1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768697071727374757677787980818283848586878889909192939495969798991001011021031041051061071081091101111121131141151161171181191201211221231241251261271281291301311321331341351361371381391401411421431441451461471481491501511521531541551561571581591601611621631641651661671681691701711721731741751761771781791801811821831841851861871881891901911921931941951961971981992002012022032042052062072082092102112122132142152162172182192202212222232242252262272282292302312322332342352362372382392402412422432442452462472482492502512522532542552562572582592602612622632642652662672682692702712722732742752762772782792802812822832842852862872882892902912922932942952962972982993003013023033043053063073083093103113123133143153163173183193203213223233243253263273283293303313323333343353363373383393403413423433443453463473483493503513523533543553563573583593603613623633643653663673683693703713723733743753763773783793803813823833843853863873883893903913923933943953963973983994004014024034044054064074084094104114124134144154164174184194204214224234244254264274284294304314324334344354364374384394404414424434444454464474484494504514524534544554564574584594604614624634644654664674684694704714724734744754764774784794804814824834844854864874884894904914924934944954964974984995005015025035045055065075085095105115125135145155165175185195205215225235245255265275285295305315325335345355365375385395405415425435445455465475485495505515525535545555565575585595605615625635645655665675685695705715725735745755765775785795805815825835845855865875885895905915925935945955965975985996006016026036046056066076086096106116126136146156166176186196206216226236246256266276286296306316326336346356366376386396406416426436446456466476486496506516526536546556566576586596606616626636646656666676686696706716726736746756766776786796806816826836846856866876886896906916926936946956966976986997007017027037047057067077087097107117127137147157167177187197207217227237247257267277287297307317327337347357367377387397407417427437447457467477487497507517527537547557567577587597607617627637647657667677687697707717727737747757767777787797807817827837847857867877887897907917927937947957967977987998008018028038048058068078088098108118128138148158168178188198208218228238248258268278288298308318328338348358368378388398408418428438448458468478488498508518528538548558568578588598608618628638648658668678688698708718728738748758768778788798808818828838848858868878888898908918928938948958968978988999009019029039049059069079089099109119129139149159169179189199209219229239249259269279289299309319329339349359369379389399409419429439449459469479489499509519529539549559569579589599609619629639649659669679689699709719729739749759769779789799809819829839849859869879889899909919929939949959969979989991000100110021003100410051006100710081009101010111012101310141015101610171018101910201021102210231024102510261027102810291030103110321033103410351036103710381039104010411042104310441045104610471048104910501051105210531054105510561057105810591060106110621063106410651066106710681069107010711072107310741075107610771078107910801081108210831084108510861087108810891090109110921093109410951096109710981099110011011102110311041105110611071108110911101111111211131114111511161117111811191120112111221123112411251126112711281129113011311132113311341135113611371138113911401141114211431144114511461147114811491150115111521153115411551156115711581159116011611162116311641165116611671168116911701171117211731174117511761177117811791180118111821183118411851186118711881189119011911192119311941195119611971198119912001201120212031204120512061207120812091210121112121213121412151216121712181219122012211222122312241225122612271228122912301231123212331234123512361237123812391240124112421243124412451246124712481249125012511252125312541255125612571258125912601261126212631264126512661267126812691270127112721273127412751276127712781279128012811282128312841285128612871288128912901291129212931294129512961297129812991300130113021303130413051306130713081309131013111312131313141315131613171318131913201321132213231324132513261327132813291330133113321333133413351336133713381339134013411342134313441345134613471348134913501351135213531354135513561357135813591360136113621363136413651366136713681369137013711372137313741375137613771378137913801381138213831384138513861387138813891390139113921393139413951396139713981399140014011402140314041405140614071408140914101411141214131414141514161417141814191420142114221423142414251426142714281429143014311432143314341435143614371438143914401441144214431444144514461447144814491450145114521453145414551456145714581459146014611462146314641465146614671468146914701471147214731474147514761477147814791480148114821483148414851486148714881489149014911492149314941495149614971498149915001501150215031504150515061507150815091510151115121513151415151516151715181519152015211522152315241525152615271528152915301531153215331534153515361537153815391540154115421543154415451546154715481549155015511552155315541555155615571558155915601561156215631564156515661567156815691570157115721573157415751576157715781579158015811582158315841585158615871588158915901591159215931594159515961597159815991600160116021603160416051606160716081609161016111612161316141615161616171618161916201621162216231624162516261627162816291630163116321633163416351636163716381639164016411642164316441645164616471648164916501651165216531654165516561657165816591660166116621663166416651666166716681669167016711672167316741675167616771678167916801681168216831684168516861687168816891690169116921693169416951696169716981699170017011702170317041705170617071708170917101711171217131714 |
- import platform
- import itertools
- import warnings
- import numpy as np
- from numpy import (arange, array, dot, zeros, identity, conjugate, transpose,
- float32)
- import numpy.linalg as linalg
- from numpy.random import random
- from numpy.testing import (assert_equal, assert_almost_equal, assert_,
- assert_array_almost_equal, assert_allclose,
- assert_array_equal, suppress_warnings)
- import pytest
- from pytest import raises as assert_raises
- from scipy._lib import _pep440
- from scipy.linalg import (solve, inv, det, lstsq, pinv, pinvh, norm,
- solve_banded, solveh_banded, solve_triangular,
- solve_circulant, circulant, LinAlgError, block_diag,
- matrix_balance, qr, LinAlgWarning)
- from scipy.linalg._testutils import assert_no_overwrite
- from scipy._lib._testutils import check_free_memory
- from scipy.linalg.blas import HAS_ILP64
- REAL_DTYPES = (np.float32, np.float64, np.longdouble)
- COMPLEX_DTYPES = (np.complex64, np.complex128, np.clongdouble)
- DTYPES = REAL_DTYPES + COMPLEX_DTYPES
- def _eps_cast(dtyp):
- """Get the epsilon for dtype, possibly downcast to BLAS types."""
