peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/tests
/test_lapack.py
# | |
# Created by: Pearu Peterson, September 2002 | |
# | |
import sys | |
from functools import reduce | |
from numpy.testing import (assert_equal, assert_array_almost_equal, assert_, | |
assert_allclose, assert_almost_equal, | |
assert_array_equal) | |
import pytest | |
from pytest import raises as assert_raises | |
import numpy as np | |
from numpy import (eye, ones, zeros, zeros_like, triu, tril, tril_indices, | |
triu_indices) | |
from numpy.random import rand, randint, seed | |
from scipy.linalg import (_flapack as flapack, lapack, inv, svd, cholesky, | |
solve, ldl, norm, block_diag, qr, eigh, qz) | |
from scipy.linalg.lapack import _compute_lwork | |
from scipy.stats import ortho_group, unitary_group | |
import scipy.sparse as sps | |
try: | |
from scipy.__config__ import CONFIG | |
except ImportError: | |
CONFIG = None | |
try: | |
from scipy.linalg import _clapack as clapack | |
except ImportError: | |
clapack = None | |
from scipy.linalg.lapack import get_lapack_funcs | |
from scipy.linalg.blas import get_blas_funcs | |
REAL_DTYPES = [np.float32, np.float64] | |
COMPLEX_DTYPES = [np.complex64, np.complex128] | |
DTYPES = REAL_DTYPES + COMPLEX_DTYPES | |
blas_provider = blas_version = None | |
if CONFIG is not None: | |
blas_provider = CONFIG['Build Dependencies']['blas']['name'] | |
blas_version = CONFIG['Build Dependencies']['blas']['version'] | |
def generate_random_dtype_array(shape, dtype): | |
# generates a random matrix of desired data type of shape | |
if dtype in COMPLEX_DTYPES: | |
return (np.random.rand(*shape) | |
+ np.random.rand(*shape)*1.0j).astype(dtype) | |
return np.random.rand(*shape).astype(dtype) | |
def test_lapack_documented(): | |
"""Test that all entries are in the doc.""" | |
if lapack.__doc__ is None: # just in case there is a python -OO | |
pytest.skip('lapack.__doc__ is None') | |
names = set(lapack.__doc__.split()) | |
ignore_list = { | |
'absolute_import', 'clapack', 'division', 'find_best_lapack_type', | |
'flapack', 'print_function', 'HAS_ILP64', | |
} | |
missing = list() | |
for name in dir(lapack): | |
if (not name.startswith('_') and name not in ignore_list and | |
name not in names): | |
missing.append(name) | |
assert missing == [], 'Name(s) missing from lapack.__doc__ or ignore_list' | |
class TestFlapackSimple: | |
def test_gebal(self): | |
a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]] | |
a1 = [[1, 0, 0, 3e-4], | |
[4, 0, 0, 2e-3], | |
[7, 1, 0, 0], | |
[0, 1, 0, 0]] | |
for p in 'sdzc': | |
f = getattr(flapack, p+'gebal', None) | |
if f is None: | |
continue | |
ba, lo, hi, pivscale, info = f(a) | |
assert_(not info, repr(info)) | |
assert_array_almost_equal(ba, a) | |
assert_equal((lo, hi), (0, len(a[0])-1)) | |
assert_array_almost_equal(pivscale, np.ones(len(a))) | |
ba, lo, hi, pivscale, info = f(a1, permute=1, scale=1) | |
assert_(not info, repr(info)) | |
# print(a1) | |
# print(ba, lo, hi, pivscale) | |
def test_gehrd(self): | |
a = [[-149, -50, -154], | |
[537, 180, 546], | |
[-27, -9, -25]] | |
for p in 'd': | |
f = getattr(flapack, p+'gehrd', None) | |
if f is None: | |
continue | |
ht, tau, info = f(a) | |
assert_(not info, repr(info)) | |
def test_trsyl(self): | |
a = np.array([[1, 2], [0, 4]]) | |
b = np.array([[5, 6], [0, 8]]) | |
c = np.array([[9, 10], [11, 12]]) | |
trans = 'T' | |
# Test single and double implementations, including most | |
# of the options | |
for dtype in 'fdFD': | |
a1, b1, c1 = a.astype(dtype), b.astype(dtype), c.astype(dtype) | |
trsyl, = get_lapack_funcs(('trsyl',), (a1,)) | |
if dtype.isupper(): # is complex dtype | |
a1[0] += 1j | |
trans = 'C' | |
x, scale, info = trsyl(a1, b1, c1) | |
assert_array_almost_equal(np.dot(a1, x) + np.dot(x, b1), | |
scale * c1) | |
x, scale, info = trsyl(a1, b1, c1, trana=trans, tranb=trans) | |
assert_array_almost_equal( | |
np.dot(a1.conjugate().T, x) + np.dot(x, b1.conjugate().T), | |
scale * c1, decimal=4) | |
x, scale, info = trsyl(a1, b1, c1, isgn=-1) | |
assert_array_almost_equal(np.dot(a1, x) - np.dot(x, b1), | |
scale * c1, decimal=4) | |
def test_lange(self): | |
a = np.array([ | |
[-149, -50, -154], | |
[537, 180, 546], | |
[-27, -9, -25]]) | |
for dtype in 'fdFD': | |
for norm_str in 'Mm1OoIiFfEe': | |
a1 = a.astype(dtype) | |
if dtype.isupper(): | |
# is complex dtype | |
a1[0, 0] += 1j | |
lange, = get_lapack_funcs(('lange',), (a1,)) | |
value = lange(norm_str, a1) | |
if norm_str in 'FfEe': | |
if dtype in 'Ff': | |
decimal = 3 | |
else: | |
decimal = 7 | |
ref = np.sqrt(np.sum(np.square(np.abs(a1)))) | |
assert_almost_equal(value, ref, decimal) | |
else: | |
if norm_str in 'Mm': | |
ref = np.max(np.abs(a1)) | |
elif norm_str in '1Oo': | |
ref = np.max(np.sum(np.abs(a1), axis=0)) | |
elif norm_str in 'Ii': | |
ref = np.max(np.sum(np.abs(a1), axis=1)) | |
assert_equal(value, ref) | |
class TestLapack: | |
def test_flapack(self): | |
if hasattr(flapack, 'empty_module'): | |
# flapack module is empty | |
pass | |
def test_clapack(self): | |
if hasattr(clapack, 'empty_module'): | |
# clapack module is empty | |
pass | |
class TestLeastSquaresSolvers: | |
def test_gels(self): | |
seed(1234) | |
# Test fat/tall matrix argument handling - gh-issue #8329 | |
for ind, dtype in enumerate(DTYPES): | |
m = 10 | |
n = 20 | |
nrhs = 1 | |
a1 = rand(m, n).astype(dtype) | |
b1 = rand(n).astype(dtype) | |
gls, glslw = get_lapack_funcs(('gels', 'gels_lwork'), dtype=dtype) | |
# Request of sizes | |
lwork = _compute_lwork(glslw, m, n, nrhs) | |
_, _, info = gls(a1, b1, lwork=lwork) | |
assert_(info >= 0) | |
_, _, info = gls(a1, b1, trans='TTCC'[ind], lwork=lwork) | |
assert_(info >= 0) | |
for dtype in REAL_DTYPES: | |
a1 = np.array([[1.0, 2.0], | |
[4.0, 5.0], | |
[7.0, 8.0]], dtype=dtype) | |
b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) | |
gels, gels_lwork, geqrf = get_lapack_funcs( | |
('gels', 'gels_lwork', 'geqrf'), (a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
lwork = _compute_lwork(gels_lwork, m, n, nrhs) | |
lqr, x, info = gels(a1, b1, lwork=lwork) | |
assert_allclose(x[:-1], np.array([-14.333333333333323, | |
14.999999999999991], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
lqr_truth, _, _, _ = geqrf(a1) | |
assert_array_equal(lqr, lqr_truth) | |
for dtype in COMPLEX_DTYPES: | |
a1 = np.array([[1.0+4.0j, 2.0], | |
[4.0+0.5j, 5.0-3.0j], | |
[7.0-2.0j, 8.0+0.7j]], dtype=dtype) | |
b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) | |
gels, gels_lwork, geqrf = get_lapack_funcs( | |
('gels', 'gels_lwork', 'geqrf'), (a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
lwork = _compute_lwork(gels_lwork, m, n, nrhs) | |
lqr, x, info = gels(a1, b1, lwork=lwork) | |
assert_allclose(x[:-1], | |
np.array([1.161753632288328-1.901075709391912j, | |
1.735882340522193+1.521240901196909j], | |
dtype=dtype), rtol=25*np.finfo(dtype).eps) | |
lqr_truth, _, _, _ = geqrf(a1) | |
assert_array_equal(lqr, lqr_truth) | |
def test_gelsd(self): | |
for dtype in REAL_DTYPES: | |
a1 = np.array([[1.0, 2.0], | |
[4.0, 5.0], | |
[7.0, 8.0]], dtype=dtype) | |
b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) | |
gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, iwork, info = gelsd_lwork(m, n, nrhs, -1) | |
lwork = int(np.real(work)) | |
iwork_size = iwork | |
x, s, rank, info = gelsd(a1, b1, lwork, iwork_size, | |
-1, False, False) | |
assert_allclose(x[:-1], np.array([-14.333333333333323, | |
14.999999999999991], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
assert_allclose(s, np.array([12.596017180511966, | |
0.583396253199685], dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
for dtype in COMPLEX_DTYPES: | |
a1 = np.array([[1.0+4.0j, 2.0], | |
[4.0+0.5j, 5.0-3.0j], | |
[7.0-2.0j, 8.0+0.7j]], dtype=dtype) | |
b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) | |
gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, rwork, iwork, info = gelsd_lwork(m, n, nrhs, -1) | |
lwork = int(np.real(work)) | |
rwork_size = int(rwork) | |
iwork_size = iwork | |
x, s, rank, info = gelsd(a1, b1, lwork, rwork_size, iwork_size, | |
-1, False, False) | |
assert_allclose(x[:-1], | |
np.array([1.161753632288328-1.901075709391912j, | |
1.735882340522193+1.521240901196909j], | |
dtype=dtype), rtol=25*np.finfo(dtype).eps) | |
assert_allclose(s, | |
np.array([13.035514762572043, 4.337666985231382], | |
dtype=dtype), rtol=25*np.finfo(dtype).eps) | |
def test_gelss(self): | |
for dtype in REAL_DTYPES: | |
a1 = np.array([[1.0, 2.0], | |
[4.0, 5.0], | |
[7.0, 8.0]], dtype=dtype) | |
b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) | |
gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, info = gelss_lwork(m, n, nrhs, -1) | |
lwork = int(np.real(work)) | |
v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False) | |
assert_allclose(x[:-1], np.array([-14.333333333333323, | |
14.999999999999991], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
assert_allclose(s, np.array([12.596017180511966, | |
0.583396253199685], dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
for dtype in COMPLEX_DTYPES: | |
a1 = np.array([[1.0+4.0j, 2.0], | |
[4.0+0.5j, 5.0-3.0j], | |
[7.0-2.0j, 8.0+0.7j]], dtype=dtype) | |
b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) | |
gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, info = gelss_lwork(m, n, nrhs, -1) | |
lwork = int(np.real(work)) | |
v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False) | |
assert_allclose(x[:-1], | |
np.array([1.161753632288328-1.901075709391912j, | |
1.735882340522193+1.521240901196909j], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
assert_allclose(s, np.array([13.035514762572043, | |
4.337666985231382], dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
def test_gelsy(self): | |
for dtype in REAL_DTYPES: | |
a1 = np.array([[1.0, 2.0], | |
[4.0, 5.0], | |
[7.0, 8.0]], dtype=dtype) | |
b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) | |
gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps) | |
lwork = int(np.real(work)) | |
jptv = np.zeros((a1.shape[1], 1), dtype=np.int32) | |
v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps, | |
lwork, False, False) | |
assert_allclose(x[:-1], np.array([-14.333333333333323, | |
14.999999999999991], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
for dtype in COMPLEX_DTYPES: | |
a1 = np.array([[1.0+4.0j, 2.0], | |
[4.0+0.5j, 5.0-3.0j], | |
[7.0-2.0j, 8.0+0.7j]], dtype=dtype) | |
b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) | |
gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'), | |
(a1, b1)) | |
m, n = a1.shape | |
if len(b1.shape) == 2: | |
nrhs = b1.shape[1] | |
else: | |
nrhs = 1 | |
# Request of sizes | |
work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps) | |
lwork = int(np.real(work)) | |
jptv = np.zeros((a1.shape[1], 1), dtype=np.int32) | |
v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps, | |
lwork, False, False) | |
assert_allclose(x[:-1], | |
np.array([1.161753632288328-1.901075709391912j, | |
1.735882340522193+1.521240901196909j], | |
dtype=dtype), | |
rtol=25*np.finfo(dtype).eps) | |
def test_geqrf_lwork(dtype, shape): | |
geqrf_lwork = get_lapack_funcs(('geqrf_lwork'), dtype=dtype) | |
m, n = shape | |
lwork, info = geqrf_lwork(m=m, n=n) | |
assert_equal(info, 0) | |
class TestRegression: | |
def test_ticket_1645(self): | |
# Check that RQ routines have correct lwork | |
for dtype in DTYPES: | |
a = np.zeros((300, 2), dtype=dtype) | |
gerqf, = get_lapack_funcs(['gerqf'], [a]) | |
assert_raises(Exception, gerqf, a, lwork=2) | |
rq, tau, work, info = gerqf(a) | |
if dtype in REAL_DTYPES: | |
orgrq, = get_lapack_funcs(['orgrq'], [a]) | |
assert_raises(Exception, orgrq, rq[-2:], tau, lwork=1) | |
