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|
1 |
+
import itertools
|
2 |
+
import warnings
|
3 |
+
|
4 |
+
import numpy as np
|
5 |
+
from numpy import (arange, array, dot, zeros, identity, conjugate, transpose,
|
6 |
+
float32)
|
7 |
+
from numpy.random import random
|
8 |
+
|
9 |
+
from numpy.testing import (assert_equal, assert_almost_equal, assert_,
|
10 |
+
assert_array_almost_equal, assert_allclose,
|
11 |
+
assert_array_equal, suppress_warnings)
|
12 |
+
import pytest
|
13 |
+
from pytest import raises as assert_raises
|
14 |
+
|
15 |
+
from scipy.linalg import (solve, inv, det, lstsq, pinv, pinvh, norm,
|
16 |
+
solve_banded, solveh_banded, solve_triangular,
|
17 |
+
solve_circulant, circulant, LinAlgError, block_diag,
|
18 |
+
matrix_balance, qr, LinAlgWarning)
|
19 |
+
|
20 |
+
from scipy.linalg._testutils import assert_no_overwrite
|
21 |
+
from scipy._lib._testutils import check_free_memory, IS_MUSL
|
22 |
+
from scipy.linalg.blas import HAS_ILP64
|
23 |
+
from scipy._lib.deprecation import _NoValue
|
24 |
+
|
25 |
+
REAL_DTYPES = (np.float32, np.float64, np.longdouble)
|
26 |
+
COMPLEX_DTYPES = (np.complex64, np.complex128, np.clongdouble)
|
27 |
+
DTYPES = REAL_DTYPES + COMPLEX_DTYPES
|
28 |
+
|
29 |
+
|
30 |
+
def _eps_cast(dtyp):
|
31 |
+
"""Get the epsilon for dtype, possibly downcast to BLAS types."""
|
32 |
+
dt = dtyp
|
33 |
+
if dt == np.longdouble:
|
34 |
+
dt = np.float64
|
35 |
+
elif dt == np.clongdouble:
|
36 |
+
dt = np.complex128
|
37 |
+
return np.finfo(dt).eps
|
38 |
+
|
39 |
+
|
40 |
+
class TestSolveBanded:
|
41 |
+
|
42 |
+
def test_real(self):
|
43 |
+
a = array([[1.0, 20, 0, 0],
|
44 |
+
[-30, 4, 6, 0],
|
45 |
+
[2, 1, 20, 2],
|
46 |
+
[0, -1, 7, 14]])
|
47 |
+
ab = array([[0.0, 20, 6, 2],
|
48 |
+
[1, 4, 20, 14],
|
49 |
+
[-30, 1, 7, 0],
|
50 |
+
[2, -1, 0, 0]])
|
51 |
+
l, u = 2, 1
|
52 |
+
b4 = array([10.0, 0.0, 2.0, 14.0])
|
53 |
+
b4by1 = b4.reshape(-1, 1)
|
54 |
+
b4by2 = array([[2, 1],
|
55 |
+
[-30, 4],
|
56 |
+
[2, 3],
|
57 |
+
[1, 3]])
|
58 |
+
b4by4 = array([[1, 0, 0, 0],
|
59 |
+
[0, 0, 0, 1],
|
60 |
+
[0, 1, 0, 0],
|
61 |
+
[0, 1, 0, 0]])
|
62 |
+
for b in [b4, b4by1, b4by2, b4by4]:
|
63 |
+
x = solve_banded((l, u), ab, b)
|
64 |
+
assert_array_almost_equal(dot(a, x), b)
|
65 |
+
|
66 |
+
def test_complex(self):
|
67 |
+
a = array([[1.0, 20, 0, 0],
|
68 |
+
[-30, 4, 6, 0],
|
69 |
+
[2j, 1, 20, 2j],
|
70 |
+
[0, -1, 7, 14]])
|
71 |
+
ab = array([[0.0, 20, 6, 2j],
|
72 |
+
[1, 4, 20, 14],
|
73 |
+
[-30, 1, 7, 0],
|
74 |
+
[2j, -1, 0, 0]])
|
75 |
+
l, u = 2, 1
|
76 |
+
b4 = array([10.0, 0.0, 2.0, 14.0j])
|
77 |
+
b4by1 = b4.reshape(-1, 1)
|
78 |
+
b4by2 = array([[2, 1],
|
79 |
+
[-30, 4],
|
80 |
+
[2, 3],
|
81 |
+
[1, 3]])
|
82 |
+
b4by4 = array([[1, 0, 0, 0],
|
83 |
+
[0, 0, 0, 1j],
|
84 |
+
[0, 1, 0, 0],
|
85 |
+
[0, 1, 0, 0]])
|
86 |
+
for b in [b4, b4by1, b4by2, b4by4]:
|
87 |
+
x = solve_banded((l, u), ab, b)
|
88 |
+
assert_array_almost_equal(dot(a, x), b)
|
89 |
+
|
90 |
+
def test_tridiag_real(self):
|
91 |
+
ab = array([[0.0, 20, 6, 2],
|
92 |
+
[1, 4, 20, 14],
|
93 |
+
[-30, 1, 7, 0]])
|
94 |
+
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
|
95 |
+
ab[2, :-1], -1)
|
96 |
+
b4 = array([10.0, 0.0, 2.0, 14.0])
|
97 |
+
b4by1 = b4.reshape(-1, 1)
|
98 |
+
b4by2 = array([[2, 1],
|
99 |
+
[-30, 4],
|
100 |
+
[2, 3],
|
101 |
+
[1, 3]])
|
102 |
+
b4by4 = array([[1, 0, 0, 0],
|
103 |
+
[0, 0, 0, 1],
|
104 |
+
[0, 1, 0, 0],
|
105 |
+
[0, 1, 0, 0]])
|
106 |
+
for b in [b4, b4by1, b4by2, b4by4]:
|
107 |
+
x = solve_banded((1, 1), ab, b)
|
108 |
+
assert_array_almost_equal(dot(a, x), b)
|
109 |
+
|
110 |
+
def test_tridiag_complex(self):
|
111 |
+
ab = array([[0.0, 20, 6, 2j],
|
112 |
+
[1, 4, 20, 14],
|
113 |
+
[-30, 1, 7, 0]])
|
114 |
+
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
|
115 |
+
ab[2, :-1], -1)
|
116 |
+
b4 = array([10.0, 0.0, 2.0, 14.0j])
|
117 |
+
b4by1 = b4.reshape(-1, 1)
|
118 |
+
b4by2 = array([[2, 1],
|
119 |
+
[-30, 4],
|
120 |
+
[2, 3],
|
121 |
+
[1, 3]])
|
122 |
+
b4by4 = array([[1, 0, 0, 0],
|
123 |
+
[0, 0, 0, 1],
|
124 |
+
[0, 1, 0, 0],
|
125 |
+
[0, 1, 0, 0]])
|
126 |
+
for b in [b4, b4by1, b4by2, b4by4]:
|
127 |
+
x = solve_banded((1, 1), ab, b)
|
128 |
+
assert_array_almost_equal(dot(a, x), b)
|
129 |
+
|
130 |
+
def test_check_finite(self):
|
131 |
+
a = array([[1.0, 20, 0, 0],
|
132 |
+
[-30, 4, 6, 0],
|
133 |
+
[2, 1, 20, 2],
|
134 |
+
[0, -1, 7, 14]])
|
135 |
+
ab = array([[0.0, 20, 6, 2],
|
136 |
+
[1, 4, 20, 14],
|
137 |
+
[-30, 1, 7, 0],
|
138 |
+
[2, -1, 0, 0]])
|
139 |
+
l, u = 2, 1
|
140 |
+
b4 = array([10.0, 0.0, 2.0, 14.0])
|
141 |
+
x = solve_banded((l, u), ab, b4, check_finite=False)
|
142 |
+
assert_array_almost_equal(dot(a, x), b4)
|
143 |
+
|
144 |
+
def test_bad_shape(self):
|
145 |
+
ab = array([[0.0, 20, 6, 2],
|
146 |
+
[1, 4, 20, 14],
|
147 |
+
[-30, 1, 7, 0],
|
148 |
+
[2, -1, 0, 0]])
|
149 |
+
l, u = 2, 1
|
150 |
+
bad = array([1.0, 2.0, 3.0, 4.0]).reshape(-1, 4)
|
151 |
+
assert_raises(ValueError, solve_banded, (l, u), ab, bad)
|
152 |
+
assert_raises(ValueError, solve_banded, (l, u), ab, [1.0, 2.0])
|
153 |
+
|
154 |
+
# Values of (l,u) are not compatible with ab.
|
155 |
+
assert_raises(ValueError, solve_banded, (1, 1), ab, [1.0, 2.0])
|
156 |
+
|
157 |
+
def test_1x1(self):
|
158 |
+
b = array([[1., 2., 3.]])
|
159 |
+
x = solve_banded((1, 1), [[0], [2], [0]], b)
|
160 |
+
assert_array_equal(x, [[0.5, 1.0, 1.5]])
|
161 |
+
assert_equal(x.dtype, np.dtype('f8'))
|
162 |
+
assert_array_equal(b, [[1.0, 2.0, 3.0]])
|
163 |
+
|
164 |
+
def test_native_list_arguments(self):
|
165 |
+
a = [[1.0, 20, 0, 0],
|
166 |
+
[-30, 4, 6, 0],
|
167 |
+
[2, 1, 20, 2],
|
168 |
+
[0, -1, 7, 14]]
|
169 |
+
ab = [[0.0, 20, 6, 2],
|
170 |
+
[1, 4, 20, 14],
|
171 |
+
[-30, 1, 7, 0],
|
172 |
+
[2, -1, 0, 0]]
|
173 |
+
l, u = 2, 1
|
174 |
+
b = [10.0, 0.0, 2.0, 14.0]
|
175 |
+
x = solve_banded((l, u), ab, b)
|
176 |
+
assert_array_almost_equal(dot(a, x), b)
|
177 |
+
|
178 |
+
|
179 |
+
class TestSolveHBanded:
|
180 |
+
|
181 |
+
def test_01_upper(self):
|
182 |
+
# Solve
|
183 |
+
# [ 4 1 2 0] [1]
|
184 |
+
# [ 1 4 1 2] X = [4]
|
185 |
+
# [ 2 1 4 1] [1]
|
186 |
+
# [ 0 2 1 4] [2]
|
187 |
+
# with the RHS as a 1D array.
|
188 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
189 |
+
[-99, 1.0, 1.0, 1.0],
|
190 |
+
[4.0, 4.0, 4.0, 4.0]])
|
191 |
+
b = array([1.0, 4.0, 1.0, 2.0])
|
192 |
+
x = solveh_banded(ab, b)
|
193 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
|
194 |
+
|
195 |
+
def test_02_upper(self):
|
196 |
+
# Solve
|
197 |
+
# [ 4 1 2 0] [1 6]
|
198 |
+
# [ 1 4 1 2] X = [4 2]
|
199 |
+
# [ 2 1 4 1] [1 6]
|
200 |
+
# [ 0 2 1 4] [2 1]
|
201 |
+
#
|
202 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
203 |
+
[-99, 1.0, 1.0, 1.0],
|
204 |
+
[4.0, 4.0, 4.0, 4.0]])
|
205 |
+
b = array([[1.0, 6.0],
|
206 |
+
[4.0, 2.0],
|
207 |
+
[1.0, 6.0],
|
208 |
+
[2.0, 1.0]])
|
209 |
+
x = solveh_banded(ab, b)
|
210 |
+
expected = array([[0.0, 1.0],
|
211 |
+
[1.0, 0.0],
|
212 |
+
[0.0, 1.0],
|
213 |
+
[0.0, 0.0]])
|
214 |
+
assert_array_almost_equal(x, expected)
|
215 |
+
|
216 |
+
def test_03_upper(self):
|
217 |
+
# Solve
|
218 |
+
# [ 4 1 2 0] [1]
|
219 |
+
# [ 1 4 1 2] X = [4]
|
220 |
+
# [ 2 1 4 1] [1]
|
221 |
+
# [ 0 2 1 4] [2]
|
222 |
+
# with the RHS as a 2D array with shape (3,1).
|
223 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
224 |
+
[-99, 1.0, 1.0, 1.0],
|
225 |
+
[4.0, 4.0, 4.0, 4.0]])
|
226 |
+
b = array([1.0, 4.0, 1.0, 2.0]).reshape(-1, 1)
|
227 |
+
x = solveh_banded(ab, b)
|
228 |
+
assert_array_almost_equal(x, array([0., 1., 0., 0.]).reshape(-1, 1))
|
229 |
+
|
230 |
+
def test_01_lower(self):
|
231 |
+
# Solve
|
232 |
+
# [ 4 1 2 0] [1]
|
233 |
+
# [ 1 4 1 2] X = [4]
|
234 |
+
# [ 2 1 4 1] [1]
|
235 |
+
# [ 0 2 1 4] [2]
|
236 |
+
#
|
237 |
+
ab = array([[4.0, 4.0, 4.0, 4.0],
|
238 |
+
[1.0, 1.0, 1.0, -99],
|
239 |
+
[2.0, 2.0, 0.0, 0.0]])
|
240 |
+
b = array([1.0, 4.0, 1.0, 2.0])
|
241 |
+
x = solveh_banded(ab, b, lower=True)
|
242 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
|
243 |
+
|
244 |
+
def test_02_lower(self):
|
245 |
+
# Solve
|
246 |
+
# [ 4 1 2 0] [1 6]
|
247 |
+
# [ 1 4 1 2] X = [4 2]
|
248 |
+
# [ 2 1 4 1] [1 6]
|
249 |
+
# [ 0 2 1 4] [2 1]
|
250 |
+
#
|
251 |
+
ab = array([[4.0, 4.0, 4.0, 4.0],
|
252 |
+
[1.0, 1.0, 1.0, -99],
|
253 |
+
[2.0, 2.0, 0.0, 0.0]])
|
254 |
+
b = array([[1.0, 6.0],
|
255 |
+
[4.0, 2.0],
|
256 |
+
[1.0, 6.0],
|
257 |
+
[2.0, 1.0]])
|
258 |
+
x = solveh_banded(ab, b, lower=True)
|
259 |
+
expected = array([[0.0, 1.0],
|
260 |
+
[1.0, 0.0],
|
261 |
+
[0.0, 1.0],
|
262 |
+
[0.0, 0.0]])
|
263 |
+
assert_array_almost_equal(x, expected)
|
264 |
+
|
265 |
+
def test_01_float32(self):
|
266 |
+
# Solve
|
267 |
+
# [ 4 1 2 0] [1]
|
268 |
+
# [ 1 4 1 2] X = [4]
|
269 |
+
# [ 2 1 4 1] [1]
|
270 |
+
# [ 0 2 1 4] [2]
|
271 |
+
#
|
272 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
273 |
+
[-99, 1.0, 1.0, 1.0],
|
274 |
+
[4.0, 4.0, 4.0, 4.0]], dtype=float32)
|
275 |
+
b = array([1.0, 4.0, 1.0, 2.0], dtype=float32)
|
276 |
+
x = solveh_banded(ab, b)
|
277 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
|
278 |
+
|
279 |
+
def test_02_float32(self):
|
280 |
+
# Solve
|
281 |
+
# [ 4 1 2 0] [1 6]
|
282 |
+
# [ 1 4 1 2] X = [4 2]
|
283 |
+
# [ 2 1 4 1] [1 6]
|
284 |
+
# [ 0 2 1 4] [2 1]
|
285 |
+
#
|
286 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
287 |
+
[-99, 1.0, 1.0, 1.0],
|
288 |
+
[4.0, 4.0, 4.0, 4.0]], dtype=float32)
|
289 |
+
b = array([[1.0, 6.0],
|
290 |
+
[4.0, 2.0],
|
291 |
+
[1.0, 6.0],
|
292 |
+
[2.0, 1.0]], dtype=float32)
|
293 |
+
x = solveh_banded(ab, b)
|
294 |
+
expected = array([[0.0, 1.0],
|
295 |
+
[1.0, 0.0],
|
296 |
+
[0.0, 1.0],
|
297 |
+
[0.0, 0.0]])
|
298 |
+
assert_array_almost_equal(x, expected)
|
299 |
+
|
300 |
+
def test_01_complex(self):
|
301 |
+
# Solve
|
302 |
+
# [ 4 -j 2 0] [2-j]
|
303 |
+
# [ j 4 -j 2] X = [4-j]
|
304 |
+
# [ 2 j 4 -j] [4+j]
|
305 |
+
# [ 0 2 j 4] [2+j]
|
306 |
+
#
|
307 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
308 |
+
[-99, -1.0j, -1.0j, -1.0j],
|
309 |
+
[4.0, 4.0, 4.0, 4.0]])
|
310 |
+
b = array([2-1.0j, 4.0-1j, 4+1j, 2+1j])
|
311 |
+
x = solveh_banded(ab, b)
|
312 |
+
assert_array_almost_equal(x, [0.0, 1.0, 1.0, 0.0])
|
313 |
+
|
314 |
+
def test_02_complex(self):
|
315 |
+
# Solve
|
316 |
+
# [ 4 -j 2 0] [2-j 2+4j]
|
317 |
+
# [ j 4 -j 2] X = [4-j -1-j]
|
318 |
+
# [ 2 j 4 -j] [4+j 4+2j]
|
319 |
+
# [ 0 2 j 4] [2+j j]
|
320 |
+
#
|
321 |
+
ab = array([[0.0, 0.0, 2.0, 2.0],
|
322 |
+
[-99, -1.0j, -1.0j, -1.0j],
|
323 |
+
[4.0, 4.0, 4.0, 4.0]])
|
324 |
+
b = array([[2-1j, 2+4j],
|
325 |
+
[4.0-1j, -1-1j],
|
326 |
+
[4.0+1j, 4+2j],
|
327 |
+
[2+1j, 1j]])
|
328 |
+
x = solveh_banded(ab, b)
|
329 |
+
expected = array([[0.0, 1.0j],
|
330 |
+
[1.0, 0.0],
|
331 |
+
[1.0, 1.0],
|
332 |
+
[0.0, 0.0]])
|
333 |
+
assert_array_almost_equal(x, expected)
|
334 |
+
|
335 |
+
def test_tridiag_01_upper(self):
|
336 |
+
# Solve
|
337 |
+
# [ 4 1 0] [1]
|
338 |
+
# [ 1 4 1] X = [4]
|
339 |
+
# [ 0 1 4] [1]
|
340 |
+
# with the RHS as a 1D array.
|
341 |
+
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
|
342 |
+
b = array([1.0, 4.0, 1.0])
|
343 |
+
x = solveh_banded(ab, b)
|
344 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
|
345 |
+
|
346 |
+
def test_tridiag_02_upper(self):
|
347 |
+
# Solve
|
348 |
+
# [ 4 1 0] [1 4]
|
349 |
+
# [ 1 4 1] X = [4 2]
|
350 |
+
# [ 0 1 4] [1 4]
|
351 |
+
#
|
352 |
+
ab = array([[-99, 1.0, 1.0],
|
353 |
+
[4.0, 4.0, 4.0]])
|
354 |
+
b = array([[1.0, 4.0],
|
355 |
+
[4.0, 2.0],
|
356 |
+
[1.0, 4.0]])
|
357 |
+
x = solveh_banded(ab, b)
|
358 |
+
expected = array([[0.0, 1.0],
|
359 |
+
[1.0, 0.0],
|
360 |
+
[0.0, 1.0]])
|
361 |
+
assert_array_almost_equal(x, expected)
|
362 |
+
|
363 |
+
def test_tridiag_03_upper(self):
