 1], | |
[0, 0, 0], | |
[0, 1, 0]], dtype=dt) | |
B = np.array([ | |
[0, 1, 0], | |
[0, 0, 0], | |
[0, 0, 0]], dtype=dt) | |
assert_array_equal(B, A.dot(A)) | |
# But scipy sqrtm is not clever enough to find it. | |
B_sqrtm, info = sqrtm(B, disp=False) | |
assert_(np.isnan(B_sqrtm).all()) | |
def test_disp(self): | |
np.random.seed(1234) | |
A = np.random.rand(3, 3) | |
B = sqrtm(A, disp=True) | |
assert_allclose(B.dot(B), A) | |
def test_opposite_sign_complex_eigenvalues(self): | |
M = [[2j, 4], [0, -2j]] | |
R = [[1+1j, 2], [0, 1-1j]] | |
assert_allclose(np.dot(R, R), M, atol=1e-14) | |
assert_allclose(sqrtm(M), R, atol=1e-14) | |
def test_gh4866(self): | |
M = np.array([[1, 0, 0, 1], | |
[0, 0, 0, 0], | |
[0, 0, 0, 0], | |
[1, 0, 0, 1]]) | |
R = np.array([[sqrt(0.5), 0, 0, sqrt(0.5)], | |
[0, 0, 0, 0], | |
[0, 0, 0, 0], | |
[sqrt(0.5), 0, 0, sqrt(0.5)]]) | |
assert_allclose(np.dot(R, R), M, atol=1e-14) | |
assert_allclose(sqrtm(M), R, atol=1e-14) | |
def test_gh5336(self): | |
M = np.diag([2, 1, 0]) | |
R = np.diag([sqrt(2), 1, 0]) | |
assert_allclose(np.dot(R, R), M, atol=1e-14) | |
assert_allclose(sqrtm(M), R, atol=1e-14) | |
def test_gh7839(self): | |
M = np.zeros((2, 2)) | |
R = np.zeros((2, 2)) | |
assert_allclose(np.dot(R, R), M, atol=1e-14) | |
assert_allclose(sqrtm(M), R, atol=1e-14) | |
def test_gh17918(self): | |
M = np.empty((19, 19)) | |
M.fill(0.94) | |
np.fill_diagonal(M, 1) | |
assert np.isrealobj(sqrtm(M)) | |
def test_data_size_preservation_uint_in_float_out(self): | |
M = np.zeros((10, 10), dtype=np.uint8) | |
# input bit size is 8, but minimum float bit size is 16 | |
assert sqrtm(M).dtype == np.float16 | |
M = np.zeros((10, 10), dtype=np.uint16) | |
assert sqrtm(M).dtype == np.float16 | |
M = np.zeros((10, 10), dtype=np.uint32) | |
assert sqrtm(M).dtype == np.float32 | |
M = np.zeros((10, 10), dtype=np.uint64) | |
assert sqrtm(M).dtype == np.float64 | |
def test_data_size_preservation_int_in_float_out(self): | |
M = np.zeros((10, 10), dtype=np.int8) | |
# input bit size is 8, but minimum float bit size is 16 | |
assert sqrtm(M).dtype == np.float16 | |
M = np.zeros((10, 10), dtype=np.int16) | |
assert sqrtm(M).dtype == np.float16 | |
M = np.zeros((10, 10), dtype=np.int32) | |
assert sqrtm(M).dtype == np.float32 | |
M = np.zeros((10, 10), dtype=np.int64) | |
assert sqrtm(M).dtype == np.float64 | |
def test_data_size_preservation_int_in_comp_out(self): | |
M = np.array([[2, 4], [0, -2]], dtype=np.int8) | |
# input bit size is 8, but minimum complex bit size is 64 | |
assert sqrtm(M).dtype == np.complex64 | |
M = np.array([[2, 4], [0, -2]], dtype=np.int16) | |
# input bit size is 16, but minimum complex bit size is 64 | |
assert sqrtm(M).dtype == np.complex64 | |
M = np.array([[2, 4], [0, -2]], dtype=np.int32) | |
assert sqrtm(M).dtype == np.complex64 | |
M = np.array([[2, 4], [0, -2]], dtype=np.int64) | |
assert sqrtm(M).dtype == np.complex128 | |
def test_data_size_preservation_float_in_float_out(self): | |
M = np.zeros((10, 10), dtype=np.float16) | |
