projektAI/venv/Lib/site-packages/scipy/linalg/tests/test_basic.py
2021-06-06 22:13:05 +02:00

1616 lines
59 KiB
Python

import warnings
import itertools
import numpy as np
from numpy import (arange, array, dot, zeros, identity, conjugate, transpose,
float32)
import numpy.linalg as linalg
from numpy.random import random
from numpy.testing import (assert_equal, assert_almost_equal, assert_,
assert_array_almost_equal, assert_allclose,
assert_array_equal, suppress_warnings)
import pytest
from pytest import raises as assert_raises
from scipy.linalg import (solve, inv, det, lstsq, pinv, pinv2, pinvh, norm,
solve_banded, solveh_banded, solve_triangular,
solve_circulant, circulant, LinAlgError, block_diag,
matrix_balance, LinAlgWarning)
from scipy.linalg._testutils import assert_no_overwrite
from scipy._lib._testutils import check_free_memory
from scipy.linalg.blas import HAS_ILP64
REAL_DTYPES = [np.float32, np.float64, np.longdouble]
COMPLEX_DTYPES = [np.complex64, np.complex128, np.clongdouble]
DTYPES = REAL_DTYPES + COMPLEX_DTYPES
def _eps_cast(dtyp):
"""Get the epsilon for dtype, possibly downcast to BLAS types."""
dt = dtyp
if dt == np.longdouble:
dt = np.float64
elif dt == np.clongdouble:
dt = np.complex128
return np.finfo(dt).eps
class TestSolveBanded(object):
def test_real(self):
a = array([[1.0, 20, 0, 0],
[-30, 4, 6, 0],
[2, 1, 20, 2],
[0, -1, 7, 14]])
ab = array([[0.0, 20, 6, 2],
[1, 4, 20, 14],
[-30, 1, 7, 0],
[2, -1, 0, 0]])
l, u = 2, 1
b4 = array([10.0, 0.0, 2.0, 14.0])
b4by1 = b4.reshape(-1, 1)
b4by2 = array([[2, 1],
[-30, 4],
[2, 3],
[1, 3]])
b4by4 = array([[1, 0, 0, 0],
[0, 0, 0, 1],
[0, 1, 0, 0],
[0, 1, 0, 0]])
for b in [b4, b4by1, b4by2, b4by4]:
x = solve_banded((l, u), ab, b)
assert_array_almost_equal(dot(a, x), b)
def test_complex(self):
a = array([[1.0, 20, 0, 0],
[-30, 4, 6, 0],
[2j, 1, 20, 2j],
[0, -1, 7, 14]])
ab = array([[0.0, 20, 6, 2j],
[1, 4, 20, 14],
[-30, 1, 7, 0],
[2j, -1, 0, 0]])
l, u = 2, 1
b4 = array([10.0, 0.0, 2.0, 14.0j])
b4by1 = b4.reshape(-1, 1)
b4by2 = array([[2, 1],
[-30, 4],
[2, 3],
[1, 3]])
b4by4 = array([[1, 0, 0, 0],
[0, 0, 0, 1j],
[0, 1, 0, 0],
[0, 1, 0, 0]])
for b in [b4, b4by1, b4by2, b4by4]:
x = solve_banded((l, u), ab, b)
assert_array_almost_equal(dot(a, x), b)
def test_tridiag_real(self):
ab = array([[0.0, 20, 6, 2],
[1, 4, 20, 14],
[-30, 1, 7, 0]])
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
ab[2, :-1], -1)
b4 = array([10.0, 0.0, 2.0, 14.0])
b4by1 = b4.reshape(-1, 1)
b4by2 = array([[2, 1],
[-30, 4],
[2, 3],
[1, 3]])
b4by4 = array([[1, 0, 0, 0],
[0, 0, 0, 1],
[0, 1, 0, 0],
[0, 1, 0, 0]])
for b in [b4, b4by1, b4by2, b4by4]:
x = solve_banded((1, 1), ab, b)
assert_array_almost_equal(dot(a, x), b)
def test_tridiag_complex(self):
ab = array([[0.0, 20, 6, 2j],
[1, 4, 20, 14],
[-30, 1, 7, 0]])
a = np.diag(ab[0, 1:], 1) + np.diag(ab[1, :], 0) + np.diag(
ab[2, :-1], -1)
b4 = array([10.0, 0.0, 2.0, 14.0j])
b4by1 = b4.reshape(-1, 1)
b4by2 = array([[2, 1],
[-30, 4],
[2, 3],
[1, 3]])
b4by4 = array([[1, 0, 0, 0],
[0, 0, 0, 1],
[0, 1, 0, 0],
[0, 1, 0, 0]])
for b in [b4, b4by1, b4by2, b4by4]:
x = solve_banded((1, 1), ab, b)
assert_array_almost_equal(dot(a, x), b)
def test_check_finite(self):
a = array([[1.0, 20, 0, 0],
[-30, 4, 6, 0],
[2, 1, 20, 2],
[0, -1, 7, 14]])
ab = array([[0.0, 20, 6, 2],
[1, 4, 20, 14],
[-30, 1, 7, 0],
[2, -1, 0, 0]])
l, u = 2, 1
b4 = array([10.0, 0.0, 2.0, 14.0])
x = solve_banded((l, u), ab, b4, check_finite=False)
assert_array_almost_equal(dot(a, x), b4)
def test_bad_shape(self):
ab = array([[0.0, 20, 6, 2],
[1, 4, 20, 14],
[-30, 1, 7, 0],
[2, -1, 0, 0]])
l, u = 2, 1
bad = array([1.0, 2.0, 3.0, 4.0]).reshape(-1, 4)
assert_raises(ValueError, solve_banded, (l, u), ab, bad)
assert_raises(ValueError, solve_banded, (l, u), ab, [1.0, 2.0])
# Values of (l,u) are not compatible with ab.
assert_raises(ValueError, solve_banded, (1, 1), ab, [1.0, 2.0])
def test_1x1(self):
b = array([[1., 2., 3.]])