- dt = dtyp
- if dt == np.longdouble:
- dt = np.float64
- elif dt == np.clongdouble:
- dt = np.complex128
- return np.finfo(dt).eps
- class TestSolveBanded:
- def test_real(self):
- a = array([[1.0, 20, 0, 0],
- [-30, 4, 6, 0],
- [2, 1, 20, 2],
- [0, -1, 7, 14]])
- ab = array([[0.0, 20, 6, 2],
- [1, 4, 20, 14],
- [-30, 1, 7, 0],
- [2, -1, 0, 0]])
- l, u = 2, 1
- b4 = array([10.0, 0.0, 2.0, 14.0])
- b4by1 = b4.reshape(-1, 1)
- b4by2 = array([[2, 1],
- [-30, 4],
- [2, 3],
- [1, 3]])
- b4by4 = array([[1, 0, 0, 0],
- [0, 0, 0, 1],
- [0, 1, 0, 0],
- [0, 1, 0, 0]])
- for b in [b4, b4by1, b4by2, b4by4]:
- x = solve_banded((l, u), ab, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_complex(self):
- a = array([[1.0, 20, 0, 0],
- [-30, 4, 6, 0],
- [2j, 1, 20, 2j],
- [0, -1, 7, 14]])
- ab = array([[0.0, 20, 6, 2j],
- [1, 4, 20, 14],
- [-30, 1, 7, 0],
- [2j, -1, 0, 0]])
- l, u = 2, 1
- b4 = array([10.0, 0.0, 2.0, 14.0j])
- b4by1 = b4.reshape(-1, 1)
- b4by2 = array([[2, 1],
- [-30, 4],
- [2, 3],
- [1, 3]])
- b4by4 = array([[1, 0, 0, 0],
- [0, 0, 0, 1j],
- [0, 1, 0, 0],
- [0, 1, 0, 0]])
- for b in [b4, b4by1, b4by2, b4by4]:
- x = solve_banded((l, u), ab, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_tridiag_real(self):
- ab = array([[0.0, 20, 6, 2],
- [1, 4, 20, 14],
- [-30, 1, 7, 0]])
- a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
- ab[2, :-1], -1)
- b4 = array([10.0, 0.0, 2.0, 14.0])
- b4by1 = b4.reshape(-1, 1)
- b4by2 = array([[2, 1],
- [-30, 4],
- [2, 3],
- [1, 3]])
- b4by4 = array([[1, 0, 0, 0],
- [0, 0, 0, 1],
- [0, 1, 0, 0],
- [0, 1, 0, 0]])
- for b in [b4, b4by1, b4by2, b4by4]:
- x = solve_banded((1, 1), ab, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_tridiag_complex(self):
- ab = array([[0.0, 20, 6, 2j],
- [1, 4, 20, 14],
- [-30, 1, 7, 0]])
- a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
- ab[2, :-1], -1)
- b4 = array([10.0, 0.0, 2.0, 14.0j])
- b4by1 = b4.reshape(-1, 1)
- b4by2 = array([[2, 1],
- [-30, 4],
- [2, 3],
- [1, 3]])
- b4by4 = array([[1, 0, 0, 0],
- [0, 0, 0, 1],
- [0, 1, 0, 0],
- [0, 1, 0, 0]])
- for b in [b4, b4by1, b4by2, b4by4]:
- x = solve_banded((1, 1), ab, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_check_finite(self):
- a = array([[1.0, 20, 0, 0],
- [-30, 4, 6, 0],
- [2, 1, 20, 2],
- [0, -1, 7, 14]])
- ab = array([[0.0, 20, 6, 2],
- [1, 4, 20, 14],
- [-30, 1, 7, 0],
- [2, -1, 0, 0]])
- l, u = 2, 1
- b4 = array([10.0, 0.0, 2.0, 14.0])
- x = solve_banded((l, u), ab, b4, check_finite=False)
- assert_array_almost_equal(dot(a, x), b4)
- def test_bad_shape(self):
- ab = array([[0.0, 20, 6, 2],
- [1, 4, 20, 14],
- [-30, 1, 7, 0],
- [2, -1, 0, 0]])
- l, u = 2, 1
- bad = array([1.0, 2.0, 3.0, 4.0]).reshape(-1, 4)
- assert_raises(ValueError, solve_banded, (l, u), ab, bad)
- assert_raises(ValueError, solve_banded, (l, u), ab, [1.0, 2.0])
- # Values of (l,u) are not compatible with ab.
- assert_raises(ValueError, solve_banded, (1, 1), ab, [1.0, 2.0])
- def test_1x1(self):
- b = array([[1., 2., 3.]])
- x = solve_banded((1, 1), [[0], [2], [0]], b)
- assert_array_equal(x, [[0.5, 1.0, 1.5]])
- assert_equal(x.dtype, np.dtype('f8'))
- assert_array_equal(b, [[1.0, 2.0, 3.0]])
- def test_native_list_arguments(self):
- a = [[1.0, 20, 0, 0],
- [-30, 4, 6, 0],
- [2, 1, 20, 2],
- [0, -1, 7, 14]]
- ab = [[0.0, 20, 6, 2],
- [1, 4, 20, 14],
- [-30, 1, 7, 0],
- [2, -1, 0, 0]]
- l, u = 2, 1
- b = [10.0, 0.0, 2.0, 14.0]
- x = solve_banded((l, u), ab, b)
- assert_array_almost_equal(dot(a, x), b)
- class TestSolveHBanded:
- def test_01_upper(self):
- # Solve
- # [ 4 1 2 0] [1]
- # [ 1 4 1 2] X = [4]
- # [ 2 1 4 1] [1]
- # [ 0 2 1 4] [2]
- # with the RHS as a 1D array.
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]])
- b = array([1.0, 4.0, 1.0, 2.0])
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
- def test_02_upper(self):
- # Solve
- # [ 4 1 2 0] [1 6]
- # [ 1 4 1 2] X = [4 2]
- # [ 2 1 4 1] [1 6]
- # [ 0 2 1 4] [2 1]
- #
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]])
- b = array([[1.0, 6.0],
- [4.0, 2.0],
- [1.0, 6.0],
- [2.0, 1.0]])
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0],
- [0.0, 0.0]])
- assert_array_almost_equal(x, expected)
- def test_03_upper(self):
- # Solve
- # [ 4 1 2 0] [1]
- # [ 1 4 1 2] X = [4]
- # [ 2 1 4 1] [1]
- # [ 0 2 1 4] [2]
- # with the RHS as a 2D array with shape (3,1).
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]])
- b = array([1.0, 4.0, 1.0, 2.0]).reshape(-1, 1)
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, array([0., 1., 0., 0.]).reshape(-1, 1))
- def test_01_lower(self):
- # Solve
- # [ 4 1 2 0] [1]
- # [ 1 4 1 2] X = [4]
- # [ 2 1 4 1] [1]
- # [ 0 2 1 4] [2]
- #
- ab = array([[4.0, 4.0, 4.0, 4.0],
- [1.0, 1.0, 1.0, -99],
- [2.0, 2.0, 0.0, 0.0]])
- b = array([1.0, 4.0, 1.0, 2.0])
- x = solveh_banded(ab, b, lower=True)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
- def test_02_lower(self):
- # Solve
- # [ 4 1 2 0] [1 6]
- # [ 1 4 1 2] X = [4 2]
- # [ 2 1 4 1] [1 6]
- # [ 0 2 1 4] [2 1]
- #
- ab = array([[4.0, 4.0, 4.0, 4.0],
- [1.0, 1.0, 1.0, -99],
- [2.0, 2.0, 0.0, 0.0]])
- b = array([[1.0, 6.0],
- [4.0, 2.0],
- [1.0, 6.0],
- [2.0, 1.0]])
- x = solveh_banded(ab, b, lower=True)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0],
- [0.0, 0.0]])
- assert_array_almost_equal(x, expected)
- def test_01_float32(self):
- # Solve
- # [ 4 1 2 0] [1]
- # [ 1 4 1 2] X = [4]
- # [ 2 1 4 1] [1]
- # [ 0 2 1 4] [2]
- #
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]], dtype=float32)
- b = array([1.0, 4.0, 1.0, 2.0], dtype=float32)
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
- def test_02_float32(self):
- # Solve
- # [ 4 1 2 0] [1 6]
- # [ 1 4 1 2] X = [4 2]
- # [ 2 1 4 1] [1 6]
- # [ 0 2 1 4] [2 1]
- #
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]], dtype=float32)
- b = array([[1.0, 6.0],
- [4.0, 2.0],
- [1.0, 6.0],
- [2.0, 1.0]], dtype=float32)
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0],
- [0.0, 0.0]])
- assert_array_almost_equal(x, expected)
- def test_01_complex(self):
- # Solve
- # [ 4 -j 2 0] [2-j]
- # [ j 4 -j 2] X = [4-j]
- # [ 2 j 4 -j] [4+j]
- # [ 0 2 j 4] [2+j]
- #
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, -1.0j, -1.0j, -1.0j],
- [4.0, 4.0, 4.0, 4.0]])
- b = array([2-1.0j, 4.0-1j, 4+1j, 2+1j])
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 1.0, 0.0])
- def test_02_complex(self):
- # Solve
- # [ 4 -j 2 0] [2-j 2+4j]
- # [ j 4 -j 2] X = [4-j -1-j]
- # [ 2 j 4 -j] [4+j 4+2j]
- # [ 0 2 j 4] [2+j j]
- #
- ab = array([[0.0, 0.0, 2.0, 2.0],
- [-99, -1.0j, -1.0j, -1.0j],
- [4.0, 4.0, 4.0, 4.0]])
- b = array([[2-1j, 2+4j],
- [4.0-1j, -1-1j],
- [4.0+1j, 4+2j],
- [2+1j, 1j]])
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0j],
- [1.0, 0.0],
- [1.0, 1.0],
- [0.0, 0.0]])
- assert_array_almost_equal(x, expected)
- def test_tridiag_01_upper(self):
- # Solve
- # [ 4 1 0] [1]
- # [ 1 4 1] X = [4]
- # [ 0 1 4] [1]
- # with the RHS as a 1D array.
- ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
- b = array([1.0, 4.0, 1.0])
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0])
- def test_tridiag_02_upper(self):
- # Solve
- # [ 4 1 0] [1 4]
- # [ 1 4 1] X = [4 2]
- # [ 0 1 4] [1 4]
- #
- ab = array([[-99, 1.0, 1.0],
- [4.0, 4.0, 4.0]])
- b = array([[1.0, 4.0],
- [4.0, 2.0],
- [1.0, 4.0]])
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0]])
- assert_array_almost_equal(x, expected)
- def test_tridiag_03_upper(self):
- # Solve
- # [ 4 1 0] [1]
- # [ 1 4 1] X = [4]
- # [ 0 1 4] [1]
- # with the RHS as a 2D array with shape (3,1).
- ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
- b = array([1.0, 4.0, 1.0]).reshape(-1, 1)
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, array([0.0, 1.0, 0.0]).reshape(-1, 1))
- def test_tridiag_01_lower(self):
- # Solve
- # [ 4 1 0] [1]
- # [ 1 4 1] X = [4]
- # [ 0 1 4] [1]
- #
- ab = array([[4.0, 4.0, 4.0],
- [1.0, 1.0, -99]])
- b = array([1.0, 4.0, 1.0])
- x = solveh_banded(ab, b, lower=True)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0])
- def test_tridiag_02_lower(self):
- # Solve
- # [ 4 1 0] [1 4]
- # [ 1 4 1] X = [4 2]
- # [ 0 1 4] [1 4]
- #
- ab = array([[4.0, 4.0, 4.0],
- [1.0, 1.0, -99]])
- b = array([[1.0, 4.0],
- [4.0, 2.0],
- [1.0, 4.0]])
- x = solveh_banded(ab, b, lower=True)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0]])
- assert_array_almost_equal(x, expected)
- def test_tridiag_01_float32(self):
- # Solve
- # [ 4 1 0] [1]
- # [ 1 4 1] X = [4]
- # [ 0 1 4] [1]
- #
- ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]], dtype=float32)
- b = array([1.0, 4.0, 1.0], dtype=float32)
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0])
- def test_tridiag_02_float32(self):
- # Solve
- # [ 4 1 0] [1 4]
- # [ 1 4 1] X = [4 2]
- # [ 0 1 4] [1 4]
- #
- ab = array([[-99, 1.0, 1.0],
- [4.0, 4.0, 4.0]], dtype=float32)
- b = array([[1.0, 4.0],
- [4.0, 2.0],
- [1.0, 4.0]], dtype=float32)
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0],
- [1.0, 0.0],
- [0.0, 1.0]])
- assert_array_almost_equal(x, expected)
- def test_tridiag_01_complex(self):
- # Solve
- # [ 4 -j 0] [ -j]
- # [ j 4 -j] X = [4-j]
- # [ 0 j 4] [4+j]
- #
- ab = array([[-99, -1.0j, -1.0j], [4.0, 4.0, 4.0]])
- b = array([-1.0j, 4.0-1j, 4+1j])
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 1.0])
- def test_tridiag_02_complex(self):
- # Solve
- # [ 4 -j 0] [ -j 4j]
- # [ j 4 -j] X = [4-j -1-j]
- # [ 0 j 4] [4+j 4 ]
- #
- ab = array([[-99, -1.0j, -1.0j],
- [4.0, 4.0, 4.0]])
- b = array([[-1j, 4.0j],
- [4.0-1j, -1.0-1j],
- [4.0+1j, 4.0]])
- x = solveh_banded(ab, b)
- expected = array([[0.0, 1.0j],
- [1.0, 0.0],
- [1.0, 1.0]])
- assert_array_almost_equal(x, expected)
- def test_check_finite(self):
- # Solve
- # [ 4 1 0] [1]
- # [ 1 4 1] X = [4]
- # [ 0 1 4] [1]
- # with the RHS as a 1D array.
- ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
- b = array([1.0, 4.0, 1.0])
- x = solveh_banded(ab, b, check_finite=False)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0])
- def test_bad_shapes(self):
- ab = array([[-99, 1.0, 1.0],
- [4.0, 4.0, 4.0]])
- b = array([[1.0, 4.0],
- [4.0, 2.0]])
- assert_raises(ValueError, solveh_banded, ab, b)
- assert_raises(ValueError, solveh_banded, ab, [1.0, 2.0])
- assert_raises(ValueError, solveh_banded, ab, [1.0])
- def test_1x1(self):
- x = solveh_banded([[1]], [[1, 2, 3]])
- assert_array_equal(x, [[1.0, 2.0, 3.0]])
- assert_equal(x.dtype, np.dtype('f8'))
- def test_native_list_arguments(self):
- # Same as test_01_upper, using python's native list.
- ab = [[0.0, 0.0, 2.0, 2.0],
- [-99, 1.0, 1.0, 1.0],
- [4.0, 4.0, 4.0, 4.0]]
- b = [1.0, 4.0, 1.0, 2.0]
- x = solveh_banded(ab, b)
- assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
- class TestSolve:
- def setup_method(self):
- np.random.seed(1234)
- def test_20Feb04_bug(self):
- a = [[1, 1], [1.0, 0]] # ok
- x0 = solve(a, [1, 0j])
- assert_array_almost_equal(dot(a, x0), [1, 0])
- # gives failure with clapack.zgesv(..,rowmajor=0)
- a = [[1, 1], [1.2, 0]]
- b = [1, 0j]
- x0 = solve(a, b)
- assert_array_almost_equal(dot(a, x0), [1, 0])
- def test_simple(self):
- a = [[1, 20], [-30, 4]]
- for b in ([[1, 0], [0, 1]],
- [1, 0],
- [[2, 1], [-30, 4]]
- ):
- x = solve(a, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_complex(self):
- a = array([[5, 2], [2j, 4]], 'D')
- for b in ([1j, 0],
- [[1j, 1j], [0, 2]],
- [1, 0j],
- array([1, 0], 'D'),
- ):
- x = solve(a, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_pos(self):
- a = [[2, 3], [3, 5]]
- for lower in [0, 1]:
- for b in ([[1, 0], [0, 1]],
- [1, 0]
- ):
- x = solve(a, b, assume_a='pos', lower=lower)
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_pos_complexb(self):
- a = [[5, 2], [2, 4]]
- for b in ([1j, 0],
- [[1j, 1j], [0, 2]],