|
364 |
+
# Solve
|
365 |
+
# [ 4 1 0] [1]
|
366 |
+
# [ 1 4 1] X = [4]
|
367 |
+
# [ 0 1 4] [1]
|
368 |
+
# with the RHS as a 2D array with shape (3,1).
|
369 |
+
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
|
370 |
+
b = array([1.0, 4.0, 1.0]).reshape(-1, 1)
|
371 |
+
x = solveh_banded(ab, b)
|
372 |
+
assert_array_almost_equal(x, array([0.0, 1.0, 0.0]).reshape(-1, 1))
|
373 |
+
|
374 |
+
def test_tridiag_01_lower(self):
|
375 |
+
# Solve
|
376 |
+
# [ 4 1 0] [1]
|
377 |
+
# [ 1 4 1] X = [4]
|
378 |
+
# [ 0 1 4] [1]
|
379 |
+
#
|
380 |
+
ab = array([[4.0, 4.0, 4.0],
|
381 |
+
[1.0, 1.0, -99]])
|
382 |
+
b = array([1.0, 4.0, 1.0])
|
383 |
+
x = solveh_banded(ab, b, lower=True)
|
384 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
|
385 |
+
|
386 |
+
def test_tridiag_02_lower(self):
|
387 |
+
# Solve
|
388 |
+
# [ 4 1 0] [1 4]
|
389 |
+
# [ 1 4 1] X = [4 2]
|
390 |
+
# [ 0 1 4] [1 4]
|
391 |
+
#
|
392 |
+
ab = array([[4.0, 4.0, 4.0],
|
393 |
+
[1.0, 1.0, -99]])
|
394 |
+
b = array([[1.0, 4.0],
|
395 |
+
[4.0, 2.0],
|
396 |
+
[1.0, 4.0]])
|
397 |
+
x = solveh_banded(ab, b, lower=True)
|
398 |
+
expected = array([[0.0, 1.0],
|
399 |
+
[1.0, 0.0],
|
400 |
+
[0.0, 1.0]])
|
401 |
+
assert_array_almost_equal(x, expected)
|
402 |
+
|
403 |
+
def test_tridiag_01_float32(self):
|
404 |
+
# Solve
|
405 |
+
# [ 4 1 0] [1]
|
406 |
+
# [ 1 4 1] X = [4]
|
407 |
+
# [ 0 1 4] [1]
|
408 |
+
#
|
409 |
+
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]], dtype=float32)
|
410 |
+
b = array([1.0, 4.0, 1.0], dtype=float32)
|
411 |
+
x = solveh_banded(ab, b)
|
412 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
|
413 |
+
|
414 |
+
def test_tridiag_02_float32(self):
|
415 |
+
# Solve
|
416 |
+
# [ 4 1 0] [1 4]
|
417 |
+
# [ 1 4 1] X = [4 2]
|
418 |
+
# [ 0 1 4] [1 4]
|
419 |
+
#
|
420 |
+
ab = array([[-99, 1.0, 1.0],
|
421 |
+
[4.0, 4.0, 4.0]], dtype=float32)
|
422 |
+
b = array([[1.0, 4.0],
|
423 |
+
[4.0, 2.0],
|
424 |
+
[1.0, 4.0]], dtype=float32)
|
425 |
+
x = solveh_banded(ab, b)
|
426 |
+
expected = array([[0.0, 1.0],
|
427 |
+
[1.0, 0.0],
|
428 |
+
[0.0, 1.0]])
|
429 |
+
assert_array_almost_equal(x, expected)
|
430 |
+
|
431 |
+
def test_tridiag_01_complex(self):
|
432 |
+
# Solve
|
433 |
+
# [ 4 -j 0] [ -j]
|
434 |
+
# [ j 4 -j] X = [4-j]
|
435 |
+
# [ 0 j 4] [4+j]
|
436 |
+
#
|
437 |
+
ab = array([[-99, -1.0j, -1.0j], [4.0, 4.0, 4.0]])
|
438 |
+
b = array([-1.0j, 4.0-1j, 4+1j])
|
439 |
+
x = solveh_banded(ab, b)
|
440 |
+
assert_array_almost_equal(x, [0.0, 1.0, 1.0])
|
441 |
+
|
442 |
+
def test_tridiag_02_complex(self):
|
443 |
+
# Solve
|
444 |
+
# [ 4 -j 0] [ -j 4j]
|
445 |
+
# [ j 4 -j] X = [4-j -1-j]
|
446 |
+
# [ 0 j 4] [4+j 4 ]
|
447 |
+
#
|
448 |
+
ab = array([[-99, -1.0j, -1.0j],
|
449 |
+
[4.0, 4.0, 4.0]])
|
450 |
+
b = array([[-1j, 4.0j],
|
451 |
+
[4.0-1j, -1.0-1j],
|
452 |
+
[4.0+1j, 4.0]])
|
453 |
+
x = solveh_banded(ab, b)
|
454 |
+
expected = array([[0.0, 1.0j],
|
455 |
+
[1.0, 0.0],
|
456 |
+
[1.0, 1.0]])
|
457 |
+
assert_array_almost_equal(x, expected)
|
458 |
+
|
459 |
+
def test_check_finite(self):
|
460 |
+
# Solve
|
461 |
+
# [ 4 1 0] [1]
|
462 |
+
# [ 1 4 1] X = [4]
|
463 |
+
# [ 0 1 4] [1]
|
464 |
+
# with the RHS as a 1D array.
|
465 |
+
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
|
466 |
+
b = array([1.0, 4.0, 1.0])
|
467 |
+
x = solveh_banded(ab, b, check_finite=False)
|
468 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
|
469 |
+
|
470 |
+
def test_bad_shapes(self):
|
471 |
+
ab = array([[-99, 1.0, 1.0],
|
472 |
+
[4.0, 4.0, 4.0]])
|
473 |
+
b = array([[1.0, 4.0],
|
474 |
+
[4.0, 2.0]])
|
475 |
+
assert_raises(ValueError, solveh_banded, ab, b)
|
476 |
+
assert_raises(ValueError, solveh_banded, ab, [1.0, 2.0])
|
477 |
+
assert_raises(ValueError, solveh_banded, ab, [1.0])
|
478 |
+
|
479 |
+
def test_1x1(self):
|
480 |
+
x = solveh_banded([[1]], [[1, 2, 3]])
|
481 |
+
assert_array_equal(x, [[1.0, 2.0, 3.0]])
|
482 |
+
assert_equal(x.dtype, np.dtype('f8'))
|
483 |
+
|
484 |
+
def test_native_list_arguments(self):
|
485 |
+
# Same as test_01_upper, using python's native list.
|
486 |
+
ab = [[0.0, 0.0, 2.0, 2.0],
|
487 |
+
[-99, 1.0, 1.0, 1.0],
|
488 |
+
[4.0, 4.0, 4.0, 4.0]]
|
489 |
+
b = [1.0, 4.0, 1.0, 2.0]
|
490 |
+
x = solveh_banded(ab, b)
|
491 |
+
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
|
492 |
+
|
493 |
+
|
494 |
+
class TestSolve:
|
495 |
+
def setup_method(self):
|
496 |
+
np.random.seed(1234)
|
497 |
+
|
498 |
+
def test_20Feb04_bug(self):
|
499 |
+
a = [[1, 1], [1.0, 0]] # ok
|
500 |
+
x0 = solve(a, [1, 0j])
|
501 |
+
assert_array_almost_equal(dot(a, x0), [1, 0])
|
502 |
+
|
503 |
+
# gives failure with clapack.zgesv(..,rowmajor=0)
|
504 |
+
a = [[1, 1], [1.2, 0]]
|
505 |
+
b = [1, 0j]
|
506 |
+
x0 = solve(a, b)
|
507 |
+
assert_array_almost_equal(dot(a, x0), [1, 0])
|
508 |
+
|
509 |
+
def test_simple(self):
|
510 |
+
a = [[1, 20], [-30, 4]]
|
511 |
+
for b in ([[1, 0], [0, 1]],
|
512 |
+
[1, 0],
|
513 |
+
[[2, 1], [-30, 4]]
|
514 |
+
):
|
515 |
+
x = solve(a, b)
|
516 |
+
assert_array_almost_equal(dot(a, x), b)
|
517 |
+
|
518 |
+
def test_simple_complex(self):
|
519 |
+
a = array([[5, 2], [2j, 4]], 'D')
|
520 |
+
for b in ([1j, 0],
|
521 |
+
[[1j, 1j], [0, 2]],
|
522 |
+
[1, 0j],
|
523 |
+
array([1, 0], 'D'),
|
524 |
+
):
|
525 |
+
x = solve(a, b)
|
526 |
+
assert_array_almost_equal(dot(a, x), b)
|
527 |
+
|
528 |
+
def test_simple_pos(self):
|
529 |
+
a = [[2, 3], [3, 5]]
|
530 |
+
for lower in [0, 1]:
|
531 |
+
for b in ([[1, 0], [0, 1]],
|
532 |
+
[1, 0]
|
533 |
+
):
|
534 |
+
x = solve(a, b, assume_a='pos', lower=lower)
|
535 |
+
assert_array_almost_equal(dot(a, x), b)
|
536 |
+
|
537 |
+
def test_simple_pos_complexb(self):
|
538 |
+
a = [[5, 2], [2, 4]]
|
539 |
+
for b in ([1j, 0],
|
540 |
+
[[1j, 1j], [0, 2]],
|
541 |
+
):
|
542 |
+
x = solve(a, b, assume_a='pos')
|
543 |
+
assert_array_almost_equal(dot(a, x), b)
|
544 |
+
|
545 |
+
def test_simple_sym(self):
|
546 |
+
a = [[2, 3], [3, -5]]
|
547 |
+
for lower in [0, 1]:
|
548 |
+
for b in ([[1, 0], [0, 1]],
|
549 |
+
[1, 0]
|
550 |
+
):
|
551 |
+
x = solve(a, b, assume_a='sym', lower=lower)
|
552 |
+
assert_array_almost_equal(dot(a, x), b)
|
553 |
+
|
554 |
+
def test_simple_sym_complexb(self):
|
555 |
+
a = [[5, 2], [2, -4]]
|
556 |
+
for b in ([1j, 0],
|
557 |
+
[[1j, 1j], [0, 2]]
|
558 |
+
):
|
559 |
+
x = solve(a, b, assume_a='sym')
|
560 |
+
assert_array_almost_equal(dot(a, x), b)
|
561 |
+
|
562 |
+
def test_simple_sym_complex(self):
|
563 |
+
a = [[5, 2+1j], [2+1j, -4]]
|
564 |
+
for b in ([1j, 0],
|
565 |
+
[1, 0],
|
566 |
+
[[1j, 1j], [0, 2]]
|
567 |
+
):
|
568 |
+
x = solve(a, b, assume_a='sym')
|
569 |
+
assert_array_almost_equal(dot(a, x), b)
|
570 |
+
|
571 |
+
def test_simple_her_actuallysym(self):
|
572 |
+
a = [[2, 3], [3, -5]]
|
573 |
+
for lower in [0, 1]:
|
574 |
+
for b in ([[1, 0], [0, 1]],
|
575 |
+
[1, 0],
|
576 |
+
[1j, 0],
|
577 |
+
):
|
578 |
+
x = solve(a, b, assume_a='her', lower=lower)
|
579 |
+
assert_array_almost_equal(dot(a, x), b)
|
580 |
+
|
581 |
+
def test_simple_her(self):
|
582 |
+
a = [[5, 2+1j], [2-1j, -4]]
|
583 |
+
for b in ([1j, 0],
|
584 |
+
[1, 0],
|
585 |
+
[[1j, 1j], [0, 2]]
|
586 |
+
):
|
587 |
+
x = solve(a, b, assume_a='her')
|
588 |
+
assert_array_almost_equal(dot(a, x), b)
|
589 |
+
|
590 |
+
def test_nils_20Feb04(self):
|
591 |
+
n = 2
|
592 |
+
A = random([n, n])+random([n, n])*1j
|
593 |
+
X = zeros((n, n), 'D')
|
594 |
+
Ainv = inv(A)
|
595 |
+
R = identity(n)+identity(n)*0j
|
596 |
+
for i in arange(0, n):
|
597 |
+
r = R[:, i]
|
598 |
+
X[:, i] = solve(A, r)
|
599 |
+
assert_array_almost_equal(X, Ainv)
|
600 |
+
|
601 |
+
def test_random(self):
|
602 |
+
|
603 |
+
n = 20
|
604 |
+
a = random([n, n])
|
605 |
+
for i in range(n):
|
606 |
+
a[i, i] = 20*(.1+a[i, i])
|
607 |
+
for i in range(4):
|
608 |
+
b = random([n, 3])
|
609 |
+
x = solve(a, b)
|
610 |
+
assert_array_almost_equal(dot(a, x), b)
|
611 |
+
|
612 |
+
def test_random_complex(self):
|
613 |
+
n = 20
|
614 |
+
a = random([n, n]) + 1j * random([n, n])
|
615 |
+
for i in range(n):
|
616 |
+
a[i, i] = 20*(.1+a[i, i])
|
617 |
+
for i in range(2):
|
618 |
+
b = random([n, 3])
|
619 |
+
x = solve(a, b)
|
620 |
+
assert_array_almost_equal(dot(a, x), b)
|
621 |
+
|
622 |
+
def test_random_sym(self):
|
623 |
+
n = 20
|
624 |
+
a = random([n, n])
|
625 |
+
for i in range(n):
|
626 |
+
a[i, i] = abs(20*(.1+a[i, i]))
|
627 |
+
for j in range(i):
|
628 |
+
a[i, j] = a[j, i]
|
629 |
+
for i in range(4):
|
630 |
+
b = random([n])
|
631 |
+
x = solve(a, b, assume_a="pos")
|
632 |
+
assert_array_almost_equal(dot(a, x), b)
|
633 |
+
|
634 |
+
def test_random_sym_complex(self):
|
635 |
+
n = 20
|
636 |
+
a = random([n, n])
|
637 |
+
a = a + 1j*random([n, n])
|
638 |
+
for i in range(n):
|
639 |
+
a[i, i] = abs(20*(.1+a[i, i]))
|
640 |
+
for j in range(i):
|
641 |
+
a[i, j] = conjugate(a[j, i])
|
642 |
+
b = random([n])+2j*random([n])
|
643 |
+
for i in range(2):
|
644 |
+
x = solve(a, b, assume_a="pos")
|
645 |
+
assert_array_almost_equal(dot(a, x), b)
|
646 |
+
|
647 |
+
def test_check_finite(self):
|
648 |
+
a = [[1, 20], [-30, 4]]
|
649 |
+
for b in ([[1, 0], [0, 1]], [1, 0],
|
650 |
+
[[2, 1], [-30, 4]]):
|
651 |
+
x = solve(a, b, check_finite=False)
|
652 |
+
assert_array_almost_equal(dot(a, x), b)
|
653 |
+
|
654 |
+
def test_scalar_a_and_1D_b(self):
|
655 |
+
a = 1
|
656 |
+
b = [1, 2, 3]
|
657 |
+
x = solve(a, b)
|
658 |
+
assert_array_almost_equal(x.ravel(), b)
|
659 |
+
assert_(x.shape == (3,), 'Scalar_a_1D_b test returned wrong shape')
|
660 |
+
|
661 |
+
def test_simple2(self):
|
662 |
+
a = np.array([[1.80, 2.88, 2.05, -0.89],
|
663 |
+
[525.00, -295.00, -95.00, -380.00],
|
664 |
+
[1.58, -2.69, -2.90, -1.04],
|
665 |
+
[-1.11, -0.66, -0.59, 0.80]])
|
666 |
+
|
667 |
+
b = np.array([[9.52, 18.47],
|
668 |
+
[2435.00, 225.00],
|
669 |
+
[0.77, -13.28],
|
670 |
+
[-6.22, -6.21]])
|
671 |
+
|
672 |
+
x = solve(a, b)
|
673 |
+
assert_array_almost_equal(x, np.array([[1., -1, 3, -5],
|
674 |
+
[3, 2, 4, 1]]).T)
|
675 |
+
|
676 |
+
def test_simple_complex2(self):
|
677 |
+
a = np.array([[-1.34+2.55j, 0.28+3.17j, -6.39-2.20j, 0.72-0.92j],
|
678 |
+
[-1.70-14.10j, 33.10-1.50j, -1.50+13.40j, 12.90+13.80j],
|
679 |
+
[-3.29-2.39j, -1.91+4.42j, -0.14-1.35j, 1.72+1.35j],
|
680 |
+
[2.41+0.39j, -0.56+1.47j, -0.83-0.69j, -1.96+0.67j]])
|
681 |
+
|
682 |
+
b = np.array([[26.26+51.78j, 31.32-6.70j],
|
683 |
+
[64.30-86.80j, 158.60-14.20j],
|
684 |
+
[-5.75+25.31j, -2.15+30.19j],
|
685 |
+
[1.16+2.57j, -2.56+7.55j]])
|
686 |
+
|
687 |
+
x = solve(a, b)
|
688 |
+
assert_array_almost_equal(x, np. array([[1+1.j, -1-2.j],
|
689 |
+
[2-3.j, 5+1.j],
|
690 |
+
[-4-5.j, -3+4.j],
|
691 |
+
[6.j, 2-3.j]]))
|
692 |
+
|
693 |
+
def test_hermitian(self):
|
694 |
+
# An upper triangular matrix will be used for hermitian matrix a
|
695 |
+
a = np.array([[-1.84, 0.11-0.11j, -1.78-1.18j, 3.91-1.50j],
|
696 |
+
[0, -4.63, -1.84+0.03j, 2.21+0.21j],
|
697 |
+
[0, 0, -8.87, 1.58-0.90j],
|
698 |
+
[0, 0, 0, -1.36]])
|
699 |
+
b = np.array([[2.98-10.18j, 28.68-39.89j],
|
700 |
+
[-9.58+3.88j, -24.79-8.40j],
|
701 |
+
[-0.77-16.05j, 4.23-70.02j],
|
702 |
+
[7.79+5.48j, -35.39+18.01j]])
|
703 |
+
res = np.array([[2.+1j, -8+6j],
|
704 |
+
[3.-2j, 7-2j],
|
705 |
+
[-1+2j, -1+5j],
|
706 |
+
[1.-1j, 3-4j]])
|
707 |
+
x = solve(a, b, assume_a='her')
|
708 |
+
assert_array_almost_equal(x, res)
|
709 |
+
# Also conjugate a and test for lower triangular data
|
710 |
+
x = solve(a.conj().T, b, assume_a='her', lower=True)
|
711 |
+
assert_array_almost_equal(x, res)
|
712 |
+
|
713 |
+
def test_pos_and_sym(self):
|
714 |
+
A = np.arange(1, 10).reshape(3, 3)
|
715 |
+
x = solve(np.tril(A)/9, np.ones(3), assume_a='pos')
|
716 |
+
assert_array_almost_equal(x, [9., 1.8, 1.])
|
717 |
+
x = solve(np.tril(A)/9, np.ones(3), assume_a='sym')
|
718 |
+
assert_array_almost_equal(x, [9., 1.8, 1.])