x = solve_banded((1, 1), [[0], [2], [0]], b)
assert_array_equal(x, [[0.5, 1.0, 1.5]])
assert_equal(x.dtype, np.dtype('f8'))
assert_array_equal(b, [[1.0, 2.0, 3.0]])
def test_native_list_arguments(self):
a = [[1.0, 20, 0, 0],
[-30, 4, 6, 0],
[2, 1, 20, 2],
[0, -1, 7, 14]]
ab = [[0.0, 20, 6, 2],
[1, 4, 20, 14],
[-30, 1, 7, 0],
[2, -1, 0, 0]]
l, u = 2, 1
b = [10.0, 0.0, 2.0, 14.0]
x = solve_banded((l, u), ab, b)
assert_array_almost_equal(dot(a, x), b)
class TestSolveHBanded(object):
def test_01_upper(self):
# Solve
# [ 4 1 2 0] [1]
# [ 1 4 1 2] X = [4]
# [ 2 1 4 1] [1]
# [ 0 2 1 4] [2]
# with the RHS as a 1D array.
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]])
b = array([1.0, 4.0, 1.0, 2.0])
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
def test_02_upper(self):
# Solve
# [ 4 1 2 0] [1 6]
# [ 1 4 1 2] X = [4 2]
# [ 2 1 4 1] [1 6]
# [ 0 2 1 4] [2 1]
#
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]])
b = array([[1.0, 6.0],
[4.0, 2.0],
[1.0, 6.0],
[2.0, 1.0]])
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0],
[0.0, 0.0]])
assert_array_almost_equal(x, expected)
def test_03_upper(self):
# Solve
# [ 4 1 2 0] [1]
# [ 1 4 1 2] X = [4]
# [ 2 1 4 1] [1]
# [ 0 2 1 4] [2]
# with the RHS as a 2D array with shape (3,1).
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]])
b = array([1.0, 4.0, 1.0, 2.0]).reshape(-1, 1)
x = solveh_banded(ab, b)
assert_array_almost_equal(x, array([0., 1., 0., 0.]).reshape(-1, 1))
def test_01_lower(self):
# Solve
# [ 4 1 2 0] [1]
# [ 1 4 1 2] X = [4]
# [ 2 1 4 1] [1]
# [ 0 2 1 4] [2]
#
ab = array([[4.0, 4.0, 4.0, 4.0],
[1.0, 1.0, 1.0, -99],
[2.0, 2.0, 0.0, 0.0]])
b = array([1.0, 4.0, 1.0, 2.0])
x = solveh_banded(ab, b, lower=True)
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
def test_02_lower(self):
# Solve
# [ 4 1 2 0] [1 6]
# [ 1 4 1 2] X = [4 2]
# [ 2 1 4 1] [1 6]
# [ 0 2 1 4] [2 1]
#
ab = array([[4.0, 4.0, 4.0, 4.0],
[1.0, 1.0, 1.0, -99],
[2.0, 2.0, 0.0, 0.0]])
b = array([[1.0, 6.0],
[4.0, 2.0],
[1.0, 6.0],
[2.0, 1.0]])
x = solveh_banded(ab, b, lower=True)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0],
[0.0, 0.0]])
assert_array_almost_equal(x, expected)
def test_01_float32(self):
# Solve
# [ 4 1 2 0] [1]
# [ 1 4 1 2] X = [4]
# [ 2 1 4 1] [1]
# [ 0 2 1 4] [2]
#
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]], dtype=float32)
b = array([1.0, 4.0, 1.0, 2.0], dtype=float32)
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
def test_02_float32(self):
# Solve
# [ 4 1 2 0] [1 6]
# [ 1 4 1 2] X = [4 2]
# [ 2 1 4 1] [1 6]
# [ 0 2 1 4] [2 1]
#
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]], dtype=float32)
b = array([[1.0, 6.0],
[4.0, 2.0],
[1.0, 6.0],
[2.0, 1.0]], dtype=float32)
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0],
[0.0, 0.0]])
assert_array_almost_equal(x, expected)
def test_01_complex(self):
# Solve
# [ 4 -j 2 0] [2-j]
# [ j 4 -j 2] X = [4-j]
# [ 2 j 4 -j] [4+j]
# [ 0 2 j 4] [2+j]
#
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, -1.0j, -1.0j, -1.0j],
[4.0, 4.0, 4.0, 4.0]])
b = array([2-1.0j, 4.0-1j, 4+1j, 2+1j])
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 1.0, 0.0])
def test_02_complex(self):
# Solve
# [ 4 -j 2 0] [2-j 2+4j]
# [ j 4 -j 2] X = [4-j -1-j]
# [ 2 j 4 -j] [4+j 4+2j]
# [ 0 2 j 4] [2+j j]
#
ab = array([[0.0, 0.0, 2.0, 2.0],
[-99, -1.0j, -1.0j, -1.0j],
[4.0, 4.0, 4.0, 4.0]])
b = array([[2-1j, 2+4j],
[4.0-1j, -1-1j],
[4.0+1j, 4+2j],
[2+1j, 1j]])
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0j],
[1.0, 0.0],
[1.0, 1.0],
[0.0, 0.0]])
assert_array_almost_equal(x, expected)
def test_tridiag_01_upper(self):
# Solve
# [ 4 1 0] [1]
# [ 1 4 1] X = [4]
# [ 0 1 4] [1]
# with the RHS as a 1D array.
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
b = array([1.0, 4.0, 1.0])
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
def test_tridiag_02_upper(self):
# Solve
# [ 4 1 0] [1 4]
# [ 1 4 1] X = [4 2]
# [ 0 1 4] [1 4]
#
ab = array([[-99, 1.0, 1.0],
[4.0, 4.0, 4.0]])
b = array([[1.0, 4.0],
[4.0, 2.0],
[1.0, 4.0]])
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0]])
assert_array_almost_equal(x, expected)
def test_tridiag_03_upper(self):