- ):
- x = solve(a, b, assume_a='pos')
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_sym(self):
- a = [[2, 3], [3, -5]]
- for lower in [0, 1]:
- for b in ([[1, 0], [0, 1]],
- [1, 0]
- ):
- x = solve(a, b, assume_a='sym', lower=lower)
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_sym_complexb(self):
- a = [[5, 2], [2, -4]]
- for b in ([1j, 0],
- [[1j, 1j],[0, 2]]
- ):
- x = solve(a, b, assume_a='sym')
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_sym_complex(self):
- a = [[5, 2+1j], [2+1j, -4]]
- for b in ([1j, 0],
- [1, 0],
- [[1j, 1j], [0, 2]]
- ):
- x = solve(a, b, assume_a='sym')
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_her_actuallysym(self):
- a = [[2, 3], [3, -5]]
- for lower in [0, 1]:
- for b in ([[1, 0], [0, 1]],
- [1, 0],
- [1j, 0],
- ):
- x = solve(a, b, assume_a='her', lower=lower)
- assert_array_almost_equal(dot(a, x), b)
- def test_simple_her(self):
- a = [[5, 2+1j], [2-1j, -4]]
- for b in ([1j, 0],
- [1, 0],
- [[1j, 1j], [0, 2]]
- ):
- x = solve(a, b, assume_a='her')
- assert_array_almost_equal(dot(a, x), b)
- def test_nils_20Feb04(self):
- n = 2
- A = random([n, n])+random([n, n])*1j
- X = zeros((n, n), 'D')
- Ainv = inv(A)
- R = identity(n)+identity(n)*0j
- for i in arange(0, n):
- r = R[:, i]
- X[:, i] = solve(A, r)
- assert_array_almost_equal(X, Ainv)
- def test_random(self):
- n = 20
- a = random([n, n])
- for i in range(n):
- a[i, i] = 20*(.1+a[i, i])
- for i in range(4):
- b = random([n, 3])
- x = solve(a, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_random_complex(self):
- n = 20
- a = random([n, n]) + 1j * random([n, n])
- for i in range(n):
- a[i, i] = 20*(.1+a[i, i])
- for i in range(2):
- b = random([n, 3])
- x = solve(a, b)
- assert_array_almost_equal(dot(a, x), b)
- def test_sym_pos_dep(self):
- with pytest.warns(
- DeprecationWarning,
- match="The 'sym_pos' keyword is deprecated",
- ):
- solve([[1.]], [1], sym_pos=True)
- def test_random_sym(self):
- n = 20
- a = random([n, n])
- for i in range(n):
- a[i, i] = abs(20*(.1+a[i, i]))
- for j in range(i):
- a[i, j] = a[j, i]
- for i in range(4):
- b = random([n])
- x = solve(a, b, assume_a="pos")
- assert_array_almost_equal(dot(a, x), b)
- def test_random_sym_complex(self):
- n = 20
- a = random([n, n])
- a = a + 1j*random([n, n])
- for i in range(n):
- a[i, i] = abs(20*(.1+a[i, i]))
- for j in range(i):
- a[i, j] = conjugate(a[j, i])
- b = random([n])+2j*random([n])
- for i in range(2):
- x = solve(a, b, assume_a="pos")
- assert_array_almost_equal(dot(a, x), b)
- def test_check_finite(self):
- a = [[1, 20], [-30, 4]]
- for b in ([[1, 0], [0, 1]], [1, 0],
- [[2, 1], [-30, 4]]):
- x = solve(a, b, check_finite=False)
- assert_array_almost_equal(dot(a, x), b)
- def test_scalar_a_and_1D_b(self):
- a = 1
- b = [1, 2, 3]
- x = solve(a, b)
- assert_array_almost_equal(x.ravel(), b)
- assert_(x.shape == (3,), 'Scalar_a_1D_b test returned wrong shape')
- def test_simple2(self):
- a = np.array([[1.80, 2.88, 2.05, -0.89],
- [525.00, -295.00, -95.00, -380.00],
- [1.58, -2.69, -2.90, -1.04],
- [-1.11, -0.66, -0.59, 0.80]])
- b = np.array([[9.52, 18.47],
- [2435.00, 225.00],
- [0.77, -13.28],
- [-6.22, -6.21]])
- x = solve(a, b)
- assert_array_almost_equal(x, np.array([[1., -1, 3, -5],
- [3, 2, 4, 1]]).T)
- def test_simple_complex2(self):
- a = np.array([[-1.34+2.55j, 0.28+3.17j, -6.39-2.20j, 0.72-0.92j],
- [-1.70-14.10j, 33.10-1.50j, -1.50+13.40j, 12.90+13.80j],
- [-3.29-2.39j, -1.91+4.42j, -0.14-1.35j, 1.72+1.35j],
- [2.41+0.39j, -0.56+1.47j, -0.83-0.69j, -1.96+0.67j]])
- b = np.array([[26.26+51.78j, 31.32-6.70j],
- [64.30-86.80j, 158.60-14.20j],
- [-5.75+25.31j, -2.15+30.19j],
- [1.16+2.57j, -2.56+7.55j]])
- x = solve(a, b)
- assert_array_almost_equal(x, np. array([[1+1.j, -1-2.j],
- [2-3.j, 5+1.j],
- [-4-5.j, -3+4.j],
- [6.j, 2-3.j]]))
- def test_hermitian(self):
- # An upper triangular matrix will be used for hermitian matrix a
- a = np.array([[-1.84, 0.11-0.11j, -1.78-1.18j, 3.91-1.50j],
- [0, -4.63, -1.84+0.03j, 2.21+0.21j],
- [0, 0, -8.87, 1.58-0.90j],
- [0, 0, 0, -1.36]])
- b = np.array([[2.98-10.18j, 28.68-39.89j],
- [-9.58+3.88j, -24.79-8.40j],
- [-0.77-16.05j, 4.23-70.02j],
- [7.79+5.48j, -35.39+18.01j]])
- res = np.array([[2.+1j, -8+6j],
- [3.-2j, 7-2j],
- [-1+2j, -1+5j],
- [1.-1j, 3-4j]])
- x = solve(a, b, assume_a='her')
- assert_array_almost_equal(x, res)
- # Also conjugate a and test for lower triangular data
- x = solve(a.conj().T, b, assume_a='her', lower=True)
- assert_array_almost_equal(x, res)
- def test_pos_and_sym(self):
- A = np.arange(1, 10).reshape(3, 3)
- x = solve(np.tril(A)/9, np.ones(3), assume_a='pos')
- assert_array_almost_equal(x, [9., 1.8, 1.])
- x = solve(np.tril(A)/9, np.ones(3), assume_a='sym')
- assert_array_almost_equal(x, [9., 1.8, 1.])
