12345678910111213141516171819202122232425262728293031323334353637383940414243444546474849505152535455565758596061626364656667686970717273747576777879808182838485868788899091929394959697989910010110210310410510610710810911011111211311411511611711811912012112212312412512612712812913013113213313413513613713813914014114214314414514614714814915015115215315415515615715815916016116216316416516616716816917017117217317417517617717817918018118218318418518618718818919019119219319419519619719819920020120220320420520620720820921021121221321421521621721821922022122222322422522622722822923023123223323423523623723823924024124224324424524624724824925025125225325425525625725825926026126226326426526626726826927027127227327427527627727827928028128228328428528628728828929029129229329429529629729829930030130230330430530630730830931031131231331431531631731831932032132232332432532632732832933033133233333433533633733833934034134234334434534634734834935035135235335435535635735835936036136236336436536636736836937037137237337437537637737837938038138238338438538638738838939039139239339439539639739839940040140240340440540640740840941041141241341441541641741841942042142242342442542642742842943043143243343443543643743843944044144244344444544644744844945045145245345445545645745845946046146246346446546646746846947047147247347447547647747847948048148248348448548648748848949049149249349449549649749849950050150250350450550650750850951051151251351451551651751851952052152252352452552652752852953053153253353453553653753853954054154254354454554654754854955055155255355455555655755855956056156256356456556656756856957057157257357457557657757857958058158258358458558658758858959059159259359459559659759859960060160260360460560660760860961061161261361461561661761861962062162262362462562662762862963063163263363463563663763863964064164264364464564664764864965065165265365465565665765865966066166266366466566666766866967067167267367467567667767867968068168268368468568668768868969069169269369469569669769869970070170270370470570670770870971071171271371471571671771871972072172272372472572672772872973073173273373473573673773873974074174274374474574674774874975075175275375475575675775875976076176276376476576676776876977077177277377477577677777877978078178278378478578678778878979079179279379479579679779879980080180280380480580680780880981081181281381481581681781881982082182282382482582682782882983083183283383483583683783883984084184284384484584684784884985085185285385485585685785885986086186286386486586686786886987087187287387487587687787887988088188288388488588688788888989089189289389489589689789889990090190290390490590690790890991091191291391491591691791891992092192292392492592692792892993093193293393493593693793893994094194294394494594694794894995095195295395495595695795895996096196296396496596696796896997097197297397497597697797897998098198298398498598698798898999099199299399499599699799899910001001100210031004100510061007100810091010101110121013101410151016101710181019102010211022102310241025102610271028102910301031103210331034103510361037103810391040104110421043104410451046104710481049105010511052105310541055105610571058105910601061106210631064106510661067106810691070107110721073107410751076107710781079108010811082108310841085108610871088108910901091109210931094109510961097109810991100110111021103110411051106110711081109111011111112111311141115111611171118111911201121112211231124112511261127112811291130113111321133113411351136113711381139114011411142114311441145114611471148114911501151115211531154115511561157115811591160116111621163116411651166116711681169117011711172117311741175117611771178117911801181118211831184118511861187118811891190119111921193119411951196119711981199120012011202120312041205120612071208120912101211121212131214121512161217121812191220122112221223122412251226122712281229123012311232123312341235123612371238123912401241124212431244124512461247124812491250125112521253125412551256125712581259126012611262126312641265126612671268126912701271127212731274127512761277127812791280128112821283128412851286128712881289129012911292129312941295129612971298129913001301130213031304130513061307130813091310131113121313131413151316131713181319132013211322132313241325132613271328132913301331133213331334133513361337133813391340134113421343134413451346134713481349135013511352135313541355135613571358135913601361136213631364136513661367136813691370137113721373137413751376137713781379138013811382138313841385138613871388138913901391139213931394139513961397139813991400140114021403140414051406140714081409141014111412141314141415141614171418141914201421142214231424142514261427142814291430143114321433143414351436143714381439144014411442144314441445144614471448144914501451145214531454145514561457145814591460146114621463146414651466146714681469147014711472147314741475147614771478147914801481148214831484148514861487148814891490149114921493149414951496149714981499150015011502150315041505150615071508150915101511151215131514151515161517151815191520152115221523152415251526152715281529153015311532153315341535153615371538153915401541154215431544154515461547154815491550155115521553155415551556155715581559156015611562156315641565156615671568156915701571157215731574157515761577157815791580158115821583158415851586158715881589159015911592159315941595159615971598159916001601160216031604160516061607160816091610161116121613161416151616161716181619162016211622162316241625162616271628162916301631163216331634163516361637163816391640164116421643164416451646164716481649165016511652165316541655165616571658165916601661166216631664166516661667166816691670167116721673167416751676167716781679168016811682168316841685168616871688168916901691169216931694169516961697169816991700170117021703170417051706170717081709171017111712171317141715171617171718171917201721172217231724172517261727172817291730173117321733173417351736173717381739174017411742174317441745174617471748174917501751175217531754175517561757175817591760176117621763176417651766176717681769177017711772177317741775177617771778177917801781178217831784178517861787178817891790179117921793179417951796179717981799180018011802180318041805180618071808180918101811181218131814181518161817181818191820182118221823182418251826182718281829183018311832183318341835183618371838183918401841184218431844184518461847184818491850185118521853185418551856185718581859186018611862186318641865186618671868186918701871187218731874187518761877187818791880188118821883188418851886188718881889189018911892189318941895189618971898189919001901190219031904190519061907190819091910191119121913191419151916191719181919192019211922192319241925192619271928192919301931193219331934193519361937193819391940194119421943194419451946194719481949195019511952195319541955195619571958195919601961196219631964196519661967196819691970197119721973197419751976197719781979198019811982198319841985198619871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202520262027202820292030203120322033203420352036203720382039204020412042204320442045204620472048204920502051205220532054205520562057205820592060206120622063206420652066206720682069207020712072207320742075207620772078207920802081208220832084208520862087208820892090209120922093209420952096209720982099210021012102210321042105210621072108210921102111211221132114211521162117211821192120212121222123212421252126212721282129213021312132213321342135213621372138213921402141214221432144214521462147214821492150215121522153215421552156215721582159216021612162216321642165216621672168216921702171217221732174217521762177217821792180218121822183218421852186 |
- """ Test functions for linalg module
- """
- import os
- import sys
- import itertools
- import traceback
- import textwrap
- import subprocess
- import pytest
- import numpy as np
- from numpy import array, single, double, csingle, cdouble, dot, identity, matmul
- from numpy.core import swapaxes
- from numpy import multiply, atleast_2d, inf, asarray
- from numpy import linalg
- from numpy.linalg import matrix_power, norm, matrix_rank, multi_dot, LinAlgError
- from numpy.linalg.linalg import _multi_dot_matrix_chain_order
- from numpy.testing import (
- assert_, assert_equal, assert_raises, assert_array_equal,
- assert_almost_equal, assert_allclose, suppress_warnings,
- assert_raises_regex, HAS_LAPACK64, IS_WASM
- )
- def consistent_subclass(out, in_):
- # For ndarray subclass input, our output should have the same subclass
- # (non-ndarray input gets converted to ndarray).
- return type(out) is (type(in_) if isinstance(in_, np.ndarray)
- else np.ndarray)
- old_assert_almost_equal = assert_almost_equal
- def assert_almost_equal(a, b, single_decimal=6, double_decimal=12, **kw):
- if asarray(a).dtype.type in (single, csingle):
- decimal = single_decimal
- else:
- decimal = double_decimal
- old_assert_almost_equal(a, b, decimal=decimal, **kw)
- def get_real_dtype(dtype):
- return {single: single, double: double,
- csingle: single, cdouble: double}[dtype]
- def get_complex_dtype(dtype):
- return {single: csingle, double: cdouble,
- csingle: csingle, cdouble: cdouble}[dtype]
- def get_rtol(dtype):
- # Choose a safe rtol
- if dtype in (single, csingle):
- return 1e-5
- else:
- return 1e-11
- # used to categorize tests
- all_tags = {
- 'square', 'nonsquare', 'hermitian', # mutually exclusive
- 'generalized', 'size-0', 'strided' # optional additions
- }
- class LinalgCase:
- def __init__(self, name, a, b, tags=set()):
- """
- A bundle of arguments to be passed to a test case, with an identifying
- name, the operands a and b, and a set of tags to filter the tests
- """
- assert_(isinstance(name, str))
- self.name = name
- self.a = a
- self.b = b
- self.tags = frozenset(tags) # prevent shared tags
- def check(self, do):
- """