|
719 |
+
|
720 |
+
def test_singularity(self):
|
721 |
+
a = np.array([[1, 0, 0, 0, 0, 0, 1, 0, 1],
|
722 |
+
[1, 1, 1, 0, 0, 0, 1, 0, 1],
|
723 |
+
[0, 1, 1, 0, 0, 0, 1, 0, 1],
|
724 |
+
[1, 0, 1, 1, 1, 1, 0, 0, 0],
|
725 |
+
[1, 0, 1, 1, 1, 1, 0, 0, 0],
|
726 |
+
[1, 0, 1, 1, 1, 1, 0, 0, 0],
|
727 |
+
[1, 0, 1, 1, 1, 1, 0, 0, 0],
|
728 |
+
[1, 1, 1, 1, 1, 1, 1, 1, 1],
|
729 |
+
[1, 1, 1, 1, 1, 1, 1, 1, 1]])
|
730 |
+
b = np.arange(9)[:, None]
|
731 |
+
assert_raises(LinAlgError, solve, a, b)
|
732 |
+
|
733 |
+
def test_ill_condition_warning(self):
|
734 |
+
a = np.array([[1, 1], [1+1e-16, 1-1e-16]])
|
735 |
+
b = np.ones(2)
|
736 |
+
with warnings.catch_warnings():
|
737 |
+
warnings.simplefilter('error')
|
738 |
+
assert_raises(LinAlgWarning, solve, a, b)
|
739 |
+
|
740 |
+
def test_empty_rhs(self):
|
741 |
+
a = np.eye(2)
|
742 |
+
b = [[], []]
|
743 |
+
x = solve(a, b)
|
744 |
+
assert_(x.size == 0, 'Returned array is not empty')
|
745 |
+
assert_(x.shape == (2, 0), 'Returned empty array shape is wrong')
|
746 |
+
|
747 |
+
def test_multiple_rhs(self):
|
748 |
+
a = np.eye(2)
|
749 |
+
b = np.random.rand(2, 3, 4)
|
750 |
+
x = solve(a, b)
|
751 |
+
assert_array_almost_equal(x, b)
|
752 |
+
|
753 |
+
def test_transposed_keyword(self):
|
754 |
+
A = np.arange(9).reshape(3, 3) + 1
|
755 |
+
x = solve(np.tril(A)/9, np.ones(3), transposed=True)
|
756 |
+
assert_array_almost_equal(x, [1.2, 0.2, 1])
|
757 |
+
x = solve(np.tril(A)/9, np.ones(3), transposed=False)
|
758 |
+
assert_array_almost_equal(x, [9, -5.4, -1.2])
|
759 |
+
|
760 |
+
def test_transposed_notimplemented(self):
|
761 |
+
a = np.eye(3).astype(complex)
|
762 |
+
with assert_raises(NotImplementedError):
|
763 |
+
solve(a, a, transposed=True)
|
764 |
+
|
765 |
+
def test_nonsquare_a(self):
|
766 |
+
assert_raises(ValueError, solve, [1, 2], 1)
|
767 |
+
|
768 |
+
def test_size_mismatch_with_1D_b(self):
|
769 |
+
assert_array_almost_equal(solve(np.eye(3), np.ones(3)), np.ones(3))
|
770 |
+
assert_raises(ValueError, solve, np.eye(3), np.ones(4))
|
771 |
+
|
772 |
+
def test_assume_a_keyword(self):
|
773 |
+
assert_raises(ValueError, solve, 1, 1, assume_a='zxcv')
|
774 |
+
|
775 |
+
@pytest.mark.skip(reason="Failure on OS X (gh-7500), "
|
776 |
+
"crash on Windows (gh-8064)")
|
777 |
+
def test_all_type_size_routine_combinations(self):
|
778 |
+
sizes = [10, 100]
|
779 |
+
assume_as = ['gen', 'sym', 'pos', 'her']
|
780 |
+
dtypes = [np.float32, np.float64, np.complex64, np.complex128]
|
781 |
+
for size, assume_a, dtype in itertools.product(sizes, assume_as,
|
782 |
+
dtypes):
|
783 |
+
is_complex = dtype in (np.complex64, np.complex128)
|
784 |
+
if assume_a == 'her' and not is_complex:
|
785 |
+
continue
|
786 |
+
|
787 |
+
err_msg = (f"Failed for size: {size}, assume_a: {assume_a},"
|
788 |
+
f"dtype: {dtype}")
|
789 |
+
|
790 |
+
a = np.random.randn(size, size).astype(dtype)
|
791 |
+
b = np.random.randn(size).astype(dtype)
|
792 |
+
if is_complex:
|
793 |
+
a = a + (1j*np.random.randn(size, size)).astype(dtype)
|
794 |
+
|
795 |
+
if assume_a == 'sym': # Can still be complex but only symmetric
|
796 |
+
a = a + a.T
|
797 |
+
elif assume_a == 'her': # Handle hermitian matrices here instead
|
798 |
+
a = a + a.T.conj()
|
799 |
+
elif assume_a == 'pos':
|
800 |
+
a = a.conj().T.dot(a) + 0.1*np.eye(size)
|
801 |
+
|
802 |
+
tol = 1e-12 if dtype in (np.float64, np.complex128) else 1e-6
|
803 |
+
|
804 |
+
if assume_a in ['gen', 'sym', 'her']:
|
805 |
+
# We revert the tolerance from before
|
806 |
+
# 4b4a6e7c34fa4060533db38f9a819b98fa81476c
|
807 |
+
if dtype in (np.float32, np.complex64):
|
808 |
+
tol *= 10
|
809 |
+
|
810 |
+
x = solve(a, b, assume_a=assume_a)
|
811 |
+
assert_allclose(a.dot(x), b,
|
812 |
+
atol=tol * size,
|
813 |
+
rtol=tol * size,
|
814 |
+
err_msg=err_msg)
|
815 |
+
|
816 |
+
if assume_a == 'sym' and dtype not in (np.complex64,
|
817 |
+
np.complex128):
|
818 |
+
x = solve(a, b, assume_a=assume_a, transposed=True)
|
819 |
+
assert_allclose(a.dot(x), b,
|
820 |
+
atol=tol * size,
|
821 |
+
rtol=tol * size,
|
822 |
+
err_msg=err_msg)
|
823 |
+
|
824 |
+
|
825 |
+
class TestSolveTriangular:
|
826 |
+
|
827 |
+
def test_simple(self):
|
828 |
+
"""
|
829 |
+
solve_triangular on a simple 2x2 matrix.
|
830 |
+
"""
|
831 |
+
A = array([[1, 0], [1, 2]])
|
832 |
+
b = [1, 1]
|
833 |
+
sol = solve_triangular(A, b, lower=True)
|
834 |
+
assert_array_almost_equal(sol, [1, 0])
|
835 |
+
|
836 |
+
# check that it works also for non-contiguous matrices
|
837 |
+
sol = solve_triangular(A.T, b, lower=False)
|
838 |
+
assert_array_almost_equal(sol, [.5, .5])
|
839 |
+
|
840 |
+
# and that it gives the same result as trans=1
|
841 |
+
sol = solve_triangular(A, b, lower=True, trans=1)
|
842 |
+
assert_array_almost_equal(sol, [.5, .5])
|
843 |
+
|
844 |
+
b = identity(2)
|
845 |
+
sol = solve_triangular(A, b, lower=True, trans=1)
|
846 |
+
assert_array_almost_equal(sol, [[1., -.5], [0, 0.5]])
|
847 |
+
|
848 |
+
def test_simple_complex(self):
|
849 |
+
"""
|
850 |
+
solve_triangular on a simple 2x2 complex matrix
|
851 |
+
"""
|
852 |
+
A = array([[1+1j, 0], [1j, 2]])
|
853 |
+
b = identity(2)
|
854 |
+
sol = solve_triangular(A, b, lower=True, trans=1)
|
855 |
+
assert_array_almost_equal(sol, [[.5-.5j, -.25-.25j], [0, 0.5]])
|
856 |
+
|
857 |
+
# check other option combinations with complex rhs
|
858 |
+
b = np.diag([1+1j, 1+2j])
|
859 |
+
sol = solve_triangular(A, b, lower=True, trans=0)
|
860 |
+
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
|
861 |
+
|
862 |
+
sol = solve_triangular(A, b, lower=True, trans=1)
|
863 |
+
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
|
864 |
+
|
865 |
+
sol = solve_triangular(A, b, lower=True, trans=2)
|
866 |
+
assert_array_almost_equal(sol, [[1j, -0.75-0.25j], [0, 0.5+1j]])
|
867 |
+
|
868 |
+
sol = solve_triangular(A.T, b, lower=False, trans=0)
|
869 |
+
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
|
870 |
+
|
871 |
+
sol = solve_triangular(A.T, b, lower=False, trans=1)
|
872 |
+
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
|
873 |
+
|
874 |
+
sol = solve_triangular(A.T, b, lower=False, trans=2)
|
875 |
+
assert_array_almost_equal(sol, [[1j, 0], [-0.5, 0.5+1j]])
|
876 |
+
|
877 |
+
def test_check_finite(self):
|
878 |
+
"""
|
879 |
+
solve_triangular on a simple 2x2 matrix.
|
880 |
+
"""
|
881 |
+
A = array([[1, 0], [1, 2]])
|
882 |
+
b = [1, 1]
|
883 |
+
sol = solve_triangular(A, b, lower=True, check_finite=False)
|
884 |
+
assert_array_almost_equal(sol, [1, 0])
|
885 |
+
|
886 |
+
|
887 |
+
class TestInv:
|
888 |
+
def setup_method(self):
|
889 |
+
np.random.seed(1234)
|
890 |
+
|
891 |
+
def test_simple(self):
|
892 |
+
a = [[1, 2], [3, 4]]
|
893 |
+
a_inv = inv(a)
|
894 |
+
assert_array_almost_equal(dot(a, a_inv), np.eye(2))
|
895 |
+
a = [[1, 2, 3], [4, 5, 6], [7, 8, 10]]
|
896 |
+
a_inv = inv(a)
|
897 |
+
assert_array_almost_equal(dot(a, a_inv), np.eye(3))
|
898 |
+
|
899 |
+
def test_random(self):
|
900 |
+
n = 20
|
901 |
+
for i in range(4):
|
902 |
+
a = random([n, n])
|
903 |
+
for i in range(n):
|
904 |
+
a[i, i] = 20*(.1+a[i, i])
|
905 |
+
a_inv = inv(a)
|
906 |
+
assert_array_almost_equal(dot(a, a_inv),
|
907 |
+
identity(n))
|
908 |
+
|
909 |
+
def test_simple_complex(self):
|
910 |
+
a = [[1, 2], [3, 4j]]
|
911 |
+
a_inv = inv(a)
|
912 |
+
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
|
913 |
+
|
914 |
+
def test_random_complex(self):
|
915 |
+
n = 20
|
916 |
+
for i in range(4):
|
917 |
+
a = random([n, n])+2j*random([n, n])
|
918 |
+
for i in range(n):
|
919 |
+
a[i, i] = 20*(.1+a[i, i])
|
920 |
+
a_inv = inv(a)
|
921 |
+
assert_array_almost_equal(dot(a, a_inv),
|
922 |
+
identity(n))
|
923 |
+
|
924 |
+
def test_check_finite(self):
|
925 |
+
a = [[1, 2], [3, 4]]
|
926 |
+
a_inv = inv(a, check_finite=False)
|
927 |
+
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
|
928 |
+
|
929 |
+
|
930 |
+
class TestDet:
|
931 |
+
def setup_method(self):
|
932 |
+
self.rng = np.random.default_rng(1680305949878959)
|
933 |
+
|
934 |
+
def test_1x1_all_singleton_dims(self):
|
935 |
+
a = np.array([[1]])
|
936 |
+
deta = det(a)
|
937 |
+
assert deta.dtype.char == 'd'
|
938 |
+
assert np.isscalar(deta)
|
939 |
+
assert deta == 1.
|
940 |
+
a = np.array([[[[1]]]], dtype='f')
|
941 |
+
deta = det(a)
|
942 |
+
assert deta.dtype.char == 'd'
|
943 |
+
assert np.isscalar(deta)
|
944 |
+
assert deta == 1.
|
945 |
+
a = np.array([[[1 + 3.j]]], dtype=np.complex64)
|
946 |
+
deta = det(a)
|
947 |
+
assert deta.dtype.char == 'D'
|
948 |
+
assert np.isscalar(deta)
|
949 |
+
assert deta == 1.+3.j
|
950 |
+
|
951 |
+
def test_1by1_stacked_input_output(self):
|
952 |
+
a = self.rng.random([4, 5, 1, 1], dtype=np.float32)
|
953 |
+
deta = det(a)
|
954 |
+
assert deta.dtype.char == 'd'
|
955 |
+
assert deta.shape == (4, 5)
|
956 |
+
assert_allclose(deta, np.squeeze(a))
|
957 |
+
|
958 |
+
a = self.rng.random([4, 5, 1, 1], dtype=np.float32)*np.complex64(1.j)
|
959 |
+
deta = det(a)
|
960 |
+
assert deta.dtype.char == 'D'
|
961 |
+
assert deta.shape == (4, 5)
|
962 |
+
assert_allclose(deta, np.squeeze(a))
|
963 |
+
|
964 |
+
@pytest.mark.parametrize('shape', [[2, 2], [20, 20], [3, 2, 20, 20]])
|
965 |
+
def test_simple_det_shapes_real_complex(self, shape):
|
966 |
+
a = self.rng.uniform(-1., 1., size=shape)
|
967 |
+
d1, d2 = det(a), np.linalg.det(a)
|
968 |
+
assert_allclose(d1, d2)
|
969 |
+
|
970 |
+
b = self.rng.uniform(-1., 1., size=shape)*1j
|
971 |
+
b += self.rng.uniform(-0.5, 0.5, size=shape)
|
972 |
+
d3, d4 = det(b), np.linalg.det(b)
|
973 |
+
assert_allclose(d3, d4)
|
974 |
+
|
975 |
+
def test_for_known_det_values(self):
|
976 |
+
# Hadamard8
|
977 |
+
a = np.array([[1, 1, 1, 1, 1, 1, 1, 1],
|
978 |
+
[1, -1, 1, -1, 1, -1, 1, -1],
|
979 |
+
[1, 1, -1, -1, 1, 1, -1, -1],
|
980 |
+
[1, -1, -1, 1, 1, -1, -1, 1],
|
981 |
+
[1, 1, 1, 1, -1, -1, -1, -1],
|
982 |
+
[1, -1, 1, -1, -1, 1, -1, 1],
|
983 |
+
[1, 1, -1, -1, -1, -1, 1, 1],
|
984 |
+
[1, -1, -1, 1, -1, 1, 1, -1]])
|
985 |
+
assert_allclose(det(a), 4096.)
|
986 |
+
|
987 |
+
# consecutive number array always singular
|
988 |
+
assert_allclose(det(np.arange(25).reshape(5, 5)), 0.)
|
989 |
+
|
990 |
+
# simple anti-diagonal block array
|
991 |
+
# Upper right has det (-2+1j) and lower right has (-2-1j)
|
992 |
+
# det(a) = - (-2+1j) (-2-1j) = 5.
|
993 |
+
a = np.array([[0.+0.j, 0.+0.j, 0.-1.j, 1.-1.j],
|
994 |
+
[0.+0.j, 0.+0.j, 1.+0.j, 0.-1.j],
|
995 |
+
[0.+1.j, 1.+1.j, 0.+0.j, 0.+0.j],
|
996 |
+
[1.+0.j, 0.+1.j, 0.+0.j, 0.+0.j]], dtype=np.complex64)
|
997 |
+
assert_allclose(det(a), 5.+0.j)
|
998 |
+
|
999 |
+
# Fiedler companion complexified
|
1000 |
+
# >>> a = scipy.linalg.fiedler_companion(np.arange(1, 10))
|
1001 |
+
a = np.array([[-2., -3., 1., 0., 0., 0., 0., 0.],
|
1002 |
+
[1., 0., 0., 0., 0., 0., 0., 0.],
|
1003 |
+
[0., -4., 0., -5., 1., 0., 0., 0.],
|
1004 |
+
[0., 1., 0., 0., 0., 0., 0., 0.],
|
1005 |
+
[0., 0., 0., -6., 0., -7., 1., 0.],
|
1006 |
+
[0., 0., 0., 1., 0., 0., 0., 0.],
|
1007 |
+
[0., 0., 0., 0., 0., -8., 0., -9.],
|
1008 |
+
[0., 0., 0., 0., 0., 1., 0., 0.]])*1.j
|
1009 |
+
assert_allclose(det(a), 9.)
|
1010 |
+
|
1011 |
+
# g and G dtypes are handled differently in windows and other platforms
|
1012 |
+
@pytest.mark.parametrize('typ', [x for x in np.typecodes['All'][:20]
|
1013 |
+
if x not in 'gG'])
|
1014 |
+
def test_sample_compatible_dtype_input(self, typ):
|
1015 |
+
n = 4
|
1016 |
+
a = self.rng.random([n, n]).astype(typ) # value is not important
|
1017 |
+
assert isinstance(det(a), (np.float64, np.complex128))
|
1018 |
+
|
1019 |
+
def test_incompatible_dtype_input(self):
|
1020 |
+
# Double backslashes needed for escaping pytest regex.
|
1021 |
+
msg = 'cannot be cast to float\\(32, 64\\)'
|
1022 |
+
|
1023 |
+
for c, t in zip('SUO', ['bytes8', 'str32', 'object']):
|
1024 |
+
with assert_raises(TypeError, match=msg):
|
1025 |
+
det(np.array([['a', 'b']]*2, dtype=c))
|
1026 |
+
with assert_raises(TypeError, match=msg):
|
1027 |
+
det(np.array([[b'a', b'b']]*2, dtype='V'))
|
1028 |
+
with assert_raises(TypeError, match=msg):
|
1029 |
+
det(np.array([[100, 200]]*2, dtype='datetime64[s]'))
|
1030 |
+
with assert_raises(TypeError, match=msg):
|
1031 |
+
det(np.array([[100, 200]]*2, dtype='timedelta64[s]'))
|
1032 |
+
|
1033 |
+
def test_empty_edge_cases(self):
|
1034 |
+
assert_allclose(det(np.empty([0, 0])), 1.)
|
1035 |
+
assert_allclose(det(np.empty([0, 0, 0])), np.array([]))
|
1036 |
+
assert_allclose(det(np.empty([3, 0, 0])), np.array([1., 1., 1.]))
|
1037 |
+
with assert_raises(ValueError, match='Last 2 dimensions'):
|
1038 |
+
det(np.empty([0, 0, 3]))
|
1039 |
+
with assert_raises(ValueError, match='at least two-dimensional'):
|
1040 |
+
det(np.array([]))
|
1041 |
+
with assert_raises(ValueError, match='Last 2 dimensions'):
|
1042 |
+
det(np.array([[]]))
|
1043 |
+
with assert_raises(ValueError, match='Last 2 dimensions'):
|
1044 |
+
det(np.array([[[]]]))
|
1045 |
+
|
1046 |
+
def test_overwrite_a(self):
|
1047 |
+
# If all conditions are met then input should be overwritten;
|
1048 |
+
# - dtype is one of 'fdFD'
|
1049 |
+
# - C-contiguous
|
1050 |
+
# - writeable
|
1051 |
+
a = np.arange(9).reshape(3, 3).astype(np.float32)
|
1052 |
+
ac = a.copy()
|
1053 |
+
deta = det(ac, overwrite_a=True)
|
1054 |
+
assert_allclose(deta, 0.)
|
1055 |
+
assert not (a == ac).all()
|
1056 |
+
|
1057 |
+
def test_readonly_array(self):
|
1058 |
+
a = np.array([[2., 0., 1.], [5., 3., -1.], [1., 1., 1.]])
|
1059 |
+
a.setflags(write=False)
|
1060 |
+
# overwrite_a will be overridden
|
1061 |
+
assert_allclose(det(a, overwrite_a=True), 10.)
