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- """ Test functions for linalg.decomp module
- """
- __usage__ = """
- Build linalg:
- python setup_linalg.py build
- Run tests if scipy is installed:
- python -c 'import scipy;scipy.linalg.test()'
- """
- import itertools
- import platform
- import sys
- import numpy as np
- from numpy.testing import (assert_equal, assert_almost_equal,
- assert_array_almost_equal, assert_array_equal,
- assert_, assert_allclose)
- import pytest
- from pytest import raises as assert_raises
- from scipy.linalg import (eig, eigvals, lu, svd, svdvals, cholesky, qr,
- schur, rsf2csf, lu_solve, lu_factor, solve, diagsvd,
- hessenberg, rq, eig_banded, eigvals_banded, eigh,
- eigvalsh, qr_multiply, qz, orth, ordqz,
- subspace_angles, hadamard, eigvalsh_tridiagonal,
- eigh_tridiagonal, null_space, cdf2rdf, LinAlgError)
- from scipy.linalg.lapack import (dgbtrf, dgbtrs, zgbtrf, zgbtrs, dsbev,
- dsbevd, dsbevx, zhbevd, zhbevx,
- get_lapack_funcs)
- from scipy.linalg._misc import norm
- from scipy.linalg._decomp_qz import _select_function
- from scipy.stats import ortho_group
- from numpy import (array, diag, ones, full, linalg, argsort, zeros, arange,
- float32, complex64, ravel, sqrt, iscomplex, shape, sort,
- sign, asarray, isfinite, ndarray, eye, dtype, triu, tril)
- from numpy.random import seed, random
- from scipy.linalg._testutils import assert_no_overwrite
- from scipy.sparse._sputils import matrix
- from scipy._lib._testutils import check_free_memory
- from scipy.linalg.blas import HAS_ILP64
- def _random_hermitian_matrix(n, posdef=False, dtype=float):
- "Generate random sym/hermitian array of the given size n"
- if dtype in COMPLEX_DTYPES:
- A = np.random.rand(n, n) + np.random.rand(n, n)*1.0j
- A = (A + A.conj().T)/2
- else:
- A = np.random.rand(n, n)
- A = (A + A.T)/2
- if posdef:
- A += sqrt(2*n)*np.eye(n)
- return A.astype(dtype)
- REAL_DTYPES = [np.float32, np.float64]
- COMPLEX_DTYPES = [np.complex64, np.complex128]
- DTYPES = REAL_DTYPES + COMPLEX_DTYPES
- def clear_fuss(ar, fuss_binary_bits=7):
- """Clears trailing `fuss_binary_bits` of mantissa of a floating number"""
- x = np.asanyarray(ar)
- if np.iscomplexobj(x):
- return clear_fuss(x.real) + 1j * clear_fuss(x.imag)
- significant_binary_bits = np.finfo(x.dtype).nmant
- x_mant, x_exp = np.frexp(x)
- f = 2.0**(significant_binary_bits - fuss_binary_bits)
- x_mant *= f
- np.rint(x_mant, out=x_mant)
- x_mant /= f
- return np.ldexp(x_mant, x_exp)
- # XXX: This function should be available through numpy.testing
- def assert_dtype_equal(act, des):
- if isinstance(act, ndarray):
- act = act.dtype
- else:
- act = dtype(act)
- if isinstance(des, ndarray):
- des = des.dtype
- else:
- des = dtype(des)
- assert_(act == des,
- 'dtype mismatch: "{}" (should be "{}")'.format(act, des))
- # XXX: This function should not be defined here, but somewhere in
- # scipy.linalg namespace
- def symrand(dim_or_eigv):
- """Return a random symmetric (Hermitian) matrix.
- If 'dim_or_eigv' is an integer N, return a NxN matrix, with eigenvalues
- uniformly distributed on (-1,1).
- If 'dim_or_eigv' is 1-D real array 'a', return a matrix whose
- eigenvalues are 'a'.
- """
- if isinstance(dim_or_eigv, int):
- dim = dim_or_eigv
- d = random(dim)*2 - 1
- elif (isinstance(dim_or_eigv, ndarray) and
- len(dim_or_eigv.shape) == 1):
- dim = dim_or_eigv.shape[0]
- d = dim_or_eigv
- else:
- raise TypeError("input type not supported.")
- v = ortho_group.rvs(dim)
- h = v.T.conj() @ diag(d) @ v
- # to avoid roundoff errors, symmetrize the matrix (again)
- h = 0.5*(h.T+h)
- return h
- def _complex_symrand(dim, dtype):
- a1, a2 = symrand(dim), symrand(dim)
- # add antisymmetric matrix as imag part
- a = a1 + 1j*(triu(a2)-tril(a2))
- return a.astype(dtype)
- class TestEigVals:
- def test_simple(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- w = eigvals(a)
- exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
- assert_array_almost_equal(w, exact_w)
- def test_simple_tr(self):
- a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]], 'd').T
- a = a.copy()
- a = a.T
- w = eigvals(a)
- exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
- assert_array_almost_equal(w, exact_w)
- def test_simple_complex(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]]
- w = eigvals(a)
- exact_w = [(9+1j+sqrt(92+6j))/2,
- 0,
- (9+1j-sqrt(92+6j))/2]
- assert_array_almost_equal(w, exact_w)
- def test_finite(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- w = eigvals(a, check_finite=False)
- exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
- assert_array_almost_equal(w, exact_w)
- class TestEig:
- def test_simple(self):
- a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]])
- w, v = eig(a)
- exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
- v0 = array([1, 1, (1+sqrt(93)/3)/2])
- v1 = array([3., 0, -1])
- v2 = array([1, 1, (1-sqrt(93)/3)/2])
- v0 = v0 / norm(v0)
- v1 = v1 / norm(v1)
- v2 = v2 / norm(v2)
- assert_array_almost_equal(w, exact_w)
- assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0]))
- assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1]))
- assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2]))
- for i in range(3):
- assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i])
- w, v = eig(a, left=1, right=0)
- for i in range(3):
- assert_array_almost_equal(a.T @ v[:, i], w[i]*v[:, i])
- def test_simple_complex_eig(self):
- a = array([[1, 2], [-2, 1]])
- w, vl, vr = eig(a, left=1, right=1)
- assert_array_almost_equal(w, array([1+2j, 1-2j]))
- for i in range(2):
- assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i])
- for i in range(2):
- assert_array_almost_equal(a.conj().T @ vl[:, i],
- w[i].conj()*vl[:, i])
- def test_simple_complex(self):
- a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]])
- w, vl, vr = eig(a, left=1, right=1)
- for i in range(3):
- assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i])
- for i in range(3):
- assert_array_almost_equal(a.conj().T @ vl[:, i],
- w[i].conj()*vl[:, i])
- def test_gh_3054(self):
- a = [[1]]
- b = [[0]]
- w, vr = eig(a, b, homogeneous_eigvals=True)
- assert_allclose(w[1, 0], 0)
- assert_(w[0, 0] != 0)
- assert_allclose(vr, 1)
- w, vr = eig(a, b)
- assert_equal(w, np.inf)
- assert_allclose(vr, 1)
- def _check_gen_eig(self, A, B):
- if B is not None:
- A, B = asarray(A), asarray(B)
- B0 = B
- else:
- A = asarray(A)
- B0 = B
- B = np.eye(*A.shape)
- msg = "\n%r\n%r" % (A, B)
- # Eigenvalues in homogeneous coordinates
- w, vr = eig(A, B0, homogeneous_eigvals=True)
- wt = eigvals(A, B0, homogeneous_eigvals=True)
- val1 = A @ vr * w[1, :]
- val2 = B @ vr * w[0, :]
- for i in range(val1.shape[1]):
- assert_allclose(val1[:, i], val2[:, i],
- rtol=1e-13, atol=1e-13, err_msg=msg)
- if B0 is None:
- assert_allclose(w[1, :], 1)
- assert_allclose(wt[1, :], 1)
- perm = np.lexsort(w)
- permt = np.lexsort(wt)
- assert_allclose(w[:, perm], wt[:, permt], atol=1e-7, rtol=1e-7,
- err_msg=msg)
- length = np.empty(len(vr))
- for i in range(len(vr)):
- length[i] = norm(vr[:, i])
- assert_allclose(length, np.ones(length.size), err_msg=msg,
- atol=1e-7, rtol=1e-7)
- # Convert homogeneous coordinates
- beta_nonzero = (w[1, :] != 0)
- wh = w[0, beta_nonzero] / w[1, beta_nonzero]
- # Eigenvalues in standard coordinates
- w, vr = eig(A, B0)
- wt = eigvals(A, B0)
- val1 = A @ vr
- val2 = B @ vr * w
- res = val1 - val2
- for i in range(res.shape[1]):
- if np.all(isfinite(res[:, i])):
- assert_allclose(res[:, i], 0,
- rtol=1e-13, atol=1e-13, err_msg=msg)
- w_fin = w[isfinite(w)]
- wt_fin = wt[isfinite(wt)]
- perm = argsort(clear_fuss(w_fin))
- permt = argsort(clear_fuss(wt_fin))
- assert_allclose(w[perm], wt[permt],
- atol=1e-7, rtol=1e-7, err_msg=msg)
- length = np.empty(len(vr))
- for i in range(len(vr)):
- length[i] = norm(vr[:, i])
- assert_allclose(length, np.ones(length.size), err_msg=msg)
- # Compare homogeneous and nonhomogeneous versions
- assert_allclose(sort(wh), sort(w[np.isfinite(w)]))
- @pytest.mark.xfail(reason="See gh-2254")
- def test_singular(self):
- # Example taken from
- # https://web.archive.org/web/20040903121217/http://www.cs.umu.se/research/nla/singular_pairs/guptri/matlab.html
- A = array([[22, 34, 31, 31, 17],
- [45, 45, 42, 19, 29],
- [39, 47, 49, 26, 34],
- [27, 31, 26, 21, 15],
- [38, 44, 44, 24, 30]])
- B = array([[13, 26, 25, 17, 24],
- [31, 46, 40, 26, 37],
- [26, 40, 19, 25, 25],
- [16, 25, 27, 14, 23],
- [24, 35, 18, 21, 22]])
- with np.errstate(all='ignore'):
- self._check_gen_eig(A, B)
- def test_falker(self):
- # Test matrices giving some Nan generalized eigenvalues.
- M = diag(array(([1, 0, 3])))
- K = array(([2, -1, -1], [-1, 2, -1], [-1, -1, 2]))
- D = array(([1, -1, 0], [-1, 1, 0], [0, 0, 0]))
- Z = zeros((3, 3))
- I3 = eye(3)
- A = np.block([[I3, Z], [Z, -K]])
- B = np.block([[Z, I3], [M, D]])
- with np.errstate(all='ignore'):
- self._check_gen_eig(A, B)
- def test_bad_geneig(self):
- # Ticket #709 (strange return values from DGGEV)
- def matrices(omega):
- c1 = -9 + omega**2
- c2 = 2*omega
- A = [[1, 0, 0, 0],
- [0, 1, 0, 0],
- [0, 0, c1, 0],
- [0, 0, 0, c1]]
- B = [[0, 0, 1, 0],
- [0, 0, 0, 1],
- [1, 0, 0, -c2],
- [0, 1, c2, 0]]
- return A, B
- # With a buggy LAPACK, this can fail for different omega on different
- # machines -- so we need to test several values
- with np.errstate(all='ignore'):
- for k in range(100):
- A, B = matrices(omega=k*5./100)
- self._check_gen_eig(A, B)
- def test_make_eigvals(self):
- # Step through all paths in _make_eigvals
- seed(1234)
- # Real eigenvalues
- A = symrand(3)
- self._check_gen_eig(A, None)
- B = symrand(3)
- self._check_gen_eig(A, B)
- # Complex eigenvalues
- A = random((3, 3)) + 1j*random((3, 3))
- self._check_gen_eig(A, None)
- B = random((3, 3)) + 1j*random((3, 3))
- self._check_gen_eig(A, B)
- def test_check_finite(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- w, v = eig(a, check_finite=False)
- exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
- v0 = array([1, 1, (1+sqrt(93)/3)/2])
- v1 = array([3., 0, -1])
- v2 = array([1, 1, (1-sqrt(93)/3)/2])
- v0 = v0 / norm(v0)
- v1 = v1 / norm(v1)
- v2 = v2 / norm(v2)
- assert_array_almost_equal(w, exact_w)
- assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0]))
- assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1]))
- assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2]))
- for i in range(3):
- assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i])
- def test_not_square_error(self):
- """Check that passing a non-square array raises a ValueError."""
