__usage__ = """ To run tests locally: python tests/test_arpack.py [-l] [-v] """ import threading import itertools import numpy as np from numpy.testing import assert_allclose, assert_equal, suppress_warnings from pytest import raises as assert_raises import pytest from numpy import dot, conj, random from scipy.linalg import eig, eigh from scipy.sparse import csc_matrix, csr_matrix, diags, rand from scipy.sparse.linalg import LinearOperator, aslinearoperator from scipy.sparse.linalg._eigen.arpack import (eigs, eigsh, arpack, ArpackNoConvergence) from scipy._lib._gcutils import assert_deallocated, IS_PYPY # precision for tests _ndigits = {'f': 3, 'd': 11, 'F': 3, 'D': 11} def _get_test_tolerance(type_char, mattype=None, D_type=None, which=None): """ Return tolerance values suitable for a given test: Parameters ---------- type_char : {'f', 'd', 'F', 'D'} Data type in ARPACK eigenvalue problem mattype : {csr_matrix, aslinearoperator, asarray}, optional Linear operator type Returns ------- tol Tolerance to pass to the ARPACK routine rtol Relative tolerance for outputs atol Absolute tolerance for outputs """ rtol = {'f': 3000 * np.finfo(np.float32).eps, 'F': 3000 * np.finfo(np.float32).eps, 'd': 2000 * np.finfo(np.float64).eps, 'D': 2000 * np.finfo(np.float64).eps}[type_char] atol = rtol tol = 0 if mattype is aslinearoperator and type_char in ('f', 'F'): # iterative methods in single precision: worse errors # also: bump ARPACK tolerance so that the iterative method converges tol = 30 * np.finfo(np.float32).eps rtol *= 5 if mattype is csr_matrix and type_char in ('f', 'F'): # sparse in single precision: worse errors rtol *= 5 if ( which in ('LM', 'SM', 'LA') and D_type.name == "gen-hermitian-Mc" ): if type_char == 'F': # missing case 1, 2, and more, from PR 14798 rtol *= 5 if type_char == 'D': # missing more cases, from PR 14798 rtol *= 7 return tol, rtol, atol def generate_matrix(N, complex_=False, hermitian=False, pos_definite=False, sparse=False): M = np.random.random((N, N)) if complex_: M = M + 1j * np.random.random((N, N)) if hermitian: if pos_definite: if sparse: i = np.arange(N) j = np.random.randint(N, size=N-2) i, j = np.meshgrid(i, j) M[i, j] = 0 M = np.dot(M.conj(), M.T) else: M = np.dot(M.conj(), M.T) if sparse: i = np.random.randint(N, size=N * N // 4) j = np.random.randint(N, size=N * N // 4) ind = np.nonzero(i == j) j[ind] = (j[ind] + 1) % N M[i, j] = 0 M[j, i] = 0 else: if sparse: i = np.random.randint(N, size=N * N // 2) j = np.random.randint(N, size=N * N // 2) M[i, j] = 0 return M def generate_matrix_symmetric(N, pos_definite=False, sparse=False): M = np.random.random((N, N)) M = 0.5 * (M + M.T) # Make M symmetric if pos_definite: Id = N * np.eye(N) if sparse: M = csr_matrix(M) M += Id else: if sparse: M = csr_matrix(M) return M def _aslinearoperator_with_dtype(m): m = aslinearoperator(m) if not hasattr(m, 'dtype'): x = np.zeros(m.shape[1]) m.dtype = (m * x).dtype return m def assert_allclose_cc(actual, desired, **kw): """Almost equal or complex conjugates almost equal""" try: assert_allclose(actual, desired, **kw) except AssertionError: assert_allclose(actual, conj(desired), **kw) def argsort_which(eigenvalues, typ, k, which, sigma=None, OPpart=None, mode=None): """Return sorted indices of eigenvalues using the "which" keyword from eigs and eigsh""" if sigma is None: reval = np.round(eigenvalues, decimals=_ndigits[typ]) else: if mode is None or mode == 'normal': if OPpart is None: reval = 1. / (eigenvalues - sigma) elif OPpart == 'r': reval = 0.5 * (1. / (eigenvalues - sigma) + 1. / (eigenvalues - np.conj(sigma))) elif OPpart == 'i': reval = -0.5j * (1. / (eigenvalues - sigma) - 1. / (eigenvalues - np.conj(sigma))) elif mode == 