orgrq(rq[-2:], tau, lwork=2) | |
elif dtype in COMPLEX_DTYPES: | |
ungrq, = get_lapack_funcs(['ungrq'], [a]) | |
assert_raises(Exception, ungrq, rq[-2:], tau, lwork=1) | |
ungrq(rq[-2:], tau, lwork=2) | |
class TestDpotr: | |
def test_gh_2691(self): | |
# 'lower' argument of dportf/dpotri | |
for lower in [True, False]: | |
for clean in [True, False]: | |
np.random.seed(42) | |
x = np.random.normal(size=(3, 3)) | |
a = x.dot(x.T) | |
dpotrf, dpotri = get_lapack_funcs(("potrf", "potri"), (a, )) | |
c, info = dpotrf(a, lower, clean=clean) | |
dpt = dpotri(c, lower)[0] | |
if lower: | |
assert_allclose(np.tril(dpt), np.tril(inv(a))) | |
else: | |
assert_allclose(np.triu(dpt), np.triu(inv(a))) | |
class TestDlasd4: | |
def test_sing_val_update(self): | |
sigmas = np.array([4., 3., 2., 0]) | |
m_vec = np.array([3.12, 5.7, -4.8, -2.2]) | |
M = np.hstack((np.vstack((np.diag(sigmas[0:-1]), | |
np.zeros((1, len(m_vec) - 1)))), | |
m_vec[:, np.newaxis])) | |
SM = svd(M, full_matrices=False, compute_uv=False, overwrite_a=False, | |
check_finite=False) | |
it_len = len(sigmas) | |
sgm = np.concatenate((sigmas[::-1], [sigmas[0] + it_len*norm(m_vec)])) | |
mvc = np.concatenate((m_vec[::-1], (0,))) | |
lasd4 = get_lapack_funcs('lasd4', (sigmas,)) | |
roots = [] | |
for i in range(0, it_len): | |
res = lasd4(i, sgm, mvc) | |
roots.append(res[1]) | |
assert_((res[3] <= 0), "LAPACK root finding dlasd4 failed to find \ | |
the singular value %i" % i) | |
roots = np.array(roots)[::-1] | |
assert_((not np.any(np.isnan(roots)), "There are NaN roots")) | |
assert_allclose(SM, roots, atol=100*np.finfo(np.float64).eps, | |
rtol=100*np.finfo(np.float64).eps) | |
class TestTbtrs: | |
def test_nag_example_f07vef_f07vsf(self, dtype): | |
"""Test real (f07vef) and complex (f07vsf) examples from NAG | |
Examples available from: | |
* https://www.nag.com/numeric/fl/nagdoc_latest/html/f07/f07vef.html | |
* https://www.nag.com/numeric/fl/nagdoc_latest/html/f07/f07vsf.html | |
""" | |
if dtype in REAL_DTYPES: | |
ab = np.array([[-4.16, 4.78, 6.32, 0.16], | |
[-2.25, 5.86, -4.82, 0]], | |
dtype=dtype) | |
b = np.array([[-16.64, -4.16], | |
[-13.78, -16.59], | |
[13.10, -4.94], | |
[-14.14, -9.96]], | |
dtype=dtype) | |
x_out = np.array([[4, 1], | |
[-1, -3], | |
[3, 2], | |
[2, -2]], | |
dtype=dtype) | |
elif dtype in COMPLEX_DTYPES: | |
ab = np.array([[-1.94+4.43j, 4.12-4.27j, 0.43-2.66j, 0.44+0.1j], | |
[-3.39+3.44j, -1.84+5.52j, 1.74 - 0.04j, 0], | |
[1.62+3.68j, -2.77-1.93j, 0, 0]], | |
dtype=dtype) | |
b = np.array([[-8.86 - 3.88j, -24.09 - 5.27j], | |
[-15.57 - 23.41j, -57.97 + 8.14j], | |
[-7.63 + 22.78j, 19.09 - 29.51j], | |
[-14.74 - 2.40j, 19.17 + 21.33j]], | |
dtype=dtype) | |
x_out = np.array([[2j, 1 + 5j], | |
[1 - 3j, -7 - 2j], | |
[-4.001887 - 4.988417j, 3.026830 + 4.003182j], | |
[1.996158 - 1.045105j, -6.103357 - 8.986653j]], | |
dtype=dtype) | |
else: | |
raise ValueError(f"Datatype {dtype} not understood.") | |
tbtrs = get_lapack_funcs(('tbtrs'), dtype=dtype) | |
x, info = tbtrs(ab=ab, b=b, uplo='L') | |
assert_equal(info, 0) | |
assert_allclose(x, x_out, rtol=0, atol=1e-5) | |
def test_random_matrices(self, dtype, trans, uplo, diag): | |
seed(1724) | |
# n, nrhs, kd are used to specify A and b. | |
# A is of shape n x n with kd super/sub-diagonals | |
# b is of shape n x nrhs matrix | |
n, nrhs, kd = 4, 3, 2 | |
tbtrs = get_lapack_funcs('tbtrs', dtype=dtype) | |
is_upper = (uplo == 'U') | |
ku = kd * is_upper | |
kl = kd - ku | |
# Construct the diagonal and kd super/sub diagonals of A with | |
# the corresponding offsets. | |
band_offsets = range(ku, -kl - 1, -1) | |
band_widths = [n - abs(x) for x in band_offsets] | |
bands = [generate_random_dtype_array((width,), dtype) | |
for width in band_widths] | |
if diag == 'U': # A must be unit triangular | |
bands[ku] = np.ones(n, dtype=dtype) | |
# Construct the diagonal banded matrix A from the bands and offsets. | |
a = sps.diags(bands, band_offsets, format='dia') | |
# Convert A into banded storage form | |
ab = np.zeros((kd + 1, n), dtype) | |
for row, k in enumerate(band_offsets): | |
ab[row, max(k, 0):min(n+k, n)] = a.diagonal(k) | |
# The RHS values. | |
b = generate_random_dtype_array((n, nrhs), dtype) | |
x, info = tbtrs(ab=ab, b=b, uplo=uplo, trans=trans, diag=diag) | |
assert_equal(info, 0) | |
if trans == 'N': | |
assert_allclose(a @ x, b, rtol=5e-5) | |
elif trans == 'T': | |
assert_allclose(a.T @ x, b, rtol=5e-5) | |
elif trans == 'C': | |
assert_allclose(a.H @ x, b, rtol=5e-5) | |
else: | |
raise ValueError('Invalid trans argument') | |
def test_invalid_argument_raises_exception(self, uplo, trans, diag): | |
"""Test if invalid values of uplo, trans and diag raise exceptions""" | |
# Argument checks occur independently of used datatype. | |
# This mean we must not parameterize all available datatypes. | |
tbtrs = get_lapack_funcs('tbtrs', dtype=np.float64) | |
ab = rand(4, 2) | |
b = rand(2, 4) | |
assert_raises(Exception, tbtrs, ab, b, uplo, trans, diag) | |
def test_zero_element_in_diagonal(self): | |
"""Test if a matrix with a zero diagonal element is singular | |
If the i-th diagonal of A is zero, ?tbtrs should return `i` in `info` | |
indicating the provided matrix is singular. | |
Note that ?tbtrs requires the matrix A to be stored in banded form. | |
In this form the diagonal corresponds to the last row.""" | |
ab = np.ones((3, 4), dtype=float) | |
b = np.ones(4, dtype=float) | |
tbtrs = get_lapack_funcs('tbtrs', dtype=float) | |
ab[-1, 3] = 0 | |
_, info = tbtrs(ab=ab, b=b, uplo='U') | |
assert_equal(info, 4) | |
def test_invalid_matrix_shapes(self, ldab, n, ldb, nrhs): | |
"""Test ?tbtrs fails correctly if shapes are invalid.""" | |
ab = np.ones((ldab, n), dtype=float) | |
b = np.ones((ldb, nrhs), dtype=float) | |
tbtrs = get_lapack_funcs('tbtrs', dtype=float) | |
assert_raises(Exception, tbtrs, ab, b) | |
def test_lartg(): | |
for dtype in 'fdFD': | |
lartg = get_lapack_funcs('lartg', dtype=dtype) | |
f = np.array(3, dtype) | |
g = np.array(4, dtype) | |
if np.iscomplexobj(g): | |
g *= 1j | |
cs, sn, r = lartg(f, g) | |
assert_allclose(cs, 3.0/5.0) | |
assert_allclose(r, 5.0) | |
if np.iscomplexobj(g): | |
assert_allclose(sn, -4.0j/5.0) | |
assert_(isinstance(r, complex)) | |
assert_(isinstance(cs, float)) | |
else: | |
assert_allclose(sn, 4.0/5.0) | |
def test_rot(): | |
# srot, drot from blas and crot and zrot from lapack. | |
for dtype in 'fdFD': | |
c = 0.6 | |
s = 0.8 | |
u = np.full(4, 3, dtype) | |
v = np.full(4, 4, dtype) | |
atol = 10**-(np.finfo(dtype).precision-1) | |
if dtype in 'fd': | |
rot = get_blas_funcs('rot', dtype=dtype) | |
f = 4 | |
else: | |
rot = get_lapack_funcs('rot', dtype=dtype) | |
s *= -1j | |
v *= 1j | |
f = 4j | |
assert_allclose(rot(u, v, c, s), [[5, 5, 5, 5], | |
[0, 0, 0, 0]], atol=atol) | |
assert_allclose(rot(u, v, c, s, n=2), [[5, 5, 3, 3], | |
[0, 0, f, f]], atol=atol) | |
assert_allclose(rot(u, v, c, s, offx=2, offy=2), | |
[[3, 3, 5, 5], [f, f, 0, 0]], atol=atol) | |
assert_allclose(rot(u, v, c, s, incx=2, offy=2, n=2), | |
[[5, 3, 5, 3], [f, f, 0, 0]], atol=atol) | |
assert_allclose(rot(u, v, c, s, offx=2, incy=2, n=2), | |
[[3, 3, 5, 5], [0, f, 0, f]], atol=atol) | |
assert_allclose(rot(u, v, c, s, offx=2, incx=2, offy=2, incy=2, n=1), | |
[[3, 3, 5, 3], [f, f, 0, f]], atol=atol) | |
assert_allclose(rot(u, v, c, s, incx=-2, incy=-2, n=2), | |
[[5, 3, 5, 3], [0, f, 0, f]], atol=atol) | |
a, b = rot(u, v, c, s, overwrite_x=1, overwrite_y=1) | |
assert_(a is u) | |
assert_(b is v) | |
assert_allclose(a, [5, 5, 5, 5], atol=atol) | |
assert_allclose(b, [0, 0, 0, 0], atol=atol) | |
def test_larfg_larf(): | |
np.random.seed(1234) | |
a0 = np.random.random((4, 4)) | |
a0 = a0.T.dot(a0) | |
a0j = np.random.random((4, 4)) + 1j*np.random.random((4, 4)) | |
a0j = a0j.T.conj().dot(a0j) | |
# our test here will be to do one step of reducing a hermetian matrix to | |
# tridiagonal form using householder transforms. | |
for dtype in 'fdFD': | |
larfg, larf = get_lapack_funcs(['larfg', 'larf'], dtype=dtype) | |
if dtype in 'FD': | |
a = a0j.copy() | |
else: | |
a = a0.copy() | |
# generate a householder transform to clear a[2:,0] | |
alpha, x, tau = larfg(a.shape[0]-1, a[1, 0], a[2:, 0]) | |
# create expected output | |
expected = np.zeros_like(a[:, 0]) | |
expected[0] = a[0, 0] | |
expected[1] = alpha | |
# assemble householder vector | |
v = np.zeros_like(a[1:, 0]) | |
v[0] = 1.0 | |
v[1:] = x | |
# apply transform from the left | |
a[1:, :] = larf(v, tau.conjugate(), a[1:, :], np.zeros(a.shape[1])) | |
# apply transform from the right | |
a[:, 1:] = larf(v, tau, a[:, 1:], np.zeros(a.shape[0]), side='R') | |
assert_allclose(a[:, 0], expected, atol=1e-5) | |
assert_allclose(a[0, :], expected, atol=1e-5) | |
def test_sgesdd_lwork_bug_workaround(): | |
# Test that SGESDD lwork is sufficiently large for LAPACK. | |
# | |
# This checks that _compute_lwork() correctly works around a bug in | |
# LAPACK versions older than 3.10.1. | |
sgesdd_lwork = get_lapack_funcs('gesdd_lwork', dtype=np.float32, | |
ilp64='preferred') | |
n = 9537 | |
lwork = _compute_lwork(sgesdd_lwork, n, n, | |
compute_uv=True, full_matrices=True) | |
# If we called the Fortran function SGESDD directly with IWORK=-1, the | |
# LAPACK bug would result in lwork being 272929856, which was too small. | |
# (The result was returned in a single precision float, which does not | |
# have sufficient precision to represent the exact integer value that it | |
# computed internally.) The work-around implemented in _compute_lwork() | |
# will convert that to 272929888. If we are using LAPACK 3.10.1 or later | |
# (such as in OpenBLAS 0.3.21 or later), the work-around will return | |
# 272929920, because it does not know which version of LAPACK is being | |
# used, so it always applies the correction to whatever it is given. We | |
# will accept either 272929888 or 272929920. | |
# Note that the acceptable values are a LAPACK implementation detail. | |
# If a future version of LAPACK changes how SGESDD works, and therefore | |
# changes the required LWORK size, the acceptable values might have to | |
# be updated. | |
assert lwork == 272929888 or lwork == 272929920 | |
class TestSytrd: | |
def test_sytrd_with_zero_dim_array(self, dtype): | |
# Assert that a 0x0 matrix raises an error | |
A = np.zeros((0, 0), dtype=dtype) | |
sytrd = get_lapack_funcs('sytrd', (A,)) | |
assert_raises(ValueError, sytrd, A) | |
def test_sytrd(self, dtype, n): | |
A = np.zeros((n, n), dtype=dtype) | |
sytrd, sytrd_lwork = \ | |
get_lapack_funcs(('sytrd', 'sytrd_lwork'), (A,)) | |
# some upper triangular array | |
A[np.triu_indices_from(A)] = \ | |
np.arange(1, n*(n+1)//2+1, dtype=dtype) | |
# query lwork | |
lwork, info = sytrd_lwork(n) | |
assert_equal(info, 0) | |
# check lower=1 behavior (shouldn't do much since the matrix is | |
# upper triangular) | |
data, d, e, tau, info = sytrd(A, lower=1, lwork=lwork) | |
assert_equal(info, 0) | |
assert_allclose(data, A, atol=5*np.finfo(dtype).eps, rtol=1.0) | |
assert_allclose(d, np.diag(A)) | |
assert_allclose(e, 0.0) | |
assert_allclose(tau, 0.0) | |
# and now for the proper test (lower=0 is the default) | |
data, d, e, tau, info = sytrd(A, lwork=lwork) | |
assert_equal(info, 0) | |
# assert Q^T*A*Q = tridiag(e, d, e) | |
# build tridiagonal matrix | |
T = np.zeros_like(A, dtype=dtype) | |
k = np.arange(A.shape[0]) | |
T[k, k] = d | |
k2 = np.arange(A.shape[0]-1) | |
T[k2+1, k2] = e | |
T[k2, k2+1] = e | |
# build Q | |
Q = np.eye(n, n, dtype=dtype) | |
for i in range(n-1): | |
v = np.zeros(n, dtype=dtype) | |
v[:i] = data[:i, i+1] | |
v[i] = 1.0 | |
H = np.eye(n, n, dtype=dtype) - tau[i] * np.outer(v, v) | |
Q = np.dot(H, Q) | |
# Make matrix fully symmetric | |
i_lower = np.tril_indices(n, -1) | |
