Intelegentny_Pszczelarz/.venv/Lib/site-packages/scipy/sparse/linalg/_eigen/lobpcg/tests/test_lobpcg.py
2023-06-19 00:49:18 +02:00

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Python

""" Test functions for the sparse.linalg._eigen.lobpcg module
"""
import itertools
import platform
import sys
import pytest
import numpy as np
from numpy import ones, r_, diag
from numpy.testing import (assert_almost_equal, assert_equal,
assert_allclose, assert_array_less)
from scipy.linalg import eig, eigh, toeplitz, orth
from scipy.sparse import spdiags, diags, eye, csr_matrix
from scipy.sparse.linalg import eigs, LinearOperator
from scipy.sparse.linalg._eigen.lobpcg import lobpcg
_IS_32BIT = (sys.maxsize < 2**32)
def ElasticRod(n):
"""Build the matrices for the generalized eigenvalue problem of the
fixed-free elastic rod vibration model.
"""
L = 1.0
le = L/n
rho = 7.85e3
S = 1.e-4
E = 2.1e11
mass = rho*S*le/6.
k = E*S/le
A = k*(diag(r_[2.*ones(n-1), 1])-diag(ones(n-1), 1)-diag(ones(n-1), -1))
B = mass*(diag(r_[4.*ones(n-1), 2])+diag(ones(n-1), 1)+diag(ones(n-1), -1))
return A, B
def MikotaPair(n):
"""Build a pair of full diagonal matrices for the generalized eigenvalue
problem. The Mikota pair acts as a nice test since the eigenvalues are the
squares of the integers n, n=1,2,...
"""
x = np.arange(1, n+1)
B = diag(1./x)
y = np.arange(n-1, 0, -1)
z = np.arange(2*n-1, 0, -2)
A = diag(z)-diag(y, -1)-diag(y, 1)
return A, B
def compare_solutions(A, B, m):
"""Check eig vs. lobpcg consistency.
"""
n = A.shape[0]
rnd = np.random.RandomState(0)
V = rnd.random((n, m))
X = orth(V)
eigvals, _ = lobpcg(A, X, B=B, tol=1e-2, maxiter=50, largest=False)
eigvals.sort()
w, _ = eig(A, b=B)
w.sort()
assert_almost_equal(w[:int(m/2)], eigvals[:int(m/2)], decimal=2)
def test_Small():
A, B = ElasticRod(10)
with pytest.warns(UserWarning, match="The problem size"):
compare_solutions(A, B, 10)
A, B = MikotaPair(10)
with pytest.warns(UserWarning, match="The problem size"):
compare_solutions(A, B, 10)
def test_ElasticRod():
A, B = ElasticRod(20)
with pytest.warns(UserWarning, match="Exited at iteration"):
compare_solutions(A, B, 2)
def test_MikotaPair():
A, B = MikotaPair(20)
compare_solutions(A, B, 2)
@pytest.mark.filterwarnings("ignore:Exited at iteration 0")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_nonhermitian_warning(capsys):
"""Check the warning of a Ritz matrix being not Hermitian
by feeding a non-Hermitian input matrix.
Also check stdout since verbosityLevel=1 and lack of stderr.
"""
n = 10
X = np.arange(n * 2).reshape(n, 2).astype(np.float32)
A = np.arange(n * n).reshape(n, n).astype(np.float32)
with pytest.warns(UserWarning, match="Matrix gramA"):
_, _ = lobpcg(A, X, verbosityLevel=1, maxiter=0)
out, err = capsys.readouterr() # Capture output
assert out.startswith("Solving standard eigenvalue") # Test stdout
assert err == '' # Test empty stderr
# Make the matrix symmetric and the UserWarning dissappears.
A += A.T
_, _ = lobpcg(A, X, verbosityLevel=1, maxiter=0)
out, err = capsys.readouterr() # Capture output
assert out.startswith("Solving standard eigenvalue") # Test stdout
assert err == '' # Test empty stderr
def test_regression():
"""Check the eigenvalue of the identity matrix is one.