# Solve
# [ 4 1 0] [1]
# [ 1 4 1] X = [4]
# [ 0 1 4] [1]
# with the RHS as a 2D array with shape (3,1).
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
b = array([1.0, 4.0, 1.0]).reshape(-1, 1)
x = solveh_banded(ab, b)
assert_array_almost_equal(x, array([0.0, 1.0, 0.0]).reshape(-1, 1))
def test_tridiag_01_lower(self):
# Solve
# [ 4 1 0] [1]
# [ 1 4 1] X = [4]
# [ 0 1 4] [1]
#
ab = array([[4.0, 4.0, 4.0],
[1.0, 1.0, -99]])
b = array([1.0, 4.0, 1.0])
x = solveh_banded(ab, b, lower=True)
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
def test_tridiag_02_lower(self):
# Solve
# [ 4 1 0] [1 4]
# [ 1 4 1] X = [4 2]
# [ 0 1 4] [1 4]
#
ab = array([[4.0, 4.0, 4.0],
[1.0, 1.0, -99]])
b = array([[1.0, 4.0],
[4.0, 2.0],
[1.0, 4.0]])
x = solveh_banded(ab, b, lower=True)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0]])
assert_array_almost_equal(x, expected)
def test_tridiag_01_float32(self):
# Solve
# [ 4 1 0] [1]
# [ 1 4 1] X = [4]
# [ 0 1 4] [1]
#
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]], dtype=float32)
b = array([1.0, 4.0, 1.0], dtype=float32)
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
def test_tridiag_02_float32(self):
# Solve
# [ 4 1 0] [1 4]
# [ 1 4 1] X = [4 2]
# [ 0 1 4] [1 4]
#
ab = array([[-99, 1.0, 1.0],
[4.0, 4.0, 4.0]], dtype=float32)
b = array([[1.0, 4.0],
[4.0, 2.0],
[1.0, 4.0]], dtype=float32)
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0],
[1.0, 0.0],
[0.0, 1.0]])
assert_array_almost_equal(x, expected)
def test_tridiag_01_complex(self):
# Solve
# [ 4 -j 0] [ -j]
# [ j 4 -j] X = [4-j]
# [ 0 j 4] [4+j]
#
ab = array([[-99, -1.0j, -1.0j], [4.0, 4.0, 4.0]])
b = array([-1.0j, 4.0-1j, 4+1j])
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 1.0])
def test_tridiag_02_complex(self):
# Solve
# [ 4 -j 0] [ -j 4j]
# [ j 4 -j] X = [4-j -1-j]
# [ 0 j 4] [4+j 4 ]
#
ab = array([[-99, -1.0j, -1.0j],
[4.0, 4.0, 4.0]])
b = array([[-1j, 4.0j],
[4.0-1j, -1.0-1j],
[4.0+1j, 4.0]])
x = solveh_banded(ab, b)
expected = array([[0.0, 1.0j],
[1.0, 0.0],
[1.0, 1.0]])
assert_array_almost_equal(x, expected)
def test_check_finite(self):
# Solve
# [ 4 1 0] [1]
# [ 1 4 1] X = [4]
# [ 0 1 4] [1]
# with the RHS as a 1D array.
ab = array([[-99, 1.0, 1.0], [4.0, 4.0, 4.0]])
b = array([1.0, 4.0, 1.0])
x = solveh_banded(ab, b, check_finite=False)
assert_array_almost_equal(x, [0.0, 1.0, 0.0])
def test_bad_shapes(self):
ab = array([[-99, 1.0, 1.0],
[4.0, 4.0, 4.0]])
b = array([[1.0, 4.0],
[4.0, 2.0]])
assert_raises(ValueError, solveh_banded, ab, b)
assert_raises(ValueError, solveh_banded, ab, [1.0, 2.0])
assert_raises(ValueError, solveh_banded, ab, [1.0])
def test_1x1(self):
x = solveh_banded([[1]], [[1, 2, 3]])
assert_array_equal(x, [[1.0, 2.0, 3.0]])
assert_equal(x.dtype, np.dtype('f8'))
def test_native_list_arguments(self):
# Same as test_01_upper, using python's native list.
ab = [[0.0, 0.0, 2.0, 2.0],
[-99, 1.0, 1.0, 1.0],
[4.0, 4.0, 4.0, 4.0]]
b = [1.0, 4.0, 1.0, 2.0]
x = solveh_banded(ab, b)
assert_array_almost_equal(x, [0.0, 1.0, 0.0, 0.0])
class TestSolve(object):
def setup_method(self):
np.random.seed(1234)
def test_20Feb04_bug(self):
a = [[1, 1], [1.0, 0]] # ok
x0 = solve(a, [1, 0j])
assert_array_almost_equal(dot(a, x0), [1, 0])
# gives failure with clapack.zgesv(..,rowmajor=0)
a = [[1, 1], [1.2, 0]]
b = [1, 0j]
x0 = solve(a, b)
assert_array_almost_equal(dot(a, x0), [1, 0])
def test_simple(self):
a = [[1, 20], [-30, 4]]
for b in ([[1, 0], [0, 1]], [1, 0],
[[2, 1], [-30, 4]]):
x = solve(a, b)
assert_array_almost_equal(dot(a, x), b)
def test_simple_sym(self):
a = [[2, 3], [3, 5]]
for lower in [0, 1]:
for b in ([[1, 0], [0, 1]], [1, 0]):
x = solve(a, b, sym_pos=1, lower=lower)
assert_array_almost_equal(dot(a, x), b)
def test_simple_sym_complex(self):
a = [[5, 2], [2, 4]]
for b in [[1j, 0],
[[1j, 1j],
[0, 2]],
]:
x = solve(a, b, sym_pos=1)
assert_array_almost_equal(dot(a, x), b)
def test_simple_complex(self):
a = array([[5, 2], [2j, 4]], 'D')
for b in [[1j, 0],
[[1j, 1j],
[0, 2]],
[1, 0j],
array([1, 0], 'D'),
]:
x = solve(a, b)
assert_array_almost_equal(dot(a, x), b)
def test_nils_20Feb04(self):
n = 2
A = random([n, n])+random([n, n])*1j
X = zeros((n, n), 'D')
Ainv = inv(A)
R = identity(n)+identity(n)*0j
for i in arange(0, n):
r = R[:, i]
X[:, i] = solve(A, r)
assert_array_almost_equal(X, Ainv)
def test_random(self):
n = 20
a = random([n, n])
for i in range(n):
a[i, i] = 20*(.1+a[i, i])
for i in range(4):
b = random([n, 3])
x = solve(a, b)
assert_array_almost_equal(dot(a, x), b)
def test_random_complex(self):
n = 20
a = random([n, n]) + 1j * random([n, n])
for i in range(n):
a[i, i] = 20*(.1+a[i, i])
for i in range(2):
b = random([n, 3])
x = solve(a, b)
assert_array_almost_equal(dot(a, x), b)
def test_random_sym(self):
n = 20
a = random([n, n])
for i in range(n):
a[i, i] = abs(20*(.1+a[i, i]))
for j in range(i):
a[i, j] = a[j, i]
for i in range(4):
b = random([n])
x = solve(a, b, sym_pos=1)
assert_array_almost_equal(dot(a, x), b)
def test_random_sym_complex(self):
n = 20
a = random([n, n])
a = a + 1j*random([n, n])
for i in range(n):
a[i, i] = abs(20*(.1+a[i, i]))
for j in range(i):
a[i, j] = conjugate(a[j, i])
b = random([n])+2j*random([n])
for i in range(2):
x = solve(a, b, sym_pos=1)
assert_array_almost_equal(dot(a, x), b)
