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""" Test functions for linalg module
"""
from __future__ import division, absolute_import, print_function
import os
import sys
import itertools
import traceback
import numpy as np
from numpy import array, single, double, csingle, cdouble, dot, identity
from numpy import multiply, atleast_2d, inf, asarray, matrix
from numpy import linalg
from numpy.linalg import matrix_power, norm, matrix_rank
from numpy.testing import (
assert_, assert_equal, assert_raises, assert_array_equal,
assert_almost_equal, assert_allclose, run_module_suite,
dec
)
def ifthen(a, b):
return not a or b
def imply(a, b):
return not a or b
old_assert_almost_equal = assert_almost_equal
def assert_almost_equal(a, b, **kw):
if asarray(a).dtype.type in (single, csingle):
decimal = 6
else:
decimal = 12
old_assert_almost_equal(a, b, decimal=decimal, **kw)
def get_real_dtype(dtype):
return {single: single, double: double,
csingle: single, cdouble: double}[dtype]
def get_complex_dtype(dtype):
return {single: csingle, double: cdouble,
csingle: csingle, cdouble: cdouble}[dtype]
def get_rtol(dtype):
# Choose a safe rtol
if dtype in (single, csingle):
return 1e-5
else:
return 1e-11
class LinalgCase(object):
def __init__(self, name, a, b, exception_cls=None):
assert isinstance(name, str)
self.name = name
self.a = a
self.b = b
self.exception_cls = exception_cls
def check(self, do):
if self.exception_cls is None:
do(self.a, self.b)
else:
assert_raises(self.exception_cls, do, self.a, self.b)
def __repr__(self):
return "<LinalgCase: %s>" % (self.name,)
#
# Base test cases
#
np.random.seed(1234)
SQUARE_CASES = [
LinalgCase("single",
array([[1., 2.], [3., 4.]], dtype=single),
array([2., 1.], dtype=single)),
LinalgCase("double",
array([[1., 2.], [3., 4.]], dtype=double),
array([2., 1.], dtype=double)),
LinalgCase("double_2",
array([[1., 2.], [3., 4.]], dtype=double),
array([[2., 1., 4.], [3., 4., 6.]], dtype=double)),
LinalgCase("csingle",
array([[1.+2j, 2+3j], [3+4j, 4+5j]], dtype=csingle),
array([2.+1j, 1.+2j], dtype=csingle)),
LinalgCase("cdouble",
array([[1.+2j, 2+3j], [3+4j, 4+5j]], dtype=cdouble),
array([2.+1j, 1.+2j], dtype=cdouble)),
LinalgCase("cdouble_2",
array([[1.+2j, 2+3j], [3+4j, 4+5j]], dtype=cdouble),
array([[2.+1j, 1.+2j, 1+3j], [1-2j, 1-3j, 1-6j]], dtype=cdouble)),
LinalgCase("empty",
atleast_2d(array([], dtype = double)),
atleast_2d(array([], dtype = double)),
linalg.LinAlgError),
LinalgCase("8x8",
np.random.rand(8, 8),
np.random.rand(8)),
LinalgCase("1x1",
np.random.rand(1, 1),
np.random.rand(1)),
LinalgCase("nonarray",
[[1, 2], [3, 4]],
[2, 1]),
LinalgCase("matrix_b_only",
array([[1., 2.], [3., 4.]]),
matrix([2., 1.]).T),
LinalgCase("matrix_a_and_b",
matrix([[1., 2.], [3., 4.]]),
matrix([2., 1.]).T),
]
NONSQUARE_CASES = [
LinalgCase("single_nsq_1",
array([[1., 2., 3.], [3., 4., 6.]], dtype=single),
array([2., 1.], dtype=single)),
LinalgCase("single_nsq_2",
array([[1., 2.], [3., 4.], [5., 6.]], dtype=single),
array([2., 1., 3.], dtype=single)),
LinalgCase("double_nsq_1",
array([[1., 2., 3.], [3., 4., 6.]], dtype=double),
array([2., 1.], dtype=double)),
LinalgCase("double_nsq_2",
array([[1., 2.], [3., 4.], [5., 6.]], dtype=double),
array([2., 1., 3.], dtype=double)),
LinalgCase("csingle_nsq_1",
array([[1.+1j, 2.+2j, 3.-3j], [3.-5j, 4.+9j, 6.+2j]], dtype=csingle),
array([2.+1j, 1.+2j], dtype=csingle)),
LinalgCase("csingle_nsq_2",
array([[1.+1j, 2.+2j], [3.-3j, 4.-9j], [5.-4j, 6.+8j]], dtype=csingle),
array([2.+1j, 1.+2j, 3.-3j], dtype=csingle)),
LinalgCase("cdouble_nsq_1",
array([[1.+1j, 2.+2j, 3.-3j], [3.-5j, 4.+9j, 6.+2j]], dtype=cdouble),
array([2.+1j, 1.+2j], dtype=cdouble)),