A[i_lower] = A.T[i_lower] | |
QTAQ = np.dot(Q.T, np.dot(A, Q)) | |
# disable rtol here since some values in QTAQ and T are very close | |
# to 0. | |
assert_allclose(QTAQ, T, atol=5*np.finfo(dtype).eps, rtol=1.0) | |
class TestHetrd: | |
def test_hetrd_with_zero_dim_array(self, complex_dtype): | |
# Assert that a 0x0 matrix raises an error | |
A = np.zeros((0, 0), dtype=complex_dtype) | |
hetrd = get_lapack_funcs('hetrd', (A,)) | |
assert_raises(ValueError, hetrd, A) | |
def test_hetrd(self, n, real_dtype, complex_dtype): | |
A = np.zeros((n, n), dtype=complex_dtype) | |
hetrd, hetrd_lwork = \ | |
get_lapack_funcs(('hetrd', 'hetrd_lwork'), (A,)) | |
# some upper triangular array | |
A[np.triu_indices_from(A)] = ( | |
np.arange(1, n*(n+1)//2+1, dtype=real_dtype) | |
+ 1j * np.arange(1, n*(n+1)//2+1, dtype=real_dtype) | |
) | |
np.fill_diagonal(A, np.real(np.diag(A))) | |
# test query lwork | |
for x in [0, 1]: | |
_, info = hetrd_lwork(n, lower=x) | |
assert_equal(info, 0) | |
# lwork returns complex which segfaults hetrd call (gh-10388) | |
# use the safe and recommended option | |
lwork = _compute_lwork(hetrd_lwork, n) | |
# check lower=1 behavior (shouldn't do much since the matrix is | |
# upper triangular) | |
data, d, e, tau, info = hetrd(A, lower=1, lwork=lwork) | |
assert_equal(info, 0) | |
assert_allclose(data, A, atol=5*np.finfo(real_dtype).eps, rtol=1.0) | |
assert_allclose(d, np.real(np.diag(A))) | |
assert_allclose(e, 0.0) | |
assert_allclose(tau, 0.0) | |
# and now for the proper test (lower=0 is the default) | |
data, d, e, tau, info = hetrd(A, lwork=lwork) | |
assert_equal(info, 0) | |
# assert Q^T*A*Q = tridiag(e, d, e) | |
# build tridiagonal matrix | |
T = np.zeros_like(A, dtype=real_dtype) | |
k = np.arange(A.shape[0], dtype=int) | |
T[k, k] = d | |
k2 = np.arange(A.shape[0]-1, dtype=int) | |
T[k2+1, k2] = e | |
T[k2, k2+1] = e | |
# build Q | |
Q = np.eye(n, n, dtype=complex_dtype) | |
for i in range(n-1): | |
v = np.zeros(n, dtype=complex_dtype) | |
v[:i] = data[:i, i+1] | |
v[i] = 1.0 | |
H = np.eye(n, n, dtype=complex_dtype) \ | |
- tau[i] * np.outer(v, np.conj(v)) | |
Q = np.dot(H, Q) | |
# Make matrix fully Hermitian | |
i_lower = np.tril_indices(n, -1) | |
A[i_lower] = np.conj(A.T[i_lower]) | |
QHAQ = np.dot(np.conj(Q.T), np.dot(A, Q)) | |
# disable rtol here since some values in QTAQ and T are very close | |
# to 0. | |
assert_allclose( | |
QHAQ, T, atol=10*np.finfo(real_dtype).eps, rtol=1.0 | |
) | |
def test_gglse(): | |
# Example data taken from NAG manual | |
for ind, dtype in enumerate(DTYPES): | |
# DTYPES = <s,d,c,z> gglse | |
func, func_lwork = get_lapack_funcs(('gglse', 'gglse_lwork'), | |
dtype=dtype) | |
lwork = _compute_lwork(func_lwork, m=6, n=4, p=2) | |
# For <s,d>gglse | |
if ind < 2: | |
a = np.array([[-0.57, -1.28, -0.39, 0.25], | |
[-1.93, 1.08, -0.31, -2.14], | |
[2.30, 0.24, 0.40, -0.35], | |
[-1.93, 0.64, -0.66, 0.08], | |
[0.15, 0.30, 0.15, -2.13], | |
[-0.02, 1.03, -1.43, 0.50]], dtype=dtype) | |
c = np.array([-1.50, -2.14, 1.23, -0.54, -1.68, 0.82], dtype=dtype) | |
d = np.array([0., 0.], dtype=dtype) | |
# For <s,d>gglse | |
else: | |
a = np.array([[0.96-0.81j, -0.03+0.96j, -0.91+2.06j, -0.05+0.41j], | |
[-0.98+1.98j, -1.20+0.19j, -0.66+0.42j, -0.81+0.56j], | |
[0.62-0.46j, 1.01+0.02j, 0.63-0.17j, -1.11+0.60j], | |
[0.37+0.38j, 0.19-0.54j, -0.98-0.36j, 0.22-0.20j], | |
[0.83+0.51j, 0.20+0.01j, -0.17-0.46j, 1.47+1.59j], | |
[1.08-0.28j, 0.20-0.12j, -0.07+1.23j, 0.26+0.26j]]) | |
c = np.array([[-2.54+0.09j], | |
[1.65-2.26j], | |
[-2.11-3.96j], | |
[1.82+3.30j], | |
[-6.41+3.77j], | |
[2.07+0.66j]]) | |
d = np.zeros(2, dtype=dtype) | |
b = np.array([[1., 0., -1., 0.], [0., 1., 0., -1.]], dtype=dtype) | |
_, _, _, result, _ = func(a, b, c, d, lwork=lwork) | |
if ind < 2: | |
expected = np.array([0.48904455, | |
0.99754786, | |
0.48904455, | |
0.99754786]) | |
else: | |
expected = np.array([1.08742917-1.96205783j, | |
-0.74093902+3.72973919j, | |
1.08742917-1.96205759j, | |
-0.74093896+3.72973895j]) | |
assert_array_almost_equal(result, expected, decimal=4) | |
def test_sycon_hecon(): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES): | |
# DTYPES + COMPLEX DTYPES = <s,d,c,z> sycon + <c,z>hecon | |
n = 10 | |
# For <s,d,c,z>sycon | |
if ind < 4: | |
func_lwork = get_lapack_funcs('sytrf_lwork', dtype=dtype) | |
funcon, functrf = get_lapack_funcs(('sycon', 'sytrf'), dtype=dtype) | |
A = (rand(n, n)).astype(dtype) | |
# For <c,z>hecon | |
else: | |
func_lwork = get_lapack_funcs('hetrf_lwork', dtype=dtype) | |
funcon, functrf = get_lapack_funcs(('hecon', 'hetrf'), dtype=dtype) | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
# Since sycon only refers to upper/lower part, conj() is safe here. | |
A = (A + A.conj().T)/2 + 2*np.eye(n, dtype=dtype) | |
anorm = norm(A, 1) | |
lwork = _compute_lwork(func_lwork, n) | |
ldu, ipiv, _ = functrf(A, lwork=lwork, lower=1) | |
rcond, _ = funcon(a=ldu, ipiv=ipiv, anorm=anorm, lower=1) | |
# The error is at most 1-fold | |
assert_(abs(1/rcond - np.linalg.cond(A, p=1))*rcond < 1) | |
def test_sygst(): | |
seed(1234) | |
for ind, dtype in enumerate(REAL_DTYPES): | |
# DTYPES = <s,d> sygst | |
n = 10 | |
potrf, sygst, syevd, sygvd = get_lapack_funcs(('potrf', 'sygst', | |
'syevd', 'sygvd'), | |
dtype=dtype) | |
A = rand(n, n).astype(dtype) | |
A = (A + A.T)/2 | |
# B must be positive definite | |
B = rand(n, n).astype(dtype) | |
B = (B + B.T)/2 + 2 * np.eye(n, dtype=dtype) | |
# Perform eig (sygvd) | |
eig_gvd, _, info = sygvd(A, B) | |
assert_(info == 0) | |
# Convert to std problem potrf | |
b, info = potrf(B) | |
assert_(info == 0) | |
a, info = sygst(A, b) | |
assert_(info == 0) | |
eig, _, info = syevd(a) | |
assert_(info == 0) | |
assert_allclose(eig, eig_gvd, rtol=1.2e-4) | |
def test_hegst(): | |
seed(1234) | |
for ind, dtype in enumerate(COMPLEX_DTYPES): | |
# DTYPES = <c,z> hegst | |
n = 10 | |
potrf, hegst, heevd, hegvd = get_lapack_funcs(('potrf', 'hegst', | |
'heevd', 'hegvd'), | |
dtype=dtype) | |
A = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype) | |
A = (A + A.conj().T)/2 | |
# B must be positive definite | |
B = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype) | |
B = (B + B.conj().T)/2 + 2 * np.eye(n, dtype=dtype) | |
# Perform eig (hegvd) | |
eig_gvd, _, info = hegvd(A, B) | |
assert_(info == 0) | |
# Convert to std problem potrf | |
b, info = potrf(B) | |
assert_(info == 0) | |
a, info = hegst(A, b) | |
assert_(info == 0) | |
eig, _, info = heevd(a) | |
assert_(info == 0) | |
assert_allclose(eig, eig_gvd, rtol=1e-4) | |
def test_tzrzf(): | |
""" | |
This test performs an RZ decomposition in which an m x n upper trapezoidal | |
array M (m <= n) is factorized as M = [R 0] * Z where R is upper triangular | |
and Z is unitary. | |
""" | |
seed(1234) | |
m, n = 10, 15 | |
for ind, dtype in enumerate(DTYPES): | |
tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'), | |
dtype=dtype) | |
lwork = _compute_lwork(tzrzf_lw, m, n) | |
if ind < 2: | |
A = triu(rand(m, n).astype(dtype)) | |
else: | |
A = triu((rand(m, n) + rand(m, n)*1j).astype(dtype)) | |
# assert wrong shape arg, f2py returns generic error | |
assert_raises(Exception, tzrzf, A.T) | |
rz, tau, info = tzrzf(A, lwork=lwork) | |
# Check success | |
assert_(info == 0) | |
# Get Z manually for comparison | |
R = np.hstack((rz[:, :m], np.zeros((m, n-m), dtype=dtype))) | |
V = np.hstack((np.eye(m, dtype=dtype), rz[:, m:])) | |
Id = np.eye(n, dtype=dtype) | |
ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(m)] | |
Z = reduce(np.dot, ref) | |
assert_allclose(R.dot(Z) - A, zeros_like(A, dtype=dtype), | |
atol=10*np.spacing(dtype(1.0).real), rtol=0.) | |
def test_tfsm(): | |
""" | |
Test for solving a linear system with the coefficient matrix is a | |
triangular array stored in Full Packed (RFP) format. | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = triu(rand(n, n) + rand(n, n)*1j + eye(n)).astype(dtype) | |
trans = 'C' | |
else: | |
A = triu(rand(n, n) + eye(n)).astype(dtype) | |
trans = 'T' | |
trttf, tfttr, tfsm = get_lapack_funcs(('trttf', 'tfttr', 'tfsm'), | |
dtype=dtype) | |
Afp, _ = trttf(A) | |
B = rand(n, 2).astype(dtype) | |
soln = tfsm(-1, Afp, B) | |
assert_array_almost_equal(soln, solve(-A, B), | |
decimal=4 if ind % 2 == 0 else 6) | |
soln = tfsm(-1, Afp, B, trans=trans) | |
assert_array_almost_equal(soln, solve(-A.conj().T, B), | |
decimal=4 if ind % 2 == 0 else 6) | |
# Make A, unit diagonal | |
A[np.arange(n), np.arange(n)] = dtype(1.) | |
soln = tfsm(-1, Afp, B, trans=trans, diag='U') | |
assert_array_almost_equal(soln, solve(-A.conj().T, B), | |
decimal=4 if ind % 2 == 0 else 6) | |
# Change side | |
B2 = rand(3, n).astype(dtype) | |
soln = tfsm(-1, Afp, B2, trans=trans, diag='U', side='R') | |
assert_array_almost_equal(soln, solve(-A, B2.T).conj().T, | |
decimal=4 if ind % 2 == 0 else 6) | |
def test_ormrz_unmrz(): | |
""" | |
This test performs a matrix multiplication with an arbitrary m x n matrix C | |
and a unitary matrix Q without explicitly forming the array. The array data | |
is encoded in the rectangular part of A which is obtained from ?TZRZF. Q | |
size is inferred by m, n, side keywords. | |
""" | |
seed(1234) | |
qm, qn, cn = 10, 15, 15 | |
for ind, dtype in enumerate(DTYPES): | |
tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'), | |
dtype=dtype) | |
lwork_rz = _compute_lwork(tzrzf_lw, qm, qn) | |
if ind < 2: | |
A = triu(rand(qm, qn).astype(dtype)) | |
C = rand(cn, cn).astype(dtype) | |
orun_mrz, orun_mrz_lw = get_lapack_funcs(('ormrz', 'ormrz_lwork'), | |
dtype=dtype) | |
else: | |
A = triu((rand(qm, qn) + rand(qm, qn)*1j).astype(dtype)) | |
C = (rand(cn, cn) + rand(cn, cn)*1j).astype(dtype) | |
orun_mrz, orun_mrz_lw = get_lapack_funcs(('unmrz', 'unmrz_lwork'), | |
dtype=dtype) | |
lwork_mrz = _compute_lwork(orun_mrz_lw, cn, cn) | |
rz, tau, info = tzrzf(A, lwork=lwork_rz) | |
# Get Q manually for comparison | |
V = np.hstack((np.eye(qm, dtype=dtype), rz[:, qm:])) | |
Id = np.eye(qn, dtype=dtype) | |
ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(qm)] | |
Q = reduce(np.dot, ref) | |
# Now that we have Q, we can test whether lapack results agree with | |
# each case of CQ, CQ^H, QC, and QC^H | |
trans = 'T' if ind < 2 else 'C' | |
tol = 10*np.spacing(dtype(1.0).real) | |
cq, info = orun_mrz(rz, tau, C, lwork=lwork_mrz) | |
assert_(info == 0) | |
assert_allclose(cq - Q.dot(C), zeros_like(C), atol=tol, rtol=0.) | |
cq, info = orun_mrz(rz, tau, C, trans=trans, lwork=lwork_mrz) | |
assert_(info == 0) | |
assert_allclose(cq - Q.conj().T.dot(C), zeros_like(C), atol=tol, | |
rtol=0.) | |
cq, info = orun_mrz(rz, tau, C, side='R', lwork=lwork_mrz) | |
assert_(info == 0) | |
assert_allclose(cq - C.dot(Q), zeros_like(C), atol=tol, rtol=0.) | |
cq, info = orun_mrz(rz, tau, C, side='R', trans=trans, lwork=lwork_mrz) | |
assert_(info == 0) | |
assert_allclose(cq - C.dot(Q.conj().T), zeros_like(C), atol=tol, | |
rtol=0.) | |
def test_tfttr_trttf(): | |
""" | |
Test conversion routines between the Rectengular Full Packed (RFP) format | |
and Standard Triangular Array (TR) | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A_full = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
transr = 'C' | |
else: | |
A_full = (rand(n, n)).astype(dtype) | |
transr = 'T' | |
trttf, tfttr = get_lapack_funcs(('trttf', 'tfttr'), dtype=dtype) | |
A_tf_U, info = trttf(A_full) | |
assert_(info == 0) | |
A_tf_L, info = trttf(A_full, uplo='L') | |
assert_(info == 0) | |
A_tf_U_T, info = trttf(A_full, transr=transr, uplo='U') | |
assert_(info == 0) | |
A_tf_L_T, info = trttf(A_full, transr=transr, uplo='L') | |
assert_(info == 0) | |
# Create the RFP array manually (n is even!) | |
A_tf_U_m = zeros((n+1, n//2), dtype=dtype) | |