- A = np.arange(6).reshape(3, 2)
- assert_raises(ValueError, eig, A)
- def test_shape_mismatch(self):
- """Check that passing arrays of with different shapes
- raises a ValueError."""
- A = eye(2)
- B = np.arange(9.0).reshape(3, 3)
- assert_raises(ValueError, eig, A, B)
- assert_raises(ValueError, eig, B, A)
- class TestEigBanded:
- def setup_method(self):
- self.create_bandmat()
- def create_bandmat(self):
- """Create the full matrix `self.fullmat` and
- the corresponding band matrix `self.bandmat`."""
- N = 10
- self.KL = 2 # number of subdiagonals (below the diagonal)
- self.KU = 2 # number of superdiagonals (above the diagonal)
- # symmetric band matrix
- self.sym_mat = (diag(full(N, 1.0))
- + diag(full(N-1, -1.0), -1) + diag(full(N-1, -1.0), 1)
- + diag(full(N-2, -2.0), -2) + diag(full(N-2, -2.0), 2))
- # hermitian band matrix
- self.herm_mat = (diag(full(N, -1.0))
- + 1j*diag(full(N-1, 1.0), -1)
- - 1j*diag(full(N-1, 1.0), 1)
- + diag(full(N-2, -2.0), -2)
- + diag(full(N-2, -2.0), 2))
- # general real band matrix
- self.real_mat = (diag(full(N, 1.0))
- + diag(full(N-1, -1.0), -1) + diag(full(N-1, -3.0), 1)
- + diag(full(N-2, 2.0), -2) + diag(full(N-2, -2.0), 2))
- # general complex band matrix
- self.comp_mat = (1j*diag(full(N, 1.0))
- + diag(full(N-1, -1.0), -1)
- + 1j*diag(full(N-1, -3.0), 1)
- + diag(full(N-2, 2.0), -2)
- + diag(full(N-2, -2.0), 2))
- # Eigenvalues and -vectors from linalg.eig
- ew, ev = linalg.eig(self.sym_mat)
- ew = ew.real
- args = argsort(ew)
- self.w_sym_lin = ew[args]
- self.evec_sym_lin = ev[:, args]
- ew, ev = linalg.eig(self.herm_mat)
- ew = ew.real
- args = argsort(ew)
- self.w_herm_lin = ew[args]
- self.evec_herm_lin = ev[:, args]
- # Extract upper bands from symmetric and hermitian band matrices
- # (for use in dsbevd, dsbevx, zhbevd, zhbevx
- # and their single precision versions)
- LDAB = self.KU + 1
- self.bandmat_sym = zeros((LDAB, N), dtype=float)
- self.bandmat_herm = zeros((LDAB, N), dtype=complex)
- for i in range(LDAB):
- self.bandmat_sym[LDAB-i-1, i:N] = diag(self.sym_mat, i)
- self.bandmat_herm[LDAB-i-1, i:N] = diag(self.herm_mat, i)
- # Extract bands from general real and complex band matrix
- # (for use in dgbtrf, dgbtrs and their single precision versions)
- LDAB = 2*self.KL + self.KU + 1
- self.bandmat_real = zeros((LDAB, N), dtype=float)
- self.bandmat_real[2*self.KL, :] = diag(self.real_mat) # diagonal
- for i in range(self.KL):
- # superdiagonals
- self.bandmat_real[2*self.KL-1-i, i+1:N] = diag(self.real_mat, i+1)
- # subdiagonals
- self.bandmat_real[2*self.KL+1+i, 0:N-1-i] = diag(self.real_mat,
- -i-1)
- self.bandmat_comp = zeros((LDAB, N), dtype=complex)
- self.bandmat_comp[2*self.KL, :] = diag(self.comp_mat) # diagonal
- for i in range(self.KL):
- # superdiagonals
- self.bandmat_comp[2*self.KL-1-i, i+1:N] = diag(self.comp_mat, i+1)
- # subdiagonals
- self.bandmat_comp[2*self.KL+1+i, 0:N-1-i] = diag(self.comp_mat,
- -i-1)
- # absolute value for linear equation system A*x = b
- self.b = 1.0*arange(N)
- self.bc = self.b * (1 + 1j)
- #####################################################################
- def test_dsbev(self):
- """Compare dsbev eigenvalues and eigenvectors with
- the result of linalg.eig."""
- w, evec, info = dsbev(self.bandmat_sym, compute_v=1)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w_sym_lin)
- assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
- def test_dsbevd(self):
- """Compare dsbevd eigenvalues and eigenvectors with
- the result of linalg.eig."""
- w, evec, info = dsbevd(self.bandmat_sym, compute_v=1)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w_sym_lin)
- assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
- def test_dsbevx(self):
- """Compare dsbevx eigenvalues and eigenvectors
- with the result of linalg.eig."""
- N, N = shape(self.sym_mat)
- # Achtung: Argumente 0.0,0.0,range?
- w, evec, num, ifail, info = dsbevx(self.bandmat_sym, 0.0, 0.0, 1, N,
- compute_v=1, range=2)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w_sym_lin)
- assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
- def test_zhbevd(self):
- """Compare zhbevd eigenvalues and eigenvectors
- with the result of linalg.eig."""
- w, evec, info = zhbevd(self.bandmat_herm, compute_v=1)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w_herm_lin)
- assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))
- def test_zhbevx(self):
- """Compare zhbevx eigenvalues and eigenvectors
- with the result of linalg.eig."""
- N, N = shape(self.herm_mat)
- # Achtung: Argumente 0.0,0.0,range?
- w, evec, num, ifail, info = zhbevx(self.bandmat_herm, 0.0, 0.0, 1, N,
- compute_v=1, range=2)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w_herm_lin)
- assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))
- def test_eigvals_banded(self):
- """Compare eigenvalues of eigvals_banded with those of linalg.eig."""
- w_sym = eigvals_banded(self.bandmat_sym)
- w_sym = w_sym.real
- assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
- w_herm = eigvals_banded(self.bandmat_herm)
- w_herm = w_herm.real
- assert_array_almost_equal(sort(w_herm), self.w_herm_lin)
- # extracting eigenvalues with respect to an index range
- ind1 = 2
- ind2 = np.longlong(6)
- w_sym_ind = eigvals_banded(self.bandmat_sym,
- select='i', select_range=(ind1, ind2))
- assert_array_almost_equal(sort(w_sym_ind),
- self.w_sym_lin[ind1:ind2+1])
- w_herm_ind = eigvals_banded(self.bandmat_herm,
- select='i', select_range=(ind1, ind2))
- assert_array_almost_equal(sort(w_herm_ind),
- self.w_herm_lin[ind1:ind2+1])
- # extracting eigenvalues with respect to a value range
- v_lower = self.w_sym_lin[ind1] - 1.0e-5
- v_upper = self.w_sym_lin[ind2] + 1.0e-5
- w_sym_val = eigvals_banded(self.bandmat_sym,
- select='v', select_range=(v_lower, v_upper))
- assert_array_almost_equal(sort(w_sym_val),
- self.w_sym_lin[ind1:ind2+1])
- v_lower = self.w_herm_lin[ind1] - 1.0e-5
- v_upper = self.w_herm_lin[ind2] + 1.0e-5
- w_herm_val = eigvals_banded(self.bandmat_herm,
- select='v',
- select_range=(v_lower, v_upper))
- assert_array_almost_equal(sort(w_herm_val),
- self.w_herm_lin[ind1:ind2+1])
- w_sym = eigvals_banded(self.bandmat_sym, check_finite=False)
- w_sym = w_sym.real
- assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
- def test_eig_banded(self):
- """Compare eigenvalues and eigenvectors of eig_banded
- with those of linalg.eig. """
- w_sym, evec_sym = eig_banded(self.bandmat_sym)
- evec_sym_ = evec_sym[:, argsort(w_sym.real)]
- assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
- assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin))
- w_herm, evec_herm = eig_banded(self.bandmat_herm)
- evec_herm_ = evec_herm[:, argsort(w_herm.real)]
- assert_array_almost_equal(sort(w_herm), self.w_herm_lin)
- assert_array_almost_equal(abs(evec_herm_), abs(self.evec_herm_lin))
- # extracting eigenvalues with respect to an index range
- ind1 = 2
- ind2 = 6
- w_sym_ind, evec_sym_ind = eig_banded(self.bandmat_sym,
- select='i',
- select_range=(ind1, ind2))
- assert_array_almost_equal(sort(w_sym_ind),
- self.w_sym_lin[ind1:ind2+1])
- assert_array_almost_equal(abs(evec_sym_ind),
- abs(self.evec_sym_lin[:, ind1:ind2+1]))
- w_herm_ind, evec_herm_ind = eig_banded(self.bandmat_herm,
- select='i',
- select_range=(ind1, ind2))
- assert_array_almost_equal(sort(w_herm_ind),
- self.w_herm_lin[ind1:ind2+1])
- assert_array_almost_equal(abs(evec_herm_ind),
- abs(self.evec_herm_lin[:, ind1:ind2+1]))
- # extracting eigenvalues with respect to a value range
- v_lower = self.w_sym_lin[ind1] - 1.0e-5
- v_upper = self.w_sym_lin[ind2] + 1.0e-5
- w_sym_val, evec_sym_val = eig_banded(self.bandmat_sym,
- select='v',
- select_range=(v_lower, v_upper))
- assert_array_almost_equal(sort(w_sym_val),
- self.w_sym_lin[ind1:ind2+1])
- assert_array_almost_equal(abs(evec_sym_val),
- abs(self.evec_sym_lin[:, ind1:ind2+1]))
- v_lower = self.w_herm_lin[ind1] - 1.0e-5
- v_upper = self.w_herm_lin[ind2] + 1.0e-5
- w_herm_val, evec_herm_val = eig_banded(self.bandmat_herm,
- select='v',
- select_range=(v_lower, v_upper))
- assert_array_almost_equal(sort(w_herm_val),
- self.w_herm_lin[ind1:ind2+1])
- assert_array_almost_equal(abs(evec_herm_val),
- abs(self.evec_herm_lin[:, ind1:ind2+1]))
- w_sym, evec_sym = eig_banded(self.bandmat_sym, check_finite=False)
- evec_sym_ = evec_sym[:, argsort(w_sym.real)]
- assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
- assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin))
- def test_dgbtrf(self):
- """Compare dgbtrf LU factorisation with the LU factorisation result
- of linalg.lu."""
- M, N = shape(self.real_mat)
- lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)
- # extract matrix u from lu_symm_band
- u = diag(lu_symm_band[2*self.KL, :])
- for i in range(self.KL + self.KU):
- u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1)
- p_lin, l_lin, u_lin = lu(self.real_mat, permute_l=0)
- assert_array_almost_equal(u, u_lin)
- def test_zgbtrf(self):
- """Compare zgbtrf LU factorisation with the LU factorisation result
- of linalg.lu."""
- M, N = shape(self.comp_mat)
- lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)
- # extract matrix u from lu_symm_band
- u = diag(lu_symm_band[2*self.KL, :])
- for i in range(self.KL + self.KU):
- u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1)
- p_lin, l_lin, u_lin = lu(self.comp_mat, permute_l=0)
- assert_array_almost_equal(u, u_lin)
- def test_dgbtrs(self):
- """Compare dgbtrs solutions for linear equation system A*x = b
- with solutions of linalg.solve."""
- lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)
- y, info = dgbtrs(lu_symm_band, self.KL, self.KU, self.b, ipiv)
- y_lin = linalg.solve(self.real_mat, self.b)
- assert_array_almost_equal(y, y_lin)
- def test_zgbtrs(self):
- """Compare zgbtrs solutions for linear equation system A*x = b
- with solutions of linalg.solve."""
- lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)
- y, info = zgbtrs(lu_symm_band, self.KL, self.KU, self.bc, ipiv)
- y_lin = linalg.solve(self.comp_mat, self.bc)
- assert_array_almost_equal(y, y_lin)
- class TestEigTridiagonal:
- def setup_method(self):
- self.create_trimat()
- def create_trimat(self):
- """Create the full matrix `self.fullmat`, `self.d`, and `self.e`."""
- N = 10
- # symmetric band matrix
- self.d = full(N, 1.0)
- self.e = full(N-1, -1.0)
- self.full_mat = (diag(self.d) + diag(self.e, -1) + diag(self.e, 1))
- ew, ev = linalg.eig(self.full_mat)
- ew = ew.real
- args = argsort(ew)
- self.w = ew[args]
- self.evec = ev[:, args]
- def test_degenerate(self):
- """Test error conditions."""
- # Wrong sizes
- assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e[:-1])
- # Must be real
- assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e * 1j)
- # Bad driver
- assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e,
- lapack_driver=1.)
- assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
- lapack_driver='foo')
- # Bad bounds
- assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
- select='i', select_range=(0, -1))
- def test_eigvalsh_tridiagonal(self):
- """Compare eigenvalues of eigvalsh_tridiagonal with those of eig."""
- # can't use ?STERF with subselection
- for driver in ('sterf', 'stev', 'stebz', 'stemr', 'auto'):
- w = eigvalsh_tridiagonal(self.d, self.e, lapack_driver=driver)
- assert_array_almost_equal(sort(w), self.w)
- for driver in ('sterf', 'stev'):
- assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
- lapack_driver='stev', select='i',
- select_range=(0, 1))
- for driver in ('stebz', 'stemr', 'auto'):
- # extracting eigenvalues with respect to the full index range
- w_ind = eigvalsh_tridiagonal(
- self.d, self.e, select='i', select_range=(0, len(self.d)-1),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w_ind), self.w)
- # extracting eigenvalues with respect to an index range
- ind1 = 2
- ind2 = 6
- w_ind = eigvalsh_tridiagonal(
- self.d, self.e, select='i', select_range=(ind1, ind2),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w_ind), self.w[ind1:ind2+1])
- # extracting eigenvalues with respect to a value range
- v_lower = self.w[ind1] - 1.0e-5
- v_upper = self.w[ind2] + 1.0e-5
- w_val = eigvalsh_tridiagonal(
- self.d, self.e, select='v', select_range=(v_lower, v_upper),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w_val), self.w[ind1:ind2+1])
- def test_eigh_tridiagonal(self):
- """Compare eigenvalues and eigenvectors of eigh_tridiagonal
- with those of eig. """
- # can't use ?STERF when eigenvectors are requested
- assert_raises(ValueError, eigh_tridiagonal, self.d, self.e,
- lapack_driver='sterf')
- for driver in ('stebz', 'stev', 'stemr', 'auto'):
- w, evec = eigh_tridiagonal(self.d, self.e, lapack_driver=driver)
- evec_ = evec[:, argsort(w)]
- assert_array_almost_equal(sort(w), self.w)
- assert_array_almost_equal(abs(evec_), abs(self.evec))
- assert_raises(ValueError, eigh_tridiagonal, self.d, self.e,
- lapack_driver='stev', select='i', select_range=(0, 1))
- for driver in ('stebz', 'stemr', 'auto'):
- # extracting eigenvalues with respect to an index range
- ind1 = 0
- ind2 = len(self.d)-1
- w, evec = eigh_tridiagonal(
- self.d, self.e, select='i', select_range=(ind1, ind2),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w), self.w)
- assert_array_almost_equal(abs(evec), abs(self.evec))
- ind1 = 2
- ind2 = 6
- w, evec = eigh_tridiagonal(
- self.d, self.e, select='i', select_range=(ind1, ind2),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w), self.w[ind1:ind2+1])
- assert_array_almost_equal(abs(evec),
- abs(self.evec[:, ind1:ind2+1]))
- # extracting eigenvalues with respect to a value range
- v_lower = self.w[ind1] - 1.0e-5
- v_upper = self.w[ind2] + 1.0e-5
- w, evec = eigh_tridiagonal(
- self.d, self.e, select='v', select_range=(v_lower, v_upper),
- lapack_driver=driver)
- assert_array_almost_equal(sort(w), self.w[ind1:ind2+1])
- assert_array_almost_equal(abs(evec),
- abs(self.evec[:, ind1:ind2+1]))
- class TestEigh:
- def setup_class(self):
- seed(1234)
- def test_wrong_inputs(self):
- # Nonsquare a
- assert_raises(ValueError, eigh, np.ones([1, 2]))
- # Nonsquare b
- assert_raises(ValueError, eigh, np.ones([2, 2]), np.ones([2, 1]))
- # Incompatible a, b sizes
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([2, 2]))
- # Wrong type parameter for generalized problem
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- type=4)
- # Both value and index subsets requested
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_value=[1, 2], subset_by_index=[2, 4])
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'eigvals")
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_value=[1, 2], eigvals=[2, 4])
- # Invalid upper index spec
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_index=[0, 4])
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'eigvals")
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- eigvals=[0, 4])
- # Invalid lower index
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_index=[-2, 2])
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'eigvals")
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- eigvals=[-2, 2])
- # Invalid index spec #2
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_index=[2, 0])
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'eigvals")
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_index=[2, 0])
- # Invalid value spec
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- subset_by_value=[2, 0])
- # Invalid driver name
- assert_raises(ValueError, eigh, np.ones([2, 2]), driver='wrong')
- # Generalized driver selection without b
- assert_raises(ValueError, eigh, np.ones([3, 3]), None, driver='gvx')
- # Standard driver with b
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- driver='evr', turbo=False)
- # Subset request from invalid driver
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- driver='gvd', subset_by_index=[1, 2], turbo=False)
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "'eigh' keyword argument 'eigvals")
- assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
- driver='gvd', subset_by_index=[1, 2], turbo=False)
- def test_nonpositive_b(self):
- assert_raises(LinAlgError, eigh, np.ones([3, 3]), np.ones([3, 3]))
- # index based subsets are done in the legacy test_eigh()
- def test_value_subsets(self):
- for ind, dt in enumerate(DTYPES):
- a = _random_hermitian_matrix(20, dtype=dt)
- w, v = eigh(a, subset_by_value=[-2, 2])
- assert_equal(v.shape[1], len(w))
- assert all((w > -2) & (w < 2))
- b = _random_hermitian_matrix(20, posdef=True, dtype=dt)
- w, v = eigh(a, b, subset_by_value=[-2, 2])
- assert_equal(v.shape[1], len(w))
- assert all((w > -2) & (w < 2))
- def test_eigh_integer(self):
- a = array([[1, 2], [2, 7]])
- b = array([[3, 1], [1, 5]])
- w, z = eigh(a)
- w, z = eigh(a, b)
- def test_eigh_of_sparse(self):
- # This tests the rejection of inputs that eigh cannot currently handle.
- import scipy.sparse
- a = scipy.sparse.identity(2).tocsc()
- b = np.atleast_2d(a)
- assert_raises(ValueError, eigh, a)
- assert_raises(ValueError, eigh, b)
- @pytest.mark.parametrize('dtype_', DTYPES)
- @pytest.mark.parametrize('driver', ("ev", "evd", "evr", "evx"))
- def test_various_drivers_standard(self, driver, dtype_):
- a = _random_hermitian_matrix(n=20, dtype=dtype_)
- w, v = eigh(a, driver=driver)
- assert_allclose(a @ v - (v * w), 0.,
- atol=1000*np.finfo(dtype_).eps,
- rtol=0.)
- @pytest.mark.parametrize('type', (1, 2, 3))
- @pytest.mark.parametrize('driver', ("gv", "gvd", "gvx"))
- def test_various_drivers_generalized(self, driver, type):
- atol = np.spacing(5000.)
- a = _random_hermitian_matrix(20)
- b = _random_hermitian_matrix(20, posdef=True)
- w, v = eigh(a=a, b=b, driver=driver, type=type)
- if type == 1:
- assert_allclose(a @ v - w*(b @ v), 0., atol=atol, rtol=0.)
- elif type == 2:
- assert_allclose(a @ b @ v - v * w, 0., atol=atol, rtol=0.)
- else:
- assert_allclose(b @ a @ v - v * w, 0., atol=atol, rtol=0.)
- def test_eigvalsh_new_args(self):
- a = _random_hermitian_matrix(5)
- w = eigvalsh(a, subset_by_index=[1, 2])
- assert_equal(len(w), 2)
- w2 = eigvalsh(a, subset_by_index=[1, 2])
- assert_equal(len(w2), 2)
- assert_allclose(w, w2)
- b = np.diag([1, 1.2, 1.3, 1.5, 2])
- w3 = eigvalsh(b, subset_by_value=[1, 1.4])
- assert_equal(len(w3), 2)
- assert_allclose(w3, np.array([1.2, 1.3]))
- @pytest.mark.parametrize("method", [eigh, eigvalsh])
- def test_deprecation_warnings(self, method):
- with pytest.warns(DeprecationWarning,
- match="Keyword argument 'turbo'"):
- method(np.zeros((2, 2)), turbo=True)
- with pytest.warns(DeprecationWarning,
- match="Keyword argument 'eigvals'"):
- method(np.zeros((2, 2)), eigvals=[0, 1])
- def test_deprecation_results(self):
- a = _random_hermitian_matrix(3)
- b = _random_hermitian_matrix(3, posdef=True)
- # check turbo gives same result as driver='gvd'
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'turbo'")
- w_dep, v_dep = eigh(a, b, turbo=True)
- w, v = eigh(a, b, driver='gvd')
- assert_allclose(w_dep, w)
- assert_allclose(v_dep, v)
- # check eigvals gives the same result as subset_by_index
- with np.testing.suppress_warnings() as sup:
- sup.filter(DeprecationWarning, "Keyword argument 'eigvals'")
- w_dep, v_dep = eigh(a, eigvals=[0, 1])
- w, v = eigh(a, subset_by_index=[0, 1])
- assert_allclose(w_dep, w)
- assert_allclose(v_dep, v)
- class TestLU:
- def setup_method(self):
- self.a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]])
- self.ca = array([[1, 2, 3], [1, 2, 3], [2, 5j, 6]])
- # Those matrices are more robust to detect problems in permutation
- # matrices than the ones above
- self.b = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
- self.cb = array([[1j, 2j, 3j], [4j, 5j, 6j], [7j, 8j, 9j]])
- # Reectangular matrices
- self.hrect = array([[1, 2, 3, 4], [5, 6, 7, 8], [9, 10, 12, 12]])
- self.chrect = 1.j * array([[1, 2, 3, 4],
- [5, 6, 7, 8],
- [9, 10, 12, 12]])
- self.vrect = array([[1, 2, 3], [4, 5, 6], [7, 8, 9], [10, 12, 12]])
- self.cvrect = 1.j * array([[1, 2, 3],
- [4, 5, 6],
- [7, 8, 9],
- [10, 12, 12]])
- # Medium sizes matrices
- self.med = random((30, 40))
- self.cmed = random((30, 40)) + 1.j * random((30, 40))
- def _test_common(self, data):
- p, l, u = lu(data)
- assert_array_almost_equal(p @ l @ u, data)
- pl, u = lu(data, permute_l=1)
- assert_array_almost_equal(pl @ u, data)
- def _test_common_lu_factor(self, data):
- l_and_u1, piv1 = lu_factor(data)
- (getrf,) = get_lapack_funcs(("getrf",), (data,))
- l_and_u2, piv2, _ = getrf(data, overwrite_a=False)
- assert_array_equal(l_and_u1, l_and_u2)
- assert_array_equal(piv1, piv2)
- # Simple tests.
- # For lu_factor gives a LinAlgWarning because these matrices are singular
- def test_simple(self):
- self._test_common(self.a)
- def test_simple_complex(self):
- self._test_common(self.ca)
- def test_simple2(self):
- self._test_common(self.b)
- def test_simple2_complex(self):
- self._test_common(self.cb)
- # rectangular matrices tests
- def test_hrectangular(self):
- self._test_common(self.hrect)
- self._test_common_lu_factor(self.hrect)
- def test_vrectangular(self):
- self._test_common(self.vrect)
- self._test_common_lu_factor(self.vrect)
- def test_hrectangular_complex(self):
- self._test_common(self.chrect)
- self._test_common_lu_factor(self.chrect)
- def test_vrectangular_complex(self):
- self._test_common(self.cvrect)
- self._test_common_lu_factor(self.cvrect)
- # Bigger matrices
- def test_medium1(self):
- """Check lu decomposition on medium size, rectangular matrix."""
- self._test_common(self.med)
- self._test_common_lu_factor(self.med)
- def test_medium1_complex(self):
- """Check lu decomposition on medium size, rectangular matrix."""