|
1062 |
+
|
1063 |
+
def test_simple_check_finite(self):
|
1064 |
+
a = [[1, 2], [3, np.inf]]
|
1065 |
+
with assert_raises(ValueError, match='array must not contain'):
|
1066 |
+
det(a)
|
1067 |
+
|
1068 |
+
|
1069 |
+
def direct_lstsq(a, b, cmplx=0):
|
1070 |
+
at = transpose(a)
|
1071 |
+
if cmplx:
|
1072 |
+
at = conjugate(at)
|
1073 |
+
a1 = dot(at, a)
|
1074 |
+
b1 = dot(at, b)
|
1075 |
+
return solve(a1, b1)
|
1076 |
+
|
1077 |
+
|
1078 |
+
class TestLstsq:
|
1079 |
+
lapack_drivers = ('gelsd', 'gelss', 'gelsy', None)
|
1080 |
+
|
1081 |
+
def test_simple_exact(self):
|
1082 |
+
for dtype in REAL_DTYPES:
|
1083 |
+
a = np.array([[1, 20], [-30, 4]], dtype=dtype)
|
1084 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1085 |
+
for overwrite in (True, False):
|
1086 |
+
for bt in (((1, 0), (0, 1)), (1, 0),
|
1087 |
+
((2, 1), (-30, 4))):
|
1088 |
+
# Store values in case they are overwritten
|
1089 |
+
# later
|
1090 |
+
a1 = a.copy()
|
1091 |
+
b = np.array(bt, dtype=dtype)
|
1092 |
+
b1 = b.copy()
|
1093 |
+
out = lstsq(a1, b1,
|
1094 |
+
lapack_driver=lapack_driver,
|
1095 |
+
overwrite_a=overwrite,
|
1096 |
+
overwrite_b=overwrite)
|
1097 |
+
x = out[0]
|
1098 |
+
r = out[2]
|
1099 |
+
assert_(r == 2,
|
1100 |
+
'expected efficient rank 2, got %s' % r)
|
1101 |
+
assert_allclose(dot(a, x), b,
|
1102 |
+
atol=25 * _eps_cast(a1.dtype),
|
1103 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1104 |
+
err_msg="driver: %s" % lapack_driver)
|
1105 |
+
|
1106 |
+
def test_simple_overdet(self):
|
1107 |
+
for dtype in REAL_DTYPES:
|
1108 |
+
a = np.array([[1, 2], [4, 5], [3, 4]], dtype=dtype)
|
1109 |
+
b = np.array([1, 2, 3], dtype=dtype)
|
1110 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1111 |
+
for overwrite in (True, False):
|
1112 |
+
# Store values in case they are overwritten later
|
1113 |
+
a1 = a.copy()
|
1114 |
+
b1 = b.copy()
|
1115 |
+
out = lstsq(a1, b1, lapack_driver=lapack_driver,
|
1116 |
+
overwrite_a=overwrite,
|
1117 |
+
overwrite_b=overwrite)
|
1118 |
+
x = out[0]
|
1119 |
+
if lapack_driver == 'gelsy':
|
1120 |
+
residuals = np.sum((b - a.dot(x))**2)
|
1121 |
+
else:
|
1122 |
+
residuals = out[1]
|
1123 |
+
r = out[2]
|
1124 |
+
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
|
1125 |
+
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
|
1126 |
+
residuals,
|
1127 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1128 |
+
atol=25 * _eps_cast(a1.dtype),
|
1129 |
+
err_msg="driver: %s" % lapack_driver)
|
1130 |
+
assert_allclose(x, (-0.428571428571429, 0.85714285714285),
|
1131 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1132 |
+
atol=25 * _eps_cast(a1.dtype),
|
1133 |
+
err_msg="driver: %s" % lapack_driver)
|
1134 |
+
|
1135 |
+
def test_simple_overdet_complex(self):
|
1136 |
+
for dtype in COMPLEX_DTYPES:
|
1137 |
+
a = np.array([[1+2j, 2], [4, 5], [3, 4]], dtype=dtype)
|
1138 |
+
b = np.array([1, 2+4j, 3], dtype=dtype)
|
1139 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1140 |
+
for overwrite in (True, False):
|
1141 |
+
# Store values in case they are overwritten later
|
1142 |
+
a1 = a.copy()
|
1143 |
+
b1 = b.copy()
|
1144 |
+
out = lstsq(a1, b1, lapack_driver=lapack_driver,
|
1145 |
+
overwrite_a=overwrite,
|
1146 |
+
overwrite_b=overwrite)
|
1147 |
+
|
1148 |
+
x = out[0]
|
1149 |
+
if lapack_driver == 'gelsy':
|
1150 |
+
res = b - a.dot(x)
|
1151 |
+
residuals = np.sum(res * res.conj())
|
1152 |
+
else:
|
1153 |
+
residuals = out[1]
|
1154 |
+
r = out[2]
|
1155 |
+
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
|
1156 |
+
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
|
1157 |
+
residuals,
|
1158 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1159 |
+
atol=25 * _eps_cast(a1.dtype),
|
1160 |
+
err_msg="driver: %s" % lapack_driver)
|
1161 |
+
assert_allclose(
|
1162 |
+
x, (-0.4831460674157303 + 0.258426966292135j,
|
1163 |
+
0.921348314606741 + 0.292134831460674j),
|
1164 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1165 |
+
atol=25 * _eps_cast(a1.dtype),
|
1166 |
+
err_msg="driver: %s" % lapack_driver)
|
1167 |
+
|
1168 |
+
def test_simple_underdet(self):
|
1169 |
+
for dtype in REAL_DTYPES:
|
1170 |
+
a = np.array([[1, 2, 3], [4, 5, 6]], dtype=dtype)
|
1171 |
+
b = np.array([1, 2], dtype=dtype)
|
1172 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1173 |
+
for overwrite in (True, False):
|
1174 |
+
# Store values in case they are overwritten later
|
1175 |
+
a1 = a.copy()
|
1176 |
+
b1 = b.copy()
|
1177 |
+
out = lstsq(a1, b1, lapack_driver=lapack_driver,
|
1178 |
+
overwrite_a=overwrite,
|
1179 |
+
overwrite_b=overwrite)
|
1180 |
+
|
1181 |
+
x = out[0]
|
1182 |
+
r = out[2]
|
1183 |
+
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
|
1184 |
+
assert_allclose(x, (-0.055555555555555, 0.111111111111111,
|
1185 |
+
0.277777777777777),
|
1186 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1187 |
+
atol=25 * _eps_cast(a1.dtype),
|
1188 |
+
err_msg="driver: %s" % lapack_driver)
|
1189 |
+
|
1190 |
+
def test_random_exact(self):
|
1191 |
+
rng = np.random.RandomState(1234)
|
1192 |
+
for dtype in REAL_DTYPES:
|
1193 |
+
for n in (20, 200):
|
1194 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1195 |
+
for overwrite in (True, False):
|
1196 |
+
a = np.asarray(rng.random([n, n]), dtype=dtype)
|
1197 |
+
for i in range(n):
|
1198 |
+
a[i, i] = 20 * (0.1 + a[i, i])
|
1199 |
+
for i in range(4):
|
1200 |
+
b = np.asarray(rng.random([n, 3]), dtype=dtype)
|
1201 |
+
# Store values in case they are overwritten later
|
1202 |
+
a1 = a.copy()
|
1203 |
+
b1 = b.copy()
|
1204 |
+
out = lstsq(a1, b1,
|
1205 |
+
lapack_driver=lapack_driver,
|
1206 |
+
overwrite_a=overwrite,
|
1207 |
+
overwrite_b=overwrite)
|
1208 |
+
x = out[0]
|
1209 |
+
r = out[2]
|
1210 |
+
assert_(r == n, f'expected efficient rank {n}, '
|
1211 |
+
f'got {r}')
|
1212 |
+
if dtype is np.float32:
|
1213 |
+
assert_allclose(
|
1214 |
+
dot(a, x), b,
|
1215 |
+
rtol=500 * _eps_cast(a1.dtype),
|
1216 |
+
atol=500 * _eps_cast(a1.dtype),
|
1217 |
+
err_msg="driver: %s" % lapack_driver)
|
1218 |
+
else:
|
1219 |
+
assert_allclose(
|
1220 |
+
dot(a, x), b,
|
1221 |
+
rtol=1000 * _eps_cast(a1.dtype),
|
1222 |
+
atol=1000 * _eps_cast(a1.dtype),
|
1223 |
+
err_msg="driver: %s" % lapack_driver)
|
1224 |
+
|
1225 |
+
@pytest.mark.skipif(IS_MUSL, reason="may segfault on Alpine, see gh-17630")
|
1226 |
+
def test_random_complex_exact(self):
|
1227 |
+
rng = np.random.RandomState(1234)
|
1228 |
+
for dtype in COMPLEX_DTYPES:
|
1229 |
+
for n in (20, 200):
|
1230 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1231 |
+
for overwrite in (True, False):
|
1232 |
+
a = np.asarray(rng.random([n, n]) + 1j*rng.random([n, n]),
|
1233 |
+
dtype=dtype)
|
1234 |
+
for i in range(n):
|
1235 |
+
a[i, i] = 20 * (0.1 + a[i, i])
|
1236 |
+
for i in range(2):
|
1237 |
+
b = np.asarray(rng.random([n, 3]), dtype=dtype)
|
1238 |
+
# Store values in case they are overwritten later
|
1239 |
+
a1 = a.copy()
|
1240 |
+
b1 = b.copy()
|
1241 |
+
out = lstsq(a1, b1, lapack_driver=lapack_driver,
|
1242 |
+
overwrite_a=overwrite,
|
1243 |
+
overwrite_b=overwrite)
|
1244 |
+
x = out[0]
|
1245 |
+
r = out[2]
|
1246 |
+
assert_(r == n, f'expected efficient rank {n}, '
|
1247 |
+
f'got {r}')
|
1248 |
+
if dtype is np.complex64:
|
1249 |
+
assert_allclose(
|
1250 |
+
dot(a, x), b,
|
1251 |
+
rtol=400 * _eps_cast(a1.dtype),
|
1252 |
+
atol=400 * _eps_cast(a1.dtype),
|
1253 |
+
err_msg="driver: %s" % lapack_driver)
|
1254 |
+
else:
|
1255 |
+
assert_allclose(
|
1256 |
+
dot(a, x), b,
|
1257 |
+
rtol=1000 * _eps_cast(a1.dtype),
|
1258 |
+
atol=1000 * _eps_cast(a1.dtype),
|
1259 |
+
err_msg="driver: %s" % lapack_driver)
|
1260 |
+
|
1261 |
+
def test_random_overdet(self):
|
1262 |
+
rng = np.random.RandomState(1234)
|
1263 |
+
for dtype in REAL_DTYPES:
|
1264 |
+
for (n, m) in ((20, 15), (200, 2)):
|
1265 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1266 |
+
for overwrite in (True, False):
|
1267 |
+
a = np.asarray(rng.random([n, m]), dtype=dtype)
|
1268 |
+
for i in range(m):
|
1269 |
+
a[i, i] = 20 * (0.1 + a[i, i])
|
1270 |
+
for i in range(4):
|
1271 |
+
b = np.asarray(rng.random([n, 3]), dtype=dtype)
|
1272 |
+
# Store values in case they are overwritten later
|
1273 |
+
a1 = a.copy()
|
1274 |
+
b1 = b.copy()
|
1275 |
+
out = lstsq(a1, b1,
|
1276 |
+
lapack_driver=lapack_driver,
|
1277 |
+
overwrite_a=overwrite,
|
1278 |
+
overwrite_b=overwrite)
|
1279 |
+
x = out[0]
|
1280 |
+
r = out[2]
|
1281 |
+
assert_(r == m, f'expected efficient rank {m}, '
|
1282 |
+
f'got {r}')
|
1283 |
+
assert_allclose(
|
1284 |
+
x, direct_lstsq(a, b, cmplx=0),
|
1285 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1286 |
+
atol=25 * _eps_cast(a1.dtype),
|
1287 |
+
err_msg="driver: %s" % lapack_driver)
|
1288 |
+
|
1289 |
+
def test_random_complex_overdet(self):
|
1290 |
+
rng = np.random.RandomState(1234)
|
1291 |
+
for dtype in COMPLEX_DTYPES:
|
1292 |
+
for (n, m) in ((20, 15), (200, 2)):
|
1293 |
+
for lapack_driver in TestLstsq.lapack_drivers:
|
1294 |
+
for overwrite in (True, False):
|
1295 |
+
a = np.asarray(rng.random([n, m]) + 1j*rng.random([n, m]),
|
1296 |
+
dtype=dtype)
|
1297 |
+
for i in range(m):
|
1298 |
+
a[i, i] = 20 * (0.1 + a[i, i])
|
1299 |
+
for i in range(2):
|
1300 |
+
b = np.asarray(rng.random([n, 3]), dtype=dtype)
|
1301 |
+
# Store values in case they are overwritten
|
1302 |
+
# later
|
1303 |
+
a1 = a.copy()
|
1304 |
+
b1 = b.copy()
|
1305 |
+
out = lstsq(a1, b1,
|
1306 |
+
lapack_driver=lapack_driver,
|
1307 |
+
overwrite_a=overwrite,
|
1308 |
+
overwrite_b=overwrite)
|
1309 |
+
x = out[0]
|
1310 |
+
r = out[2]
|
1311 |
+
assert_(r == m, f'expected efficient rank {m}, '
|
1312 |
+
f'got {r}')
|
1313 |
+
assert_allclose(
|
1314 |
+
x, direct_lstsq(a, b, cmplx=1),
|
1315 |
+
rtol=25 * _eps_cast(a1.dtype),
|
1316 |
+
atol=25 * _eps_cast(a1.dtype),
|
1317 |
+
err_msg="driver: %s" % lapack_driver)
|
1318 |
+
|
1319 |
+
def test_check_finite(self):
|
1320 |
+
with suppress_warnings() as sup:
|
1321 |
+
# On (some) OSX this tests triggers a warning (gh-7538)
|
1322 |
+
sup.filter(RuntimeWarning,
|
1323 |
+
"internal gelsd driver lwork query error,.*"
|
1324 |
+
"Falling back to 'gelss' driver.")
|
1325 |
+
|
1326 |
+
at = np.array(((1, 20), (-30, 4)))
|
1327 |
+
for dtype, bt, lapack_driver, overwrite, check_finite in \
|
1328 |
+
itertools.product(REAL_DTYPES,
|
1329 |
+
(((1, 0), (0, 1)), (1, 0), ((2, 1), (-30, 4))),
|
1330 |
+
TestLstsq.lapack_drivers,
|
1331 |
+
(True, False),
|
1332 |
+
(True, False)):
|
1333 |
+
|
1334 |
+
a = at.astype(dtype)
|
1335 |
+
b = np.array(bt, dtype=dtype)
|
1336 |
+
# Store values in case they are overwritten
|
1337 |
+
# later
|
1338 |
+
a1 = a.copy()
|
1339 |
+
b1 = b.copy()
|
1340 |
+
out = lstsq(a1, b1, lapack_driver=lapack_driver,
|
1341 |
+
check_finite=check_finite, overwrite_a=overwrite,
|
1342 |
+
overwrite_b=overwrite)
|
1343 |
+
x = out[0]
|
1344 |
+
r = out[2]
|
1345 |
+
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
|
1346 |
+
assert_allclose(dot(a, x), b,
|
1347 |
+
rtol=25 * _eps_cast(a.dtype),
|
1348 |
+
atol=25 * _eps_cast(a.dtype),
|
1349 |
+
err_msg="driver: %s" % lapack_driver)
|
1350 |
+
|
1351 |
+
def test_zero_size(self):
|
1352 |
+
for a_shape, b_shape in (((0, 2), (0,)),
|
1353 |
+
((0, 4), (0, 2)),
|
1354 |
+
((4, 0), (4,)),
|
1355 |
+
((4, 0), (4, 2))):
|
1356 |
+
b = np.ones(b_shape)
|
1357 |
+
x, residues, rank, s = lstsq(np.zeros(a_shape), b)
|
1358 |
+
assert_equal(x, np.zeros((a_shape[1],) + b_shape[1:]))
|
1359 |
+
residues_should_be = (np.empty((0,)) if a_shape[1]
|
1360 |
+
else np.linalg.norm(b, axis=0)**2)
|
1361 |
+
assert_equal(residues, residues_should_be)
|
1362 |
+
assert_(rank == 0, 'expected rank 0')
|
1363 |
+
assert_equal(s, np.empty((0,)))
|
1364 |
+
|
1365 |
+
|
1366 |
+
class TestPinv:
|
1367 |
+
def setup_method(self):
|
1368 |
+
np.random.seed(1234)
|
1369 |
+
|
1370 |
+
def test_simple_real(self):
|
1371 |
+
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
|
1372 |
+
a_pinv = pinv(a)
|
1373 |
+
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
|
1374 |
+
|
1375 |
+
def test_simple_complex(self):
|
1376 |
+
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
|
1377 |
+
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
|
1378 |
+
dtype=float))
|
1379 |
+
a_pinv = pinv(a)
|
1380 |
+
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
|
1381 |
+
|
1382 |
+
def test_simple_singular(self):
|
1383 |
+
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
|
1384 |
+
a_pinv = pinv(a)
|
1385 |
+
expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01],
|
1386 |
+
[-5.55555556e-02, 1.30136518e-16, 5.55555556e-02],
|
1387 |
+
[5.27777778e-01, 1.66666667e-01, -1.94444444e-01]])
|
1388 |
+
assert_array_almost_equal(a_pinv, expected)
|
1389 |
+
|
1390 |
+
def test_simple_cols(self):
|
1391 |
+
a = array([[1, 2, 3], [4, 5, 6]], dtype=float)
|
1392 |
+
a_pinv = pinv(a)
|
1393 |
+
expected = array([[-0.94444444, 0.44444444],
|
1394 |
+
[-0.11111111, 0.11111111],
|
1395 |
+
[0.72222222, -0.22222222]])
|
1396 |
+
assert_array_almost_equal(a_pinv, expected)
|
1397 |
+
|
1398 |
+
def test_simple_rows(self):
|
1399 |
+
a = array([[1, 2], [3, 4], [5, 6]], dtype=float)
|
1400 |
+
a_pinv = pinv(a)
|
1401 |
+
expected = array([[-1.33333333, -0.33333333, 0.66666667],
|
1402 |
+
[1.08333333, 0.33333333, -0.41666667]])
|
1403 |
+
assert_array_almost_equal(a_pinv, expected)
|
1404 |
+
|
1405 |
+
def test_check_finite(self):
|
1406 |
+
a = array([[1, 2, 3], [4, 5, 6.], [7, 8, 10]])
|
1407 |
+
a_pinv = pinv(a, check_finite=False)
|
1408 |
+
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
|
1409 |
+
|
1410 |
+
def test_native_list_argument(self):
|
1411 |
+
a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
|
1412 |
+
a_pinv = pinv(a)
|
1413 |
+
expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01],
|
1414 |
+
[-5.55555556e-02, 1.30136518e-16, 5.55555556e-02],
|
1415 |
+
[5.27777778e-01, 1.66666667e-01, -1.94444444e-01]])
|
1416 |
+
assert_array_almost_equal(a_pinv, expected)
|
1417 |
+
|
1418 |
+
def test_atol_rtol(self):
|
1419 |
+
n = 12
|
1420 |
+
# get a random ortho matrix for shuffling
|
1421 |
+
q, _ = qr(np.random.rand(n, n))
|
1422 |
+
a_m = np.arange(35.0).reshape(7, 5)
|
1423 |
+
a = a_m.copy()
|
1424 |
+
a[0, 0] = 0.001
|
1425 |
+
atol = 1e-5
|
1426 |
+
rtol = 0.05
|
1427 |
+
# svds of a_m is ~ [116.906, 4.234, tiny, tiny, tiny]
|
1428 |
+
# svds of a is ~ [116.906, 4.234, 4.62959e-04, tiny, tiny]
|
1429 |
+
# Just abs cutoff such that we arrive at a_modified
|
1430 |
+
a_p = pinv(a_m, atol=atol, rtol=0.)