A_tf_U_m[:-1, :] = triu(A_full)[:, n//2:] | |
A_tf_U_m[n//2+1:, :] += triu(A_full)[:n//2, :n//2].conj().T | |
A_tf_L_m = zeros((n+1, n//2), dtype=dtype) | |
A_tf_L_m[1:, :] = tril(A_full)[:, :n//2] | |
A_tf_L_m[:n//2, :] += tril(A_full)[n//2:, n//2:].conj().T | |
assert_array_almost_equal(A_tf_U, A_tf_U_m.reshape(-1, order='F')) | |
assert_array_almost_equal(A_tf_U_T, | |
A_tf_U_m.conj().T.reshape(-1, order='F')) | |
assert_array_almost_equal(A_tf_L, A_tf_L_m.reshape(-1, order='F')) | |
assert_array_almost_equal(A_tf_L_T, | |
A_tf_L_m.conj().T.reshape(-1, order='F')) | |
# Get the original array from RFP | |
A_tr_U, info = tfttr(n, A_tf_U) | |
assert_(info == 0) | |
A_tr_L, info = tfttr(n, A_tf_L, uplo='L') | |
assert_(info == 0) | |
A_tr_U_T, info = tfttr(n, A_tf_U_T, transr=transr, uplo='U') | |
assert_(info == 0) | |
A_tr_L_T, info = tfttr(n, A_tf_L_T, transr=transr, uplo='L') | |
assert_(info == 0) | |
assert_array_almost_equal(A_tr_U, triu(A_full)) | |
assert_array_almost_equal(A_tr_U_T, triu(A_full)) | |
assert_array_almost_equal(A_tr_L, tril(A_full)) | |
assert_array_almost_equal(A_tr_L_T, tril(A_full)) | |
def test_tpttr_trttp(): | |
""" | |
Test conversion routines between the Rectengular Full Packed (RFP) format | |
and Standard Triangular Array (TR) | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A_full = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
else: | |
A_full = (rand(n, n)).astype(dtype) | |
trttp, tpttr = get_lapack_funcs(('trttp', 'tpttr'), dtype=dtype) | |
A_tp_U, info = trttp(A_full) | |
assert_(info == 0) | |
A_tp_L, info = trttp(A_full, uplo='L') | |
assert_(info == 0) | |
# Create the TP array manually | |
inds = tril_indices(n) | |
A_tp_U_m = zeros(n*(n+1)//2, dtype=dtype) | |
A_tp_U_m[:] = (triu(A_full).T)[inds] | |
inds = triu_indices(n) | |
A_tp_L_m = zeros(n*(n+1)//2, dtype=dtype) | |
A_tp_L_m[:] = (tril(A_full).T)[inds] | |
assert_array_almost_equal(A_tp_U, A_tp_U_m) | |
assert_array_almost_equal(A_tp_L, A_tp_L_m) | |
# Get the original array from TP | |
A_tr_U, info = tpttr(n, A_tp_U) | |
assert_(info == 0) | |
A_tr_L, info = tpttr(n, A_tp_L, uplo='L') | |
assert_(info == 0) | |
assert_array_almost_equal(A_tr_U, triu(A_full)) | |
assert_array_almost_equal(A_tr_L, tril(A_full)) | |
def test_pftrf(): | |
""" | |
Test Cholesky factorization of a positive definite Rectengular Full | |
Packed (RFP) format array | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
A = A + A.conj().T + n*eye(n) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
A = A + A.T + n*eye(n) | |
pftrf, trttf, tfttr = get_lapack_funcs(('pftrf', 'trttf', 'tfttr'), | |
dtype=dtype) | |
# Get the original array from TP | |
Afp, info = trttf(A) | |
Achol_rfp, info = pftrf(n, Afp) | |
assert_(info == 0) | |
A_chol_r, _ = tfttr(n, Achol_rfp) | |
Achol = cholesky(A) | |
assert_array_almost_equal(A_chol_r, Achol) | |
def test_pftri(): | |
""" | |
Test Cholesky factorization of a positive definite Rectengular Full | |
Packed (RFP) format array to find its inverse | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
A = A + A.conj().T + n*eye(n) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
A = A + A.T + n*eye(n) | |
pftri, pftrf, trttf, tfttr = get_lapack_funcs(('pftri', | |
'pftrf', | |
'trttf', | |
'tfttr'), | |
dtype=dtype) | |
# Get the original array from TP | |
Afp, info = trttf(A) | |
A_chol_rfp, info = pftrf(n, Afp) | |
A_inv_rfp, info = pftri(n, A_chol_rfp) | |
assert_(info == 0) | |
A_inv_r, _ = tfttr(n, A_inv_rfp) | |
Ainv = inv(A) | |
assert_array_almost_equal(A_inv_r, triu(Ainv), | |
decimal=4 if ind % 2 == 0 else 6) | |
def test_pftrs(): | |
""" | |
Test Cholesky factorization of a positive definite Rectengular Full | |
Packed (RFP) format array and solve a linear system | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
A = A + A.conj().T + n*eye(n) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
A = A + A.T + n*eye(n) | |
B = ones((n, 3), dtype=dtype) | |
Bf1 = ones((n+2, 3), dtype=dtype) | |
Bf2 = ones((n-2, 3), dtype=dtype) | |
pftrs, pftrf, trttf, tfttr = get_lapack_funcs(('pftrs', | |
'pftrf', | |
'trttf', | |
'tfttr'), | |
dtype=dtype) | |
# Get the original array from TP | |
Afp, info = trttf(A) | |
A_chol_rfp, info = pftrf(n, Afp) | |
# larger B arrays shouldn't segfault | |
soln, info = pftrs(n, A_chol_rfp, Bf1) | |
assert_(info == 0) | |
assert_raises(Exception, pftrs, n, A_chol_rfp, Bf2) | |
soln, info = pftrs(n, A_chol_rfp, B) | |
assert_(info == 0) | |
assert_array_almost_equal(solve(A, B), soln, | |
decimal=4 if ind % 2 == 0 else 6) | |
def test_sfrk_hfrk(): | |
""" | |
Test for performing a symmetric rank-k operation for matrix in RFP format. | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
A = A + A.conj().T + n*eye(n) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
A = A + A.T + n*eye(n) | |
prefix = 's'if ind < 2 else 'h' | |
trttf, tfttr, shfrk = get_lapack_funcs(('trttf', 'tfttr', f'{prefix}frk'), | |
dtype=dtype) | |
Afp, _ = trttf(A) | |
C = np.random.rand(n, 2).astype(dtype) | |
Afp_out = shfrk(n, 2, -1, C, 2, Afp) | |
A_out, _ = tfttr(n, Afp_out) | |
assert_array_almost_equal(A_out, triu(-C.dot(C.conj().T) + 2*A), | |
decimal=4 if ind % 2 == 0 else 6) | |
def test_syconv(): | |
""" | |
Test for going back and forth between the returned format of he/sytrf to | |
L and D factors/permutations. | |
""" | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 10 | |
if ind > 1: | |
A = (randint(-30, 30, (n, n)) + | |
randint(-30, 30, (n, n))*1j).astype(dtype) | |
A = A + A.conj().T | |
else: | |
A = randint(-30, 30, (n, n)).astype(dtype) | |
A = A + A.T + n*eye(n) | |
tol = 100*np.spacing(dtype(1.0).real) | |
syconv, trf, trf_lwork = get_lapack_funcs(('syconv', 'sytrf', | |
'sytrf_lwork'), dtype=dtype) | |
lw = _compute_lwork(trf_lwork, n, lower=1) | |
L, D, perm = ldl(A, lower=1, hermitian=False) | |
lw = _compute_lwork(trf_lwork, n, lower=1) | |
ldu, ipiv, info = trf(A, lower=1, lwork=lw) | |
a, e, info = syconv(ldu, ipiv, lower=1) | |
assert_allclose(tril(a, -1,), tril(L[perm, :], -1), atol=tol, rtol=0.) | |
# Test also upper | |
U, D, perm = ldl(A, lower=0, hermitian=False) | |
ldu, ipiv, info = trf(A, lower=0) | |
a, e, info = syconv(ldu, ipiv, lower=0) | |
assert_allclose(triu(a, 1), triu(U[perm, :], 1), atol=tol, rtol=0.) | |
class TestBlockedQR: | |
""" | |
Tests for the blocked QR factorization, namely through geqrt, gemqrt, tpqrt | |
and tpmqr. | |
""" | |
def test_geqrt_gemqrt(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
tol = 100*np.spacing(dtype(1.0).real) | |
geqrt, gemqrt = get_lapack_funcs(('geqrt', 'gemqrt'), dtype=dtype) | |
a, t, info = geqrt(n, A) | |
assert info == 0 | |
# Extract elementary reflectors from lower triangle, adding the | |
# main diagonal of ones. | |
v = np.tril(a, -1) + np.eye(n, dtype=dtype) | |
# Generate the block Householder transform I - VTV^H | |
Q = np.eye(n, dtype=dtype) - v @ t @ v.T.conj() | |
R = np.triu(a) | |
# Test columns of Q are orthogonal | |
assert_allclose(Q.T.conj() @ Q, np.eye(n, dtype=dtype), atol=tol, | |
rtol=0.) | |
assert_allclose(Q @ R, A, atol=tol, rtol=0.) | |
if ind > 1: | |
C = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
transpose = 'C' | |
else: | |
C = (rand(n, n)).astype(dtype) | |
transpose = 'T' | |
for side in ('L', 'R'): | |
for trans in ('N', transpose): | |
c, info = gemqrt(a, t, C, side=side, trans=trans) | |
assert info == 0 | |
if trans == transpose: | |
q = Q.T.conj() | |
else: | |
q = Q | |
if side == 'L': | |
qC = q @ C | |
else: | |
qC = C @ q | |
assert_allclose(c, qC, atol=tol, rtol=0.) | |
# Test default arguments | |
if (side, trans) == ('L', 'N'): | |
c_default, info = gemqrt(a, t, C) | |
assert info == 0 | |
assert_equal(c_default, c) | |
# Test invalid side/trans | |
assert_raises(Exception, gemqrt, a, t, C, side='A') | |
assert_raises(Exception, gemqrt, a, t, C, trans='A') | |
def test_tpqrt_tpmqrt(self): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
n = 20 | |
if ind > 1: | |
A = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
B = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
else: | |
A = (rand(n, n)).astype(dtype) | |
B = (rand(n, n)).astype(dtype) | |
tol = 100*np.spacing(dtype(1.0).real) | |
tpqrt, tpmqrt = get_lapack_funcs(('tpqrt', 'tpmqrt'), dtype=dtype) | |
# Test for the range of pentagonal B, from square to upper | |
# triangular | |
for l in (0, n // 2, n): | |
a, b, t, info = tpqrt(l, n, A, B) | |
assert info == 0 | |
# Check that lower triangular part of A has not been modified | |
assert_equal(np.tril(a, -1), np.tril(A, -1)) | |
# Check that elements not part of the pentagonal portion of B | |
# have not been modified. | |
assert_equal(np.tril(b, l - n - 1), np.tril(B, l - n - 1)) | |
# Extract pentagonal portion of B | |
B_pent, b_pent = np.triu(B, l - n), np.triu(b, l - n) | |
# Generate elementary reflectors | |
v = np.concatenate((np.eye(n, dtype=dtype), b_pent)) | |
# Generate the block Householder transform I - VTV^H | |
Q = np.eye(2 * n, dtype=dtype) - v @ t @ v.T.conj() | |
R = np.concatenate((np.triu(a), np.zeros_like(a))) | |
# Test columns of Q are orthogonal | |
assert_allclose(Q.T.conj() @ Q, np.eye(2 * n, dtype=dtype), | |
atol=tol, rtol=0.) | |
assert_allclose(Q @ R, np.concatenate((np.triu(A), B_pent)), | |
atol=tol, rtol=0.) | |
if ind > 1: | |
C = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
D = (rand(n, n) + rand(n, n)*1j).astype(dtype) | |
transpose = 'C' | |
else: | |
C = (rand(n, n)).astype(dtype) | |
D = (rand(n, n)).astype(dtype) | |
transpose = 'T' | |
for side in ('L', 'R'): | |
for trans in ('N', transpose): | |
c, d, info = tpmqrt(l, b, t, C, D, side=side, | |
trans=trans) | |
assert info == 0 | |
if trans == transpose: | |
q = Q.T.conj() | |
else: | |
q = Q | |
if side == 'L': | |
cd = np.concatenate((c, d), axis=0) | |
CD = np.concatenate((C, D), axis=0) | |
qCD = q @ CD | |
else: | |
cd = np.concatenate((c, d), axis=1) | |
CD = np.concatenate((C, D), axis=1) | |
qCD = CD @ q | |
assert_allclose(cd, qCD, atol=tol, rtol=0.) | |
if (side, trans) == ('L', 'N'): | |
c_default, d_default, info = tpmqrt(l, b, t, C, D) | |
assert info == 0 | |
assert_equal(c_default, c) | |
assert_equal(d_default, d) | |
# Test invalid side/trans | |
assert_raises(Exception, tpmqrt, l, b, t, C, D, side='A') | |
assert_raises(Exception, tpmqrt, l, b, t, C, D, trans='A') | |
def test_pstrf(): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
# DTYPES = <s, d, c, z> pstrf | |
n = 10 | |
r = 2 | |
pstrf = get_lapack_funcs('pstrf', dtype=dtype) | |
# Create positive semidefinite A | |
if ind > 1: | |
A = rand(n, n-r).astype(dtype) + 1j * rand(n, n-r).astype(dtype) | |
A = A @ A.conj().T | |
else: | |
A = rand(n, n-r).astype(dtype) | |
A = A @ A.T | |
c, piv, r_c, info = pstrf(A) | |
U = triu(c) | |
U[r_c - n:, r_c - n:] = 0. | |
assert_equal(info, 1) | |
# python-dbg 3.5.2 runs cause trouble with the following assertion. | |
# assert_equal(r_c, n - r) | |
single_atol = 1000 * np.finfo(np.float32).eps | |
double_atol = 1000 * np.finfo(np.float64).eps | |
atol = single_atol if ind in [0, 2] else double_atol | |
assert_allclose(A[piv-1][:, piv-1], U.conj().T @ U, rtol=0., atol=atol) | |
c, piv, r_c, info = pstrf(A, lower=1) | |
L = tril(c) | |
L[r_c - n:, r_c - n:] = 0. | |
assert_equal(info, 1) | |
# assert_equal(r_c, n - r) | |
single_atol = 1000 * np.finfo(np.float32).eps | |
double_atol = 1000 * np.finfo(np.float64).eps | |
atol = single_atol if ind in [0, 2] else double_atol | |
assert_allclose(A[piv-1][:, piv-1], L @ L.conj().T, rtol=0., atol=atol) | |
def test_pstf2(): | |
seed(1234) | |
for ind, dtype in enumerate(DTYPES): | |
# DTYPES = <s, d, c, z> pstf2 | |
n = 10 | |
r = 2 | |
