peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/linalg
/tests
/test_procrustes.py
from itertools import product, permutations | |
import numpy as np | |
from numpy.testing import assert_array_less, assert_allclose | |
from pytest import raises as assert_raises | |
from scipy.linalg import inv, eigh, norm | |
from scipy.linalg import orthogonal_procrustes | |
from scipy.sparse._sputils import matrix | |
def test_orthogonal_procrustes_ndim_too_large(): | |
np.random.seed(1234) | |
A = np.random.randn(3, 4, 5) | |
B = np.random.randn(3, 4, 5) | |
assert_raises(ValueError, orthogonal_procrustes, A, B) | |
def test_orthogonal_procrustes_ndim_too_small(): | |
np.random.seed(1234) | |
A = np.random.randn(3) | |
B = np.random.randn(3) | |
assert_raises(ValueError, orthogonal_procrustes, A, B) | |
def test_orthogonal_procrustes_shape_mismatch(): | |
np.random.seed(1234) | |
shapes = ((3, 3), (3, 4), (4, 3), (4, 4)) | |
for a, b in permutations(shapes, 2): | |
A = np.random.randn(*a) | |
B = np.random.randn(*b) | |
assert_raises(ValueError, orthogonal_procrustes, A, B) | |
def test_orthogonal_procrustes_checkfinite_exception(): | |
np.random.seed(1234) | |
m, n = 2, 3 | |
A_good = np.random.randn(m, n) | |
B_good = np.random.randn(m, n) | |
for bad_value in np.inf, -np.inf, np.nan: | |
A_bad = A_good.copy() | |
A_bad[1, 2] = bad_value | |
B_bad = B_good.copy() | |
B_bad[1, 2] = bad_value | |
for A, B in ((A_good, B_bad), (A_bad, B_good), (A_bad, B_bad)): | |
assert_raises(ValueError, orthogonal_procrustes, A, B) | |
def test_orthogonal_procrustes_scale_invariance(): | |
np.random.seed(1234) | |
m, n = 4, 3 | |
for i in range(3): | |
A_orig = np.random.randn(m, n) | |
B_orig = np.random.randn(m, n) | |
R_orig, s = orthogonal_procrustes(A_orig, B_orig) | |
for A_scale in np.square(np.random.randn(3)): | |
for B_scale in np.square(np.random.randn(3)): | |
R, s = orthogonal_procrustes(A_orig * A_scale, B_orig * B_scale) | |
assert_allclose(R, R_orig) | |
def test_orthogonal_procrustes_array_conversion(): | |
np.random.seed(1234) | |
for m, n in ((6, 4), (4, 4), (4, 6)): | |
A_arr = np.random.randn(m, n) | |
B_arr = np.random.randn(m, n) | |
As = (A_arr, A_arr.tolist(), matrix(A_arr)) | |
Bs = (B_arr, B_arr.tolist(), matrix(B_arr)) | |
R_arr, s = orthogonal_procrustes(A_arr, B_arr) | |
AR_arr = A_arr.dot(R_arr) | |
for A, B in product(As, Bs): | |
R, s = orthogonal_procrustes(A, B) | |
AR = A_arr.dot(R) | |
assert_allclose(AR, AR_arr) | |
def test_orthogonal_procrustes(): | |
np.random.seed(1234) | |
for m, n in ((6, 4), (4, 4), (4, 6)): | |
# Sample a random target matrix. | |
B = np.random.randn(m, n) | |
# Sample a random orthogonal matrix | |
# by computing eigh of a sampled symmetric matrix. | |
X = np.random.randn(n, n) | |
w, V = eigh(X.T + X) | |
assert_allclose(inv(V), V.T) | |
# Compute a matrix with a known orthogonal transformation that gives B. | |
A = np.dot(B, V.T) | |
# Check that an orthogonal transformation from A to B can be recovered. | |
R, s = orthogonal_procrustes(A, B) | |
assert_allclose(inv(R), R.T) | |
assert_allclose(A.dot(R), B) | |
# Create a perturbed input matrix. | |
A_perturbed = A + 1e-2 * np.random.randn(m, n) | |
