import itertools import platform import sys import numpy as np from numpy.testing import (assert_equal, assert_almost_equal, assert_array_almost_equal, assert_array_equal, assert_, assert_allclose) import pytest from pytest import raises as assert_raises from scipy.linalg import (eig, eigvals, lu, svd, svdvals, cholesky, qr, schur, rsf2csf, lu_solve, lu_factor, solve, diagsvd, hessenberg, rq, eig_banded, eigvals_banded, eigh, eigvalsh, qr_multiply, qz, orth, ordqz, subspace_angles, hadamard, eigvalsh_tridiagonal, eigh_tridiagonal, null_space, cdf2rdf, LinAlgError) from scipy.linalg.lapack import (dgbtrf, dgbtrs, zgbtrf, zgbtrs, dsbev, dsbevd, dsbevx, zhbevd, zhbevx) from scipy.linalg._misc import norm from scipy.linalg._decomp_qz import _select_function from scipy.stats import ortho_group from numpy import (array, diag, full, linalg, argsort, zeros, arange, float32, complex64, ravel, sqrt, iscomplex, shape, sort, sign, asarray, isfinite, ndarray, eye,) from scipy.linalg._testutils import assert_no_overwrite from scipy.sparse._sputils import matrix from scipy._lib._testutils import check_free_memory from scipy.linalg.blas import HAS_ILP64 try: from scipy.__config__ import CONFIG except ImportError: CONFIG = None def _random_hermitian_matrix(n, posdef=False, dtype=float): "Generate random sym/hermitian array of the given size n" if dtype in COMPLEX_DTYPES: A = np.random.rand(n, n) + np.random.rand(n, n)*1.0j A = (A + A.conj().T)/2 else: A = np.random.rand(n, n) A = (A + A.T)/2 if posdef: A += sqrt(2*n)*np.eye(n) return A.astype(dtype) REAL_DTYPES = [np.float32, np.float64] COMPLEX_DTYPES = [np.complex64, np.complex128] DTYPES = REAL_DTYPES + COMPLEX_DTYPES # XXX: This function should not be defined here, but somewhere in # scipy.linalg namespace def symrand(dim_or_eigv, rng): """Return a random symmetric (Hermitian) matrix. If 'dim_or_eigv' is an integer N, return a NxN matrix, with eigenvalues uniformly distributed on (-1,1). If 'dim_or_eigv' is 1-D real array 'a', return a matrix whose eigenvalues are 'a'. """ if isinstance(dim_or_eigv, int): dim = dim_or_eigv d = rng.random(dim)*2 - 1 elif (isinstance(dim_or_eigv, ndarray) and len(dim_or_eigv.shape) == 1): dim = dim_or_eigv.shape[0] d = dim_or_eigv else: raise TypeError("input type not supported.") v = ortho_group.rvs(dim) h = v.T.conj() @ diag(d) @ v # to avoid roundoff errors, symmetrize the matrix (again) h = 0.5*(h.T+h) return h class TestEigVals: def test_simple(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] w = eigvals(a) exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2] assert_array_almost_equal(w, exact_w) def test_simple_tr(self): a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]], 'd').T a = a.copy() a = a.T w = eigvals(a) exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2] assert_array_almost_equal(w, exact_w) def test_simple_complex(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]] w = eigvals(a) exact_w = [(9+1j+sqrt(92+6j))/2, 0, (9+1j-sqrt(92+6j))/2] assert_array_almost_equal(w, exact_w) def test_finite(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] w = eigvals(a, check_finite=False) exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2] assert_array_almost_equal(w, exact_w) class TestEig: def test_simple(self): a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]]) w, v = eig(a) exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2] v0 = array([1, 1, (1+sqrt(93)/3)/2]) v1 = array([3., 0, -1]) v2 = array([1, 1, (1-sqrt(93)/3)/2]) v0 = v0 / norm(v0) v1 = v1 / norm(v1) v2 = v2 / norm(v2) assert_array_almost_equal(w, exact_w) assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0])) assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1])) assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2])) for i in range(3): assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i]) w, v = eig(a, left=1, right=0) for i in range(3): assert_array_almost_equal(a.T @ v[:, i], w[i]*v[:, i]) def test_simple_complex_eig(self): a = array([[1, 2], [-2, 1]]) w, vl, vr = eig(a, left=1, right=1) assert_array_almost_equal(w, array([1+2j, 1-2j])) for i in range(2): assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i]) for i in range(2): assert_array_almost_equal(a.conj().T @ vl[:, i], w[i].conj()*vl[:, i]) def test_simple_complex(self): a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]]) w, vl, vr = eig(a, left=1, right=1) for i in range(3): assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i]) for i in range(3): assert_array_almost_equal(a.conj().T @ vl[:, i], w[i].conj()*vl[:, i]) def test_gh_3054(self): a = [[1]] b = [[0]] w, vr = eig(a, b, homogeneous_eigvals=True) assert_allclose(w[1, 0], 0) assert_(w[0, 0] != 0) assert_allclose(vr, 1) w, vr = eig(a, b) assert_equal(w, np.inf) assert_allclose(vr, 1) def _check_gen_eig(self, A, B, atol_homog=1e-13, rtol_homog=1e-13): if B is not None: A, B = asarray(A), asarray(B) B0 = B else: A = asarray(A) B0 = B B = np.eye(*A.shape) msg = f"\n{A!r}\n{B!r}" # Eigenvalues in homogeneous coordinates w, vr = eig(A, B0, homogeneous_eigvals=True) wt = eigvals(A, B0, homogeneous_eigvals=True) val1 = A @ vr * w[1, :] val2 = B @ vr * w[0, :] for i in range(val1.shape[1]): assert_allclose(val1[:, i], val2[:, i], rtol=rtol_homog, atol=atol_homog, err_msg=msg) if B0 is None: assert_allclose(w[1, :], 1) assert_allclose(wt[1, :], 1) perm = np.lexsort(w) permt = np.lexsort(wt) assert_allclose(w[:, perm], wt[:, permt], atol=1e-7, rtol=1e-7, err_msg=msg) length = np.empty(len(vr)) for i in range(len(vr)): length[i] = norm(vr[:, i]) assert_allclose(length, np.ones(length.size), err_msg=msg, atol=1e-7, rtol=1e-7) # Convert homogeneous coordinates beta_nonzero = (w[1, :] != 0) wh = w[0, beta_nonzero] / w[1, beta_nonzero] # Eigenvalues in standard coordinates w, vr = eig(A, B0) wt = eigvals(A, B0) val1 = A @ vr val2 = B @ vr * w res = val1 - val2 for i in range(res.shape[1]): if np.all(isfinite(res[:, i])): assert_allclose(res[:, i], 0, rtol=1e-13, atol=1e-13, err_msg=msg) # try to consistently order eigenvalues, including complex conjugate pairs w_fin = w[isfinite(w)] wt_fin = wt[isfinite(wt)] # prune noise in the real parts w_fin = -1j * np.real_if_close(1j*w_fin, tol=1e-10) wt_fin = -1j * np.real_if_close(1j*wt_fin, tol=1e-10) perm = argsort(abs(w_fin) + w_fin.imag) permt = argsort(abs(wt_fin) + wt_fin.imag) assert_allclose(w_fin[perm], wt_fin[permt], atol=1e-7, rtol=1e-7, err_msg=msg) length = np.empty(len(vr)) for i in range(len(vr)): length[i] = norm(vr[:, i]) assert_allclose(length, np.ones(length.size), err_msg=msg) # Compare homogeneous and nonhomogeneous versions assert_allclose(sort(wh), sort(w[np.isfinite(w)])) def test_singular(self): # Example taken from # https://web.archive.org/web/20040903121217/http://www.cs.umu.se/research/nla/singular_pairs/guptri/matlab.html A = array([[22, 34, 31, 31, 17], [45, 45, 42, 19, 29], [39, 47, 49, 26, 34], [27, 31, 26, 21, 15], [38, 44, 44, 24, 30]]) B = array([[13, 26, 25, 17, 24], [31, 46, 40, 26, 37], [26, 40, 19, 25, 25], [16, 25, 27, 14, 23], [24, 35, 18, 21, 22]]) with np.errstate(all='ignore'): self._check_gen_eig(A, B, atol_homog=5e-13) def test_falker(self): # Test matrices giving some Nan generalized eigenvalues. M = diag(array([1, 0, 3])) K = array(([2, -1, -1], [-1, 2, -1], [-1, -1, 2])) D = array(([1, -1, 0], [-1, 1, 0], [0, 0, 0])) Z = zeros((3, 3)) I3 = eye(3) A = np.block([[I3, Z], [Z, -K]]) B = np.block([[Z, I3], [M, D]]) with np.errstate(all='ignore'): self._check_gen_eig(A, B) def test_bad_geneig(self): # Ticket #709 (strange return values from DGGEV) def matrices(omega): c1 = -9 + omega**2 c2 = 2*omega A = [[1, 0, 0, 0], [0, 1, 0, 0], [0, 0, c1, 0], [0, 0, 0, c1]] B = [[0, 0, 1, 0], [0, 0, 0, 1], [1, 0, 0, -c2], [0, 1, c2, 0]] return A, B # With a buggy LAPACK, this can fail for different omega on different # machines -- so we need to test several values with np.errstate(all='ignore'): for k in range(100): A, B = matrices(omega=k*5./100) self._check_gen_eig(A, B) def test_make_eigvals(self): # Step through all paths in _make_eigvals # Real eigenvalues rng = np.random.RandomState(1234) A = symrand(3, rng) self._check_gen_eig(A, None) B = symrand(3, rng) self._check_gen_eig(A, B) # Complex