pstf2 = get_lapack_funcs('pstf2', dtype=dtype) | |
# Create positive semidefinite A | |
if ind > 1: | |
A = rand(n, n-r).astype(dtype) + 1j * rand(n, n-r).astype(dtype) | |
A = A @ A.conj().T | |
else: | |
A = rand(n, n-r).astype(dtype) | |
A = A @ A.T | |
c, piv, r_c, info = pstf2(A) | |
U = triu(c) | |
U[r_c - n:, r_c - n:] = 0. | |
assert_equal(info, 1) | |
# python-dbg 3.5.2 runs cause trouble with the commented assertions. | |
# assert_equal(r_c, n - r) | |
single_atol = 1000 * np.finfo(np.float32).eps | |
double_atol = 1000 * np.finfo(np.float64).eps | |
atol = single_atol if ind in [0, 2] else double_atol | |
assert_allclose(A[piv-1][:, piv-1], U.conj().T @ U, rtol=0., atol=atol) | |
c, piv, r_c, info = pstf2(A, lower=1) | |
L = tril(c) | |
L[r_c - n:, r_c - n:] = 0. | |
assert_equal(info, 1) | |
# assert_equal(r_c, n - r) | |
single_atol = 1000 * np.finfo(np.float32).eps | |
double_atol = 1000 * np.finfo(np.float64).eps | |
atol = single_atol if ind in [0, 2] else double_atol | |
assert_allclose(A[piv-1][:, piv-1], L @ L.conj().T, rtol=0., atol=atol) | |
def test_geequ(): | |
desired_real = np.array([[0.6250, 1.0000, 0.0393, -0.4269], | |
[1.0000, -0.5619, -1.0000, -1.0000], | |
[0.5874, -1.0000, -0.0596, -0.5341], | |
[-1.0000, -0.5946, -0.0294, 0.9957]]) | |
desired_cplx = np.array([[-0.2816+0.5359*1j, | |
0.0812+0.9188*1j, | |
-0.7439-0.2561*1j], | |
[-0.3562-0.2954*1j, | |
0.9566-0.0434*1j, | |
-0.0174+0.1555*1j], | |
[0.8607+0.1393*1j, | |
-0.2759+0.7241*1j, | |
-0.1642-0.1365*1j]]) | |
for ind, dtype in enumerate(DTYPES): | |
if ind < 2: | |
# Use examples from the NAG documentation | |
A = np.array([[1.80e+10, 2.88e+10, 2.05e+00, -8.90e+09], | |
[5.25e+00, -2.95e+00, -9.50e-09, -3.80e+00], | |
[1.58e+00, -2.69e+00, -2.90e-10, -1.04e+00], | |
[-1.11e+00, -6.60e-01, -5.90e-11, 8.00e-01]]) | |
A = A.astype(dtype) | |
else: | |
A = np.array([[-1.34e+00, 0.28e+10, -6.39e+00], | |
[-1.70e+00, 3.31e+10, -0.15e+00], | |
[2.41e-10, -0.56e+00, -0.83e-10]], dtype=dtype) | |
A += np.array([[2.55e+00, 3.17e+10, -2.20e+00], | |
[-1.41e+00, -0.15e+10, 1.34e+00], | |
[0.39e-10, 1.47e+00, -0.69e-10]])*1j | |
A = A.astype(dtype) | |
geequ = get_lapack_funcs('geequ', dtype=dtype) | |
r, c, rowcnd, colcnd, amax, info = geequ(A) | |
if ind < 2: | |
assert_allclose(desired_real.astype(dtype), r[:, None]*A*c, | |
rtol=0, atol=1e-4) | |
else: | |
assert_allclose(desired_cplx.astype(dtype), r[:, None]*A*c, | |
rtol=0, atol=1e-4) | |
def test_syequb(): | |
desired_log2s = np.array([0, 0, 0, 0, 0, 0, -1, -1, -2, -3]) | |
for ind, dtype in enumerate(DTYPES): | |
A = np.eye(10, dtype=dtype) | |
alpha = dtype(1. if ind < 2 else 1.j) | |
d = np.array([alpha * 2.**x for x in range(-5, 5)], dtype=dtype) | |
A += np.rot90(np.diag(d)) | |
syequb = get_lapack_funcs('syequb', dtype=dtype) | |
s, scond, amax, info = syequb(A) | |
assert_equal(np.log2(s).astype(int), desired_log2s) | |
def test_heequb(): | |
# zheequb has a bug for versions =< LAPACK 3.9.0 | |
# See Reference-LAPACK gh-61 and gh-408 | |
# Hence the zheequb test is customized accordingly to avoid | |
# work scaling. | |
A = np.diag([2]*5 + [1002]*5) + np.diag(np.ones(9), k=1)*1j | |
s, scond, amax, info = lapack.zheequb(A) | |
assert_equal(info, 0) | |
assert_allclose(np.log2(s), [0., -1.]*2 + [0.] + [-4]*5) | |
A = np.diag(2**np.abs(np.arange(-5, 6)) + 0j) | |
A[5, 5] = 1024 | |
A[5, 0] = 16j | |
s, scond, amax, info = lapack.cheequb(A.astype(np.complex64), lower=1) | |
assert_equal(info, 0) | |
assert_allclose(np.log2(s), [-2, -1, -1, 0, 0, -5, 0, -1, -1, -2, -2]) | |
def test_getc2_gesc2(): | |
np.random.seed(42) | |
n = 10 | |
desired_real = np.random.rand(n) | |
desired_cplx = np.random.rand(n) + np.random.rand(n)*1j | |
for ind, dtype in enumerate(DTYPES): | |
if ind < 2: | |
A = np.random.rand(n, n) | |
A = A.astype(dtype) | |
b = A @ desired_real | |
b = b.astype(dtype) | |
else: | |
A = np.random.rand(n, n) + np.random.rand(n, n)*1j | |
A = A.astype(dtype) | |
b = A @ desired_cplx | |
b = b.astype(dtype) | |
getc2 = get_lapack_funcs('getc2', dtype=dtype) | |
gesc2 = get_lapack_funcs('gesc2', dtype=dtype) | |
lu, ipiv, jpiv, info = getc2(A, overwrite_a=0) | |
x, scale = gesc2(lu, b, ipiv, jpiv, overwrite_rhs=0) | |
if ind < 2: | |
assert_array_almost_equal(desired_real.astype(dtype), | |
x/scale, decimal=4) | |
else: | |
assert_array_almost_equal(desired_cplx.astype(dtype), | |
x/scale, decimal=4) | |
# 'C', 'E', 'F', 'G', 'A', 'R' | |
# 'U', 'F', 'W', 'N' | |
# 'V', 'J', 'W', 'N' | |
def test_gejsv_general(size, dtype, joba, jobu, jobv, jobr, jobp, jobt=0): | |
"""Test the lapack routine ?gejsv. | |
This function tests that a singular value decomposition can be performed | |
on the random M-by-N matrix A. The test performs the SVD using ?gejsv | |
then performs the following checks: | |
* ?gejsv exist successfully (info == 0) | |
* The returned singular values are correct | |
* `A` can be reconstructed from `u`, `SIGMA`, `v` | |
* Ensure that u.T @ u is the identity matrix | |
* Ensure that v.T @ v is the identity matrix | |
* The reported matrix rank | |
* The reported number of singular values | |
* If denormalized floats are required | |
Notes | |
----- | |
joba specifies several choices effecting the calculation's accuracy | |
Although all arguments are tested, the tests only check that the correct | |
solution is returned - NOT that the prescribed actions are performed | |
internally. | |
jobt is, as of v3.9.0, still experimental and removed to cut down number of | |
test cases. However keyword itself is tested externally. | |
""" | |
seed(42) | |
# Define some constants for later use: | |
m, n = size | |
atol = 100 * np.finfo(dtype).eps | |
A = generate_random_dtype_array(size, dtype) | |
gejsv = get_lapack_funcs('gejsv', dtype=dtype) | |
# Set up checks for invalid job? combinations | |
# if an invalid combination occurs we set the appropriate | |
# exit status. | |
lsvec = jobu < 2 # Calculate left singular vectors | |
rsvec = jobv < 2 # Calculate right singular vectors | |
l2tran = (jobt == 1) and (m == n) | |
is_complex = np.iscomplexobj(A) | |
invalid_real_jobv = (jobv == 1) and (not lsvec) and (not is_complex) | |
invalid_cplx_jobu = (jobu == 2) and not (rsvec and l2tran) and is_complex | |
invalid_cplx_jobv = (jobv == 2) and not (lsvec and l2tran) and is_complex | |
# Set the exit status to the expected value. | |
# Here we only check for invalid combinations, not individual | |
# parameters. | |
if invalid_cplx_jobu: | |
exit_status = -2 | |
elif invalid_real_jobv or invalid_cplx_jobv: | |
exit_status = -3 | |
else: | |
exit_status = 0 | |
if (jobu > 1) and (jobv == 1): | |
assert_raises(Exception, gejsv, A, joba, jobu, jobv, jobr, jobt, jobp) | |
else: | |
sva, u, v, work, iwork, info = gejsv(A, | |
joba=joba, | |
jobu=jobu, | |
jobv=jobv, | |
jobr=jobr, | |
jobt=jobt, | |
jobp=jobp) | |
# Check that ?gejsv exited successfully/as expected | |
assert_equal(info, exit_status) | |
# If exit_status is non-zero the combination of jobs is invalid. | |
# We test this above but no calculations are performed. | |
if not exit_status: | |
# Check the returned singular values | |
sigma = (work[0] / work[1]) * sva[:n] | |
assert_allclose(sigma, svd(A, compute_uv=False), atol=atol) | |
if jobu == 1: | |
# If JOBU = 'F', then u contains the M-by-M matrix of | |
# the left singular vectors, including an ONB of the orthogonal | |
# complement of the Range(A) | |
# However, to recalculate A we are concerned about the | |
# first n singular values and so can ignore the latter. | |
# TODO: Add a test for ONB? | |
u = u[:, :n] | |
if lsvec and rsvec: | |
assert_allclose(u @ np.diag(sigma) @ v.conj().T, A, atol=atol) | |
if lsvec: | |
assert_allclose(u.conj().T @ u, np.identity(n), atol=atol) | |
if rsvec: | |
assert_allclose(v.conj().T @ v, np.identity(n), atol=atol) | |
assert_equal(iwork[0], np.linalg.matrix_rank(A)) | |
assert_equal(iwork[1], np.count_nonzero(sigma)) | |
# iwork[2] is non-zero if requested accuracy is not warranted for | |
# the data. This should never occur for these tests. | |
assert_equal(iwork[2], 0) | |
def test_gejsv_edge_arguments(dtype): | |
"""Test edge arguments return expected status""" | |
gejsv = get_lapack_funcs('gejsv', dtype=dtype) | |
# scalar A | |
sva, u, v, work, iwork, info = gejsv(1.) | |
assert_equal(info, 0) | |
assert_equal(u.shape, (1, 1)) | |
assert_equal(v.shape, (1, 1)) | |
assert_equal(sva, np.array([1.], dtype=dtype)) | |
# 1d A | |
A = np.ones((1,), dtype=dtype) | |
sva, u, v, work, iwork, info = gejsv(A) | |
assert_equal(info, 0) | |
assert_equal(u.shape, (1, 1)) | |
assert_equal(v.shape, (1, 1)) | |
assert_equal(sva, np.array([1.], dtype=dtype)) | |
# 2d empty A | |
A = np.ones((1, 0), dtype=dtype) | |
sva, u, v, work, iwork, info = gejsv(A) | |
assert_equal(info, 0) | |
assert_equal(u.shape, (1, 0)) | |
assert_equal(v.shape, (1, 0)) | |
assert_equal(sva, np.array([], dtype=dtype)) | |
# make sure "overwrite_a" is respected - user reported in gh-13191 | |
A = np.sin(np.arange(100).reshape(10, 10)).astype(dtype) | |
A = np.asfortranarray(A + A.T) # make it symmetric and column major | |
Ac = A.copy('A') | |
_ = gejsv(A) | |
assert_allclose(A, Ac) | |
def test_gejsv_invalid_job_arguments(kwargs): | |
"""Test invalid job arguments raise an Exception""" | |
A = np.ones((2, 2), dtype=float) | |
gejsv = get_lapack_funcs('gejsv', dtype=float) | |
assert_raises(Exception, gejsv, A, **kwargs) | |
def test_gejsv_NAG(A, sva_expect, u_expect, v_expect): | |
""" | |
This test implements the example found in the NAG manual, f08khf. | |
An example was not found for the complex case. | |
""" | |
# NAG manual provides accuracy up to 4 decimals | |
atol = 1e-4 | |
gejsv = get_lapack_funcs('gejsv', dtype=A.dtype) | |
sva, u, v, work, iwork, info = gejsv(A) | |
assert_allclose(sva_expect, sva, atol=atol) | |
assert_allclose(u_expect, u, atol=atol) | |
assert_allclose(v_expect, v, atol=atol) | |
def test_gttrf_gttrs(dtype): | |
# The test uses ?gttrf and ?gttrs to solve a random system for each dtype, | |
# tests that the output of ?gttrf define LU matrices, that input | |
# parameters are unmodified, transposal options function correctly, that | |
# incompatible matrix shapes raise an error, and singular matrices return | |
# non zero info. | |
seed(42) | |
n = 10 | |
atol = 100 * np.finfo(dtype).eps | |
# create the matrix in accordance with the data type | |
du = generate_random_dtype_array((n-1,), dtype=dtype) | |
d = generate_random_dtype_array((n,), dtype=dtype) | |
dl = generate_random_dtype_array((n-1,), dtype=dtype) | |
diag_cpy = [dl.copy(), d.copy(), du.copy()] | |
A = np.diag(d) + np.diag(dl, -1) + np.diag(du, 1) | |
x = np.random.rand(n) | |
b = A @ x | |
gttrf, gttrs = get_lapack_funcs(('gttrf', 'gttrs'), dtype=dtype) | |
_dl, _d, _du, du2, ipiv, info = gttrf(dl, d, du) | |
# test to assure that the inputs of ?gttrf are unmodified | |
assert_array_equal(dl, diag_cpy[0]) | |
assert_array_equal(d, diag_cpy[1]) | |
assert_array_equal(du, diag_cpy[2]) | |
# generate L and U factors from ?gttrf return values | |
# L/U are lower/upper triangular by construction (initially and at end) | |
U = np.diag(_d, 0) + np.diag(_du, 1) + np.diag(du2, 2) | |
L = np.eye(n, dtype=dtype) | |
for i, m in enumerate(_dl): | |
# L is given in a factored form. | |
# See | |
# www.hpcavf.uclan.ac.uk/softwaredoc/sgi_scsl_html/sgi_html/ch03.html | |
piv = ipiv[i] - 1 | |
# right multiply by permutation matrix | |
L[:, [i, piv]] = L[:, [piv, i]] | |
# right multiply by Li, rank-one modification of identity | |
L[:, i] += L[:, i+1]*m | |
# one last permutation | |
i, piv = -1, ipiv[-1] - 1 | |
# right multiply by final permutation matrix | |
L[:, [i, piv]] = L[:, [piv, i]] | |