"""
# https://mail.python.org/pipermail/scipy-user/2010-October/026944.html
n = 10
X = np.ones((n, 1))
A = np.identity(n)
w, _ = lobpcg(A, X)
assert_allclose(w, [1])
@pytest.mark.filterwarnings("ignore:The problem size")
@pytest.mark.parametrize('n, m, m_excluded', [(100, 4, 3), (4, 2, 0)])
def test_diagonal(n, m, m_excluded):
"""Test ``m - m_excluded`` eigenvalues and eigenvectors of
diagonal matrices of the size ``n`` varying matrix formats:
dense array, spare matrix, and ``LinearOperator`` for both
matrixes in the generalized eigenvalue problem ``Av = cBv``
and for the preconditioner.
"""
rnd = np.random.RandomState(0)
# Define the generalized eigenvalue problem Av = cBv
# where (c, v) is a generalized eigenpair,
# A is the diagonal matrix whose entries are 1,...n,
# B is the identity matrix.
vals = np.arange(1, n+1, dtype=float)
A_s = diags([vals], [0], (n, n))
A_a = A_s.toarray()
def A_f(x):
return A_s @ x
A_lo = LinearOperator(matvec=A_f,
matmat=A_f,
shape=(n, n), dtype=float)
B_a = eye(n)
B_s = csr_matrix(B_a)
def B_f(x):
return B_a @ x
B_lo = LinearOperator(matvec=B_f,
matmat=B_f,
shape=(n, n), dtype=float)
# Let the preconditioner M be the inverse of A.
M_s = diags([1./vals], [0], (n, n))
M_a = M_s.toarray()
def M_f(x):
return M_s @ x
M_lo = LinearOperator(matvec=M_f,
matmat=M_f,
shape=(n, n), dtype=float)
# Pick random initial vectors.
X = rnd.normal(size=(n, m))
# Require that the returned eigenvectors be in the orthogonal complement
# of the first few standard basis vectors.
if m_excluded > 0:
Y = np.eye(n, m_excluded)
else:
Y = None
for A in [A_a, A_s, A_lo]:
for B in [B_a, B_s, B_lo]:
for M in [M_a, M_s, M_lo]:
eigvals, vecs = lobpcg(A, X, B, M=M, Y=Y,
maxiter=40, largest=False)
assert_allclose(eigvals, np.arange(1+m_excluded,
1+m_excluded+m))
_check_eigen(A, eigvals, vecs, rtol=1e-3, atol=1e-3)
def _check_eigen(M, w, V, rtol=1e-8, atol=1e-14):
"""Check if the eigenvalue residual is small.
"""
mult_wV = np.multiply(w, V)
dot_MV = M.dot(V)
assert_allclose(mult_wV, dot_MV, rtol=rtol, atol=atol)
def _check_fiedler(n, p):
"""Check the Fiedler vector computation.
"""
# This is not necessarily the recommended way to find the Fiedler vector.
col = np.zeros(n)
col[1] = 1
A = toeplitz(col)
D = np.diag(A.sum(axis=1))
L = D - A
# Compute the full eigendecomposition using tricks, e.g.
# http://www.cs.yale.edu/homes/spielman/561/2009/lect02-09.pdf
tmp = np.pi * np.arange(n) / n
analytic_w = 2 * (1 - np.cos(tmp))
analytic_V = np.cos(np.outer(np.arange(n) + 1/2, tmp))
_check_eigen(L, analytic_w, analytic_V)
# Compute the full eigendecomposition using eigh.
eigh_w, eigh_V = eigh(L)
_check_eigen(L, eigh_w, eigh_V)
# Check that the first eigenvalue is near zero and that the rest agree.
assert_array_less(np.abs([eigh_w[0], analytic_w[0]]), 1e-14)
assert_allclose(eigh_w[1:], analytic_w[1:])
# Check small lobpcg eigenvalues.
X = analytic_V[:, :p]
lobpcg_w, lobpcg_V = lobpcg(L, X, largest=False)
assert_equal(lobpcg_w.shape, (p,))
assert_equal(lobpcg_V.shape, (n, p))
_check_eigen(L, lobpcg_w, lobpcg_V)
assert_array_less(np.abs(np.min(lobpcg_w)), 1e-14)
assert_allclose(np.sort(lobpcg_w)[1:], analytic_w[1:p])