|
1431 |
+
adiff1 = a @ a_p @ a - a
|
1432 |
+
adiff2 = a_m @ a_p @ a_m - a_m
|
1433 |
+
# Now adiff1 should be around atol value while adiff2 should be
|
1434 |
+
# relatively tiny
|
1435 |
+
assert_allclose(np.linalg.norm(adiff1), 5e-4, atol=5.e-4)
|
1436 |
+
assert_allclose(np.linalg.norm(adiff2), 5e-14, atol=5.e-14)
|
1437 |
+
|
1438 |
+
# Now do the same but remove another sv ~4.234 via rtol
|
1439 |
+
a_p = pinv(a_m, atol=atol, rtol=rtol)
|
1440 |
+
adiff1 = a @ a_p @ a - a
|
1441 |
+
adiff2 = a_m @ a_p @ a_m - a_m
|
1442 |
+
assert_allclose(np.linalg.norm(adiff1), 4.233, rtol=0.01)
|
1443 |
+
assert_allclose(np.linalg.norm(adiff2), 4.233, rtol=0.01)
|
1444 |
+
|
1445 |
+
@pytest.mark.parametrize("cond", [1, None, _NoValue])
|
1446 |
+
@pytest.mark.parametrize("rcond", [1, None, _NoValue])
|
1447 |
+
def test_cond_rcond_deprecation(self, cond, rcond):
|
1448 |
+
if cond is _NoValue and rcond is _NoValue:
|
1449 |
+
# the defaults if cond/rcond aren't set -> no warning
|
1450 |
+
pinv(np.ones((2,2)), cond=cond, rcond=rcond)
|
1451 |
+
else:
|
1452 |
+
# at least one of cond/rcond has a user-supplied value -> warn
|
1453 |
+
with pytest.deprecated_call(match='"cond" and "rcond"'):
|
1454 |
+
pinv(np.ones((2,2)), cond=cond, rcond=rcond)
|
1455 |
+
|
1456 |
+
def test_positional_deprecation(self):
|
1457 |
+
with pytest.deprecated_call(match="use keyword arguments"):
|
1458 |
+
pinv(np.ones((2,2)), 0., 1e-10)
|
1459 |
+
|
1460 |
+
|
1461 |
+
class TestPinvSymmetric:
|
1462 |
+
|
1463 |
+
def setup_method(self):
|
1464 |
+
np.random.seed(1234)
|
1465 |
+
|
1466 |
+
def test_simple_real(self):
|
1467 |
+
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
|
1468 |
+
a = np.dot(a, a.T)
|
1469 |
+
a_pinv = pinvh(a)
|
1470 |
+
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
|
1471 |
+
|
1472 |
+
def test_nonpositive(self):
|
1473 |
+
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
|
1474 |
+
a = np.dot(a, a.T)
|
1475 |
+
u, s, vt = np.linalg.svd(a)
|
1476 |
+
s[0] *= -1
|
1477 |
+
a = np.dot(u * s, vt) # a is now symmetric non-positive and singular
|
1478 |
+
a_pinv = pinv(a)
|
1479 |
+
a_pinvh = pinvh(a)
|
1480 |
+
assert_array_almost_equal(a_pinv, a_pinvh)
|
1481 |
+
|
1482 |
+
def test_simple_complex(self):
|
1483 |
+
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
|
1484 |
+
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
|
1485 |
+
dtype=float))
|
1486 |
+
a = np.dot(a, a.conj().T)
|
1487 |
+
a_pinv = pinvh(a)
|
1488 |
+
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
|
1489 |
+
|
1490 |
+
def test_native_list_argument(self):
|
1491 |
+
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
|
1492 |
+
a = np.dot(a, a.T)
|
1493 |
+
a_pinv = pinvh(a.tolist())
|
1494 |
+
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
|
1495 |
+
|
1496 |
+
def test_atol_rtol(self):
|
1497 |
+
n = 12
|
1498 |
+
# get a random ortho matrix for shuffling
|
1499 |
+
q, _ = qr(np.random.rand(n, n))
|
1500 |
+
a = np.diag([4, 3, 2, 1, 0.99e-4, 0.99e-5] + [0.99e-6]*(n-6))
|
1501 |
+
a = q.T @ a @ q
|
1502 |
+
a_m = np.diag([4, 3, 2, 1, 0.99e-4, 0.] + [0.]*(n-6))
|
1503 |
+
a_m = q.T @ a_m @ q
|
1504 |
+
atol = 1e-5
|
1505 |
+
rtol = (4.01e-4 - 4e-5)/4
|
1506 |
+
# Just abs cutoff such that we arrive at a_modified
|
1507 |
+
a_p = pinvh(a, atol=atol, rtol=0.)
|
1508 |
+
adiff1 = a @ a_p @ a - a
|
1509 |
+
adiff2 = a_m @ a_p @ a_m - a_m
|
1510 |
+
# Now adiff1 should dance around atol value since truncation
|
1511 |
+
# while adiff2 should be relatively tiny
|
1512 |
+
assert_allclose(norm(adiff1), atol, rtol=0.1)
|
1513 |
+
assert_allclose(norm(adiff2), 1e-12, atol=1e-11)
|
1514 |
+
|
1515 |
+
# Now do the same but through rtol cancelling atol value
|
1516 |
+
a_p = pinvh(a, atol=atol, rtol=rtol)
|
1517 |
+
adiff1 = a @ a_p @ a - a
|
1518 |
+
adiff2 = a_m @ a_p @ a_m - a_m
|
1519 |
+
# adiff1 and adiff2 should be elevated to ~1e-4 due to mismatch
|
1520 |
+
assert_allclose(norm(adiff1), 1e-4, rtol=0.1)
|
1521 |
+
assert_allclose(norm(adiff2), 1e-4, rtol=0.1)
|
1522 |
+
|
1523 |
+
|
1524 |
+
@pytest.mark.parametrize('scale', (1e-20, 1., 1e20))
|
1525 |
+
@pytest.mark.parametrize('pinv_', (pinv, pinvh))
|
1526 |
+
def test_auto_rcond(scale, pinv_):
|
1527 |
+
x = np.array([[1, 0], [0, 1e-10]]) * scale
|
1528 |
+
expected = np.diag(1. / np.diag(x))
|
1529 |
+
x_inv = pinv_(x)
|
1530 |
+
assert_allclose(x_inv, expected)
|
1531 |
+
|
1532 |
+
|
1533 |
+
class TestVectorNorms:
|
1534 |
+
|
1535 |
+
def test_types(self):
|
1536 |
+
for dtype in np.typecodes['AllFloat']:
|
1537 |
+
x = np.array([1, 2, 3], dtype=dtype)
|
1538 |
+
tol = max(1e-15, np.finfo(dtype).eps.real * 20)
|
1539 |
+
assert_allclose(norm(x), np.sqrt(14), rtol=tol)
|
1540 |
+
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
|
1541 |
+
|
1542 |
+
for dtype in np.typecodes['Complex']:
|
1543 |
+
x = np.array([1j, 2j, 3j], dtype=dtype)
|
1544 |
+
tol = max(1e-15, np.finfo(dtype).eps.real * 20)
|
1545 |
+
assert_allclose(norm(x), np.sqrt(14), rtol=tol)
|
1546 |
+
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
|
1547 |
+
|
1548 |
+
def test_overflow(self):
|
1549 |
+
# unlike numpy's norm, this one is
|
1550 |
+
# safer on overflow
|
1551 |
+
a = array([1e20], dtype=float32)
|
1552 |
+
assert_almost_equal(norm(a), a)
|
1553 |
+
|
1554 |
+
def test_stable(self):
|
1555 |
+
# more stable than numpy's norm
|
1556 |
+
a = array([1e4] + [1]*10000, dtype=float32)
|
1557 |
+
try:
|
1558 |
+
# snrm in double precision; we obtain the same as for float64
|
1559 |
+
# -- large atol needed due to varying blas implementations
|
1560 |
+
assert_allclose(norm(a) - 1e4, 0.5, atol=1e-2)
|
1561 |
+
except AssertionError:
|
1562 |
+
# snrm implemented in single precision, == np.linalg.norm result
|
1563 |
+
msg = ": Result should equal either 0.0 or 0.5 (depending on " \
|
1564 |
+
"implementation of snrm2)."
|
1565 |
+
assert_almost_equal(norm(a) - 1e4, 0.0, err_msg=msg)
|
1566 |
+
|
1567 |
+
def test_zero_norm(self):
|
1568 |
+
assert_equal(norm([1, 0, 3], 0), 2)
|
1569 |
+
assert_equal(norm([1, 2, 3], 0), 3)
|
1570 |
+
|
1571 |
+
def test_axis_kwd(self):
|
1572 |
+
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
|
1573 |
+
assert_allclose(norm(a, axis=1), [[3.60555128, 4.12310563]] * 2)
|
1574 |
+
assert_allclose(norm(a, 1, axis=1), [[5.] * 2] * 2)
|
1575 |
+
|
1576 |
+
def test_keepdims_kwd(self):
|
1577 |
+
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
|
1578 |
+
b = norm(a, axis=1, keepdims=True)
|
1579 |
+
assert_allclose(b, [[[3.60555128, 4.12310563]]] * 2)
|
1580 |
+
assert_(b.shape == (2, 1, 2))
|
1581 |
+
assert_allclose(norm(a, 1, axis=2, keepdims=True), [[[3.], [7.]]] * 2)
|
1582 |
+
|
1583 |
+
@pytest.mark.skipif(not HAS_ILP64, reason="64-bit BLAS required")
|
1584 |
+
def test_large_vector(self):
|
1585 |
+
check_free_memory(free_mb=17000)
|
1586 |
+
x = np.zeros([2**31], dtype=np.float64)
|
1587 |
+
x[-1] = 1
|
1588 |
+
res = norm(x)
|
1589 |
+
del x
|
1590 |
+
assert_allclose(res, 1.0)
|
1591 |
+
|
1592 |
+
|
1593 |
+
class TestMatrixNorms:
|
1594 |
+
|
1595 |
+
def test_matrix_norms(self):
|
1596 |
+
# Not all of these are matrix norms in the most technical sense.
|
1597 |
+
np.random.seed(1234)
|
1598 |
+
for n, m in (1, 1), (1, 3), (3, 1), (4, 4), (4, 5), (5, 4):
|
1599 |
+
for t in np.float32, np.float64, np.complex64, np.complex128, np.int64:
|
1600 |
+
A = 10 * np.random.randn(n, m).astype(t)
|
1601 |
+
if np.issubdtype(A.dtype, np.complexfloating):
|
1602 |
+
A = (A + 10j * np.random.randn(n, m)).astype(t)
|
1603 |
+
t_high = np.complex128
|
1604 |
+
else:
|
1605 |
+
t_high = np.float64
|
1606 |
+
for order in (None, 'fro', 1, -1, 2, -2, np.inf, -np.inf):
|
1607 |
+
actual = norm(A, ord=order)
|
1608 |
+
desired = np.linalg.norm(A, ord=order)
|
1609 |
+
# SciPy may return higher precision matrix norms.
|
1610 |
+
# This is a consequence of using LAPACK.
|
1611 |
+
if not np.allclose(actual, desired):
|
1612 |
+
desired = np.linalg.norm(A.astype(t_high), ord=order)
|
1613 |
+
assert_allclose(actual, desired)
|
1614 |
+
|
1615 |
+
def test_axis_kwd(self):
|
1616 |
+
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
|
1617 |
+
b = norm(a, ord=np.inf, axis=(1, 0))
|
1618 |
+
c = norm(np.swapaxes(a, 0, 1), ord=np.inf, axis=(0, 1))
|
1619 |
+
d = norm(a, ord=1, axis=(0, 1))
|
1620 |
+
assert_allclose(b, c)
|
1621 |
+
assert_allclose(c, d)
|
1622 |
+
assert_allclose(b, d)
|
1623 |
+
assert_(b.shape == c.shape == d.shape)
|
1624 |
+
b = norm(a, ord=1, axis=(1, 0))
|
1625 |
+
c = norm(np.swapaxes(a, 0, 1), ord=1, axis=(0, 1))
|
1626 |
+
d = norm(a, ord=np.inf, axis=(0, 1))
|
1627 |
+
assert_allclose(b, c)
|
1628 |
+
assert_allclose(c, d)
|
1629 |
+
assert_allclose(b, d)
|
1630 |
+
assert_(b.shape == c.shape == d.shape)
|
1631 |
+
|
1632 |
+
def test_keepdims_kwd(self):
|
1633 |
+
a = np.arange(120, dtype='d').reshape(2, 3, 4, 5)
|
1634 |
+
b = norm(a, ord=np.inf, axis=(1, 0), keepdims=True)
|
1635 |
+
c = norm(a, ord=1, axis=(0, 1), keepdims=True)
|
1636 |
+
assert_allclose(b, c)
|
1637 |
+
assert_(b.shape == c.shape)
|
1638 |
+
|
1639 |
+
|
1640 |
+
class TestOverwrite:
|
1641 |
+
def test_solve(self):
|
1642 |
+
assert_no_overwrite(solve, [(3, 3), (3,)])
|
1643 |
+
|
1644 |
+
def test_solve_triangular(self):
|
1645 |
+
assert_no_overwrite(solve_triangular, [(3, 3), (3,)])
|
1646 |
+
|
1647 |
+
def test_solve_banded(self):
|
1648 |
+
assert_no_overwrite(lambda ab, b: solve_banded((2, 1), ab, b),
|
1649 |
+
[(4, 6), (6,)])
|
1650 |
+
|
1651 |
+
def test_solveh_banded(self):
|
1652 |
+
assert_no_overwrite(solveh_banded, [(2, 6), (6,)])
|
1653 |
+
|
1654 |
+
def test_inv(self):
|
1655 |
+
assert_no_overwrite(inv, [(3, 3)])
|
1656 |
+
|
1657 |
+
def test_det(self):
|
1658 |
+
assert_no_overwrite(det, [(3, 3)])
|
1659 |
+
|
1660 |
+
def test_lstsq(self):
|
1661 |
+
assert_no_overwrite(lstsq, [(3, 2), (3,)])
|
1662 |
+
|
1663 |
+
def test_pinv(self):
|
1664 |
+
assert_no_overwrite(pinv, [(3, 3)])
|
1665 |
+
|
1666 |
+
def test_pinvh(self):
|
1667 |
+
assert_no_overwrite(pinvh, [(3, 3)])
|
1668 |
+
|
1669 |
+
|
1670 |
+
class TestSolveCirculant:
|
1671 |
+
|
1672 |
+
def test_basic1(self):
|
1673 |
+
c = np.array([1, 2, 3, 5])
|
1674 |
+
b = np.array([1, -1, 1, 0])
|
1675 |
+
x = solve_circulant(c, b)
|
1676 |
+
y = solve(circulant(c), b)
|
1677 |
+
assert_allclose(x, y)
|
1678 |
+
|
1679 |
+
def test_basic2(self):
|
1680 |
+
# b is a 2-d matrix.
|
1681 |
+
c = np.array([1, 2, -3, -5])
|
1682 |
+
b = np.arange(12).reshape(4, 3)
|
1683 |
+
x = solve_circulant(c, b)
|
1684 |
+
y = solve(circulant(c), b)
|
1685 |
+
assert_allclose(x, y)
|
1686 |
+
|
1687 |
+
def test_basic3(self):
|
1688 |
+
# b is a 3-d matrix.
|
1689 |
+
c = np.array([1, 2, -3, -5])
|
1690 |
+
b = np.arange(24).reshape(4, 3, 2)
|
1691 |
+
x = solve_circulant(c, b)
|
1692 |
+
y = solve(circulant(c), b)
|
1693 |
+
assert_allclose(x, y)
|
1694 |
+
|
1695 |
+
def test_complex(self):
|
1696 |
+
# Complex b and c
|
1697 |
+
c = np.array([1+2j, -3, 4j, 5])
|
1698 |
+
b = np.arange(8).reshape(4, 2) + 0.5j
|
1699 |
+
x = solve_circulant(c, b)
|
1700 |
+
y = solve(circulant(c), b)
|
1701 |
+
assert_allclose(x, y)
|
1702 |
+
|
1703 |
+
def test_random_b_and_c(self):
|
1704 |
+
# Random b and c
|
1705 |
+
np.random.seed(54321)
|
1706 |
+
c = np.random.randn(50)
|
1707 |
+
b = np.random.randn(50)
|
1708 |
+
x = solve_circulant(c, b)
|
1709 |
+
y = solve(circulant(c), b)
|
1710 |
+
assert_allclose(x, y)
|
1711 |
+
|
1712 |
+
def test_singular(self):
|
1713 |
+
# c gives a singular circulant matrix.
|
1714 |
+
c = np.array([1, 1, 0, 0])
|
1715 |
+
b = np.array([1, 2, 3, 4])
|
1716 |
+
x = solve_circulant(c, b, singular='lstsq')
|
1717 |
+
y, res, rnk, s = lstsq(circulant(c), b)
|
1718 |
+
assert_allclose(x, y)
|
1719 |
+
assert_raises(LinAlgError, solve_circulant, x, y)
|
1720 |
+
|
1721 |
+
def test_axis_args(self):
|
1722 |
+
# Test use of caxis, baxis and outaxis.
|
1723 |
+
|
1724 |
+
# c has shape (2, 1, 4)
|
1725 |
+
c = np.array([[[-1, 2.5, 3, 3.5]], [[1, 6, 6, 6.5]]])
|
1726 |
+
|
1727 |
+
# b has shape (3, 4)
|
1728 |
+
b = np.array([[0, 0, 1, 1], [1, 1, 0, 0], [1, -1, 0, 0]])
|
1729 |
+
|
1730 |
+
x = solve_circulant(c, b, baxis=1)
|
1731 |
+
assert_equal(x.shape, (4, 2, 3))
|
1732 |
+
expected = np.empty_like(x)
|
1733 |
+
expected[:, 0, :] = solve(circulant(c[0]), b.T)
|
1734 |
+
expected[:, 1, :] = solve(circulant(c[1]), b.T)
|
1735 |
+
assert_allclose(x, expected)
|
1736 |
+
|
1737 |
+
x = solve_circulant(c, b, baxis=1, outaxis=-1)
|
1738 |
+
assert_equal(x.shape, (2, 3, 4))
|
1739 |
+
assert_allclose(np.moveaxis(x, -1, 0), expected)
|
1740 |
+
|
1741 |
+
# np.swapaxes(c, 1, 2) has shape (2, 4, 1); b.T has shape (4, 3).
|
1742 |
+
x = solve_circulant(np.swapaxes(c, 1, 2), b.T, caxis=1)
|
1743 |
+
assert_equal(x.shape, (4, 2, 3))
|
1744 |
+
assert_allclose(x, expected)
|
1745 |
+
|
1746 |
+
def test_native_list_arguments(self):
|
1747 |
+
# Same as test_basic1 using python's native list.
|
1748 |
+
c = [1, 2, 3, 5]
|
1749 |
+
b = [1, -1, 1, 0]
|
1750 |
+
x = solve_circulant(c, b)
|
1751 |
+
y = solve(circulant(c), b)
|
1752 |
+
assert_allclose(x, y)
|
1753 |
+
|
1754 |
+
|
1755 |
+
class TestMatrix_Balance:
|
1756 |
+
|
1757 |
+
def test_string_arg(self):
|
1758 |
+
assert_raises(ValueError, matrix_balance, 'Some string for fail')
|
1759 |
+
|
1760 |
+
def test_infnan_arg(self):
|
1761 |
+
assert_raises(ValueError, matrix_balance,
|
1762 |
+
np.array([[1, 2], [3, np.inf]]))
|
1763 |
+
assert_raises(ValueError, matrix_balance,
|
1764 |
+
np.array([[1, 2], [3, np.nan]]))
|
1765 |
+
|
1766 |
+
def test_scaling(self):
|
1767 |
+
_, y = matrix_balance(np.array([[1000, 1], [1000, 0]]))
|
1768 |
+
# Pre/post LAPACK 3.5.0 gives the same result up to an offset
|
1769 |
+
# since in each case col norm is x1000 greater and
|
1770 |
+
# 1000 / 32 ~= 1 * 32 hence balanced with 2 ** 5.
|
1771 |
+
assert_allclose(np.diff(np.log2(np.diag(y))), [5])
|
1772 |
+
|
1773 |
+
def test_scaling_order(self):
|
1774 |
+
A = np.array([[1, 0, 1e-4], [1, 1, 1e-2], [1e4, 1e2, 1]])
|
1775 |
+
x, y = matrix_balance(A)
|
1776 |
+
assert_allclose(solve(y, A).dot(y), x)
|
1777 |
+
|
1778 |
+
def test_separate(self):
|
1779 |
+
_, (y, z) = matrix_balance(np.array([[1000, 1], [1000, 0]]),
|
1780 |
+
separate=1)
|
1781 |
+
assert_equal(np.diff(np.log2(y)), [5])
|
1782 |
+
assert_allclose(z, np.arange(2))
|
1783 |
+
|
1784 |
+
def test_permutation(self):
|
1785 |
+
A = block_diag(np.ones((2, 2)), np.tril(np.ones((2, 2))),
|
1786 |
+
np.ones((3, 3)))
|
1787 |
+
x, (y, z) = matrix_balance(A, separate=1)
|
1788 |
+
assert_allclose(y, np.ones_like(y))
|
1789 |
+
assert_allclose(z, np.array([0, 1, 6, 5, 4, 3, 2]))
|
1790 |
+
|
1791 |
+
def test_perm_and_scaling(self):
|
1792 |
+
# Matrix with its diagonal removed
|
1793 |
+
cases = ( # Case 0
|
1794 |
+
np.array([[0., 0., 0., 0., 0.000002],
|
1795 |
+
[0., 0., 0., 0., 0.],
|
1796 |
+
[2., 2., 0., 0., 0.],
|
1797 |
+
[2., 2., 0., 0., 0.],
|
1798 |
+
[0., 0., 0.000002, 0., 0.]]),
|
1799 |
+
# Case 1 user reported GH-7258
|
1800 |
+
np.array([[-0.5, 0., 0., 0.],
|
1801 |
+
[0., -1., 0., 0.],
|
1802 |
+
[1., 0., -0.5, 0.],
|
1803 |
+
[0., 1., 0., -1.]]),
|
1804 |
+
# Case 2 user reported GH-7258
|
1805 |
+
np.array([[-3., 0., 1., 0.],
|
1806 |
+
[-1., -1., -0., 1.],
|
1807 |
+
[-3., -0., -0., 0.],
|
1808 |
+
[-1., -0., 1., -1.]])