# Check that the orthogonal procrustes function can find an orthogonal | |
# transformation that is better than the orthogonal transformation | |
# computed from the original input matrix. | |
R_prime, s = orthogonal_procrustes(A_perturbed, B) | |
assert_allclose(inv(R_prime), R_prime.T) | |
# Compute the naive and optimal transformations of the perturbed input. | |
naive_approx = A_perturbed.dot(R) | |
optim_approx = A_perturbed.dot(R_prime) | |
# Compute the Frobenius norm errors of the matrix approximations. | |
naive_approx_error = norm(naive_approx - B, ord='fro') | |
optim_approx_error = norm(optim_approx - B, ord='fro') | |
# Check that the orthogonal Procrustes approximation is better. | |
assert_array_less(optim_approx_error, naive_approx_error) | |
def _centered(A): | |
mu = A.mean(axis=0) | |
return A - mu, mu | |
def test_orthogonal_procrustes_exact_example(): | |
# Check a small application. | |
# It uses translation, scaling, reflection, and rotation. | |
# | |
# | | |
# a b | | |
# | | |
# d c | w | |
# | | |
# --------+--- x ----- z --- | |
# | | |
# | y | |
# | | |
# | |
A_orig = np.array([[-3, 3], [-2, 3], [-2, 2], [-3, 2]], dtype=float) | |
B_orig = np.array([[3, 2], [1, 0], [3, -2], [5, 0]], dtype=float) | |
A, A_mu = _centered(A_orig) | |
B, B_mu = _centered(B_orig) | |
R, s = orthogonal_procrustes(A, B) | |
scale = s / np.square(norm(A)) | |
B_approx = scale * np.dot(A, R) + B_mu | |
assert_allclose(B_approx, B_orig, atol=1e-8) | |
def test_orthogonal_procrustes_stretched_example(): | |
# Try again with a target with a stretched y axis. | |
A_orig = np.array([[-3, 3], [-2, 3], [-2, 2], [-3, 2]], dtype=float) | |
B_orig = np.array([[3, 40], [1, 0], [3, -40], [5, 0]], dtype=float) | |
A, A_mu = _centered(A_orig) | |
B, B_mu = _centered(B_orig) | |
R, s = orthogonal_procrustes(A, B) | |
scale = s / np.square(norm(A)) | |
B_approx = scale * np.dot(A, R) + B_mu | |
expected = np.array([[3, 21], [-18, 0], [3, -21], [24, 0]], dtype=float) | |
assert_allclose(B_approx, expected, atol=1e-8) | |
# Check disparity symmetry. | |
expected_disparity = 0.4501246882793018 | |
AB_disparity = np.square(norm(B_approx - B_orig) / norm(B)) | |
assert_allclose(AB_disparity, expected_disparity) | |
R, s = orthogonal_procrustes(B, A) | |
scale = s / np.square(norm(B)) | |
A_approx = scale * np.dot(B, R) + A_mu | |
BA_disparity = np.square(norm(A_approx - A_orig) / norm(A)) | |
assert_allclose(BA_disparity, expected_disparity) | |
def test_orthogonal_procrustes_skbio_example(): | |
# This transformation is also exact. | |
# It uses translation, scaling, and reflection. | |
# | |
# | | |
# | a | |
# | b | |
# | c d | |
# --+--------- | |
# | | |
# | w | |
# | | |
# | x | |
# | | |
# | z y | |
# | | |
# | |
A_orig = np.array([[4, -2], [4, -4], [4, -6], [2, -6]], dtype=float) | |
B_orig = np.array([[1, 3], [1, 2], [1, 1], [2, 1]], dtype=float) | |
B_standardized = np.array([ | |
[-0.13363062, 0.6681531], | |
[-0.13363062, 0.13363062], | |
[-0.13363062, -0.40089186], | |
[0.40089186, -0.40089186]]) | |
A, A_mu = _centered(A_orig) | |
B, B_mu = _centered(B_orig) | |
R, s = orthogonal_procrustes(A, B) | |
scale = s / np.square(norm(A)) | |
B_approx = scale * np.dot(A, R) + B_mu | |
assert_allclose(B_approx, B_orig) | |
assert_allclose(B / norm(B), B_standardized) | |