LinalgCase("cdouble_nsq_2",
array([[1.+1j, 2.+2j], [3.-3j, 4.-9j], [5.-4j, 6.+8j]], dtype=cdouble),
array([2.+1j, 1.+2j, 3.-3j], dtype=cdouble)),
LinalgCase("cdouble_nsq_1_2",
array([[1.+1j, 2.+2j, 3.-3j], [3.-5j, 4.+9j, 6.+2j]], dtype=cdouble),
array([[2.+1j, 1.+2j], [1-1j, 2-2j]], dtype=cdouble)),
LinalgCase("cdouble_nsq_2_2",
array([[1.+1j, 2.+2j], [3.-3j, 4.-9j], [5.-4j, 6.+8j]], dtype=cdouble),
array([[2.+1j, 1.+2j], [1-1j, 2-2j], [1-1j, 2-2j]], dtype=cdouble)),
LinalgCase("8x11",
np.random.rand(8, 11),
np.random.rand(11)),
LinalgCase("1x5",
np.random.rand(1, 5),
np.random.rand(5)),
LinalgCase("5x1",
np.random.rand(5, 1),
np.random.rand(1)),
]
HERMITIAN_CASES = [
LinalgCase("hsingle",
array([[1., 2.], [2., 1.]], dtype=single),
None),
LinalgCase("hdouble",
array([[1., 2.], [2., 1.]], dtype=double),
None),
LinalgCase("hcsingle",
array([[1., 2+3j], [2-3j, 1]], dtype=csingle),
None),
LinalgCase("hcdouble",
array([[1., 2+3j], [2-3j, 1]], dtype=cdouble),
None),
LinalgCase("hempty",
atleast_2d(array([], dtype = double)),
None,
linalg.LinAlgError),
LinalgCase("hnonarray",
[[1, 2], [2, 1]],
None),
LinalgCase("matrix_b_only",
array([[1., 2.], [2., 1.]]),
None),
LinalgCase("hmatrix_a_and_b",
matrix([[1., 2.], [2., 1.]]),
None),
LinalgCase("hmatrix_1x1",
np.random.rand(1, 1),
None),
]
#
# Gufunc test cases
#
GENERALIZED_SQUARE_CASES = []
GENERALIZED_NONSQUARE_CASES = []
GENERALIZED_HERMITIAN_CASES = []
for tgt, src in ((GENERALIZED_SQUARE_CASES, SQUARE_CASES),
(GENERALIZED_NONSQUARE_CASES, NONSQUARE_CASES),
(GENERALIZED_HERMITIAN_CASES, HERMITIAN_CASES)):
for case in src:
if not isinstance(case.a, np.ndarray):
continue
a = np.array([case.a, 2*case.a, 3*case.a])
if case.b is None:
b = None
else:
b = np.array([case.b, 7*case.b, 6*case.b])
new_case = LinalgCase(case.name + "_tile3", a, b,
case.exception_cls)
tgt.append(new_case)
a = np.array([case.a]*2*3).reshape((3, 2) + case.a.shape)
if case.b is None:
b = None
else:
b = np.array([case.b]*2*3).reshape((3, 2) + case.b.shape)
new_case = LinalgCase(case.name + "_tile213", a, b,
case.exception_cls)
tgt.append(new_case)
#
# Generate stride combination variations of the above
#
def _stride_comb_iter(x):
"""
Generate cartesian product of strides for all axes
"""
if not isinstance(x, np.ndarray):
yield x, "nop"
return
stride_set = [(1,)]*x.ndim
stride_set[-1] = (1, 3, -4)
if x.ndim > 1:
stride_set[-2] = (1, 3, -4)
if x.ndim > 2:
stride_set[-3] = (1, -4)
for repeats in itertools.product(*tuple(stride_set)):
new_shape = [abs(a*b) for a, b in zip(x.shape, repeats)]
slices = tuple([slice(None, None, repeat) for repeat in repeats])
# new array with different strides, but same data
xi = np.empty(new_shape, dtype=x.dtype)
xi.view(np.uint32).fill(0xdeadbeef)
xi = xi[slices]
xi[...] = x
xi = xi.view(x.__class__)
assert np.all(xi == x)
yield xi, "stride_" + "_".join(["%+d" % j for j in repeats])
# generate also zero strides if possible
if x.ndim >= 1 and x.shape[-1] == 1:
s = list(x.strides)
s[-1] = 0
xi = np.lib.stride_tricks.as_strided(x, strides=s)
yield xi, "stride_xxx_0"
if x.ndim >= 2 and x.shape[-2] == 1:
s = list(x.strides)
s[-2] = 0
xi = np.lib.stride_tricks.as_strided(x, strides=s)
yield xi, "stride_xxx_0_x"
if x.ndim >= 2 and x.shape[:-2] == (1, 1):
s = list(x.strides)
s[-1] = 0
s[-2] = 0
xi = np.lib.stride_tricks.as_strided(x, strides=s)
yield xi, "stride_xxx_0_0"
for src in (SQUARE_CASES,
NONSQUARE_CASES,
HERMITIAN_CASES,
GENERALIZED_SQUARE_CASES,
GENERALIZED_NONSQUARE_CASES,
GENERALIZED_HERMITIAN_CASES):
new_cases = []
for case in src:
for a, a_tag in _stride_comb_iter(case.a):
for b, b_tag in _stride_comb_iter(case.b):