- def test_singularity(self):
- a = np.array([[1, 0, 0, 0, 0, 0, 1, 0, 1],
- [1, 1, 1, 0, 0, 0, 1, 0, 1],
- [0, 1, 1, 0, 0, 0, 1, 0, 1],
- [1, 0, 1, 1, 1, 1, 0, 0, 0],
- [1, 0, 1, 1, 1, 1, 0, 0, 0],
- [1, 0, 1, 1, 1, 1, 0, 0, 0],
- [1, 0, 1, 1, 1, 1, 0, 0, 0],
- [1, 1, 1, 1, 1, 1, 1, 1, 1],
- [1, 1, 1, 1, 1, 1, 1, 1, 1]])
- b = np.arange(9)[:, None]
- assert_raises(LinAlgError, solve, a, b)
- def test_ill_condition_warning(self):
- a = np.array([[1, 1], [1+1e-16, 1-1e-16]])
- b = np.ones(2)
- with warnings.catch_warnings():
- warnings.simplefilter('error')
- assert_raises(LinAlgWarning, solve, a, b)
- def test_empty_rhs(self):
- a = np.eye(2)
- b = [[], []]
- x = solve(a, b)
- assert_(x.size == 0, 'Returned array is not empty')
- assert_(x.shape == (2, 0), 'Returned empty array shape is wrong')
- def test_multiple_rhs(self):
- a = np.eye(2)
- b = np.random.rand(2, 3, 4)
- x = solve(a, b)
- assert_array_almost_equal(x, b)
- def test_transposed_keyword(self):
- A = np.arange(9).reshape(3, 3) + 1
- x = solve(np.tril(A)/9, np.ones(3), transposed=True)
- assert_array_almost_equal(x, [1.2, 0.2, 1])
- x = solve(np.tril(A)/9, np.ones(3), transposed=False)
- assert_array_almost_equal(x, [9, -5.4, -1.2])
- def test_transposed_notimplemented(self):
- a = np.eye(3).astype(complex)
- with assert_raises(NotImplementedError):
- solve(a, a, transposed=True)
- def test_nonsquare_a(self):
- assert_raises(ValueError, solve, [1, 2], 1)
- def test_size_mismatch_with_1D_b(self):
- assert_array_almost_equal(solve(np.eye(3), np.ones(3)), np.ones(3))
- assert_raises(ValueError, solve, np.eye(3), np.ones(4))
- def test_assume_a_keyword(self):
- assert_raises(ValueError, solve, 1, 1, assume_a='zxcv')
- @pytest.mark.skip(reason="Failure on OS X (gh-7500), "
- "crash on Windows (gh-8064)")
- def test_all_type_size_routine_combinations(self):
- sizes = [10, 100]
- assume_as = ['gen', 'sym', 'pos', 'her']
- dtypes = [np.float32, np.float64, np.complex64, np.complex128]
- for size, assume_a, dtype in itertools.product(sizes, assume_as,
- dtypes):
- is_complex = dtype in (np.complex64, np.complex128)
- if assume_a == 'her' and not is_complex:
- continue
- err_msg = ("Failed for size: {}, assume_a: {},"
- "dtype: {}".format(size, assume_a, dtype))
- a = np.random.randn(size, size).astype(dtype)
- b = np.random.randn(size).astype(dtype)
- if is_complex:
- a = a + (1j*np.random.randn(size, size)).astype(dtype)
- if assume_a == 'sym': # Can still be complex but only symmetric
- a = a + a.T
- elif assume_a == 'her': # Handle hermitian matrices here instead
- a = a + a.T.conj()
- elif assume_a == 'pos':
- a = a.conj().T.dot(a) + 0.1*np.eye(size)
- tol = 1e-12 if dtype in (np.float64, np.complex128) else 1e-6
- if assume_a in ['gen', 'sym', 'her']:
- # We revert the tolerance from before
- # 4b4a6e7c34fa4060533db38f9a819b98fa81476c
- if dtype in (np.float32, np.complex64):
- tol *= 10
- x = solve(a, b, assume_a=assume_a)
- assert_allclose(a.dot(x), b,
- atol=tol * size,
- rtol=tol * size,
- err_msg=err_msg)
- if assume_a == 'sym' and dtype not in (np.complex64,
- np.complex128):
- x = solve(a, b, assume_a=assume_a, transposed=True)
- assert_allclose(a.dot(x), b,
- atol=tol * size,
- rtol=tol * size,
- err_msg=err_msg)
- class TestSolveTriangular:
- def test_simple(self):
- """
- solve_triangular on a simple 2x2 matrix.
- """
- A = array([[1, 0], [1, 2]])
- b = [1, 1]
- sol = solve_triangular(A, b, lower=True)
- assert_array_almost_equal(sol, [1, 0])
- # check that it works also for non-contiguous matrices
- sol = solve_triangular(A.T, b, lower=False)
- assert_array_almost_equal(sol, [.5, .5])
- # and that it gives the same result as trans=1
- sol = solve_triangular(A, b, lower=True, trans=1)
- assert_array_almost_equal(sol, [.5, .5])
- b = identity(2)
- sol = solve_triangular(A, b, lower=True, trans=1)
- assert_array_almost_equal(sol, [[1., -.5], [0, 0.5]])
- def test_simple_complex(self):
- """
- solve_triangular on a simple 2x2 complex matrix
- """
- A = array([[1+1j, 0], [1j, 2]])
- b = identity(2)
- sol = solve_triangular(A, b, lower=True, trans=1)
- assert_array_almost_equal(sol, [[.5-.5j, -.25-.25j], [0, 0.5]])
- # check other option combinations with complex rhs
- b = np.diag([1+1j, 1+2j])
- sol = solve_triangular(A, b, lower=True, trans=0)
- assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
- sol = solve_triangular(A, b, lower=True, trans=1)
- assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
- sol = solve_triangular(A, b, lower=True, trans=2)
- assert_array_almost_equal(sol, [[1j, -0.75-0.25j], [0, 0.5+1j]])
- sol = solve_triangular(A.T, b, lower=False, trans=0)
- assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
- sol = solve_triangular(A.T, b, lower=False, trans=1)
- assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
- sol = solve_triangular(A.T, b, lower=False, trans=2)
- assert_array_almost_equal(sol, [[1j, 0], [-0.5, 0.5+1j]])
- def test_check_finite(self):
- """
- solve_triangular on a simple 2x2 matrix.
- """
- A = array([[1, 0], [1, 2]])
- b = [1, 1]
- sol = solve_triangular(A, b, lower=True, check_finite=False)
- assert_array_almost_equal(sol, [1, 0])
- class TestInv:
- def setup_method(self):
- np.random.seed(1234)
- def test_simple(self):
- a = [[1, 2], [3, 4]]
- a_inv = inv(a)
- assert_array_almost_equal(dot(a, a_inv), np.eye(2))
- a = [[1, 2, 3], [4, 5, 6], [7, 8, 10]]
- a_inv = inv(a)
- assert_array_almost_equal(dot(a, a_inv), np.eye(3))
- def test_random(self):
- n = 20
- for i in range(4):
- a = random([n, n])
- for i in range(n):
- a[i, i] = 20*(.1+a[i, i])
- a_inv = inv(a)
- assert_array_almost_equal(dot(a, a_inv),
- identity(n))
- def test_simple_complex(self):
- a = [[1, 2], [3, 4j]]
- a_inv = inv(a)
- assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
- def test_random_complex(self):
- n = 20
- for i in range(4):
- a = random([n, n])+2j*random([n, n])
- for i in range(n):
- a[i, i] = 20*(.1+a[i, i])
- a_inv = inv(a)
- assert_array_almost_equal(dot(a, a_inv),
- identity(n))
- def test_check_finite(self):
- a = [[1, 2], [3, 4]]
- a_inv = inv(a, check_finite=False)
- assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
- class TestDet:
- def setup_method(self):
- np.random.seed(1234)
- def test_simple(self):
- a = [[1, 2], [3, 4]]
- a_det = det(a)
- assert_almost_equal(a_det, -2.0)
- def test_simple_complex(self):
- a = [[1, 2], [3, 4j]]
- a_det = det(a)
- assert_almost_equal(a_det, -6+4j)
- def test_random(self):
- basic_det = linalg.det
- n = 20
- for i in range(4):
- a = random([n, n])
- d1 = det(a)
- d2 = basic_det(a)
- assert_almost_equal(d1, d2)
- def test_random_complex(self):
- basic_det = linalg.det
- n = 20
- for i in range(4):
- a = random([n, n]) + 2j*random([n, n])
- d1 = det(a)
- d2 = basic_det(a)
- assert_allclose(d1, d2, rtol=1e-13)
- def test_check_finite(self):
- a = [[1, 2], [3, 4]]
- a_det = det(a, check_finite=False)
- assert_almost_equal(a_det, -2.0)
- def direct_lstsq(a, b, cmplx=0):
- at = transpose(a)
- if cmplx:
- at = conjugate(at)
- a1 = dot(at, a)
- b1 = dot(at, b)
- return solve(a1, b1)
- class TestLstsq:
- lapack_drivers = ('gelsd', 'gelss', 'gelsy', None)
- def setup_method(self):
- np.random.seed(1234)
- def test_simple_exact(self):
- for dtype in REAL_DTYPES:
- a = np.array([[1, 20], [-30, 4]], dtype=dtype)
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- for bt in (((1, 0), (0, 1)), (1, 0),
- ((2, 1), (-30, 4))):
- # Store values in case they are overwritten
- # later
- a1 = a.copy()
- b = np.array(bt, dtype=dtype)
- b1 = b.copy()
- out = lstsq(a1, b1,
- lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == 2,
- 'expected efficient rank 2, got %s' % r)
- assert_allclose(dot(a, x), b,
- atol=25 * _eps_cast(a1.dtype),
- rtol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_simple_overdet(self):
- for dtype in REAL_DTYPES:
- a = np.array([[1, 2], [4, 5], [3, 4]], dtype=dtype)
- b = np.array([1, 2, 3], dtype=dtype)
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1, lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- if lapack_driver == 'gelsy':
- residuals = np.sum((b - a.dot(x))**2)
- else:
- residuals = out[1]
- r = out[2]
- assert_(r == 2, 'expected efficient rank 2, got %s' % r)
- assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
