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- import os
- import re
- import copy
- import numpy as np
- from numpy.testing import assert_allclose, assert_equal, assert_array_equal
- import pytest
- from scipy.linalg import svd, null_space
- from scipy.sparse import csc_matrix, isspmatrix, spdiags, random
- from scipy.sparse.linalg import LinearOperator, aslinearoperator
- if os.environ.get("SCIPY_USE_PROPACK"):
- has_propack = True
- else:
- has_propack = False
- from scipy.sparse.linalg import svds
- from scipy.sparse.linalg._eigen.arpack import ArpackNoConvergence
- # --- Helper Functions / Classes ---
- def sorted_svd(m, k, which='LM'):
- # Compute svd of a dense matrix m, and return singular vectors/values
- # sorted.
- if isspmatrix(m):
- m = m.toarray()
- u, s, vh = svd(m)
- if which == 'LM':
- ii = np.argsort(s)[-k:]
- elif which == 'SM':
- ii = np.argsort(s)[:k]
- else:
- raise ValueError("unknown which=%r" % (which,))
- return u[:, ii], s[ii], vh[ii]
- def svd_estimate(u, s, vh):
- return np.dot(u, np.dot(np.diag(s), vh))
- def _check_svds(A, k, u, s, vh, which="LM", check_usvh_A=False,
- check_svd=True, atol=1e-10, rtol=1e-7):
- n, m = A.shape
- # Check shapes.
- assert_equal(u.shape, (n, k))
- assert_equal(s.shape, (k,))
- assert_equal(vh.shape, (k, m))
- # Check that the original matrix can be reconstituted.
- A_rebuilt = (u*s).dot(vh)
- assert_equal(A_rebuilt.shape, A.shape)
- if check_usvh_A:
- assert_allclose(A_rebuilt, A, atol=atol, rtol=rtol)
- # Check that u is a semi-orthogonal matrix.
- uh_u = np.dot(u.T.conj(), u)
- assert_equal(uh_u.shape, (k, k))
- assert_allclose(uh_u, np.identity(k), atol=atol, rtol=rtol)
- # Check that vh is a semi-orthogonal matrix.
- vh_v = np.dot(vh, vh.T.conj())
- assert_equal(vh_v.shape, (k, k))
- assert_allclose(vh_v, np.identity(k), atol=atol, rtol=rtol)
- # Check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
- if check_svd:
- u2, s2, vh2 = sorted_svd(A, k, which)
- assert_allclose(np.abs(u), np.abs(u2), atol=atol, rtol=rtol)
- assert_allclose(s, s2, atol=atol, rtol=rtol)
- assert_allclose(np.abs(vh), np.abs(vh2), atol=atol, rtol=rtol)
- def _check_svds_n(A, k, u, s, vh, which="LM", check_res=True,
- check_svd=True, atol=1e-10, rtol=1e-7):
- n, m = A.shape
- # Check shapes.
- assert_equal(u.shape, (n, k))
- assert_equal(s.shape, (k,))
- assert_equal(vh.shape, (k, m))
- # Check that u is a semi-orthogonal matrix.
- uh_u = np.dot(u.T.conj(), u)
- assert_equal(uh_u.shape, (k, k))
- error = np.sum(np.abs(uh_u - np.identity(k))) / (k * k)
- assert_allclose(error, 0.0, atol=atol, rtol=rtol)
- # Check that vh is a semi-orthogonal matrix.
- vh_v = np.dot(vh, vh.T.conj())
- assert_equal(vh_v.shape, (k, k))
- error = np.sum(np.abs(vh_v - np.identity(k))) / (k * k)
- assert_allclose(error, 0.0, atol=atol, rtol=rtol)
- # Check residuals
- if check_res:
- ru = A.T.conj() @ u - vh.T.conj() * s
- rus = np.sum(np.abs(ru)) / (n * k)
- rvh = A @ vh.T.conj() - u * s
- rvhs = np.sum(np.abs(rvh)) / (m * k)
- assert_allclose(rus, 0.0, atol=atol, rtol=rtol)
- assert_allclose(rvhs, 0.0, atol=atol, rtol=rtol)
- # Check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
- if check_svd:
- u2, s2, vh2 = sorted_svd(A, k, which)
- assert_allclose(s, s2, atol=atol, rtol=rtol)
- A_rebuilt_svd = (u2*s2).dot(vh2)
- A_rebuilt = (u*s).dot(vh)
- assert_equal(A_rebuilt.shape, A.shape)
- error = np.sum(np.abs(A_rebuilt_svd - A_rebuilt)) / (k * k)
- assert_allclose(error, 0.0, atol=atol, rtol=rtol)
- class CheckingLinearOperator(LinearOperator):
- def __init__(self, A):
- self.A = A
- self.dtype = A.dtype
- self.shape = A.shape
- def _matvec(self, x):
- assert_equal(max(x.shape), np.size(x))
- return self.A.dot(x)
- def _rmatvec(self, x):
- assert_equal(max(x.shape), np.size(x))
- return self.A.T.conjugate().dot(x)
- # --- Test Input Validation ---
- # Tests input validation on parameters `k` and `which`.