new_case = LinalgCase(case.name + "_" + a_tag + "_" + b_tag, a, b,
exception_cls=case.exception_cls)
new_cases.append(new_case)
src.extend(new_cases)
#
# Test different routines against the above cases
#
def _check_cases(func, cases):
for case in cases:
try:
case.check(func)
except Exception:
msg = "In test case: %r\n\n" % case
msg += traceback.format_exc()
raise AssertionError(msg)
class LinalgTestCase(object):
def test_sq_cases(self):
_check_cases(self.do, SQUARE_CASES)
class LinalgNonsquareTestCase(object):
def test_sq_cases(self):
_check_cases(self.do, NONSQUARE_CASES)
class LinalgGeneralizedTestCase(object):
@dec.slow
def test_generalized_sq_cases(self):
_check_cases(self.do, GENERALIZED_SQUARE_CASES)
class LinalgGeneralizedNonsquareTestCase(object):
@dec.slow
def test_generalized_nonsq_cases(self):
_check_cases(self.do, GENERALIZED_NONSQUARE_CASES)
class HermitianTestCase(object):
def test_herm_cases(self):
_check_cases(self.do, HERMITIAN_CASES)
class HermitianGeneralizedTestCase(object):
@dec.slow
def test_generalized_herm_cases(self):
_check_cases(self.do, GENERALIZED_HERMITIAN_CASES)
def dot_generalized(a, b):
a = asarray(a)
if a.ndim >= 3:
if a.ndim == b.ndim:
# matrix x matrix
new_shape = a.shape[:-1] + b.shape[-1:]
elif a.ndim == b.ndim + 1:
# matrix x vector
new_shape = a.shape[:-1]
else:
raise ValueError("Not implemented...")
r = np.empty(new_shape, dtype=np.common_type(a, b))
for c in itertools.product(*map(range, a.shape[:-2])):
r[c] = dot(a[c], b[c])
return r
else:
return dot(a, b)
def identity_like_generalized(a):
a = asarray(a)
if a.ndim >= 3:
r = np.empty(a.shape, dtype=a.dtype)
for c in itertools.product(*map(range, a.shape[:-2])):
r[c] = identity(a.shape[-2])
return r
else:
return identity(a.shape[0])
class TestSolve(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
x = linalg.solve(a, b)
assert_almost_equal(b, dot_generalized(a, x))
assert_(imply(isinstance(b, matrix), isinstance(x, matrix)))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
assert_equal(linalg.solve(x, x).dtype, dtype)
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
def test_0_size(self):
class ArraySubclass(np.ndarray):
pass
# Test system of 0x0 matrices
a = np.arange(8).reshape(2, 2, 2)
b = np.arange(6).reshape(1, 2, 3).view(ArraySubclass)
expected = linalg.solve(a, b)[:, 0:0,:]
result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0,:])
assert_array_equal(result, expected)
assert_(isinstance(result, ArraySubclass))
# Test errors for non-square and only b's dimension being 0
assert_raises(linalg.LinAlgError, linalg.solve, a[:, 0:0, 0:1], b)
assert_raises(ValueError, linalg.solve, a, b[:, 0:0,:])
# Test broadcasting error
b = np.arange(6).reshape(1, 3, 2) # broadcasting error
assert_raises(ValueError, linalg.solve, a, b)
assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
# Test zero "single equations" with 0x0 matrices.
b = np.arange(2).reshape(1, 2).view(ArraySubclass)
expected = linalg.solve(a, b)[:, 0:0]
result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0])
assert_array_equal(result, expected)
assert_(isinstance(result, ArraySubclass))
b = np.arange(3).reshape(1, 3)
assert_raises(ValueError, linalg.solve, a, b)
assert_raises(ValueError, linalg.solve, a[0:0], b[0:0])
assert_raises(ValueError, linalg.solve, a[:, 0:0, 0:0], b)
def test_0_size_k(self):
# test zero multiple equation (K=0) case.
class ArraySubclass(np.ndarray):
pass
a = np.arange(4).reshape(1, 2, 2)
b = np.arange(6).reshape(3, 2, 1).view(ArraySubclass)
expected = linalg.solve(a, b)[:,:, 0:0]
result = linalg.solve(a, b[:,:, 0:0])
assert_array_equal(result, expected)
assert_(isinstance(result, ArraySubclass))
