"""Test functions for the sparse.linalg._expm_multiply module.""" from functools import partial from itertools import product import numpy as np import pytest from numpy.testing import (assert_allclose, assert_, assert_equal, suppress_warnings) from scipy.sparse import SparseEfficiencyWarning from scipy.sparse.linalg import aslinearoperator import scipy.linalg from scipy.sparse.linalg import expm as sp_expm from scipy.sparse.linalg._expm_multiply import (_theta, _compute_p_max, _onenormest_matrix_power, expm_multiply, _expm_multiply_simple, _expm_multiply_interval) IMPRECISE = {np.single, np.csingle} REAL_DTYPES = {np.intc, np.int_, np.longlong, np.single, np.double, np.longdouble} COMPLEX_DTYPES = {np.csingle, np.cdouble, np.clongdouble} # use sorted tuple to ensure fixed order of tests DTYPES = tuple(sorted(REAL_DTYPES ^ COMPLEX_DTYPES, key=str)) def estimated(func): """If trace is estimated, it should warn. We warn that estimation of trace might impact performance. All result have to be correct nevertheless! """ def wrapped(*args, **kwds): with pytest.warns(UserWarning, match="Trace of LinearOperator not available"): return func(*args, **kwds) return wrapped def less_than_or_close(a, b): return np.allclose(a, b) or (a < b) class TestExpmActionSimple: """ These tests do not consider the case of multiple time steps in one call. """ def test_theta_monotonicity(self): pairs = sorted(_theta.items()) for (m_a, theta_a), (m_b, theta_b) in zip(pairs[:-1], pairs[1:]): assert_(theta_a < theta_b) def test_p_max_default(self): m_max = 55 expected_p_max = 8 observed_p_max = _compute_p_max(m_max) assert_equal(observed_p_max, expected_p_max) def test_p_max_range(self): for m_max in range(1, 55+1): p_max = _compute_p_max(m_max) assert_(p_max*(p_max - 1) <= m_max + 1) p_too_big = p_max + 1 assert_(p_too_big*(p_too_big - 1) > m_max + 1) def test_onenormest_matrix_power(self): np.random.seed(1234) n = 40 nsamples = 10 for i in range(nsamples): A = scipy.linalg.inv(np.random.randn(n, n)) for p in range(4): if not p: M = np.identity(n) else: M = np.dot(M, A) estimated = _onenormest_matrix_power(A, p) exact = np.linalg.norm(M, 1) assert_(less_than_or_close(estimated, exact)) assert_(less_than_or_close(exact, 3*estimated)) def test_expm_multiply(self): np.random.seed(1234) n = 40 k = 3 nsamples = 10 for i in range(nsamples): A = scipy.linalg.inv(np.random.randn(n, n)) B = np.random.randn(n, k) observed = expm_multiply(A, B) expected = np.dot(sp_expm(A), B) assert_allclose(observed, expected) observed = estimated(expm_multiply)(aslinearoperator(A), B) assert_allclose(observed, expected) traceA = np.trace(A) observed = expm_multiply(aslinearoperator(A), B, traceA=traceA) assert_allclose(observed, expected) def test_matrix_vector_multiply(self): np.random.seed(1234) n = 40 nsamples = 10 for i in range(nsamples): A = scipy.linalg.inv(np.random.randn(n, n)) v = np.random.randn(n) observed = expm_multiply(A, v) expected = np.dot(sp_expm(A), v) assert_allclose(observed, expected) observed = estimated(expm_multiply)(aslinearoperator(A), v) assert_allclose(observed, expected) def test_scaled_expm_multiply(self): np.random.seed(1234) n = 40 k = 3 nsamples = 10 for i, t in product(range(nsamples), [0.2, 1.0, 1.5]): with np.errstate(invalid='ignore'): A = scipy.linalg.inv(np.random.randn(n, n)) B = np.random.randn(n, k) observed = _expm_multiply_simple(A, B, t=t) expected = np.dot(sp_expm(t*A), B) assert_allclose(observed, expected) observed = estimated(_expm_multiply_simple)( aslinearoperator(A), B, t=t ) assert_allclose(observed, expected) def