- self._test_common(self.cmed)
- self._test_common_lu_factor(self.cmed)
- def test_check_finite(self):
- p, l, u = lu(self.a, check_finite=False)
- assert_array_almost_equal(p @ l @ u, self.a)
- def test_simple_known(self):
- # Ticket #1458
- for order in ['C', 'F']:
- A = np.array([[2, 1], [0, 1.]], order=order)
- LU, P = lu_factor(A)
- assert_array_almost_equal(LU, np.array([[2, 1], [0, 1]]))
- assert_array_equal(P, np.array([0, 1]))
- class TestLUSingle(TestLU):
- """LU testers for single precision, real and double"""
- def setup_method(self):
- TestLU.setup_method(self)
- self.a = self.a.astype(float32)
- self.ca = self.ca.astype(complex64)
- self.b = self.b.astype(float32)
- self.cb = self.cb.astype(complex64)
- self.hrect = self.hrect.astype(float32)
- self.chrect = self.hrect.astype(complex64)
- self.vrect = self.vrect.astype(float32)
- self.cvrect = self.vrect.astype(complex64)
- self.med = self.vrect.astype(float32)
- self.cmed = self.vrect.astype(complex64)
- class TestLUSolve:
- def setup_method(self):
- seed(1234)
- def test_lu(self):
- a0 = random((10, 10))
- b = random((10,))
- for order in ['C', 'F']:
- a = np.array(a0, order=order)
- x1 = solve(a, b)
- lu_a = lu_factor(a)
- x2 = lu_solve(lu_a, b)
- assert_array_almost_equal(x1, x2)
- def test_check_finite(self):
- a = random((10, 10))
- b = random((10,))
- x1 = solve(a, b)
- lu_a = lu_factor(a, check_finite=False)
- x2 = lu_solve(lu_a, b, check_finite=False)
- assert_array_almost_equal(x1, x2)
- class TestSVD_GESDD:
- def setup_method(self):
- self.lapack_driver = 'gesdd'
- seed(1234)
- def test_degenerate(self):
- assert_raises(TypeError, svd, [[1.]], lapack_driver=1.)
- assert_raises(ValueError, svd, [[1.]], lapack_driver='foo')
- def test_simple(self):
- a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]]
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(3))
- assert_array_almost_equal(vh.T @ vh, eye(3))
- sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_simple_singular(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(3))
- assert_array_almost_equal(vh.T @ vh, eye(3))
- sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_simple_underdet(self):
- a = [[1, 2, 3], [4, 5, 6]]
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(u.shape[0]))
- sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_simple_overdet(self):
- a = [[1, 2], [4, 5], [3, 4]]
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(u.shape[1]))
- assert_array_almost_equal(vh.T @ vh, eye(2))
- sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_random(self):
- n = 20
- m = 15
- for i in range(3):
- for a in [random([n, m]), random([m, n])]:
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(u.shape[1]))
- assert_array_almost_equal(vh @ vh.T, eye(vh.shape[0]))
- sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_simple_complex(self):
- a = [[1, 2, 3], [1, 2j, 3], [2, 5, 6]]
- for full_matrices in (True, False):
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.conj().T @ u, eye(u.shape[1]))
- assert_array_almost_equal(vh.conj().T @ vh, eye(vh.shape[0]))
- sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_random_complex(self):
- n = 20
- m = 15
- for i in range(3):
- for full_matrices in (True, False):
- for a in [random([n, m]), random([m, n])]:
- a = a + 1j*random(list(a.shape))
- u, s, vh = svd(a, full_matrices=full_matrices,
- lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.conj().T @ u,
- eye(u.shape[1]))
- # This fails when [m,n]
- # assert_array_almost_equal(vh.conj().T @ vh,
- # eye(len(vh),dtype=vh.dtype.char))
- sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_crash_1580(self):
- sizes = [(13, 23), (30, 50), (60, 100)]
- np.random.seed(1234)
- for sz in sizes:
- for dt in [np.float32, np.float64, np.complex64, np.complex128]:
- a = np.random.rand(*sz).astype(dt)
- # should not crash
- svd(a, lapack_driver=self.lapack_driver)
- def test_check_finite(self):
- a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]]
- u, s, vh = svd(a, check_finite=False, lapack_driver=self.lapack_driver)
- assert_array_almost_equal(u.T @ u, eye(3))
- assert_array_almost_equal(vh.T @ vh, eye(3))
- sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
- for i in range(len(s)):
- sigma[i, i] = s[i]
- assert_array_almost_equal(u @ sigma @ vh, a)
- def test_gh_5039(self):
- # This is a smoke test for https://github.com/scipy/scipy/issues/5039
- #
- # The following is reported to raise "ValueError: On entry to DGESDD
- # parameter number 12 had an illegal value".
- # `interp1d([1,2,3,4], [1,2,3,4], kind='cubic')`
- # This is reported to only show up on LAPACK 3.0.3.
- #
- # The matrix below is taken from the call to
- # `B = _fitpack._bsplmat(order, xk)` in interpolate._find_smoothest
- b = np.array(
- [[0.16666667, 0.66666667, 0.16666667, 0., 0., 0.],
- [0., 0.16666667, 0.66666667, 0.16666667, 0., 0.],
- [0., 0., 0.16666667, 0.66666667, 0.16666667, 0.],
- [0., 0., 0., 0.16666667, 0.66666667, 0.16666667]])
- svd(b, lapack_driver=self.lapack_driver)
- @pytest.mark.skipif(not HAS_ILP64, reason="64-bit LAPACK required")
- @pytest.mark.slow
- def test_large_matrix(self):
- check_free_memory(free_mb=17000)
- A = np.zeros([1, 2**31], dtype=np.float32)
- A[0, -1] = 1
- u, s, vh = svd(A, full_matrices=False)
- assert_allclose(s[0], 1.0)
- assert_allclose(u[0, 0] * vh[0, -1], 1.0)
- class TestSVD_GESVD(TestSVD_GESDD):
- def setup_method(self):
- self.lapack_driver = 'gesvd'
- seed(1234)
- class TestSVDVals:
- def test_empty(self):
- for a in [[]], np.empty((2, 0)), np.ones((0, 3)):
- s = svdvals(a)
- assert_equal(s, np.empty(0))
- def test_simple(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- s = svdvals(a)
- assert_(len(s) == 3)
- assert_(s[0] >= s[1] >= s[2])
- def test_simple_underdet(self):
- a = [[1, 2, 3], [4, 5, 6]]
- s = svdvals(a)
- assert_(len(s) == 2)
- assert_(s[0] >= s[1])
- def test_simple_overdet(self):
- a = [[1, 2], [4, 5], [3, 4]]
- s = svdvals(a)
- assert_(len(s) == 2)
- assert_(s[0] >= s[1])
- def test_simple_complex(self):
- a = [[1, 2, 3], [1, 20, 3j], [2, 5, 6]]
- s = svdvals(a)
- assert_(len(s) == 3)
- assert_(s[0] >= s[1] >= s[2])
- def test_simple_underdet_complex(self):
- a = [[1, 2, 3], [4, 5j, 6]]
- s = svdvals(a)
- assert_(len(s) == 2)
- assert_(s[0] >= s[1])
- def test_simple_overdet_complex(self):
- a = [[1, 2], [4, 5], [3j, 4]]
- s = svdvals(a)
- assert_(len(s) == 2)
- assert_(s[0] >= s[1])
- def test_check_finite(self):
- a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
- s = svdvals(a, check_finite=False)
- assert_(len(s) == 3)
- assert_(s[0] >= s[1] >= s[2])
- @pytest.mark.slow
- def test_crash_2609(self):
- np.random.seed(1234)
- a = np.random.rand(1500, 2800)
- # Shouldn't crash:
- svdvals(a)
- class TestDiagSVD:
- def test_simple(self):
- assert_array_almost_equal(diagsvd([1, 0, 0], 3, 3),
- [[1, 0, 0], [0, 0, 0], [0, 0, 0]])
- class TestQR:
- def setup_method(self):
- seed(1234)
- def test_simple(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(q @ r, a)
- def test_simple_left(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r = qr(a)
- c = [1, 2, 3]
- qc, r2 = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- assert_array_almost_equal(r, r2)
- qc, r2 = qr_multiply(a, eye(3), "left")
- assert_array_almost_equal(q, qc)
- def test_simple_right(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r = qr(a)
- c = [1, 2, 3]
- qc, r2 = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, qc)
- assert_array_almost_equal(r, r2)
- qc, r = qr_multiply(a, eye(3))
- assert_array_almost_equal(q, qc)
- def test_simple_pivoting(self):
- a = np.asarray([[8, 2, 3], [2, 9, 3], [5, 3, 6]])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_left_pivoting(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r, jpvt = qr(a, pivoting=True)
- c = [1, 2, 3]
- qc, r, jpvt = qr_multiply(a, c, "left", True)
- assert_array_almost_equal(q @ c, qc)
- def test_simple_right_pivoting(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r, jpvt = qr(a, pivoting=True)
- c = [1, 2, 3]
- qc, r, jpvt = qr_multiply(a, c, pivoting=True)
- assert_array_almost_equal(c @ q, qc)
- def test_simple_trap(self):
- a = [[8, 2, 3], [2, 9, 3]]
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a)
- def test_simple_trap_pivoting(self):
- a = np.asarray([[8, 2, 3], [2, 9, 3]])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_tall(self):
- # full version
- a = [[8, 2], [2, 9], [5, 3]]
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(q @ r, a)
- def test_simple_tall_pivoting(self):
- # full version pivoting
- a = np.asarray([[8, 2], [2, 9], [5, 3]])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_tall_e(self):
- # economy version
- a = [[8, 2], [2, 9], [5, 3]]
- q, r = qr(a, mode='economic')
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a)
- assert_equal(q.shape, (3, 2))
- assert_equal(r.shape, (2, 2))
- def test_simple_tall_e_pivoting(self):
- # economy version pivoting
- a = np.asarray([[8, 2], [2, 9], [5, 3]])
- q, r, p = qr(a, pivoting=True, mode='economic')
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p], mode='economic')
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_tall_left(self):
- a = [[8, 2], [2, 9], [5, 3]]
- q, r = qr(a, mode="economic")
- c = [1, 2]
- qc, r2 = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- assert_array_almost_equal(r, r2)
- c = array([1, 2, 0])
- qc, r2 = qr_multiply(a, c, "left", overwrite_c=True)
- assert_array_almost_equal(q @ c[:2], qc)
- qc, r = qr_multiply(a, eye(2), "left")
- assert_array_almost_equal(qc, q)
- def test_simple_tall_left_pivoting(self):
- a = [[8, 2], [2, 9], [5, 3]]
- q, r, jpvt = qr(a, mode="economic", pivoting=True)
- c = [1, 2]
- qc, r, kpvt = qr_multiply(a, c, "left", True)
- assert_array_equal(jpvt, kpvt)
- assert_array_almost_equal(q @ c, qc)
- qc, r, jpvt = qr_multiply(a, eye(2), "left", True)
- assert_array_almost_equal(qc, q)
- def test_simple_tall_right(self):
- a = [[8, 2], [2, 9], [5, 3]]
- q, r = qr(a, mode="economic")
- c = [1, 2, 3]
- cq, r2 = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, cq)
- assert_array_almost_equal(r, r2)
- cq, r = qr_multiply(a, eye(3))
- assert_array_almost_equal(cq, q)
- def test_simple_tall_right_pivoting(self):
- a = [[8, 2], [2, 9], [5, 3]]
- q, r, jpvt = qr(a, pivoting=True, mode="economic")
- c = [1, 2, 3]
- cq, r, jpvt = qr_multiply(a, c, pivoting=True)
- assert_array_almost_equal(c @ q, cq)
- cq, r, jpvt = qr_multiply(a, eye(3), pivoting=True)
- assert_array_almost_equal(cq, q)
- def test_simple_fat(self):
- # full version
- a = [[8, 2, 5], [2, 9, 3]]
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a)
- assert_equal(q.shape, (2, 2))
- assert_equal(r.shape, (2, 3))
- def test_simple_fat_pivoting(self):
- # full version pivoting
- a = np.asarray([[8, 2, 5], [2, 9, 3]])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a[:, p])
- assert_equal(q.shape, (2, 2))
- assert_equal(r.shape, (2, 3))
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_fat_e(self):
- # economy version
- a = [[8, 2, 3], [2, 9, 5]]
- q, r = qr(a, mode='economic')
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a)
- assert_equal(q.shape, (2, 2))
- assert_equal(r.shape, (2, 3))
- def test_simple_fat_e_pivoting(self):
- # economy version pivoting
- a = np.asarray([[8, 2, 3], [2, 9, 5]])
- q, r, p = qr(a, pivoting=True, mode='economic')
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(q @ r, a[:, p])
- assert_equal(q.shape, (2, 2))
- assert_equal(r.shape, (2, 3))
- q2, r2 = qr(a[:, p], mode='economic')
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_fat_left(self):
- a = [[8, 2, 3], [2, 9, 5]]
- q, r = qr(a, mode="economic")
- c = [1, 2]
- qc, r2 = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- assert_array_almost_equal(r, r2)
- qc, r = qr_multiply(a, eye(2), "left")
- assert_array_almost_equal(qc, q)