# check that the outputs of ?gttrf define an LU decomposition of A | |
assert_allclose(A, L @ U, atol=atol) | |
b_cpy = b.copy() | |
x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b) | |
# test that the inputs of ?gttrs are unmodified | |
assert_array_equal(b, b_cpy) | |
# test that the result of ?gttrs matches the expected input | |
assert_allclose(x, x_gttrs, atol=atol) | |
# test that ?gttrf and ?gttrs work with transposal options | |
if dtype in REAL_DTYPES: | |
trans = "T" | |
b_trans = A.T @ x | |
else: | |
trans = "C" | |
b_trans = A.conj().T @ x | |
x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b_trans, trans=trans) | |
assert_allclose(x, x_gttrs, atol=atol) | |
# test that ValueError is raised with incompatible matrix shapes | |
with assert_raises(ValueError): | |
gttrf(dl[:-1], d, du) | |
with assert_raises(ValueError): | |
gttrf(dl, d[:-1], du) | |
with assert_raises(ValueError): | |
gttrf(dl, d, du[:-1]) | |
# test that matrix of size n=2 raises exception | |
with assert_raises(Exception): | |
gttrf(dl[0], d[:1], du[0]) | |
# test that singular (row of all zeroes) matrix fails via info | |
du[0] = 0 | |
d[0] = 0 | |
__dl, __d, __du, _du2, _ipiv, _info = gttrf(dl, d, du) | |
np.testing.assert_(__d[info - 1] == 0, | |
"?gttrf: _d[info-1] is {}, not the illegal value :0." | |
.format(__d[info - 1])) | |
def test_gttrf_gttrs_NAG_f07cdf_f07cef_f07crf_f07csf(du, d, dl, du_exp, d_exp, | |
du2_exp, ipiv_exp, b, x): | |
# test to assure that wrapper is consistent with NAG Library Manual Mark 26 | |
# example problems: f07cdf and f07cef (real) | |
# examples: f07crf and f07csf (complex) | |
# (Links may expire, so search for "NAG Library Manual Mark 26" online) | |
gttrf, gttrs = get_lapack_funcs(('gttrf', "gttrs"), (du[0], du[0])) | |
_dl, _d, _du, du2, ipiv, info = gttrf(dl, d, du) | |
assert_allclose(du2, du2_exp) | |
assert_allclose(_du, du_exp) | |
assert_allclose(_d, d_exp, atol=1e-4) # NAG examples provide 4 decimals. | |
assert_allclose(ipiv, ipiv_exp) | |
x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b) | |
assert_allclose(x_gttrs, x) | |
def test_geqrfp_lwork(dtype, shape): | |
geqrfp_lwork = get_lapack_funcs(('geqrfp_lwork'), dtype=dtype) | |
m, n = shape | |
lwork, info = geqrfp_lwork(m=m, n=n) | |
assert_equal(info, 0) | |
def test_pttrf_pttrs(ddtype, dtype): | |
seed(42) | |
# set test tolerance appropriate for dtype | |
atol = 100*np.finfo(dtype).eps | |
# n is the length diagonal of A | |
n = 10 | |
# create diagonals according to size and dtype | |
# diagonal d should always be real. | |
# add 4 to d so it will be dominant for all dtypes | |
d = generate_random_dtype_array((n,), ddtype) + 4 | |
# diagonal e may be real or complex. | |
e = generate_random_dtype_array((n-1,), dtype) | |
# assemble diagonals together into matrix | |
A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1) | |
# store a copy of diagonals to later verify | |
diag_cpy = [d.copy(), e.copy()] | |
pttrf = get_lapack_funcs('pttrf', dtype=dtype) | |
_d, _e, info = pttrf(d, e) | |
# test to assure that the inputs of ?pttrf are unmodified | |
assert_array_equal(d, diag_cpy[0]) | |
assert_array_equal(e, diag_cpy[1]) | |
assert_equal(info, 0, err_msg=f"pttrf: info = {info}, should be 0") | |
# test that the factors from pttrf can be recombined to make A | |
L = np.diag(_e, -1) + np.diag(np.ones(n)) | |
D = np.diag(_d) | |
assert_allclose(A, L@[email protected]().T, atol=atol) | |
# generate random solution x | |
x = generate_random_dtype_array((n,), dtype) | |
# determine accompanying b to get soln x | |
b = A@x | |
# determine _x from pttrs | |
pttrs = get_lapack_funcs('pttrs', dtype=dtype) | |
_x, info = pttrs(_d, _e.conj(), b) | |
assert_equal(info, 0, err_msg=f"pttrs: info = {info}, should be 0") | |
# test that _x from pttrs matches the expected x | |
assert_allclose(x, _x, atol=atol) | |
def test_pttrf_pttrs_errors_incompatible_shape(ddtype, dtype): | |
n = 10 | |
pttrf = get_lapack_funcs('pttrf', dtype=dtype) | |
d = generate_random_dtype_array((n,), ddtype) + 2 | |
e = generate_random_dtype_array((n-1,), dtype) | |
# test that ValueError is raised with incompatible matrix shapes | |
assert_raises(ValueError, pttrf, d[:-1], e) | |
assert_raises(ValueError, pttrf, d, e[:-1]) | |
def test_pttrf_pttrs_errors_singular_nonSPD(ddtype, dtype): | |
n = 10 | |
pttrf = get_lapack_funcs('pttrf', dtype=dtype) | |
d = generate_random_dtype_array((n,), ddtype) + 2 | |
e = generate_random_dtype_array((n-1,), dtype) | |
# test that singular (row of all zeroes) matrix fails via info | |
d[0] = 0 | |
e[0] = 0 | |
_d, _e, info = pttrf(d, e) | |
assert_equal(_d[info - 1], 0, | |
f"?pttrf: _d[info-1] is {_d[info - 1]}, not the illegal value :0.") | |
# test with non-spd matrix | |
d = generate_random_dtype_array((n,), ddtype) | |
_d, _e, info = pttrf(d, e) | |
assert_(info != 0, "?pttrf should fail with non-spd matrix, but didn't") | |
def test_pttrf_pttrs_NAG(d, e, d_expect, e_expect, b, x_expect): | |
# test to assure that wrapper is consistent with NAG Manual Mark 26 | |
# example problems: f07jdf and f07jef (real) | |
# examples: f07jrf and f07csf (complex) | |
# NAG examples provide 4 decimals. | |
# (Links expire, so please search for "NAG Library Manual Mark 26" online) | |
atol = 1e-4 | |
pttrf = get_lapack_funcs('pttrf', dtype=e[0]) | |
_d, _e, info = pttrf(d, e) | |
assert_allclose(_d, d_expect, atol=atol) | |
assert_allclose(_e, e_expect, atol=atol) | |
pttrs = get_lapack_funcs('pttrs', dtype=e[0]) | |
_x, info = pttrs(_d, _e.conj(), b) | |
assert_allclose(_x, x_expect, atol=atol) | |
# also test option `lower` | |
if e.dtype in COMPLEX_DTYPES: | |
_x, info = pttrs(_d, _e, b, lower=1) | |
assert_allclose(_x, x_expect, atol=atol) | |
def pteqr_get_d_e_A_z(dtype, realtype, n, compute_z): | |
# used by ?pteqr tests to build parameters | |
# returns tuple of (d, e, A, z) | |
if compute_z == 1: | |
# build Hermitian A from Q**T * tri * Q = A by creating Q and tri | |
A_eig = generate_random_dtype_array((n, n), dtype) | |
A_eig = A_eig + np.diag(np.zeros(n) + 4*n) | |
A_eig = (A_eig + A_eig.conj().T) / 2 | |
# obtain right eigenvectors (orthogonal) | |
vr = eigh(A_eig)[1] | |
# create tridiagonal matrix | |
d = generate_random_dtype_array((n,), realtype) + 4 | |
e = generate_random_dtype_array((n-1,), realtype) | |
tri = np.diag(d) + np.diag(e, 1) + np.diag(e, -1) | |
# Build A using these factors that sytrd would: (Q**T * tri * Q = A) | |
A = vr @ tri @ vr.conj().T | |
# vr is orthogonal | |
z = vr | |
else: | |
# d and e are always real per lapack docs. | |
d = generate_random_dtype_array((n,), realtype) | |
e = generate_random_dtype_array((n-1,), realtype) | |
# make SPD | |
d = d + 4 | |
A = np.diag(d) + np.diag(e, 1) + np.diag(e, -1) | |
z = np.diag(d) + np.diag(e, -1) + np.diag(e, 1) | |
return (d, e, A, z) | |
def test_pteqr(dtype, realtype, compute_z): | |
''' | |
Tests the ?pteqr lapack routine for all dtypes and compute_z parameters. | |
It generates random SPD matrix diagonals d and e, and then confirms | |
correct eigenvalues with scipy.linalg.eig. With applicable compute_z=2 it | |
tests that z can reform A. | |
''' | |
seed(42) | |
atol = 1000*np.finfo(dtype).eps | |
pteqr = get_lapack_funcs(('pteqr'), dtype=dtype) | |
n = 10 | |
d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z) | |
d_pteqr, e_pteqr, z_pteqr, info = pteqr(d=d, e=e, z=z, compute_z=compute_z) | |
assert_equal(info, 0, f"info = {info}, should be 0.") | |
# compare the routine's eigenvalues with scipy.linalg.eig's. | |
assert_allclose(np.sort(eigh(A)[0]), np.sort(d_pteqr), atol=atol) | |
if compute_z: | |
# verify z_pteqr as orthogonal | |
assert_allclose(z_pteqr @ np.conj(z_pteqr).T, np.identity(n), | |
atol=atol) | |
# verify that z_pteqr recombines to A | |
assert_allclose(z_pteqr @ np.diag(d_pteqr) @ np.conj(z_pteqr).T, | |
A, atol=atol) | |
def test_pteqr_error_non_spd(dtype, realtype, compute_z): | |
seed(42) | |
pteqr = get_lapack_funcs(('pteqr'), dtype=dtype) | |
n = 10 | |
d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z) | |
# test with non-spd matrix | |
d_pteqr, e_pteqr, z_pteqr, info = pteqr(d - 4, e, z=z, compute_z=compute_z) | |
assert info > 0 | |
def test_pteqr_raise_error_wrong_shape(dtype, realtype, compute_z): | |
seed(42) | |
pteqr = get_lapack_funcs(('pteqr'), dtype=dtype) | |
n = 10 | |
d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z) | |
# test with incorrect/incompatible array sizes | |
assert_raises(ValueError, pteqr, d[:-1], e, z=z, compute_z=compute_z) | |
assert_raises(ValueError, pteqr, d, e[:-1], z=z, compute_z=compute_z) | |
if compute_z: | |
assert_raises(ValueError, pteqr, d, e, z=z[:-1], compute_z=compute_z) | |
def test_pteqr_error_singular(dtype, realtype, compute_z): | |
seed(42) | |
pteqr = get_lapack_funcs(('pteqr'), dtype=dtype) | |
n = 10 | |
d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z) | |
# test with singular matrix | |
d[0] = 0 | |
e[0] = 0 | |
d_pteqr, e_pteqr, z_pteqr, info = pteqr(d, e, z=z, compute_z=compute_z) | |
assert info > 0 | |
def test_pteqr_NAG_f08jgf(compute_z, d, e, d_expect, z_expect): | |
''' | |
Implements real (f08jgf) example from NAG Manual Mark 26. | |
Tests for correct outputs. | |
''' | |
# the NAG manual has 4 decimals accuracy | |
atol = 1e-4 | |
pteqr = get_lapack_funcs(('pteqr'), dtype=d.dtype) | |
z = np.diag(d) + np.diag(e, 1) + np.diag(e, -1) | |
_d, _e, _z, info = pteqr(d=d, e=e, z=z, compute_z=compute_z) | |
assert_allclose(_d, d_expect, atol=atol) | |
assert_allclose(np.abs(_z), np.abs(z_expect), atol=atol) | |
def test_geqrfp(dtype, matrix_size): | |
# Tests for all dytpes, tall, wide, and square matrices. | |
# Using the routine with random matrix A, Q and R are obtained and then | |
# tested such that R is upper triangular and non-negative on the diagonal, | |
# and Q is an orthogonal matrix. Verifies that A=Q@R. It also | |
# tests against a matrix that for which the linalg.qr method returns | |
# negative diagonals, and for error messaging. | |
# set test tolerance appropriate for dtype | |
np.random.seed(42) | |
rtol = 250*np.finfo(dtype).eps | |
atol = 100*np.finfo(dtype).eps | |
# get appropriate ?geqrfp for dtype | |
geqrfp = get_lapack_funcs(('geqrfp'), dtype=dtype) | |
gqr = get_lapack_funcs(("orgqr"), dtype=dtype) | |
m, n = matrix_size | |
# create random matrix of dimensions m x n | |
A = generate_random_dtype_array((m, n), dtype=dtype) | |
# create qr matrix using geqrfp | |
qr_A, tau, info = geqrfp(A) | |
# obtain r from the upper triangular area | |
r = np.triu(qr_A) | |
# obtain q from the orgqr lapack routine | |
# based on linalg.qr's extraction strategy of q with orgqr | |
if m > n: | |
# this adds an extra column to the end of qr_A | |
# let qqr be an empty m x m matrix | |
qqr = np.zeros((m, m), dtype=dtype) | |
# set first n columns of qqr to qr_A | |
qqr[:, :n] = qr_A | |
# determine q from this qqr | |
# note that m is a sufficient for lwork based on LAPACK documentation | |
q = gqr(qqr, tau=tau, lwork=m)[0] | |
else: | |
q = gqr(qr_A[:, :m], tau=tau, lwork=m)[0] | |
# test that q and r still make A | |
assert_allclose(q@r, A, rtol=rtol) | |
# ensure that q is orthogonal (that q @ transposed q is the identity) | |
assert_allclose(np.eye(q.shape[0]), q@(q.conj().T), rtol=rtol, | |
atol=atol) | |
# ensure r is upper tri by comparing original r to r as upper triangular | |
assert_allclose(r, np.triu(r), rtol=rtol) | |
# make sure diagonals of r are positive for this random solution | |
assert_(np.all(np.diag(r) > np.zeros(len(np.diag(r))))) | |
# ensure that info is zero for this success | |
assert_(info == 0) | |
