tmp
/
pip-install-ghxuqwgs
/numpy_78e94bf2b6094bf9a1f3d92042f9bf46
/numpy
/linalg
/tests
/test_linalg.py
""" 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): | |
def test_generalized_sq_cases(self): | |
_check_cases(self.do, GENERALIZED_SQUARE_CASES) | |
class LinalgGeneralizedNonsquareTestCase(object): | |
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): | |
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() | |