# test both zero.
expected = linalg.solve(a, b)[:, 0:0, 0:0]
result = linalg.solve(a[:, 0:0, 0:0], b[:,0:0, 0:0])
assert_array_equal(result, expected)
assert_(isinstance(result, ArraySubclass))
class TestInv(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
a_inv = linalg.inv(a)
assert_almost_equal(dot_generalized(a, a_inv),
identity_like_generalized(a))
assert_(imply(isinstance(a, matrix), isinstance(a_inv, matrix)))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
assert_equal(linalg.inv(x).dtype, dtype)
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
def test_0_size(self):
# Check that all kinds of 0-sized arrays work
class ArraySubclass(np.ndarray):
pass
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass)
res = linalg.inv(a)
assert_(res.dtype.type is np.float64)
assert_equal(a.shape, res.shape)
assert_(isinstance(a, ArraySubclass))
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass)
res = linalg.inv(a)
assert_(res.dtype.type is np.complex64)
assert_equal(a.shape, res.shape)
class TestEigvals(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
ev = linalg.eigvals(a)
evalues, evectors = linalg.eig(a)
assert_almost_equal(ev, evalues)
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
assert_equal(linalg.eigvals(x).dtype, dtype)
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
assert_equal(linalg.eigvals(x).dtype, get_complex_dtype(dtype))
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
class TestEig(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
evalues, evectors = linalg.eig(a)
assert_allclose(dot_generalized(a, evectors),
np.asarray(evectors) * np.asarray(evalues)[...,None,:],
rtol=get_rtol(evalues.dtype))
assert_(imply(isinstance(a, matrix), isinstance(evectors, matrix)))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
w, v = np.linalg.eig(x)
assert_equal(w.dtype, dtype)
assert_equal(v.dtype, dtype)
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype)
w, v = np.linalg.eig(x)
assert_equal(w.dtype, get_complex_dtype(dtype))
assert_equal(v.dtype, get_complex_dtype(dtype))
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
class TestSVD(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
u, s, vt = linalg.svd(a, 0)
assert_allclose(a, dot_generalized(np.asarray(u) * np.asarray(s)[...,None,:],
np.asarray(vt)),
rtol=get_rtol(u.dtype))
assert_(imply(isinstance(a, matrix), isinstance(u, matrix)))
assert_(imply(isinstance(a, matrix), isinstance(vt, matrix)))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
u, s, vh = linalg.svd(x)
assert_equal(u.dtype, dtype)
assert_equal(s.dtype, get_real_dtype(dtype))
assert_equal(vh.dtype, dtype)
s = linalg.svd(x, compute_uv=False)
assert_equal(s.dtype, get_real_dtype(dtype))
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
class TestCondSVD(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
c = asarray(a) # a might be a matrix
s = linalg.svd(c, compute_uv=False)
old_assert_almost_equal(s[0]/s[-1], linalg.cond(a), decimal=5)
class TestCond2(LinalgTestCase):
def do(self, a, b):
c = asarray(a) # a might be a matrix
s = linalg.svd(c, compute_uv=False)
old_assert_almost_equal(s[0]/s[-1], linalg.cond(a, 2), decimal=5)
class TestCondInf(object):
def test(self):
A = array([[1., 0, 0], [0, -2., 0], [0, 0, 3.]])
assert_almost_equal(linalg.cond(A, inf), 3.)
class TestPinv(LinalgTestCase):
def do(self, a, b):
a_ginv = linalg.pinv(a)
assert_almost_equal(dot(a, a_ginv), identity(asarray(a).shape[0]))
assert_(imply(isinstance(a, matrix), isinstance(a_ginv, matrix)))
class TestDet(LinalgTestCase, LinalgGeneralizedTestCase):
def do(self, a, b):
d = linalg.det(a)
(s, ld) = linalg.slogdet(a)
if asarray(a).dtype.type in (single, double):
ad = asarray(a).astype(double)
else:
ad = asarray(a).astype(cdouble)
ev = linalg.eigvals(ad)
assert_almost_equal(d, multiply.reduce(ev, axis=-1))
assert_almost_equal(s * np.exp(ld), multiply.reduce(ev, axis=-1))
s = np.atleast_1d(s)
ld = np.atleast_1d(ld)
m = (s != 0)
assert_almost_equal(np.abs(s[m]), 1)
assert_equal(ld[~m], -inf)
def test_zero(self):
assert_equal(linalg.det([[0.0]]), 0.0)
assert_equal(type(linalg.det([[0.0]])), double)
assert_equal(linalg.det([[0.0j]]), 0.0)
assert_equal(type(linalg.det([[0.0j]])), cdouble)
assert_equal(linalg.slogdet([[0.0]]), (0.0, -inf))
assert_equal(type(linalg.slogdet([[0.0]])[0]), double)
assert_equal(type(linalg.slogdet([[0.0]])[1]), double)