# test that this routine gives r diagonals that are positive for a | |
# matrix that returns negatives in the diagonal with scipy.linalg.rq | |
A_negative = generate_random_dtype_array((n, m), dtype=dtype) * -1 | |
r_rq_neg, q_rq_neg = qr(A_negative) | |
rq_A_neg, tau_neg, info_neg = geqrfp(A_negative) | |
# assert that any of the entries on the diagonal from linalg.qr | |
# are negative and that all of geqrfp are positive. | |
assert_(np.any(np.diag(r_rq_neg) < 0) and | |
np.all(np.diag(r) > 0)) | |
def test_geqrfp_errors_with_empty_array(): | |
# check that empty array raises good error message | |
A_empty = np.array([]) | |
geqrfp = get_lapack_funcs('geqrfp', dtype=A_empty.dtype) | |
assert_raises(Exception, geqrfp, A_empty) | |
def test_standard_eigh_lworks(pfx, driver): | |
n = 1200 # Some sufficiently big arbitrary number | |
dtype = REAL_DTYPES if pfx == 'sy' else COMPLEX_DTYPES | |
sc_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[0]) | |
dz_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[1]) | |
try: | |
_compute_lwork(sc_dlw, n, lower=1) | |
_compute_lwork(dz_dlw, n, lower=1) | |
except Exception as e: | |
pytest.fail(f"{pfx+driver}_lwork raised unexpected exception: {e}") | |
def test_generalized_eigh_lworks(pfx, driver): | |
n = 1200 # Some sufficiently big arbitrary number | |
dtype = REAL_DTYPES if pfx == 'sy' else COMPLEX_DTYPES | |
sc_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[0]) | |
dz_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[1]) | |
# Shouldn't raise any exceptions | |
try: | |
_compute_lwork(sc_dlw, n, uplo="L") | |
_compute_lwork(dz_dlw, n, uplo="L") | |
except Exception as e: | |
pytest.fail(f"{pfx+driver}_lwork raised unexpected exception: {e}") | |
def test_orcsd_uncsd_lwork(dtype_, m): | |
seed(1234) | |
p = randint(0, m) | |
q = m - p | |
pfx = 'or' if dtype_ in REAL_DTYPES else 'un' | |
dlw = pfx + 'csd_lwork' | |
lw = get_lapack_funcs(dlw, dtype=dtype_) | |
lwval = _compute_lwork(lw, m, p, q) | |
lwval = lwval if pfx == 'un' else (lwval,) | |
assert all([x > 0 for x in lwval]) | |
def test_orcsd_uncsd(dtype_): | |
m, p, q = 250, 80, 170 | |
pfx = 'or' if dtype_ in REAL_DTYPES else 'un' | |
X = ortho_group.rvs(m) if pfx == 'or' else unitary_group.rvs(m) | |
drv, dlw = get_lapack_funcs((pfx + 'csd', pfx + 'csd_lwork'), dtype=dtype_) | |
lwval = _compute_lwork(dlw, m, p, q) | |
lwvals = {'lwork': lwval} if pfx == 'or' else dict(zip(['lwork', | |
'lrwork'], lwval)) | |
cs11, cs12, cs21, cs22, theta, u1, u2, v1t, v2t, info =\ | |
drv(X[:p, :q], X[:p, q:], X[p:, :q], X[p:, q:], **lwvals) | |
assert info == 0 | |
U = block_diag(u1, u2) | |
VH = block_diag(v1t, v2t) | |
r = min(min(p, q), min(m-p, m-q)) | |
n11 = min(p, q) - r | |
n12 = min(p, m-q) - r | |
n21 = min(m-p, q) - r | |
n22 = min(m-p, m-q) - r | |
S = np.zeros((m, m), dtype=dtype_) | |
one = dtype_(1.) | |
for i in range(n11): | |
S[i, i] = one | |
for i in range(n22): | |
S[p+i, q+i] = one | |
for i in range(n12): | |
S[i+n11+r, i+n11+r+n21+n22+r] = -one | |
for i in range(n21): | |
S[p+n22+r+i, n11+r+i] = one | |
for i in range(r): | |
S[i+n11, i+n11] = np.cos(theta[i]) | |
S[p+n22+i, i+r+n21+n22] = np.cos(theta[i]) | |
S[i+n11, i+n11+n21+n22+r] = -np.sin(theta[i]) | |
S[p+n22+i, i+n11] = np.sin(theta[i]) | |
Xc = U @ S @ VH | |
assert_allclose(X, Xc, rtol=0., atol=1e4*np.finfo(dtype_).eps) | |
def test_gtsvx(dtype, trans_bool, fact): | |
""" | |
These tests uses ?gtsvx to solve a random Ax=b system for each dtype. | |
It tests that the outputs define an LU matrix, that inputs are unmodified, | |
transposal options, incompatible shapes, singular matrices, and | |
singular factorizations. It parametrizes DTYPES and the 'fact' value along | |
with the fact related inputs. | |
""" | |
seed(42) | |
# set test tolerance appropriate for dtype | |
atol = 100 * np.finfo(dtype).eps | |
# obtain routine | |
gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype) | |
# Generate random tridiagonal matrix A | |
n = 10 | |
dl = generate_random_dtype_array((n-1,), dtype=dtype) | |
d = generate_random_dtype_array((n,), dtype=dtype) | |
du = generate_random_dtype_array((n-1,), dtype=dtype) | |
A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1) | |
# generate random solution x | |
x = generate_random_dtype_array((n, 2), dtype=dtype) | |
# create b from x for equation Ax=b | |
trans = ("T" if dtype in REAL_DTYPES else "C") if trans_bool else "N" | |
b = (A.conj().T if trans_bool else A) @ x | |
# store a copy of the inputs to check they haven't been modified later | |
inputs_cpy = [dl.copy(), d.copy(), du.copy(), b.copy()] | |
# set these to None if fact = 'N', or the output of gttrf is fact = 'F' | |
dlf_, df_, duf_, du2f_, ipiv_, info_ = \ | |
gttrf(dl, d, du) if fact == 'F' else [None]*6 | |
gtsvx_out = gtsvx(dl, d, du, b, fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out | |
assert_(info == 0, f"?gtsvx info = {info}, should be zero") | |
# assure that inputs are unmodified | |
assert_array_equal(dl, inputs_cpy[0]) | |
assert_array_equal(d, inputs_cpy[1]) | |
assert_array_equal(du, inputs_cpy[2]) | |
assert_array_equal(b, inputs_cpy[3]) | |
# test that x_soln matches the expected x | |
assert_allclose(x, x_soln, atol=atol) | |
# assert that the outputs are of correct type or shape | |
# rcond should be a scalar | |
assert_(hasattr(rcond, "__len__") is not True, | |
f"rcond should be scalar but is {rcond}") | |
# ferr should be length of # of cols in x | |
assert_(ferr.shape[0] == b.shape[1], "ferr.shape is {} but should be {}," | |
.format(ferr.shape[0], b.shape[1])) | |
# berr should be length of # of cols in x | |
assert_(berr.shape[0] == b.shape[1], "berr.shape is {} but should be {}," | |
.format(berr.shape[0], b.shape[1])) | |
def test_gtsvx_error_singular(dtype, trans_bool, fact): | |
seed(42) | |
# obtain routine | |
gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype) | |
# Generate random tridiagonal matrix A | |
n = 10 | |
dl = generate_random_dtype_array((n-1,), dtype=dtype) | |
d = generate_random_dtype_array((n,), dtype=dtype) | |
du = generate_random_dtype_array((n-1,), dtype=dtype) | |
A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1) | |
# generate random solution x | |
x = generate_random_dtype_array((n, 2), dtype=dtype) | |
# create b from x for equation Ax=b | |
trans = "T" if dtype in REAL_DTYPES else "C" | |
b = (A.conj().T if trans_bool else A) @ x | |
# set these to None if fact = 'N', or the output of gttrf is fact = 'F' | |
dlf_, df_, duf_, du2f_, ipiv_, info_ = \ | |
gttrf(dl, d, du) if fact == 'F' else [None]*6 | |
gtsvx_out = gtsvx(dl, d, du, b, fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out | |
# test with singular matrix | |
# no need to test inputs with fact "F" since ?gttrf already does. | |
if fact == "N": | |
# Construct a singular example manually | |
d[-1] = 0 | |
dl[-1] = 0 | |
# solve using routine | |
gtsvx_out = gtsvx(dl, d, du, b) | |
dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out | |
# test for the singular matrix. | |
assert info > 0, "info should be > 0 for singular matrix" | |
elif fact == 'F': | |
# assuming that a singular factorization is input | |
df_[-1] = 0 | |
duf_[-1] = 0 | |
du2f_[-1] = 0 | |
gtsvx_out = gtsvx(dl, d, du, b, fact=fact, dlf=dlf_, df=df_, duf=duf_, | |
du2=du2f_, ipiv=ipiv_) | |
dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out | |
# info should not be zero and should provide index of illegal value | |
assert info > 0, "info should be > 0 for singular matrix" | |
def test_gtsvx_error_incompatible_size(dtype, trans_bool, fact): | |
seed(42) | |
# obtain routine | |
gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype) | |
# Generate random tridiagonal matrix A | |
n = 10 | |
dl = generate_random_dtype_array((n-1,), dtype=dtype) | |
d = generate_random_dtype_array((n,), dtype=dtype) | |
du = generate_random_dtype_array((n-1,), dtype=dtype) | |
A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1) | |
# generate random solution x | |
x = generate_random_dtype_array((n, 2), dtype=dtype) | |
# create b from x for equation Ax=b | |
trans = "T" if dtype in REAL_DTYPES else "C" | |
b = (A.conj().T if trans_bool else A) @ x | |
# set these to None if fact = 'N', or the output of gttrf is fact = 'F' | |
dlf_, df_, duf_, du2f_, ipiv_, info_ = \ | |
gttrf(dl, d, du) if fact == 'F' else [None]*6 | |
if fact == "N": | |
assert_raises(ValueError, gtsvx, dl[:-1], d, du, b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
assert_raises(ValueError, gtsvx, dl, d[:-1], du, b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
assert_raises(ValueError, gtsvx, dl, d, du[:-1], b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
assert_raises(Exception, gtsvx, dl, d, du, b[:-1], | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
else: | |
assert_raises(ValueError, gtsvx, dl, d, du, b, | |
fact=fact, trans=trans, dlf=dlf_[:-1], df=df_, | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
assert_raises(ValueError, gtsvx, dl, d, du, b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_[:-1], | |
duf=duf_, du2=du2f_, ipiv=ipiv_) | |
assert_raises(ValueError, gtsvx, dl, d, du, b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_[:-1], du2=du2f_, ipiv=ipiv_) | |
assert_raises(ValueError, gtsvx, dl, d, du, b, | |
fact=fact, trans=trans, dlf=dlf_, df=df_, | |
duf=duf_, du2=du2f_[:-1], ipiv=ipiv_) | |
def test_gtsvx_NAG(du, d, dl, b, x): | |
# Test to ensure wrapper is consistent with NAG Manual Mark 26 | |
# example problems: real (f07cbf) and complex (f07cpf) | |
gtsvx = get_lapack_funcs('gtsvx', dtype=d.dtype) | |
gtsvx_out = gtsvx(dl, d, du, b) | |
dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out | |
assert_array_almost_equal(x, x_soln) | |
def test_ptsvx(dtype, realtype, fact, df_de_lambda): | |
''' | |
This tests the ?ptsvx lapack routine wrapper to solve a random system | |
Ax = b for all dtypes and input variations. Tests for: unmodified | |
input parameters, fact options, incompatible matrix shapes raise an error, | |
and singular matrices return info of illegal value. | |
''' | |
seed(42) | |
# set test tolerance appropriate for dtype | |
atol = 100 * np.finfo(dtype).eps | |
ptsvx = get_lapack_funcs('ptsvx', dtype=dtype) | |
n = 5 | |
# create diagonals according to size and dtype | |
d = generate_random_dtype_array((n,), realtype) + 4 | |
e = generate_random_dtype_array((n-1,), dtype) | |
A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1) | |
x_soln = generate_random_dtype_array((n, 2), dtype=dtype) | |
b = A @ x_soln | |
# use lambda to determine what df, ef are | |
df, ef, info = df_de_lambda(d, e) | |
# create copy to later test that they are unmodified | |
diag_cpy = [d.copy(), e.copy(), b.copy()] | |
# solve using routine | |
df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b, fact=fact, | |
df=df, ef=ef) | |
# d, e, and b should be unmodified | |
assert_array_equal(d, diag_cpy[0]) | |
assert_array_equal(e, diag_cpy[1]) | |
assert_array_equal(b, diag_cpy[2]) | |
assert_(info == 0, f"info should be 0 but is {info}.") | |
assert_array_almost_equal(x_soln, x) | |
# test that the factors from ptsvx can be recombined to make A | |
L = np.diag(ef, -1) + np.diag(np.ones(n)) | |
D = np.diag(df) | |
assert_allclose(A, L@D@(np.conj(L).T), atol=atol) | |
# assert that the outputs are of correct type or shape | |
# rcond should be a scalar | |
assert not hasattr(rcond, "__len__"), \ | |
f"rcond should be scalar but is {rcond}" | |
# ferr should be length of # of cols in x | |
assert_(ferr.shape == (2,), "ferr.shape is {} but should be ({},)" | |
.format(ferr.shape, x_soln.shape[1])) | |
# berr should be length of # of cols in x | |
assert_(berr.shape == (2,), "berr.shape is {} but should be ({},)" | |
.format(berr.shape, x_soln.shape[1])) | |
def test_ptsvx_error_raise_errors(dtype, realtype, fact, df_de_lambda): | |