- Run the function `do` on this test case, expanding arguments
- """
- do(self.a, self.b, tags=self.tags)
- def __repr__(self):
- return f'<LinalgCase: {self.name}>'
- def apply_tag(tag, cases):
- """
- Add the given tag (a string) to each of the cases (a list of LinalgCase
- objects)
- """
- assert tag in all_tags, "Invalid tag"
- for case in cases:
- case.tags = case.tags | {tag}
- return cases
- #
- # Base test cases
- #
- np.random.seed(1234)
- CASES = []
- # square test cases
- CASES += apply_tag('square', [
- LinalgCase("single",
- array([[1., 2.], [3., 4.]], dtype=single),
- array([2., 1.], dtype=single)),
- LinalgCase("double",
- array([[1., 2.], [3., 4.]], dtype=double),
- array([2., 1.], dtype=double)),
- LinalgCase("double_2",
- array([[1., 2.], [3., 4.]], dtype=double),
- array([[2., 1., 4.], [3., 4., 6.]], dtype=double)),
- LinalgCase("csingle",
- array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=csingle),
- array([2. + 1j, 1. + 2j], dtype=csingle)),
- LinalgCase("cdouble",
- array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble),
- array([2. + 1j, 1. + 2j], dtype=cdouble)),
- LinalgCase("cdouble_2",
- array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble),
- array([[2. + 1j, 1. + 2j, 1 + 3j], [1 - 2j, 1 - 3j, 1 - 6j]], dtype=cdouble)),
- LinalgCase("0x0",
- np.empty((0, 0), dtype=double),
- np.empty((0,), dtype=double),
- tags={'size-0'}),
- LinalgCase("8x8",
- np.random.rand(8, 8),
- np.random.rand(8)),
- LinalgCase("1x1",
- np.random.rand(1, 1),
- np.random.rand(1)),
- LinalgCase("nonarray",
- [[1, 2], [3, 4]],
- [2, 1]),
- ])
- # non-square test-cases
- CASES += apply_tag('nonsquare', [
- LinalgCase("single_nsq_1",
- array([[1., 2., 3.], [3., 4., 6.]], dtype=single),
- array([2., 1.], dtype=single)),
- LinalgCase("single_nsq_2",
- array([[1., 2.], [3., 4.], [5., 6.]], dtype=single),
- array([2., 1., 3.], dtype=single)),
- LinalgCase("double_nsq_1",
- array([[1., 2., 3.], [3., 4., 6.]], dtype=double),
- array([2., 1.], dtype=double)),
- LinalgCase("double_nsq_2",
- array([[1., 2.], [3., 4.], [5., 6.]], dtype=double),
- array([2., 1., 3.], dtype=double)),
- LinalgCase("csingle_nsq_1",
- array(
- [[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=csingle),
- array([2. + 1j, 1. + 2j], dtype=csingle)),
- LinalgCase("csingle_nsq_2",
- array(
- [[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=csingle),
- array([2. + 1j, 1. + 2j, 3. - 3j], dtype=csingle)),
- LinalgCase("cdouble_nsq_1",
- array(
- [[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble),
- array([2. + 1j, 1. + 2j], dtype=cdouble)),
- LinalgCase("cdouble_nsq_2",
- array(
- [[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble),
- array([2. + 1j, 1. + 2j, 3. - 3j], dtype=cdouble)),
- LinalgCase("cdouble_nsq_1_2",
- array(
- [[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble),
- array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)),
- LinalgCase("cdouble_nsq_2_2",
- array(
- [[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble),
- array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)),
- LinalgCase("8x11",
- np.random.rand(8, 11),
- np.random.rand(8)),
- LinalgCase("1x5",
- np.random.rand(1, 5),
- np.random.rand(1)),
- LinalgCase("5x1",
- np.random.rand(5, 1),
- np.random.rand(5)),
- LinalgCase("0x4",
- np.random.rand(0, 4),
- np.random.rand(0),
- tags={'size-0'}),
- LinalgCase("4x0",
- np.random.rand(4, 0),
- np.random.rand(4),
- tags={'size-0'}),
- ])
- # hermitian test-cases
- CASES += apply_tag('hermitian', [
- LinalgCase("hsingle",
- array([[1., 2.], [2., 1.]], dtype=single),
- None),
- LinalgCase("hdouble",
- array([[1., 2.], [2., 1.]], dtype=double),
- None),
- LinalgCase("hcsingle",
- array([[1., 2 + 3j], [2 - 3j, 1]], dtype=csingle),
- None),
- LinalgCase("hcdouble",
- array([[1., 2 + 3j], [2 - 3j, 1]], dtype=cdouble),
- None),
- LinalgCase("hempty",
- np.empty((0, 0), dtype=double),
- None,
- tags={'size-0'}),
- LinalgCase("hnonarray",
- [[1, 2], [2, 1]],
- None),
- LinalgCase("matrix_b_only",
- array([[1., 2.], [2., 1.]]),
- None),
- LinalgCase("hmatrix_1x1",
- np.random.rand(1, 1),
- None),
- ])
- #
- # Gufunc test cases
- #
- def _make_generalized_cases():
- new_cases = []
- for case in CASES:
- if not isinstance(case.a, np.ndarray):
- continue
- a = np.array([case.a, 2 * case.a, 3 * case.a])
- if case.b is None:
- b = None
- else:
- b = np.array([case.b, 7 * case.b, 6 * case.b])
- new_case = LinalgCase(case.name + "_tile3", a, b,
- tags=case.tags | {'generalized'})
- new_cases.append(new_case)
- a = np.array([case.a] * 2 * 3).reshape((3, 2) + case.a.shape)
- if case.b is None:
- b = None
- else:
- b = np.array([case.b] * 2 * 3).reshape((3, 2) + case.b.shape)
- new_case = LinalgCase(case.name + "_tile213", a, b,
- tags=case.tags | {'generalized'})
- new_cases.append(new_case)
- return new_cases
- CASES += _make_generalized_cases()
- #
- # Generate stride combination variations of the above
- #
- def _stride_comb_iter(x):
- """
- Generate cartesian product of strides for all axes
- """
- if not isinstance(x, np.ndarray):
- yield x, "nop"
- return
- stride_set = [(1,)] * x.ndim
- stride_set[-1] = (1, 3, -4)
- if x.ndim > 1:
- stride_set[-2] = (1, 3, -4)
- if x.ndim > 2:
- stride_set[-3] = (1, -4)
- for repeats in itertools.product(*tuple(stride_set)):
- new_shape = [abs(a * b) for a, b in zip(x.shape, repeats)]
- slices = tuple([slice(None, None, repeat) for repeat in repeats])
- # new array with different strides, but same data
- xi = np.empty(new_shape, dtype=x.dtype)
- xi.view(np.uint32).fill(0xdeadbeef)
- xi = xi[slices]
- xi[...] = x
- xi = xi.view(x.__class__)
- assert_(np.all(xi == x))
- yield xi, "stride_" + "_".join(["%+d" % j for j in repeats])
- # generate also zero strides if possible
- if x.ndim >= 1 and x.shape[-1] == 1:
- s = list(x.strides)
- s[-1] = 0
- xi = np.lib.stride_tricks.as_strided(x, strides=s)
- yield xi, "stride_xxx_0"
- if x.ndim >= 2 and x.shape[-2] == 1:
- s = list(x.strides)
- s[-2] = 0
- xi = np.lib.stride_tricks.as_strided(x, strides=s)
- yield xi, "stride_xxx_0_x"
- if x.ndim >= 2 and x.shape[:-2] == (1, 1):
- s = list(x.strides)
- s[-1] = 0
- s[-2] = 0
- xi = np.lib.stride_tricks.as_strided(x, strides=s)
- yield xi, "stride_xxx_0_0"
- def _make_strided_cases():
- new_cases = []
- for case in CASES:
- for a, a_label in _stride_comb_iter(case.a):
- for b, b_label in _stride_comb_iter(case.b):
- new_case = LinalgCase(case.name + "_" + a_label + "_" + b_label, a, b,
- tags=case.tags | {'strided'})
- new_cases.append(new_case)
- return new_cases
- CASES += _make_strided_cases()
- #
- # Test different routines against the above cases
- #
- class LinalgTestCase:
- TEST_CASES = CASES
- def check_cases(self, require=set(), exclude=set()):
- """
- Run func on each of the cases with all of the tags in require, and none
- of the tags in exclude
- """
- for case in self.TEST_CASES:
- # filter by require and exclude
- if case.tags & require != require:
- continue
- if case.tags & exclude:
- continue
- try:
- case.check(self.do)
- except Exception as e:
- msg = f'In test case: {case!r}\n\n'
- msg += traceback.format_exc()
- raise AssertionError(msg) from e
- class LinalgSquareTestCase(LinalgTestCase):
- def test_sq_cases(self):
- self.check_cases(require={'square'},
- exclude={'generalized', 'size-0'})
- def test_empty_sq_cases(self):
- self.check_cases(require={'square', 'size-0'},
- exclude={'generalized'})
- class LinalgNonsquareTestCase(LinalgTestCase):
- def test_nonsq_cases(self):
- self.check_cases(require={'nonsquare'},
- exclude={'generalized', 'size-0'})
- def test_empty_nonsq_cases(self):
- self.check_cases(require={'nonsquare', 'size-0'},
- exclude={'generalized'})
- class HermitianTestCase(LinalgTestCase):
- def test_herm_cases(self):
- self.check_cases(require={'hermitian'},
- exclude={'generalized', 'size-0'})
- def test_empty_herm_cases(self):
- self.check_cases(require={'hermitian', 'size-0'},
- exclude={'generalized'})
- class LinalgGeneralizedSquareTestCase(LinalgTestCase):
- @pytest.mark.slow
- def test_generalized_sq_cases(self):
- self.check_cases(require={'generalized', 'square'},
- exclude={'size-0'})
- @pytest.mark.slow
- def test_generalized_empty_sq_cases(self):
- self.check_cases(require={'generalized', 'square', 'size-0'})
- class LinalgGeneralizedNonsquareTestCase(LinalgTestCase):
- @pytest.mark.slow
- def test_generalized_nonsq_cases(self):
- self.check_cases(require={'generalized', 'nonsquare'},
- exclude={'size-0'})
- @pytest.mark.slow
- def test_generalized_empty_nonsq_cases(self):
- self.check_cases(require={'generalized', 'nonsquare', 'size-0'})
- class HermitianGeneralizedTestCase(LinalgTestCase):
- @pytest.mark.slow
- def test_generalized_herm_cases(self):
- self.check_cases(require={'generalized', 'hermitian'},
- exclude={'size-0'})
- @pytest.mark.slow
- def test_generalized_empty_herm_cases(self):
- self.check_cases(require={'generalized', 'hermitian', 'size-0'},
- exclude={'none'})
- def dot_generalized(a, b):
- a = asarray(a)
- if a.ndim >= 3:
- if a.ndim == b.ndim:
- # matrix x matrix
- new_shape = a.shape[:-1] + b.shape[-1:]
- elif a.ndim == b.ndim + 1:
- # matrix x vector
- new_shape = a.shape[:-1]
- else:
- raise ValueError("Not implemented...")
- r = np.empty(new_shape, dtype=np.common_type(a, b))
- for c in itertools.product(*map(range, a.shape[:-2])):
- r[c] = dot(a[c], b[c])
- return r
- else:
- return dot(a, b)
- def identity_like_generalized(a):
- a = asarray(a)
- if a.ndim >= 3:
- r = np.empty(a.shape, dtype=a.dtype)
- r[...] = identity(a.shape[-2])
- return r
- else:
- return identity(a.shape[0])
- class SolveCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- # kept apart from TestSolve for use for testing with matrices.