- # Needs better input validation checks for all other parameters.
- class SVDSCommonTests:
- solver = None
- # some of these IV tests could run only once, say with solver=None
- _A_empty_msg = "`A` must not be empty."
- _A_dtype_msg = "`A` must be of floating or complex floating data type"
- _A_type_msg = "type not understood"
- _A_ndim_msg = "array must have ndim <= 2"
- _A_validation_inputs = [
- (np.asarray([[]]), ValueError, _A_empty_msg),
- (np.asarray([[1, 2], [3, 4]]), ValueError, _A_dtype_msg),
- ("hi", TypeError, _A_type_msg),
- (np.asarray([[[1., 2.], [3., 4.]]]), ValueError, _A_ndim_msg)]
- @pytest.mark.parametrize("args", _A_validation_inputs)
- def test_svds_input_validation_A(self, args):
- A, error_type, message = args
- with pytest.raises(error_type, match=message):
- svds(A, k=1, solver=self.solver)
- @pytest.mark.parametrize("k", [-1, 0, 3, 4, 5, 1.5, "1"])
- def test_svds_input_validation_k_1(self, k):
- rng = np.random.default_rng(0)
- A = rng.random((4, 3))
- # propack can do complete SVD
- if self.solver == 'propack' and k == 3:
- if not has_propack:
- pytest.skip("PROPACK not enabled")
- res = svds(A, k=k, solver=self.solver)
- _check_svds(A, k, *res, check_usvh_A=True, check_svd=True)
- return
- message = ("`k` must be an integer satisfying")
- with pytest.raises(ValueError, match=message):
- svds(A, k=k, solver=self.solver)
- def test_svds_input_validation_k_2(self):
- # I think the stack trace is reasonable when `k` can't be converted
- # to an int.
- message = "int() argument must be a"
- with pytest.raises(TypeError, match=re.escape(message)):
- svds(np.eye(10), k=[], solver=self.solver)
- message = "invalid literal for int()"
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), k="hi", solver=self.solver)
- @pytest.mark.parametrize("tol", (-1, np.inf, np.nan))
- def test_svds_input_validation_tol_1(self, tol):
- message = "`tol` must be a non-negative floating point value."
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), tol=tol, solver=self.solver)
- @pytest.mark.parametrize("tol", ([], 'hi'))
- def test_svds_input_validation_tol_2(self, tol):
- # I think the stack trace is reasonable here
- message = "'<' not supported between instances"
- with pytest.raises(TypeError, match=message):
- svds(np.eye(10), tol=tol, solver=self.solver)
- @pytest.mark.parametrize("which", ('LA', 'SA', 'ekki', 0))
- def test_svds_input_validation_which(self, which):
- # Regression test for a github issue.
- # https://github.com/scipy/scipy/issues/4590
- # Function was not checking for eigenvalue type and unintended
- # values could be returned.
- with pytest.raises(ValueError, match="`which` must be in"):
- svds(np.eye(10), which=which, solver=self.solver)
- @pytest.mark.parametrize("transpose", (True, False))
- @pytest.mark.parametrize("n", range(4, 9))
- def test_svds_input_validation_v0_1(self, transpose, n):
- rng = np.random.default_rng(0)
- A = rng.random((5, 7))
- v0 = rng.random(n)
- if transpose:
- A = A.T
- k = 2
- message = "`v0` must have shape"
- required_length = (A.shape[0] if self.solver == 'propack'
- else min(A.shape))
- if n != required_length:
- with pytest.raises(ValueError, match=message):
- svds(A, k=k, v0=v0, solver=self.solver)
- def test_svds_input_validation_v0_2(self):
- A = np.ones((10, 10))
- v0 = np.ones((1, 10))
- message = "`v0` must have shape"
- with pytest.raises(ValueError, match=message):
- svds(A, k=1, v0=v0, solver=self.solver)
- @pytest.mark.parametrize("v0", ("hi", 1, np.ones(10, dtype=int)))
- def test_svds_input_validation_v0_3(self, v0):
- A = np.ones((10, 10))
- message = "`v0` must be of floating or complex floating data type."