- def test_simple_fat_left_pivoting(self):
- a = [[8, 2, 3], [2, 9, 5]]
- q, r, jpvt = qr(a, mode="economic", pivoting=True)
- c = [1, 2]
- qc, r, jpvt = qr_multiply(a, c, "left", True)
- assert_array_almost_equal(q @ c, qc)
- qc, r, jpvt = qr_multiply(a, eye(2), "left", True)
- assert_array_almost_equal(qc, q)
- def test_simple_fat_right(self):
- a = [[8, 2, 3], [2, 9, 5]]
- q, r = qr(a, mode="economic")
- c = [1, 2]
- cq, r2 = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, cq)
- assert_array_almost_equal(r, r2)
- cq, r = qr_multiply(a, eye(2))
- assert_array_almost_equal(cq, q)
- def test_simple_fat_right_pivoting(self):
- a = [[8, 2, 3], [2, 9, 5]]
- q, r, jpvt = qr(a, pivoting=True, mode="economic")
- c = [1, 2]
- cq, r, jpvt = qr_multiply(a, c, pivoting=True)
- assert_array_almost_equal(c @ q, cq)
- cq, r, jpvt = qr_multiply(a, eye(2), pivoting=True)
- assert_array_almost_equal(cq, q)
- def test_simple_complex(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- q, r = qr(a)
- assert_array_almost_equal(q.conj().T @ q, eye(3))
- assert_array_almost_equal(q @ r, a)
- def test_simple_complex_left(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- q, r = qr(a)
- c = [1, 2, 3+4j]
- qc, r = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- qc, r = qr_multiply(a, eye(3), "left")
- assert_array_almost_equal(q, qc)
- def test_simple_complex_right(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- q, r = qr(a)
- c = [1, 2, 3+4j]
- qc, r = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, qc)
- qc, r = qr_multiply(a, eye(3))
- assert_array_almost_equal(q, qc)
- def test_simple_tall_complex_left(self):
- a = [[8, 2+3j], [2, 9], [5+7j, 3]]
- q, r = qr(a, mode="economic")
- c = [1, 2+2j]
- qc, r2 = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- assert_array_almost_equal(r, r2)
- c = array([1, 2, 0])
- qc, r2 = qr_multiply(a, c, "left", overwrite_c=True)
- assert_array_almost_equal(q @ c[:2], qc)
- qc, r = qr_multiply(a, eye(2), "left")
- assert_array_almost_equal(qc, q)
- def test_simple_complex_left_conjugate(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- q, r = qr(a)
- c = [1, 2, 3+4j]
- qc, r = qr_multiply(a, c, "left", conjugate=True)
- assert_array_almost_equal(q.conj() @ c, qc)
- def test_simple_complex_tall_left_conjugate(self):
- a = [[3, 3+4j], [5, 2+2j], [3, 2]]
- q, r = qr(a, mode='economic')
- c = [1, 3+4j]
- qc, r = qr_multiply(a, c, "left", conjugate=True)
- assert_array_almost_equal(q.conj() @ c, qc)
- def test_simple_complex_right_conjugate(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- q, r = qr(a)
- c = np.array([1, 2, 3+4j])
- qc, r = qr_multiply(a, c, conjugate=True)
- assert_array_almost_equal(c @ q.conj(), qc)
- def test_simple_complex_pivoting(self):
- a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.conj().T @ q, eye(3))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_simple_complex_left_pivoting(self):
- a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
- q, r, jpvt = qr(a, pivoting=True)
- c = [1, 2, 3+4j]
- qc, r, jpvt = qr_multiply(a, c, "left", True)
- assert_array_almost_equal(q @ c, qc)
- def test_simple_complex_right_pivoting(self):
- a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
- q, r, jpvt = qr(a, pivoting=True)
- c = [1, 2, 3+4j]
- qc, r, jpvt = qr_multiply(a, c, pivoting=True)
- assert_array_almost_equal(c @ q, qc)
- def test_random(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(n))
- assert_array_almost_equal(q @ r, a)
- def test_random_left(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- q, r = qr(a)
- c = random([n])
- qc, r = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- qc, r = qr_multiply(a, eye(n), "left")
- assert_array_almost_equal(q, qc)
- def test_random_right(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- q, r = qr(a)
- c = random([n])
- cq, r = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, cq)
- cq, r = qr_multiply(a, eye(n))
- assert_array_almost_equal(q, cq)
- def test_random_pivoting(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(n))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_random_tall(self):
- # full version
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(m))
- assert_array_almost_equal(q @ r, a)
- def test_random_tall_left(self):
- # full version
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r = qr(a, mode="economic")
- c = random([n])
- qc, r = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- qc, r = qr_multiply(a, eye(n), "left")
- assert_array_almost_equal(qc, q)
- def test_random_tall_right(self):
- # full version
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r = qr(a, mode="economic")
- c = random([m])
- cq, r = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, cq)
- cq, r = qr_multiply(a, eye(m))
- assert_array_almost_equal(cq, q)
- def test_random_tall_pivoting(self):
- # full version pivoting
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(m))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_random_tall_e(self):
- # economy version
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r = qr(a, mode='economic')
- assert_array_almost_equal(q.T @ q, eye(n))
- assert_array_almost_equal(q @ r, a)
- assert_equal(q.shape, (m, n))
- assert_equal(r.shape, (n, n))
- def test_random_tall_e_pivoting(self):
- # economy version pivoting
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- q, r, p = qr(a, pivoting=True, mode='economic')
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(n))
- assert_array_almost_equal(q @ r, a[:, p])
- assert_equal(q.shape, (m, n))
- assert_equal(r.shape, (n, n))
- q2, r2 = qr(a[:, p], mode='economic')
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_random_trap(self):
- m = 100
- n = 200
- for k in range(2):
- a = random([m, n])
- q, r = qr(a)
- assert_array_almost_equal(q.T @ q, eye(m))
- assert_array_almost_equal(q @ r, a)
- def test_random_trap_pivoting(self):
- m = 100
- n = 200
- for k in range(2):
- a = random([m, n])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.T @ q, eye(m))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_random_complex(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- q, r = qr(a)
- assert_array_almost_equal(q.conj().T @ q, eye(n))
- assert_array_almost_equal(q @ r, a)
- def test_random_complex_left(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- q, r = qr(a)
- c = random([n])+1j*random([n])
- qc, r = qr_multiply(a, c, "left")
- assert_array_almost_equal(q @ c, qc)
- qc, r = qr_multiply(a, eye(n), "left")
- assert_array_almost_equal(q, qc)
- def test_random_complex_right(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- q, r = qr(a)
- c = random([n])+1j*random([n])
- cq, r = qr_multiply(a, c)
- assert_array_almost_equal(c @ q, cq)
- cq, r = qr_multiply(a, eye(n))
- assert_array_almost_equal(q, cq)
- def test_random_complex_pivoting(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- q, r, p = qr(a, pivoting=True)
- d = abs(diag(r))
- assert_(np.all(d[1:] <= d[:-1]))
- assert_array_almost_equal(q.conj().T @ q, eye(n))
- assert_array_almost_equal(q @ r, a[:, p])
- q2, r2 = qr(a[:, p])
- assert_array_almost_equal(q, q2)
- assert_array_almost_equal(r, r2)
- def test_check_finite(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- q, r = qr(a, check_finite=False)
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(q @ r, a)
- def test_lwork(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- # Get comparison values
- q, r = qr(a, lwork=None)
- # Test against minimum valid lwork
- q2, r2 = qr(a, lwork=3)
- assert_array_almost_equal(q2, q)
- assert_array_almost_equal(r2, r)
- # Test against larger lwork
- q3, r3 = qr(a, lwork=10)
- assert_array_almost_equal(q3, q)
- assert_array_almost_equal(r3, r)
- # Test against explicit lwork=-1
- q4, r4 = qr(a, lwork=-1)
- assert_array_almost_equal(q4, q)
- assert_array_almost_equal(r4, r)
- # Test against invalid lwork
- assert_raises(Exception, qr, (a,), {'lwork': 0})
- assert_raises(Exception, qr, (a,), {'lwork': 2})
- class TestRQ:
- def setup_method(self):
- seed(1234)
- def test_simple(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- r, q = rq(a)
- assert_array_almost_equal(q @ q.T, eye(3))
- assert_array_almost_equal(r @ q, a)
- def test_r(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- r, q = rq(a)
- r2 = rq(a, mode='r')
- assert_array_almost_equal(r, r2)
- def test_random(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- r, q = rq(a)
- assert_array_almost_equal(q @ q.T, eye(n))
- assert_array_almost_equal(r @ q, a)
- def test_simple_trap(self):
- a = [[8, 2, 3], [2, 9, 3]]
- r, q = rq(a)
- assert_array_almost_equal(q.T @ q, eye(3))
- assert_array_almost_equal(r @ q, a)
- def test_simple_tall(self):
- a = [[8, 2], [2, 9], [5, 3]]
- r, q = rq(a)
- assert_array_almost_equal(q.T @ q, eye(2))
- assert_array_almost_equal(r @ q, a)
- def test_simple_fat(self):
- a = [[8, 2, 5], [2, 9, 3]]
- r, q = rq(a)
- assert_array_almost_equal(q @ q.T, eye(3))
- assert_array_almost_equal(r @ q, a)
- def test_simple_complex(self):
- a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
- r, q = rq(a)
- assert_array_almost_equal(q @ q.conj().T, eye(3))
- assert_array_almost_equal(r @ q, a)
- def test_random_tall(self):
- m = 200
- n = 100
- for k in range(2):
- a = random([m, n])
- r, q = rq(a)
- assert_array_almost_equal(q @ q.T, eye(n))
- assert_array_almost_equal(r @ q, a)
- def test_random_trap(self):
- m = 100
- n = 200
- for k in range(2):
- a = random([m, n])
- r, q = rq(a)
- assert_array_almost_equal(q @ q.T, eye(n))
- assert_array_almost_equal(r @ q, a)
- def test_random_trap_economic(self):
- m = 100
- n = 200
- for k in range(2):
- a = random([m, n])
- r, q = rq(a, mode='economic')
- assert_array_almost_equal(q @ q.T, eye(m))
- assert_array_almost_equal(r @ q, a)
- assert_equal(q.shape, (m, n))
- assert_equal(r.shape, (m, m))
- def test_random_complex(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- r, q = rq(a)
- assert_array_almost_equal(q @ q.conj().T, eye(n))
- assert_array_almost_equal(r @ q, a)
- def test_random_complex_economic(self):
- m = 100
- n = 200
- for k in range(2):
- a = random([m, n])+1j*random([m, n])
- r, q = rq(a, mode='economic')
- assert_array_almost_equal(q @ q.conj().T, eye(m))
- assert_array_almost_equal(r @ q, a)
- assert_equal(q.shape, (m, n))
- assert_equal(r.shape, (m, m))
- def test_check_finite(self):
- a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
- r, q = rq(a, check_finite=False)
- assert_array_almost_equal(q @ q.T, eye(3))
- assert_array_almost_equal(r @ q, a)
- class TestSchur:
- def check_schur(self, a, t, u, rtol, atol):
- # Check that the Schur decomposition is correct.
- assert_allclose(u @ t @ u.conj().T, a, rtol=rtol, atol=atol,
- err_msg="Schur decomposition does not match 'a'")
- # The expected value of u @ u.H - I is all zeros, so test
- # with absolute tolerance only.
- assert_allclose(u @ u.conj().T - np.eye(len(u)), 0, rtol=0, atol=atol,
- err_msg="u is not unitary")
- def test_simple(self):
- a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]]
- t, z = schur(a)
- self.check_schur(a, t, z, rtol=1e-14, atol=5e-15)
- tc, zc = schur(a, 'complex')
- assert_(np.any(ravel(iscomplex(zc))) and np.any(ravel(iscomplex(tc))))
- self.check_schur(a, tc, zc, rtol=1e-14, atol=5e-15)
- tc2, zc2 = rsf2csf(tc, zc)
- self.check_schur(a, tc2, zc2, rtol=1e-14, atol=5e-15)
- @pytest.mark.parametrize(
- 'sort, expected_diag',
- [('lhp', [-np.sqrt(2), -0.5, np.sqrt(2), 0.5]),
- ('rhp', [np.sqrt(2), 0.5, -np.sqrt(2), -0.5]),
- ('iuc', [-0.5, 0.5, np.sqrt(2), -np.sqrt(2)]),
- ('ouc', [np.sqrt(2), -np.sqrt(2), -0.5, 0.5]),
- (lambda x: x >= 0.0, [np.sqrt(2), 0.5, -np.sqrt(2), -0.5])]
- )
- def test_sort(self, sort, expected_diag):
- # The exact eigenvalues of this matrix are
- # -sqrt(2), sqrt(2), -1/2, 1/2.