assert_equal(linalg.slogdet([[0.0j]]), (0.0j, -inf))
assert_equal(type(linalg.slogdet([[0.0j]])[0]), cdouble)
assert_equal(type(linalg.slogdet([[0.0j]])[1]), double)
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
assert_equal(np.linalg.det(x).dtype, dtype)
ph, s = np.linalg.slogdet(x)
assert_equal(s.dtype, get_real_dtype(dtype))
assert_equal(ph.dtype, dtype)
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
class TestLstsq(LinalgTestCase, LinalgNonsquareTestCase):
def do(self, a, b):
arr = np.asarray(a)
m, n = arr.shape
u, s, vt = linalg.svd(a, 0)
x, residuals, rank, sv = linalg.lstsq(a, b)
if m <= n:
assert_almost_equal(b, dot(a, x))
assert_equal(rank, m)
else:
assert_equal(rank, n)
assert_almost_equal(sv, sv.__array_wrap__(s))
if rank == n and m > n:
expect_resids = (np.asarray(abs(np.dot(a, x) - b))**2).sum(axis=0)
expect_resids = np.asarray(expect_resids)
if len(np.asarray(b).shape) == 1:
expect_resids.shape = (1,)
assert_equal(residuals.shape, expect_resids.shape)
else:
expect_resids = np.array([]).view(type(x))
assert_almost_equal(residuals, expect_resids)
assert_(np.issubdtype(residuals.dtype, np.floating))
assert_(imply(isinstance(b, matrix), isinstance(x, matrix)))
assert_(imply(isinstance(b, matrix), isinstance(residuals, matrix)))
class TestMatrixPower(object):
R90 = array([[0, 1], [-1, 0]])
Arb22 = array([[4, -7], [-2, 10]])
noninv = array([[1, 0], [0, 0]])
arbfloat = array([[0.1, 3.2], [1.2, 0.7]])
large = identity(10)
t = large[1,:].copy()
large[1,:] = large[0,:]
large[0,:] = t
def test_large_power(self):
assert_equal(matrix_power(self.R90, 2**100+2**10+2**5+1), self.R90)
def test_large_power_trailing_zero(self):
assert_equal(matrix_power(self.R90, 2**100+2**10+2**5), identity(2))
def testip_zero(self):
def tz(M):
mz = matrix_power(M, 0)
assert_equal(mz, identity(M.shape[0]))
assert_equal(mz.dtype, M.dtype)
for M in [self.Arb22, self.arbfloat, self.large]:
yield tz, M
def testip_one(self):
def tz(M):
mz = matrix_power(M, 1)
assert_equal(mz, M)
assert_equal(mz.dtype, M.dtype)
for M in [self.Arb22, self.arbfloat, self.large]:
yield tz, M
def testip_two(self):
def tz(M):
mz = matrix_power(M, 2)
assert_equal(mz, dot(M, M))
assert_equal(mz.dtype, M.dtype)
for M in [self.Arb22, self.arbfloat, self.large]:
yield tz, M
def testip_invert(self):
def tz(M):
mz = matrix_power(M, -1)
assert_almost_equal(identity(M.shape[0]), dot(mz, M))
for M in [self.R90, self.Arb22, self.arbfloat, self.large]:
yield tz, M
def test_invert_noninvertible(self):
import numpy.linalg
assert_raises(numpy.linalg.linalg.LinAlgError,
lambda: matrix_power(self.noninv, -1))
class TestBoolPower(object):
def test_square(self):
A = array([[True, False], [True, True]])
assert_equal(matrix_power(A, 2), A)
class TestEigvalsh(HermitianTestCase, HermitianGeneralizedTestCase):
def do(self, a, b):
# note that eigenvalue arrays must be sorted since
# their order isn't guaranteed.
ev = linalg.eigvalsh(a, 'L')
evalues, evectors = linalg.eig(a)
ev.sort(axis=-1)
evalues.sort(axis=-1)
assert_allclose(ev, evalues,
rtol=get_rtol(ev.dtype))
ev2 = linalg.eigvalsh(a, 'U')
ev2.sort(axis=-1)
assert_allclose(ev2, evalues,
rtol=get_rtol(ev.dtype))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
w = np.linalg.eigvalsh(x)
assert_equal(w.dtype, get_real_dtype(dtype))
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
def test_invalid(self):
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
assert_raises(ValueError, np.linalg.eigvalsh, x, UPLO="lrong")
assert_raises(ValueError, np.linalg.eigvalsh, x, "lower")
assert_raises(ValueError, np.linalg.eigvalsh, x, "upper")
def test_UPLO(self):
Klo = np.array([[0, 0],[1, 0]], dtype=np.double)
Kup = np.array([[0, 1],[0, 0]], dtype=np.double)
tgt = np.array([-1, 1], dtype=np.double)
rtol = get_rtol(np.double)
# Check default is 'L'
w = np.linalg.eigvalsh(Klo)
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'L'
w = np.linalg.eigvalsh(Klo, UPLO='L')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'l'
w = np.linalg.eigvalsh(Klo, UPLO='l')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'U'
w = np.linalg.eigvalsh(Kup, UPLO='U')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'u'
w = np.linalg.eigvalsh(Kup, UPLO='u')
assert_allclose(np.sort(w), tgt, rtol=rtol)
class TestEigh(HermitianTestCase, HermitianGeneralizedTestCase):
def do(self, a, b):