- with pytest.raises(ValueError, match=message):
- svds(A, k=1, v0=v0, solver=self.solver)
- @pytest.mark.parametrize("maxiter", (-1, 0, 5.5))
- def test_svds_input_validation_maxiter_1(self, maxiter):
- message = ("`maxiter` must be a positive integer.")
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), maxiter=maxiter, solver=self.solver)
- def test_svds_input_validation_maxiter_2(self):
- # I think the stack trace is reasonable when `k` can't be converted
- # to an int.
- message = "int() argument must be a"
- with pytest.raises(TypeError, match=re.escape(message)):
- svds(np.eye(10), maxiter=[], solver=self.solver)
- message = "invalid literal for int()"
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), maxiter="hi", solver=self.solver)
- @pytest.mark.parametrize("rsv", ('ekki', 10))
- def test_svds_input_validation_return_singular_vectors(self, rsv):
- message = "`return_singular_vectors` must be in"
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), return_singular_vectors=rsv, solver=self.solver)
- # --- Test Parameters ---
- @pytest.mark.parametrize("k", [3, 5])
- @pytest.mark.parametrize("which", ["LM", "SM"])
- def test_svds_parameter_k_which(self, k, which):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- # check that the `k` parameter sets the number of eigenvalues/
- # eigenvectors returned.
- # Also check that the `which` parameter sets whether the largest or
- # smallest eigenvalues are returned
- rng = np.random.default_rng(0)
- A = rng.random((10, 10))
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- res = svds(A, k=k, which=which, solver=self.solver,
- random_state=0)
- else:
- res = svds(A, k=k, which=which, solver=self.solver,
- random_state=0)
- _check_svds(A, k, *res, which=which, atol=8e-10)
- # loop instead of parametrize for simplicity
- def test_svds_parameter_tol(self):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- return # TODO: needs work, disabling for now
- # check the effect of the `tol` parameter on solver accuracy by solving
- # the same problem with varying `tol` and comparing the eigenvalues
- # against ground truth computed
- n = 100 # matrix size
- k = 3 # number of eigenvalues to check
- # generate a random, sparse-ish matrix
- # effect isn't apparent for matrices that are too small
- rng = np.random.default_rng(0)
- A = rng.random((n, n))
- A[A > .1] = 0
- A = A @ A.T
- _, s, _ = svd(A) # calculate ground truth
- # calculate the error as a function of `tol`
- A = csc_matrix(A)
- def err(tol):
- if self.solver == 'lobpcg' and tol == 1e-4:
- with pytest.warns(UserWarning, match="Exited at iteration"):
- _, s2, _ = svds(A, k=k, v0=np.ones(n),
- solver=self.solver, tol=tol)
- else:
- _, s2, _ = svds(A, k=k, v0=np.ones(n),
- solver=self.solver, tol=tol)
- return np.linalg.norm((s2 - s[k-1::-1])/s[k-1::-1])
- tols = [1e-4, 1e-2, 1e0] # tolerance levels to check
- # for 'arpack' and 'propack', accuracies make discrete steps
- accuracies = {'propack': [1e-12, 1e-6, 1e-4],
- 'arpack': [2e-15, 1e-10, 1e-10],
- 'lobpcg': [1e-11, 1e-3, 10]}
- for tol, accuracy in zip(tols, accuracies[self.solver]):
- error = err(tol)
- assert error < accuracy
- assert error > accuracy/10
- def test_svd_v0(self):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- # check that the `v0` parameter affects the solution
- n = 100
- k = 1
- # If k != 1, LOBPCG needs more initial vectors, which are generated
- # with random_state, so it does not pass w/ k >= 2.
- # For some other values of `n`, the AssertionErrors are not raised
- # with different v0s, which is reasonable.