- def do(self, a, b, tags):
- x = linalg.solve(a, b)
- assert_almost_equal(b, dot_generalized(a, x))
- assert_(consistent_subclass(x, b))
- class TestSolve(SolveCases):
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- assert_equal(linalg.solve(x, x).dtype, dtype)
- def test_0_size(self):
- class ArraySubclass(np.ndarray):
- pass
- # Test system of 0x0 matrices
- a = np.arange(8).reshape(2, 2, 2)
- b = np.arange(6).reshape(1, 2, 3).view(ArraySubclass)
- expected = linalg.solve(a, b)[:, 0:0, :]
- result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, :])
- assert_array_equal(result, expected)
- assert_(isinstance(result, ArraySubclass))
- # Test errors for non-square and only b's dimension being 0
- assert_raises(linalg.LinAlgError, linalg.solve, a[:, 0:0, 0:1], b)
- assert_raises(ValueError, linalg.solve, a, b[:, 0:0, :])
- # Test broadcasting error
- b = np.arange(6).reshape(1, 3, 2) # broadcasting error
- assert_raises(ValueError, linalg.solve, a, b)
- assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
- # Test zero "single equations" with 0x0 matrices.
- b = np.arange(2).reshape(1, 2).view(ArraySubclass)
- expected = linalg.solve(a, b)[:, 0:0]
- result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0])
- assert_array_equal(result, expected)
- assert_(isinstance(result, ArraySubclass))
- b = np.arange(3).reshape(1, 3)
- assert_raises(ValueError, linalg.solve, a, b)
- assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
- assert_raises(ValueError, linalg.solve, a[:, 0:0, 0:0], b)
- def test_0_size_k(self):
- # test zero multiple equation (K=0) case.
- class ArraySubclass(np.ndarray):
- pass
- a = np.arange(4).reshape(1, 2, 2)
- b = np.arange(6).reshape(3, 2, 1).view(ArraySubclass)
- expected = linalg.solve(a, b)[:, :, 0:0]
- result = linalg.solve(a, b[:, :, 0:0])
- assert_array_equal(result, expected)
- assert_(isinstance(result, ArraySubclass))
- # test both zero.
- expected = linalg.solve(a, b)[:, 0:0, 0:0]
- result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, 0:0])
- assert_array_equal(result, expected)
- assert_(isinstance(result, ArraySubclass))
- class InvCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- def do(self, a, b, tags):
- a_inv = linalg.inv(a)
- assert_almost_equal(dot_generalized(a, a_inv),
- identity_like_generalized(a))
- assert_(consistent_subclass(a_inv, a))
- class TestInv(InvCases):
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- assert_equal(linalg.inv(x).dtype, dtype)
- def test_0_size(self):
- # Check that all kinds of 0-sized arrays work
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res = linalg.inv(a)
- assert_(res.dtype.type is np.float64)
- assert_equal(a.shape, res.shape)
- assert_(isinstance(res, ArraySubclass))
- a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
- res = linalg.inv(a)
- assert_(res.dtype.type is np.complex64)
- assert_equal(a.shape, res.shape)
- assert_(isinstance(res, ArraySubclass))
- class EigvalsCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- def do(self, a, b, tags):
- ev = linalg.eigvals(a)
- evalues, evectors = linalg.eig(a)
- assert_almost_equal(ev, evalues)
- class TestEigvals(EigvalsCases):
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- assert_equal(linalg.eigvals(x).dtype, dtype)
- x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
- assert_equal(linalg.eigvals(x).dtype, get_complex_dtype(dtype))
- def test_0_size(self):
- # Check that all kinds of 0-sized arrays work
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res = linalg.eigvals(a)
- assert_(res.dtype.type is np.float64)
- assert_equal((0, 1), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(res, np.ndarray))
- a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
- res = linalg.eigvals(a)
- assert_(res.dtype.type is np.complex64)
- assert_equal((0,), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(res, np.ndarray))
- class EigCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- def do(self, a, b, tags):
- evalues, evectors = linalg.eig(a)
- assert_allclose(dot_generalized(a, evectors),
- np.asarray(evectors) * np.asarray(evalues)[..., None, :],
- rtol=get_rtol(evalues.dtype))
- assert_(consistent_subclass(evectors, a))
- class TestEig(EigCases):
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- w, v = np.linalg.eig(x)
- assert_equal(w.dtype, dtype)
- assert_equal(v.dtype, dtype)
- x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
- w, v = np.linalg.eig(x)
- assert_equal(w.dtype, get_complex_dtype(dtype))
- assert_equal(v.dtype, get_complex_dtype(dtype))
- def test_0_size(self):
- # Check that all kinds of 0-sized arrays work
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res, res_v = linalg.eig(a)
- assert_(res_v.dtype.type is np.float64)
- assert_(res.dtype.type is np.float64)
- assert_equal(a.shape, res_v.shape)
- assert_equal((0, 1), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(a, np.ndarray))
- a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
- res, res_v = linalg.eig(a)
- assert_(res_v.dtype.type is np.complex64)
- assert_(res.dtype.type is np.complex64)
- assert_equal(a.shape, res_v.shape)
- assert_equal((0,), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(a, np.ndarray))
- class SVDBaseTests:
- hermitian = False
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- u, s, vh = linalg.svd(x)
- assert_equal(u.dtype, dtype)
- assert_equal(s.dtype, get_real_dtype(dtype))
- assert_equal(vh.dtype, dtype)
- s = linalg.svd(x, compute_uv=False, hermitian=self.hermitian)
- assert_equal(s.dtype, get_real_dtype(dtype))
- class SVDCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- def do(self, a, b, tags):
- u, s, vt = linalg.svd(a, False)
- assert_allclose(a, dot_generalized(np.asarray(u) * np.asarray(s)[..., None, :],
- np.asarray(vt)),
- rtol=get_rtol(u.dtype))
- assert_(consistent_subclass(u, a))
- assert_(consistent_subclass(vt, a))
- class TestSVD(SVDCases, SVDBaseTests):
- def test_empty_identity(self):
- """ Empty input should put an identity matrix in u or vh """
- x = np.empty((4, 0))
- u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian)
- assert_equal(u.shape, (4, 4))
- assert_equal(vh.shape, (0, 0))
- assert_equal(u, np.eye(4))
- x = np.empty((0, 4))
- u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian)
- assert_equal(u.shape, (0, 0))
- assert_equal(vh.shape, (4, 4))
- assert_equal(vh, np.eye(4))
- class SVDHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase):
- def do(self, a, b, tags):
- u, s, vt = linalg.svd(a, False, hermitian=True)
- assert_allclose(a, dot_generalized(np.asarray(u) * np.asarray(s)[..., None, :],
- np.asarray(vt)),
- rtol=get_rtol(u.dtype))
- def hermitian(mat):
- axes = list(range(mat.ndim))
- axes[-1], axes[-2] = axes[-2], axes[-1]
- return np.conj(np.transpose(mat, axes=axes))
- assert_almost_equal(np.matmul(u, hermitian(u)), np.broadcast_to(np.eye(u.shape[-1]), u.shape))
- assert_almost_equal(np.matmul(vt, hermitian(vt)), np.broadcast_to(np.eye(vt.shape[-1]), vt.shape))
- assert_equal(np.sort(s)[..., ::-1], s)
- assert_(consistent_subclass(u, a))
- assert_(consistent_subclass(vt, a))
- class TestSVDHermitian(SVDHermitianCases, SVDBaseTests):
- hermitian = True
- class CondCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- # cond(x, p) for p in (None, 2, -2)
- def do(self, a, b, tags):
- c = asarray(a) # a might be a matrix
- if 'size-0' in tags:
- assert_raises(LinAlgError, linalg.cond, c)
- return
- # +-2 norms
- s = linalg.svd(c, compute_uv=False)
- assert_almost_equal(
- linalg.cond(a), s[..., 0] / s[..., -1],
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, 2), s[..., 0] / s[..., -1],
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, -2), s[..., -1] / s[..., 0],
- single_decimal=5, double_decimal=11)
- # Other norms
- cinv = np.linalg.inv(c)
- assert_almost_equal(
- linalg.cond(a, 1),
- abs(c).sum(-2).max(-1) * abs(cinv).sum(-2).max(-1),
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, -1),
- abs(c).sum(-2).min(-1) * abs(cinv).sum(-2).min(-1),
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, np.inf),
- abs(c).sum(-1).max(-1) * abs(cinv).sum(-1).max(-1),
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, -np.inf),
- abs(c).sum(-1).min(-1) * abs(cinv).sum(-1).min(-1),
- single_decimal=5, double_decimal=11)
- assert_almost_equal(
- linalg.cond(a, 'fro'),
- np.sqrt((abs(c)**2).sum(-1).sum(-1)
- * (abs(cinv)**2).sum(-1).sum(-1)),
- single_decimal=5, double_decimal=11)
- class TestCond(CondCases):
- def test_basic_nonsvd(self):
- # Smoketest the non-svd norms
- A = array([[1., 0, 1], [0, -2., 0], [0, 0, 3.]])