def test_check_finite(self):
a = [[1, 20], [-30, 4]]
for b in ([[1, 0], [0, 1]], [1, 0],
[[2, 1], [-30, 4]]):
x = solve(a, b, check_finite=False)
assert_array_almost_equal(dot(a, x), b)
def test_scalar_a_and_1D_b(self):
a = 1
b = [1, 2, 3]
x = solve(a, b)
assert_array_almost_equal(x.ravel(), b)
assert_(x.shape == (3,), 'Scalar_a_1D_b test returned wrong shape')
def test_simple2(self):
a = np.array([[1.80, 2.88, 2.05, -0.89],
[525.00, -295.00, -95.00, -380.00],
[1.58, -2.69, -2.90, -1.04],
[-1.11, -0.66, -0.59, 0.80]])
b = np.array([[9.52, 18.47],
[2435.00, 225.00],
[0.77, -13.28],
[-6.22, -6.21]])
x = solve(a, b)
assert_array_almost_equal(x, np.array([[1., -1, 3, -5],
[3, 2, 4, 1]]).T)
def test_simple_complex2(self):
a = np.array([[-1.34+2.55j, 0.28+3.17j, -6.39-2.20j, 0.72-0.92j],
[-1.70-14.10j, 33.10-1.50j, -1.50+13.40j, 12.90+13.80j],
[-3.29-2.39j, -1.91+4.42j, -0.14-1.35j, 1.72+1.35j],
[2.41+0.39j, -0.56+1.47j, -0.83-0.69j, -1.96+0.67j]])
b = np.array([[26.26+51.78j, 31.32-6.70j],
[64.30-86.80j, 158.60-14.20j],
[-5.75+25.31j, -2.15+30.19j],
[1.16+2.57j, -2.56+7.55j]])
x = solve(a, b)
assert_array_almost_equal(x, np. array([[1+1.j, -1-2.j],
[2-3.j, 5+1.j],
[-4-5.j, -3+4.j],
[6.j, 2-3.j]]))
def test_hermitian(self):
# An upper triangular matrix will be used for hermitian matrix a
a = np.array([[-1.84, 0.11-0.11j, -1.78-1.18j, 3.91-1.50j],
[0, -4.63, -1.84+0.03j, 2.21+0.21j],
[0, 0, -8.87, 1.58-0.90j],
[0, 0, 0, -1.36]])
b = np.array([[2.98-10.18j, 28.68-39.89j],
[-9.58+3.88j, -24.79-8.40j],
[-0.77-16.05j, 4.23-70.02j],
[7.79+5.48j, -35.39+18.01j]])
res = np.array([[2.+1j, -8+6j],
[3.-2j, 7-2j],
[-1+2j, -1+5j],
[1.-1j, 3-4j]])
x = solve(a, b, assume_a='her')
assert_array_almost_equal(x, res)
# Also conjugate a and test for lower triangular data
x = solve(a.conj().T, b, assume_a='her', lower=True)
assert_array_almost_equal(x, res)
def test_pos_and_sym(self):
A = np.arange(1, 10).reshape(3, 3)
x = solve(np.tril(A)/9, np.ones(3), assume_a='pos')
assert_array_almost_equal(x, [9., 1.8, 1.])
x = solve(np.tril(A)/9, np.ones(3), assume_a='sym')
assert_array_almost_equal(x, [9., 1.8, 1.])
def test_singularity(self):
a = np.array([[1, 0, 0, 0, 0, 0, 1, 0, 1],
[1, 1, 1, 0, 0, 0, 1, 0, 1],
[0, 1, 1, 0, 0, 0, 1, 0, 1],
[1, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 0, 1, 1, 1, 1, 0, 0, 0],
[1, 1, 1, 1, 1, 1, 1, 1, 1],
[1, 1, 1, 1, 1, 1, 1, 1, 1]])
b = np.arange(9)[:, None]
assert_raises(LinAlgError, solve, a, b)
def test_ill_condition_warning(self):
a = np.array([[1, 1], [1+1e-16, 1-1e-16]])
b = np.ones(2)
with warnings.catch_warnings():
warnings.simplefilter('error')
assert_raises(LinAlgWarning, solve, a, b)
def test_empty_rhs(self):
a = np.eye(2)
b = [[], []]
x = solve(a, b)
assert_(x.size == 0, 'Returned array is not empty')
assert_(x.shape == (2, 0), 'Returned empty array shape is wrong')
def test_multiple_rhs(self):
a = np.eye(2)
b = np.random.rand(2, 3, 4)
x = solve(a, b)
assert_array_almost_equal(x, b)
def test_transposed_keyword(self):
A = np.arange(9).reshape(3, 3) + 1
x = solve(np.tril(A)/9, np.ones(3), transposed=True)
assert_array_almost_equal(x, [1.2, 0.2, 1])
x = solve(np.tril(A)/9, np.ones(3), transposed=False)
assert_array_almost_equal(x, [9, -5.4, -1.2])
def test_transposed_notimplemented(self):
a = np.eye(3).astype(complex)
with assert_raises(NotImplementedError):
solve(a, a, transposed=True)
def test_nonsquare_a(self):
assert_raises(ValueError, solve, [1, 2], 1)
def test_size_mismatch_with_1D_b(self):
assert_array_almost_equal(solve(np.eye(3), np.ones(3)), np.ones(3))
assert_raises(ValueError, solve, np.eye(3), np.ones(4))
def test_assume_a_keyword(self):
assert_raises(ValueError, solve, 1, 1, assume_a='zxcv')
@pytest.mark.skip(reason="Failure on OS X (gh-7500), "
"crash on Windows (gh-8064)")
def test_all_type_size_routine_combinations(self):
sizes = [10, 100]
assume_as = ['gen', 'sym', 'pos', 'her']
dtypes = [np.float32, np.float64, np.complex64, np.complex128]
for size, assume_a, dtype in itertools.product(sizes, assume_as,
dtypes):
is_complex = dtype in (np.complex64, np.complex128)
if assume_a == 'her' and not is_complex:
continue
err_msg = ("Failed for size: {}, assume_a: {},"
"dtype: {}".format(size, assume_a, dtype))
a = np.random.randn(size, size).astype(dtype)
b = np.random.randn(size).astype(dtype)
if is_complex:
a = a + (1j*np.random.randn(size, size)).astype(dtype)
if assume_a == 'sym': # Can still be complex but only symmetric
a = a + a.T
elif assume_a == 'her': # Handle hermitian matrices here instead
a = a + a.T.conj()
elif assume_a == 'pos':
a = a.conj().T.dot(a) + 0.1*np.eye(size)
tol = 1e-12 if dtype in (np.float64, np.complex128) else 1e-6
if assume_a in ['gen', 'sym', 'her']:
# We revert the tolerance from before
# 4b4a6e7c34fa4060533db38f9a819b98fa81476c
if dtype in (np.float32, np.complex64):
tol *= 10
x = solve(a, b, assume_a=assume_a)
assert_allclose(a.dot(x), b,
atol=tol * size,
rtol=tol * size,
err_msg=err_msg)
if assume_a == 'sym' and dtype not in (np.complex64,
np.complex128):
x = solve(a, b, assume_a=assume_a, transposed=True)
assert_allclose(a.dot(x), b,
atol=tol * size,
rtol=tol * size,
err_msg=err_msg)
class TestSolveTriangular(object):
def test_simple(self):
"""
solve_triangular on a simple 2x2 matrix.