assert sqrtm(M).dtype == np.float16 | |
M = np.zeros((10, 10), dtype=np.float32) | |
assert sqrtm(M).dtype == np.float32 | |
M = np.zeros((10, 10), dtype=np.float64) | |
assert sqrtm(M).dtype == np.float64 | |
if hasattr(np, 'float128'): | |
M = np.zeros((10, 10), dtype=np.float128) | |
assert sqrtm(M).dtype == np.float128 | |
def test_data_size_preservation_float_in_comp_out(self): | |
M = np.array([[2, 4], [0, -2]], dtype=np.float16) | |
# input bit size is 16, but minimum complex bit size is 64 | |
assert sqrtm(M).dtype == np.complex64 | |
M = np.array([[2, 4], [0, -2]], dtype=np.float32) | |
assert sqrtm(M).dtype == np.complex64 | |
M = np.array([[2, 4], [0, -2]], dtype=np.float64) | |
assert sqrtm(M).dtype == np.complex128 | |
if hasattr(np, 'float128') and hasattr(np, 'complex256'): | |
M = np.array([[2, 4], [0, -2]], dtype=np.float128) | |
assert sqrtm(M).dtype == np.complex256 | |
def test_data_size_preservation_comp_in_comp_out(self): | |
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex64) | |
assert sqrtm(M).dtype == np.complex128 | |
if hasattr(np, 'complex256'): | |
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex128) | |
assert sqrtm(M).dtype == np.complex256 | |
M = np.array([[2j, 4], [0, -2j]], dtype=np.complex256) | |
assert sqrtm(M).dtype == np.complex256 | |
class TestFractionalMatrixPower: | |
def test_round_trip_random_complex(self): | |
np.random.seed(1234) | |
for p in range(1, 5): | |
for n in range(1, 5): | |
M_unscaled = np.random.randn(n, n) + 1j * np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
M_root = fractional_matrix_power(M, 1/p) | |
M_round_trip = np.linalg.matrix_power(M_root, p) | |
assert_allclose(M_round_trip, M) | |
def test_round_trip_random_float(self): | |
# This test is more annoying because it can hit the branch cut; | |
# this happens when the matrix has an eigenvalue | |
# with no imaginary component and with a real negative component, | |
# and it means that the principal branch does not exist. | |
np.random.seed(1234) | |
for p in range(1, 5): | |
for n in range(1, 5): | |
M_unscaled = np.random.randn(n, n) | |
for scale in np.logspace(-4, 4, 9): | |
M = M_unscaled * scale | |
M_root = fractional_matrix_power(M, 1/p) | |
M_round_trip = np.linalg.matrix_power(M_root, p) | |
assert_allclose(M_round_trip, M) | |
def test_larger_abs_fractional_matrix_powers(self): | |
np.random.seed(1234) | |
for n in (2, 3, 5): | |
for i in range(10): | |
M = np.random.randn(n, n) + 1j * np.random.randn(n, n) | |
M_one_fifth = fractional_matrix_power(M, 0.2) | |
# Test the round trip. | |
M_round_trip = np.linalg.matrix_power(M_one_fifth, 5) | |
assert_allclose(M, M_round_trip) | |
# Test a large abs fractional power. | |
X = fractional_matrix_power(M, -5.4) | |
Y = np.linalg.matrix_power(M_one_fifth, -27) | |
assert_allclose(X, Y) | |
# Test another large abs fractional power. | |
X = fractional_matrix_power(M, 3.8) | |
Y = np.linalg.matrix_power(M_one_fifth, 19) | |
assert_allclose(X, Y) | |