|
1809 |
+
)
|
1810 |
+
|
1811 |
+
for A in cases:
|
1812 |
+
x, y = matrix_balance(A)
|
1813 |
+
x, (s, p) = matrix_balance(A, separate=1)
|
1814 |
+
ip = np.empty_like(p)
|
1815 |
+
ip[p] = np.arange(A.shape[0])
|
1816 |
+
assert_allclose(y, np.diag(s)[ip, :])
|
1817 |
+
assert_allclose(solve(y, A).dot(y), x)
|
venv/lib/python3.10/site-packages/scipy/linalg/tests/test_blas.py
ADDED
@@ -0,0 +1,1114 @@
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1 |
+
#
|
2 |
+
# Created by: Pearu Peterson, April 2002
|
3 |
+
#
|
4 |
+
|
5 |
+
import math
|
6 |
+
import pytest
|
7 |
+
import numpy as np
|
8 |
+
from numpy.testing import (assert_equal, assert_almost_equal, assert_,
|
9 |
+
assert_array_almost_equal, assert_allclose)
|
10 |
+
from pytest import raises as assert_raises
|
11 |
+
|
12 |
+
from numpy import float32, float64, complex64, complex128, arange, triu, \
|
13 |
+
tril, zeros, tril_indices, ones, mod, diag, append, eye, \
|
14 |
+
nonzero
|
15 |
+
|
16 |
+
from numpy.random import rand, seed
|
17 |
+
import scipy
|
18 |
+
from scipy.linalg import _fblas as fblas, get_blas_funcs, toeplitz, solve
|
19 |
+
|
20 |
+
try:
|
21 |
+
from scipy.linalg import _cblas as cblas
|
22 |
+
except ImportError:
|
23 |
+
cblas = None
|
24 |
+
|
25 |
+
REAL_DTYPES = [float32, float64]
|
26 |
+
COMPLEX_DTYPES = [complex64, complex128]
|
27 |
+
DTYPES = REAL_DTYPES + COMPLEX_DTYPES
|
28 |
+
|
29 |
+
|
30 |
+
def test_get_blas_funcs():
|
31 |
+
# check that it returns Fortran code for arrays that are
|
32 |
+
# fortran-ordered
|
33 |
+
f1, f2, f3 = get_blas_funcs(
|
34 |
+
('axpy', 'axpy', 'axpy'),
|
35 |
+
(np.empty((2, 2), dtype=np.complex64, order='F'),
|
36 |
+
np.empty((2, 2), dtype=np.complex128, order='C'))
|
37 |
+
)
|
38 |
+
|
39 |
+
# get_blas_funcs will choose libraries depending on most generic
|
40 |
+
# array
|
41 |
+
assert_equal(f1.typecode, 'z')
|
42 |
+
assert_equal(f2.typecode, 'z')
|
43 |
+
if cblas is not None:
|
44 |
+
assert_equal(f1.module_name, 'cblas')
|
45 |
+
assert_equal(f2.module_name, 'cblas')
|
46 |
+
|
47 |
+
# check defaults.
|
48 |
+
f1 = get_blas_funcs('rotg')
|
49 |
+
assert_equal(f1.typecode, 'd')
|
50 |
+
|
51 |
+
# check also dtype interface
|
52 |
+
f1 = get_blas_funcs('gemm', dtype=np.complex64)
|
53 |
+
assert_equal(f1.typecode, 'c')
|
54 |
+
f1 = get_blas_funcs('gemm', dtype='F')
|
55 |
+
assert_equal(f1.typecode, 'c')
|
56 |
+
|
57 |
+
# extended precision complex
|
58 |
+
f1 = get_blas_funcs('gemm', dtype=np.clongdouble)
|
59 |
+
assert_equal(f1.typecode, 'z')
|
60 |
+
|
61 |
+
# check safe complex upcasting
|
62 |
+
f1 = get_blas_funcs('axpy',
|
63 |
+
(np.empty((2, 2), dtype=np.float64),
|
64 |
+
np.empty((2, 2), dtype=np.complex64))
|
65 |
+
)
|
66 |
+
assert_equal(f1.typecode, 'z')
|
67 |
+
|
68 |
+
|
69 |
+
def test_get_blas_funcs_alias():
|
70 |
+
# check alias for get_blas_funcs
|
71 |
+
f, g = get_blas_funcs(('nrm2', 'dot'), dtype=np.complex64)
|
72 |
+
assert f.typecode == 'c'
|
73 |
+
assert g.typecode == 'c'
|
74 |
+
|
75 |
+
f, g, h = get_blas_funcs(('dot', 'dotc', 'dotu'), dtype=np.float64)
|
76 |
+
assert f is g
|
77 |
+
assert f is h
|
78 |
+
|
79 |
+
|
80 |
+
class TestCBLAS1Simple:
|
81 |
+
|
82 |
+
def test_axpy(self):
|
83 |
+
for p in 'sd':
|
84 |
+
f = getattr(cblas, p+'axpy', None)
|
85 |
+
if f is None:
|
86 |
+
continue
|
87 |
+
assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
|
88 |
+
[7, 9, 18])
|
89 |
+
for p in 'cz':
|
90 |
+
f = getattr(cblas, p+'axpy', None)
|
91 |
+
if f is None:
|
92 |
+
continue
|
93 |
+
assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
|
94 |
+
[7, 10j-1, 18])
|
95 |
+
|
96 |
+
|
97 |
+
class TestFBLAS1Simple:
|
98 |
+
|
99 |
+
def test_axpy(self):
|
100 |
+
for p in 'sd':
|
101 |
+
f = getattr(fblas, p+'axpy', None)
|
102 |
+
if f is None:
|
103 |
+
continue
|
104 |
+
assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
|
105 |
+
[7, 9, 18])
|
106 |
+
for p in 'cz':
|
107 |
+
f = getattr(fblas, p+'axpy', None)
|
108 |
+
if f is None:
|
109 |
+
continue
|
110 |
+
assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
|
111 |
+
[7, 10j-1, 18])
|
112 |
+
|
113 |
+
def test_copy(self):
|
114 |
+
for p in 'sd':
|
115 |
+
f = getattr(fblas, p+'copy', None)
|
116 |
+
if f is None:
|
117 |
+
continue
|
118 |
+
assert_array_almost_equal(f([3, 4, 5], [8]*3), [3, 4, 5])
|
119 |
+
for p in 'cz':
|
120 |
+
f = getattr(fblas, p+'copy', None)
|
121 |
+
if f is None:
|
122 |
+
continue
|
123 |
+
assert_array_almost_equal(f([3, 4j, 5+3j], [8]*3), [3, 4j, 5+3j])
|
124 |
+
|
125 |
+
def test_asum(self):
|
126 |
+
for p in 'sd':
|
127 |
+
f = getattr(fblas, p+'asum', None)
|
128 |
+
if f is None:
|
129 |
+
continue
|
130 |
+
assert_almost_equal(f([3, -4, 5]), 12)
|
131 |
+
for p in ['sc', 'dz']:
|
132 |
+
f = getattr(fblas, p+'asum', None)
|
133 |
+
if f is None:
|
134 |
+
continue
|
135 |
+
assert_almost_equal(f([3j, -4, 3-4j]), 14)
|
136 |
+
|
137 |
+
def test_dot(self):
|
138 |
+
for p in 'sd':
|
139 |
+
f = getattr(fblas, p+'dot', None)
|
140 |
+
if f is None:
|
141 |
+
continue
|
142 |
+
assert_almost_equal(f([3, -4, 5], [2, 5, 1]), -9)
|
143 |
+
|
144 |
+
def test_complex_dotu(self):
|
145 |
+
for p in 'cz':
|
146 |
+
f = getattr(fblas, p+'dotu', None)
|
147 |
+
if f is None:
|
148 |
+
continue
|
149 |
+
assert_almost_equal(f([3j, -4, 3-4j], [2, 3, 1]), -9+2j)
|
150 |
+
|
151 |
+
def test_complex_dotc(self):
|
152 |
+
for p in 'cz':
|
153 |
+
f = getattr(fblas, p+'dotc', None)
|
154 |
+
if f is None:
|
155 |
+
continue
|
156 |
+
assert_almost_equal(f([3j, -4, 3-4j], [2, 3j, 1]), 3-14j)
|
157 |
+
|
158 |
+
def test_nrm2(self):
|
159 |
+
for p in 'sd':
|
160 |
+
f = getattr(fblas, p+'nrm2', None)
|
161 |
+
if f is None:
|
162 |
+
continue
|
163 |
+
assert_almost_equal(f([3, -4, 5]), math.sqrt(50))
|
164 |
+
for p in ['c', 'z', 'sc', 'dz']:
|
165 |
+
f = getattr(fblas, p+'nrm2', None)
|
166 |
+
if f is None:
|
167 |
+
continue
|
168 |
+
assert_almost_equal(f([3j, -4, 3-4j]), math.sqrt(50))
|
169 |
+
|
170 |
+
def test_scal(self):
|
171 |
+
for p in 'sd':
|
172 |
+
f = getattr(fblas, p+'scal', None)
|
173 |
+
if f is None:
|
174 |
+
continue
|
175 |
+
assert_array_almost_equal(f(2, [3, -4, 5]), [6, -8, 10])
|
176 |
+
for p in 'cz':
|
177 |
+
f = getattr(fblas, p+'scal', None)
|
178 |
+
if f is None:
|
179 |
+
continue
|
180 |
+
assert_array_almost_equal(f(3j, [3j, -4, 3-4j]), [-9, -12j, 12+9j])
|
181 |
+
for p in ['cs', 'zd']:
|
182 |
+
f = getattr(fblas, p+'scal', None)
|
183 |
+
if f is None:
|
184 |
+
continue
|
185 |
+
assert_array_almost_equal(f(3, [3j, -4, 3-4j]), [9j, -12, 9-12j])
|
186 |
+
|
187 |
+
def test_swap(self):
|
188 |
+
for p in 'sd':
|
189 |
+
f = getattr(fblas, p+'swap', None)
|
190 |
+
if f is None:
|
191 |
+
continue
|
192 |
+
x, y = [2, 3, 1], [-2, 3, 7]
|
193 |
+
x1, y1 = f(x, y)
|
194 |
+
assert_array_almost_equal(x1, y)
|
195 |
+
assert_array_almost_equal(y1, x)
|
196 |
+
for p in 'cz':
|
197 |
+
f = getattr(fblas, p+'swap', None)
|
198 |
+
if f is None:
|
199 |
+
continue
|
200 |
+
x, y = [2, 3j, 1], [-2, 3, 7-3j]
|
201 |
+
x1, y1 = f(x, y)
|
202 |
+
assert_array_almost_equal(x1, y)
|
203 |
+
assert_array_almost_equal(y1, x)
|
204 |
+
|
205 |
+
def test_amax(self):
|
206 |
+
for p in 'sd':
|
207 |
+
f = getattr(fblas, 'i'+p+'amax')
|
208 |
+
assert_equal(f([-2, 4, 3]), 1)
|
209 |
+
for p in 'cz':
|
210 |
+
f = getattr(fblas, 'i'+p+'amax')
|
211 |
+
assert_equal(f([-5, 4+3j, 6]), 1)
|
212 |
+
# XXX: need tests for rot,rotm,rotg,rotmg
|
213 |
+
|
214 |
+
|
215 |
+
class TestFBLAS2Simple:
|
216 |
+
|
217 |
+
def test_gemv(self):
|
218 |
+
for p in 'sd':
|
219 |
+
f = getattr(fblas, p+'gemv', None)
|
220 |
+
if f is None:
|
221 |
+
continue
|
222 |
+
assert_array_almost_equal(f(3, [[3]], [-4]), [-36])
|
223 |
+
assert_array_almost_equal(f(3, [[3]], [-4], 3, [5]), [-21])
|
224 |
+
for p in 'cz':
|
225 |
+
f = getattr(fblas, p+'gemv', None)
|
226 |
+
if f is None:
|
227 |
+
continue
|
228 |
+
assert_array_almost_equal(f(3j, [[3-4j]], [-4]), [-48-36j])
|
229 |
+
assert_array_almost_equal(f(3j, [[3-4j]], [-4], 3, [5j]),
|
230 |
+
[-48-21j])
|
231 |
+
|
232 |
+
def test_ger(self):
|
233 |
+
|
234 |
+
for p in 'sd':
|
235 |
+
f = getattr(fblas, p+'ger', None)
|
236 |
+
if f is None:
|
237 |
+
continue
|
238 |
+
assert_array_almost_equal(f(1, [1, 2], [3, 4]), [[3, 4], [6, 8]])
|
239 |
+
assert_array_almost_equal(f(2, [1, 2, 3], [3, 4]),
|
240 |
+
[[6, 8], [12, 16], [18, 24]])
|
241 |
+
|
242 |
+
assert_array_almost_equal(f(1, [1, 2], [3, 4],
|
243 |
+
a=[[1, 2], [3, 4]]), [[4, 6], [9, 12]])
|
244 |
+
|
245 |
+
for p in 'cz':
|
246 |
+
f = getattr(fblas, p+'geru', None)
|
247 |
+
if f is None:
|
248 |
+
continue
|
249 |
+
assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
|
250 |
+
[[3j, 4j], [6, 8]])
|
251 |
+
assert_array_almost_equal(f(-2, [1j, 2j, 3j], [3j, 4j]),
|
252 |
+
[[6, 8], [12, 16], [18, 24]])
|
253 |
+
|
254 |
+
for p in 'cz':
|
255 |
+
for name in ('ger', 'gerc'):
|
256 |
+
f = getattr(fblas, p+name, None)
|
257 |
+
if f is None:
|
258 |
+
continue
|
259 |
+
assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
|
260 |
+
[[3j, 4j], [6, 8]])
|
261 |
+
assert_array_almost_equal(f(2, [1j, 2j, 3j], [3j, 4j]),
|
262 |
+
[[6, 8], [12, 16], [18, 24]])
|
263 |
+
|
264 |
+
def test_syr_her(self):
|
265 |
+
x = np.arange(1, 5, dtype='d')
|
266 |
+
resx = np.triu(x[:, np.newaxis] * x)
|
267 |
+
resx_reverse = np.triu(x[::-1, np.newaxis] * x[::-1])
|
268 |
+
|
269 |
+
y = np.linspace(0, 8.5, 17, endpoint=False)
|
270 |
+
|
271 |
+
z = np.arange(1, 9, dtype='d').view('D')
|
272 |
+
resz = np.triu(z[:, np.newaxis] * z)
|
273 |
+
resz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1])
|
274 |
+
rehz = np.triu(z[:, np.newaxis] * z.conj())
|
275 |
+
rehz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1].conj())
|
276 |
+
|
277 |
+
w = np.c_[np.zeros(4), z, np.zeros(4)].ravel()
|
278 |
+
|
279 |
+
for p, rtol in zip('sd', [1e-7, 1e-14]):
|
280 |
+
f = getattr(fblas, p+'syr', None)
|
281 |
+
if f is None:
|
282 |
+
continue
|
283 |
+
assert_allclose(f(1.0, x), resx, rtol=rtol)
|
284 |
+
assert_allclose(f(1.0, x, lower=True), resx.T, rtol=rtol)
|
285 |
+
assert_allclose(f(1.0, y, incx=2, offx=2, n=4), resx, rtol=rtol)
|
286 |
+
# negative increments imply reversed vectors in blas
|
287 |
+
assert_allclose(f(1.0, y, incx=-2, offx=2, n=4),
|
288 |
+
resx_reverse, rtol=rtol)
|
289 |
+
|
290 |
+
a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
|
291 |
+
b = f(1.0, x, a=a, overwrite_a=True)
|
292 |
+
assert_allclose(a, resx, rtol=rtol)
|
293 |
+
|
294 |
+
b = f(2.0, x, a=a)
|
295 |
+
assert_(a is not b)
|
296 |
+
assert_allclose(b, 3*resx, rtol=rtol)
|
297 |
+
|
298 |
+
assert_raises(Exception, f, 1.0, x, incx=0)
|
299 |
+
assert_raises(Exception, f, 1.0, x, offx=5)
|
300 |
+
assert_raises(Exception, f, 1.0, x, offx=-2)
|
301 |
+
assert_raises(Exception, f, 1.0, x, n=-2)
|
302 |
+
assert_raises(Exception, f, 1.0, x, n=5)
|
303 |
+
assert_raises(Exception, f, 1.0, x, lower=2)
|
304 |
+
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
|
305 |
+
|
306 |
+
for p, rtol in zip('cz', [1e-7, 1e-14]):
|
307 |
+
f = getattr(fblas, p+'syr', None)
|
308 |
+
if f is None:
|
309 |
+
continue
|
310 |
+
assert_allclose(f(1.0, z), resz, rtol=rtol)
|
311 |
+
assert_allclose(f(1.0, z, lower=True), resz.T, rtol=rtol)
|
312 |
+
assert_allclose(f(1.0, w, incx=3, offx=1, n=4), resz, rtol=rtol)
|
313 |
+
# negative increments imply reversed vectors in blas
|
314 |
+
assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
|
315 |
+
resz_reverse, rtol=rtol)
|
316 |
+
|
317 |
+
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
|
318 |
+
b = f(1.0, z, a=a, overwrite_a=True)
|
319 |
+
assert_allclose(a, resz, rtol=rtol)
|
320 |
+
|
321 |
+
b = f(2.0, z, a=a)
|
322 |
+
assert_(a is not b)
|
323 |
+
assert_allclose(b, 3*resz, rtol=rtol)
|
324 |
+
|
325 |
+
assert_raises(Exception, f, 1.0, x, incx=0)
|
326 |
+
assert_raises(Exception, f, 1.0, x, offx=5)
|
327 |
+
assert_raises(Exception, f, 1.0, x, offx=-2)
|
328 |
+
assert_raises(Exception, f, 1.0, x, n=-2)
|
329 |
+
assert_raises(Exception, f, 1.0, x, n=5)
|
330 |
+
assert_raises(Exception, f, 1.0, x, lower=2)
|
331 |
+
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
|
332 |
+
|
333 |
+
for p, rtol in zip('cz', [1e-7, 1e-14]):
|
334 |
+
f = getattr(fblas, p+'her', None)
|
335 |
+
if f is None:
|
336 |
+
continue
|
337 |
+
assert_allclose(f(1.0, z), rehz, rtol=rtol)
|
338 |
+
assert_allclose(f(1.0, z, lower=True), rehz.T.conj(), rtol=rtol)
|
339 |
+
assert_allclose(f(1.0, w, incx=3, offx=1, n=4), rehz, rtol=rtol)
|
340 |
+
# negative increments imply reversed vectors in blas
|
341 |
+
assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
|
342 |
+
rehz_reverse, rtol=rtol)
|
343 |
+
|
344 |
+
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
|
345 |
+
b = f(1.0, z, a=a, overwrite_a=True)
|
346 |
+
assert_allclose(a, rehz, rtol=rtol)
|
347 |
+
|
348 |
+
b = f(2.0, z, a=a)
|
349 |
+
assert_(a is not b)
|
350 |
+
assert_allclose(b, 3*rehz, rtol=rtol)
|
351 |
+
|
352 |
+
assert_raises(Exception, f, 1.0, x, incx=0)
|
353 |
+
assert_raises(Exception, f, 1.0, x, offx=5)
|
354 |
+
assert_raises(Exception, f, 1.0, x, offx=-2)
|
355 |
+
assert_raises(Exception, f, 1.0, x, n=-2)
|
356 |
+
assert_raises(Exception, f, 1.0, x, n=5)
|
357 |
+
assert_raises(Exception, f, 1.0, x, lower=2)
|
358 |
+
assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
|
359 |
+
|
360 |
+
def test_syr2(self):
|
361 |
+
x = np.arange(1, 5, dtype='d')
|
362 |
+
y = np.arange(5, 9, dtype='d')
|
363 |
+
resxy = np.triu(x[:, np.newaxis] * y + y[:, np.newaxis] * x)
|
364 |
+
resxy_reverse = np.triu(x[::-1, np.newaxis] * y[::-1]
|
365 |
+
+ y[::-1, np.newaxis] * x[::-1])
|
366 |
+
|
367 |
+
q = np.linspace(0, 8.5, 17, endpoint=False)
|
368 |
+
|
369 |
+
for p, rtol in zip('sd', [1e-7, 1e-14]):
|
370 |
+
f = getattr(fblas, p+'syr2', None)
|
371 |
+
if f is None:
|
372 |
+
continue
|
373 |
+
assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
|
374 |
+
assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
|
375 |
+
assert_allclose(f(1.0, x, y, lower=True), resxy.T, rtol=rtol)
|
376 |
+
|
377 |
+
assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10),
|
378 |
+
resxy, rtol=rtol)
|
379 |
+
assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10, n=3),
|
380 |
+
resxy[:3, :3], rtol=rtol)
|
381 |
+
# negative increments imply reversed vectors in blas
|
382 |
+
assert_allclose(f(1.0, q, q, incx=-2, offx=2, incy=-2, offy=10),
|
383 |
+
resxy_reverse, rtol=rtol)
|
384 |
+
|
385 |
+
a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
|
386 |
+
b = f(1.0, x, y, a=a, overwrite_a=True)
|
387 |
+
assert_allclose(a, resxy, rtol=rtol)
|
388 |
+
|
389 |
+
b = f(2.0, x, y, a=a)
|
390 |
+
assert_(a is not b)
|
391 |
+
assert_allclose(b, 3*resxy, rtol=rtol)
|
392 |
+
|
393 |
+
assert_raises(Exception, f, 1.0, x, y, incx=0)
|
394 |
+
assert_raises(Exception, f, 1.0, x, y, offx=5)
|
395 |
+
assert_raises(Exception, f, 1.0, x, y, offx=-2)
|
396 |
+
assert_raises(Exception, f, 1.0, x, y, incy=0)
|
397 |