eigenvalues A = rng.random((3, 3)) + 1j*rng.random((3, 3)) self._check_gen_eig(A, None) B = rng.random((3, 3)) + 1j*rng.random((3, 3)) self._check_gen_eig(A, B) def test_check_finite(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] w, v = eig(a, check_finite=False) exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2] v0 = array([1, 1, (1+sqrt(93)/3)/2]) v1 = array([3., 0, -1]) v2 = array([1, 1, (1-sqrt(93)/3)/2]) v0 = v0 / norm(v0) v1 = v1 / norm(v1) v2 = v2 / norm(v2) assert_array_almost_equal(w, exact_w) assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0])) assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1])) assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2])) for i in range(3): assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i]) def test_not_square_error(self): """Check that passing a non-square array raises a ValueError.""" A = np.arange(6).reshape(3, 2) assert_raises(ValueError, eig, A) def test_shape_mismatch(self): """Check that passing arrays of with different shapes raises a ValueError.""" A = eye(2) B = np.arange(9.0).reshape(3, 3) assert_raises(ValueError, eig, A, B) assert_raises(ValueError, eig, B, A) def test_gh_11577(self): # https://github.com/scipy/scipy/issues/11577 # `A - lambda B` should have 4 and 8 among the eigenvalues, and this # was apparently broken on some platforms A = np.array([[12.0, 28.0, 76.0, 220.0], [16.0, 32.0, 80.0, 224.0], [24.0, 40.0, 88.0, 232.0], [40.0, 56.0, 104.0, 248.0]], dtype='float64') B = np.array([[2.0, 4.0, 10.0, 28.0], [3.0, 5.0, 11.0, 29.0], [5.0, 7.0, 13.0, 31.0], [9.0, 11.0, 17.0, 35.0]], dtype='float64') D, V = eig(A, B) # The problem is ill-conditioned, and two other eigenvalues # depend on ATLAS/OpenBLAS version, compiler version etc # see gh-11577 for discussion # # NB: it is tempting to use `assert_allclose(D[:2], [4, 8])` instead but # the ordering of eigenvalues also comes out different on different # systems depending on who knows what. with np.testing.suppress_warnings() as sup: # isclose chokes on inf/nan values sup.filter(RuntimeWarning, "invalid value encountered in multiply") assert np.isclose(D, 4.0, atol=1e-14).any() assert np.isclose(D, 8.0, atol=1e-14).any() class TestEigBanded: def setup_method(self): self.create_bandmat() def create_bandmat(self): """Create the full matrix `self.fullmat` and the corresponding band matrix `self.bandmat`.""" N = 10 self.KL = 2 # number of subdiagonals (below the diagonal) self.KU = 2 # number of superdiagonals (above the diagonal) # symmetric band matrix self.sym_mat = (diag(full(N, 1.0)) + diag(full(N-1, -1.0), -1) + diag(full(N-1, -1.0), 1) + diag(full(N-2, -2.0), -2) + diag(full(N-2, -2.0), 2)) # hermitian band matrix self.herm_mat = (diag(full(N, -1.0)) + 1j*diag(full(N-1, 1.0), -1) - 1j*diag(full(N-1, 1.0), 1) + diag(full(N-2, -2.0), -2) + diag(full(N-2, -2.0), 2)) # general real band matrix self.real_mat = (diag(full(N, 1.0)) + diag(full(N-1, -1.0), -1) + diag(full(N-1, -3.0), 1) + diag(full(N-2, 2.0), -2) + diag(full(N-2, -2.0), 2)) # general complex band matrix self.comp_mat = (1j*diag(full(N, 1.0)) + diag(full(N-1, -1.0), -1) + 1j*diag(full(N-1, -3.0), 1) + diag(full(N-2, 2.0), -2) + diag(full(N-2, -2.0), 2)) # Eigenvalues and -vectors from linalg.eig ew, ev = linalg.eig(self.sym_mat) ew = ew.real args = argsort(ew) self.w_sym_lin = ew[args] self.evec_sym_lin = ev[:, args] ew, ev = linalg.eig(self.herm_mat) ew = ew.real args = argsort(ew) self.w_herm_lin = ew[args] self.evec_herm_lin = ev[:, args] # Extract upper bands from symmetric and hermitian band matrices # (for use in dsbevd, dsbevx, zhbevd, zhbevx # and their single precision versions) LDAB = self.KU + 1 self.bandmat_sym = zeros((LDAB, N), dtype=float) self.bandmat_herm = zeros((LDAB, N), dtype=complex) for i in range(LDAB): self.bandmat_sym[LDAB-i-1, i:N] = diag(self.sym_mat, i) self.bandmat_herm[LDAB-i-1, i:N] = diag(self.herm_mat, i) # Extract bands from general real and complex band matrix # (for use in dgbtrf, dgbtrs and their single precision versions) LDAB = 2*self.KL + self.KU + 1 self.bandmat_real = zeros((LDAB, N), dtype=float) self.bandmat_real[2*self.KL, :] = diag(self.real_mat) # diagonal for i in range(self.KL): # superdiagonals self.bandmat_real[2*self.KL-1-i, i+1:N] = diag(self.real_mat, i+1) # subdiagonals self.bandmat_real[2*self.KL+1+i, 0:N-1-i] = diag(self.real_mat, -i-1) self.bandmat_comp = zeros((LDAB, N), dtype=complex) self.bandmat_comp[2*self.KL, :] = diag(self.comp_mat) # diagonal for i in range(self.KL): # superdiagonals self.bandmat_comp[2*self.KL-1-i, i+1:N] = diag(self.comp_mat, i+1) # subdiagonals self.bandmat_comp[2*self.KL+1+i, 0:N-1-i] = diag(self.comp_mat, -i-1) # absolute value for linear equation system A*x = b self.b = 1.0*arange(N) self.bc = self.b * (1 + 1j) ##################################################################### def test_dsbev(self): """Compare dsbev eigenvalues and eigenvectors with the result of linalg.eig.""" w, evec, info = dsbev(self.bandmat_sym, compute_v=1) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w_sym_lin) assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin)) def test_dsbevd(self): """Compare dsbevd eigenvalues and eigenvectors with the result of linalg.eig.""" w, evec, info = dsbevd(self.bandmat_sym, compute_v=1) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w_sym_lin) assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin)) def test_dsbevx(self): """Compare dsbevx eigenvalues and eigenvectors with the result of linalg.eig.""" N, N = shape(self.sym_mat) # Achtung: Argumente 0.0,0.0,range? w, evec, num, ifail, info = dsbevx(self.bandmat_sym, 0.0, 0.0, 1, N, compute_v=1, range=2) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w_sym_lin) assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin)) def test_zhbevd(self): """Compare zhbevd eigenvalues and eigenvectors with the result of linalg.eig.""" w, evec, info = zhbevd(self.bandmat_herm, compute_v=1) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w_herm_lin) assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin)) def test_zhbevx(self): """Compare zhbevx eigenvalues and eigenvectors with the result of linalg.eig.""" N, N = shape(self.herm_mat) # Achtung: Argumente 0.0,0.0,range? w, evec, num, ifail, info = zhbevx(self.bandmat_herm, 0.0, 0.0, 1, N, compute_v=1, range=2) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w_herm_lin) assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin)) def test_eigvals_banded(self): """Compare eigenvalues of eigvals_banded with those of linalg.eig.""" w_sym = eigvals_banded(self.bandmat_sym) w_sym = w_sym.real assert_array_almost_equal(sort(w_sym), self.w_sym_lin) w_herm = eigvals_banded(self.bandmat_herm) w_herm = w_herm.real assert_array_almost_equal(sort(w_herm), self.w_herm_lin) # extracting eigenvalues with respect to an index range ind1 = 2 ind2 = np.longlong(6) w_sym_ind = eigvals_banded(self.bandmat_sym, select='i', select_range=(ind1, ind2)) assert_array_almost_equal(sort(w_sym_ind), self.w_sym_lin[ind1:ind2+1]) w_herm_ind = eigvals_banded(self.bandmat_herm, select='i', select_range=(ind1, ind2)) assert_array_almost_equal(sort(w_herm_ind), self.w_herm_lin[ind1:ind2+1]) # extracting eigenvalues with respect to a value range v_lower = self.w_sym_lin[ind1] - 1.0e-5 v_upper = self.w_sym_lin[ind2] + 1.0e-5 w_sym_val = eigvals_banded(self.bandmat_sym, select='v', select_range=(v_lower, v_upper)) assert_array_almost_equal(sort(w_sym_val), self.w_sym_lin[ind1:ind2+1]) v_lower = self.w_herm_lin[ind1] - 1.0e-5 v_upper = self.w_herm_lin[ind2] + 1.0e-5 w_herm_val = eigvals_banded(self.bandmat_herm, select='v', select_range=(v_lower, v_upper)) assert_array_almost_equal(sort(w_herm_val), self.w_herm_lin[ind1:ind2+1]) w_sym = eigvals_banded(self.bandmat_sym, check_finite=False) w_sym = w_sym.real assert_array_almost_equal(sort(w_sym), self.w_sym_lin) def test_eig_banded(self): """Compare eigenvalues and eigenvectors of eig_banded with those of linalg.eig. """ w_sym, evec_sym = eig_banded(self.bandmat_sym) evec_sym_ = evec_sym[:, argsort(w_sym.real)] assert_array_almost_equal(sort(w_sym), self.w_sym_lin) assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin)) w_herm, evec_herm = eig_banded(self.bandmat_herm) evec_herm_ = evec_herm[:, argsort(w_herm.real)] assert_array_almost_equal(sort(w_herm), self.w_herm_lin) assert_array_almost_equal(abs(evec_herm_), abs(self.evec_herm_lin)) # extracting eigenvalues with respect to an index range ind1 = 2 ind2 = 6 w_sym_ind, evec_sym_ind = eig_banded(self.bandmat_sym, select='i', select_range=(ind1, ind2)) assert_array_almost_equal(sort(w_sym_ind), self.w_sym_lin[ind1:ind2+1]) assert_array_almost_equal(abs(evec_sym_ind), abs(self.evec_sym_lin[:, ind1:ind2+1])) w_herm_ind, evec_herm_ind = eig_banded(self.bandmat_herm, select='i', select_range=(ind1, ind2)) assert_array_almost_equal(sort(w_herm_ind), self.w_herm_lin[ind1:ind2+1]) assert_array_almost_equal(abs(evec_herm_ind), abs(self.evec_herm_lin[:, ind1:ind2+1])) # extracting eigenvalues with respect to a value range v_lower = self.w_sym_lin[ind1] - 1.0e-5 v_upper = self.w_sym_lin[ind2] + 1.0e-5 w_sym_val, evec_sym_val = eig_banded(self.bandmat_sym, select='v', select_range=(v_lower, v_upper)) assert_array_almost_equal(sort(w_sym_val), self.w_sym_lin[ind1:ind2+1]) assert_array_almost_equal(abs(evec_sym_val), abs(self.evec_sym_lin[:, ind1:ind2+1])) v_lower = self.w_herm_lin[ind1] - 1.0e-5 v_upper = self.w_herm_lin[ind2] + 1.0e-5 w_herm_val, evec_herm_val = eig_banded(self.bandmat_herm, select='v', select_range=(v_lower, v_upper)) assert_array_almost_equal(sort(w_herm_val), self.w_herm_lin[ind1:ind2+1]) assert_array_almost_equal(abs(evec_herm_val), abs(self.evec_herm_lin[:, ind1:ind2+1])) w_sym, evec_sym = eig_banded(self.bandmat_sym, check_finite=False) evec_sym_ = evec_sym[:, argsort(w_sym.real)] assert_array_almost_equal(sort(w_sym), self.w_sym_lin) assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin)) def test_dgbtrf(self): """Compare dgbtrf LU factorisation with the LU factorisation result of linalg.lu.""" M, N = shape(self.real_mat) lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU) # extract matrix u from lu_symm_band u = diag(lu_symm_band[2*self.KL, :]) for i in range(self.KL + self.KU): u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1) p_lin, l_lin, u_lin = lu(self.real_mat, permute_l=0) assert_array_almost_equal(u, u_lin) def test_zgbtrf(self): """Compare zgbtrf LU factorisation with the LU factorisation result of linalg.lu.""" M, N = shape(self.comp_mat) lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU) # extract matrix u from lu_symm_band u = diag(lu_symm_band[2*self.KL, :]) for i in range(self.KL + self.KU): u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1) p_lin, l_lin, u_lin = lu(self.comp_mat, permute_l=0) assert_array_almost_equal(u, u_lin) def test_dgbtrs(self): """Compare dgbtrs solutions for linear equation system A*x = b with solutions of linalg.solve.""" lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU) y, info = dgbtrs(lu_symm_band, self.KL, self.KU, self.b, ipiv) y_lin = linalg.solve(self.real_mat, self.b) assert_array_almost_equal(y, y_lin) def test_zgbtrs(self): """Compare zgbtrs solutions for linear equation system A*x = b with solutions of linalg.solve.""" lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU) y, info = zgbtrs(lu_symm_band, self.KL, self.KU, self.bc, ipiv) y_lin = linalg.solve(self.comp_mat, self.bc) assert_array_almost_equal(y, y_lin) class TestEigTridiagonal: def setup_method(self): self.create_trimat() def create_trimat(self): """Create the full matrix `self.fullmat`, `self.d`, and `self.e`.""" N = 10 # symmetric band matrix self.d = full(N, 1.0) self.e = full(N-1, -1.0) self.full_mat = (diag(self.d) + diag(self.e, -1) + diag(self.e, 1)) ew, ev = linalg.eig(self.full_mat) ew = ew.real args = argsort(ew) self.w = ew[args] self.evec = ev[:, args] def test_degenerate(self): """Test error conditions.""" # Wrong sizes assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e[:-1]) # Must be real assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e * 1j) # Bad driver assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e, lapack_driver=1.) assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e, lapack_driver='foo') # Bad bounds assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e, select='i', select_range=(0, -1)) def test_eigvalsh_tridiagonal(self): """Compare eigenvalues of eigvalsh_tridiagonal with those of eig.""" # can't use ?STERF with subselection for driver in ('sterf', 'stev', 'stebz', 'stemr', 'auto'): w = eigvalsh_tridiagonal(self.d, self.e, lapack_driver=driver) assert_array_almost_equal(sort(w), self.w) for driver in ('sterf', 'stev'): assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e, lapack_driver='stev', select='i', select_range=(0, 1)) for driver in ('stebz', 'stemr', 'auto'): # extracting eigenvalues with respect to the full index range w_ind = eigvalsh_tridiagonal( self.d, self.e, select='i', select_range=(0, len(self.d)-1), lapack_driver=driver) assert_array_almost_equal(sort(w_ind), self.w) # extracting eigenvalues with respect to an index range ind1 = 2 ind2 = 6 w_ind = eigvalsh_tridiagonal( self.d, self.e, select='i', select_range=(ind1, ind2), lapack_driver=driver) assert_array_almost_equal(sort(w_ind), self.w[ind1:ind2+1]) # extracting eigenvalues with respect to a value range v_lower = self.w[ind1] - 1.0e-5 v_upper = self.w[ind2] + 1.0e-5 w_val = eigvalsh_tridiagonal( self.d, self.e, select='v', select_range=(v_lower, v_upper), lapack_driver=driver) assert_array_almost_equal(sort(w_val), self.w[ind1:ind2+1]) def test_eigh_tridiagonal(self): """Compare eigenvalues and eigenvectors of eigh_tridiagonal with those of eig. """ # can't use ?STERF when eigenvectors are requested assert_raises(ValueError, eigh_tridiagonal, self.d, self.e, lapack_driver='sterf') for driver in ('stebz', 'stev', 'stemr', 'auto'): w, evec = eigh_tridiagonal(self.d, self.e, lapack_driver=driver) evec_ = evec[:, argsort(w)] assert_array_almost_equal(sort(w), self.w) assert_array_almost_equal(abs(evec_), abs(self.evec)) assert_raises(ValueError, eigh_tridiagonal, self.d, self.e, lapack_driver='stev', select='i', select_range=(0, 1)) for driver in ('stebz', 'stemr', 'auto'): # extracting eigenvalues with respect to an index range ind1 = 0 ind2 = len(self.d)-1 w, evec = eigh_tridiagonal( self.d, self.e, select='i', select_range=(ind1, ind2), lapack_driver=driver) assert_array_almost_equal(sort(w), self.w) assert_array_almost_equal(abs(evec), abs(self.evec)) ind1 = 2 ind2 = 6 w, evec = eigh_tridiagonal( self.d, self.e, select='i', select_range=(ind1, ind2), lapack_driver=driver) assert_array_almost_equal(sort(w), self.w[ind1:ind2+1]) assert_array_almost_equal(abs(evec), abs(self.evec[:, ind1:ind2+1])) # extracting eigenvalues with respect to a value range v_lower = self.w[ind1] - 1.0e-5 v_upper = self.w[ind2] + 1.0e-5 w, evec = eigh_tridiagonal( self.d, self.e, select='v', select_range=(v_lower, v_upper), lapack_driver=driver) assert_array_almost_equal(sort(w), self.w[ind1:ind2+1]) assert_array_almost_equal(abs(evec), abs(self.evec[:, ind1:ind2+1])) def test_eigh_tridiagonal_1x1(self): """See gh-20075""" a = np.array([-2.0]) b = np.array([]) x = eigh_tridiagonal(a, b, eigvals_only=True) assert x.ndim == 1 assert_allclose(x, a) x, V = eigh_tridiagonal(a, b, select="i", select_range=(0, 0)) assert x.ndim == 1 assert V.ndim == 2 assert_allclose(x, a) assert_allclose(V, array([[1.]])) x, V = eigh_tridiagonal(a, b, select="v", select_range=(-2, 0)) assert x.size == 0 assert x.shape == (0,) assert V.shape == (1, 0) class TestEigh: def setup_class(self): np.random.seed(1234) def test_wrong_inputs(self): # Nonsquare a assert_raises(ValueError, eigh, np.ones([1, 2])) # Nonsquare b assert_raises(ValueError, eigh, np.ones([2, 2]), np.ones([2, 1])) # Incompatible a, b sizes assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([2, 2])) # Wrong type parameter for generalized problem assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), type=4) # Both value and index subsets requested assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_value=[1, 2], subset_by_index=[2, 4]) with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'eigvals") assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_value=[1, 2], eigvals=[2, 4]) # Invalid upper index spec assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_index=[0, 4]) with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'eigvals") assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), eigvals=[0, 4]) # Invalid lower index assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_index=[-2, 2]) with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'eigvals") assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), eigvals=[-2, 2]) # Invalid index spec #2 assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_index=[2, 0]) with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'eigvals") assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_index=[2, 0]) # Invalid value spec assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), subset_by_value=[2, 0]) # Invalid driver name assert_raises(ValueError, eigh, np.ones([2, 2]), driver='wrong') # Generalized driver selection without b assert_raises(ValueError, eigh, np.ones([3, 3]), None, driver='gvx') # Standard driver with b assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), driver='evr') # Subset request from invalid driver assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), driver='gvd', subset_by_index=[1, 2]) assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]), driver='gvd', subset_by_index=[1, 2]) def test_nonpositive_b(self): assert_raises(LinAlgError, eigh, np.ones([3, 3]), np.ones([3, 3])) # index based subsets are done in the legacy test_eigh() def test_value_subsets(self): for ind, dt in enumerate(DTYPES): a = _random_hermitian_matrix(20, dtype=dt) w, v = eigh(a, subset_by_value=[-2, 2]) assert_equal(v.shape[1], len(w)) assert all((w > -2) & (w < 2)) b = _random_hermitian_matrix(20, posdef=True, dtype=dt) w, v = eigh(a, b, subset_by_value=[-2, 2]) assert_equal(v.shape[1], len(w)) assert all((w > -2) & (w < 2)) def test_eigh_integer(self): a = array([[1, 2], [2, 7]]) b = array([[3, 1], [1, 5]]) w, z = eigh(a) w, z = eigh(a, b) def test_eigh_of_sparse(self): # This tests the rejection of inputs that eigh cannot currently handle. import scipy.sparse a = scipy.sparse.identity(2).tocsc() b = np.atleast_2d(a) assert_raises(ValueError, eigh, a) assert_raises(ValueError, eigh, b) @pytest.mark.parametrize('dtype_', DTYPES) @pytest.mark.parametrize('driver', ("ev", "evd", "evr", "evx")) def test_various_drivers_standard(self, driver, dtype_): a = _random_hermitian_matrix(n=20, dtype=dtype_) w, v = eigh(a, driver=driver) assert_allclose(a @ v - (v * w), 0., atol=1000*np.finfo(dtype_).eps, rtol=0.) @pytest.mark.parametrize('driver', ("ev", "evd", "evr", "evx")) def test_1x1_lwork(self, driver): w, v = eigh([[1]], driver=driver) assert_allclose(w, array([1.]), atol=1e-15) assert_allclose(v, array([[1.]]), atol=1e-15) # complex case now w, v = eigh([[1j]], driver=driver) assert_allclose(w, array([0]), atol=1e-15) assert_allclose(v, array([[1.]]), atol=1e-15) @pytest.mark.parametrize('type', (1, 2, 3)) @pytest.mark.parametrize('driver', ("gv", "gvd", "gvx")) def test_various_drivers_generalized(self, driver, type): atol = np.spacing(5000.) a = _random_hermitian_matrix(20) b = _random_hermitian_matrix(20, posdef=True) w, v = eigh(a=a, b=b, driver=driver, type=type) if type == 1: assert_allclose(a @ v - w*(b @ v), 0., atol=atol, rtol=0.) elif type == 2: assert_allclose(a @ b @ v - v * w, 0., atol=atol, rtol=0.) else: assert_allclose(b @ a @ v - v * w, 0., atol=atol, rtol=0.) def test_eigvalsh_new_args(self): a = _random_hermitian_matrix(5) w = eigvalsh(a, subset_by_index=[1, 2]) assert_equal(len(w), 2) w2 = eigvalsh(a, subset_by_index=[1, 2]) assert_equal(len(w2), 2) assert_allclose(w, w2) b = np.diag([1, 1.2, 1.3, 1.5, 2]) w3 = eigvalsh(b, subset_by_value=[1, 1.4]) assert_equal(len(w3), 2) assert_allclose(w3, np.array([1.2, 1.3])) @pytest.mark.parametrize("method", [eigh, eigvalsh]) def test_deprecation_warnings(self, method): with pytest.warns(DeprecationWarning, match="Keyword argument 'turbo'"): method(np.zeros((2, 2)), turbo=True) with pytest.warns(DeprecationWarning, match="Keyword argument 'eigvals'"): method(np.zeros((2, 2)), eigvals=[0, 1]) with pytest.deprecated_call(match="use keyword arguments"): method(np.zeros((2,2)), np.eye(2, 2), True) def test_deprecation_results(self): a = _random_hermitian_matrix(3) b = _random_hermitian_matrix(3, posdef=True) # check turbo gives same result as driver='gvd' with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'turbo'") w_dep, v_dep = eigh(a, b, turbo=True) w, v = eigh(a, b, driver='gvd') assert_allclose(w_dep, w) assert_allclose(v_dep, v) # check eigvals gives the same result as subset_by_index with np.testing.suppress_warnings() as sup: sup.filter(DeprecationWarning, "Keyword argument 'eigvals'") w_dep, v_dep = eigh(a, eigvals=[0, 1]) w, v = eigh(a, subset_by_index=[0, 1]) assert_allclose(w_dep, w) assert_allclose(v_dep, v) class TestSVD_GESDD: lapack_driver = 'gesdd' def test_degenerate(self): assert_raises(TypeError, svd, [[1.]], lapack_driver=1.) assert_raises(ValueError, svd, [[1.]], lapack_driver='foo') def test_simple(self): a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]] for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(3)) assert_array_almost_equal(vh.T @ vh, eye(3)) sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_simple_singular(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(3)) assert_array_almost_equal(vh.T @ vh, eye(3)) sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_simple_underdet(self): a = [[1, 2, 3], [4, 5, 6]] for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(u.shape[0])) sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_simple_overdet(self): a = [[1, 2], [4, 5], [3, 4]] for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(u.shape[1])) assert_array_almost_equal(vh.T @ vh, eye(2)) sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_random(self): rng = np.random.RandomState(1234) n = 20 m = 15 for i in range(3): for a in [rng.random([n, m]), rng.random([m, n])]: for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(u.shape[1])) assert_array_almost_equal(vh @ vh.T, eye(vh.shape[0])) sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_simple_complex(self): a = [[1, 2, 3], [1, 2j, 3], [2, 5, 6]] for full_matrices in (True, False): u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.conj().T @ u, eye(u.shape[1])) assert_array_almost_equal(vh.conj().T @ vh, eye(vh.shape[0])) sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_random_complex(self): rng = np.random.RandomState(1234) n = 20 m = 15 for i in range(3): for full_matrices in (True, False): for a in [rng.random([n, m]), rng.random([m, n])]: a = a + 1j*rng.random(list(a.shape)) u, s, vh = svd(a, full_matrices=full_matrices, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.conj().T @ u, eye(u.shape[1])) # This fails when [m,n] # assert_array_almost_equal(vh.conj().T @ vh, # eye(len(vh),dtype=vh.dtype.char)) sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_crash_1580(self): rng = np.random.RandomState(1234) sizes = [(13, 23), (30, 50), (60, 100)] for sz in sizes: for dt in [np.float32, np.float64, np.complex64, np.complex128]: a = rng.rand(*sz).astype(dt) # should not crash svd(a, lapack_driver=self.lapack_driver) def test_check_finite(self): a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]] u, s, vh = svd(a, check_finite=False, lapack_driver=self.lapack_driver) assert_array_almost_equal(u.T @ u, eye(3)) assert_array_almost_equal(vh.T @ vh, eye(3)) sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char) for i in range(len(s)): sigma[i, i] = s[i] assert_array_almost_equal(u @ sigma @ vh, a) def test_gh_5039(self): # This is a smoke test for https://github.com/scipy/scipy/issues/5039 # # The following is reported to raise "ValueError: On entry to DGESDD # parameter number 12 had an illegal value". # `interp1d([1,2,3,4], [1,2,3,4], kind='cubic')` # This is reported to only show up on LAPACK 3.0.3. # # The matrix below is taken from the call to # `B = _fitpack._bsplmat(order, xk)` in interpolate._find_smoothest b = np.array( [[0.16666667, 0.66666667, 0.16666667, 0., 0., 0.], [0., 0.16666667, 0.66666667, 0.16666667, 0., 0.], [0., 0., 0.16666667, 0.66666667, 0.16666667, 0.], [0., 0., 0., 