test_scaled_expm_multiply_single_timepoint(self): np.random.seed(1234) t = 0.1 n = 5 k = 2 A = np.random.randn(n, n) B = np.random.randn(n, k) observed = _expm_multiply_simple(A, B, t=t) expected = sp_expm(t*A).dot(B) assert_allclose(observed, expected) observed = estimated(_expm_multiply_simple)( aslinearoperator(A), B, t=t ) assert_allclose(observed, expected) def test_sparse_expm_multiply(self): np.random.seed(1234) n = 40 k = 3 nsamples = 10 for i in range(nsamples): A = scipy.sparse.rand(n, n, density=0.05) B = np.random.randn(n, k) observed = expm_multiply(A, B) with suppress_warnings() as sup: sup.filter(SparseEfficiencyWarning, "splu converted its input to CSC format") sup.filter(SparseEfficiencyWarning, "spsolve is more efficient when sparse b is in the" " CSC matrix format") expected = sp_expm(A).dot(B) assert_allclose(observed, expected) observed = estimated(expm_multiply)(aslinearoperator(A), B) assert_allclose(observed, expected) def test_complex(self): A = np.array([ [1j, 1j], [0, 1j]], dtype=complex) B = np.array([1j, 1j]) observed = expm_multiply(A, B) expected = np.array([ 1j * np.exp(1j) + 1j * (1j*np.cos(1) - np.sin(1)), 1j * np.exp(1j)], dtype=complex) assert_allclose(observed, expected) observed = estimated(expm_multiply)(aslinearoperator(A), B) assert_allclose(observed, expected) class TestExpmActionInterval: def test_sparse_expm_multiply_interval(self): np.random.seed(1234) start = 0.1 stop = 3.2 n = 40 k = 3 endpoint = True for num in (14, 13, 2): A = scipy.sparse.rand(n, n, density=0.05) B = np.random.randn(n, k) v = np.random.randn(n) for target in (B, v): X = expm_multiply(A, target, start=start, stop=stop, num=num, endpoint=endpoint) samples = np.linspace(start=start, stop=stop, num=num, endpoint=endpoint) with suppress_warnings() as sup: sup.filter(SparseEfficiencyWarning, "splu converted its input to CSC format") sup.filter(SparseEfficiencyWarning, "spsolve is more efficient when sparse b is in" " the CSC matrix format") for solution, t in zip(X, samples): assert_allclose(solution, sp_expm(t*A).dot(target)) def test_expm_multiply_interval_vector(self): np.random.seed(1234) interval = {'start': 0.1, 'stop': 3.2, 'endpoint': True} for num, n in product([14, 13, 2], [1, 2, 5, 20, 40]): A = scipy.linalg.inv(np.random.randn(n, n)) v = np.random.randn(n) samples = np.linspace(num=num, **interval) X = expm_multiply(A, v, num=num, **interval) for solution, t in zip(X, samples): assert_allclose(solution, sp_expm(t*A).dot(v)) # test for linear operator with unknown trace -> estimate trace Xguess = estimated(expm_multiply)(aslinearoperator(A), v, num=num, **interval) # test for linear operator with given trace Xgiven = expm_multiply(aslinearoperator(A), v, num=num, **interval, traceA=np.trace(A)) # test robustness for linear operator with wrong trace Xwrong = expm_multiply(aslinearoperator(A), v, num=num, **interval, traceA=np.trace(A)*5) for sol_guess, sol_given, sol_wrong, t in zip(Xguess, Xgiven, Xwrong, samples): correct = sp_expm(t*A).dot(v) assert_allclose(sol_guess, correct) assert_allclose(sol_given, correct) assert_allclose(sol_wrong, correct) def test_expm_multiply_interval_matrix(self): np.random.seed(1234) interval = {'start': 0.1, 'stop': 3.2, 'endpoint': True} for num, n, k in product([14, 13, 2], [1, 2, 5, 20, 40], [1, 2]): A = scipy.linalg.inv(np.random.randn(n, n)) B = np.random.randn(n, k) samples = np.linspace(num=num, **interval) X = expm_multiply(A, B, num=num, **interval) for solution, t in zip(X, samples): assert_allclose(solution, sp_expm(t*A).dot(B)) X = estimated(expm_multiply)(aslinearoperator(A), B, num=num, **interval) for solution, t in zip(X, samples): assert_allclose(solution, sp_expm(t*A).dot(B)) def test_sparse_expm_multiply_interval_dtypes(self): # Test A & B int A = scipy.sparse.diags(np.arange(5),format='csr', dtype=int) B = np.ones(5, dtype=int) Aexpm = scipy.sparse.diags(np.exp(np.arange(5)),format='csr') assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B)) # Test A complex, B int A = scipy.sparse.diags(-1j*np.arange(5),format='csr', dtype=complex) B = np.ones(5, dtype=int) Aexpm = scipy.sparse.diags(np.exp(-1j*np.arange(5)),format='csr') assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B)) # Test A int, B complex A = scipy.sparse.diags(np.arange(5),format='csr', dtype=int) B = np.full(5, 1j, dtype=complex) Aexpm = scipy.sparse.diags(np.exp(np.arange(5)),format='csr') assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B)) def test_expm_multiply_interval_status_0(self): self._help_test_specific_expm_interval_status(0) def test_expm_multiply_interval_status_1(self): self._help_test_specific_expm_interval_status(1) def test_expm_multiply_interval_status_2(self): self._help_test_specific_expm_interval_status(2) def _help_test_specific_expm_interval_status(self, target_status): np.random.seed(1234) start = 0.1 stop = 3.2 num = 13 endpoint = True n = 5 k = 2 nrepeats = 10 nsuccesses = 0 for num in [14, 13, 2] * nrepeats: A = np.random.randn(n, n) B = np.random.randn(n, k) status = _expm_multiply_interval(A, B, start=start, stop=stop, num=num, endpoint=endpoint, status_only=True) if status == target_status: X, status = _expm_multiply_interval(A, B, start=start, stop=stop, num=num, endpoint=endpoint, status_only=False) assert_equal(X.shape, (num, n, k)) samples = np.linspace(start=start, stop=stop, num=num, endpoint=endpoint) for solution, t in zip(X, samples): assert_allclose(solution, sp_expm(t*A).dot(B)) nsuccesses += 1 if not nsuccesses: msg = 'failed to find a status-' + str(target_status) + ' interval' raise Exception(msg) @pytest.mark.parametrize("dtype_a", DTYPES) @pytest.mark.parametrize("dtype_b", DTYPES) @pytest.mark.parametrize("b_is_matrix", [False, True]) def test_expm_multiply_dtype(dtype_a, dtype_b, b_is_matrix): """Make sure `expm_multiply` handles all numerical dtypes correctly.""" assert_allclose_ = (partial(assert_allclose, rtol=1.2e-3, atol=1e-5) if {dtype_a, dtype_b} & IMPRECISE else assert_allclose) rng = np.random.default_rng(1234) # test data n = 7 b_shape = (n, 3) if b_is_matrix else (n, ) if dtype_a in REAL_DTYPES: A = scipy.linalg.inv(rng.random([n, n])).astype(dtype_a) else: A = scipy.linalg.inv( rng.random([n, n]) + 1j*rng.random([n, n]) ).astype(dtype_a) if dtype_b in REAL_DTYPES: B = (2*rng.random(b_shape)).astype(dtype_b) else: B = (rng.random(b_shape) + 1j*rng.random(b_shape)).astype(dtype_b) # single application sol_mat = expm_multiply(A, B) sol_op = estimated(expm_multiply)(aslinearoperator(A), B) direct_sol = np.dot(sp_expm(A), B) assert_allclose_(sol_mat, direct_sol) assert_allclose_(sol_op, direct_sol) sol_op = expm_multiply(aslinearoperator(A), B, traceA=np.trace(A)) assert_allclose_(sol_op, direct_sol) # for time points interval = {'start': 0.1, 'stop': 3.2, 'num': 13, 'endpoint': True} samples = np.linspace(**interval) X_mat = expm_multiply(A, B, **interval) X_op = estimated(expm_multiply)(aslinearoperator(A), B, **interval) for sol_mat, sol_op, t in zip(X_mat, X_op, samples): direct_sol = sp_expm(t*A).dot(B) assert_allclose_(sol_mat, direct_sol) assert_allclose_(sol_op, direct_sol)