+
assert_raises(Exception, f, 1.0, x, y, offy=5)
|
398 |
+
assert_raises(Exception, f, 1.0, x, y, offy=-2)
|
399 |
+
assert_raises(Exception, f, 1.0, x, y, n=-2)
|
400 |
+
assert_raises(Exception, f, 1.0, x, y, n=5)
|
401 |
+
assert_raises(Exception, f, 1.0, x, y, lower=2)
|
402 |
+
assert_raises(Exception, f, 1.0, x, y,
|
403 |
+
a=np.zeros((2, 2), 'd', 'F'))
|
404 |
+
|
405 |
+
def test_her2(self):
|
406 |
+
x = np.arange(1, 9, dtype='d').view('D')
|
407 |
+
y = np.arange(9, 17, dtype='d').view('D')
|
408 |
+
resxy = x[:, np.newaxis] * y.conj() + y[:, np.newaxis] * x.conj()
|
409 |
+
resxy = np.triu(resxy)
|
410 |
+
|
411 |
+
resxy_reverse = x[::-1, np.newaxis] * y[::-1].conj()
|
412 |
+
resxy_reverse += y[::-1, np.newaxis] * x[::-1].conj()
|
413 |
+
resxy_reverse = np.triu(resxy_reverse)
|
414 |
+
|
415 |
+
u = np.c_[np.zeros(4), x, np.zeros(4)].ravel()
|
416 |
+
v = np.c_[np.zeros(4), y, np.zeros(4)].ravel()
|
417 |
+
|
418 |
+
for p, rtol in zip('cz', [1e-7, 1e-14]):
|
419 |
+
f = getattr(fblas, p+'her2', None)
|
420 |
+
if f is None:
|
421 |
+
continue
|
422 |
+
assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
|
423 |
+
assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
|
424 |
+
assert_allclose(f(1.0, x, y, lower=True), resxy.T.conj(),
|
425 |
+
rtol=rtol)
|
426 |
+
|
427 |
+
assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1),
|
428 |
+
resxy, rtol=rtol)
|
429 |
+
assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1, n=3),
|
430 |
+
resxy[:3, :3], rtol=rtol)
|
431 |
+
# negative increments imply reversed vectors in blas
|
432 |
+
assert_allclose(f(1.0, u, v, incx=-3, offx=1, incy=-3, offy=1),
|
433 |
+
resxy_reverse, rtol=rtol)
|
434 |
+
|
435 |
+
a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
|
436 |
+
b = f(1.0, x, y, a=a, overwrite_a=True)
|
437 |
+
assert_allclose(a, resxy, rtol=rtol)
|
438 |
+
|
439 |
+
b = f(2.0, x, y, a=a)
|
440 |
+
assert_(a is not b)
|
441 |
+
assert_allclose(b, 3*resxy, rtol=rtol)
|
442 |
+
|
443 |
+
assert_raises(Exception, f, 1.0, x, y, incx=0)
|
444 |
+
assert_raises(Exception, f, 1.0, x, y, offx=5)
|
445 |
+
assert_raises(Exception, f, 1.0, x, y, offx=-2)
|
446 |
+
assert_raises(Exception, f, 1.0, x, y, incy=0)
|
447 |
+
assert_raises(Exception, f, 1.0, x, y, offy=5)
|
448 |
+
assert_raises(Exception, f, 1.0, x, y, offy=-2)
|
449 |
+
assert_raises(Exception, f, 1.0, x, y, n=-2)
|
450 |
+
assert_raises(Exception, f, 1.0, x, y, n=5)
|
451 |
+
assert_raises(Exception, f, 1.0, x, y, lower=2)
|
452 |
+
assert_raises(Exception, f, 1.0, x, y,
|
453 |
+
a=np.zeros((2, 2), 'd', 'F'))
|
454 |
+
|
455 |
+
def test_gbmv(self):
|
456 |
+
seed(1234)
|
457 |
+
for ind, dtype in enumerate(DTYPES):
|
458 |
+
n = 7
|
459 |
+
m = 5
|
460 |
+
kl = 1
|
461 |
+
ku = 2
|
462 |
+
# fake a banded matrix via toeplitz
|
463 |
+
A = toeplitz(append(rand(kl+1), zeros(m-kl-1)),
|
464 |
+
append(rand(ku+1), zeros(n-ku-1)))
|
465 |
+
A = A.astype(dtype)
|
466 |
+
Ab = zeros((kl+ku+1, n), dtype=dtype)
|
467 |
+
|
468 |
+
# Form the banded storage
|
469 |
+
Ab[2, :5] = A[0, 0] # diag
|
470 |
+
Ab[1, 1:6] = A[0, 1] # sup1
|
471 |
+
Ab[0, 2:7] = A[0, 2] # sup2
|
472 |
+
Ab[3, :4] = A[1, 0] # sub1
|
473 |
+
|
474 |
+
x = rand(n).astype(dtype)
|
475 |
+
y = rand(m).astype(dtype)
|
476 |
+
alpha, beta = dtype(3), dtype(-5)
|
477 |
+
|
478 |
+
func, = get_blas_funcs(('gbmv',), dtype=dtype)
|
479 |
+
y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab,
|
480 |
+
x=x, y=y, beta=beta)
|
481 |
+
y2 = alpha * A.dot(x) + beta * y
|
482 |
+
assert_array_almost_equal(y1, y2)
|
483 |
+
|
484 |
+
y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab,
|
485 |
+
x=y, y=x, beta=beta, trans=1)
|
486 |
+
y2 = alpha * A.T.dot(y) + beta * x
|
487 |
+
assert_array_almost_equal(y1, y2)
|
488 |
+
|
489 |
+
def test_sbmv_hbmv(self):
|
490 |
+
seed(1234)
|
491 |
+
for ind, dtype in enumerate(DTYPES):
|
492 |
+
n = 6
|
493 |
+
k = 2
|
494 |
+
A = zeros((n, n), dtype=dtype)
|
495 |
+
Ab = zeros((k+1, n), dtype=dtype)
|
496 |
+
|
497 |
+
# Form the array and its packed banded storage
|
498 |
+
A[arange(n), arange(n)] = rand(n)
|
499 |
+
for ind2 in range(1, k+1):
|
500 |
+
temp = rand(n-ind2)
|
501 |
+
A[arange(n-ind2), arange(ind2, n)] = temp
|
502 |
+
Ab[-1-ind2, ind2:] = temp
|
503 |
+
A = A.astype(dtype)
|
504 |
+
A = A + A.T if ind < 2 else A + A.conj().T
|
505 |
+
Ab[-1, :] = diag(A)
|
506 |
+
x = rand(n).astype(dtype)
|
507 |
+
y = rand(n).astype(dtype)
|
508 |
+
alpha, beta = dtype(1.25), dtype(3)
|
509 |
+
|
510 |
+
if ind > 1:
|
511 |
+
func, = get_blas_funcs(('hbmv',), dtype=dtype)
|
512 |
+
else:
|
513 |
+
func, = get_blas_funcs(('sbmv',), dtype=dtype)
|
514 |
+
y1 = func(k=k, alpha=alpha, a=Ab, x=x, y=y, beta=beta)
|
515 |
+
y2 = alpha * A.dot(x) + beta * y
|
516 |
+
assert_array_almost_equal(y1, y2)
|
517 |
+
|
518 |
+
def test_spmv_hpmv(self):
|
519 |
+
seed(1234)
|
520 |
+
for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
|
521 |
+
n = 3
|
522 |
+
A = rand(n, n).astype(dtype)
|
523 |
+
if ind > 1:
|
524 |
+
A += rand(n, n)*1j
|
525 |
+
A = A.astype(dtype)
|
526 |
+
A = A + A.T if ind < 4 else A + A.conj().T
|
527 |
+
c, r = tril_indices(n)
|
528 |
+
Ap = A[r, c]
|
529 |
+
x = rand(n).astype(dtype)
|
530 |
+
y = rand(n).astype(dtype)
|
531 |
+
xlong = arange(2*n).astype(dtype)
|
532 |
+
ylong = ones(2*n).astype(dtype)
|
533 |
+
alpha, beta = dtype(1.25), dtype(2)
|
534 |
+
|
535 |
+
if ind > 3:
|
536 |
+
func, = get_blas_funcs(('hpmv',), dtype=dtype)
|
537 |
+
else:
|
538 |
+
func, = get_blas_funcs(('spmv',), dtype=dtype)
|
539 |
+
y1 = func(n=n, alpha=alpha, ap=Ap, x=x, y=y, beta=beta)
|
540 |
+
y2 = alpha * A.dot(x) + beta * y
|
541 |
+
assert_array_almost_equal(y1, y2)
|
542 |
+
|
543 |
+
# Test inc and offsets
|
544 |
+
y1 = func(n=n-1, alpha=alpha, beta=beta, x=xlong, y=ylong, ap=Ap,
|
545 |
+
incx=2, incy=2, offx=n, offy=n)
|
546 |
+
y2 = (alpha * A[:-1, :-1]).dot(xlong[3::2]) + beta * ylong[3::2]
|
547 |
+
assert_array_almost_equal(y1[3::2], y2)
|
548 |
+
assert_almost_equal(y1[4], ylong[4])
|
549 |
+
|
550 |
+
def test_spr_hpr(self):
|
551 |
+
seed(1234)
|
552 |
+
for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
|
553 |
+
n = 3
|
554 |
+
A = rand(n, n).astype(dtype)
|
555 |
+
if ind > 1:
|
556 |
+
A += rand(n, n)*1j
|
557 |
+
A = A.astype(dtype)
|
558 |
+
A = A + A.T if ind < 4 else A + A.conj().T
|
559 |
+
c, r = tril_indices(n)
|
560 |
+
Ap = A[r, c]
|
561 |
+
x = rand(n).astype(dtype)
|
562 |
+
alpha = (DTYPES+COMPLEX_DTYPES)[mod(ind, 4)](2.5)
|
563 |
+
|
564 |
+
if ind > 3:
|
565 |
+
func, = get_blas_funcs(('hpr',), dtype=dtype)
|
566 |
+
y2 = alpha * x[:, None].dot(x[None, :].conj()) + A
|
567 |
+
else:
|
568 |
+
func, = get_blas_funcs(('spr',), dtype=dtype)
|
569 |
+
y2 = alpha * x[:, None].dot(x[None, :]) + A
|
570 |
+
|
571 |
+
y1 = func(n=n, alpha=alpha, ap=Ap, x=x)
|
572 |
+
y1f = zeros((3, 3), dtype=dtype)
|
573 |
+
y1f[r, c] = y1
|
574 |
+
y1f[c, r] = y1.conj() if ind > 3 else y1
|
575 |
+
assert_array_almost_equal(y1f, y2)
|
576 |
+
|
577 |
+
def test_spr2_hpr2(self):
|
578 |
+
seed(1234)
|
579 |
+
for ind, dtype in enumerate(DTYPES):
|
580 |
+
n = 3
|
581 |
+
A = rand(n, n).astype(dtype)
|
582 |
+
if ind > 1:
|
583 |
+
A += rand(n, n)*1j
|
584 |
+
A = A.astype(dtype)
|
585 |
+
A = A + A.T if ind < 2 else A + A.conj().T
|
586 |
+
c, r = tril_indices(n)
|
587 |
+
Ap = A[r, c]
|
588 |
+
x = rand(n).astype(dtype)
|
589 |
+
y = rand(n).astype(dtype)
|
590 |
+
alpha = dtype(2)
|
591 |
+
|
592 |
+
if ind > 1:
|
593 |
+
func, = get_blas_funcs(('hpr2',), dtype=dtype)
|
594 |
+
else:
|
595 |
+
func, = get_blas_funcs(('spr2',), dtype=dtype)
|
596 |
+
|
597 |
+
u = alpha.conj() * x[:, None].dot(y[None, :].conj())
|
598 |
+
y2 = A + u + u.conj().T
|
599 |
+
y1 = func(n=n, alpha=alpha, x=x, y=y, ap=Ap)
|
600 |
+
y1f = zeros((3, 3), dtype=dtype)
|
601 |
+
y1f[r, c] = y1
|
602 |
+
y1f[[1, 2, 2], [0, 0, 1]] = y1[[1, 3, 4]].conj()
|
603 |
+
assert_array_almost_equal(y1f, y2)
|
604 |
+
|
605 |
+
def test_tbmv(self):
|
606 |
+
seed(1234)
|
607 |
+
for ind, dtype in enumerate(DTYPES):
|
608 |
+
n = 10
|
609 |
+
k = 3
|
610 |
+
x = rand(n).astype(dtype)
|
611 |
+
A = zeros((n, n), dtype=dtype)
|
612 |
+
# Banded upper triangular array
|
613 |
+
for sup in range(k+1):
|
614 |
+
A[arange(n-sup), arange(sup, n)] = rand(n-sup)
|
615 |
+
|
616 |
+
# Add complex parts for c,z
|
617 |
+
if ind > 1:
|
618 |
+
A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
|
619 |
+
|
620 |
+
# Form the banded storage
|
621 |
+
Ab = zeros((k+1, n), dtype=dtype)
|
622 |
+
for row in range(k+1):
|
623 |
+
Ab[-row-1, row:] = diag(A, k=row)
|
624 |
+
func, = get_blas_funcs(('tbmv',), dtype=dtype)
|
625 |
+
|
626 |
+
y1 = func(k=k, a=Ab, x=x)
|
627 |
+
y2 = A.dot(x)
|
628 |
+
assert_array_almost_equal(y1, y2)
|
629 |
+
|
630 |
+
y1 = func(k=k, a=Ab, x=x, diag=1)
|
631 |
+
A[arange(n), arange(n)] = dtype(1)
|
632 |
+
y2 = A.dot(x)
|
633 |
+
assert_array_almost_equal(y1, y2)
|
634 |
+
|
635 |
+
y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
|
636 |
+
y2 = A.T.dot(x)
|
637 |
+
assert_array_almost_equal(y1, y2)
|
638 |
+
|
639 |
+
y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
|
640 |
+
y2 = A.conj().T.dot(x)
|
641 |
+
assert_array_almost_equal(y1, y2)
|
642 |
+
|
643 |
+
def test_tbsv(self):
|
644 |
+
seed(1234)
|
645 |
+
for ind, dtype in enumerate(DTYPES):
|
646 |
+
n = 6
|
647 |
+
k = 3
|
648 |
+
x = rand(n).astype(dtype)
|
649 |
+
A = zeros((n, n), dtype=dtype)
|
650 |
+
# Banded upper triangular array
|
651 |
+
for sup in range(k+1):
|
652 |
+
A[arange(n-sup), arange(sup, n)] = rand(n-sup)
|
653 |
+
|
654 |
+
# Add complex parts for c,z
|
655 |
+
if ind > 1:
|
656 |
+
A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
|
657 |
+
|
658 |
+
# Form the banded storage
|
659 |
+
Ab = zeros((k+1, n), dtype=dtype)
|
660 |
+
for row in range(k+1):
|
661 |
+
Ab[-row-1, row:] = diag(A, k=row)
|
662 |
+
func, = get_blas_funcs(('tbsv',), dtype=dtype)
|
663 |
+
|
664 |
+
y1 = func(k=k, a=Ab, x=x)
|
665 |
+
y2 = solve(A, x)
|
666 |
+
assert_array_almost_equal(y1, y2)
|
667 |
+
|
668 |
+
y1 = func(k=k, a=Ab, x=x, diag=1)
|
669 |
+
A[arange(n), arange(n)] = dtype(1)
|
670 |
+
y2 = solve(A, x)
|
671 |
+
assert_array_almost_equal(y1, y2)
|
672 |
+
|
673 |
+
y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
|
674 |
+
y2 = solve(A.T, x)
|
675 |
+
assert_array_almost_equal(y1, y2)
|
676 |
+
|
677 |
+
y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
|
678 |
+
y2 = solve(A.conj().T, x)
|
679 |
+
assert_array_almost_equal(y1, y2)
|
680 |
+
|
681 |
+
def test_tpmv(self):
|
682 |
+
seed(1234)
|
683 |
+
for ind, dtype in enumerate(DTYPES):
|
684 |
+
n = 10
|
685 |
+
x = rand(n).astype(dtype)
|
686 |
+
# Upper triangular array
|
687 |
+
A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
|
688 |
+
# Form the packed storage
|
689 |
+
c, r = tril_indices(n)
|
690 |
+
Ap = A[r, c]
|
691 |
+
func, = get_blas_funcs(('tpmv',), dtype=dtype)
|
692 |
+
|
693 |
+
y1 = func(n=n, ap=Ap, x=x)
|
694 |
+
y2 = A.dot(x)
|
695 |
+
assert_array_almost_equal(y1, y2)
|
696 |
+
|
697 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1)
|
698 |
+
A[arange(n), arange(n)] = dtype(1)
|
699 |
+
y2 = A.dot(x)
|
700 |
+
assert_array_almost_equal(y1, y2)
|
701 |
+
|
702 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
|
703 |
+
y2 = A.T.dot(x)
|
704 |
+
assert_array_almost_equal(y1, y2)
|
705 |
+
|
706 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
|
707 |
+
y2 = A.conj().T.dot(x)
|
708 |
+
assert_array_almost_equal(y1, y2)
|
709 |
+
|
710 |
+
def test_tpsv(self):
|
711 |
+
seed(1234)
|
712 |
+
for ind, dtype in enumerate(DTYPES):
|
713 |
+
n = 10
|
714 |
+
x = rand(n).astype(dtype)
|
715 |
+
# Upper triangular array
|
716 |
+
A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
|
717 |
+
A += eye(n)
|
718 |
+
# Form the packed storage
|
719 |
+
c, r = tril_indices(n)
|
720 |
+
Ap = A[r, c]
|
721 |
+
func, = get_blas_funcs(('tpsv',), dtype=dtype)
|
722 |
+
|
723 |
+
y1 = func(n=n, ap=Ap, x=x)
|
724 |
+
y2 = solve(A, x)
|
725 |
+
assert_array_almost_equal(y1, y2)
|
726 |
+
|
727 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1)
|
728 |
+
A[arange(n), arange(n)] = dtype(1)
|
729 |
+
y2 = solve(A, x)
|
730 |
+
assert_array_almost_equal(y1, y2)
|
731 |
+
|
732 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
|
733 |
+
y2 = solve(A.T, x)
|
734 |
+
assert_array_almost_equal(y1, y2)
|
735 |
+
|
736 |
+
y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
|
737 |
+
y2 = solve(A.conj().T, x)
|
738 |
+
assert_array_almost_equal(y1, y2)
|
739 |
+
|
740 |
+
def test_trmv(self):
|
741 |
+
seed(1234)
|
742 |
+
for ind, dtype in enumerate(DTYPES):
|
743 |
+
n = 3
|
744 |
+
A = (rand(n, n)+eye(n)).astype(dtype)
|
745 |
+
x = rand(3).astype(dtype)
|
746 |
+
func, = get_blas_funcs(('trmv',), dtype=dtype)
|
747 |
+
|
748 |
+
y1 = func(a=A, x=x)
|
749 |
+
y2 = triu(A).dot(x)
|
750 |
+
assert_array_almost_equal(y1, y2)
|
751 |
+
|
752 |
+
y1 = func(a=A, x=x, diag=1)
|
753 |
+
A[arange(n), arange(n)] = dtype(1)
|
754 |
+
y2 = triu(A).dot(x)
|
755 |
+
assert_array_almost_equal(y1, y2)
|
756 |
+
|
757 |
+
y1 = func(a=A, x=x, diag=1, trans=1)
|
758 |
+
y2 = triu(A).T.dot(x)
|
759 |
+
assert_array_almost_equal(y1, y2)
|
760 |
+
|
761 |
+
y1 = func(a=A, x=x, diag=1, trans=2)
|
762 |
+
y2 = triu(A).conj().T.dot(x)
|
763 |
+
assert_array_almost_equal(y1, y2)
|
764 |
+
|
765 |
+
def test_trsv(self):
|
766 |
+
seed(1234)
|
767 |
+
for ind, dtype in enumerate(DTYPES):
|
768 |
+
n = 15
|
769 |
+
A = (rand(n, n)+eye(n)).astype(dtype)
|
770 |
+
x = rand(n).astype(dtype)
|
771 |
+
func, = get_blas_funcs(('trsv',), dtype=dtype)
|
772 |
+
|
773 |
+
y1 = func(a=A, x=x)
|
774 |
+
y2 = solve(triu(A), x)
|
775 |
+
assert_array_almost_equal(y1, y2)
|
776 |
+
|
777 |
+
y1 = func(a=A, x=x, lower=1)
|
778 |
+
y2 = solve(tril(A), x)
|
779 |
+
assert_array_almost_equal(y1, y2)
|
780 |
+
|
781 |
+
y1 = func(a=A, x=x, diag=1)
|
782 |
+
A[arange(n), arange(n)] = dtype(1)
|
783 |
+
y2 = solve(triu(A), x)
|
784 |
+
assert_array_almost_equal(y1, y2)
|
785 |
+
|
786 |
+
y1 = func(a=A, x=x, diag=1, trans=1)
|
787 |
+
y2 = solve(triu(A).T, x)
|
788 |
+
assert_array_almost_equal(y1, y2)
|
789 |
+
|
790 |
+
y1 = func(a=A, x=x, diag=1, trans=2)
|
791 |
+
y2 = solve(triu(A).conj().T, x)
|
792 |
+
assert_array_almost_equal(y1, y2)
|
793 |
+
|
794 |
+
|
795 |
+
class TestFBLAS3Simple:
|
796 |
+
|
797 |
+
def test_gemm(self):
|
798 |
+
for p in 'sd':
|
799 |
+
f = getattr(fblas, p+'gemm', None)
|
800 |
+
if f is None:
|
801 |
+
continue
|
802 |
+
assert_array_almost_equal(f(3, [3], [-4]), [[-36]])
|
803 |
+
assert_array_almost_equal(f(3, [3], [-4], 3, [5]), [-21])
|
804 |
+
for p in 'cz':
|
805 |
+
f = getattr(fblas, p+'gemm', None)
|
806 |
+
if f is None:
|
807 |
+
continue
|
808 |
+
assert_array_almost_equal(f(3j, [3-4j], [-4]), [[-48-36j]])
|
809 |
+
assert_array_almost_equal(f(3j, [3-4j], [-4], 3, [5j]), [-48-21j])
|
810 |
+
|
811 |
+
|
812 |
+
def _get_func(func, ps='sdzc'):
|
813 |
+
"""Just a helper: return a specified BLAS function w/typecode."""