# Check large lobpcg eigenvalues.
X = analytic_V[:, -p:]
lobpcg_w, lobpcg_V = lobpcg(L, X, largest=True)
assert_equal(lobpcg_w.shape, (p,))
assert_equal(lobpcg_V.shape, (n, p))
_check_eigen(L, lobpcg_w, lobpcg_V)
assert_allclose(np.sort(lobpcg_w), analytic_w[-p:])
# Look for the Fiedler vector using good but not exactly correct guesses.
fiedler_guess = np.concatenate((np.ones(n//2), -np.ones(n-n//2)))
X = np.vstack((np.ones(n), fiedler_guess)).T
lobpcg_w, _ = lobpcg(L, X, largest=False)
# Mathematically, the smaller eigenvalue should be zero
# and the larger should be the algebraic connectivity.
lobpcg_w = np.sort(lobpcg_w)
assert_allclose(lobpcg_w, analytic_w[:2], atol=1e-14)
def test_fiedler_small_8():
"""Check the dense workaround path for small matrices.
"""
# This triggers the dense path because 8 < 2*5.
with pytest.warns(UserWarning, match="The problem size"):
_check_fiedler(8, 2)
def test_fiedler_large_12():
"""Check the dense workaround path avoided for non-small matrices.
"""
# This does not trigger the dense path, because 2*5 <= 12.
_check_fiedler(12, 2)
@pytest.mark.skipif(platform.machine() == 'aarch64',
reason="issue #15935")
def test_failure_to_run_iterations():
"""Check that the code exists gracefully without breaking. Issue #10974.
"""
rnd = np.random.RandomState(0)
X = rnd.standard_normal((100, 10))
A = X @ X.T
Q = rnd.standard_normal((X.shape[0], 4))
with pytest.warns(UserWarning, match="Failed at iteration"):
eigenvalues, _ = lobpcg(A, Q, maxiter=40, tol=1e-12)
assert(np.max(eigenvalues) > 0)
def test_failure_to_run_iterations_nonsymmetric():
"""Check that the code exists gracefully without breaking
if the matrix in not symmetric.
"""
A = np.zeros((10, 10))
A[0, 1] = 1
Q = np.ones((10, 1))
with pytest.warns(UserWarning, match="Exited at iteration 2"):
eigenvalues, _ = lobpcg(A, Q, maxiter=20)
assert np.max(eigenvalues) > 0
@pytest.mark.filterwarnings("ignore:The problem size")
def test_hermitian():
"""Check complex-value Hermitian cases.
"""
rnd = np.random.RandomState(0)
sizes = [3, 10, 50]
ks = [1, 3, 10, 50]
gens = [True, False]
for s, k, gen in itertools.product(sizes, ks, gens):
if k > s:
continue
H = rnd.random((s, s)) + 1.j * rnd.random((s, s))
H = 10 * np.eye(s) + H + H.T.conj()
X = rnd.standard_normal((s, k))
X = X + 1.j * rnd.standard_normal((s, k))
if not gen:
B = np.eye(s)
w, v = lobpcg(H, X, maxiter=5000)
w0, _ = eigh(H)
else:
B = rnd.random((s, s)) + 1.j * rnd.random((s, s))
B = 10 * np.eye(s) + B.dot(B.T.conj())
w, v = lobpcg(H, X, B, maxiter=5000, largest=False)
w0, _ = eigh(H, B)
for wx, vx in zip(w, v.T):
# Check eigenvector
assert_allclose(np.linalg.norm(H.dot(vx) - B.dot(vx) * wx)
/ np.linalg.norm(H.dot(vx)),
0, atol=5e-4, rtol=0)
# Compare eigenvalues
j = np.argmin(abs(w0 - wx))
assert_allclose(wx, w0[j], rtol=1e-4)
# The n=5 case tests the alternative small matrix code path that uses eigh().
@pytest.mark.filterwarnings("ignore:The problem size")
@pytest.mark.parametrize('n, atol', [(20, 1e-3), (5, 1e-8)])
def test_eigs_consistency(n, atol):
"""Check eigs vs. lobpcg consistency.