- a = [[4., 3., 1., -1.],
- [-4.5, -3.5, -1., 1.],
- [9., 6., -4., 4.5],
- [6., 4., -3., 3.5]]
- t, u, sdim = schur(a, sort=sort)
- self.check_schur(a, t, u, rtol=1e-14, atol=5e-15)
- assert_allclose(np.diag(t), expected_diag, rtol=1e-12)
- assert_equal(2, sdim)
- def test_sort_errors(self):
- a = [[4., 3., 1., -1.],
- [-4.5, -3.5, -1., 1.],
- [9., 6., -4., 4.5],
- [6., 4., -3., 3.5]]
- assert_raises(ValueError, schur, a, sort='unsupported')
- assert_raises(ValueError, schur, a, sort=1)
- def test_check_finite(self):
- a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]]
- t, z = schur(a, check_finite=False)
- assert_array_almost_equal(z @ t @ z.conj().T, a)
- class TestHessenberg:
- def test_simple(self):
- a = [[-149, -50, -154],
- [537, 180, 546],
- [-27, -9, -25]]
- h1 = [[-149.0000, 42.2037, -156.3165],
- [-537.6783, 152.5511, -554.9272],
- [0, 0.0728, 2.4489]]
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.T @ a @ q, h)
- assert_array_almost_equal(h, h1, decimal=4)
- def test_simple_complex(self):
- a = [[-149, -50, -154],
- [537, 180j, 546],
- [-27j, -9, -25]]
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.conj().T @ a @ q, h)
- def test_simple2(self):
- a = [[1, 2, 3, 4, 5, 6, 7],
- [0, 2, 3, 4, 6, 7, 2],
- [0, 2, 2, 3, 0, 3, 2],
- [0, 0, 2, 8, 0, 0, 2],
- [0, 3, 1, 2, 0, 1, 2],
- [0, 1, 2, 3, 0, 1, 0],
- [0, 0, 0, 0, 0, 1, 2]]
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.T @ a @ q, h)
- def test_simple3(self):
- a = np.eye(3)
- a[-1, 0] = 2
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.T @ a @ q, h)
- def test_random(self):
- n = 20
- for k in range(2):
- a = random([n, n])
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.T @ a @ q, h)
- def test_random_complex(self):
- n = 20
- for k in range(2):
- a = random([n, n])+1j*random([n, n])
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q.conj().T @ a @ q, h)
- def test_check_finite(self):
- a = [[-149, -50, -154],
- [537, 180, 546],
- [-27, -9, -25]]
- h1 = [[-149.0000, 42.2037, -156.3165],
- [-537.6783, 152.5511, -554.9272],
- [0, 0.0728, 2.4489]]
- h, q = hessenberg(a, calc_q=1, check_finite=False)
- assert_array_almost_equal(q.T @ a @ q, h)
- assert_array_almost_equal(h, h1, decimal=4)
- def test_2x2(self):
- a = [[2, 1], [7, 12]]
- h, q = hessenberg(a, calc_q=1)
- assert_array_almost_equal(q, np.eye(2))
- assert_array_almost_equal(h, a)
- b = [[2-7j, 1+2j], [7+3j, 12-2j]]
- h2, q2 = hessenberg(b, calc_q=1)
- assert_array_almost_equal(q2, np.eye(2))
- assert_array_almost_equal(h2, b)
- class TestQZ:
- def setup_method(self):
- seed(12345)
- @pytest.mark.xfail(sys.platform == 'darwin',
- reason="gges[float32] broken for OpenBLAS on macOS, see gh-16949")
- def test_qz_single(self):
- n = 5
- A = random([n, n]).astype(float32)
- B = random([n, n]).astype(float32)
- AA, BB, Q, Z = qz(A, B)
- assert_array_almost_equal(Q @ AA @ Z.T, A, decimal=5)
- assert_array_almost_equal(Q @ BB @ Z.T, B, decimal=5)
- assert_array_almost_equal(Q @ Q.T, eye(n), decimal=5)
- assert_array_almost_equal(Z @ Z.T, eye(n), decimal=5)
- assert_(np.all(diag(BB) >= 0))
- def test_qz_double(self):
- n = 5
- A = random([n, n])
- B = random([n, n])
- AA, BB, Q, Z = qz(A, B)
- assert_array_almost_equal(Q @ AA @ Z.T, A)
- assert_array_almost_equal(Q @ BB @ Z.T, B)
- assert_array_almost_equal(Q @ Q.T, eye(n))
- assert_array_almost_equal(Z @ Z.T, eye(n))
- assert_(np.all(diag(BB) >= 0))
- def test_qz_complex(self):
- n = 5
- A = random([n, n]) + 1j*random([n, n])
- B = random([n, n]) + 1j*random([n, n])
- AA, BB, Q, Z = qz(A, B)
- assert_array_almost_equal(Q @ AA @ Z.conj().T, A)
- assert_array_almost_equal(Q @ BB @ Z.conj().T, B)
- assert_array_almost_equal(Q @ Q.conj().T, eye(n))
- assert_array_almost_equal(Z @ Z.conj().T, eye(n))
- assert_(np.all(diag(BB) >= 0))
- assert_(np.all(diag(BB).imag == 0))
- def test_qz_complex64(self):
- n = 5
- A = (random([n, n]) + 1j*random([n, n])).astype(complex64)
- B = (random([n, n]) + 1j*random([n, n])).astype(complex64)
- AA, BB, Q, Z = qz(A, B)
- assert_array_almost_equal(Q @ AA @ Z.conj().T, A, decimal=5)
- assert_array_almost_equal(Q @ BB @ Z.conj().T, B, decimal=5)
- assert_array_almost_equal(Q @ Q.conj().T, eye(n), decimal=5)
- assert_array_almost_equal(Z @ Z.conj().T, eye(n), decimal=5)
- assert_(np.all(diag(BB) >= 0))
- assert_(np.all(diag(BB).imag == 0))
- def test_qz_double_complex(self):
- n = 5
- A = random([n, n])
- B = random([n, n])
- AA, BB, Q, Z = qz(A, B, output='complex')
- aa = Q @ AA @ Z.conj().T
- assert_array_almost_equal(aa.real, A)
- assert_array_almost_equal(aa.imag, 0)
- bb = Q @ BB @ Z.conj().T
- assert_array_almost_equal(bb.real, B)
- assert_array_almost_equal(bb.imag, 0)
- assert_array_almost_equal(Q @ Q.conj().T, eye(n))
- assert_array_almost_equal(Z @ Z.conj().T, eye(n))
- assert_(np.all(diag(BB) >= 0))
- def test_qz_double_sort(self):
- # from https://www.nag.com/lapack-ex/node119.html
- # NOTE: These matrices may be ill-conditioned and lead to a
- # seg fault on certain python versions when compiled with
- # sse2 or sse3 older ATLAS/LAPACK binaries for windows
- # A = np.array([[3.9, 12.5, -34.5, -0.5],
- # [ 4.3, 21.5, -47.5, 7.5],
- # [ 4.3, 21.5, -43.5, 3.5],
- # [ 4.4, 26.0, -46.0, 6.0 ]])
- # B = np.array([[ 1.0, 2.0, -3.0, 1.0],
- # [1.0, 3.0, -5.0, 4.0],
- # [1.0, 3.0, -4.0, 3.0],
- # [1.0, 3.0, -4.0, 4.0]])
- A = np.array([[3.9, 12.5, -34.5, 2.5],
- [4.3, 21.5, -47.5, 7.5],
- [4.3, 1.5, -43.5, 3.5],
- [4.4, 6.0, -46.0, 6.0]])
- B = np.array([[1.0, 1.0, -3.0, 1.0],
- [1.0, 3.0, -5.0, 4.4],
- [1.0, 2.0, -4.0, 1.0],
- [1.2, 3.0, -4.0, 4.0]])
- assert_raises(ValueError, qz, A, B, sort=lambda ar, ai, beta: ai == 0)
- if False:
- AA, BB, Q, Z, sdim = qz(A, B, sort=lambda ar, ai, beta: ai == 0)
- # assert_(sdim == 2)
- assert_(sdim == 4)
- assert_array_almost_equal(Q @ AA @ Z.T, A)
- assert_array_almost_equal(Q @ BB @ Z.T, B)
- # test absolute values bc the sign is ambiguous and
- # might be platform dependent
- assert_array_almost_equal(np.abs(AA), np.abs(np.array(
- [[35.7864, -80.9061, -12.0629, -9.498],
- [0., 2.7638, -2.3505, 7.3256],
- [0., 0., 0.6258, -0.0398],
- [0., 0., 0., -12.8217]])), 4)
- assert_array_almost_equal(np.abs(BB), np.abs(np.array(
- [[4.5324, -8.7878, 3.2357, -3.5526],
- [0., 1.4314, -2.1894, 0.9709],
- [0., 0., 1.3126, -0.3468],
- [0., 0., 0., 0.559]])), 4)
- assert_array_almost_equal(np.abs(Q), np.abs(np.array(
- [[-0.4193, -0.605, -0.1894, -0.6498],
- [-0.5495, 0.6987, 0.2654, -0.3734],
- [-0.4973, -0.3682, 0.6194, 0.4832],
- [-0.5243, 0.1008, -0.7142, 0.4526]])), 4)
- assert_array_almost_equal(np.abs(Z), np.abs(np.array(
- [[-0.9471, -0.2971, -0.1217, 0.0055],
- [-0.0367, 0.1209, 0.0358, 0.9913],
- [0.3171, -0.9041, -0.2547, 0.1312],
- [0.0346, 0.2824, -0.9587, 0.0014]])), 4)
- # test absolute values bc the sign is ambiguous and might be platform
- # dependent
- # assert_array_almost_equal(abs(AA), abs(np.array([
- # [3.8009, -69.4505, 50.3135, -43.2884],
- # [0.0000, 9.2033, -0.2001, 5.9881],
- # [0.0000, 0.0000, 1.4279, 4.4453],
- # [0.0000, 0.0000, 0.9019, -1.1962]])), 4)
- # assert_array_almost_equal(abs(BB), abs(np.array([
- # [1.9005, -10.2285, 0.8658, -5.2134],
- # [0.0000, 2.3008, 0.7915, 0.4262],
- # [0.0000, 0.0000, 0.8101, 0.0000],
- # [0.0000, 0.0000, 0.0000, -0.2823]])), 4)
- # assert_array_almost_equal(abs(Q), abs(np.array([
- # [0.4642, 0.7886, 0.2915, -0.2786],
- # [0.5002, -0.5986, 0.5638, -0.2713],
- # [0.5002, 0.0154, -0.0107, 0.8657],
- # [0.5331, -0.1395, -0.7727, -0.3151]])), 4)
- # assert_array_almost_equal(dot(Q,Q.T), eye(4))
- # assert_array_almost_equal(abs(Z), abs(np.array([
- # [0.9961, -0.0014, 0.0887, -0.0026],
- # [0.0057, -0.0404, -0.0938, -0.9948],
- # [0.0626, 0.7194, -0.6908, 0.0363],
- # [0.0626, -0.6934, -0.7114, 0.0956]])), 4)
- # assert_array_almost_equal(dot(Z,Z.T), eye(4))
- # def test_qz_complex_sort(self):
- # cA = np.array([
- # [-21.10+22.50*1j, 53.50+-50.50*1j, -34.50+127.50*1j, 7.50+ 0.50*1j],
- # [-0.46+ -7.78*1j, -3.50+-37.50*1j, -15.50+ 58.50*1j,-10.50+ -1.50*1j],
- # [ 4.30+ -5.50*1j, 39.70+-17.10*1j, -68.50+ 12.50*1j, -7.50+ -3.50*1j],
- # [ 5.50+ 4.40*1j, 14.40+ 43.30*1j, -32.50+-46.00*1j,-19.00+-32.50*1j]])
- # cB = np.array([
- # [1.00+ -5.00*1j, 1.60+ 1.20*1j,-3.00+ 0.00*1j, 0.00+ -1.00*1j],
- # [0.80+ -0.60*1j, 3.00+ -5.00*1j,-4.00+ 3.00*1j,-2.40+ -3.20*1j],
- # [1.00+ 0.00*1j, 2.40+ 1.80*1j,-4.00+ -5.00*1j, 0.00+ -3.00*1j],
- # [0.00+ 1.00*1j,-1.80+ 2.40*1j, 0.00+ -4.00*1j, 4.00+ -5.00*1j]])
- # AAS,BBS,QS,ZS,sdim = qz(cA,cB,sort='lhp')
- # eigenvalues = diag(AAS)/diag(BBS)
- # assert_(np.all(np.real(eigenvalues[:sdim] < 0)))
- # assert_(np.all(np.real(eigenvalues[sdim:] > 0)))
- def test_check_finite(self):
- n = 5
- A = random([n, n])
- B = random([n, n])
- AA, BB, Q, Z = qz(A, B, check_finite=False)
- assert_array_almost_equal(Q @ AA @ Z.T, A)
- assert_array_almost_equal(Q @ BB @ Z.T, B)
- assert_array_almost_equal(Q @ Q.T, eye(n))
- assert_array_almost_equal(Z @ Z.T, eye(n))
- assert_(np.all(diag(BB) >= 0))
- def _make_pos(X):
- # the decompositions can have different signs than verified results
- return np.sign(X)*X
- class TestOrdQZ:
- @classmethod
- def setup_class(cls):
- # https://www.nag.com/lapack-ex/node119.html
- A1 = np.array([[-21.10 - 22.50j, 53.5 - 50.5j, -34.5 + 127.5j,
- 7.5 + 0.5j],
- [-0.46 - 7.78j, -3.5 - 37.5j, -15.5 + 58.5j,
- -10.5 - 1.5j],
- [4.30 - 5.50j, 39.7 - 17.1j, -68.5 + 12.5j,
- -7.5 - 3.5j],
- [5.50 + 4.40j, 14.4 + 43.3j, -32.5 - 46.0j,
- -19.0 - 32.5j]])
- B1 = np.array([[1.0 - 5.0j, 1.6 + 1.2j, -3 + 0j, 0.0 - 1.0j],
- [0.8 - 0.6j, .0 - 5.0j, -4 + 3j, -2.4 - 3.2j],
- [1.0 + 0.0j, 2.4 + 1.8j, -4 - 5j, 0.0 - 3.0j],
- [0.0 + 1.0j, -1.8 + 2.4j, 0 - 4j, 4.0 - 5.0j]])
- # https://www.nag.com/numeric/fl/nagdoc_fl23/xhtml/F08/f08yuf.xml
- A2 = np.array([[3.9, 12.5, -34.5, -0.5],
- [4.3, 21.5, -47.5, 7.5],
- [4.3, 21.5, -43.5, 3.5],
- [4.4, 26.0, -46.0, 6.0]])
- B2 = np.array([[1, 2, -3, 1],
- [1, 3, -5, 4],
- [1, 3, -4, 3],
- [1, 3, -4, 4]])
- # example with the eigenvalues
- # -0.33891648, 1.61217396+0.74013521j, 1.61217396-0.74013521j,
- # 0.61244091
- # thus featuring:
- # * one complex conjugate eigenvalue pair,
- # * one eigenvalue in the lhp
- # * 2 eigenvalues in the unit circle
- # * 2 non-real eigenvalues
- A3 = np.array([[5., 1., 3., 3.],
- [4., 4., 2., 7.],
- [7., 4., 1., 3.],
- [0., 4., 8., 7.]])