- assert_almost_equal(linalg.cond(A, inf), 4)
- assert_almost_equal(linalg.cond(A, -inf), 2/3)
- assert_almost_equal(linalg.cond(A, 1), 4)
- assert_almost_equal(linalg.cond(A, -1), 0.5)
- assert_almost_equal(linalg.cond(A, 'fro'), np.sqrt(265 / 12))
- def test_singular(self):
- # Singular matrices have infinite condition number for
- # positive norms, and negative norms shouldn't raise
- # exceptions
- As = [np.zeros((2, 2)), np.ones((2, 2))]
- p_pos = [None, 1, 2, 'fro']
- p_neg = [-1, -2]
- for A, p in itertools.product(As, p_pos):
- # Inversion may not hit exact infinity, so just check the
- # number is large
- assert_(linalg.cond(A, p) > 1e15)
- for A, p in itertools.product(As, p_neg):
- linalg.cond(A, p)
- @pytest.mark.xfail(True, run=False,
- reason="Platform/LAPACK-dependent failure, "
- "see gh-18914")
- def test_nan(self):
- # nans should be passed through, not converted to infs
- ps = [None, 1, -1, 2, -2, 'fro']
- p_pos = [None, 1, 2, 'fro']
- A = np.ones((2, 2))
- A[0,1] = np.nan
- for p in ps:
- c = linalg.cond(A, p)
- assert_(isinstance(c, np.float_))
- assert_(np.isnan(c))
- A = np.ones((3, 2, 2))
- A[1,0,1] = np.nan
- for p in ps:
- c = linalg.cond(A, p)
- assert_(np.isnan(c[1]))
- if p in p_pos:
- assert_(c[0] > 1e15)
- assert_(c[2] > 1e15)
- else:
- assert_(not np.isnan(c[0]))
- assert_(not np.isnan(c[2]))
- def test_stacked_singular(self):
- # Check behavior when only some of the stacked matrices are
- # singular
- np.random.seed(1234)
- A = np.random.rand(2, 2, 2, 2)
- A[0,0] = 0
- A[1,1] = 0
- for p in (None, 1, 2, 'fro', -1, -2):
- c = linalg.cond(A, p)
- assert_equal(c[0,0], np.inf)
- assert_equal(c[1,1], np.inf)
- assert_(np.isfinite(c[0,1]))
- assert_(np.isfinite(c[1,0]))
- class PinvCases(LinalgSquareTestCase,
- LinalgNonsquareTestCase,
- LinalgGeneralizedSquareTestCase,
- LinalgGeneralizedNonsquareTestCase):
- def do(self, a, b, tags):
- a_ginv = linalg.pinv(a)
- # `a @ a_ginv == I` does not hold if a is singular
- dot = dot_generalized
- assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11)
- assert_(consistent_subclass(a_ginv, a))
- class TestPinv(PinvCases):
- pass
- class PinvHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase):
- def do(self, a, b, tags):
- a_ginv = linalg.pinv(a, hermitian=True)
- # `a @ a_ginv == I` does not hold if a is singular
- dot = dot_generalized
- assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11)
- assert_(consistent_subclass(a_ginv, a))
- class TestPinvHermitian(PinvHermitianCases):
- pass
- class DetCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase):
- def do(self, a, b, tags):
- d = linalg.det(a)
- (s, ld) = linalg.slogdet(a)
- if asarray(a).dtype.type in (single, double):
- ad = asarray(a).astype(double)
- else:
- ad = asarray(a).astype(cdouble)
- ev = linalg.eigvals(ad)
- assert_almost_equal(d, multiply.reduce(ev, axis=-1))
- assert_almost_equal(s * np.exp(ld), multiply.reduce(ev, axis=-1))
- s = np.atleast_1d(s)
- ld = np.atleast_1d(ld)
- m = (s != 0)
- assert_almost_equal(np.abs(s[m]), 1)
- assert_equal(ld[~m], -inf)
- class TestDet(DetCases):
- def test_zero(self):
- assert_equal(linalg.det([[0.0]]), 0.0)
- assert_equal(type(linalg.det([[0.0]])), double)
- assert_equal(linalg.det([[0.0j]]), 0.0)
- assert_equal(type(linalg.det([[0.0j]])), cdouble)
- assert_equal(linalg.slogdet([[0.0]]), (0.0, -inf))
- assert_equal(type(linalg.slogdet([[0.0]])[0]), double)
- assert_equal(type(linalg.slogdet([[0.0]])[1]), double)
- assert_equal(linalg.slogdet([[0.0j]]), (0.0j, -inf))
- assert_equal(type(linalg.slogdet([[0.0j]])[0]), cdouble)
- assert_equal(type(linalg.slogdet([[0.0j]])[1]), double)
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- assert_equal(np.linalg.det(x).dtype, dtype)
- ph, s = np.linalg.slogdet(x)
- assert_equal(s.dtype, get_real_dtype(dtype))
- assert_equal(ph.dtype, dtype)
- def test_0_size(self):
- a = np.zeros((0, 0), dtype=np.complex64)
- res = linalg.det(a)
- assert_equal(res, 1.)
- assert_(res.dtype.type is np.complex64)
- res = linalg.slogdet(a)
- assert_equal(res, (1, 0))
- assert_(res[0].dtype.type is np.complex64)
- assert_(res[1].dtype.type is np.float32)
- a = np.zeros((0, 0), dtype=np.float64)
- res = linalg.det(a)
- assert_equal(res, 1.)
- assert_(res.dtype.type is np.float64)
- res = linalg.slogdet(a)
- assert_equal(res, (1, 0))
- assert_(res[0].dtype.type is np.float64)
- assert_(res[1].dtype.type is np.float64)
- class LstsqCases(LinalgSquareTestCase, LinalgNonsquareTestCase):
- def do(self, a, b, tags):
- arr = np.asarray(a)
- m, n = arr.shape
- u, s, vt = linalg.svd(a, False)
- x, residuals, rank, sv = linalg.lstsq(a, b, rcond=-1)
- if m == 0:
- assert_((x == 0).all())
- if m <= n:
- assert_almost_equal(b, dot(a, x))
- assert_equal(rank, m)
- else:
- assert_equal(rank, n)
- assert_almost_equal(sv, sv.__array_wrap__(s))
- if rank == n and m > n:
- expect_resids = (
- np.asarray(abs(np.dot(a, x) - b)) ** 2).sum(axis=0)
- expect_resids = np.asarray(expect_resids)
- if np.asarray(b).ndim == 1:
- expect_resids.shape = (1,)
- assert_equal(residuals.shape, expect_resids.shape)
- else:
- expect_resids = np.array([]).view(type(x))
- assert_almost_equal(residuals, expect_resids)
- assert_(np.issubdtype(residuals.dtype, np.floating))
- assert_(consistent_subclass(x, b))
- assert_(consistent_subclass(residuals, b))
- class TestLstsq(LstsqCases):
- def test_future_rcond(self):
- a = np.array([[0., 1., 0., 1., 2., 0.],
- [0., 2., 0., 0., 1., 0.],
- [1., 0., 1., 0., 0., 4.],
- [0., 0., 0., 2., 3., 0.]]).T
- b = np.array([1, 0, 0, 0, 0, 0])
- with suppress_warnings() as sup:
- w = sup.record(FutureWarning, "`rcond` parameter will change")
- x, residuals, rank, s = linalg.lstsq(a, b)
- assert_(rank == 4)
- x, residuals, rank, s = linalg.lstsq(a, b, rcond=-1)
- assert_(rank == 4)
- x, residuals, rank, s = linalg.lstsq(a, b, rcond=None)
- assert_(rank == 3)
- # Warning should be raised exactly once (first command)
- assert_(len(w) == 1)
- @pytest.mark.parametrize(["m", "n", "n_rhs"], [
- (4, 2, 2),
- (0, 4, 1),
- (0, 4, 2),
- (4, 0, 1),
- (4, 0, 2),
- (4, 2, 0),
- (0, 0, 0)
- ])
- def test_empty_a_b(self, m, n, n_rhs):
- a = np.arange(m * n).reshape(m, n)
- b = np.ones((m, n_rhs))
- x, residuals, rank, s = linalg.lstsq(a, b, rcond=None)
- if m == 0:
- assert_((x == 0).all())
- assert_equal(x.shape, (n, n_rhs))
- assert_equal(residuals.shape, ((n_rhs,) if m > n else (0,)))
- if m > n and n_rhs > 0:
- # residuals are exactly the squared norms of b's columns
- r = b - np.dot(a, x)
- assert_almost_equal(residuals, (r * r).sum(axis=-2))
- assert_equal(rank, min(m, n))
- assert_equal(s.shape, (min(m, n),))
- def test_incompatible_dims(self):
- # use modified version of docstring example
- x = np.array([0, 1, 2, 3])
- y = np.array([-1, 0.2, 0.9, 2.1, 3.3])
- A = np.vstack([x, np.ones(len(x))]).T
- with assert_raises_regex(LinAlgError, "Incompatible dimensions"):
- linalg.lstsq(A, y, rcond=None)
- @pytest.mark.parametrize('dt', [np.dtype(c) for c in '?bBhHiIqQefdgFDGO'])
- class TestMatrixPower:
- rshft_0 = np.eye(4)
- rshft_1 = rshft_0[[3, 0, 1, 2]]
- rshft_2 = rshft_0[[2, 3, 0, 1]]
- rshft_3 = rshft_0[[1, 2, 3, 0]]
- rshft_all = [rshft_0, rshft_1, rshft_2, rshft_3]
- noninv = array([[1, 0], [0, 0]])
- stacked = np.block([[[rshft_0]]]*2)
- #FIXME the 'e' dtype might work in future
- dtnoinv = [object, np.dtype('e'), np.dtype('g'), np.dtype('G')]
- def test_large_power(self, dt):
- rshft = self.rshft_1.astype(dt)
- assert_equal(
- matrix_power(rshft, 2**100 + 2**10 + 2**5 + 0), self.rshft_0)
- assert_equal(
- matrix_power(rshft, 2**100 + 2**10 + 2**5 + 1), self.rshft_1)
- assert_equal(
- matrix_power(rshft, 2**100 + 2**10 + 2**5 + 2), self.rshft_2)
- assert_equal(
- matrix_power(rshft, 2**100 + 2**10 + 2**5 + 3), self.rshft_3)
- def test_power_is_zero(self, dt):
- def tz(M):
- mz = matrix_power(M, 0)
- assert_equal(mz, identity_like_generalized(M))
- assert_equal(mz.dtype, M.dtype)
- for mat in self.rshft_all:
- tz(mat.astype(dt))
- if dt != object:
- tz(self.stacked.astype(dt))
- def test_power_is_one(self, dt):
- def tz(mat):
- mz = matrix_power(mat, 1)
- assert_equal(mz, mat)
- assert_equal(mz.dtype, mat.dtype)
- for mat in self.rshft_all:
- tz(mat.astype(dt))
- if dt != object:
- tz(self.stacked.astype(dt))
- def test_power_is_two(self, dt):
- def tz(mat):
- mz = matrix_power(mat, 2)
- mmul = matmul if mat.dtype != object else dot
- assert_equal(mz, mmul(mat, mat))
- assert_equal(mz.dtype, mat.dtype)
- for mat in self.rshft_all:
- tz(mat.astype(dt))
- if dt != object:
- tz(self.stacked.astype(dt))
- def test_power_is_minus_one(self, dt):
- def tz(mat):
- invmat = matrix_power(mat, -1)
- mmul = matmul if mat.dtype != object else dot
- assert_almost_equal(
- mmul(invmat, mat), identity_like_generalized(mat))
- for mat in self.rshft_all:
- if dt not in self.dtnoinv:
- tz(mat.astype(dt))
- def test_exceptions_bad_power(self, dt):
- mat = self.rshft_0.astype(dt)
- assert_raises(TypeError, matrix_power, mat, 1.5)
- assert_raises(TypeError, matrix_power, mat, [1])
- def test_exceptions_non_square(self, dt):
- assert_raises(LinAlgError, matrix_power, np.array([1], dt), 1)
- assert_raises(LinAlgError, matrix_power, np.array([[1], [2]], dt), 1)
- assert_raises(LinAlgError, matrix_power, np.ones((4, 3, 2), dt), 1)
- @pytest.mark.skipif(IS_WASM, reason="fp errors don't work in wasm")
- def test_exceptions_not_invertible(self, dt):
- if dt in self.dtnoinv:
- return
- mat = self.noninv.astype(dt)
- assert_raises(LinAlgError, matrix_power, mat, -1)
- class TestEigvalshCases(HermitianTestCase, HermitianGeneralizedTestCase):
- def do(self, a, b, tags):
- # note that eigenvalue arrays returned by eig must be sorted since
- # their order isn't guaranteed.