"""
vals = np.arange(1, n+1, dtype=np.float64)
A = spdiags(vals, 0, n, n)
rnd = np.random.RandomState(0)
X = rnd.random((n, 2))
lvals, lvecs = lobpcg(A, X, largest=True, maxiter=100)
vals, _ = eigs(A, k=2)
_check_eigen(A, lvals, lvecs, atol=atol, rtol=0)
assert_allclose(np.sort(vals), np.sort(lvals), atol=1e-14)
def test_verbosity():
"""Check that nonzero verbosity level code runs.
"""
rnd = np.random.RandomState(0)
X = rnd.standard_normal((10, 10))
A = X @ X.T
Q = rnd.standard_normal((X.shape[0], 1))
with pytest.warns(UserWarning, match="Exited at iteration"):
_, _ = lobpcg(A, Q, maxiter=3, verbosityLevel=9)
@pytest.mark.xfail(_IS_32BIT and sys.platform == 'win32',
reason="tolerance violation on windows")
@pytest.mark.xfail(platform.machine() == 'ppc64le',
reason="fails on ppc64le")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_tolerance_float32():
"""Check lobpcg for attainable tolerance in float32.
"""
rnd = np.random.RandomState(0)
n = 50
m = 3
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.float32)
X = rnd.standard_normal((n, m))
X = X.astype(np.float32)
eigvals, _ = lobpcg(A, X, tol=1.25e-5, maxiter=50, verbosityLevel=0)
assert_allclose(eigvals, -np.arange(1, 1 + m), atol=2e-5, rtol=1e-5)
def test_random_initial_float32():
"""Check lobpcg in float32 for specific initial.
"""
rnd = np.random.RandomState(0)
n = 50
m = 4
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.float32)
X = rnd.random((n, m))
X = X.astype(np.float32)
eigvals, _ = lobpcg(A, X, tol=1e-3, maxiter=50, verbosityLevel=1)
assert_allclose(eigvals, -np.arange(1, 1 + m), atol=1e-2)
def test_maxit():
"""Check lobpcg if maxit=maxiter runs maxiter iterations and
if maxit=None runs 20 iterations (the default)
by checking the size of the iteration history output, which should
be the number of iterations plus 3 (initial, final, and postprocessing)
typically when maxiter is small and the choice of the best is passive.
"""
rnd = np.random.RandomState(0)
n = 50
m = 4
vals = -np.arange(1, n + 1)
A = diags([vals], [0], (n, n))
A = A.astype(np.float32)
X = rnd.standard_normal((n, m))
X = X.astype(np.float64)
for maxiter in range(1, 4):
with pytest.warns(UserWarning, match="Exited at iteration"):
_, _, l_h, r_h = lobpcg(A, X, tol=1e-8, maxiter=maxiter,
retLambdaHistory=True,
retResidualNormsHistory=True)
assert_allclose(np.shape(l_h)[0], maxiter+3)
assert_allclose(np.shape(r_h)[0], maxiter+3)
with pytest.warns(UserWarning, match="Exited at iteration"):
l, _, l_h, r_h = lobpcg(A, X, tol=1e-8,
retLambdaHistory=True,
retResidualNormsHistory=True)
assert_allclose(np.shape(l_h)[0], 20+3)
assert_allclose(np.shape(r_h)[0], 20+3)
# Check that eigenvalue output is the last one in history
assert_allclose(l, l_h[-1])
# Make sure that both history outputs are lists
assert isinstance(l_h, list)
assert isinstance(r_h, list)
# Make sure that both history lists are arrays-like
assert_allclose(np.shape(l_h), np.shape(np.asarray(l_h)))
assert_allclose(np.shape(r_h), np.shape(np.asarray(r_h)))
@pytest.mark.slow
@pytest.mark.parametrize("n", [20])
@pytest.mark.parametrize("m", [1, 3])
@pytest.mark.filterwarnings("ignore:Exited at iteration")
@pytest.mark.filterwarnings("ignore:Exited postprocessing")
def test_diagonal_data_types(n, m):
"""Check lobpcg for diagonal matrices for all matrix types.