# note that eigenvalue arrays must be sorted since
# their order isn't guaranteed.
ev, evc = linalg.eigh(a)
evalues, evectors = linalg.eig(a)
ev.sort(axis=-1)
evalues.sort(axis=-1)
assert_almost_equal(ev, evalues)
assert_allclose(dot_generalized(a, evc),
np.asarray(ev)[...,None,:] * np.asarray(evc),
rtol=get_rtol(ev.dtype))
ev2, evc2 = linalg.eigh(a, 'U')
ev2.sort(axis=-1)
assert_almost_equal(ev2, evalues)
assert_allclose(dot_generalized(a, evc2),
np.asarray(ev2)[...,None,:] * np.asarray(evc2),
rtol=get_rtol(ev.dtype), err_msg=repr(a))
def test_types(self):
def check(dtype):
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype)
w, v = np.linalg.eigh(x)
assert_equal(w.dtype, get_real_dtype(dtype))
assert_equal(v.dtype, dtype)
for dtype in [single, double, csingle, cdouble]:
yield check, dtype
def test_invalid(self):
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32)
assert_raises(ValueError, np.linalg.eigh, x, UPLO="lrong")
assert_raises(ValueError, np.linalg.eigh, x, "lower")
assert_raises(ValueError, np.linalg.eigh, x, "upper")
def test_UPLO(self):
Klo = np.array([[0, 0],[1, 0]], dtype=np.double)
Kup = np.array([[0, 1],[0, 0]], dtype=np.double)
tgt = np.array([-1, 1], dtype=np.double)
rtol = get_rtol(np.double)
# Check default is 'L'
w, v = np.linalg.eigh(Klo)
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'L'
w, v = np.linalg.eigh(Klo, UPLO='L')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'l'
w, v = np.linalg.eigh(Klo, UPLO='l')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'U'
w, v = np.linalg.eigh(Kup, UPLO='U')
assert_allclose(np.sort(w), tgt, rtol=rtol)
# Check 'u'
w, v = np.linalg.eigh(Kup, UPLO='u')
assert_allclose(np.sort(w), tgt, rtol=rtol)
class _TestNorm(object):
dt = None
dec = None
def test_empty(self):
assert_equal(norm([]), 0.0)
assert_equal(norm(array([], dtype=self.dt)), 0.0)
assert_equal(norm(atleast_2d(array([], dtype=self.dt))), 0.0)
def test_vector(self):
a = [1, 2, 3, 4]
b = [-1, -2, -3, -4]
c = [-1, 2, -3, 4]
def _test(v):
np.testing.assert_almost_equal(norm(v), 30**0.5,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, inf), 4.0,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, -inf), 1.0,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, 1), 10.0,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, -1), 12.0/25,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, 2), 30**0.5,
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, -2), ((205./144)**-0.5),
decimal=self.dec)
np.testing.assert_almost_equal(norm(v, 0), 4,
decimal=self.dec)
for v in (a, b, c,):
_test(v)
for v in (array(a, dtype=self.dt), array(b, dtype=self.dt),
array(c, dtype=self.dt)):
_test(v)
def test_matrix(self):
A = matrix([[1, 3], [5, 7]], dtype=self.dt)
assert_almost_equal(norm(A), 84**0.5)
assert_almost_equal(norm(A, 'fro'), 84**0.5)
assert_almost_equal(norm(A, inf), 12.0)
assert_almost_equal(norm(A, -inf), 4.0)
assert_almost_equal(norm(A, 1), 10.0)
assert_almost_equal(norm(A, -1), 6.0)
assert_almost_equal(norm(A, 2), 9.1231056256176615)
assert_almost_equal(norm(A, -2), 0.87689437438234041)
assert_raises(ValueError, norm, A, 'nofro')
assert_raises(ValueError, norm, A, -3)
assert_raises(ValueError, norm, A, 0)
def test_axis(self):
# Vector norms.
# Compare the use of `axis` with computing the norm of each row
# or column separately.
A = array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
for order in [None, -1, 0, 1, 2, 3, np.Inf, -np.Inf]:
expected0 = [norm(A[:, k], ord=order) for k in range(A.shape[1])]
assert_almost_equal(norm(A, ord=order, axis=0), expected0)
expected1 = [norm(A[k,:], ord=order) for k in range(A.shape[0])]
assert_almost_equal(norm(A, ord=order, axis=1), expected1)