'cayley': reval = (eigenvalues + sigma) / (eigenvalues - sigma) elif mode == 'buckling': reval = eigenvalues / (eigenvalues - sigma) else: raise ValueError("mode='%s' not recognized" % mode) reval = np.round(reval, decimals=_ndigits[typ]) if which in ['LM', 'SM']: ind = np.argsort(abs(reval)) elif which in ['LR', 'SR', 'LA', 'SA', 'BE']: ind = np.argsort(np.real(reval)) elif which in ['LI', 'SI']: # for LI,SI ARPACK returns largest,smallest abs(imaginary) why? if typ.islower(): ind = np.argsort(abs(np.imag(reval))) else: ind = np.argsort(np.imag(reval)) else: raise ValueError("which='%s' is unrecognized" % which) if which in ['LM', 'LA', 'LR', 'LI']: return ind[-k:] elif which in ['SM', 'SA', 'SR', 'SI']: return ind[:k] elif which == 'BE': return np.concatenate((ind[:k//2], ind[k//2-k:])) def eval_evec(symmetric, d, typ, k, which, v0=None, sigma=None, mattype=np.asarray, OPpart=None, mode='normal'): general = ('bmat' in d) if symmetric: eigs_func = eigsh else: eigs_func = eigs if general: err = ("error for %s:general, typ=%s, which=%s, sigma=%s, " "mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__, typ, which, sigma, mattype.__name__, OPpart, mode)) else: err = ("error for %s:standard, typ=%s, which=%s, sigma=%s, " "mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__, typ, which, sigma, mattype.__name__, OPpart, mode)) a = d['mat'].astype(typ) ac = mattype(a) if general: b = d['bmat'].astype(typ) bc = mattype(b) # get exact eigenvalues exact_eval = d['eval'].astype(typ.upper()) ind = argsort_which(exact_eval, typ, k, which, sigma, OPpart, mode) exact_eval = exact_eval[ind] # compute arpack eigenvalues kwargs = dict(which=which, v0=v0, sigma=sigma) if eigs_func is eigsh: kwargs['mode'] = mode else: kwargs['OPpart'] = OPpart # compute suitable tolerances kwargs['tol'], rtol, atol = _get_test_tolerance(typ, mattype, d, which) # on rare occasions, ARPACK routines return results that are proper # eigenvalues and -vectors, but not necessarily the ones requested in # the parameter which. This is inherent to the Krylov methods, and # should not be treated as a failure. If such a rare situation # occurs, the calculation is tried again (but at most a few times). ntries = 0 while ntries < 5: # solve if general: try: eigenvalues, evec = eigs_func(ac, k, bc, **kwargs) except ArpackNoConvergence: kwargs['maxiter'] = 20*a.shape[0] eigenvalues, evec = eigs_func(ac, k, bc, **kwargs) else: try: eigenvalues, evec = eigs_func(ac, k, **kwargs) except ArpackNoConvergence: kwargs['maxiter'] = 20*a.shape[0] eigenvalues, evec = eigs_func(ac, k, **kwargs) ind = argsort_which(eigenvalues, typ, k, which, sigma, OPpart, mode) eigenvalues = eigenvalues[ind] evec = evec[:, ind] try: # check eigenvalues assert_allclose_cc(eigenvalues, exact_eval, rtol=rtol, atol=atol, err_msg=err) check_evecs = True except AssertionError: check_evecs = False ntries += 1 if check_evecs: # check eigenvectors LHS = np.dot(a, evec) if general: RHS = eigenvalues * np.dot(b, evec) else: RHS = eigenvalues * evec assert_allclose(LHS, RHS, rtol=rtol, atol=atol, err_msg=err) break # check eigenvalues assert_allclose_cc(eigenvalues, exact_eval, rtol=rtol, atol=atol, err_msg=err) class DictWithRepr(dict): def __init__(self, name): self.name = name def __repr__(self): return "<%s>" % self.name class SymmetricParams: def __init__(self): self.eigs = eigsh self.which = ['LM', 'SM', 'LA', 'SA', 'BE'] self.mattypes = [csr_matrix, aslinearoperator, np.asarray] self.sigmas_modes = {None: ['normal'], 0.5: ['normal', 'buckling', 'cayley']} # generate matrices # these should all be float32 so that the eigenvalues # are the same in float32 and float64 N = 6 np.random.seed(2300) Ar = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') M = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') Ac = generate_matrix(N, hermitian=True, pos_definite=True, complex_=True).astype('F').astype('D') Mc = generate_matrix(N, hermitian=True, pos_definite=True, complex_=True).astype('F').astype('D') v0 = np.random.random(N) # standard symmetric problem SS = DictWithRepr("std-symmetric") SS['mat'] = Ar SS['v0'] = v0 SS['eval'] = eigh(SS['mat'], eigvals_only=True) # general symmetric problem GS = DictWithRepr("gen-symmetric") GS['mat'] = Ar GS['bmat'] = M GS['v0'] = v0 GS['eval'] = eigh(GS['mat'], GS['bmat'], eigvals_only=True) # standard hermitian problem SH = DictWithRepr("std-hermitian") SH['mat'] = Ac SH['v0'] = v0 SH['eval'] = eigh(SH['mat'], eigvals_only=True) # general hermitian problem GH = DictWithRepr("gen-hermitian") GH['mat'] = Ac GH['bmat'] = M GH['v0'] = v0 GH['eval'] = eigh(GH['mat'], GH['bmat'], eigvals_only=True) # general hermitian problem with hermitian M GHc = DictWithRepr("gen-hermitian-Mc") GHc['mat'] = Ac GHc['bmat'] = Mc GHc['v0'] = v0 GHc['eval'] = eigh(GHc['mat'], GHc['bmat'], eigvals_only=True) self.real_test_cases = [SS, GS] self.complex_test_cases = [SH, GH, GHc] class NonSymmetricParams: def __init__(self): self.eigs = eigs self.which = ['LM', 'LR', 'LI'] # , 'SM', 'LR', 'SR', 'LI', 'SI'] self.mattypes = [csr_matrix, aslinearoperator, np.asarray] self.sigmas_OPparts = {None: [None], 0.1: ['r'], 0.1 + 0.1j: ['r', 'i']} # generate matrices # these should all be float32 so that the eigenvalues # are the same in float32 and float64 N = 6 np.random.seed(2300) Ar = generate_matrix(N).astype('f').astype('d') M = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') Ac = generate_matrix(N, complex_=True).astype('F').astype('D') v0 = np.random.random(N) # standard real nonsymmetric problem SNR = DictWithRepr("std-real-nonsym") SNR['mat'] = Ar SNR['v0'] = v0 SNR['eval'] = eig(SNR['mat'], left=False, right=False) # general real nonsymmetric problem GNR = DictWithRepr("gen-real-nonsym") GNR['mat'] = Ar GNR['bmat'] = M GNR['v0'] = v0 GNR['eval'] = eig(GNR['mat'], GNR['bmat'], left=False, right=False) # standard complex nonsymmetric problem SNC = DictWithRepr("std-cmplx-nonsym") SNC['mat'] = Ac SNC['v0'] = v0 SNC['eval'] = eig(SNC['mat'], left=False, right=False) # general complex nonsymmetric problem GNC = DictWithRepr("gen-cmplx-nonsym") GNC['mat'] = Ac GNC['bmat'] = M GNC['v0'] = v0 GNC['eval'] = eig(GNC['mat'], GNC['bmat'], left=False, right=False) self.real_test_cases = [SNR, GNR] self.complex_test_cases = [SNC, GNC] def test_symmetric_modes(): params = SymmetricParams() k = 2 symmetric = True for D in params.real_test_cases: for typ in 'fd': for which in params.which: for mattype in params.mattypes: for (sigma, modes) in params.sigmas_modes.items(): for mode in modes: eval_evec(symmetric, D, typ, k, which, None, sigma, mattype, None, mode) def test_hermitian_modes(): params = SymmetricParams() k = 2 symmetric = True for D in params.complex_test_cases: for typ in 'FD': for which in params.which: if which == 'BE': continue # BE invalid for complex for mattype in params.mattypes: for sigma in params.sigmas_modes: eval_evec(symmetric, D, typ, k, which, None, sigma, mattype) def test_symmetric_starting_vector(): params = SymmetricParams() symmetric = True for k in [1, 2, 3, 4, 5]: for D in params.real_test_cases: for typ in 'fd': v0 = random.rand(len(D['v0'])).astype(typ) eval_evec(symmetric, D, typ, k, 'LM', v0) def test_symmetric_no_convergence(): np.random.seed(1234) m = generate_matrix(30, hermitian=True, pos_definite=True) tol, rtol, atol = _get_test_tolerance('d') try: w, v = eigsh(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol, ncv=9) raise