def test_random_matrices_and_powers(self): | |
# Each independent iteration of this fuzz test picks random parameters. | |
# It tries to hit some edge cases. | |
np.random.seed(1234) | |
nsamples = 20 | |
for i in range(nsamples): | |
# Sample a matrix size and a random real power. | |
n = random.randrange(1, 5) | |
p = np.random.randn() | |
# Sample a random real or complex matrix. | |
matrix_scale = np.exp(random.randrange(-4, 5)) | |
A = np.random.randn(n, n) | |
if random.choice((True, False)): | |
A = A + 1j * np.random.randn(n, n) | |
A = A * matrix_scale | |
# Check a couple of analytically equivalent ways | |
# to compute the fractional matrix power. | |
# These can be compared because they both use the principal branch. | |
A_power = fractional_matrix_power(A, p) | |
A_logm, info = logm(A, disp=False) | |
A_power_expm_logm = expm(A_logm * p) | |
assert_allclose(A_power, A_power_expm_logm) | |
def test_al_mohy_higham_2012_experiment_1(self): | |
# Fractional powers of a tricky upper triangular matrix. | |
A = _get_al_mohy_higham_2012_experiment_1() | |
# Test remainder matrix power. | |
A_funm_sqrt, info = funm(A, np.sqrt, disp=False) | |
A_sqrtm, info = sqrtm(A, disp=False) | |
A_rem_power = _matfuncs_inv_ssq._remainder_matrix_power(A, 0.5) | |
A_power = fractional_matrix_power(A, 0.5) | |
assert_allclose(A_rem_power, A_power, rtol=1e-11) | |
assert_allclose(A_sqrtm, A_power) | |
assert_allclose(A_sqrtm, A_funm_sqrt) | |
# Test more fractional powers. | |
for p in (1/2, 5/3): | |
A_power = fractional_matrix_power(A, p) | |
A_round_trip = fractional_matrix_power(A_power, 1/p) | |
assert_allclose(A_round_trip, A, rtol=1e-2) | |
assert_allclose(np.tril(A_round_trip, 1), np.tril(A, 1)) | |
def test_briggs_helper_function(self): | |
np.random.seed(1234) | |
for a in np.random.randn(10) + 1j * np.random.randn(10): | |
for k in range(5): | |
x_observed = _matfuncs_inv_ssq._briggs_helper_function(a, k) | |
x_expected = a ** np.exp2(-k) - 1 | |
assert_allclose(x_observed, x_expected) | |
def test_type_preservation_and_conversion(self): | |
# The fractional_matrix_power matrix function should preserve | |
# the type of a matrix whose eigenvalues | |
# are positive with zero imaginary part. | |
# Test this preservation for variously structured matrices. | |
complex_dtype_chars = ('F', 'D', 'G') | |
for matrix_as_list in ( | |
[[1, 0], [0, 1]], | |
[[1, 0], [1, 1]], | |
[[2, 1], [1, 1]], | |
[[2, 3], [1, 2]]): | |
# check that the spectrum has the expected properties | |
W = scipy.linalg.eigvals(matrix_as_list) | |
assert_(not any(w.imag or w.real < 0 for w in W)) | |
# Check various positive and negative powers | |
# with absolute values bigger and smaller than 1. | |
for p in (-2.4, -0.9, 0.2, 3.3): | |
# check float type preservation | |
A = np.array(matrix_as_list, dtype=float) | |
A_power = fractional_matrix_power(A, p) | |
assert_(A_power.dtype.char not in complex_dtype_chars) | |
# check complex type preservation | |
A = np.array(matrix_as_list, dtype=complex) | |