- rng = np.random.default_rng(0)
- A = rng.random((n, n))
- # with the same v0, solutions are the same, and they are accurate
- # v0 takes precedence over random_state
- v0a = rng.random(n)
- res1a = svds(A, k, v0=v0a, solver=self.solver, random_state=0)
- res2a = svds(A, k, v0=v0a, solver=self.solver, random_state=1)
- assert_equal(res1a, res2a)
- _check_svds(A, k, *res1a)
- # with the same v0, solutions are the same, and they are accurate
- v0b = rng.random(n)
- res1b = svds(A, k, v0=v0b, solver=self.solver, random_state=2)
- res2b = svds(A, k, v0=v0b, solver=self.solver, random_state=3)
- assert_equal(res1b, res2b)
- _check_svds(A, k, *res1b)
- # with different v0, solutions can be numerically different
- message = "Arrays are not equal"
- with pytest.raises(AssertionError, match=message):
- assert_equal(res1a, res1b)
- def test_svd_random_state(self):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- # check that the `random_state` parameter affects the solution
- # Admittedly, `n` and `k` are chosen so that all solver pass all
- # these checks. That's a tall order, since LOBPCG doesn't want to
- # achieve the desired accuracy and ARPACK often returns the same
- # singular values/vectors for different v0.
- n = 100
- k = 1
- rng = np.random.default_rng(0)
- A = rng.random((n, n))
- # with the same random_state, solutions are the same and accurate
- res1a = svds(A, k, solver=self.solver, random_state=0)
- res2a = svds(A, k, solver=self.solver, random_state=0)
- assert_equal(res1a, res2a)
- _check_svds(A, k, *res1a)
- # with the same random_state, solutions are the same and accurate
- res1b = svds(A, k, solver=self.solver, random_state=1)
- res2b = svds(A, k, solver=self.solver, random_state=1)
- assert_equal(res1b, res2b)
- _check_svds(A, k, *res1b)
- # with different random_state, solutions can be numerically different
- message = "Arrays are not equal"
- with pytest.raises(AssertionError, match=message):
- assert_equal(res1a, res1b)
- @pytest.mark.parametrize("random_state", (0, 1,
- np.random.RandomState(0),
- np.random.default_rng(0)))
- def test_svd_random_state_2(self, random_state):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- n = 100
- k = 1
- rng = np.random.default_rng(0)
- A = rng.random((n, n))
- random_state_2 = copy.deepcopy(random_state)
- # with the same random_state, solutions are the same and accurate
- res1a = svds(A, k, solver=self.solver, random_state=random_state)
- res2a = svds(A, k, solver=self.solver, random_state=random_state_2)
- assert_equal(res1a, res2a)
- _check_svds(A, k, *res1a)
- @pytest.mark.parametrize("random_state", (None,
- np.random.RandomState(0),
- np.random.default_rng(0)))
- def test_svd_random_state_3(self, random_state):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- n = 100
- k = 5
- rng = np.random.default_rng(0)
- A = rng.random((n, n))
- # random_state in different state produces accurate - but not
- # not necessarily identical - results
- res1a = svds(A, k, solver=self.solver, random_state=random_state)
- res2a = svds(A, k, solver=self.solver, random_state=random_state)
- _check_svds(A, k, *res1a, atol=2e-10, rtol=1e-6)
- _check_svds(A, k, *res2a, atol=2e-10, rtol=1e-6)
- message = "Arrays are not equal"
- with pytest.raises(AssertionError, match=message):
- assert_equal(res1a, res2a)
- @pytest.mark.filterwarnings("ignore:Exited postprocessing")
- def test_svd_maxiter(self):
- # check that maxiter works as expected: should not return accurate
- # solution after 1 iteration, but should with default `maxiter`
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- A = np.diag(np.arange(9)).astype(np.float64)
- k = 1
- u, s, vh = sorted_svd(A, k)
- if self.solver == 'arpack':
- message = "ARPACK error -1: No convergence"
- with pytest.raises(ArpackNoConvergence, match=message):
- svds(A, k, ncv=3, maxiter=1, solver=self.solver)
- elif self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="Exited at iteration"):
- svds(A, k, maxiter=1, solver=self.solver)
- elif self.solver == 'propack':
- message = "k=1 singular triplets did not converge within"
- with pytest.raises(np.linalg.LinAlgError, match=message):
- svds(A, k, maxiter=1, solver=self.solver)