- ev = linalg.eigvalsh(a, 'L')
- evalues, evectors = linalg.eig(a)
- evalues.sort(axis=-1)
- assert_allclose(ev, evalues, rtol=get_rtol(ev.dtype))
- ev2 = linalg.eigvalsh(a, 'U')
- assert_allclose(ev2, evalues, rtol=get_rtol(ev.dtype))
- class TestEigvalsh:
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- w = np.linalg.eigvalsh(x)
- assert_equal(w.dtype, get_real_dtype(dtype))
- def test_invalid(self):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
- assert_raises(ValueError, np.linalg.eigvalsh, x, UPLO="lrong")
- assert_raises(ValueError, np.linalg.eigvalsh, x, "lower")
- assert_raises(ValueError, np.linalg.eigvalsh, x, "upper")
- def test_UPLO(self):
- Klo = np.array([[0, 0], [1, 0]], dtype=np.double)
- Kup = np.array([[0, 1], [0, 0]], dtype=np.double)
- tgt = np.array([-1, 1], dtype=np.double)
- rtol = get_rtol(np.double)
- # Check default is 'L'
- w = np.linalg.eigvalsh(Klo)
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'L'
- w = np.linalg.eigvalsh(Klo, UPLO='L')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'l'
- w = np.linalg.eigvalsh(Klo, UPLO='l')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'U'
- w = np.linalg.eigvalsh(Kup, UPLO='U')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'u'
- w = np.linalg.eigvalsh(Kup, UPLO='u')
- assert_allclose(w, tgt, rtol=rtol)
- def test_0_size(self):
- # Check that all kinds of 0-sized arrays work
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res = linalg.eigvalsh(a)
- assert_(res.dtype.type is np.float64)
- assert_equal((0, 1), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(res, np.ndarray))
- a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
- res = linalg.eigvalsh(a)
- assert_(res.dtype.type is np.float32)
- assert_equal((0,), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(res, np.ndarray))
- class TestEighCases(HermitianTestCase, HermitianGeneralizedTestCase):
- def do(self, a, b, tags):
- # note that eigenvalue arrays returned by eig must be sorted since
- # their order isn't guaranteed.
- ev, evc = linalg.eigh(a)
- evalues, evectors = linalg.eig(a)
- evalues.sort(axis=-1)
- assert_almost_equal(ev, evalues)
- assert_allclose(dot_generalized(a, evc),
- np.asarray(ev)[..., None, :] * np.asarray(evc),
- rtol=get_rtol(ev.dtype))
- ev2, evc2 = linalg.eigh(a, 'U')
- assert_almost_equal(ev2, evalues)
- assert_allclose(dot_generalized(a, evc2),
- np.asarray(ev2)[..., None, :] * np.asarray(evc2),
- rtol=get_rtol(ev.dtype), err_msg=repr(a))
- class TestEigh:
- @pytest.mark.parametrize('dtype', [single, double, csingle, cdouble])
- def test_types(self, dtype):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
- w, v = np.linalg.eigh(x)
- assert_equal(w.dtype, get_real_dtype(dtype))
- assert_equal(v.dtype, dtype)
- def test_invalid(self):
- x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
- assert_raises(ValueError, np.linalg.eigh, x, UPLO="lrong")
- assert_raises(ValueError, np.linalg.eigh, x, "lower")
- assert_raises(ValueError, np.linalg.eigh, x, "upper")
- def test_UPLO(self):
- Klo = np.array([[0, 0], [1, 0]], dtype=np.double)
- Kup = np.array([[0, 1], [0, 0]], dtype=np.double)
- tgt = np.array([-1, 1], dtype=np.double)
- rtol = get_rtol(np.double)
- # Check default is 'L'
- w, v = np.linalg.eigh(Klo)
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'L'
- w, v = np.linalg.eigh(Klo, UPLO='L')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'l'
- w, v = np.linalg.eigh(Klo, UPLO='l')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'U'
- w, v = np.linalg.eigh(Kup, UPLO='U')
- assert_allclose(w, tgt, rtol=rtol)
- # Check 'u'
- w, v = np.linalg.eigh(Kup, UPLO='u')
- assert_allclose(w, tgt, rtol=rtol)
- def test_0_size(self):
- # Check that all kinds of 0-sized arrays work
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res, res_v = linalg.eigh(a)
- assert_(res_v.dtype.type is np.float64)
- assert_(res.dtype.type is np.float64)
- assert_equal(a.shape, res_v.shape)
- assert_equal((0, 1), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(a, np.ndarray))
- a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
- res, res_v = linalg.eigh(a)
- assert_(res_v.dtype.type is np.complex64)
- assert_(res.dtype.type is np.float32)
- assert_equal(a.shape, res_v.shape)
- assert_equal((0,), res.shape)
- # This is just for documentation, it might make sense to change:
- assert_(isinstance(a, np.ndarray))
- class _TestNormBase:
- dt = None
- dec = None
- @staticmethod
- def check_dtype(x, res):
- if issubclass(x.dtype.type, np.inexact):
- assert_equal(res.dtype, x.real.dtype)
- else:
- # For integer input, don't have to test float precision of output.
- assert_(issubclass(res.dtype.type, np.floating))
- class _TestNormGeneral(_TestNormBase):
- def test_empty(self):
- assert_equal(norm([]), 0.0)
- assert_equal(norm(array([], dtype=self.dt)), 0.0)
- assert_equal(norm(atleast_2d(array([], dtype=self.dt))), 0.0)
- def test_vector_return_type(self):
- a = np.array([1, 0, 1])
- exact_types = np.typecodes['AllInteger']
- inexact_types = np.typecodes['AllFloat']
- all_types = exact_types + inexact_types
- for each_type in all_types:
- at = a.astype(each_type)
- an = norm(at, -np.inf)
- self.check_dtype(at, an)
- assert_almost_equal(an, 0.0)
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "divide by zero encountered")
- an = norm(at, -1)
- self.check_dtype(at, an)
- assert_almost_equal(an, 0.0)
- an = norm(at, 0)
- self.check_dtype(at, an)
- assert_almost_equal(an, 2)
- an = norm(at, 1)
- self.check_dtype(at, an)
- assert_almost_equal(an, 2.0)
- an = norm(at, 2)
- self.check_dtype(at, an)
- assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/2.0))
- an = norm(at, 4)
- self.check_dtype(at, an)
- assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/4.0))
- an = norm(at, np.inf)
- self.check_dtype(at, an)
- assert_almost_equal(an, 1.0)
- def test_vector(self):
- a = [1, 2, 3, 4]
- b = [-1, -2, -3, -4]
- c = [-1, 2, -3, 4]
- def _test(v):
- np.testing.assert_almost_equal(norm(v), 30 ** 0.5,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, inf), 4.0,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, -inf), 1.0,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, 1), 10.0,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, -1), 12.0 / 25,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, 2), 30 ** 0.5,
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, -2), ((205. / 144) ** -0.5),
- decimal=self.dec)
- np.testing.assert_almost_equal(norm(v, 0), 4,
- decimal=self.dec)
- for v in (a, b, c,):
- _test(v)
- for v in (array(a, dtype=self.dt), array(b, dtype=self.dt),
- array(c, dtype=self.dt)):
- _test(v)
- def test_axis(self):
- # Vector norms.
- # Compare the use of `axis` with computing the norm of each row
- # or column separately.
- A = array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
- for order in [None, -1, 0, 1, 2, 3, np.Inf, -np.Inf]:
- expected0 = [norm(A[:, k], ord=order) for k in range(A.shape[1])]
- assert_almost_equal(norm(A, ord=order, axis=0), expected0)
- expected1 = [norm(A[k, :], ord=order) for k in range(A.shape[0])]
- assert_almost_equal(norm(A, ord=order, axis=1), expected1)
- # Matrix norms.
- B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
- nd = B.ndim
- for order in [None, -2, 2, -1, 1, np.Inf, -np.Inf, 'fro']:
- for axis in itertools.combinations(range(-nd, nd), 2):
- row_axis, col_axis = axis
- if row_axis < 0:
- row_axis += nd
- if col_axis < 0:
- col_axis += nd
- if row_axis == col_axis:
- assert_raises(ValueError, norm, B, ord=order, axis=axis)
- else:
- n = norm(B, ord=order, axis=axis)
- # The logic using k_index only works for nd = 3.
- # This has to be changed if nd is increased.