# Matrix norms.
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
for order in [None, -2, 2, -1, 1, np.Inf, -np.Inf, 'fro']:
assert_almost_equal(norm(A, ord=order), norm(A, ord=order,
axis=(0, 1)))
n = norm(B, ord=order, axis=(1, 2))
expected = [norm(B[k], ord=order) for k in range(B.shape[0])]
assert_almost_equal(n, expected)
n = norm(B, ord=order, axis=(2, 1))
expected = [norm(B[k].T, ord=order) for k in range(B.shape[0])]
assert_almost_equal(n, expected)
n = norm(B, ord=order, axis=(0, 2))
expected = [norm(B[:, k,:], ord=order) for k in range(B.shape[1])]
assert_almost_equal(n, expected)
n = norm(B, ord=order, axis=(0, 1))
expected = [norm(B[:,:, k], ord=order) for k in range(B.shape[2])]
assert_almost_equal(n, expected)
def test_bad_args(self):
# Check that bad arguments raise the appropriate exceptions.
A = array([[1, 2, 3], [4, 5, 6]], dtype=self.dt)
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4)
# Using `axis=<integer>` or passing in a 1-D array implies vector
# norms are being computed, so also using `ord='fro'` raises a
# ValueError.
assert_raises(ValueError, norm, A, 'fro', 0)
assert_raises(ValueError, norm, [3, 4], 'fro', None)
# Similarly, norm should raise an exception when ord is any finite
# number other than 1, 2, -1 or -2 when computing matrix norms.
for order in [0, 3]:
assert_raises(ValueError, norm, A, order, None)
assert_raises(ValueError, norm, A, order, (0, 1))
assert_raises(ValueError, norm, B, order, (1, 2))
# Invalid axis
assert_raises(ValueError, norm, B, None, 3)
assert_raises(ValueError, norm, B, None, (2, 3))
assert_raises(ValueError, norm, B, None, (0, 1, 2))
def test_longdouble_norm(self):
# Non-regression test: p-norm of longdouble would previously raise
# UnboundLocalError.
x = np.arange(10, dtype=np.longdouble)
old_assert_almost_equal(norm(x, ord=3), 12.65, decimal=2)
def test_intmin(self):
# Non-regression test: p-norm of signed integer would previously do
# float cast and abs in the wrong order.
x = np.array([-2 ** 31], dtype=np.int32)
old_assert_almost_equal(norm(x, ord=3), 2 ** 31, decimal=5)
def test_complex_high_ord(self):
# gh-4156
d = np.empty((2,), dtype=np.clongdouble)
d[0] = 6+7j
d[1] = -6+7j
res = 11.615898132184
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=10)
d = d.astype(np.complex128)
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=9)
d = d.astype(np.complex64)
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=5)
class TestNormDouble(_TestNorm):
dt = np.double
dec = 12
class TestNormSingle(_TestNorm):
dt = np.float32
dec = 6
class TestNormInt64(_TestNorm):
dt = np.int64
dec = 12
class TestMatrixRank(object):
def test_matrix_rank(self):
# Full rank matrix
yield assert_equal, 4, matrix_rank(np.eye(4))
# rank deficient matrix
I=np.eye(4); I[-1, -1] = 0.
yield assert_equal, matrix_rank(I), 3
# All zeros - zero rank
yield assert_equal, matrix_rank(np.zeros((4, 4))), 0
# 1 dimension - rank 1 unless all 0
yield assert_equal, matrix_rank([1, 0, 0, 0]), 1
yield assert_equal, matrix_rank(np.zeros((4,))), 0
# accepts array-like
yield assert_equal, matrix_rank([1]), 1
# greater than 2 dimensions raises error
yield assert_raises, TypeError, matrix_rank, np.zeros((2, 2, 2))
# works on scalar
yield assert_equal, matrix_rank(1), 1
def test_reduced_rank():
# Test matrices with reduced rank
rng = np.random.RandomState(20120714)
for i in range(100):
# Make a rank deficient matrix
X = rng.normal(size=(40, 10))
X[:, 0] = X[:, 1] + X[:, 2]
# Assert that matrix_rank detected deficiency
assert_equal(matrix_rank(X), 9)
X[:, 3] = X[:, 4] + X[:, 5]
assert_equal(matrix_rank(X), 8)
class TestQR(object):
def check_qr(self, a):