|
814 |
+
for p in ps:
|
815 |
+
f = getattr(fblas, p+func, None)
|
816 |
+
if f is None:
|
817 |
+
continue
|
818 |
+
yield f
|
819 |
+
|
820 |
+
|
821 |
+
class TestBLAS3Symm:
|
822 |
+
|
823 |
+
def setup_method(self):
|
824 |
+
self.a = np.array([[1., 2.],
|
825 |
+
[0., 1.]])
|
826 |
+
self.b = np.array([[1., 0., 3.],
|
827 |
+
[0., -1., 2.]])
|
828 |
+
self.c = np.ones((2, 3))
|
829 |
+
self.t = np.array([[2., -1., 8.],
|
830 |
+
[3., 0., 9.]])
|
831 |
+
|
832 |
+
def test_symm(self):
|
833 |
+
for f in _get_func('symm'):
|
834 |
+
res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
|
835 |
+
assert_array_almost_equal(res, self.t)
|
836 |
+
|
837 |
+
res = f(a=self.a.T, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
|
838 |
+
assert_array_almost_equal(res, self.t)
|
839 |
+
|
840 |
+
res = f(a=self.a, b=self.b.T, side=1, c=self.c.T,
|
841 |
+
alpha=1., beta=1.)
|
842 |
+
assert_array_almost_equal(res, self.t.T)
|
843 |
+
|
844 |
+
def test_summ_wrong_side(self):
|
845 |
+
f = getattr(fblas, 'dsymm', None)
|
846 |
+
if f is not None:
|
847 |
+
assert_raises(Exception, f, **{'a': self.a, 'b': self.b,
|
848 |
+
'alpha': 1, 'side': 1})
|
849 |
+
# `side=1` means C <- B*A, hence shapes of A and B are to be
|
850 |
+
# compatible. Otherwise, f2py exception is raised
|
851 |
+
|
852 |
+
def test_symm_wrong_uplo(self):
|
853 |
+
"""SYMM only considers the upper/lower part of A. Hence setting
|
854 |
+
wrong value for `lower` (default is lower=0, meaning upper triangle)
|
855 |
+
gives a wrong result.
|
856 |
+
"""
|
857 |
+
f = getattr(fblas, 'dsymm', None)
|
858 |
+
if f is not None:
|
859 |
+
res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
|
860 |
+
assert np.allclose(res, self.t)
|
861 |
+
|
862 |
+
res = f(a=self.a, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
|
863 |
+
assert not np.allclose(res, self.t)
|
864 |
+
|
865 |
+
|
866 |
+
class TestBLAS3Syrk:
|
867 |
+
def setup_method(self):
|
868 |
+
self.a = np.array([[1., 0.],
|
869 |
+
[0., -2.],
|
870 |
+
[2., 3.]])
|
871 |
+
self.t = np.array([[1., 0., 2.],
|
872 |
+
[0., 4., -6.],
|
873 |
+
[2., -6., 13.]])
|
874 |
+
self.tt = np.array([[5., 6.],
|
875 |
+
[6., 13.]])
|
876 |
+
|
877 |
+
def test_syrk(self):
|
878 |
+
for f in _get_func('syrk'):
|
879 |
+
c = f(a=self.a, alpha=1.)
|
880 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.t))
|
881 |
+
|
882 |
+
c = f(a=self.a, alpha=1., lower=1)
|
883 |
+
assert_array_almost_equal(np.tril(c), np.tril(self.t))
|
884 |
+
|
885 |
+
c0 = np.ones(self.t.shape)
|
886 |
+
c = f(a=self.a, alpha=1., beta=1., c=c0)
|
887 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
|
888 |
+
|
889 |
+
c = f(a=self.a, alpha=1., trans=1)
|
890 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.tt))
|
891 |
+
|
892 |
+
# prints '0-th dimension must be fixed to 3 but got 5',
|
893 |
+
# FIXME: suppress?
|
894 |
+
# FIXME: how to catch the _fblas.error?
|
895 |
+
def test_syrk_wrong_c(self):
|
896 |
+
f = getattr(fblas, 'dsyrk', None)
|
897 |
+
if f is not None:
|
898 |
+
assert_raises(Exception, f, **{'a': self.a, 'alpha': 1.,
|
899 |
+
'c': np.ones((5, 8))})
|
900 |
+
# if C is supplied, it must have compatible dimensions
|
901 |
+
|
902 |
+
|
903 |
+
class TestBLAS3Syr2k:
|
904 |
+
def setup_method(self):
|
905 |
+
self.a = np.array([[1., 0.],
|
906 |
+
[0., -2.],
|
907 |
+
[2., 3.]])
|
908 |
+
self.b = np.array([[0., 1.],
|
909 |
+
[1., 0.],
|
910 |
+
[0, 1.]])
|
911 |
+
self.t = np.array([[0., -1., 3.],
|
912 |
+
[-1., 0., 0.],
|
913 |
+
[3., 0., 6.]])
|
914 |
+
self.tt = np.array([[0., 1.],
|
915 |
+
[1., 6]])
|
916 |
+
|
917 |
+
def test_syr2k(self):
|
918 |
+
for f in _get_func('syr2k'):
|
919 |
+
c = f(a=self.a, b=self.b, alpha=1.)
|
920 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.t))
|
921 |
+
|
922 |
+
c = f(a=self.a, b=self.b, alpha=1., lower=1)
|
923 |
+
assert_array_almost_equal(np.tril(c), np.tril(self.t))
|
924 |
+
|
925 |
+
c0 = np.ones(self.t.shape)
|
926 |
+
c = f(a=self.a, b=self.b, alpha=1., beta=1., c=c0)
|
927 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
|
928 |
+
|
929 |
+
c = f(a=self.a, b=self.b, alpha=1., trans=1)
|
930 |
+
assert_array_almost_equal(np.triu(c), np.triu(self.tt))
|
931 |
+
|
932 |
+
# prints '0-th dimension must be fixed to 3 but got 5', FIXME: suppress?
|
933 |
+
def test_syr2k_wrong_c(self):
|
934 |
+
f = getattr(fblas, 'dsyr2k', None)
|
935 |
+
if f is not None:
|
936 |
+
assert_raises(Exception, f, **{'a': self.a,
|
937 |
+
'b': self.b,
|
938 |
+
'alpha': 1.,
|
939 |
+
'c': np.zeros((15, 8))})
|
940 |
+
# if C is supplied, it must have compatible dimensions
|
941 |
+
|
942 |
+
|
943 |
+
class TestSyHe:
|
944 |
+
"""Quick and simple tests for (zc)-symm, syrk, syr2k."""
|
945 |
+
|
946 |
+
def setup_method(self):
|
947 |
+
self.sigma_y = np.array([[0., -1.j],
|
948 |
+
[1.j, 0.]])
|
949 |
+
|
950 |
+
def test_symm_zc(self):
|
951 |
+
for f in _get_func('symm', 'zc'):
|
952 |
+
# NB: a is symmetric w/upper diag of ONLY
|
953 |
+
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
|
954 |
+
assert_array_almost_equal(np.triu(res), np.diag([1, -1]))
|
955 |
+
|
956 |
+
def test_hemm_zc(self):
|
957 |
+
for f in _get_func('hemm', 'zc'):
|
958 |
+
# NB: a is hermitian w/upper diag of ONLY
|
959 |
+
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
|
960 |
+
assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
|
961 |
+
|
962 |
+
def test_syrk_zr(self):
|
963 |
+
for f in _get_func('syrk', 'zc'):
|
964 |
+
res = f(a=self.sigma_y, alpha=1.)
|
965 |
+
assert_array_almost_equal(np.triu(res), np.diag([-1, -1]))
|
966 |
+
|
967 |
+
def test_herk_zr(self):
|
968 |
+
for f in _get_func('herk', 'zc'):
|
969 |
+
res = f(a=self.sigma_y, alpha=1.)
|
970 |
+
assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
|
971 |
+
|
972 |
+
def test_syr2k_zr(self):
|
973 |
+
for f in _get_func('syr2k', 'zc'):
|
974 |
+
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
|
975 |
+
assert_array_almost_equal(np.triu(res), 2.*np.diag([-1, -1]))
|
976 |
+
|
977 |
+
def test_her2k_zr(self):
|
978 |
+
for f in _get_func('her2k', 'zc'):
|
979 |
+
res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
|
980 |
+
assert_array_almost_equal(np.triu(res), 2.*np.diag([1, 1]))
|
981 |
+
|
982 |
+
|
983 |
+
class TestTRMM:
|
984 |
+
"""Quick and simple tests for dtrmm."""
|
985 |
+
|
986 |
+
def setup_method(self):
|
987 |
+
self.a = np.array([[1., 2., ],
|
988 |
+
[-2., 1.]])
|
989 |
+
self.b = np.array([[3., 4., -1.],
|
990 |
+
[5., 6., -2.]])
|
991 |
+
|
992 |
+
self.a2 = np.array([[1, 1, 2, 3],
|
993 |
+
[0, 1, 4, 5],
|
994 |
+
[0, 0, 1, 6],
|
995 |
+
[0, 0, 0, 1]], order="f")
|
996 |
+
self.b2 = np.array([[1, 4], [2, 5], [3, 6], [7, 8], [9, 10]],
|
997 |
+
order="f")
|
998 |
+
|
999 |
+
@pytest.mark.parametrize("dtype_", DTYPES)
|
1000 |
+
def test_side(self, dtype_):
|
1001 |
+
trmm = get_blas_funcs("trmm", dtype=dtype_)
|
1002 |
+
# Provide large A array that works for side=1 but not 0 (see gh-10841)
|
1003 |
+
assert_raises(Exception, trmm, 1.0, self.a2, self.b2)
|
1004 |
+
res = trmm(1.0, self.a2.astype(dtype_), self.b2.astype(dtype_),
|
1005 |
+
side=1)
|
1006 |
+
k = self.b2.shape[1]
|
1007 |
+
assert_allclose(res, self.b2 @ self.a2[:k, :k], rtol=0.,
|
1008 |
+
atol=100*np.finfo(dtype_).eps)
|
1009 |
+
|
1010 |
+
def test_ab(self):
|
1011 |
+
f = getattr(fblas, 'dtrmm', None)
|
1012 |
+
if f is not None:
|
1013 |
+
result = f(1., self.a, self.b)
|
1014 |
+
# default a is upper triangular
|
1015 |
+
expected = np.array([[13., 16., -5.],
|
1016 |
+
[5., 6., -2.]])
|
1017 |
+
assert_array_almost_equal(result, expected)
|
1018 |
+
|
1019 |
+
def test_ab_lower(self):
|
1020 |
+
f = getattr(fblas, 'dtrmm', None)
|
1021 |
+
if f is not None:
|
1022 |
+
result = f(1., self.a, self.b, lower=True)
|
1023 |
+
expected = np.array([[3., 4., -1.],
|
1024 |
+
[-1., -2., 0.]]) # now a is lower triangular
|
1025 |
+
assert_array_almost_equal(result, expected)
|
1026 |
+
|
1027 |
+
def test_b_overwrites(self):
|
1028 |
+
# BLAS dtrmm modifies B argument in-place.
|
1029 |
+
# Here the default is to copy, but this can be overridden
|
1030 |
+
f = getattr(fblas, 'dtrmm', None)
|
1031 |
+
if f is not None:
|
1032 |
+
for overwr in [True, False]:
|
1033 |
+
bcopy = self.b.copy()
|
1034 |
+
result = f(1., self.a, bcopy, overwrite_b=overwr)
|
1035 |
+
# C-contiguous arrays are copied
|
1036 |
+
assert_(bcopy.flags.f_contiguous is False and
|
1037 |
+
np.may_share_memory(bcopy, result) is False)
|
1038 |
+
assert_equal(bcopy, self.b)
|
1039 |
+
|
1040 |
+
bcopy = np.asfortranarray(self.b.copy()) # or just transpose it
|
1041 |
+
result = f(1., self.a, bcopy, overwrite_b=True)
|
1042 |
+
assert_(bcopy.flags.f_contiguous is True and
|
1043 |
+
np.may_share_memory(bcopy, result) is True)
|
1044 |
+
assert_array_almost_equal(bcopy, result)
|
1045 |
+
|
1046 |
+
|
1047 |
+
def test_trsm():
|
1048 |
+
seed(1234)
|
1049 |
+
for ind, dtype in enumerate(DTYPES):
|
1050 |
+
tol = np.finfo(dtype).eps*1000
|
1051 |
+
func, = get_blas_funcs(('trsm',), dtype=dtype)
|
1052 |
+
|
1053 |
+
# Test protection against size mismatches
|
1054 |
+
A = rand(4, 5).astype(dtype)
|
1055 |
+
B = rand(4, 4).astype(dtype)
|
1056 |
+
alpha = dtype(1)
|
1057 |
+
assert_raises(Exception, func, alpha, A, B)
|
1058 |
+
assert_raises(Exception, func, alpha, A.T, B)
|
1059 |
+
|
1060 |
+
n = 8
|
1061 |
+
m = 7
|
1062 |
+
alpha = dtype(-2.5)
|
1063 |
+
A = (rand(m, m) if ind < 2 else rand(m, m) + rand(m, m)*1j) + eye(m)
|
1064 |
+
A = A.astype(dtype)
|
1065 |
+
Au = triu(A)
|
1066 |
+
Al = tril(A)
|
1067 |
+
B1 = rand(m, n).astype(dtype)
|
1068 |
+
B2 = rand(n, m).astype(dtype)
|
1069 |
+
|
1070 |
+
x1 = func(alpha=alpha, a=A, b=B1)
|
1071 |
+
assert_equal(B1.shape, x1.shape)
|
1072 |
+
x2 = solve(Au, alpha*B1)
|
1073 |
+
assert_allclose(x1, x2, atol=tol)
|
1074 |
+
|
1075 |
+
x1 = func(alpha=alpha, a=A, b=B1, trans_a=1)
|
1076 |
+
x2 = solve(Au.T, alpha*B1)
|
1077 |
+
assert_allclose(x1, x2, atol=tol)
|
1078 |
+
|
1079 |
+
x1 = func(alpha=alpha, a=A, b=B1, trans_a=2)
|
1080 |
+
x2 = solve(Au.conj().T, alpha*B1)
|
1081 |
+
assert_allclose(x1, x2, atol=tol)
|
1082 |
+
|
1083 |
+
x1 = func(alpha=alpha, a=A, b=B1, diag=1)
|
1084 |
+
Au[arange(m), arange(m)] = dtype(1)
|
1085 |
+
x2 = solve(Au, alpha*B1)
|
1086 |
+
assert_allclose(x1, x2, atol=tol)
|
1087 |
+
|
1088 |
+
x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1)
|
1089 |
+
x2 = solve(Au.conj().T, alpha*B2.conj().T)
|
1090 |
+
assert_allclose(x1, x2.conj().T, atol=tol)
|
1091 |
+
|
1092 |
+
x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1, lower=1)
|
1093 |
+
Al[arange(m), arange(m)] = dtype(1)
|
1094 |
+
x2 = solve(Al.conj().T, alpha*B2.conj().T)
|
1095 |
+
assert_allclose(x1, x2.conj().T, atol=tol)
|
1096 |
+
|
1097 |
+
|
1098 |
+
@pytest.mark.xfail(run=False,
|
1099 |
+
reason="gh-16930")
|
1100 |
+
def test_gh_169309():
|
1101 |
+
x = np.repeat(10, 9)
|
1102 |
+
actual = scipy.linalg.blas.dnrm2(x, 5, 3, -1)
|
1103 |
+
expected = math.sqrt(500)
|
1104 |
+
assert_allclose(actual, expected)
|
1105 |
+
|
1106 |
+
|
1107 |
+
def test_dnrm2_neg_incx():
|
1108 |
+
# check that dnrm2(..., incx < 0) raises
|
1109 |
+
# XXX: remove the test after the lowest supported BLAS implements
|
1110 |
+
# negative incx (new in LAPACK 3.10)
|
1111 |
+
x = np.repeat(10, 9)
|
1112 |
+
incx = -1
|
1113 |
+
with assert_raises(fblas.__fblas_error):
|
1114 |
+
scipy.linalg.blas.dnrm2(x, 5, 3, incx)
|