"""
A = array([[1, 0], [1, 2]])
b = [1, 1]
sol = solve_triangular(A, b, lower=True)
assert_array_almost_equal(sol, [1, 0])
# check that it works also for non-contiguous matrices
sol = solve_triangular(A.T, b, lower=False)
assert_array_almost_equal(sol, [.5, .5])
# and that it gives the same result as trans=1
sol = solve_triangular(A, b, lower=True, trans=1)
assert_array_almost_equal(sol, [.5, .5])
b = identity(2)
sol = solve_triangular(A, b, lower=True, trans=1)
assert_array_almost_equal(sol, [[1., -.5], [0, 0.5]])
def test_simple_complex(self):
"""
solve_triangular on a simple 2x2 complex matrix
"""
A = array([[1+1j, 0], [1j, 2]])
b = identity(2)
sol = solve_triangular(A, b, lower=True, trans=1)
assert_array_almost_equal(sol, [[.5-.5j, -.25-.25j], [0, 0.5]])
# check other option combinations with complex rhs
b = np.diag([1+1j, 1+2j])
sol = solve_triangular(A, b, lower=True, trans=0)
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
sol = solve_triangular(A, b, lower=True, trans=1)
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
sol = solve_triangular(A, b, lower=True, trans=2)
assert_array_almost_equal(sol, [[1j, -0.75-0.25j], [0, 0.5+1j]])
sol = solve_triangular(A.T, b, lower=False, trans=0)
assert_array_almost_equal(sol, [[1, 0.25-0.75j], [0, 0.5+1j]])
sol = solve_triangular(A.T, b, lower=False, trans=1)
assert_array_almost_equal(sol, [[1, 0], [-0.5j, 0.5+1j]])
sol = solve_triangular(A.T, b, lower=False, trans=2)
assert_array_almost_equal(sol, [[1j, 0], [-0.5, 0.5+1j]])
def test_check_finite(self):
"""
solve_triangular on a simple 2x2 matrix.
"""
A = array([[1, 0], [1, 2]])
b = [1, 1]
sol = solve_triangular(A, b, lower=True, check_finite=False)
assert_array_almost_equal(sol, [1, 0])
class TestInv(object):
def setup_method(self):
np.random.seed(1234)
def test_simple(self):
a = [[1, 2], [3, 4]]
a_inv = inv(a)
assert_array_almost_equal(dot(a, a_inv), np.eye(2))
a = [[1, 2, 3], [4, 5, 6], [7, 8, 10]]
a_inv = inv(a)
assert_array_almost_equal(dot(a, a_inv), np.eye(3))
def test_random(self):
n = 20
for i in range(4):
a = random([n, n])
for i in range(n):
a[i, i] = 20*(.1+a[i, i])
a_inv = inv(a)
assert_array_almost_equal(dot(a, a_inv),
identity(n))
def test_simple_complex(self):
a = [[1, 2], [3, 4j]]
a_inv = inv(a)
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
def test_random_complex(self):
n = 20
for i in range(4):
a = random([n, n])+2j*random([n, n])
for i in range(n):
a[i, i] = 20*(.1+a[i, i])
a_inv = inv(a)
assert_array_almost_equal(dot(a, a_inv),
identity(n))
def test_check_finite(self):
a = [[1, 2], [3, 4]]
a_inv = inv(a, check_finite=False)
assert_array_almost_equal(dot(a, a_inv), [[1, 0], [0, 1]])
class TestDet(object):
def setup_method(self):
np.random.seed(1234)
def test_simple(self):
a = [[1, 2], [3, 4]]
a_det = det(a)
assert_almost_equal(a_det, -2.0)
def test_simple_complex(self):
a = [[1, 2], [3, 4j]]
a_det = det(a)
assert_almost_equal(a_det, -6+4j)
def test_random(self):
basic_det = linalg.det
n = 20
for i in range(4):
a = random([n, n])
d1 = det(a)
d2 = basic_det(a)
assert_almost_equal(d1, d2)
def test_random_complex(self):
basic_det = linalg.det
n = 20
for i in range(4):
a = random([n, n]) + 2j*random([n, n])
d1 = det(a)
d2 = basic_det(a)
assert_allclose(d1, d2, rtol=1e-13)
def test_check_finite(self):
a = [[1, 2], [3, 4]]
a_det = det(a, check_finite=False)
assert_almost_equal(a_det, -2.0)
def direct_lstsq(a, b, cmplx=0):
at = transpose(a)
if cmplx:
at = conjugate(at)
a1 = dot(at, a)
b1 = dot(at, b)
return solve(a1, b1)
class TestLstsq(object):
lapack_drivers = ('gelsd', 'gelss', 'gelsy', None)
def setup_method(self):
np.random.seed(1234)
def test_simple_exact(self):
for dtype in REAL_DTYPES:
a = np.array([[1, 20], [-30, 4]], dtype=dtype)
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
for bt in (((1, 0), (0, 1)), (1, 0),
((2, 1), (-30, 4))):
# Store values in case they are overwritten
# later
a1 = a.copy()
b = np.array(bt, dtype=dtype)
b1 = b.copy()
out = lstsq(a1, b1,
lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == 2,
'expected efficient rank 2, got %s' % r)
assert_allclose(dot(a, x), b,
atol=25 * _eps_cast(a1.dtype),
rtol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_simple_overdet(self):
for dtype in REAL_DTYPES:
a = np.array([[1, 2], [4, 5], [3, 4]], dtype=dtype)
b = np.array([1, 2, 3], dtype=dtype)
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1, lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
if lapack_driver == 'gelsy':
residuals = np.sum((b - a.dot(x))**2)
else:
residuals = out[1]
r = out[2]
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
residuals,
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
assert_allclose(x, (-0.428571428571429, 0.85714285714285),
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_simple_overdet_complex(self):
for dtype in COMPLEX_DTYPES:
a = np.array([[1+2j, 2], [4, 5], [3, 4]], dtype=dtype)
b = np.array([1, 2+4j, 3], dtype=dtype)
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1, lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
if lapack_driver == 'gelsy':
res = b - a.dot(x)
residuals = np.sum(res * res.conj())
else:
residuals = out[1]
r = out[2]
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
assert_allclose(abs((dot(a, x) - b)**2).sum(axis=0),
residuals,