- residuals,
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- assert_allclose(x, (-0.428571428571429, 0.85714285714285),
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_simple_overdet_complex(self):
- for dtype in COMPLEX_DTYPES:
- a = np.array([[1+2j, 2], [4, 5], [3, 4]], dtype=dtype)
- b = np.array([1, 2+4j, 3], dtype=dtype)
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1, lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- if lapack_driver == 'gelsy':
- res = b - a.dot(x)
- residuals = np.sum(res * res.conj())
- else:
- residuals = out[1]
- r = out[2]
- assert_(r == 2, 'expected efficient rank 2, got %s' % r)
- assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
- residuals,
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- assert_allclose(
- x, (-0.4831460674157303 + 0.258426966292135j,
- 0.921348314606741 + 0.292134831460674j),
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_simple_underdet(self):
- for dtype in REAL_DTYPES:
- a = np.array([[1, 2, 3], [4, 5, 6]], dtype=dtype)
- b = np.array([1, 2], dtype=dtype)
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1, lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == 2, 'expected efficient rank 2, got %s' % r)
- assert_allclose(x, (-0.055555555555555, 0.111111111111111,
- 0.277777777777777),
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_random_exact(self):
- for dtype in REAL_DTYPES:
- for n in (20, 200):
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- a = np.asarray(random([n, n]), dtype=dtype)
- for i in range(n):
- a[i, i] = 20 * (0.1 + a[i, i])
- for i in range(4):
- b = np.asarray(random([n, 3]), dtype=dtype)
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1,
- lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == n, 'expected efficient rank %s, '
- 'got %s' % (n, r))
- if dtype is np.float32:
- assert_allclose(
- dot(a, x), b,
- rtol=500 * _eps_cast(a1.dtype),
- atol=500 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- else:
- assert_allclose(
- dot(a, x), b,
- rtol=1000 * _eps_cast(a1.dtype),
- atol=1000 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_random_complex_exact(self):
- if platform.system() != "Windows":
- if _pep440.parse(np.__version__) >= _pep440.Version("1.24.0"):
- libc_flavor = platform.libc_ver()[0]
- if libc_flavor != "glibc":
- pytest.skip("segfault observed on alpine per gh-17630")
- for dtype in COMPLEX_DTYPES:
- for n in (20, 200):
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- a = np.asarray(random([n, n]) + 1j*random([n, n]),
- dtype=dtype)
- for i in range(n):
- a[i, i] = 20 * (0.1 + a[i, i])
- for i in range(2):
- b = np.asarray(random([n, 3]), dtype=dtype)
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1, lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == n, 'expected efficient rank %s, '
- 'got %s' % (n, r))
- if dtype is np.complex64:
- assert_allclose(
- dot(a, x), b,
- rtol=400 * _eps_cast(a1.dtype),
- atol=400 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- else:
- assert_allclose(
- dot(a, x), b,
- rtol=1000 * _eps_cast(a1.dtype),
- atol=1000 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_random_overdet(self):
- for dtype in REAL_DTYPES:
- for (n, m) in ((20, 15), (200, 2)):
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- a = np.asarray(random([n, m]), dtype=dtype)
- for i in range(m):
- a[i, i] = 20 * (0.1 + a[i, i])
- for i in range(4):
- b = np.asarray(random([n, 3]), dtype=dtype)
- # Store values in case they are overwritten later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1,
- lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == m, 'expected efficient rank %s, '
- 'got %s' % (m, r))
- assert_allclose(
- x, direct_lstsq(a, b, cmplx=0),
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_random_complex_overdet(self):
- for dtype in COMPLEX_DTYPES:
- for (n, m) in ((20, 15), (200, 2)):
- for lapack_driver in TestLstsq.lapack_drivers:
- for overwrite in (True, False):
- a = np.asarray(random([n, m]) + 1j*random([n, m]),
- dtype=dtype)
- for i in range(m):
- a[i, i] = 20 * (0.1 + a[i, i])
- for i in range(2):
- b = np.asarray(random([n, 3]), dtype=dtype)
- # Store values in case they are overwritten
- # later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1,
- lapack_driver=lapack_driver,
- overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == m, 'expected efficient rank %s, '
- 'got %s' % (m, r))
- assert_allclose(
- x, direct_lstsq(a, b, cmplx=1),
- rtol=25 * _eps_cast(a1.dtype),
- atol=25 * _eps_cast(a1.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_check_finite(self):
- with suppress_warnings() as sup:
- # On (some) OSX this tests triggers a warning (gh-7538)
- sup.filter(RuntimeWarning,
- "internal gelsd driver lwork query error,.*"
- "Falling back to 'gelss' driver.")
- at = np.array(((1, 20), (-30, 4)))
- for dtype, bt, lapack_driver, overwrite, check_finite in \
- itertools.product(REAL_DTYPES,
- (((1, 0), (0, 1)), (1, 0), ((2, 1), (-30, 4))),
- TestLstsq.lapack_drivers,
- (True, False),
- (True, False)):
- a = at.astype(dtype)
- b = np.array(bt, dtype=dtype)
- # Store values in case they are overwritten
- # later
- a1 = a.copy()
- b1 = b.copy()
- out = lstsq(a1, b1, lapack_driver=lapack_driver,
- check_finite=check_finite, overwrite_a=overwrite,
- overwrite_b=overwrite)
- x = out[0]
- r = out[2]
- assert_(r == 2, 'expected efficient rank 2, got %s' % r)
- assert_allclose(dot(a, x), b,
- rtol=25 * _eps_cast(a.dtype),
- atol=25 * _eps_cast(a.dtype),
- err_msg="driver: %s" % lapack_driver)
- def test_zero_size(self):
- for a_shape, b_shape in (((0, 2), (0,)),
- ((0, 4), (0, 2)),
- ((4, 0), (4,)),
- ((4, 0), (4, 2))):
- b = np.ones(b_shape)
- x, residues, rank, s = lstsq(np.zeros(a_shape), b)
- assert_equal(x, np.zeros((a_shape[1],) + b_shape[1:]))
- residues_should_be = (np.empty((0,)) if a_shape[1]
- else np.linalg.norm(b, axis=0)**2)
- assert_equal(residues, residues_should_be)
- assert_(rank == 0, 'expected rank 0')
- assert_equal(s, np.empty((0,)))
- class TestPinv:
- def setup_method(self):
- np.random.seed(1234)
- def test_simple_real(self):
- a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
- a_pinv = pinv(a)
- assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
- def test_simple_complex(self):
- a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
- dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
- dtype=float))
- a_pinv = pinv(a)
- assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
- def test_simple_singular(self):
- a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
- a_pinv = pinv(a)
- expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01],
- [-5.55555556e-02, 1.30136518e-16, 5.55555556e-02],
- [5.27777778e-01, 1.66666667e-01, -1.94444444e-01]])
- assert_array_almost_equal(a_pinv, expected)
- def test_simple_cols(self):
- a = array([[1, 2, 3], [4, 5, 6]], dtype=float)
- a_pinv = pinv(a)
- expected = array([[-0.94444444, 0.44444444],
- [-0.11111111, 0.11111111],
- [0.72222222, -0.22222222]])
- assert_array_almost_equal(a_pinv, expected)
- def test_simple_rows(self):
- a = array([[1, 2], [3, 4], [5, 6]], dtype=float)
- a_pinv = pinv(a)
- expected = array([[-1.33333333, -0.33333333, 0.66666667],
- [1.08333333, 0.33333333, -0.41666667]])
- assert_array_almost_equal(a_pinv, expected)
- def test_check_finite(self):
- a = array([[1, 2, 3], [4, 5, 6.], [7, 8, 10]])
- a_pinv = pinv(a, check_finite=False)
- assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
- def test_native_list_argument(self):
- a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
- a_pinv = pinv(a)
- expected = array([[-6.38888889e-01, -1.66666667e-01, 3.05555556e-01],
- [-5.55555556e-02, 1.30136518e-16, 5.55555556e-02],
- [5.27777778e-01, 1.66666667e-01, -1.94444444e-01]])
- assert_array_almost_equal(a_pinv, expected)
- def test_atol_rtol(self):
- n = 12
- # get a random ortho matrix for shuffling
- q, _ = qr(np.random.rand(n, n))
- a_m = np.arange(35.0).reshape(7,5)
- a = a_m.copy()
- a[0,0] = 0.001
- atol = 1e-5
- rtol = 0.05
- # svds of a_m is ~ [116.906, 4.234, tiny, tiny, tiny]
- # svds of a is ~ [116.906, 4.234, 4.62959e-04, tiny, tiny]
- # Just abs cutoff such that we arrive at a_modified
- a_p = pinv(a_m, atol=atol, rtol=0.)