- k_index = nd - (row_axis + col_axis)
- if row_axis < col_axis:
- expected = [norm(B[:].take(k, axis=k_index), ord=order)
- for k in range(B.shape[k_index])]
- else:
- expected = [norm(B[:].take(k, axis=k_index).T, ord=order)
- for k in range(B.shape[k_index])]
- assert_almost_equal(n, expected)
- def test_keepdims(self):
- A = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
- allclose_err = 'order {0}, axis = {1}'
- shape_err = 'Shape mismatch found {0}, expected {1}, order={2}, axis={3}'
- # check the order=None, axis=None case
- expected = norm(A, ord=None, axis=None)
- found = norm(A, ord=None, axis=None, keepdims=True)
- assert_allclose(np.squeeze(found), expected,
- err_msg=allclose_err.format(None, None))
- expected_shape = (1, 1, 1)
- assert_(found.shape == expected_shape,
- shape_err.format(found.shape, expected_shape, None, None))
- # Vector norms.
- for order in [None, -1, 0, 1, 2, 3, np.Inf, -np.Inf]:
- for k in range(A.ndim):
- expected = norm(A, ord=order, axis=k)
- found = norm(A, ord=order, axis=k, keepdims=True)
- assert_allclose(np.squeeze(found), expected,
- err_msg=allclose_err.format(order, k))
- expected_shape = list(A.shape)
- expected_shape[k] = 1
- expected_shape = tuple(expected_shape)
- assert_(found.shape == expected_shape,
- shape_err.format(found.shape, expected_shape, order, k))
- # Matrix norms.
- for order in [None, -2, 2, -1, 1, np.Inf, -np.Inf, 'fro', 'nuc']:
- for k in itertools.permutations(range(A.ndim), 2):
- expected = norm(A, ord=order, axis=k)
- found = norm(A, ord=order, axis=k, keepdims=True)
- assert_allclose(np.squeeze(found), expected,
- err_msg=allclose_err.format(order, k))
- expected_shape = list(A.shape)
- expected_shape[k[0]] = 1
- expected_shape[k[1]] = 1
- expected_shape = tuple(expected_shape)
- assert_(found.shape == expected_shape,
- shape_err.format(found.shape, expected_shape, order, k))
- class _TestNorm2D(_TestNormBase):
- # Define the part for 2d arrays separately, so we can subclass this
- # and run the tests using np.matrix in matrixlib.tests.test_matrix_linalg.
- array = np.array
- def test_matrix_empty(self):
- assert_equal(norm(self.array([[]], dtype=self.dt)), 0.0)
- def test_matrix_return_type(self):
- a = self.array([[1, 0, 1], [0, 1, 1]])
- exact_types = np.typecodes['AllInteger']
- # float32, complex64, float64, complex128 types are the only types
- # allowed by `linalg`, which performs the matrix operations used
- # within `norm`.
- inexact_types = 'fdFD'
- all_types = exact_types + inexact_types
- for each_type in all_types:
- at = a.astype(each_type)
- an = norm(at, -np.inf)
- self.check_dtype(at, an)
- assert_almost_equal(an, 2.0)
- with suppress_warnings() as sup:
- sup.filter(RuntimeWarning, "divide by zero encountered")
- an = norm(at, -1)
- self.check_dtype(at, an)
- assert_almost_equal(an, 1.0)
- an = norm(at, 1)
- self.check_dtype(at, an)
- assert_almost_equal(an, 2.0)
- an = norm(at, 2)
- self.check_dtype(at, an)
- assert_almost_equal(an, 3.0**(1.0/2.0))
- an = norm(at, -2)
- self.check_dtype(at, an)
- assert_almost_equal(an, 1.0)
- an = norm(at, np.inf)
- self.check_dtype(at, an)
- assert_almost_equal(an, 2.0)
- an = norm(at, 'fro')
- self.check_dtype(at, an)
- assert_almost_equal(an, 2.0)
- an = norm(at, 'nuc')
- self.check_dtype(at, an)
- # Lower bar needed to support low precision floats.
- # They end up being off by 1 in the 7th place.
- np.testing.assert_almost_equal(an, 2.7320508075688772, decimal=6)
- def test_matrix_2x2(self):
- A = self.array([[1, 3], [5, 7]], dtype=self.dt)
- assert_almost_equal(norm(A), 84 ** 0.5)
- assert_almost_equal(norm(A, 'fro'), 84 ** 0.5)
- assert_almost_equal(norm(A, 'nuc'), 10.0)
- assert_almost_equal(norm(A, inf), 12.0)
- assert_almost_equal(norm(A, -inf), 4.0)
- assert_almost_equal(norm(A, 1), 10.0)
- assert_almost_equal(norm(A, -1), 6.0)
- assert_almost_equal(norm(A, 2), 9.1231056256176615)
- assert_almost_equal(norm(A, -2), 0.87689437438234041)
- assert_raises(ValueError, norm, A, 'nofro')
- assert_raises(ValueError, norm, A, -3)
- assert_raises(ValueError, norm, A, 0)
- def test_matrix_3x3(self):
- # This test has been added because the 2x2 example
- # happened to have equal nuclear norm and induced 1-norm.
- # The 1/10 scaling factor accommodates the absolute tolerance
- # used in assert_almost_equal.
- A = (1 / 10) * \
- self.array([[1, 2, 3], [6, 0, 5], [3, 2, 1]], dtype=self.dt)
- assert_almost_equal(norm(A), (1 / 10) * 89 ** 0.5)
- assert_almost_equal(norm(A, 'fro'), (1 / 10) * 89 ** 0.5)
- assert_almost_equal(norm(A, 'nuc'), 1.3366836911774836)
- assert_almost_equal(norm(A, inf), 1.1)
- assert_almost_equal(norm(A, -inf), 0.6)
- assert_almost_equal(norm(A, 1), 1.0)
- assert_almost_equal(norm(A, -1), 0.4)
- assert_almost_equal(norm(A, 2), 0.88722940323461277)
- assert_almost_equal(norm(A, -2), 0.19456584790481812)
- def test_bad_args(self):
- # Check that bad arguments raise the appropriate exceptions.
- A = self.array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
- B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
- # Using `axis=<integer>` or passing in a 1-D array implies vector
- # norms are being computed, so also using `ord='fro'`
- # or `ord='nuc'` or any other string raises a ValueError.
- assert_raises(ValueError, norm, A, 'fro', 0)
- assert_raises(ValueError, norm, A, 'nuc', 0)
- assert_raises(ValueError, norm, [3, 4], 'fro', None)
- assert_raises(ValueError, norm, [3, 4], 'nuc', None)
- assert_raises(ValueError, norm, [3, 4], 'test', None)
- # Similarly, norm should raise an exception when ord is any finite
- # number other than 1, 2, -1 or -2 when computing matrix norms.
- for order in [0, 3]:
- assert_raises(ValueError, norm, A, order, None)
- assert_raises(ValueError, norm, A, order, (0, 1))
- assert_raises(ValueError, norm, B, order, (1, 2))
- # Invalid axis
- assert_raises(np.AxisError, norm, B, None, 3)
- assert_raises(np.AxisError, norm, B, None, (2, 3))
- assert_raises(ValueError, norm, B, None, (0, 1, 2))
- class _TestNorm(_TestNorm2D, _TestNormGeneral):
- pass
- class TestNorm_NonSystematic:
- def test_longdouble_norm(self):
- # Non-regression test: p-norm of longdouble would previously raise
- # UnboundLocalError.
- x = np.arange(10, dtype=np.longdouble)
- old_assert_almost_equal(norm(x, ord=3), 12.65, decimal=2)
- def test_intmin(self):
- # Non-regression test: p-norm of signed integer would previously do
- # float cast and abs in the wrong order.
- x = np.array([-2 ** 31], dtype=np.int32)
- old_assert_almost_equal(norm(x, ord=3), 2 ** 31, decimal=5)
- def test_complex_high_ord(self):
- # gh-4156
- d = np.empty((2,), dtype=np.clongdouble)
- d[0] = 6 + 7j
- d[1] = -6 + 7j
- res = 11.615898132184
- old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=10)
- d = d.astype(np.complex128)
- old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=9)
- d = d.astype(np.complex64)
- old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=5)
- # Separate definitions so we can use them for matrix tests.
- class _TestNormDoubleBase(_TestNormBase):
- dt = np.double
- dec = 12
- class _TestNormSingleBase(_TestNormBase):
- dt = np.float32
- dec = 6
- class _TestNormInt64Base(_TestNormBase):
- dt = np.int64
- dec = 12
- class TestNormDouble(_TestNorm, _TestNormDoubleBase):
- pass
- class TestNormSingle(_TestNorm, _TestNormSingleBase):
- pass
- class TestNormInt64(_TestNorm, _TestNormInt64Base):
- pass
- class TestMatrixRank:
- def test_matrix_rank(self):
- # Full rank matrix
- assert_equal(4, matrix_rank(np.eye(4)))
- # rank deficient matrix
- I = np.eye(4)
- I[-1, -1] = 0.
- assert_equal(matrix_rank(I), 3)
- # All zeros - zero rank
- assert_equal(matrix_rank(np.zeros((4, 4))), 0)
- # 1 dimension - rank 1 unless all 0
- assert_equal(matrix_rank([1, 0, 0, 0]), 1)
- assert_equal(matrix_rank(np.zeros((4,))), 0)
- # accepts array-like
- assert_equal(matrix_rank([1]), 1)
- # greater than 2 dimensions treated as stacked matrices
- ms = np.array([I, np.eye(4), np.zeros((4,4))])
- assert_equal(matrix_rank(ms), np.array([3, 4, 0]))
- # works on scalar
- assert_equal(matrix_rank(1), 1)
- def test_symmetric_rank(self):
- assert_equal(4, matrix_rank(np.eye(4), hermitian=True))
- assert_equal(1, matrix_rank(np.ones((4, 4)), hermitian=True))
- assert_equal(0, matrix_rank(np.zeros((4, 4)), hermitian=True))
- # rank deficient matrix
- I = np.eye(4)
- I[-1, -1] = 0.
- assert_equal(3, matrix_rank(I, hermitian=True))
- # manually supplied tolerance
- I[-1, -1] = 1e-8
- assert_equal(4, matrix_rank(I, hermitian=True, tol=0.99e-8))
- assert_equal(3, matrix_rank(I, hermitian=True, tol=1.01e-8))
- def test_reduced_rank():
- # Test matrices with reduced rank
- rng = np.random.RandomState(20120714)
- for i in range(100):
- # Make a rank deficient matrix
- X = rng.normal(size=(40, 10))
- X[:, 0] = X[:, 1] + X[:, 2]
- # Assert that matrix_rank detected deficiency
- assert_equal(matrix_rank(X), 9)
- X[:, 3] = X[:, 4] + X[:, 5]
- assert_equal(matrix_rank(X), 8)
- class TestQR:
- # Define the array class here, so run this on matrices elsewhere.