- ud, sd, vhd = svds(A, k, solver=self.solver) # default maxiter
- _check_svds(A, k, ud, sd, vhd, atol=1e-8)
- assert_allclose(np.abs(ud), np.abs(u), atol=1e-8)
- assert_allclose(np.abs(vhd), np.abs(vh), atol=1e-8)
- assert_allclose(np.abs(sd), np.abs(s), atol=1e-9)
- @pytest.mark.parametrize("rsv", (True, False, 'u', 'vh'))
- @pytest.mark.parametrize("shape", ((5, 7), (6, 6), (7, 5)))
- def test_svd_return_singular_vectors(self, rsv, shape):
- # check that the return_singular_vectors parameter works as expected
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- rng = np.random.default_rng(0)
- A = rng.random(shape)
- k = 2
- M, N = shape
- u, s, vh = sorted_svd(A, k)
- respect_u = True if self.solver == 'propack' else M <= N
- respect_vh = True if self.solver == 'propack' else M > N
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- if rsv is False:
- s2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert_allclose(s2, s)
- elif rsv == 'u' and respect_u:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert_allclose(np.abs(u2), np.abs(u))
- assert_allclose(s2, s)
- assert vh2 is None
- elif rsv == 'vh' and respect_vh:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert u2 is None
- assert_allclose(s2, s)
- assert_allclose(np.abs(vh2), np.abs(vh))
- else:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- if u2 is not None:
- assert_allclose(np.abs(u2), np.abs(u))
- assert_allclose(s2, s)
- if vh2 is not None:
- assert_allclose(np.abs(vh2), np.abs(vh))
- else:
- if rsv is False:
- s2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert_allclose(s2, s)
- elif rsv == 'u' and respect_u:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert_allclose(np.abs(u2), np.abs(u))
- assert_allclose(s2, s)
- assert vh2 is None
- elif rsv == 'vh' and respect_vh:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- assert u2 is None
- assert_allclose(s2, s)
- assert_allclose(np.abs(vh2), np.abs(vh))
- else:
- u2, s2, vh2 = svds(A, k, return_singular_vectors=rsv,
- solver=self.solver, random_state=rng)
- if u2 is not None:
- assert_allclose(np.abs(u2), np.abs(u))
- assert_allclose(s2, s)
- if vh2 is not None:
- assert_allclose(np.abs(vh2), np.abs(vh))
- # --- Test Basic Functionality ---
- # Tests the accuracy of each solver for real and complex matrices provided
- # as list, dense array, sparse matrix, and LinearOperator.
- A1 = [[1, 2, 3], [3, 4, 3], [1 + 1j, 0, 2], [0, 0, 1]]
- A2 = [[1, 2, 3, 8 + 5j], [3 - 2j, 4, 3, 5], [1, 0, 2, 3], [0, 0, 1, 0]]
- @pytest.mark.filterwarnings("ignore:k >= N - 1",
- reason="needed to demonstrate #16725")
- @pytest.mark.parametrize('A', (A1, A2))
- @pytest.mark.parametrize('k', range(1, 5))
- # PROPACK fails a lot if @pytest.mark.parametrize('which', ("SM", "LM"))
- @pytest.mark.parametrize('real', (True, False))
- @pytest.mark.parametrize('transpose', (False, True))
- # In gh-14299, it was suggested the `svds` should _not_ work with lists
- @pytest.mark.parametrize('lo_type', (np.asarray, csc_matrix,
- aslinearoperator))
- def test_svd_simple(self, A, k, real, transpose, lo_type):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- A = np.asarray(A)
- A = np.real(A) if real else A
- A = A.T if transpose else A
- A2 = lo_type(A)
- # could check for the appropriate errors, but that is tested above
- if k > min(A.shape):
- pytest.skip("`k` cannot be greater than `min(A.shape)`")
- if self.solver != 'propack' and k >= min(A.shape):
- pytest.skip("Only PROPACK supports complete SVD")
- if self.solver == 'arpack' and not real and k == min(A.shape) - 1:
- pytest.skip("#16725")
- if self.solver == 'propack' and (np.intp(0).itemsize < 8 and not real):
- pytest.skip('PROPACK complex-valued SVD methods not available '
- 'for 32-bit builds')
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- u, s, vh = svds(A2, k, solver=self.solver)
- else:
- u, s, vh = svds(A2, k, solver=self.solver)
- _check_svds(A, k, u, s, vh, atol=3e-10)
- def test_svd_linop(self):
- solver = self.solver
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not available")
- nmks = [(6, 7, 3),
- (9, 5, 4),
- (10, 8, 5)]
- def reorder(args):
- U, s, VH = args
- j = np.argsort(s)
- return U[:, j], s[j], VH[j, :]
- for n, m, k in nmks:
- # Test svds on a LinearOperator.