0.16666667, 0.66666667, 0.16666667]]) svd(b, lapack_driver=self.lapack_driver) @pytest.mark.skipif(not HAS_ILP64, reason="64-bit LAPACK required") @pytest.mark.slow def test_large_matrix(self): check_free_memory(free_mb=17000) A = np.zeros([1, 2**31], dtype=np.float32) A[0, -1] = 1 u, s, vh = svd(A, full_matrices=False) assert_allclose(s[0], 1.0) assert_allclose(u[0, 0] * vh[0, -1], 1.0) class TestSVD_GESVD(TestSVD_GESDD): lapack_driver = 'gesvd' def test_svd_gesdd_nofegfault(): # svd(a) with {U,VT}.size > INT_MAX does not segfault # cf https://github.com/scipy/scipy/issues/14001 df=np.ones((4799, 53130), dtype=np.float64) with assert_raises(ValueError): svd(df) class TestSVDVals: def test_empty(self): for a in [[]], np.empty((2, 0)), np.ones((0, 3)): s = svdvals(a) assert_equal(s, np.empty(0)) def test_simple(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] s = svdvals(a) assert_(len(s) == 3) assert_(s[0] >= s[1] >= s[2]) def test_simple_underdet(self): a = [[1, 2, 3], [4, 5, 6]] s = svdvals(a) assert_(len(s) == 2) assert_(s[0] >= s[1]) def test_simple_overdet(self): a = [[1, 2], [4, 5], [3, 4]] s = svdvals(a) assert_(len(s) == 2) assert_(s[0] >= s[1]) def test_simple_complex(self): a = [[1, 2, 3], [1, 20, 3j], [2, 5, 6]] s = svdvals(a) assert_(len(s) == 3) assert_(s[0] >= s[1] >= s[2]) def test_simple_underdet_complex(self): a = [[1, 2, 3], [4, 5j, 6]] s = svdvals(a) assert_(len(s) == 2) assert_(s[0] >= s[1]) def test_simple_overdet_complex(self): a = [[1, 2], [4, 5], [3j, 4]] s = svdvals(a) assert_(len(s) == 2) assert_(s[0] >= s[1]) def test_check_finite(self): a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]] s = svdvals(a, check_finite=False) assert_(len(s) == 3) assert_(s[0] >= s[1] >= s[2]) @pytest.mark.slow def test_crash_2609(self): np.random.seed(1234) a = np.random.rand(1500, 2800) # Shouldn't crash: svdvals(a) class TestDiagSVD: def test_simple(self): assert_array_almost_equal(diagsvd([1, 0, 0], 3, 3), [[1, 0, 0], [0, 0, 0], [0, 0, 0]]) class TestQR: def test_simple(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(q @ r, a) def test_simple_left(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r = qr(a) c = [1, 2, 3] qc, r2 = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) assert_array_almost_equal(r, r2) qc, r2 = qr_multiply(a, eye(3), "left") assert_array_almost_equal(q, qc) def test_simple_right(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r = qr(a) c = [1, 2, 3] qc, r2 = qr_multiply(a, c) assert_array_almost_equal(c @ q, qc) assert_array_almost_equal(r, r2) qc, r = qr_multiply(a, eye(3)) assert_array_almost_equal(q, qc) def test_simple_pivoting(self): a = np.asarray([[8, 2, 3], [2, 9, 3], [5, 3, 6]]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_left_pivoting(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r, jpvt = qr(a, pivoting=True) c = [1, 2, 3] qc, r, jpvt = qr_multiply(a, c, "left", True) assert_array_almost_equal(q @ c, qc) def test_simple_right_pivoting(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r, jpvt = qr(a, pivoting=True) c = [1, 2, 3] qc, r, jpvt = qr_multiply(a, c, pivoting=True) assert_array_almost_equal(c @ q, qc) def test_simple_trap(self): a = [[8, 2, 3], [2, 9, 3]] q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a) def test_simple_trap_pivoting(self): a = np.asarray([[8, 2, 3], [2, 9, 3]]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_tall(self): # full version a = [[8, 2], [2, 9], [5, 3]] q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(q @ r, a) def test_simple_tall_pivoting(self): # full version pivoting a = np.asarray([[8, 2], [2, 9], [5, 3]]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_tall_e(self): # economy version a = [[8, 2], [2, 9], [5, 3]] q, r = qr(a, mode='economic') assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a) assert_equal(q.shape, (3, 2)) assert_equal(r.shape, (2, 2)) def test_simple_tall_e_pivoting(self): # economy version pivoting a = np.asarray([[8, 2], [2, 9], [5, 3]]) q, r, p = qr(a, pivoting=True, mode='economic') d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p], mode='economic') assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_tall_left(self): a = [[8, 2], [2, 9], [5, 3]] q, r = qr(a, mode="economic") c = [1, 2] qc, r2 = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) assert_array_almost_equal(r, r2) c = array([1, 2, 0]) qc, r2 = qr_multiply(a, c, "left", overwrite_c=True) assert_array_almost_equal(q @ c[:2], qc) qc, r = qr_multiply(a, eye(2), "left") assert_array_almost_equal(qc, q) def test_simple_tall_left_pivoting(self): a = [[8, 2], [2, 9], [5, 3]] q, r, jpvt = qr(a, mode="economic", pivoting=True) c = [1, 2] qc, r, kpvt = qr_multiply(a, c, "left", True) assert_array_equal(jpvt, kpvt) assert_array_almost_equal(q @ c, qc) qc, r, jpvt = qr_multiply(a, eye(2), "left", True) assert_array_almost_equal(qc, q) def test_simple_tall_right(self): a = [[8, 2], [2, 9], [5, 3]] q, r = qr(a, mode="economic") c = [1, 2, 3] cq, r2 = qr_multiply(a, c) assert_array_almost_equal(c @ q, cq) assert_array_almost_equal(r, r2) cq, r = qr_multiply(a, eye(3)) assert_array_almost_equal(cq, q) def test_simple_tall_right_pivoting(self): a = [[8, 2], [2, 9], [5, 3]] q, r, jpvt = qr(a, pivoting=True, mode="economic") c = [1, 2, 3] cq, r, jpvt = qr_multiply(a, c, pivoting=True) assert_array_almost_equal(c @ q, cq) cq, r, jpvt = qr_multiply(a, eye(3), pivoting=True) assert_array_almost_equal(cq, q) def test_simple_fat(self): # full version a = [[8, 2, 5], [2, 9, 3]] q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a) assert_equal(q.shape, (2, 2)) assert_equal(r.shape, (2, 3)) def test_simple_fat_pivoting(self): # full version pivoting a = np.asarray([[8, 2, 5], [2, 9, 3]]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a[:, p]) assert_equal(q.shape, (2, 2)) assert_equal(r.shape, (2, 3)) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_fat_e(self): # economy version a = [[8, 2, 3], [2, 9, 5]] q, r = qr(a, mode='economic') assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a) assert_equal(q.shape, (2, 2)) assert_equal(r.shape, (2, 3)) def test_simple_fat_e_pivoting(self): # economy version pivoting a = np.asarray([[8, 2, 3], [2, 9, 5]]) q, r, p = qr(a, pivoting=True, mode='economic') d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(q @ r, a[:, p]) assert_equal(q.shape, (2, 2)) assert_equal(r.shape, (2, 3)) q2, r2 = qr(a[:, p], mode='economic') assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_fat_left(self): a = [[8, 2, 3], [2, 9, 5]] q, r = qr(a, mode="economic") c = [1, 2] qc, r2 = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) assert_array_almost_equal(r, r2) qc, r = qr_multiply(a, eye(2), "left") assert_array_almost_equal(qc, q) def test_simple_fat_left_pivoting(self): a = [[8, 2, 3], [2, 9, 5]] q, r, jpvt = qr(a, mode="economic", pivoting=True) c = [1, 2] qc, r, jpvt = qr_multiply(a, c, "left", True) assert_array_almost_equal(q @ c, qc) qc, r, jpvt = qr_multiply(a, eye(2), "left", True) assert_array_almost_equal(qc, q) def test_simple_fat_right(self): a = [[8, 2, 3], [2, 9, 5]] q, r = qr(a, mode="economic") c = [1, 2] cq, r2 = qr_multiply(a, c) assert_array_almost_equal(c @ q, cq) assert_array_almost_equal(r, r2) cq, r = qr_multiply(a, eye(2)) assert_array_almost_equal(cq, q) def test_simple_fat_right_pivoting(self): a = [[8, 2, 3], [2, 9, 5]] q, r, jpvt = qr(a, pivoting=True, mode="economic") c = [1, 2] cq, r, jpvt = qr_multiply(a, c, pivoting=True) assert_array_almost_equal(c @ q, cq) cq, r, jpvt = qr_multiply(a, eye(2), pivoting=True) assert_array_almost_equal(cq, q) def test_simple_complex(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] q, r = qr(a) assert_array_almost_equal(q.conj().T @ q, eye(3)) assert_array_almost_equal(q @ r, a) def test_simple_complex_left(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] q, r = qr(a) c = [1, 2, 3+4j] qc, r = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) qc, r = qr_multiply(a, eye(3), "left") assert_array_almost_equal(q, qc) def test_simple_complex_right(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] q, r = qr(a) c = [1, 2, 3+4j] qc, r = qr_multiply(a, c) assert_array_almost_equal(c @ q, qc) qc, r = qr_multiply(a, eye(3)) assert_array_almost_equal(q, qc) def