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
assert_allclose(
x, (-0.4831460674157303 + 0.258426966292135j,
0.921348314606741 + 0.292134831460674j),
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_simple_underdet(self):
for dtype in REAL_DTYPES:
a = np.array([[1, 2, 3], [4, 5, 6]], dtype=dtype)
b = np.array([1, 2], dtype=dtype)
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1, lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
assert_allclose(x, (-0.055555555555555, 0.111111111111111,
0.277777777777777),
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_random_exact(self):
for dtype in REAL_DTYPES:
for n in (20, 200):
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
a = np.asarray(random([n, n]), dtype=dtype)
for i in range(n):
a[i, i] = 20 * (0.1 + a[i, i])
for i in range(4):
b = np.asarray(random([n, 3]), dtype=dtype)
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1,
lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == n, 'expected efficient rank %s, '
'got %s' % (n, r))
if dtype is np.float32:
assert_allclose(
dot(a, x), b,
rtol=500 * _eps_cast(a1.dtype),
atol=500 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
else:
assert_allclose(
dot(a, x), b,
rtol=1000 * _eps_cast(a1.dtype),
atol=1000 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_random_complex_exact(self):
for dtype in COMPLEX_DTYPES:
for n in (20, 200):
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
a = np.asarray(random([n, n]) + 1j*random([n, n]),
dtype=dtype)
for i in range(n):
a[i, i] = 20 * (0.1 + a[i, i])
for i in range(2):
b = np.asarray(random([n, 3]), dtype=dtype)
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1, lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == n, 'expected efficient rank %s, '
'got %s' % (n, r))
if dtype is np.complex64:
assert_allclose(
dot(a, x), b,
rtol=400 * _eps_cast(a1.dtype),
atol=400 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
else:
assert_allclose(
dot(a, x), b,
rtol=1000 * _eps_cast(a1.dtype),
atol=1000 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_random_overdet(self):
for dtype in REAL_DTYPES:
for (n, m) in ((20, 15), (200, 2)):
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
a = np.asarray(random([n, m]), dtype=dtype)
for i in range(m):
a[i, i] = 20 * (0.1 + a[i, i])
for i in range(4):
b = np.asarray(random([n, 3]), dtype=dtype)
# Store values in case they are overwritten later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1,
lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == m, 'expected efficient rank %s, '
'got %s' % (m, r))
assert_allclose(
x, direct_lstsq(a, b, cmplx=0),
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_random_complex_overdet(self):
for dtype in COMPLEX_DTYPES:
for (n, m) in ((20, 15), (200, 2)):
for lapack_driver in TestLstsq.lapack_drivers:
for overwrite in (True, False):
a = np.asarray(random([n, m]) + 1j*random([n, m]),
dtype=dtype)
for i in range(m):
a[i, i] = 20 * (0.1 + a[i, i])
for i in range(2):
b = np.asarray(random([n, 3]), dtype=dtype)
# Store values in case they are overwritten
# later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1,
lapack_driver=lapack_driver,
overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == m, 'expected efficient rank %s, '
'got %s' % (m, r))
assert_allclose(
x, direct_lstsq(a, b, cmplx=1),
rtol=25 * _eps_cast(a1.dtype),
atol=25 * _eps_cast(a1.dtype),
err_msg="driver: %s" % lapack_driver)
def test_check_finite(self):
with suppress_warnings() as sup:
# On (some) OSX this tests triggers a warning (gh-7538)
sup.filter(RuntimeWarning,
"internal gelsd driver lwork query error,.*"
"Falling back to 'gelss' driver.")
at = np.array(((1, 20), (-30, 4)))
for dtype, bt, lapack_driver, overwrite, check_finite in \
itertools.product(REAL_DTYPES,
(((1, 0), (0, 1)), (1, 0), ((2, 1), (-30, 4))),
TestLstsq.lapack_drivers,
(True, False),
(True, False)):
a = at.astype(dtype)
b = np.array(bt, dtype=dtype)
# Store values in case they are overwritten
# later
a1 = a.copy()
b1 = b.copy()
out = lstsq(a1, b1, lapack_driver=lapack_driver,
check_finite=check_finite, overwrite_a=overwrite,
overwrite_b=overwrite)
x = out[0]
r = out[2]
assert_(r == 2, 'expected efficient rank 2, got %s' % r)
assert_allclose(dot(a, x), b,
rtol=25 * _eps_cast(a.dtype),
atol=25 * _eps_cast(a.dtype),
err_msg="driver: %s" % lapack_driver)
def test_zero_size(self):
for a_shape, b_shape in (((0, 2), (0,)),
((0, 4), (0, 2)),
((4, 0), (4,)),
((4, 0), (4, 2))):
b = np.ones(b_shape)
x, residues, rank, s = lstsq(np.zeros(a_shape), b)
assert_equal(x, np.zeros((a_shape[1],) + b_shape[1:]))
residues_should_be = (np.empty((0,)) if a_shape[1]
else np.linalg.norm(b, axis=0)**2)
assert_equal(residues, residues_should_be)
assert_(rank == 0, 'expected rank 0')
assert_equal(s, np.empty((0,)))
class TestPinv(object):
def test_simple_real(self):
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
a_pinv = pinv(a)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
a_pinv = pinv2(a)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
def test_simple_complex(self):
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
dtype=float))
a_pinv = pinv(a)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
a_pinv = pinv2(a)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