- B3 = np.array([[8., 10., 6., 10.],
- [7., 7., 2., 9.],
- [9., 1., 6., 6.],
- [5., 1., 4., 7.]])
- # example with infinite eigenvalues
- A4 = np.eye(2)
- B4 = np.diag([0, 1])
- # example with (alpha, beta) = (0, 0)
- A5 = np.diag([1, 0])
- cls.A = [A1, A2, A3, A4, A5]
- cls.B = [B1, B2, B3, B4, A5]
- def qz_decomp(self, sort):
- with np.errstate(all='raise'):
- ret = [ordqz(Ai, Bi, sort=sort) for Ai, Bi in zip(self.A, self.B)]
- return tuple(ret)
- def check(self, A, B, sort, AA, BB, alpha, beta, Q, Z):
- Id = np.eye(*A.shape)
- # make sure Q and Z are orthogonal
- assert_array_almost_equal(Q @ Q.T.conj(), Id)
- assert_array_almost_equal(Z @ Z.T.conj(), Id)
- # check factorization
- assert_array_almost_equal(Q @ AA, A @ Z)
- assert_array_almost_equal(Q @ BB, B @ Z)
- # check shape of AA and BB
- assert_array_equal(np.tril(AA, -2), np.zeros(AA.shape))
- assert_array_equal(np.tril(BB, -1), np.zeros(BB.shape))
- # check eigenvalues
- for i in range(A.shape[0]):
- # does the current diagonal element belong to a 2-by-2 block
- # that was already checked?
- if i > 0 and A[i, i - 1] != 0:
- continue
- # take care of 2-by-2 blocks
- if i < AA.shape[0] - 1 and AA[i + 1, i] != 0:
- evals, _ = eig(AA[i:i + 2, i:i + 2], BB[i:i + 2, i:i + 2])
- # make sure the pair of complex conjugate eigenvalues
- # is ordered consistently (positive imaginary part first)
- if evals[0].imag < 0:
- evals = evals[[1, 0]]
- tmp = alpha[i:i + 2]/beta[i:i + 2]
- if tmp[0].imag < 0:
- tmp = tmp[[1, 0]]
- assert_array_almost_equal(evals, tmp)
- else:
- if alpha[i] == 0 and beta[i] == 0:
- assert_equal(AA[i, i], 0)
- assert_equal(BB[i, i], 0)
- elif beta[i] == 0:
- assert_equal(BB[i, i], 0)
- else:
- assert_almost_equal(AA[i, i]/BB[i, i], alpha[i]/beta[i])
- sortfun = _select_function(sort)
- lastsort = True
- for i in range(A.shape[0]):
- cursort = sortfun(np.array([alpha[i]]), np.array([beta[i]]))
- # once the sorting criterion was not matched all subsequent
- # eigenvalues also shouldn't match
- if not lastsort:
- assert not cursort
- lastsort = cursort
- def check_all(self, sort):
- ret = self.qz_decomp(sort)
- for reti, Ai, Bi in zip(ret, self.A, self.B):
- self.check(Ai, Bi, sort, *reti)
- def test_lhp(self):
- self.check_all('lhp')
- def test_rhp(self):
- self.check_all('rhp')
- def test_iuc(self):
- self.check_all('iuc')
- def test_ouc(self):
- self.check_all('ouc')
- def test_ref(self):
- # real eigenvalues first (top-left corner)
- def sort(x, y):
- out = np.empty_like(x, dtype=bool)
- nonzero = (y != 0)
- out[~nonzero] = False
- out[nonzero] = (x[nonzero]/y[nonzero]).imag == 0
- return out
- self.check_all(sort)
- def test_cef(self):
- # complex eigenvalues first (top-left corner)
- def sort(x, y):
- out = np.empty_like(x, dtype=bool)
- nonzero = (y != 0)
- out[~nonzero] = False
- out[nonzero] = (x[nonzero]/y[nonzero]).imag != 0
- return out
- self.check_all(sort)
- def test_diff_input_types(self):
- ret = ordqz(self.A[1], self.B[2], sort='lhp')
- self.check(self.A[1], self.B[2], 'lhp', *ret)
- ret = ordqz(self.B[2], self.A[1], sort='lhp')
- self.check(self.B[2], self.A[1], 'lhp', *ret)
- def test_sort_explicit(self):
- # Test order of the eigenvalues in the 2 x 2 case where we can
- # explicitly compute the solution
- A1 = np.eye(2)
- B1 = np.diag([-2, 0.5])
- expected1 = [('lhp', [-0.5, 2]),
- ('rhp', [2, -0.5]),
- ('iuc', [-0.5, 2]),
- ('ouc', [2, -0.5])]
- A2 = np.eye(2)
- B2 = np.diag([-2 + 1j, 0.5 + 0.5j])
- expected2 = [('lhp', [1/(-2 + 1j), 1/(0.5 + 0.5j)]),
- ('rhp', [1/(0.5 + 0.5j), 1/(-2 + 1j)]),
- ('iuc', [1/(-2 + 1j), 1/(0.5 + 0.5j)]),
- ('ouc', [1/(0.5 + 0.5j), 1/(-2 + 1j)])]
- # 'lhp' is ambiguous so don't test it
- A3 = np.eye(2)
- B3 = np.diag([2, 0])
- expected3 = [('rhp', [0.5, np.inf]),
- ('iuc', [0.5, np.inf]),
- ('ouc', [np.inf, 0.5])]
- # 'rhp' is ambiguous so don't test it
- A4 = np.eye(2)
- B4 = np.diag([-2, 0])
- expected4 = [('lhp', [-0.5, np.inf]),
- ('iuc', [-0.5, np.inf]),
- ('ouc', [np.inf, -0.5])]
- A5 = np.diag([0, 1])
- B5 = np.diag([0, 0.5])
- # 'lhp' and 'iuc' are ambiguous so don't test them
- expected5 = [('rhp', [2, np.nan]),
- ('ouc', [2, np.nan])]
- A = [A1, A2, A3, A4, A5]
- B = [B1, B2, B3, B4, B5]
- expected = [expected1, expected2, expected3, expected4, expected5]
- for Ai, Bi, expectedi in zip(A, B, expected):
- for sortstr, expected_eigvals in expectedi:
- _, _, alpha, beta, _, _ = ordqz(Ai, Bi, sort=sortstr)
- azero = (alpha == 0)
- bzero = (beta == 0)
- x = np.empty_like(alpha)
- x[azero & bzero] = np.nan
- x[~azero & bzero] = np.inf
- x[~bzero] = alpha[~bzero]/beta[~bzero]
- assert_allclose(expected_eigvals, x)
- class TestOrdQZWorkspaceSize:
- def setup_method(self):
- seed(12345)
- def test_decompose(self):
- N = 202
- # raises error if lwork parameter to dtrsen is too small
- for ddtype in [np.float32, np.float64]:
- A = random((N, N)).astype(ddtype)
- B = random((N, N)).astype(ddtype)
- # sort = lambda ar, ai, b: ar**2 + ai**2 < b**2
- _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta,
- output='real')
- for ddtype in [np.complex128, np.complex64]:
- A = random((N, N)).astype(ddtype)
- B = random((N, N)).astype(ddtype)
- _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta,
- output='complex')
- @pytest.mark.slow
- def test_decompose_ouc(self):
- N = 202
- # segfaults if lwork parameter to dtrsen is too small
- for ddtype in [np.float32, np.float64, np.complex128, np.complex64]:
- A = random((N, N)).astype(ddtype)
- B = random((N, N)).astype(ddtype)
- S, T, alpha, beta, U, V = ordqz(A, B, sort='ouc')
- class TestDatacopied:
- def test_datacopied(self):
- from scipy.linalg._decomp import _datacopied
- M = matrix([[0, 1], [2, 3]])
- A = asarray(M)
- L = M.tolist()
- M2 = M.copy()
- class Fake1:
- def __array__(self):
- return A
- class Fake2:
- __array_interface__ = A.__array_interface__
- F1 = Fake1()
- F2 = Fake2()
- for item, status in [(M, False), (A, False), (L, True),
- (M2, False), (F1, False), (F2, False)]:
- arr = asarray(item)
- assert_equal(_datacopied(arr, item), status,
- err_msg=repr(item))
- def test_aligned_mem_float():
- """Check linalg works with non-aligned memory (float32)"""
- # Allocate 402 bytes of memory (allocated on boundary)
- a = arange(402, dtype=np.uint8)
- # Create an array with boundary offset 4
- z = np.frombuffer(a.data, offset=2, count=100, dtype=float32)
- z.shape = 10, 10
- eig(z, overwrite_a=True)
- eig(z.T, overwrite_a=True)
- @pytest.mark.skipif(platform.machine() == 'ppc64le',
- reason="crashes on ppc64le")
- def test_aligned_mem():
- """Check linalg works with non-aligned memory (float64)"""
- # Allocate 804 bytes of memory (allocated on boundary)
- a = arange(804, dtype=np.uint8)
- # Create an array with boundary offset 4
- z = np.frombuffer(a.data, offset=4, count=100, dtype=float)
- z.shape = 10, 10
- eig(z, overwrite_a=True)
- eig(z.T, overwrite_a=True)
- def test_aligned_mem_complex():
- """Check that complex objects don't need to be completely aligned"""
- # Allocate 1608 bytes of memory (allocated on boundary)
- a = zeros(1608, dtype=np.uint8)
- # Create an array with boundary offset 8
- z = np.frombuffer(a.data, offset=8, count=100, dtype=complex)
- z.shape = 10, 10
- eig(z, overwrite_a=True)
- # This does not need special handling
- eig(z.T, overwrite_a=True)
- def check_lapack_misaligned(func, args, kwargs):
- args = list(args)
- for i in range(len(args)):
- a = args[:]
- if isinstance(a[i], np.ndarray):
- # Try misaligning a[i]
- aa = np.zeros(a[i].size*a[i].dtype.itemsize+8, dtype=np.uint8)
- aa = np.frombuffer(aa.data, offset=4, count=a[i].size,
- dtype=a[i].dtype)
- aa.shape = a[i].shape
- aa[...] = a[i]
- a[i] = aa
- func(*a, **kwargs)
- if len(a[i].shape) > 1:
- a[i] = a[i].T
- func(*a, **kwargs)
- @pytest.mark.xfail(run=False,
- reason="Ticket #1152, triggers a segfault in rare cases.")