A_power = fractional_matrix_power(A, p) | |
assert_(A_power.dtype.char in complex_dtype_chars) | |
# check float->complex for the matrix negation | |
A = -np.array(matrix_as_list, dtype=float) | |
A_power = fractional_matrix_power(A, p) | |
assert_(A_power.dtype.char in complex_dtype_chars) | |
def test_type_conversion_mixed_sign_or_complex_spectrum(self): | |
complex_dtype_chars = ('F', 'D', 'G') | |
for matrix_as_list in ( | |
[[1, 0], [0, -1]], | |
[[0, 1], [1, 0]], | |
[[0, 1, 0], [0, 0, 1], [1, 0, 0]]): | |
# check that the spectrum has the expected properties | |
W = scipy.linalg.eigvals(matrix_as_list) | |
assert_(any(w.imag or w.real < 0 for w in W)) | |
# Check various positive and negative powers | |
# with absolute values bigger and smaller than 1. | |
for p in (-2.4, -0.9, 0.2, 3.3): | |
# check complex->complex | |
A = np.array(matrix_as_list, dtype=complex) | |
A_power = fractional_matrix_power(A, p) | |
assert_(A_power.dtype.char in complex_dtype_chars) | |
# check float->complex | |
A = np.array(matrix_as_list, dtype=float) | |
A_power = fractional_matrix_power(A, p) | |
assert_(A_power.dtype.char in complex_dtype_chars) | |
def test_singular(self): | |
# Negative fractional powers do not work with singular matrices. | |
for matrix_as_list in ( | |
[[0, 0], [0, 0]], | |
[[1, 1], [1, 1]], | |
[[1, 2], [3, 6]], | |
[[0, 0, 0], [0, 1, 1], [0, -1, 1]]): | |
# Check fractional powers both for float and for complex types. | |
for newtype in (float, complex): | |
A = np.array(matrix_as_list, dtype=newtype) | |
for p in (-0.7, -0.9, -2.4, -1.3): | |
A_power = fractional_matrix_power(A, p) | |
assert_(np.isnan(A_power).all()) | |
for p in (0.2, 1.43): | |
A_power = fractional_matrix_power(A, p) | |
A_round_trip = fractional_matrix_power(A_power, 1/p) | |
assert_allclose(A_round_trip, A) | |
def test_opposite_sign_complex_eigenvalues(self): | |
M = [[2j, 4], [0, -2j]] | |
R = [[1+1j, 2], [0, 1-1j]] | |
assert_allclose(np.dot(R, R), M, atol=1e-14) | |
assert_allclose(fractional_matrix_power(M, 0.5), R, atol=1e-14) | |
class TestExpM: | |
def test_zero(self): | |
a = array([[0.,0],[0,0]]) | |
assert_array_almost_equal(expm(a),[[1,0],[0,1]]) | |
def test_single_elt(self): | |
elt = expm(1) | |
assert_allclose(elt, np.array([[np.e]])) | |
def test_empty_matrix_input(self): | |
# handle gh-11082 | |
A = np.zeros((0, 0)) | |
result = expm(A) | |
assert result.size == 0 | |
def test_2x2_input(self): | |
E = np.e | |
a = array([[1, 4], [1, 1]]) | |
aa = (E**4 + 1)/(2*E) | |
bb = (E**4 - 1)/E | |
assert_allclose(expm(a), array([[aa, bb], [bb/4, aa]])) | |
assert expm(a.astype(np.complex64)).dtype.char == 'F' | |
assert expm(a.astype(np.float32)).dtype.char == 'f' | |
def test_nx2x2_input(self): | |
E = np.e | |
# These are integer matrices with integer eigenvalues | |
a = np.array([[[1, 4], [1, 1]], | |
[[1, 3], [1, -1]], | |
[[1, 3], [4, 5]], | |
[[1, 3], [5, 3]], | |
[[4, 5], [-3, -4]]], order='F') | |
# Exact results are computed symbolically | |
a_res = np.array([ | |