test_simple_tall_complex_left(self): a = [[8, 2+3j], [2, 9], [5+7j, 3]] q, r = qr(a, mode="economic") c = [1, 2+2j] qc, r2 = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) assert_array_almost_equal(r, r2) c = array([1, 2, 0]) qc, r2 = qr_multiply(a, c, "left", overwrite_c=True) assert_array_almost_equal(q @ c[:2], qc) qc, r = qr_multiply(a, eye(2), "left") assert_array_almost_equal(qc, q) def test_simple_complex_left_conjugate(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] q, r = qr(a) c = [1, 2, 3+4j] qc, r = qr_multiply(a, c, "left", conjugate=True) assert_array_almost_equal(q.conj() @ c, qc) def test_simple_complex_tall_left_conjugate(self): a = [[3, 3+4j], [5, 2+2j], [3, 2]] q, r = qr(a, mode='economic') c = [1, 3+4j] qc, r = qr_multiply(a, c, "left", conjugate=True) assert_array_almost_equal(q.conj() @ c, qc) def test_simple_complex_right_conjugate(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] q, r = qr(a) c = np.array([1, 2, 3+4j]) qc, r = qr_multiply(a, c, conjugate=True) assert_array_almost_equal(c @ q.conj(), qc) def test_simple_complex_pivoting(self): a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.conj().T @ q, eye(3)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_simple_complex_left_pivoting(self): a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]) q, r, jpvt = qr(a, pivoting=True) c = [1, 2, 3+4j] qc, r, jpvt = qr_multiply(a, c, "left", True) assert_array_almost_equal(q @ c, qc) def test_simple_complex_right_pivoting(self): a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]) q, r, jpvt = qr(a, pivoting=True) c = [1, 2, 3+4j] qc, r, jpvt = qr_multiply(a, c, pivoting=True) assert_array_almost_equal(c @ q, qc) def test_random(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(n)) assert_array_almost_equal(q @ r, a) def test_random_left(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) q, r = qr(a) c = rng.random([n]) qc, r = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) qc, r = qr_multiply(a, eye(n), "left") assert_array_almost_equal(q, qc) def test_random_right(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) q, r = qr(a) c = rng.random([n]) cq, r = qr_multiply(a, c) assert_array_almost_equal(c @ q, cq) cq, r = qr_multiply(a, eye(n)) assert_array_almost_equal(q, cq) def test_random_pivoting(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(n)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_random_tall(self): rng = np.random.RandomState(1234) # full version m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(m)) assert_array_almost_equal(q @ r, a) def test_random_tall_left(self): rng = np.random.RandomState(1234) # full version m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r = qr(a, mode="economic") c = rng.random([n]) qc, r = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) qc, r = qr_multiply(a, eye(n), "left") assert_array_almost_equal(qc, q) def test_random_tall_right(self): rng = np.random.RandomState(1234) # full version m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r = qr(a, mode="economic") c = rng.random([m]) cq, r = qr_multiply(a, c) assert_array_almost_equal(c @ q, cq) cq, r = qr_multiply(a, eye(m)) assert_array_almost_equal(cq, q) def test_random_tall_pivoting(self): rng = np.random.RandomState(1234) # full version pivoting m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(m)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_random_tall_e(self): rng = np.random.RandomState(1234) # economy version m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r = qr(a, mode='economic') assert_array_almost_equal(q.T @ q, eye(n)) assert_array_almost_equal(q @ r, a) assert_equal(q.shape, (m, n)) assert_equal(r.shape, (n, n)) def test_random_tall_e_pivoting(self): rng = np.random.RandomState(1234) # economy version pivoting m = 200 n = 100 for k in range(2): a = rng.random([m, n]) q, r, p = qr(a, pivoting=True, mode='economic') d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(n)) assert_array_almost_equal(q @ r, a[:, p]) assert_equal(q.shape, (m, n)) assert_equal(r.shape, (n, n)) q2, r2 = qr(a[:, p], mode='economic') assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_random_trap(self): rng = np.random.RandomState(1234) m = 100 n = 200 for k in range(2): a = rng.random([m, n]) q, r = qr(a) assert_array_almost_equal(q.T @ q, eye(m)) assert_array_almost_equal(q @ r, a) def test_random_trap_pivoting(self): rng = np.random.RandomState(1234) m = 100 n = 200 for k in range(2): a = rng.random([m, n]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.T @ q, eye(m)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_random_complex(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) q, r = qr(a) assert_array_almost_equal(q.conj().T @ q, eye(n)) assert_array_almost_equal(q @ r, a) def test_random_complex_left(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) q, r = qr(a) c = rng.random([n]) + 1j*rng.random([n]) qc, r = qr_multiply(a, c, "left") assert_array_almost_equal(q @ c, qc) qc, r = qr_multiply(a, eye(n), "left") assert_array_almost_equal(q, qc) def test_random_complex_right(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) q, r = qr(a) c = rng.random([n]) + 1j*rng.random([n]) cq, r = qr_multiply(a, c) assert_array_almost_equal(c @ q, cq) cq, r = qr_multiply(a, eye(n)) assert_array_almost_equal(q, cq) def test_random_complex_pivoting(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) q, r, p = qr(a, pivoting=True) d = abs(diag(r)) assert_(np.all(d[1:] <= d[:-1])) assert_array_almost_equal(q.conj().T @ q, eye(n)) assert_array_almost_equal(q @ r, a[:, p]) q2, r2 = qr(a[:, p]) assert_array_almost_equal(q, q2) assert_array_almost_equal(r, r2) def test_check_finite(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] q, r = qr(a, check_finite=False) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(q @ r, a) def test_lwork(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] # Get comparison values q, r = qr(a, lwork=None) # Test against minimum valid lwork q2, r2 = qr(a, lwork=3) assert_array_almost_equal(q2, q) assert_array_almost_equal(r2, r) # Test against larger lwork q3, r3 = qr(a, lwork=10) assert_array_almost_equal(q3, q) assert_array_almost_equal(r3, r) # Test against explicit lwork=-1 q4, r4 = qr(a, lwork=-1) assert_array_almost_equal(q4, q) assert_array_almost_equal(r4, r) # Test against invalid lwork assert_raises(Exception, qr, (a,), {'lwork': 0}) assert_raises(Exception, qr, (a,), {'lwork': 2}) class TestRQ: def test_simple(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] r, q = rq(a) assert_array_almost_equal(q @ q.T, eye(3)) assert_array_almost_equal(r @ q, a) def test_r(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] r, q = rq(a) r2 = rq(a, mode='r') assert_array_almost_equal(r, r2) def test_random(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) r, q = rq(a) assert_array_almost_equal(q @ q.T, eye(n)) assert_array_almost_equal(r @ q, a) def test_simple_trap(self): a = [[8, 2, 3], [2, 9, 3]] r, q = rq(a) assert_array_almost_equal(q.T @ q, eye(3)) assert_array_almost_equal(r @ q, a) def test_simple_tall(self): a = [[8, 2], [2, 9], [5, 3]] r, q = rq(a) assert_array_almost_equal(q.T @ q, eye(2)) assert_array_almost_equal(r @ q, a) def test_simple_fat(self): a = [[8, 2, 5], [2, 9, 3]] r, q = rq(a) assert_array_almost_equal(q @ q.T, eye(3)) assert_array_almost_equal(r @ q, a) def test_simple_complex(self): a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]] r, q = rq(a) assert_array_almost_equal(q @ q.conj().T, eye(3)) assert_array_almost_equal(r @ q, a) def test_random_tall(self): rng = np.random.RandomState(1234) m = 200 n = 100 for k in range(2): a = rng.random([m, n]) r, q = rq(a) assert_array_almost_equal(q @ q.T, eye(n)) assert_array_almost_equal(r @ q, a) def test_random_trap(self): rng = np.random.RandomState(1234) m = 100 n = 200 for k in range(2): a = rng.random([m, n]) r, q = rq(a) assert_array_almost_equal(q @ q.T, eye(n)) assert_array_almost_equal(r @ q, a) def test_random_trap_economic(self): rng = np.random.RandomState(1234) m = 100 n = 200 for k in range(2): a = rng.random([m, n]) r, q = rq(a, mode='economic') assert_array_almost_equal(q @ q.T, eye(m)) assert_array_almost_equal(r @ q, a) assert_equal(q.shape, (m, n)) assert_equal(r.shape, (m, m)) def test_random_complex(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) r, q = rq(a) assert_array_almost_equal(q @ q.conj().T, eye(n)) assert_array_almost_equal(r @ q, a) def test_random_complex_economic(self): rng = np.random.RandomState(1234) m = 100 n = 200 for k in range(2): a = rng.random([m, n]) + 1j*rng.random([m, n]) r, q = rq(a, mode='economic') assert_array_almost_equal(q @ q.conj().T, eye(m)) assert_array_almost_equal(r @ q, a) assert_equal(q.shape, (m, n)) assert_equal(r.shape, (m, m)) def test_check_finite(self): a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]] r, q = rq(a, check_finite=False) assert_array_almost_equal(q @ q.T, eye(3)) assert_array_almost_equal(r @ q, a) class TestSchur: def check_schur(self, a, t, u, rtol, atol): # Check that the Schur decomposition is correct. assert_allclose(u @ t @ u.conj().T, a, rtol=rtol, atol=atol, err_msg="Schur decomposition does not match 'a'") # The expected value of u @ u.H - I is all zeros, so test # with absolute tolerance only. assert_allclose(u @ u.conj().T - np.eye(len(u)), 0, rtol=0, atol=atol, err_msg="u is not unitary") def test_simple(self): a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]] t, z = schur(a) self.check_schur(a, t, z, rtol=1e-14, atol=5e-15) tc, zc = schur(a, 'complex') assert_(np.any(ravel(iscomplex(zc))) and np.any(ravel(iscomplex(tc)))) self.check_schur(a, tc, zc, rtol=1e-14, atol=5e-15) tc2, zc2 = rsf2csf(tc, zc) self.check_schur(a, tc2, zc2, rtol=1e-14, atol=5e-15) @pytest.mark.parametrize( 'sort, expected_diag', [('lhp', [-np.sqrt(2), -0.5, np.sqrt(2), 0.5]), ('rhp', [np.sqrt(2), 0.5, -np.sqrt(2), -0.5]), ('iuc', [-0.5, 0.5, np.sqrt(2), -np.sqrt(2)]), ('ouc', [np.sqrt(2), -np.sqrt(2), -0.5, 0.5]), (lambda x: x >= 0.0, [np.sqrt(2), 0.5, -np.sqrt(2), -0.5])] ) def test_sort(self, sort, expected_diag): # The exact eigenvalues of this matrix are # -sqrt(2), sqrt(2), -1/2, 1/2. a = [[4., 3., 1., -1.], [-4.5, -3.5, -1., 1.], [9., 6., -4., 4.5], [6., 4., -3., 3.5]] t, u, sdim = schur(a, sort=sort) self.check_schur(a, t, u, rtol=1e-14, atol=5e-15) assert_allclose(np.diag(t), expected_diag, rtol=1e-12) assert_equal(2, sdim) def test_sort_errors(self): a = [[4., 3., 1., -1.], [-4.5, -3.5, -1., 1.], [9., 6., -4., 4.5], [6., 4., -3., 3.5]] assert_raises(ValueError, schur, a, sort='unsupported') assert_raises(ValueError, schur, a, sort=1) def test_check_finite(self): a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]] t, z = schur(a, check_finite=False) assert_array_almost_equal(z @ t @ z.conj().T, a) class TestHessenberg: def test_simple(self): a = [[-149, -50, -154], [537, 180, 546], [-27, -9, -25]] h1 = [[-149.0000, 42.2037, -156.3165], [-537.6783, 152.5511, -554.9272], [0, 0.0728, 2.4489]] h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.T @ a @ q, h) assert_array_almost_equal(h, h1, decimal=4) def test_simple_complex(self): a = [[-149, -50, -154], [537, 180j, 546], [-27j, -9, -25]] h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.conj().T @ a @ q, h) def test_simple2(self): a = [[1, 2, 3, 4, 5, 6, 7], [0, 2, 3, 4, 6, 7, 2], [0, 2, 2, 3, 0, 3, 2], [0, 0, 2, 8, 0, 0, 2], [0, 3, 1, 2, 0, 1, 2], [0, 1, 2, 3, 0, 1, 0], [0, 0, 0, 0, 0, 1, 2]] h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.T @ a @ q, h) def test_simple3(self): a = np.eye(3) a[-1, 0] = 2 h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.T @ a @ q, h) def test_random(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.T @ a @ q, h) def test_random_complex(self): rng = np.random.RandomState(1234) n = 20 for k in range(2): a = rng.random([n, n]) + 1j*rng.random([n, n]) h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q.conj().T @ a @ q, h) def test_check_finite(self): a = [[-149, -50, -154], [537, 180, 546], [-27, -9, -25]] h1 = [[-149.0000, 42.2037, -156.3165], [-537.6783, 152.5511, -554.9272], [0, 0.0728, 2.4489]] h, q = hessenberg(a, calc_q=1, check_finite=False) assert_array_almost_equal(q.T @ a @ q, h) assert_array_almost_equal(h, h1, decimal=4) def test_2x2(self): a = [[2, 1], [7, 12]] h, q = hessenberg(a, calc_q=1) assert_array_almost_equal(q, np.eye(2)) assert_array_almost_equal(h, a) b = [[2-7j, 1+2j], [7+3j, 12-2j]] h2, q2 = hessenberg(b, calc_q=1) assert_array_almost_equal(q2, np.eye(2)) assert_array_almost_equal(h2, b) blas_provider = blas_version = None if CONFIG is not None: blas_provider = CONFIG['Build Dependencies']['blas']['name'] blas_version = CONFIG['Build Dependencies']['blas']['version'] class TestQZ: @pytest.mark.xfail( sys.platform == 'darwin' and blas_provider == 'openblas' and blas_version < "0.3.21.dev", reason="gges[float32] broken for OpenBLAS on macOS, see gh-16949" ) def test_qz_single(self): rng = np.random.RandomState(12345) n = 5 A = rng.random([n, n]).astype(float32) B = rng.random([n, n]).astype(float32) AA, BB, Q, Z = qz(A, B) assert_array_almost_equal(Q @ AA @ Z.T, A, decimal=5) assert_array_almost_equal(Q @ BB @ Z.T, B, decimal=5) assert_array_almost_equal(Q @ Q.T, eye(n), decimal=5) assert_array_almost_equal(Z @ Z.T, eye(n), decimal=5) assert_(np.all(diag(BB) >= 0)) def test_qz_double(self): rng = np.random.RandomState(12345) n = 5 A = rng.random([n, n]) B = rng.random([n, n]) AA, BB, Q, Z = qz(A, B) assert_array_almost_equal(Q @ AA @ Z.T, A) assert_array_almost_equal(Q @ BB @ Z.T, B) assert_array_almost_equal(Q @ Q.T, eye(n)) assert_array_almost_equal(Z @ Z.T, eye(n)) assert_(np.all(diag(BB) >= 0)) def test_qz_complex(self): rng = np.random.RandomState(12345) n = 5 A = rng.random([n, n]) + 1j*rng.random([n, n]) B = rng.random([n, n]) + 1j*rng.random([n, n]) AA, BB, Q, Z = qz(A, B) assert_array_almost_equal(Q @ AA @ Z.conj().T, A) assert_array_almost_equal(Q @ BB @ Z.conj().T, B) assert_array_almost_equal(Q @ Q.conj().T, eye(n)) assert_array_almost_equal(Z @ Z.conj().T, eye(n)) assert_(np.all(diag(BB) >= 0)) assert_(np.all(diag(BB).imag == 0)) def test_qz_complex64(self): rng = np.random.RandomState(12345) n = 5 A = (rng.random([n, n]) + 1j*rng.random([n, n])).astype(complex64) B = (rng.random([n, n]) + 1j*rng.random([n, n])).astype(complex64) AA, BB, Q, Z = qz(A, B) assert_array_almost_equal(Q @ AA @ Z.conj().T, A, decimal=5) assert_array_almost_equal(Q @ BB @ Z.conj().T, B, decimal=5) assert_array_almost_equal(Q @ Q.conj().T, eye(n), decimal=5) assert_array_almost_equal(Z @ Z.conj().T, eye(n), decimal=5) assert_(np.all(diag(BB) >= 0)) assert_(np.all(diag(BB).imag == 0)) def test_qz_double_complex(self): rng = np.random.RandomState(12345) n = 5 A = rng.random([n, n]) B = rng.random([n, n]) AA, BB, Q, Z = qz(A, B, output='complex') aa = Q @ AA @ Z.conj().T assert_array_almost_equal(aa.real, A) assert_array_almost_equal(aa.imag, 0) bb = Q @ BB @ Z.conj().T assert_array_almost_equal(bb.real, B) assert_array_almost_equal(bb.imag, 0) assert_array_almost_equal(Q @ Q.conj().T, eye(n)) assert_array_almost_equal(Z @ Z.conj().T, eye(n)) assert_(np.all(diag(BB) >= 0)) def test_qz_double_sort(self): # from https://www.nag.com/lapack-ex/node119.html # NOTE: These matrices may be ill-conditioned and lead to a # seg fault on certain python versions when compiled with # sse2 or sse3 older ATLAS/LAPACK binaries for windows # A = np.array([[3.9, 12.5, -34.5, -0.5], # [ 4.3, 21.5, -47.5, 7.5], # [ 4.3, 21.5, -43.5, 3.5], # [ 4.4, 26.0, -46.0, 6.0 ]]) # B = np.array([[ 1.0, 2.0, -3.0, 1.0], # [1.0, 3.0, -5.0, 4.0], # [1.0, 3.0, -4.0, 3.0], # [1.0, 3.0, -4.0, 4.0]]) A = np.array([[3.9, 12.5, -34.5, 2.5], [4.3, 21.5, -47.5, 7.5], [4.3, 1.5, -43.5, 3.5], [4.4, 6.0, -46.0, 6.0]]) B = np.array([[1.0, 1.0, -3.0, 1.0], [1.0, 3.0, -5.0, 4.4], [1.0, 2.0, -4.0, 1.0], [1.2, 3.0, -4.0, 4.0]]) assert_raises(ValueError, qz, A, B, sort=lambda ar, ai, beta: ai == 0) if False: AA, BB, Q, Z, sdim = qz(A, B, sort=lambda ar, ai, beta: ai == 0) # assert_(sdim == 2) assert_(sdim == 4) assert_array_almost_equal(Q @ AA @ Z.T, A) assert_array_almost_equal(Q @ BB @ Z.T, B) # test absolute values bc the sign is ambiguous and # might be platform dependent assert_array_almost_equal(np.abs(AA), np.abs(np.array( [[35.7864, -80.9061, -12.0629, -9.498], [0., 2.7638, -2.3505, 7.3256], [0., 0., 0.6258, -0.0398], [0., 