"""
rnd = np.random.RandomState(0)
# Define the generalized eigenvalue problem Av = cBv
# where (c, v) is a generalized eigenpair,
# and where we choose A and B to be diagonal.
vals = np.arange(1, n + 1)
# list_sparse_format = ['bsr', 'coo', 'csc', 'csr', 'dia', 'dok', 'lil']
list_sparse_format = ['coo']
sparse_formats = len(list_sparse_format)
for s_f_i, s_f in enumerate(list_sparse_format):
As64 = diags([vals * vals], [0], (n, n), format=s_f)
As32 = As64.astype(np.float32)
Af64 = As64.toarray()
Af32 = Af64.astype(np.float32)
def As32f(x):
return As32 @ x
As32LO = LinearOperator(matvec=As32f,
matmat=As32f,
shape=(n, n),
dtype=As32.dtype)
listA = [Af64, As64, Af32, As32, As32f, As32LO, lambda v: As32 @ v]
Bs64 = diags([vals], [0], (n, n), format=s_f)
Bf64 = Bs64.toarray()
Bs32 = Bs64.astype(np.float32)
def Bs32f(x):
return Bs32 @ x
Bs32LO = LinearOperator(matvec=Bs32f,
matmat=Bs32f,
shape=(n, n),
dtype=Bs32.dtype)
listB = [Bf64, Bs64, Bs32, Bs32f, Bs32LO, lambda v: Bs32 @ v]
# Define the preconditioner function as LinearOperator.
Ms64 = diags([1./vals], [0], (n, n), format=s_f)
def Ms64precond(x):
return Ms64 @ x
Ms64precondLO = LinearOperator(matvec=Ms64precond,
matmat=Ms64precond,
shape=(n, n),
dtype=Ms64.dtype)
Mf64 = Ms64.toarray()
def Mf64precond(x):
return Mf64 @ x
Mf64precondLO = LinearOperator(matvec=Mf64precond,
matmat=Mf64precond,
shape=(n, n),
dtype=Mf64.dtype)
Ms32 = Ms64.astype(np.float32)
def Ms32precond(x):
return Ms32 @ x
Ms32precondLO = LinearOperator(matvec=Ms32precond,
matmat=Ms32precond,
shape=(n, n),
dtype=Ms32.dtype)
Mf32 = Ms32.toarray()
def Mf32precond(x):
return Mf32 @ x
Mf32precondLO = LinearOperator(matvec=Mf32precond,
matmat=Mf32precond,
shape=(n, n),
dtype=Mf32.dtype)
listM = [None, Ms64, Ms64precondLO, Mf64precondLO, Ms64precond,
Ms32, Ms32precondLO, Mf32precondLO, Ms32precond]
# Setup matrix of the initial approximation to the eigenvectors
# (cannot be sparse array).
Xf64 = rnd.random((n, m))
Xf32 = Xf64.astype(np.float32)
listX = [Xf64, Xf32]
# Require that the returned eigenvectors be in the orthogonal complement
# of the first few standard basis vectors (cannot be sparse array).
m_excluded = 3
Yf64 = np.eye(n, m_excluded, dtype=float)
Yf32 = np.eye(n, m_excluded, dtype=np.float32)
listY = [Yf64, Yf32]
tests = list(itertools.product(listA, listB, listM, listX, listY))
# This is one of the slower tests because there are >1,000 configs
# to test here, instead of checking product of all input, output types
# test each configuration for the first sparse format, and then
# for one additional sparse format. this takes 2/7=30% as long as
# testing all configurations for all sparse formats.
if s_f_i > 0:
tests = tests[s_f_i - 1::sparse_formats-1]
for A, B, M, X, Y in tests:
eigvals, _ = lobpcg(A, X, B=B, M=M, Y=Y, tol=1e-4,
maxiter=100, largest=False)
assert_allclose(eigvals,
np.arange(1 + m_excluded, 1 + m_excluded + m),
atol=1e-5)