def test_simple_singular(self):
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
a_pinv = pinv(a)
a_pinv2 = pinv2(a)
assert_array_almost_equal(a_pinv, a_pinv2)
def test_simple_cols(self):
a = array([[1, 2, 3], [4, 5, 6]], dtype=float)
a_pinv = pinv(a)
a_pinv2 = pinv2(a)
assert_array_almost_equal(a_pinv, a_pinv2)
def test_simple_rows(self):
a = array([[1, 2], [3, 4], [5, 6]], dtype=float)
a_pinv = pinv(a)
a_pinv2 = pinv2(a)
assert_array_almost_equal(a_pinv, a_pinv2)
def test_check_finite(self):
a = array([[1, 2, 3], [4, 5, 6.], [7, 8, 10]])
a_pinv = pinv(a, check_finite=False)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
a_pinv = pinv2(a, check_finite=False)
assert_array_almost_equal(dot(a, a_pinv), np.eye(3))
def test_native_list_argument(self):
a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
a_pinv = pinv(a)
a_pinv2 = pinv2(a)
assert_array_almost_equal(a_pinv, a_pinv2)
def test_tall_transposed(self):
a = random([10, 2])
a_pinv = pinv(a)
# The result will be transposed internally hence will be a C-layout
# instead of the typical LAPACK output with Fortran-layout
assert a_pinv.flags['C_CONTIGUOUS']
class TestPinvSymmetric(object):
def test_simple_real(self):
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
a = np.dot(a, a.T)
a_pinv = pinvh(a)
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
def test_nonpositive(self):
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 9]], dtype=float)
a = np.dot(a, a.T)
u, s, vt = np.linalg.svd(a)
s[0] *= -1
a = np.dot(u * s, vt) # a is now symmetric non-positive and singular
a_pinv = pinv2(a)
a_pinvh = pinvh(a)
assert_array_almost_equal(a_pinv, a_pinvh)
def test_simple_complex(self):
a = (array([[1, 2, 3], [4, 5, 6], [7, 8, 10]],
dtype=float) + 1j * array([[10, 8, 7], [6, 5, 4], [3, 2, 1]],
dtype=float))
a = np.dot(a, a.conj().T)
a_pinv = pinvh(a)
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
def test_native_list_argument(self):
a = array([[1, 2, 3], [4, 5, 6], [7, 8, 10]], dtype=float)
a = np.dot(a, a.T)
a_pinv = pinvh(a.tolist())
assert_array_almost_equal(np.dot(a, a_pinv), np.eye(3))
def test_pinv_pinv2_comparison(): # As reported in gh-8861
I_6 = np.eye(6)
Ts = np.diag([-1] * 4 + [-2], k=-1) + np.diag([-2] + [-1] * 4, k=1)
T = I_6 + Ts
A = 25 * (np.kron(I_6, T) + np.kron(Ts, I_6))
Ap, Ap2 = pinv(A), pinv2(A)
tol = 1e-11
assert_allclose(A @ Ap @ A - A, A @ Ap2 @ A - A, rtol=0., atol=tol)
assert_allclose(Ap @ A @ Ap - Ap, Ap2 @ A @ Ap2 - Ap2, rtol=0., atol=tol)
@pytest.mark.parametrize('scale', (1e-20, 1., 1e20))
@pytest.mark.parametrize('pinv_', (pinv, pinvh, pinv2))
def test_auto_rcond(scale, pinv_):
x = np.array([[1, 0], [0, 1e-10]]) * scale
expected = np.diag(1. / np.diag(x))
x_inv = pinv_(x)
assert_allclose(x_inv, expected)
class TestVectorNorms(object):
def test_types(self):
for dtype in np.typecodes['AllFloat']:
x = np.array([1, 2, 3], dtype=dtype)
tol = max(1e-15, np.finfo(dtype).eps.real * 20)
assert_allclose(norm(x), np.sqrt(14), rtol=tol)
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
for dtype in np.typecodes['Complex']:
x = np.array([1j, 2j, 3j], dtype=dtype)
tol = max(1e-15, np.finfo(dtype).eps.real * 20)
assert_allclose(norm(x), np.sqrt(14), rtol=tol)
assert_allclose(norm(x, 2), np.sqrt(14), rtol=tol)
def test_overflow(self):
# unlike numpy's norm, this one is
# safer on overflow
a = array([1e20], dtype=float32)
assert_almost_equal(norm(a), a)
def test_stable(self):
# more stable than numpy's norm
a = array([1e4] + [1]*10000, dtype=float32)
try:
# snrm in double precision; we obtain the same as for float64
# -- large atol needed due to varying blas implementations
assert_allclose(norm(a) - 1e4, 0.5, atol=1e-2)
except AssertionError:
# snrm implemented in single precision, == np.linalg.norm result
msg = ": Result should equal either 0.0 or 0.5 (depending on " \
"implementation of snrm2)."
assert_almost_equal(norm(a) - 1e4, 0.0, err_msg=msg)
def test_zero_norm(self):
assert_equal(norm([1, 0, 3], 0), 2)
assert_equal(norm([1, 2, 3], 0), 3)
def test_axis_kwd(self):
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
assert_allclose(norm(a, axis=1), [[3.60555128, 4.12310563]] * 2)
assert_allclose(norm(a, 1, axis=1), [[5.] * 2] * 2)
def test_keepdims_kwd(self):
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
b = norm(a, axis=1, keepdims=True)
assert_allclose(b, [[[3.60555128, 4.12310563]]] * 2)
assert_(b.shape == (2, 1, 2))
assert_allclose(norm(a, 1, axis=2, keepdims=True), [[[3.], [7.]]] * 2)
@pytest.mark.skipif(not HAS_ILP64, reason="64-bit BLAS required")
def test_large_vector(self):
check_free_memory(free_mb=17000)
x = np.zeros([2**31], dtype=np.float64)
x[-1] = 1
res = norm(x)
del x
assert_allclose(res, 1.0)
class TestMatrixNorms(object):
def test_matrix_norms(self):
# Not all of these are matrix norms in the most technical sense.
np.random.seed(1234)
for n, m in (1, 1), (1, 3), (3, 1), (4, 4), (4, 5), (5, 4):
for t in np.single, np.double, np.csingle, np.cdouble, np.int64:
A = 10 * np.random.randn(n, m).astype(t)
if np.issubdtype(A.dtype, np.complexfloating):
A = (A + 10j * np.random.randn(n, m)).astype(t)
t_high = np.cdouble
else:
t_high = np.double
for order in (None, 'fro', 1, -1, 2, -2, np.inf, -np.inf):
actual = norm(A, ord=order)
desired = np.linalg.norm(A, ord=order)