[[(E**4+1)/(2*E), (E**4-1)/E], | |
[(E**4-1)/4/E, (E**4+1)/(2*E)]], | |
[[1/(4*E**2)+(3*E**2)/4, (3*E**2)/4-3/(4*E**2)], | |
[E**2/4-1/(4*E**2), 3/(4*E**2)+E**2/4]], | |
[[3/(4*E)+E**7/4, -3/(8*E)+(3*E**7)/8], | |
[-1/(2*E)+E**7/2, 1/(4*E)+(3*E**7)/4]], | |
[[5/(8*E**2)+(3*E**6)/8, -3/(8*E**2)+(3*E**6)/8], | |
[-5/(8*E**2)+(5*E**6)/8, 3/(8*E**2)+(5*E**6)/8]], | |
[[-3/(2*E)+(5*E)/2, -5/(2*E)+(5*E)/2], | |
[3/(2*E)-(3*E)/2, 5/(2*E)-(3*E)/2]] | |
]) | |
assert_allclose(expm(a), a_res) | |
def test_readonly(self): | |
n = 7 | |
a = np.ones((n, n)) | |
a.flags.writeable = False | |
expm(a) | |
def test_gh18086(self): | |
A = np.zeros((400, 400), dtype=float) | |
rng = np.random.default_rng(100) | |
i = rng.integers(0, 399, 500) | |
j = rng.integers(0, 399, 500) | |
A[i, j] = rng.random(500) | |
# Problem appears when m = 9 | |
Am = np.empty((5, 400, 400), dtype=float) | |
Am[0] = A.copy() | |
m, s = pick_pade_structure(Am) | |
assert m == 9 | |
# Check that result is accurate | |
first_res = expm(A) | |
np.testing.assert_array_almost_equal(logm(first_res), A) | |
# Check that result is consistent | |
for i in range(5): | |
next_res = expm(A) | |
np.testing.assert_array_almost_equal(first_res, next_res) | |
class TestExpmFrechet: | |
def test_expm_frechet(self): | |
# a test of the basic functionality | |
M = np.array([ | |
[1, 2, 3, 4], | |
[5, 6, 7, 8], | |
[0, 0, 1, 2], | |
[0, 0, 5, 6], | |
], dtype=float) | |
A = np.array([ | |
[1, 2], | |
[5, 6], | |
], dtype=float) | |
E = np.array([ | |
[3, 4], | |
[7, 8], | |
], dtype=float) | |
expected_expm = scipy.linalg.expm(A) | |
expected_frechet = scipy.linalg.expm(M)[:2, 2:] | |
for kwargs in ({}, {'method':'SPS'}, {'method':'blockEnlarge'}): | |
observed_expm, observed_frechet = expm_frechet(A, E, **kwargs) | |
assert_allclose(expected_expm, observed_expm) | |
assert_allclose(expected_frechet, observed_frechet) | |
def test_small_norm_expm_frechet(self): | |
# methodically test matrices with a range of norms, for better coverage | |
M_original = np.array([ | |
[1, 2, 3, 4], | |
[5, 6, 7, 8], | |
[0, 0, 1, 2], | |
[0, 0, 5, 6], | |
], dtype=float) | |
A_original = np.array([ | |
[1, 2], | |
[5, 6], | |
], dtype=float) | |
E_original = np.array([ | |
[3, 4], | |
[7, 8], | |
], dtype=float) | |
A_original_norm_1 = scipy.linalg.norm(A_original, 1) | |
selected_m_list = [1, 3, 5, 7, 9, 11, 13, 15] | |
m_neighbor_pairs = zip(selected_m_list[:-1], selected_m_list[1:]) | |
for ma, mb in m_neighbor_pairs: | |
ell_a = scipy.linalg._expm_frechet.ell_table_61[ma] | |
ell_b = scipy.linalg._expm_frechet.ell_table_61[mb] | |
target_norm_1 = 0.5 * (ell_a + ell_b) | |
scale = target_norm_1 / A_original_norm_1 | |
M = scale * M_original | |
A = scale * A_original | |
E = scale * E_original | |
expected_expm = scipy.linalg.expm(A) | |
expected_frechet = scipy.linalg.expm(M)[:2, 2:] | |
observed_expm, observed_frechet = expm_frechet(A, E) | |
assert_allclose(expected_expm, observed_expm) | |