- def test_lapack_misaligned():
- M = np.eye(10, dtype=float)
- R = np.arange(100)
- R.shape = 10, 10
- S = np.arange(20000, dtype=np.uint8)
- S = np.frombuffer(S.data, offset=4, count=100, dtype=float)
- S.shape = 10, 10
- b = np.ones(10)
- LU, piv = lu_factor(S)
- for (func, args, kwargs) in [
- (eig, (S,), dict(overwrite_a=True)), # crash
- (eigvals, (S,), dict(overwrite_a=True)), # no crash
- (lu, (S,), dict(overwrite_a=True)), # no crash
- (lu_factor, (S,), dict(overwrite_a=True)), # no crash
- (lu_solve, ((LU, piv), b), dict(overwrite_b=True)),
- (solve, (S, b), dict(overwrite_a=True, overwrite_b=True)),
- (svd, (M,), dict(overwrite_a=True)), # no crash
- (svd, (R,), dict(overwrite_a=True)), # no crash
- (svd, (S,), dict(overwrite_a=True)), # crash
- (svdvals, (S,), dict()), # no crash
- (svdvals, (S,), dict(overwrite_a=True)), # crash
- (cholesky, (M,), dict(overwrite_a=True)), # no crash
- (qr, (S,), dict(overwrite_a=True)), # crash
- (rq, (S,), dict(overwrite_a=True)), # crash
- (hessenberg, (S,), dict(overwrite_a=True)), # crash
- (schur, (S,), dict(overwrite_a=True)), # crash
- ]:
- check_lapack_misaligned(func, args, kwargs)
- # not properly tested
- # cholesky, rsf2csf, lu_solve, solve, eig_banded, eigvals_banded, eigh, diagsvd
- class TestOverwrite:
- def test_eig(self):
- assert_no_overwrite(eig, [(3, 3)])
- assert_no_overwrite(eig, [(3, 3), (3, 3)])
- def test_eigh(self):
- assert_no_overwrite(eigh, [(3, 3)])
- assert_no_overwrite(eigh, [(3, 3), (3, 3)])
- def test_eig_banded(self):
- assert_no_overwrite(eig_banded, [(3, 2)])
- def test_eigvals(self):
- assert_no_overwrite(eigvals, [(3, 3)])
- def test_eigvalsh(self):
- assert_no_overwrite(eigvalsh, [(3, 3)])
- def test_eigvals_banded(self):
- assert_no_overwrite(eigvals_banded, [(3, 2)])
- def test_hessenberg(self):
- assert_no_overwrite(hessenberg, [(3, 3)])
- def test_lu_factor(self):
- assert_no_overwrite(lu_factor, [(3, 3)])
- def test_lu_solve(self):
- x = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 8]])
- xlu = lu_factor(x)
- assert_no_overwrite(lambda b: lu_solve(xlu, b), [(3,)])
- def test_lu(self):
- assert_no_overwrite(lu, [(3, 3)])
- def test_qr(self):
- assert_no_overwrite(qr, [(3, 3)])
- def test_rq(self):
- assert_no_overwrite(rq, [(3, 3)])
- def test_schur(self):
- assert_no_overwrite(schur, [(3, 3)])
- def test_schur_complex(self):
- assert_no_overwrite(lambda a: schur(a, 'complex'), [(3, 3)],
- dtypes=[np.float32, np.float64])
- def test_svd(self):
- assert_no_overwrite(svd, [(3, 3)])
- assert_no_overwrite(lambda a: svd(a, lapack_driver='gesvd'), [(3, 3)])
- def test_svdvals(self):
- assert_no_overwrite(svdvals, [(3, 3)])
- def _check_orth(n, dtype, skip_big=False):
- X = np.ones((n, 2), dtype=float).astype(dtype)
- eps = np.finfo(dtype).eps
- tol = 1000 * eps
- Y = orth(X)
- assert_equal(Y.shape, (n, 1))
- assert_allclose(Y, Y.mean(), atol=tol)
- Y = orth(X.T)
- assert_equal(Y.shape, (2, 1))
- assert_allclose(Y, Y.mean(), atol=tol)
- if n > 5 and not skip_big:
- np.random.seed(1)
- X = np.random.rand(n, 5) @ np.random.rand(5, n)
- X = X + 1e-4 * np.random.rand(n, 1) @ np.random.rand(1, n)
- X = X.astype(dtype)
- Y = orth(X, rcond=1e-3)
- assert_equal(Y.shape, (n, 5))
- Y = orth(X, rcond=1e-6)
- assert_equal(Y.shape, (n, 5 + 1))
- @pytest.mark.slow
- @pytest.mark.skipif(np.dtype(np.intp).itemsize < 8,
- reason="test only on 64-bit, else too slow")
- def test_orth_memory_efficiency():
- # Pick n so that 16*n bytes is reasonable but 8*n*n bytes is unreasonable.
- # Keep in mind that @pytest.mark.slow tests are likely to be running
- # under configurations that support 4Gb+ memory for tests related to
- # 32 bit overflow.
- n = 10*1000*1000
- try:
- _check_orth(n, np.float64, skip_big=True)
- except MemoryError as e:
- raise AssertionError(
- 'memory error perhaps caused by orth regression'
- ) from e
- def test_orth():
- dtypes = [np.float32, np.float64, np.complex64, np.complex128]
- sizes = [1, 2, 3, 10, 100]
- for dt, n in itertools.product(dtypes, sizes):
- _check_orth(n, dt)
- def test_null_space():
- np.random.seed(1)
- dtypes = [np.float32, np.float64, np.complex64, np.complex128]
- sizes = [1, 2, 3, 10, 100]
- for dt, n in itertools.product(dtypes, sizes):
- X = np.ones((2, n), dtype=dt)
- eps = np.finfo(dt).eps
- tol = 1000 * eps
- Y = null_space(X)
- assert_equal(Y.shape, (n, n-1))
- assert_allclose(X @ Y, 0, atol=tol)
- Y = null_space(X.T)
- assert_equal(Y.shape, (2, 1))
- assert_allclose(X.T @ Y, 0, atol=tol)
- X = np.random.randn(1 + n//2, n)
- Y = null_space(X)
- assert_equal(Y.shape, (n, n - 1 - n//2))
- assert_allclose(X @ Y, 0, atol=tol)
- if n > 5:
- np.random.seed(1)
- X = np.random.rand(n, 5) @ np.random.rand(5, n)
- X = X + 1e-4 * np.random.rand(n, 1) @ np.random.rand(1, n)
- X = X.astype(dt)
- Y = null_space(X, rcond=1e-3)
- assert_equal(Y.shape, (n, n - 5))
- Y = null_space(X, rcond=1e-6)
- assert_equal(Y.shape, (n, n - 6))
- def test_subspace_angles():
- H = hadamard(8, float)
- A = H[:, :3]
- B = H[:, 3:]
- assert_allclose(subspace_angles(A, B), [np.pi / 2.] * 3, atol=1e-14)
- assert_allclose(subspace_angles(B, A), [np.pi / 2.] * 3, atol=1e-14)
- for x in (A, B):
- assert_allclose(subspace_angles(x, x), np.zeros(x.shape[1]),
- atol=1e-14)
- # From MATLAB function "subspace", which effectively only returns the
- # last value that we calculate
- x = np.array(
- [[0.537667139546100, 0.318765239858981, 3.578396939725760, 0.725404224946106], # noqa: E501
- [1.833885014595086, -1.307688296305273, 2.769437029884877, -0.063054873189656], # noqa: E501
- [-2.258846861003648, -0.433592022305684, -1.349886940156521, 0.714742903826096], # noqa: E501
- [0.862173320368121, 0.342624466538650, 3.034923466331855, -0.204966058299775]]) # noqa: E501
- expected = 1.481454682101605
- assert_allclose(subspace_angles(x[:, :2], x[:, 2:])[0], expected,
- rtol=1e-12)
- assert_allclose(subspace_angles(x[:, 2:], x[:, :2])[0], expected,
- rtol=1e-12)
- expected = 0.746361174247302
- assert_allclose(subspace_angles(x[:, :2], x[:, [2]]), expected, rtol=1e-12)
- assert_allclose(subspace_angles(x[:, [2]], x[:, :2]), expected, rtol=1e-12)
- expected = 0.487163718534313
- assert_allclose(subspace_angles(x[:, :3], x[:, [3]]), expected, rtol=1e-12)
- assert_allclose(subspace_angles(x[:, [3]], x[:, :3]), expected, rtol=1e-12)
- expected = 0.328950515907756
- assert_allclose(subspace_angles(x[:, :2], x[:, 1:]), [expected, 0],
- atol=1e-12)
- # Degenerate conditions
- assert_raises(ValueError, subspace_angles, x[0], x)
- assert_raises(ValueError, subspace_angles, x, x[0])
- assert_raises(ValueError, subspace_angles, x[:-1], x)
- # Test branch if mask.any is True:
- A = np.array([[1, 0, 0],
- [0, 1, 0],
- [0, 0, 1],
- [0, 0, 0],
- [0, 0, 0]])
- B = np.array([[1, 0, 0],
- [0, 1, 0],
- [0, 0, 0],
- [0, 0, 0],
- [0, 0, 1]])
- expected = np.array([np.pi/2, 0, 0])
- assert_allclose(subspace_angles(A, B), expected, rtol=1e-12)
- # Complex
- # second column in "b" does not affect result, just there so that
- # b can have more cols than a, and vice-versa (both conditional code paths)
- a = [[1 + 1j], [0]]
- b = [[1 - 1j, 0], [0, 1]]
- assert_allclose(subspace_angles(a, b), 0., atol=1e-14)
- assert_allclose(subspace_angles(b, a), 0., atol=1e-14)
- class TestCDF2RDF:
- def matmul(self, a, b):
- return np.einsum('...ij,...jk->...ik', a, b)
- def assert_eig_valid(self, w, v, x):
- assert_array_almost_equal(
- self.matmul(v, w),
- self.matmul(x, v)
- )
- def test_single_array0x0real(self):
- # eig doesn't support 0x0 in old versions of numpy
- X = np.empty((0, 0))
- w, v = np.empty(0), np.empty((0, 0))
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_single_array2x2_real(self):
- X = np.array([[1, 2], [3, -1]])
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_single_array2x2_complex(self):
- X = np.array([[1, 2], [-2, 1]])
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_single_array3x3_real(self):
- X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6]])
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_single_array3x3_complex(self):
- X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_random_1d_stacked_arrays(self):
- # cannot test M == 0 due to bug in old numpy
- for M in range(1, 7):
- np.random.seed(999999999)
- X = np.random.rand(100, M, M)
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_random_2d_stacked_arrays(self):
- # cannot test M == 0 due to bug in old numpy
- for M in range(1, 7):
- X = np.random.rand(10, 10, M, M)
- w, v = np.linalg.eig(X)
- wr, vr = cdf2rdf(w, v)
- self.assert_eig_valid(wr, vr, X)
- def test_low_dimensionality_error(self):
- w, v = np.empty(()), np.array((2,))
- assert_raises(ValueError, cdf2rdf, w, v)
- def test_not_square_error(self):
- # Check that passing a non-square array raises a ValueError.
- w, v = np.arange(3), np.arange(6).reshape(3, 2)
- assert_raises(ValueError, cdf2rdf, w, v)
- def test_swapped_v_w_error(self):
- # Check that exchanging places of w and v raises ValueError.
- X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
- w, v = np.linalg.eig(X)
- assert_raises(ValueError, cdf2rdf, v, w)
- def test_non_associated_error(self):
- # Check that passing non-associated eigenvectors raises a ValueError.
- w, v = np.arange(3), np.arange(16).reshape(4, 4)
- assert_raises(ValueError, cdf2rdf, w, v)
- def test_not_conjugate_pairs(self):
- # Check that passing non-conjugate pairs raises a ValueError.
- X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]])
- w, v = np.linalg.eig(X)
- assert_raises(ValueError, cdf2rdf, w, v)
- # different arrays in the stack, so not conjugate
- X = np.array([
- [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]],
- [[1, 2, 3], [1, 2, 3], [2, 5, 6-1j]],
- ])
- w, v = np.linalg.eig(X)
- assert_raises(ValueError, cdf2rdf, w, v)
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