# SciPy may return higher precision matrix norms.
# This is a consequence of using LAPACK.
if not np.allclose(actual, desired):
desired = np.linalg.norm(A.astype(t_high), ord=order)
assert_allclose(actual, desired)
def test_axis_kwd(self):
a = np.array([[[2, 1], [3, 4]]] * 2, 'd')
b = norm(a, ord=np.inf, axis=(1, 0))
c = norm(np.swapaxes(a, 0, 1), ord=np.inf, axis=(0, 1))
d = norm(a, ord=1, axis=(0, 1))
assert_allclose(b, c)
assert_allclose(c, d)
assert_allclose(b, d)
assert_(b.shape == c.shape == d.shape)
b = norm(a, ord=1, axis=(1, 0))
c = norm(np.swapaxes(a, 0, 1), ord=1, axis=(0, 1))
d = norm(a, ord=np.inf, axis=(0, 1))
assert_allclose(b, c)
assert_allclose(c, d)
assert_allclose(b, d)
assert_(b.shape == c.shape == d.shape)
def test_keepdims_kwd(self):
a = np.arange(120, dtype='d').reshape(2, 3, 4, 5)
b = norm(a, ord=np.inf, axis=(1, 0), keepdims=True)
c = norm(a, ord=1, axis=(0, 1), keepdims=True)
assert_allclose(b, c)
assert_(b.shape == c.shape)
class TestOverwrite(object):
def test_solve(self):
assert_no_overwrite(solve, [(3, 3), (3,)])
def test_solve_triangular(self):
assert_no_overwrite(solve_triangular, [(3, 3), (3,)])
def test_solve_banded(self):
assert_no_overwrite(lambda ab, b: solve_banded((2, 1), ab, b),
[(4, 6), (6,)])
def test_solveh_banded(self):
assert_no_overwrite(solveh_banded, [(2, 6), (6,)])
def test_inv(self):
assert_no_overwrite(inv, [(3, 3)])
def test_det(self):
assert_no_overwrite(det, [(3, 3)])
def test_lstsq(self):
assert_no_overwrite(lstsq, [(3, 2), (3,)])
def test_pinv(self):
assert_no_overwrite(pinv, [(3, 3)])
def test_pinv2(self):
assert_no_overwrite(pinv2, [(3, 3)])
def test_pinvh(self):
assert_no_overwrite(pinvh, [(3, 3)])
class TestSolveCirculant(object):
def test_basic1(self):
c = np.array([1, 2, 3, 5])
b = np.array([1, -1, 1, 0])
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
def test_basic2(self):
# b is a 2-d matrix.
c = np.array([1, 2, -3, -5])
b = np.arange(12).reshape(4, 3)
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
def test_basic3(self):
# b is a 3-d matrix.
c = np.array([1, 2, -3, -5])
b = np.arange(24).reshape(4, 3, 2)
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
def test_complex(self):
# Complex b and c
c = np.array([1+2j, -3, 4j, 5])
b = np.arange(8).reshape(4, 2) + 0.5j
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
def test_random_b_and_c(self):
# Random b and c
np.random.seed(54321)
c = np.random.randn(50)
b = np.random.randn(50)
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
def test_singular(self):
# c gives a singular circulant matrix.
c = np.array([1, 1, 0, 0])
b = np.array([1, 2, 3, 4])
x = solve_circulant(c, b, singular='lstsq')
y, res, rnk, s = lstsq(circulant(c), b)
assert_allclose(x, y)
assert_raises(LinAlgError, solve_circulant, x, y)
def test_axis_args(self):
# Test use of caxis, baxis and outaxis.
# c has shape (2, 1, 4)
c = np.array([[[-1, 2.5, 3, 3.5]], [[1, 6, 6, 6.5]]])
# b has shape (3, 4)
b = np.array([[0, 0, 1, 1], [1, 1, 0, 0], [1, -1, 0, 0]])
x = solve_circulant(c, b, baxis=1)
assert_equal(x.shape, (4, 2, 3))
expected = np.empty_like(x)
expected[:, 0, :] = solve(circulant(c[0]), b.T)
expected[:, 1, :] = solve(circulant(c[1]), b.T)
assert_allclose(x, expected)
x = solve_circulant(c, b, baxis=1, outaxis=-1)
assert_equal(x.shape, (2, 3, 4))
assert_allclose(np.rollaxis(x, -1), expected)
# np.swapaxes(c, 1, 2) has shape (2, 4, 1); b.T has shape (4, 3).
x = solve_circulant(np.swapaxes(c, 1, 2), b.T, caxis=1)
assert_equal(x.shape, (4, 2, 3))
assert_allclose(x, expected)
def test_native_list_arguments(self):
# Same as test_basic1 using python's native list.
c = [1, 2, 3, 5]
b = [1, -1, 1, 0]
x = solve_circulant(c, b)
y = solve(circulant(c), b)
assert_allclose(x, y)
class TestMatrix_Balance(object):
def test_string_arg(self):
assert_raises(ValueError, matrix_balance, 'Some string for fail')
def test_infnan_arg(self):
assert_raises(ValueError, matrix_balance,
np.array([[1, 2], [3, np.inf]]))
assert_raises(ValueError, matrix_balance,
np.array([[1, 2], [3, np.nan]]))
def test_scaling(self):
_, y = matrix_balance(np.array([[1000, 1], [1000, 0]]))
# Pre/post LAPACK 3.5.0 gives the same result up to an offset
# since in each case col norm is x1000 greater and
# 1000 / 32 ~= 1 * 32 hence balanced with 2 ** 5.
assert_allclose(int(np.diff(np.log2(np.diag(y)))), 5)
def test_scaling_order(self):
A = np.array([[1, 0, 1e-4], [1, 1, 1e-2], [1e4, 1e2, 1]])
x, y = matrix_balance(A)
assert_allclose(solve(y, A).dot(y), x)
def test_separate(self):
_, (y, z) = matrix_balance(np.array([[1000, 1], [1000, 0]]),
separate=1)
assert_equal(int(np.diff(np.log2(y))), 5)
assert_allclose(z, np.arange(2))
def test_permutation(self):
A = block_diag(np.ones((2, 2)), np.tril(np.ones((2, 2))),
np.ones((3, 3)))
x, (y, z) = matrix_balance(A, separate=1)
assert_allclose(y, np.ones_like(y))
assert_allclose(z, np.array([0, 1, 6, 5, 4, 3, 2]))
def test_perm_and_scaling(self):
# Matrix with its diagonal removed
cases = ( # Case 0
np.array([[0., 0., 0., 0., 0.000002],
[0., 0., 0., 0., 0.],
[2., 2., 0., 0., 0.],
[2., 2., 0., 0., 0.],
[0., 0., 0.000002, 0., 0.]]),
# Case 1 user reported GH-7258
np.array([[-0.5, 0., 0., 0.],
[0., -1., 0., 0.],
[1., 0., -0.5, 0.],
[0., 1., 0., -1.]]),
# Case 2 user reported GH-7258
np.array([[-3., 0., 1., 0.],
[-1., -1., -0., 1.],
[-3., -0., -0., 0.],
[-1., -0., 1., -1.]])
)
for A in cases:
x, y = matrix_balance(A)
x, (s, p) = matrix_balance(A, separate=1)
ip = np.empty_like(p)
ip[p] = np.arange(A.shape[0])
assert_allclose(y, np.diag(s)[ip, :])
assert_allclose(solve(y, A).dot(y), x)