assert_allclose(expected_frechet, observed_frechet) | |
def test_fuzz(self): | |
# try a bunch of crazy inputs | |
rfuncs = ( | |
np.random.uniform, | |
np.random.normal, | |
np.random.standard_cauchy, | |
np.random.exponential) | |
ntests = 100 | |
for i in range(ntests): | |
rfunc = random.choice(rfuncs) | |
target_norm_1 = random.expovariate(1.0) | |
n = random.randrange(2, 16) | |
A_original = rfunc(size=(n,n)) | |
E_original = rfunc(size=(n,n)) | |
A_original_norm_1 = scipy.linalg.norm(A_original, 1) | |
scale = target_norm_1 / A_original_norm_1 | |
A = scale * A_original | |
E = scale * E_original | |
M = np.vstack([ | |
np.hstack([A, E]), | |
np.hstack([np.zeros_like(A), A])]) | |
expected_expm = scipy.linalg.expm(A) | |
expected_frechet = scipy.linalg.expm(M)[:n, n:] | |
observed_expm, observed_frechet = expm_frechet(A, E) | |
assert_allclose(expected_expm, observed_expm, atol=5e-8) | |
assert_allclose(expected_frechet, observed_frechet, atol=1e-7) | |
def test_problematic_matrix(self): | |
# this test case uncovered a bug which has since been fixed | |
A = np.array([ | |
[1.50591997, 1.93537998], | |
[0.41203263, 0.23443516], | |
], dtype=float) | |
E = np.array([ | |
[1.87864034, 2.07055038], | |
[1.34102727, 0.67341123], | |
], dtype=float) | |
scipy.linalg.norm(A, 1) | |
sps_expm, sps_frechet = expm_frechet( | |
A, E, method='SPS') | |
blockEnlarge_expm, blockEnlarge_frechet = expm_frechet( | |
A, E, method='blockEnlarge') | |
assert_allclose(sps_expm, blockEnlarge_expm) | |
assert_allclose(sps_frechet, blockEnlarge_frechet) | |
def test_medium_matrix(self): | |
# profile this to see the speed difference | |
n = 1000 | |
A = np.random.exponential(size=(n, n)) | |
E = np.random.exponential(size=(n, n)) | |
sps_expm, sps_frechet = expm_frechet( | |
A, E, method='SPS') | |
blockEnlarge_expm, blockEnlarge_frechet = expm_frechet( | |
A, E, method='blockEnlarge') | |
assert_allclose(sps_expm, blockEnlarge_expm) | |
assert_allclose(sps_frechet, blockEnlarge_frechet) | |
def _help_expm_cond_search(A, A_norm, X, X_norm, eps, p): | |
p = np.reshape(p, A.shape) | |
p_norm = norm(p) | |
perturbation = eps * p * (A_norm / p_norm) | |
X_prime = expm(A + perturbation) | |
scaled_relative_error = norm(X_prime - X) / (X_norm * eps) | |
return -scaled_relative_error | |
def _normalized_like(A, B): | |
return A * (scipy.linalg.norm(B) / scipy.linalg.norm(A)) | |
def _relative_error(f, A, perturbation): | |
X = f(A) | |
X_prime = f(A + perturbation) | |
return norm(X_prime - X) / norm(X) | |
class TestExpmConditionNumber: | |
def test_expm_cond_smoke(self): | |
np.random.seed(1234) | |
for n in range(1, 4): | |
A = np.random.randn(n, n) | |
kappa = expm_cond(A) | |
assert_array_less(0, kappa) | |
def test_expm_bad_condition_number(self): | |
A = np.array([ | |
[-1.128679820, 9.614183771e4, -4.524855739e9, 2.924969411e14], | |
[0, -1.201010529, 9.634696872e4, -4.681048289e9], | |
[0, 0, -1.132893222, 9.532491830e4], | |
[0, 0, 0, -1.179475332], | |
]) | |
kappa = expm_cond(A) | |