- adiff1 = a @ a_p @ a - a
- adiff2 = a_m @ a_p @ a_m - a_m
- # Now adiff1 should be around atol value while adiff2 should be
- # relatively tiny
- assert_allclose(np.linalg.norm(adiff1), 5e-4, atol=5.e-4)
- assert_allclose(np.linalg.norm(adiff2), 5e-14, atol=5.e-14)
- # Now do the same but remove another sv ~4.234 via rtol
- a_p = pinv(a_m, atol=atol, rtol=rtol)
- adiff1 = a @ a_p @ a - a
- adiff2 = a_m @ a_p @ a_m - a_m
- assert_allclose(np.linalg.norm(adiff1), 4.233, rtol=0.01)
- assert_allclose(np.linalg.norm(adiff2), 4.233, rtol=0.01)
- class TestPinvSymmetric:
- def setup_method(self):
- np.random.seed(1234)
- def test_simple_real(self):
- a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
- a = np.dot(a, a.T)
- a_pinv = pinvh(a)
- assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
- def test_nonpositive(self):
- a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
- a = np.dot(a, a.T)
- u, s, vt = np.linalg.svd(a)
- s[0] *= -1
- a = np.dot(u * s, vt) # a is now symmetric non-positive and singular
- a_pinv = pinv(a)
- a_pinvh = pinvh(a)
- assert_array_almost_equal(a_pinv, a_pinvh)
- def test_simple_complex(self):
- a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
- dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
- dtype=float))
- a = np.dot(a, a.conj().T)
- a_pinv = pinvh(a)
- assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
- def test_native_list_argument(self):
- a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
- a = np.dot(a, a.T)
- a_pinv = pinvh(a.tolist())
- assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
- def test_atol_rtol(self):
- n = 12
- # get a random ortho matrix for shuffling
- q, _ = qr(np.random.rand(n, n))
- a = np.diag([4, 3, 2, 1, 0.99e-4, 0.99e-5] + [0.99e-6]*(n-6))
- a = q.T @ a @ q
- a_m = np.diag([4, 3, 2, 1, 0.99e-4, 0.] + [0.]*(n-6))
- a_m = q.T @ a_m @ q
- atol = 1e-5
- rtol = (4.01e-4 - 4e-5)/4
- # Just abs cutoff such that we arrive at a_modified
- a_p = pinvh(a, atol=atol, rtol=0.)
- adiff1 = a @ a_p @ a - a
- adiff2 = a_m @ a_p @ a_m - a_m
- # Now adiff1 should dance around atol value since truncation
- # while adiff2 should be relatively tiny
- assert_allclose(norm(adiff1), atol, rtol=0.1)
- assert_allclose(norm(adiff2), 1e-12, atol=1e-11)
- # Now do the same but through rtol cancelling atol value
- a_p = pinvh(a, atol=atol, rtol=rtol)
- adiff1 = a @ a_p @ a - a
- adiff2 = a_m @ a_p @ a_m - a_m
- # adiff1 and adiff2 should be elevated to ~1e-4 due to mismatch
- assert_allclose(norm(adiff1), 1e-4, rtol=0.1)
- assert_allclose(norm(adiff2), 1e-4, rtol=0.1)
- @pytest.mark.parametrize('scale', (1e-20, 1., 1e20))
- @pytest.mark.parametrize('pinv_', (pinv, pinvh))
- def test_auto_rcond(scale, pinv_):
- x = np.array([[1, 0], [0, 1e-10]]) * scale
- expected = np.diag(1. / np.diag(x))
- x_inv = pinv_(x)
- assert_allclose(x_inv, expected)
- class TestVectorNorms:
- def test_types(self):
- for dtype in np.typecodes['AllFloat']:
- x = np.array([1, 2, 3], dtype=dtype)
- tol = max(1e-15, np.finfo(dtype).eps.real * 20)
- assert_allclose(norm(x), np.sqrt(14), rtol=tol)
- assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
- for dtype in np.typecodes['Complex']:
- x = np.array([1j, 2j, 3j], dtype=dtype)
- tol = max(1e-15, np.finfo(dtype).eps.real * 20)
- assert_allclose(norm(x), np.sqrt(14), rtol=tol)
- assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
- def test_overflow(self):
- # unlike numpy's norm, this one is
- # safer on overflow
- a = array([1e20], dtype=float32)
- assert_almost_equal(norm(a), a)
- def test_stable(self):
- # more stable than numpy's norm
- a = array([1e4] + [1]*10000, dtype=float32)
- try:
- # snrm in double precision; we obtain the same as for float64
- # -- large atol needed due to varying blas implementations
- assert_allclose(norm(a) - 1e4, 0.5, atol=1e-2)
- except AssertionError:
- # snrm implemented in single precision, == np.linalg.norm result
- msg = ": Result should equal either 0.0 or 0.5 (depending on " \
- "implementation of snrm2)."
- assert_almost_equal(norm(a) - 1e4, 0.0, err_msg=msg)
- def test_zero_norm(self):
- assert_equal(norm([1, 0, 3], 0), 2)
- assert_equal(norm([1, 2, 3], 0), 3)
- def test_axis_kwd(self):
- a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
- assert_allclose(norm(a, axis=1), [[3.60555128, 4.12310563]] * 2)
- assert_allclose(norm(a, 1, axis=1), [[5.] * 2] * 2)
- def test_keepdims_kwd(self):
- a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
- b = norm(a, axis=1, keepdims=True)
- assert_allclose(b, [[[3.60555128, 4.12310563]]] * 2)
- assert_(b.shape == (2, 1, 2))
- assert_allclose(norm(a, 1, axis=2, keepdims=True), [[[3.], [7.]]] * 2)
- @pytest.mark.skipif(not HAS_ILP64, reason="64-bit BLAS required")
- def test_large_vector(self):
- check_free_memory(free_mb=17000)
- x = np.zeros([2**31], dtype=np.float64)
- x[-1] = 1
- res = norm(x)
- del x
- assert_allclose(res, 1.0)
- class TestMatrixNorms:
- def test_matrix_norms(self):
- # Not all of these are matrix norms in the most technical sense.
- np.random.seed(1234)
- for n, m in (1, 1), (1, 3), (3, 1), (4, 4), (4, 5), (5, 4):
- for t in np.single, np.double, np.csingle, np.cdouble, np.int64:
- A = 10 * np.random.randn(n, m).astype(t)
- if np.issubdtype(A.dtype, np.complexfloating):
- A = (A + 10j * np.random.randn(n, m)).astype(t)
- t_high = np.cdouble
- else:
- t_high = np.double
- for order in (None, 'fro', 1, -1, 2, -2, np.inf, -np.inf):
- actual = norm(A, ord=order)
- desired = np.linalg.norm(A, ord=order)
- # SciPy may return higher precision matrix norms.