- array = np.array
- def check_qr(self, a):
- # This test expects the argument `a` to be an ndarray or
- # a subclass of an ndarray of inexact type.
- a_type = type(a)
- a_dtype = a.dtype
- m, n = a.shape
- k = min(m, n)
- # mode == 'complete'
- q, r = linalg.qr(a, mode='complete')
- assert_(q.dtype == a_dtype)
- assert_(r.dtype == a_dtype)
- assert_(isinstance(q, a_type))
- assert_(isinstance(r, a_type))
- assert_(q.shape == (m, m))
- assert_(r.shape == (m, n))
- assert_almost_equal(dot(q, r), a)
- assert_almost_equal(dot(q.T.conj(), q), np.eye(m))
- assert_almost_equal(np.triu(r), r)
- # mode == 'reduced'
- q1, r1 = linalg.qr(a, mode='reduced')
- assert_(q1.dtype == a_dtype)
- assert_(r1.dtype == a_dtype)
- assert_(isinstance(q1, a_type))
- assert_(isinstance(r1, a_type))
- assert_(q1.shape == (m, k))
- assert_(r1.shape == (k, n))
- assert_almost_equal(dot(q1, r1), a)
- assert_almost_equal(dot(q1.T.conj(), q1), np.eye(k))
- assert_almost_equal(np.triu(r1), r1)
- # mode == 'r'
- r2 = linalg.qr(a, mode='r')
- assert_(r2.dtype == a_dtype)
- assert_(isinstance(r2, a_type))
- assert_almost_equal(r2, r1)
- @pytest.mark.parametrize(["m", "n"], [
- (3, 0),
- (0, 3),
- (0, 0)
- ])
- def test_qr_empty(self, m, n):
- k = min(m, n)
- a = np.empty((m, n))
- self.check_qr(a)
- h, tau = np.linalg.qr(a, mode='raw')
- assert_equal(h.dtype, np.double)
- assert_equal(tau.dtype, np.double)
- assert_equal(h.shape, (n, m))
- assert_equal(tau.shape, (k,))
- def test_mode_raw(self):
- # The factorization is not unique and varies between libraries,
- # so it is not possible to check against known values. Functional
- # testing is a possibility, but awaits the exposure of more
- # of the functions in lapack_lite. Consequently, this test is
- # very limited in scope. Note that the results are in FORTRAN
- # order, hence the h arrays are transposed.
- a = self.array([[1, 2], [3, 4], [5, 6]], dtype=np.double)
- # Test double
- h, tau = linalg.qr(a, mode='raw')
- assert_(h.dtype == np.double)
- assert_(tau.dtype == np.double)
- assert_(h.shape == (2, 3))
- assert_(tau.shape == (2,))
- h, tau = linalg.qr(a.T, mode='raw')
- assert_(h.dtype == np.double)
- assert_(tau.dtype == np.double)
- assert_(h.shape == (3, 2))
- assert_(tau.shape == (2,))
- def test_mode_all_but_economic(self):
- a = self.array([[1, 2], [3, 4]])
- b = self.array([[1, 2], [3, 4], [5, 6]])
- for dt in "fd":
- m1 = a.astype(dt)
- m2 = b.astype(dt)
- self.check_qr(m1)
- self.check_qr(m2)
- self.check_qr(m2.T)
- for dt in "fd":
- m1 = 1 + 1j * a.astype(dt)
- m2 = 1 + 1j * b.astype(dt)
- self.check_qr(m1)
- self.check_qr(m2)
- self.check_qr(m2.T)
- def check_qr_stacked(self, a):
- # This test expects the argument `a` to be an ndarray or
- # a subclass of an ndarray of inexact type.
- a_type = type(a)
- a_dtype = a.dtype
- m, n = a.shape[-2:]
- k = min(m, n)
- # mode == 'complete'
- q, r = linalg.qr(a, mode='complete')
- assert_(q.dtype == a_dtype)
- assert_(r.dtype == a_dtype)
- assert_(isinstance(q, a_type))
- assert_(isinstance(r, a_type))
- assert_(q.shape[-2:] == (m, m))
- assert_(r.shape[-2:] == (m, n))
- assert_almost_equal(matmul(q, r), a)
- I_mat = np.identity(q.shape[-1])
- stack_I_mat = np.broadcast_to(I_mat,
- q.shape[:-2] + (q.shape[-1],)*2)
- assert_almost_equal(matmul(swapaxes(q, -1, -2).conj(), q), stack_I_mat)
- assert_almost_equal(np.triu(r[..., :, :]), r)
- # mode == 'reduced'
- q1, r1 = linalg.qr(a, mode='reduced')
- assert_(q1.dtype == a_dtype)
- assert_(r1.dtype == a_dtype)
- assert_(isinstance(q1, a_type))
- assert_(isinstance(r1, a_type))
- assert_(q1.shape[-2:] == (m, k))
- assert_(r1.shape[-2:] == (k, n))
- assert_almost_equal(matmul(q1, r1), a)
- I_mat = np.identity(q1.shape[-1])
- stack_I_mat = np.broadcast_to(I_mat,
- q1.shape[:-2] + (q1.shape[-1],)*2)
- assert_almost_equal(matmul(swapaxes(q1, -1, -2).conj(), q1),
- stack_I_mat)
- assert_almost_equal(np.triu(r1[..., :, :]), r1)
- # mode == 'r'
- r2 = linalg.qr(a, mode='r')
- assert_(r2.dtype == a_dtype)
- assert_(isinstance(r2, a_type))
- assert_almost_equal(r2, r1)
- @pytest.mark.parametrize("size", [
- (3, 4), (4, 3), (4, 4),
- (3, 0), (0, 3)])
- @pytest.mark.parametrize("outer_size", [
- (2, 2), (2,), (2, 3, 4)])
- @pytest.mark.parametrize("dt", [
- np.single, np.double,
- np.csingle, np.cdouble])
- def test_stacked_inputs(self, outer_size, size, dt):
- A = np.random.normal(size=outer_size + size).astype(dt)
- B = np.random.normal(size=outer_size + size).astype(dt)
- self.check_qr_stacked(A)
- self.check_qr_stacked(A + 1.j*B)
- class TestCholesky:
- # TODO: are there no other tests for cholesky?
- @pytest.mark.parametrize(
- 'shape', [(1, 1), (2, 2), (3, 3), (50, 50), (3, 10, 10)]
- )
- @pytest.mark.parametrize(
- 'dtype', (np.float32, np.float64, np.complex64, np.complex128)
- )
- def test_basic_property(self, shape, dtype):
- # Check A = L L^H
- np.random.seed(1)
- a = np.random.randn(*shape)
- if np.issubdtype(dtype, np.complexfloating):
- a = a + 1j*np.random.randn(*shape)
- t = list(range(len(shape)))
- t[-2:] = -1, -2
- a = np.matmul(a.transpose(t).conj(), a)
- a = np.asarray(a, dtype=dtype)
- c = np.linalg.cholesky(a)
- b = np.matmul(c, c.transpose(t).conj())
- with np._no_nep50_warning():
- atol = 500 * a.shape[0] * np.finfo(dtype).eps
- assert_allclose(b, a, atol=atol, err_msg=f'{shape} {dtype}\n{a}\n{c}')
- def test_0_size(self):
- class ArraySubclass(np.ndarray):
- pass
- a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
- res = linalg.cholesky(a)
- assert_equal(a.shape, res.shape)
- assert_(res.dtype.type is np.float64)
- # for documentation purpose:
- assert_(isinstance(res, np.ndarray))
- a = np.zeros((1, 0, 0), dtype=np.complex64).view(ArraySubclass)
- res = linalg.cholesky(a)
- assert_equal(a.shape, res.shape)
- assert_(res.dtype.type is np.complex64)
- assert_(isinstance(res, np.ndarray))
- def test_byteorder_check():
- # Byte order check should pass for native order
- if sys.byteorder == 'little':
- native = '<'
- else:
- native = '>'
- for dtt in (np.float32, np.float64):
- arr = np.eye(4, dtype=dtt)
- n_arr = arr.newbyteorder(native)
- sw_arr = arr.newbyteorder('S').byteswap()
- assert_equal(arr.dtype.byteorder, '=')
- for routine in (linalg.inv, linalg.det, linalg.pinv):
- # Normal call
- res = routine(arr)
- # Native but not '='
- assert_array_equal(res, routine(n_arr))
- # Swapped
- assert_array_equal(res, routine(sw_arr))
- @pytest.mark.skipif(IS_WASM, reason="fp errors don't work in wasm")
- def test_generalized_raise_multiloop():
- # It should raise an error even if the error doesn't occur in the
- # last iteration of the ufunc inner loop
- invertible = np.array([[1, 2], [3, 4]])
- non_invertible = np.array([[1, 1], [1, 1]])
- x = np.zeros([4, 4, 2, 2])[1::2]
- x[...] = invertible
- x[0, 0] = non_invertible
- assert_raises(np.linalg.LinAlgError, np.linalg.inv, x)
- def test_xerbla_override():
- # Check that our xerbla has been successfully linked in. If it is not,
- # the default xerbla routine is called, which prints a message to stdout
- # and may, or may not, abort the process depending on the LAPACK package.
- XERBLA_OK = 255
- try:
- pid = os.fork()
- except (OSError, AttributeError):
- # fork failed, or not running on POSIX
- pytest.skip("Not POSIX or fork failed.")
- if pid == 0:
- # child; close i/o file handles
- os.close(1)
- os.close(0)
- # Avoid producing core files.
- import resource
- resource.setrlimit(resource.RLIMIT_CORE, (0, 0))
- # These calls may abort.
- try:
- np.linalg.lapack_lite.xerbla()
- except ValueError:
- pass
- except Exception:
- os._exit(os.EX_CONFIG)
- try:
- a = np.array([[1.]])