# This test expects the argument `a` to be an ndarray or
# a subclass of an ndarray of inexact type.
a_type = type(a)
a_dtype = a.dtype
m, n = a.shape
k = min(m, n)
# mode == 'complete'
q, r = linalg.qr(a, mode='complete')
assert_(q.dtype == a_dtype)
assert_(r.dtype == a_dtype)
assert_(isinstance(q, a_type))
assert_(isinstance(r, a_type))
assert_(q.shape == (m, m))
assert_(r.shape == (m, n))
assert_almost_equal(dot(q, r), a)
assert_almost_equal(dot(q.T.conj(), q), np.eye(m))
assert_almost_equal(np.triu(r), r)
# mode == 'reduced'
q1, r1 = linalg.qr(a, mode='reduced')
assert_(q1.dtype == a_dtype)
assert_(r1.dtype == a_dtype)
assert_(isinstance(q1, a_type))
assert_(isinstance(r1, a_type))
assert_(q1.shape == (m, k))
assert_(r1.shape == (k, n))
assert_almost_equal(dot(q1, r1), a)
assert_almost_equal(dot(q1.T.conj(), q1), np.eye(k))
assert_almost_equal(np.triu(r1), r1)
# mode == 'r'
r2 = linalg.qr(a, mode='r')
assert_(r2.dtype == a_dtype)
assert_(isinstance(r2, a_type))
assert_almost_equal(r2, r1)
def test_qr_empty(self):
a = np.zeros((0, 2))
assert_raises(linalg.LinAlgError, linalg.qr, a)
def test_mode_raw(self):
# The factorization is not unique and varies between libraries,
# so it is not possible to check against known values. Functional
# testing is a possibility, but awaits the exposure of more
# of the functions in lapack_lite. Consequently, this test is
# very limited in scope. Note that the results are in FORTRAN
# order, hence the h arrays are transposed.
a = array([[1, 2], [3, 4], [5, 6]], dtype=np.double)
b = a.astype(np.single)
# Test double
h, tau = linalg.qr(a, mode='raw')
assert_(h.dtype == np.double)
assert_(tau.dtype == np.double)
assert_(h.shape == (2, 3))
assert_(tau.shape == (2,))
h, tau = linalg.qr(a.T, mode='raw')
assert_(h.dtype == np.double)
assert_(tau.dtype == np.double)
assert_(h.shape == (3, 2))
assert_(tau.shape == (2,))
def test_mode_all_but_economic(self):
a = array([[1, 2], [3, 4]])
b = array([[1, 2], [3, 4], [5, 6]])
for dt in "fd":
m1 = a.astype(dt)
m2 = b.astype(dt)
self.check_qr(m1)
self.check_qr(m2)
self.check_qr(m2.T)
self.check_qr(matrix(m1))
for dt in "fd":
m1 = 1 + 1j * a.astype(dt)
m2 = 1 + 1j * b.astype(dt)
self.check_qr(m1)
self.check_qr(m2)
self.check_qr(m2.T)
self.check_qr(matrix(m1))
def test_byteorder_check():
# Byte order check should pass for native order
if sys.byteorder == 'little':
native = '<'
else:
native = '>'
for dtt in (np.float32, np.float64):
arr = np.eye(4, dtype=dtt)
n_arr = arr.newbyteorder(native)
sw_arr = arr.newbyteorder('S').byteswap()
assert_equal(arr.dtype.byteorder, '=')
for routine in (linalg.inv, linalg.det, linalg.pinv):
# Normal call
res = routine(arr)
# Native but not '='
assert_array_equal(res, routine(n_arr))
# Swapped
assert_array_equal(res, routine(sw_arr))
def test_generalized_raise_multiloop():
# It should raise an error even if the error doesn't occur in the
# last iteration of the ufunc inner loop
invertible = np.array([[1, 2], [3, 4]])
non_invertible = np.array([[1, 1], [1, 1]])
x = np.zeros([4, 4, 2, 2])[1::2]
x[...] = invertible
x[0, 0] = non_invertible
assert_raises(np.linalg.LinAlgError, np.linalg.inv, x)
def test_xerbla_override():
# Check that our xerbla has been successfully linked in. If it is not,
# the default xerbla routine is called, which prints a message to stdout
# and may, or may not, abort the process depending on the LAPACK package.
from nose import SkipTest
try:
pid = os.fork()
except (OSError, AttributeError):
# fork failed, or not running on POSIX
raise SkipTest("Not POSIX or fork failed.")
if pid == 0:
# child; close i/o file handles
os.close(1)
os.close(0)
# Avoid producing core files.
import resource
resource.setrlimit(resource.RLIMIT_CORE, (0, 0))
# These calls may abort.
try:
np.linalg.lapack_lite.xerbla()
except ValueError:
pass
except:
os._exit(os.EX_CONFIG)
try:
a = np.array([[1.]])
np.linalg.lapack_lite.dorgqr(
1, 1, 1, a,
0, # <- invalid value
a, a, 0, 0)
except ValueError as e:
if "DORGQR parameter number 5" in str(e):
# success
os._exit(os.EX_OK)
# Did not abort, but our xerbla was not linked in.
os._exit(os.EX_CONFIG)
else:
# parent
pid, status = os.wait()
if os.WEXITSTATUS(status) != os.EX_OK or os.WIFSIGNALED(status):
raise SkipTest('Numpy xerbla not linked in.')
if __name__ == "__main__":
run_module_suite()
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