AssertionError("Spurious no-error exit") except ArpackNoConvergence as err: k = len(err.eigenvalues) if k <= 0: raise AssertionError("Spurious no-eigenvalues-found case") from err w, v = err.eigenvalues, err.eigenvectors assert_allclose(dot(m, v), w * v, rtol=rtol, atol=atol) def test_real_nonsymmetric_modes(): params = NonSymmetricParams() k = 2 symmetric = False for D in params.real_test_cases: for typ in 'fd': for which in params.which: for mattype in params.mattypes: for sigma, OPparts in params.sigmas_OPparts.items(): for OPpart in OPparts: eval_evec(symmetric, D, typ, k, which, None, sigma, mattype, OPpart) def test_complex_nonsymmetric_modes(): params = NonSymmetricParams() k = 2 symmetric = False for D in params.complex_test_cases: for typ in 'DF': for which in params.which: for mattype in params.mattypes: for sigma in params.sigmas_OPparts: eval_evec(symmetric, D, typ, k, which, None, sigma, mattype) def test_standard_nonsymmetric_starting_vector(): params = NonSymmetricParams() sigma = None symmetric = False for k in [1, 2, 3, 4]: for d in params.complex_test_cases: for typ in 'FD': A = d['mat'] n = A.shape[0] v0 = random.rand(n).astype(typ) eval_evec(symmetric, d, typ, k, "LM", v0, sigma) def test_general_nonsymmetric_starting_vector(): params = NonSymmetricParams() sigma = None symmetric = False for k in [1, 2, 3, 4]: for d in params.complex_test_cases: for typ in 'FD': A = d['mat'] n = A.shape[0] v0 = random.rand(n).astype(typ) eval_evec(symmetric, d, typ, k, "LM", v0, sigma) def test_standard_nonsymmetric_no_convergence(): np.random.seed(1234) m = generate_matrix(30, complex_=True) tol, rtol, atol = _get_test_tolerance('d') try: w, v = eigs(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol) raise AssertionError("Spurious no-error exit") except ArpackNoConvergence as err: k = len(err.eigenvalues) if k <= 0: raise AssertionError("Spurious no-eigenvalues-found case") from err w, v = err.eigenvalues, err.eigenvectors for ww, vv in zip(w, v.T): assert_allclose(dot(m, vv), ww * vv, rtol=rtol, atol=atol) def test_eigen_bad_shapes(): # A is not square. A = csc_matrix(np.zeros((2, 3))) assert_raises(ValueError, eigs, A) def test_eigen_bad_kwargs(): # Test eigen on wrong keyword argument A = csc_matrix(np.zeros((8, 8))) assert_raises(ValueError, eigs, A, which='XX') def test_ticket_1459_arpack_crash(): for dtype in [np.float32, np.float64]: # This test does not seem to catch the issue for float32, # but we made the same fix there, just to be sure N = 6 k = 2 np.random.seed(2301) A = np.random.random((N, N)).astype(dtype) v0 = np.array([-0.71063568258907849895, -0.83185111795729227424, -0.34365925382227402451, 0.46122533684552280420, -0.58001341115969040629, -0.78844877570084292984e-01], dtype=dtype) # Should not crash: evals, evecs = eigs(A, k, v0=v0) @pytest.mark.skipif(IS_PYPY, reason="Test not meaningful on PyPy") def test_linearoperator_deallocation(): # Check that the linear operators used by the Arpack wrappers are # deallocatable by reference counting -- they are big objects, so # Python's cyclic GC may not collect them fast enough before # running out of memory if eigs/eigsh are called in a tight loop. M_d = np.eye(10) M_s = csc_matrix(M_d) M_o = aslinearoperator(M_d) with assert_deallocated(lambda: arpack.SpLuInv(M_s)): pass with assert_deallocated(lambda: arpack.LuInv(M_d)): pass with assert_deallocated(lambda: arpack.IterInv(M_s)): pass with assert_deallocated(lambda: arpack.IterOpInv(M_o, None, 0.3)): pass with assert_deallocated(lambda: arpack.IterOpInv(M_o, M_o, 0.3)): pass def test_parallel_threads(): results = [] v0 = np.random.rand(50) def worker(): x = diags([1, -2, 1], [-1, 0, 1], shape=(50, 50)) w, v = eigs(x, k=3, v0=v0) results.append(w) w, v = eigsh(x, k=3, v0=v0) results.append(w) threads = [threading.Thread(target=worker) for k in range(10)] for t in threads: t.start() for t in threads: t.join() worker() for r in results: assert_allclose(r, results[-1]) def test_reentering(): # Just some linear operator that calls eigs recursively def A_matvec(x): x = diags([1, -2, 1], [-1, 0, 1], shape=(50, 50)) w, v = eigs(x, k=1) return v / w[0] A = LinearOperator(matvec=A_matvec, dtype=float, shape=(50, 50)) # The Fortran code is not reentrant, so this fails (gracefully, not crashing) assert_raises(RuntimeError, eigs, A, k=1) assert_raises(RuntimeError, eigsh, A, k=1) def test_regression_arpackng_1315(): # Check that issue arpack-ng/#1315 is not present. # Adapted from arpack-ng/TESTS/bug_1315_single.c # If this fails, then the installed ARPACK library is faulty. for dtype in [np.float32, np.float64]: np.random.seed(1234) w0 = np.arange(1, 1000+1).astype(dtype) A = diags([w0], [0], shape=(1000, 1000)) v0 = np.random.rand(1000).astype(dtype) w, v = eigs(A, k=9, ncv=2*9+1, which="LM", v0=v0) assert_allclose(np.sort(w), np.sort(w0[-9:]), rtol=1e-4) def test_eigs_for_k_greater(): # Test eigs() for k beyond limits. A_sparse = diags([1, -2, 1], [-1, 0, 1], shape=(4, 4)) # sparse A = generate_matrix(4, sparse=False) M_dense = np.random.random((4, 4)) M_sparse = generate_matrix(4, sparse=True) M_linop = aslinearoperator(M_dense) eig_tuple1 = eig(A, b=M_dense) eig_tuple2 = eig(A, b=M_sparse) with suppress_warnings() as sup: sup.filter(RuntimeWarning) assert_equal(eigs(A, M=M_dense, k=3), eig_tuple1) assert_equal(eigs(A, M=M_dense, k=4), eig_tuple1) assert_equal(eigs(A, M=M_dense, k=5), eig_tuple1) assert_equal(eigs(A, M=M_sparse, k=5), eig_tuple2) # M as LinearOperator assert_raises(TypeError, eigs, A, M=M_linop, k=3) # Test 'A' for different types assert_raises(TypeError, eigs, aslinearoperator(A), k=3) assert_raises(TypeError, eigs, A_sparse, k=3) def test_eigsh_for_k_greater(): # Test eigsh() for k beyond limits. A_sparse = diags([1, -2, 1], [-1, 0, 1], shape=(4, 4)) # sparse A = generate_matrix(4, sparse=False) M_dense = generate_matrix_symmetric(4, pos_definite=True) M_sparse = generate_matrix_symmetric(4, pos_definite=True, sparse=True) M_linop = aslinearoperator(M_dense) eig_tuple1 = eigh(A, b=M_dense) eig_tuple2 = eigh(A, b=M_sparse) with suppress_warnings() as sup: sup.filter(RuntimeWarning) assert_equal(eigsh(A, M=M_dense, k=4), eig_tuple1) assert_equal(eigsh(A, M=M_dense, k=5), eig_tuple1) assert_equal(eigsh(A, M=M_sparse, k=5), eig_tuple2) # M as LinearOperator assert_raises(TypeError, eigsh, A, M=M_linop, k=4) # Test 'A' for different types assert_raises(TypeError, eigsh, aslinearoperator(A), k=4) assert_raises(TypeError, eigsh, A_sparse, M=M_dense, k=4) def test_real_eigs_real_k_subset(): np.random.seed(1) n = 10 A = rand(n, n, density=0.5) A.data *= 2 A.data -= 1 v0 = np.ones(n) whichs = ['LM', 'SM', 'LR', 'SR', 'LI', 'SI'] dtypes = [np.float32, np.float64] for which, sigma, dtype in itertools.product(whichs, [None, 0, 5], dtypes): prev_w = np.array([], dtype=dtype) eps = np.finfo(dtype).eps for k in range(1, 9): w, z = eigs(A.astype(dtype), k=k, which=which, sigma=sigma, v0=v0.astype(dtype), tol=0) assert_allclose(np.linalg.norm(A.dot(z) - z * w), 0, atol=np.sqrt(eps)) # Check that the set of eigenvalues for `k` is a subset of that for `k+1` dist = abs(prev_w[:,None] - w).min(axis=1) assert_allclose(dist, 0, atol=np.sqrt(eps)) prev_w = w # Check sort order if sigma is None: d = w else: d = 1 / (w - sigma) if which == 'LM': # ARPACK is systematic for 'LM', but sort order # appears not well defined for other modes assert np.all(np.diff(abs(d)) <= 1e-6)