- np.linalg.lapack_lite.dorgqr(
- 1, 1, 1, a,
- 0, # <- invalid value
- a, a, 0, 0)
- except ValueError as e:
- if "DORGQR parameter number 5" in str(e):
- # success, reuse error code to mark success as
- # FORTRAN STOP returns as success.
- os._exit(XERBLA_OK)
- # Did not abort, but our xerbla was not linked in.
- os._exit(os.EX_CONFIG)
- else:
- # parent
- pid, status = os.wait()
- if os.WEXITSTATUS(status) != XERBLA_OK:
- pytest.skip('Numpy xerbla not linked in.')
- @pytest.mark.skipif(IS_WASM, reason="Cannot start subprocess")
- @pytest.mark.slow
- def test_sdot_bug_8577():
- # Regression test that loading certain other libraries does not
- # result to wrong results in float32 linear algebra.
- #
- # There's a bug gh-8577 on OSX that can trigger this, and perhaps
- # there are also other situations in which it occurs.
- #
- # Do the check in a separate process.
- bad_libs = ['PyQt5.QtWidgets', 'IPython']
- template = textwrap.dedent("""
- import sys
- {before}
- try:
- import {bad_lib}
- except ImportError:
- sys.exit(0)
- {after}
- x = np.ones(2, dtype=np.float32)
- sys.exit(0 if np.allclose(x.dot(x), 2.0) else 1)
- """)
- for bad_lib in bad_libs:
- code = template.format(before="import numpy as np", after="",
- bad_lib=bad_lib)
- subprocess.check_call([sys.executable, "-c", code])
- # Swapped import order
- code = template.format(after="import numpy as np", before="",
- bad_lib=bad_lib)
- subprocess.check_call([sys.executable, "-c", code])
- class TestMultiDot:
- def test_basic_function_with_three_arguments(self):
- # multi_dot with three arguments uses a fast hand coded algorithm to
- # determine the optimal order. Therefore test it separately.
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- assert_almost_equal(multi_dot([A, B, C]), A.dot(B).dot(C))
- assert_almost_equal(multi_dot([A, B, C]), np.dot(A, np.dot(B, C)))
- def test_basic_function_with_two_arguments(self):
- # separate code path with two arguments
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- assert_almost_equal(multi_dot([A, B]), A.dot(B))
- assert_almost_equal(multi_dot([A, B]), np.dot(A, B))
- def test_basic_function_with_dynamic_programming_optimization(self):
- # multi_dot with four or more arguments uses the dynamic programming
- # optimization and therefore deserve a separate
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- D = np.random.random((2, 1))
- assert_almost_equal(multi_dot([A, B, C, D]), A.dot(B).dot(C).dot(D))
- def test_vector_as_first_argument(self):
- # The first argument can be 1-D
- A1d = np.random.random(2) # 1-D
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- D = np.random.random((2, 2))
- # the result should be 1-D
- assert_equal(multi_dot([A1d, B, C, D]).shape, (2,))
- def test_vector_as_last_argument(self):
- # The last argument can be 1-D
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- D1d = np.random.random(2) # 1-D
- # the result should be 1-D
- assert_equal(multi_dot([A, B, C, D1d]).shape, (6,))
- def test_vector_as_first_and_last_argument(self):
- # The first and last arguments can be 1-D
- A1d = np.random.random(2) # 1-D
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- D1d = np.random.random(2) # 1-D
- # the result should be a scalar
- assert_equal(multi_dot([A1d, B, C, D1d]).shape, ())
- def test_three_arguments_and_out(self):
- # multi_dot with three arguments uses a fast hand coded algorithm to
- # determine the optimal order. Therefore test it separately.
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- out = np.zeros((6, 2))
- ret = multi_dot([A, B, C], out=out)
- assert out is ret
- assert_almost_equal(out, A.dot(B).dot(C))
- assert_almost_equal(out, np.dot(A, np.dot(B, C)))
- def test_two_arguments_and_out(self):
- # separate code path with two arguments
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- out = np.zeros((6, 6))
- ret = multi_dot([A, B], out=out)
- assert out is ret
- assert_almost_equal(out, A.dot(B))
- assert_almost_equal(out, np.dot(A, B))
- def test_dynamic_programming_optimization_and_out(self):
- # multi_dot with four or more arguments uses the dynamic programming
- # optimization and therefore deserve a separate test
- A = np.random.random((6, 2))
- B = np.random.random((2, 6))
- C = np.random.random((6, 2))
- D = np.random.random((2, 1))
- out = np.zeros((6, 1))
- ret = multi_dot([A, B, C, D], out=out)
- assert out is ret
- assert_almost_equal(out, A.dot(B).dot(C).dot(D))
- def test_dynamic_programming_logic(self):
- # Test for the dynamic programming part
- # This test is directly taken from Cormen page 376.
- arrays = [np.random.random((30, 35)),
- np.random.random((35, 15)),
- np.random.random((15, 5)),
- np.random.random((5, 10)),
- np.random.random((10, 20)),
- np.random.random((20, 25))]
- m_expected = np.array([[0., 15750., 7875., 9375., 11875., 15125.],
- [0., 0., 2625., 4375., 7125., 10500.],
- [0., 0., 0., 750., 2500., 5375.],
- [0., 0., 0., 0., 1000., 3500.],
- [0., 0., 0., 0., 0., 5000.],
- [0., 0., 0., 0., 0., 0.]])
- s_expected = np.array([[0, 1, 1, 3, 3, 3],
- [0, 0, 2, 3, 3, 3],
- [0, 0, 0, 3, 3, 3],
- [0, 0, 0, 0, 4, 5],
- [0, 0, 0, 0, 0, 5],
- [0, 0, 0, 0, 0, 0]], dtype=int)
- s_expected -= 1 # Cormen uses 1-based index, python does not.
- s, m = _multi_dot_matrix_chain_order(arrays, return_costs=True)
- # Only the upper triangular part (without the diagonal) is interesting.
- assert_almost_equal(np.triu(s[:-1, 1:]),
- np.triu(s_expected[:-1, 1:]))
- assert_almost_equal(np.triu(m), np.triu(m_expected))
- def test_too_few_input_arrays(self):
- assert_raises(ValueError, multi_dot, [])
- assert_raises(ValueError, multi_dot, [np.random.random((3, 3))])
- class TestTensorinv:
- @pytest.mark.parametrize("arr, ind", [
- (np.ones((4, 6, 8, 2)), 2),
- (np.ones((3, 3, 2)), 1),
- ])
- def test_non_square_handling(self, arr, ind):
- with assert_raises(LinAlgError):
- linalg.tensorinv(arr, ind=ind)
- @pytest.mark.parametrize("shape, ind", [
- # examples from docstring
- ((4, 6, 8, 3), 2),
- ((24, 8, 3), 1),
- ])
- def test_tensorinv_shape(self, shape, ind):
- a = np.eye(24)
- a.shape = shape
- ainv = linalg.tensorinv(a=a, ind=ind)
- expected = a.shape[ind:] + a.shape[:ind]
- actual = ainv.shape
- assert_equal(actual, expected)
- @pytest.mark.parametrize("ind", [
- 0, -2,
- ])
- def test_tensorinv_ind_limit(self, ind):
- a = np.eye(24)
- a.shape = (4, 6, 8, 3)
- with assert_raises(ValueError):
- linalg.tensorinv(a=a, ind=ind)
- def test_tensorinv_result(self):
- # mimic a docstring example
- a = np.eye(24)
- a.shape = (24, 8, 3)
- ainv = linalg.tensorinv(a, ind=1)
- b = np.ones(24)
- assert_allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b))
- class TestTensorsolve:
- @pytest.mark.parametrize("a, axes", [
- (np.ones((4, 6, 8, 2)), None),
- (np.ones((3, 3, 2)), (0, 2)),
- ])
- def test_non_square_handling(self, a, axes):
- with assert_raises(LinAlgError):
- b = np.ones(a.shape[:2])
- linalg.tensorsolve(a, b, axes=axes)
- @pytest.mark.parametrize("shape",
- [(2, 3, 6), (3, 4, 4, 3), (0, 3, 3, 0)],
- )
- def test_tensorsolve_result(self, shape):
- a = np.random.randn(*shape)
- b = np.ones(a.shape[:2])
- x = np.linalg.tensorsolve(a, b)
- assert_allclose(np.tensordot(a, x, axes=len(x.shape)), b)
- def test_unsupported_commontype():
- # linalg gracefully handles unsupported type
- arr = np.array([[1, -2], [2, 5]], dtype='float16')
- with assert_raises_regex(TypeError, "unsupported in linalg"):
- linalg.cholesky(arr)
- #@pytest.mark.slow
- #@pytest.mark.xfail(not HAS_LAPACK64, run=False,
- # reason="Numpy not compiled with 64-bit BLAS/LAPACK")
- #@requires_memory(free_bytes=16e9)
- @pytest.mark.skip(reason="Bad memory reports lead to OOM in ci testing")
- def test_blas64_dot():
- n = 2**32
- a = np.zeros([1, n], dtype=np.float32)
- b = np.ones([1, 1], dtype=np.float32)
- a[0,-1] = 1
- c = np.dot(b, a)
- assert_equal(c[0,-1], 1)
- @pytest.mark.xfail(not HAS_LAPACK64,
- reason="Numpy not compiled with 64-bit BLAS/LAPACK")
- def test_blas64_geqrf_lwork_smoketest():
- # Smoke test LAPACK geqrf lwork call with 64-bit integers
- dtype = np.float64
- lapack_routine = np.linalg.lapack_lite.dgeqrf
- m = 2**32 + 1
- n = 2**32 + 1
- lda = m
- # Dummy arrays, not referenced by the lapack routine, so don't
- # need to be of the right size
- a = np.zeros([1, 1], dtype=dtype)
- work = np.zeros([1], dtype=dtype)
- tau = np.zeros([1], dtype=dtype)
- # Size query
- results = lapack_routine(m, n, a, lda, tau, work, -1, 0)
- assert_equal(results['info'], 0)
- assert_equal(results['m'], m)
- assert_equal(results['n'], m)
- # Should result to an integer of a reasonable size
- lwork = int(work.item())
- assert_(2**32 < lwork < 2**42)
|