- A = np.random.RandomState(52).randn(n, m)
- L = CheckingLinearOperator(A)
- if solver == 'propack':
- v0 = np.ones(n)
- else:
- v0 = np.ones(min(A.shape))
- if solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- U1, s1, VH1 = reorder(svds(A, k, v0=v0, solver=solver))
- U2, s2, VH2 = reorder(svds(L, k, v0=v0, solver=solver))
- else:
- U1, s1, VH1 = reorder(svds(A, k, v0=v0, solver=solver))
- U2, s2, VH2 = reorder(svds(L, k, v0=v0, solver=solver))
- assert_allclose(np.abs(U1), np.abs(U2))
- assert_allclose(s1, s2)
- assert_allclose(np.abs(VH1), np.abs(VH2))
- assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
- np.dot(U2, np.dot(np.diag(s2), VH2)))
- # Try again with which="SM".
- A = np.random.RandomState(1909).randn(n, m)
- L = CheckingLinearOperator(A)
- # TODO: arpack crashes when v0=v0, which="SM"
- kwargs = {'v0': v0} if solver not in {None, 'arpack'} else {}
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- U1, s1, VH1 = reorder(svds(A, k, which="SM", solver=solver,
- **kwargs))
- U2, s2, VH2 = reorder(svds(L, k, which="SM", solver=solver,
- **kwargs))
- else:
- U1, s1, VH1 = reorder(svds(A, k, which="SM", solver=solver,
- **kwargs))
- U2, s2, VH2 = reorder(svds(L, k, which="SM", solver=solver,
- **kwargs))
- assert_allclose(np.abs(U1), np.abs(U2))
- assert_allclose(s1 + 1, s2 + 1)
- assert_allclose(np.abs(VH1), np.abs(VH2))
- assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
- np.dot(U2, np.dot(np.diag(s2), VH2)))
- if k < min(n, m) - 1:
- # Complex input and explicit which="LM".
- for (dt, eps) in [(complex, 1e-7), (np.complex64, 1e-3)]:
- if self.solver == 'propack' and np.intp(0).itemsize < 8:
- pytest.skip('PROPACK complex-valued SVD methods '
- 'not available for 32-bit builds')
- rng = np.random.RandomState(1648)
- A = (rng.randn(n, m) + 1j * rng.randn(n, m)).astype(dt)
- L = CheckingLinearOperator(A)
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning,
- match="The problem size"):
- U1, s1, VH1 = reorder(svds(A, k, which="LM",
- solver=solver))
- U2, s2, VH2 = reorder(svds(L, k, which="LM",
- solver=solver))
- else:
- U1, s1, VH1 = reorder(svds(A, k, which="LM",
- solver=solver))
- U2, s2, VH2 = reorder(svds(L, k, which="LM",
- solver=solver))
- assert_allclose(np.abs(U1), np.abs(U2), rtol=eps)
- assert_allclose(s1, s2, rtol=eps)
- assert_allclose(np.abs(VH1), np.abs(VH2), rtol=eps)
- assert_allclose(np.dot(U1, np.dot(np.diag(s1), VH1)),
- np.dot(U2, np.dot(np.diag(s2), VH2)),
- rtol=eps)
- SHAPES = ((100, 100), (100, 101), (101, 100))
- @pytest.mark.filterwarnings("ignore:Exited at iteration")
- @pytest.mark.filterwarnings("ignore:Exited postprocessing")
- @pytest.mark.parametrize("shape", SHAPES)
- # ARPACK supports only dtype float, complex, or np.float32
- @pytest.mark.parametrize("dtype", (float, complex, np.float32))
- def test_small_sigma_sparse(self, shape, dtype):
- # https://github.com/scipy/scipy/pull/11829
- solver = self.solver
- # 2do: PROPACK fails orthogonality of singular vectors
- # if dtype == complex and self.solver == 'propack':
- # pytest.skip("PROPACK unsupported for complex dtype")
- if solver == 'propack':
- pytest.skip("PROPACK failures unrelated to PR")
- rng = np.random.default_rng(0)
- k = 5
- (m, n) = shape
- S = random(m, n, density=0.1, random_state=rng)
- if dtype == complex:
- S = + 1j * random(m, n, density=0.1, random_state=rng)
- e = np.ones(m)
- e[0:5] *= 1e1 ** np.arange(-5, 0, 1)
- S = spdiags(e, 0, m, m) @ S
- S = S.astype(dtype)
- u, s, vh = svds(S, k, which='SM', solver=solver, maxiter=1000)
- c_svd = False # partial SVD can be different from full SVD
- _check_svds_n(S, k, u, s, vh, which="SM", check_svd=c_svd, atol=1e-1)
- # --- Test Edge Cases ---
- # Checks a few edge cases.