seed(42) | |
ptsvx = get_lapack_funcs('ptsvx', dtype=dtype) | |
n = 5 | |
# create diagonals according to size and dtype | |
d = generate_random_dtype_array((n,), realtype) + 4 | |
e = generate_random_dtype_array((n-1,), dtype) | |
A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1) | |
x_soln = generate_random_dtype_array((n, 2), dtype=dtype) | |
b = A @ x_soln | |
# use lambda to determine what df, ef are | |
df, ef, info = df_de_lambda(d, e) | |
# test with malformatted array sizes | |
assert_raises(ValueError, ptsvx, d[:-1], e, b, fact=fact, df=df, ef=ef) | |
assert_raises(ValueError, ptsvx, d, e[:-1], b, fact=fact, df=df, ef=ef) | |
assert_raises(Exception, ptsvx, d, e, b[:-1], fact=fact, df=df, ef=ef) | |
def test_ptsvx_non_SPD_singular(dtype, realtype, fact, df_de_lambda): | |
seed(42) | |
ptsvx = get_lapack_funcs('ptsvx', dtype=dtype) | |
n = 5 | |
# create diagonals according to size and dtype | |
d = generate_random_dtype_array((n,), realtype) + 4 | |
e = generate_random_dtype_array((n-1,), dtype) | |
A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1) | |
x_soln = generate_random_dtype_array((n, 2), dtype=dtype) | |
b = A @ x_soln | |
# use lambda to determine what df, ef are | |
df, ef, info = df_de_lambda(d, e) | |
if fact == "N": | |
d[3] = 0 | |
# obtain new df, ef | |
df, ef, info = df_de_lambda(d, e) | |
# solve using routine | |
df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b) | |
# test for the singular matrix. | |
assert info > 0 and info <= n | |
# non SPD matrix | |
d = generate_random_dtype_array((n,), realtype) | |
df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b) | |
assert info > 0 and info <= n | |
else: | |
# assuming that someone is using a singular factorization | |
df, ef, info = df_de_lambda(d, e) | |
df[0] = 0 | |
ef[0] = 0 | |
df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b, fact=fact, | |
df=df, ef=ef) | |
assert info > 0 | |
def test_ptsvx_NAG(d, e, b, x): | |
# test to assure that wrapper is consistent with NAG Manual Mark 26 | |
# example problemss: f07jbf, f07jpf | |
# (Links expire, so please search for "NAG Library Manual Mark 26" online) | |
# obtain routine with correct type based on e.dtype | |
ptsvx = get_lapack_funcs('ptsvx', dtype=e.dtype) | |
# solve using routine | |
df, ef, x_ptsvx, rcond, ferr, berr, info = ptsvx(d, e, b) | |
# determine ptsvx's solution and x are the same. | |
assert_array_almost_equal(x, x_ptsvx) | |
def test_pptrs_pptri_pptrf_ppsv_ppcon(dtype, lower): | |
seed(1234) | |
atol = np.finfo(dtype).eps*100 | |
# Manual conversion to/from packed format is feasible here. | |
n, nrhs = 10, 4 | |
a = generate_random_dtype_array([n, n], dtype=dtype) | |
b = generate_random_dtype_array([n, nrhs], dtype=dtype) | |
a = a.conj().T + a + np.eye(n, dtype=dtype) * dtype(5.) | |
if lower: | |
inds = ([x for y in range(n) for x in range(y, n)], | |
[y for y in range(n) for x in range(y, n)]) | |
else: | |
inds = ([x for y in range(1, n+1) for x in range(y)], | |
[y-1 for y in range(1, n+1) for x in range(y)]) | |
ap = a[inds] | |
ppsv, pptrf, pptrs, pptri, ppcon = get_lapack_funcs( | |
('ppsv', 'pptrf', 'pptrs', 'pptri', 'ppcon'), | |
dtype=dtype, | |
ilp64="preferred") | |
ul, info = pptrf(n, ap, lower=lower) | |
assert_equal(info, 0) | |
aul = cholesky(a, lower=lower)[inds] | |
assert_allclose(ul, aul, rtol=0, atol=atol) | |
uli, info = pptri(n, ul, lower=lower) | |
assert_equal(info, 0) | |
auli = inv(a)[inds] | |
assert_allclose(uli, auli, rtol=0, atol=atol) | |
x, info = pptrs(n, ul, b, lower=lower) | |
assert_equal(info, 0) | |
bx = solve(a, b) | |
assert_allclose(x, bx, rtol=0, atol=atol) | |
xv, info = ppsv(n, ap, b, lower=lower) | |
assert_equal(info, 0) | |
assert_allclose(xv, bx, rtol=0, atol=atol) | |
anorm = np.linalg.norm(a, 1) | |
rcond, info = ppcon(n, ap, anorm=anorm, lower=lower) | |
assert_equal(info, 0) | |
assert_(abs(1/rcond - np.linalg.cond(a, p=1))*rcond < 1) | |
def test_gees_trexc(dtype): | |
seed(1234) | |
atol = np.finfo(dtype).eps*100 | |
n = 10 | |
a = generate_random_dtype_array([n, n], dtype=dtype) | |
gees, trexc = get_lapack_funcs(('gees', 'trexc'), dtype=dtype) | |
result = gees(lambda x: None, a, overwrite_a=False) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
z = result[-3] | |
d2 = t[6, 6] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol) | |
result = trexc(t, z, 7, 1) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
z = result[-2] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(t[0, 0], d2, rtol=0, atol=atol) | |
def test_trexc_NAG(t, ifst, ilst, expect): | |
""" | |
This test implements the example found in the NAG manual, | |
f08qfc, f08qtc, f08qgc, f08quc. | |
""" | |
# NAG manual provides accuracy up to 4 decimals | |
atol = 1e-4 | |
trexc = get_lapack_funcs('trexc', dtype=t.dtype) | |
result = trexc(t, t, ifst, ilst, wantq=0) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
assert_allclose(expect, t, atol=atol) | |
def test_gges_tgexc(dtype): | |
if ( | |
dtype == np.float32 and | |
sys.platform == 'darwin' and | |
blas_provider == 'openblas' and | |
blas_version < '0.3.21.dev' | |
): | |
pytest.xfail("gges[float32] broken for OpenBLAS on macOS, see gh-16949") | |
seed(1234) | |
atol = np.finfo(dtype).eps*100 | |
n = 10 | |
a = generate_random_dtype_array([n, n], dtype=dtype) | |
b = generate_random_dtype_array([n, n], dtype=dtype) | |
gges, tgexc = get_lapack_funcs(('gges', 'tgexc'), dtype=dtype) | |
result = gges(lambda x: None, a, b, overwrite_a=False, overwrite_b=False) | |
assert_equal(result[-1], 0) | |
s = result[0] | |
t = result[1] | |
q = result[-4] | |
z = result[-3] | |
d1 = s[0, 0] / t[0, 0] | |
d2 = s[6, 6] / t[6, 6] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(s, np.triu(s), rtol=0, atol=atol) | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol) | |
result = tgexc(s, t, q, z, 7, 1) | |
assert_equal(result[-1], 0) | |
s = result[0] | |
t = result[1] | |
q = result[2] | |
z = result[3] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(s, np.triu(s), rtol=0, atol=atol) | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol) | |
assert_allclose(s[0, 0] / t[0, 0], d2, rtol=0, atol=atol) | |
assert_allclose(s[1, 1] / t[1, 1], d1, rtol=0, atol=atol) | |
def test_gees_trsen(dtype): | |
seed(1234) | |
atol = np.finfo(dtype).eps*100 | |
n = 10 | |
a = generate_random_dtype_array([n, n], dtype=dtype) | |
gees, trsen, trsen_lwork = get_lapack_funcs( | |
('gees', 'trsen', 'trsen_lwork'), dtype=dtype) | |
result = gees(lambda x: None, a, overwrite_a=False) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
z = result[-3] | |
d2 = t[6, 6] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol) | |
select = np.zeros(n) | |
select[6] = 1 | |
lwork = _compute_lwork(trsen_lwork, select, t) | |
if dtype in COMPLEX_DTYPES: | |
result = trsen(select, t, z, lwork=lwork) | |
else: | |
result = trsen(select, t, z, lwork=lwork, liwork=lwork[1]) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
z = result[1] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(t[0, 0], d2, rtol=0, atol=atol) | |
def test_trsen_NAG(t, q, select, expect, expect_s, expect_sep): | |
""" | |
This test implements the example found in the NAG manual, | |
f08qgc, f08quc. | |
""" | |
# NAG manual provides accuracy up to 4 and 2 decimals | |
atol = 1e-4 | |
atol2 = 1e-2 | |
trsen, trsen_lwork = get_lapack_funcs( | |
('trsen', 'trsen_lwork'), dtype=t.dtype) | |
lwork = _compute_lwork(trsen_lwork, select, t) | |
if t.dtype in COMPLEX_DTYPES: | |
result = trsen(select, t, q, lwork=lwork) | |
else: | |
result = trsen(select, t, q, lwork=lwork, liwork=lwork[1]) | |
assert_equal(result[-1], 0) | |
t = result[0] | |
q = result[1] | |
if t.dtype in COMPLEX_DTYPES: | |
s = result[4] | |
sep = result[5] | |
else: | |
s = result[5] | |
sep = result[6] | |
assert_allclose(expect, q @ t @ q.conj().T, atol=atol) | |
assert_allclose(expect_s, 1 / s, atol=atol2) | |
assert_allclose(expect_sep, 1 / sep, atol=atol2) | |
def test_gges_tgsen(dtype): | |
if ( | |
dtype == np.float32 and | |
sys.platform == 'darwin' and | |
blas_provider == 'openblas' and | |
blas_version < '0.3.21.dev' | |
): | |
pytest.xfail("gges[float32] broken for OpenBLAS on macOS, see gh-16949") | |
seed(1234) | |
atol = np.finfo(dtype).eps*100 | |
n = 10 | |
a = generate_random_dtype_array([n, n], dtype=dtype) | |
b = generate_random_dtype_array([n, n], dtype=dtype) | |
gges, tgsen, tgsen_lwork = get_lapack_funcs( | |
('gges', 'tgsen', 'tgsen_lwork'), dtype=dtype) | |
result = gges(lambda x: None, a, b, overwrite_a=False, overwrite_b=False) | |
assert_equal(result[-1], 0) | |
s = result[0] | |
t = result[1] | |
q = result[-4] | |
z = result[-3] | |
d1 = s[0, 0] / t[0, 0] | |
d2 = s[6, 6] / t[6, 6] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(s, np.triu(s), rtol=0, atol=atol) | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol) | |
select = np.zeros(n) | |
select[6] = 1 | |
lwork = _compute_lwork(tgsen_lwork, select, s, t) | |
# off-by-one error in LAPACK, see gh-issue #13397 | |
lwork = (lwork[0]+1, lwork[1]) | |
result = tgsen(select, s, t, q, z, lwork=lwork) | |
assert_equal(result[-1], 0) | |
s = result[0] | |
t = result[1] | |
q = result[-7] | |
z = result[-6] | |
if dtype in COMPLEX_DTYPES: | |
assert_allclose(s, np.triu(s), rtol=0, atol=atol) | |
assert_allclose(t, np.triu(t), rtol=0, atol=atol) | |
assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol) | |
assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol) | |
assert_allclose(s[0, 0] / t[0, 0], d2, rtol=0, atol=atol) | |
assert_allclose(s[1, 1] / t[1, 1], d1, rtol=0, atol=atol) | |
def test_tgsyl_NAG(a, b, c, d, e, f, rans, lans, dtype): | |
atol = 1e-4 | |
tgsyl = get_lapack_funcs(('tgsyl'), dtype=dtype) | |
rout, lout, scale, dif, info = tgsyl(a, b, c, d, e, f) | |
assert_equal(info, 0) | |
assert_allclose(scale, 1.0, rtol=0, atol=np.finfo(dtype).eps*100, | |
err_msg="SCALE must be 1.0") | |
assert_allclose(dif, 0.0, rtol=0, atol=np.finfo(dtype).eps*100, | |
err_msg="DIF must be nearly 0") | |
assert_allclose(rout, rans, atol=atol, | |
err_msg="Solution for R is incorrect") | |
assert_allclose(lout, lans, atol=atol, | |
err_msg="Solution for L is incorrect") | |
def test_tgsyl(dtype, trans, ijob): | |
atol = 1e-3 if dtype == np.float32 else 1e-10 | |
rng = np.random.default_rng(1685779866898198) | |
m, n = 10, 15 | |
a, d, *_ = qz(rng.uniform(-10, 10, [m, m]).astype(dtype), | |
rng.uniform(-10, 10, [m, m]).astype(dtype), | |
output='real') | |
b, e, *_ = qz(rng.uniform(-10, 10, [n, n]).astype(dtype), | |
rng.uniform(-10, 10, [n, n]).astype(dtype), | |
output='real') | |
c = rng.uniform(-2, 2, [m, n]).astype(dtype) | |
f = rng.uniform(-2, 2, [m, n]).astype(dtype) | |
tgsyl = get_lapack_funcs(('tgsyl'), dtype=dtype) | |
rout, lout, scale, dif, info = tgsyl(a, b, c, d, e, f, | |
trans=trans, ijob=ijob) | |
assert info == 0, "INFO is non-zero" | |
assert scale >= 0.0, "SCALE must be non-negative" | |
if ijob == 0: | |
assert_allclose(dif, 0.0, rtol=0, atol=np.finfo(dtype).eps*100, | |
err_msg="DIF must be 0 for ijob =0") | |
else: | |
assert dif >= 0.0, "DIF must be non-negative" | |
# Only DIF is calculated for ijob = 3/4 | |
if ijob <= 2: | |
if trans == 'N': | |
lhs1 = a @ rout - lout @ b | |
rhs1 = scale*c | |
lhs2 = d @ rout - lout @ e | |
rhs2 = scale*f | |
elif trans == 'T': | |
lhs1 = np.transpose(a) @ rout + np.transpose(d) @ lout | |
rhs1 = scale*c | |
lhs2 = rout @ np.transpose(b) + lout @ np.transpose(e) | |
rhs2 = -1.0*scale*f | |
assert_allclose(lhs1, rhs1, atol=atol, rtol=0., | |
err_msg='lhs1 and rhs1 do not match') | |
assert_allclose(lhs2, rhs2, atol=atol, rtol=0., | |
err_msg='lhs2 and rhs2 do not match') | |