- # This is a consequence of using LAPACK.
- if not np.allclose(actual, desired):
- desired = np.linalg.norm(A.astype(t_high), ord=order)
- assert_allclose(actual, desired)
- def test_axis_kwd(self):
- a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
- b = norm(a, ord=np.inf, axis=(1, 0))
- c = norm(np.swapaxes(a, 0, 1), ord=np.inf, axis=(0, 1))
- d = norm(a, ord=1, axis=(0, 1))
- assert_allclose(b, c)
- assert_allclose(c, d)
- assert_allclose(b, d)
- assert_(b.shape == c.shape == d.shape)
- b = norm(a, ord=1, axis=(1, 0))
- c = norm(np.swapaxes(a, 0, 1), ord=1, axis=(0, 1))
- d = norm(a, ord=np.inf, axis=(0, 1))
- assert_allclose(b, c)
- assert_allclose(c, d)
- assert_allclose(b, d)
- assert_(b.shape == c.shape == d.shape)
- def test_keepdims_kwd(self):
- a = np.arange(120, dtype='d').reshape(2, 3, 4, 5)
- b = norm(a, ord=np.inf, axis=(1, 0), keepdims=True)
- c = norm(a, ord=1, axis=(0, 1), keepdims=True)
- assert_allclose(b, c)
- assert_(b.shape == c.shape)
- class TestOverwrite:
- def test_solve(self):
- assert_no_overwrite(solve, [(3, 3), (3,)])
- def test_solve_triangular(self):
- assert_no_overwrite(solve_triangular, [(3, 3), (3,)])
- def test_solve_banded(self):
- assert_no_overwrite(lambda ab, b: solve_banded((2, 1), ab, b),
- [(4, 6), (6,)])
- def test_solveh_banded(self):
- assert_no_overwrite(solveh_banded, [(2, 6), (6,)])
- def test_inv(self):
- assert_no_overwrite(inv, [(3, 3)])
- def test_det(self):
- assert_no_overwrite(det, [(3, 3)])
- def test_lstsq(self):
- assert_no_overwrite(lstsq, [(3, 2), (3,)])
- def test_pinv(self):
- assert_no_overwrite(pinv, [(3, 3)])
- def test_pinvh(self):
- assert_no_overwrite(pinvh, [(3, 3)])
- class TestSolveCirculant:
- def test_basic1(self):
- c = np.array([1, 2, 3, 5])
- b = np.array([1, -1, 1, 0])
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- def test_basic2(self):
- # b is a 2-d matrix.
- c = np.array([1, 2, -3, -5])
- b = np.arange(12).reshape(4, 3)
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- def test_basic3(self):
- # b is a 3-d matrix.
- c = np.array([1, 2, -3, -5])
- b = np.arange(24).reshape(4, 3, 2)
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- def test_complex(self):
- # Complex b and c
- c = np.array([1+2j, -3, 4j, 5])
- b = np.arange(8).reshape(4, 2) + 0.5j
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- def test_random_b_and_c(self):
- # Random b and c
- np.random.seed(54321)
- c = np.random.randn(50)
- b = np.random.randn(50)
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- def test_singular(self):
- # c gives a singular circulant matrix.
- c = np.array([1, 1, 0, 0])
- b = np.array([1, 2, 3, 4])
- x = solve_circulant(c, b, singular='lstsq')
- y, res, rnk, s = lstsq(circulant(c), b)
- assert_allclose(x, y)
- assert_raises(LinAlgError, solve_circulant, x, y)
- def test_axis_args(self):
- # Test use of caxis, baxis and outaxis.
- # c has shape (2, 1, 4)
- c = np.array([[[-1, 2.5, 3, 3.5]], [[1, 6, 6, 6.5]]])
- # b has shape (3, 4)
- b = np.array([[0, 0, 1, 1], [1, 1, 0, 0], [1, -1, 0, 0]])
- x = solve_circulant(c, b, baxis=1)
- assert_equal(x.shape, (4, 2, 3))
- expected = np.empty_like(x)
- expected[:, 0, :] = solve(circulant(c[0]), b.T)
- expected[:, 1, :] = solve(circulant(c[1]), b.T)
- assert_allclose(x, expected)
- x = solve_circulant(c, b, baxis=1, outaxis=-1)
- assert_equal(x.shape, (2, 3, 4))
- assert_allclose(np.moveaxis(x, -1, 0), expected)
- # np.swapaxes(c, 1, 2) has shape (2, 4, 1); b.T has shape (4, 3).
- x = solve_circulant(np.swapaxes(c, 1, 2), b.T, caxis=1)
- assert_equal(x.shape, (4, 2, 3))
- assert_allclose(x, expected)
- def test_native_list_arguments(self):
- # Same as test_basic1 using python's native list.
- c = [1, 2, 3, 5]
- b = [1, -1, 1, 0]
- x = solve_circulant(c, b)
- y = solve(circulant(c), b)
- assert_allclose(x, y)
- class TestMatrix_Balance:
- def test_string_arg(self):
- assert_raises(ValueError, matrix_balance, 'Some string for fail')
- def test_infnan_arg(self):
- assert_raises(ValueError, matrix_balance,
- np.array([[1, 2], [3, np.inf]]))
- assert_raises(ValueError, matrix_balance,
- np.array([[1, 2], [3, np.nan]]))
- def test_scaling(self):
- _, y = matrix_balance(np.array([[1000, 1], [1000, 0]]))
- # Pre/post LAPACK 3.5.0 gives the same result up to an offset
- # since in each case col norm is x1000 greater and
- # 1000 / 32 ~= 1 * 32 hence balanced with 2 ** 5.
- assert_allclose(np.diff(np.log2(np.diag(y))), [5])
- def test_scaling_order(self):
- A = np.array([[1, 0, 1e-4], [1, 1, 1e-2], [1e4, 1e2, 1]])
- x, y = matrix_balance(A)
- assert_allclose(solve(y, A).dot(y), x)
- def test_separate(self):
- _, (y, z) = matrix_balance(np.array([[1000, 1], [1000, 0]]),
- separate=1)
- assert_equal(np.diff(np.log2(y)), [5])
- assert_allclose(z, np.arange(2))
- def test_permutation(self):
- A = block_diag(np.ones((2, 2)), np.tril(np.ones((2, 2))),
- np.ones((3, 3)))
- x, (y, z) = matrix_balance(A, separate=1)
- assert_allclose(y, np.ones_like(y))
- assert_allclose(z, np.array([0, 1, 6, 5, 4, 3, 2]))
- def test_perm_and_scaling(self):
- # Matrix with its diagonal removed
- cases = ( # Case 0
- np.array([[0., 0., 0., 0., 0.000002],
- [0., 0., 0., 0., 0.],
- [2., 2., 0., 0., 0.],
- [2., 2., 0., 0., 0.],
- [0., 0., 0.000002, 0., 0.]]),
- # Case 1 user reported GH-7258
- np.array([[-0.5, 0., 0., 0.],
- [0., -1., 0., 0.],
- [1., 0., -0.5, 0.],
- [0., 1., 0., -1.]]),
- # Case 2 user reported GH-7258
- np.array([[-3., 0., 1., 0.],
- [-1., -1., -0., 1.],
- [-3., -0., -0., 0.],
- [-1., -0., 1., -1.]])
- )
- for A in cases:
- x, y = matrix_balance(A)
- x, (s, p) = matrix_balance(A, separate=1)
- ip = np.empty_like(p)
- ip[p] = np.arange(A.shape[0])
- assert_allclose(y, np.diag(s)[ip, :])
- assert_allclose(solve(y, A).dot(y), x)
|