- @pytest.mark.parametrize("shape", ((6, 5), (5, 5), (5, 6)))
- @pytest.mark.parametrize("dtype", (float, complex))
- def test_svd_LM_ones_matrix(self, shape, dtype):
- # Check that svds can deal with matrix_rank less than k in LM mode.
- k = 3
- n, m = shape
- A = np.ones((n, m), dtype=dtype)
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- U, s, VH = svds(A, k, solver=self.solver)
- else:
- U, s, VH = svds(A, k, solver=self.solver)
- _check_svds(A, k, U, s, VH, check_usvh_A=True, check_svd=False)
- # Check that the largest singular value is near sqrt(n*m)
- # and the other singular values have been forced to zero.
- assert_allclose(np.max(s), np.sqrt(n*m))
- s = np.array(sorted(s)[:-1]) + 1
- z = np.ones_like(s)
- assert_allclose(s, z)
- @pytest.mark.filterwarnings("ignore:k >= N - 1",
- reason="needed to demonstrate #16725")
- @pytest.mark.parametrize("shape", ((3, 4), (4, 4), (4, 3), (4, 2)))
- @pytest.mark.parametrize("dtype", (float, complex))
- def test_zero_matrix(self, shape, dtype):
- # Check that svds can deal with matrices containing only zeros;
- # see https://github.com/scipy/scipy/issues/3452/
- # shape = (4, 2) is included because it is the particular case
- # reported in the issue
- k = 1
- n, m = shape
- A = np.zeros((n, m), dtype=dtype)
- if (self.solver == 'arpack' and dtype is complex
- and k == min(A.shape) - 1):
- pytest.skip("#16725")
- if self.solver == 'propack':
- pytest.skip("PROPACK failures unrelated to PR #16712")
- if self.solver == 'lobpcg':
- with pytest.warns(UserWarning, match="The problem size"):
- U, s, VH = svds(A, k, solver=self.solver)
- else:
- U, s, VH = svds(A, k, solver=self.solver)
- # Check some generic properties of svd.
- _check_svds(A, k, U, s, VH, check_usvh_A=True, check_svd=False)
- # Check that the singular values are zero.
- assert_array_equal(s, 0)
- @pytest.mark.parametrize("shape", ((20, 20), (20, 21), (21, 20)))
- # ARPACK supports only dtype float, complex, or np.float32
- @pytest.mark.parametrize("dtype", (float, complex, np.float32))
- def test_small_sigma(self, shape, dtype):
- if not has_propack:
- pytest.skip("PROPACK not enabled")
- # https://github.com/scipy/scipy/pull/11829
- if dtype == complex and self.solver == 'propack':
- pytest.skip("PROPACK unsupported for complex dtype")
- rng = np.random.default_rng(179847540)
- A = rng.random(shape).astype(dtype)
- u, _, vh = svd(A, full_matrices=False)
- if dtype == np.float32:
- e = 10.0
- else:
- e = 100.0
- t = e**(-np.arange(len(vh))).astype(dtype)
- A = (u*t).dot(vh)
- k = 4
- u, s, vh = svds(A, k, solver=self.solver, maxiter=100)
- t = np.sum(s > 0)
- assert_equal(t, k)
- # LOBPCG needs larger atol and rtol to pass
- _check_svds_n(A, k, u, s, vh, atol=1e-3, rtol=1e0, check_svd=False)
- # ARPACK supports only dtype float, complex, or np.float32
- @pytest.mark.filterwarnings("ignore:The problem size")
- @pytest.mark.parametrize("dtype", (float, complex, np.float32))
- def test_small_sigma2(self, dtype):
- if self.solver == 'propack':
- if not has_propack:
- pytest.skip("PROPACK not enabled")
- elif dtype == np.float32:
- pytest.skip("Test failures in CI, see gh-17004")
- elif dtype == complex:
- # https://github.com/scipy/scipy/issues/11406
- pytest.skip("PROPACK unsupported for complex dtype")
- rng = np.random.default_rng(179847540)