assert_array_less(1e36, kappa) | |
def test_univariate(self): | |
np.random.seed(12345) | |
for x in np.linspace(-5, 5, num=11): | |
A = np.array([[x]]) | |
assert_allclose(expm_cond(A), abs(x)) | |
for x in np.logspace(-2, 2, num=11): | |
A = np.array([[x]]) | |
assert_allclose(expm_cond(A), abs(x)) | |
for i in range(10): | |
A = np.random.randn(1, 1) | |
assert_allclose(expm_cond(A), np.absolute(A)[0, 0]) | |
def test_expm_cond_fuzz(self): | |
np.random.seed(12345) | |
eps = 1e-5 | |
nsamples = 10 | |
for i in range(nsamples): | |
n = np.random.randint(2, 5) | |
A = np.random.randn(n, n) | |
A_norm = scipy.linalg.norm(A) | |
X = expm(A) | |
X_norm = scipy.linalg.norm(X) | |
kappa = expm_cond(A) | |
# Look for the small perturbation that gives the greatest | |
# relative error. | |
f = functools.partial(_help_expm_cond_search, | |
A, A_norm, X, X_norm, eps) | |
guess = np.ones(n*n) | |
out = minimize(f, guess, method='L-BFGS-B') | |
xopt = out.x | |
yopt = f(xopt) | |
p_best = eps * _normalized_like(np.reshape(xopt, A.shape), A) | |
p_best_relerr = _relative_error(expm, A, p_best) | |
assert_allclose(p_best_relerr, -yopt * eps) | |
# Check that the identified perturbation indeed gives greater | |
# relative error than random perturbations with similar norms. | |
for j in range(5): | |
p_rand = eps * _normalized_like(np.random.randn(*A.shape), A) | |
assert_allclose(norm(p_best), norm(p_rand)) | |
p_rand_relerr = _relative_error(expm, A, p_rand) | |
assert_array_less(p_rand_relerr, p_best_relerr) | |
# The greatest relative error should not be much greater than | |
# eps times the condition number kappa. | |
# In the limit as eps approaches zero it should never be greater. | |
assert_array_less(p_best_relerr, (1 + 2*eps) * eps * kappa) | |
class TestKhatriRao: | |
def test_basic(self): | |
a = khatri_rao(array([[1, 2], [3, 4]]), | |
array([[5, 6], [7, 8]])) | |
assert_array_equal(a, array([[5, 12], | |
[7, 16], | |
[15, 24], | |
[21, 32]])) | |
b = khatri_rao(np.empty([2, 2]), np.empty([2, 2])) | |
assert_array_equal(b.shape, (4, 2)) | |
def test_number_of_columns_equality(self): | |
with pytest.raises(ValueError): | |
a = array([[1, 2, 3], | |
[4, 5, 6]]) | |
b = array([[1, 2], | |
[3, 4]]) | |
khatri_rao(a, b) | |
def test_to_assure_2d_array(self): | |
with pytest.raises(ValueError): | |
# both arrays are 1-D | |
a = array([1, 2, 3]) | |
b = array([4, 5, 6]) | |
khatri_rao(a, b) | |
with pytest.raises(ValueError): | |
# first array is 1-D | |
a = array([1, 2, 3]) | |
b = array([ | |
[1, 2, 3], | |
[4, 5, 6] | |
]) | |
khatri_rao(a, b) | |
with pytest.raises(ValueError): | |
# second array is 1-D | |
a = array([ | |
[1, 2, 3], | |
[7, 8, 9] | |
]) | |
b = array([4, 5, 6]) | |
khatri_rao(a, b) | |
def test_equality_of_two_equations(self): | |
a = array([[1, 2], [3, 4]]) | |
b = array([[5, 6], [7, 8]]) | |
res1 = khatri_rao(a, b) | |
res2 = np.vstack([np.kron(a[:, k], b[:, k]) | |
for k in range(b.shape[1])]).T | |
assert_array_equal(res1, res2) | |