- # create a 10x10 singular matrix with a 4-dim null space
- dim = 4
- size = 10
- x = rng.random((size, size-dim))
- y = x[:, :dim] * rng.random(dim)
- mat = np.hstack((x, y))
- mat = mat.astype(dtype)
- nz = null_space(mat)
- assert_equal(nz.shape[1], dim)
- # Tolerances atol and rtol adjusted to pass np.float32
- # Use non-sparse svd
- u, s, vh = svd(mat)
- # Singular values are 0:
- assert_allclose(s[-dim:], 0, atol=1e-6, rtol=1e0)
- # Smallest right singular vectors in null space:
- assert_allclose(mat @ vh[-dim:, :].T, 0, atol=1e-6, rtol=1e0)
- # Smallest singular values should be 0
- sp_mat = csc_matrix(mat)
- su, ss, svh = svds(sp_mat, k=dim, which='SM', solver=self.solver)
- # Smallest dim singular values are 0:
- assert_allclose(ss, 0, atol=1e-5, rtol=1e0)
- # Smallest singular vectors via svds in null space:
- n, m = mat.shape
- if n < m: # else the assert fails with some libraries unclear why
- assert_allclose(sp_mat.transpose() @ su, 0, atol=1e-5, rtol=1e0)
- assert_allclose(sp_mat @ svh.T, 0, atol=1e-5, rtol=1e0)
- # --- Perform tests with each solver ---
- class Test_SVDS_once():
- @pytest.mark.parametrize("solver", ['ekki', object])
- def test_svds_input_validation_solver(self, solver):
- message = "solver must be one of"
- with pytest.raises(ValueError, match=message):
- svds(np.ones((3, 4)), k=2, solver=solver)
- class Test_SVDS_ARPACK(SVDSCommonTests):
- def setup_method(self):
- self.solver = 'arpack'
- @pytest.mark.parametrize("ncv", list(range(-1, 8)) + [4.5, "5"])
- def test_svds_input_validation_ncv_1(self, ncv):
- rng = np.random.default_rng(0)
- A = rng.random((6, 7))
- k = 3
- if ncv in {4, 5}:
- u, s, vh = svds(A, k=k, ncv=ncv, solver=self.solver)
- # partial decomposition, so don't check that u@diag(s)@vh=A;
- # do check that scipy.sparse.linalg.svds ~ scipy.linalg.svd
- _check_svds(A, k, u, s, vh)
- else:
- message = ("`ncv` must be an integer satisfying")
- with pytest.raises(ValueError, match=message):
- svds(A, k=k, ncv=ncv, solver=self.solver)
- def test_svds_input_validation_ncv_2(self):
- # I think the stack trace is reasonable when `ncv` can't be converted
- # to an int.
- message = "int() argument must be a"
- with pytest.raises(TypeError, match=re.escape(message)):
- svds(np.eye(10), ncv=[], solver=self.solver)
- message = "invalid literal for int()"
- with pytest.raises(ValueError, match=message):
- svds(np.eye(10), ncv="hi", solver=self.solver)
- # I can't see a robust relationship between `ncv` and relevant outputs
- # (e.g. accuracy, time), so no test of the parameter.
- class Test_SVDS_LOBPCG(SVDSCommonTests):
- def setup_method(self):
- self.solver = 'lobpcg'
- def test_svd_random_state_3(self):
- pytest.xfail("LOBPCG is having trouble with accuracy.")
- class Test_SVDS_PROPACK(SVDSCommonTests):
- def setup_method(self):
- self.solver = 'propack'
- def test_svd_LM_ones_matrix(self):
- message = ("PROPACK does not return orthonormal singular vectors "
- "associated with zero singular values.")
- # There are some other issues with this matrix of all ones, e.g.
- # `which='sm'` and `k=1` returns the largest singular value
- pytest.xfail(message)
- def test_svd_LM_zeros_matrix(self):
- message = ("PROPACK does not return orthonormal singular vectors "
- "associated with zero singular values.")
- pytest.xfail(message)
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