0., 0., -12.8217]])), 4) assert_array_almost_equal(np.abs(BB), np.abs(np.array( [[4.5324, -8.7878, 3.2357, -3.5526], [0., 1.4314, -2.1894, 0.9709], [0., 0., 1.3126, -0.3468], [0., 0., 0., 0.559]])), 4) assert_array_almost_equal(np.abs(Q), np.abs(np.array( [[-0.4193, -0.605, -0.1894, -0.6498], [-0.5495, 0.6987, 0.2654, -0.3734], [-0.4973, -0.3682, 0.6194, 0.4832], [-0.5243, 0.1008, -0.7142, 0.4526]])), 4) assert_array_almost_equal(np.abs(Z), np.abs(np.array( [[-0.9471, -0.2971, -0.1217, 0.0055], [-0.0367, 0.1209, 0.0358, 0.9913], [0.3171, -0.9041, -0.2547, 0.1312], [0.0346, 0.2824, -0.9587, 0.0014]])), 4) # test absolute values bc the sign is ambiguous and might be platform # dependent # assert_array_almost_equal(abs(AA), abs(np.array([ # [3.8009, -69.4505, 50.3135, -43.2884], # [0.0000, 9.2033, -0.2001, 5.9881], # [0.0000, 0.0000, 1.4279, 4.4453], # [0.0000, 0.0000, 0.9019, -1.1962]])), 4) # assert_array_almost_equal(abs(BB), abs(np.array([ # [1.9005, -10.2285, 0.8658, -5.2134], # [0.0000, 2.3008, 0.7915, 0.4262], # [0.0000, 0.0000, 0.8101, 0.0000], # [0.0000, 0.0000, 0.0000, -0.2823]])), 4) # assert_array_almost_equal(abs(Q), abs(np.array([ # [0.4642, 0.7886, 0.2915, -0.2786], # [0.5002, -0.5986, 0.5638, -0.2713], # [0.5002, 0.0154, -0.0107, 0.8657], # [0.5331, -0.1395, -0.7727, -0.3151]])), 4) # assert_array_almost_equal(dot(Q,Q.T), eye(4)) # assert_array_almost_equal(abs(Z), abs(np.array([ # [0.9961, -0.0014, 0.0887, -0.0026], # [0.0057, -0.0404, -0.0938, -0.9948], # [0.0626, 0.7194, -0.6908, 0.0363], # [0.0626, -0.6934, -0.7114, 0.0956]])), 4) # assert_array_almost_equal(dot(Z,Z.T), eye(4)) # def test_qz_complex_sort(self): # cA = np.array([ # [-21.10+22.50*1j, 53.50+-50.50*1j, -34.50+127.50*1j, 7.50+ 0.50*1j], # [-0.46+ -7.78*1j, -3.50+-37.50*1j, -15.50+ 58.50*1j,-10.50+ -1.50*1j], # [ 4.30+ -5.50*1j, 39.70+-17.10*1j, -68.50+ 12.50*1j, -7.50+ -3.50*1j], # [ 5.50+ 4.40*1j, 14.40+ 43.30*1j, -32.50+-46.00*1j,-19.00+-32.50*1j]]) # cB = np.array([ # [1.00+ -5.00*1j, 1.60+ 1.20*1j,-3.00+ 0.00*1j, 0.00+ -1.00*1j], # [0.80+ -0.60*1j, 3.00+ -5.00*1j,-4.00+ 3.00*1j,-2.40+ -3.20*1j], # [1.00+ 0.00*1j, 2.40+ 1.80*1j,-4.00+ -5.00*1j, 0.00+ -3.00*1j], # [0.00+ 1.00*1j,-1.80+ 2.40*1j, 0.00+ -4.00*1j, 4.00+ -5.00*1j]]) # AAS,BBS,QS,ZS,sdim = qz(cA,cB,sort='lhp') # eigenvalues = diag(AAS)/diag(BBS) # assert_(np.all(np.real(eigenvalues[:sdim] < 0))) # assert_(np.all(np.real(eigenvalues[sdim:] > 0))) def test_check_finite(self): rng = np.random.RandomState(12345) n = 5 A = rng.random([n, n]) B = rng.random([n, n]) AA, BB, Q, Z = qz(A, B, check_finite=False) assert_array_almost_equal(Q @ AA @ Z.T, A) assert_array_almost_equal(Q @ BB @ Z.T, B) assert_array_almost_equal(Q @ Q.T, eye(n)) assert_array_almost_equal(Z @ Z.T, eye(n)) assert_(np.all(diag(BB) >= 0)) class TestOrdQZ: @classmethod def setup_class(cls): # https://www.nag.com/lapack-ex/node119.html A1 = np.array([[-21.10 - 22.50j, 53.5 - 50.5j, -34.5 + 127.5j, 7.5 + 0.5j], [-0.46 - 7.78j, -3.5 - 37.5j, -15.5 + 58.5j, -10.5 - 1.5j], [4.30 - 5.50j, 39.7 - 17.1j, -68.5 + 12.5j, -7.5 - 3.5j], [5.50 + 4.40j, 14.4 + 43.3j, -32.5 - 46.0j, -19.0 - 32.5j]]) B1 = np.array([[1.0 - 5.0j, 1.6 + 1.2j, -3 + 0j, 0.0 - 1.0j], [0.8 - 0.6j, .0 - 5.0j, -4 + 3j, -2.4 - 3.2j], [1.0 + 0.0j, 2.4 + 1.8j, -4 - 5j, 0.0 - 3.0j], [0.0 + 1.0j, -1.8 + 2.4j, 0 - 4j, 4.0 - 5.0j]]) # https://www.nag.com/numeric/fl/nagdoc_fl23/xhtml/F08/f08yuf.xml A2 = np.array([[3.9, 12.5, -34.5, -0.5], [4.3, 21.5, -47.5, 7.5], [4.3, 21.5, -43.5, 3.5], [4.4, 26.0, -46.0, 6.0]]) B2 = np.array([[1, 2, -3, 1], [1, 3, -5, 4], [1, 3, -4, 3], [1, 3, -4, 4]]) # example with the eigenvalues # -0.33891648, 1.61217396+0.74013521j, 1.61217396-0.74013521j, # 0.61244091 # thus featuring: # * one complex conjugate eigenvalue pair, # * one eigenvalue in the lhp # * 2 eigenvalues in the unit circle # * 2 non-real eigenvalues A3 = np.array([[5., 1., 3., 3.], [4., 4., 2., 7.], [7., 4., 1., 3.], [0., 4., 8., 7.]]) B3 = np.array([[8., 10., 6., 10.], [7., 7., 2., 9.], [9., 1., 6., 6.], [5., 1., 4., 7.]]) # example with infinite eigenvalues A4 = np.eye(2) B4 = np.diag([0, 1]) # example with (alpha, beta) = (0, 0) A5 = np.diag([1, 0]) cls.A = [A1, A2, A3, A4, A5] cls.B = [B1, B2, B3, B4, A5] def qz_decomp(self, sort): with np.errstate(all='raise'): ret = [ordqz(Ai, Bi, sort=sort) for Ai, Bi in zip(self.A, self.B)] return tuple(ret) def check(self, A, B, sort, AA, BB, alpha, beta, Q, Z): Id = np.eye(*A.shape) # make sure Q and Z are orthogonal assert_array_almost_equal(Q @ Q.T.conj(), Id) assert_array_almost_equal(Z @ Z.T.conj(), Id) # check factorization assert_array_almost_equal(Q @ AA, A @ Z) assert_array_almost_equal(Q @ BB, B @ Z) # check shape of AA and BB assert_array_equal(np.tril(AA, -2), np.zeros(AA.shape)) assert_array_equal(np.tril(BB, -1), np.zeros(BB.shape)) # check eigenvalues for i in range(A.shape[0]): # does the current diagonal element belong to a 2-by-2 block # that was already checked? if i > 0 and A[i, i - 1] != 0: continue # take care of 2-by-2 blocks if i < AA.shape[0] - 1 and AA[i + 1, i] != 0: evals, _ = eig(AA[i:i + 2, i:i + 2], BB[i:i + 2, i:i + 2]) # make sure the pair of complex conjugate eigenvalues # is ordered consistently (positive imaginary part first) if evals[0].imag < 0: evals = evals[[1, 0]] tmp = alpha[i:i + 2]/beta[i:i + 2] if tmp[0].imag < 0: tmp = tmp[[1, 0]] assert_array_almost_equal(evals, tmp) else: if alpha[i] == 0 and beta[i] == 0: assert_equal(AA[i, i], 0) assert_equal(BB[i, i], 0) elif beta[i] == 0: assert_equal(BB[i, i], 0) else: assert_almost_equal(AA[i, i]/BB[i, i], alpha[i]/beta[i]) sortfun = _select_function(sort) lastsort = True for i in range(A.shape[0]): cursort = sortfun(np.array([alpha[i]]), np.array([beta[i]])) # once the sorting criterion was not matched all subsequent # eigenvalues also shouldn't match if not lastsort: assert not cursort lastsort = cursort def check_all(self, sort): ret = self.qz_decomp(sort) for reti, Ai, Bi in zip(ret, self.A, self.B): self.check(Ai, Bi, sort, *reti) def test_lhp(self): self.check_all('lhp') def test_rhp(self): self.check_all('rhp') def test_iuc(self): self.check_all('iuc') def test_ouc(self): self.check_all('ouc') def test_ref(self): # real eigenvalues first (top-left corner) def sort(x, y): out = np.empty_like(x, dtype=bool) nonzero = (y != 0) out[~nonzero] = False out[nonzero] = (x[nonzero]/y[nonzero]).imag == 0 return out self.check_all(sort) def test_cef(self): # complex eigenvalues first (top-left corner) def sort(x, y): out = np.empty_like(x, dtype=bool) nonzero = (y != 0) out[~nonzero] = False out[nonzero] = (x[nonzero]/y[nonzero]).imag != 0 return out self.check_all(sort) def test_diff_input_types(self): ret = ordqz(self.A[1], self.B[2], sort='lhp') self.check(self.A[1], self.B[2], 'lhp', *ret) ret = ordqz(self.B[2], self.A[1], sort='lhp') self.check(self.B[2], self.A[1], 'lhp', *ret) def test_sort_explicit(self): # Test order of the eigenvalues in the 2 x 2 case where we can # explicitly compute the solution A1 = np.eye(2) B1 = np.diag([-2, 0.5]) expected1 = [('lhp', [-0.5, 2]), ('rhp', [2, -0.5]), ('iuc', [-0.5, 2]), ('ouc', [2, -0.5])] A2 = np.eye(2) B2 = np.diag([-2 + 1j, 0.5 + 0.5j]) expected2 = [('lhp', [1/(-2 + 1j), 1/(0.5 + 0.5j)]), ('rhp', [1/(0.5 + 0.5j), 1/(-2 + 1j)]), ('iuc', [1/(-2 + 1j), 1/(0.5 + 0.5j)]), ('ouc', [1/(0.5 + 0.5j), 1/(-2 + 1j)])] # 'lhp' is ambiguous so don't test it A3 = np.eye(2) B3 = np.diag([2, 0]) expected3 = [('rhp', [0.5, np.inf]), ('iuc', [0.5, np.inf]), ('ouc', [np.inf, 0.5])] # 'rhp' is ambiguous so don't test it A4 = np.eye(2) B4 = np.diag([-2, 0]) expected4 = [('lhp', [-0.5, np.inf]), ('iuc', [-0.5, np.inf]), ('ouc', [np.inf, -0.5])] A5 = np.diag([0, 1]) B5 = np.diag([0, 0.5]) # 'lhp' and 'iuc' are ambiguous so don't test them expected5 = [('rhp', [2, np.nan]), ('ouc', [2, np.nan])] A = [A1, A2, A3, A4, A5] B = [B1, B2, B3, B4, B5] expected = [expected1, expected2, expected3, expected4, expected5] for Ai, Bi, expectedi in zip(A, B, expected): for sortstr, expected_eigvals in expectedi: _, _, alpha, beta, _, _ = ordqz(Ai, Bi, sort=sortstr) azero = (alpha == 0) bzero = (beta == 0) x = np.empty_like(alpha) x[azero & bzero] = np.nan x[~azero & bzero] = np.inf x[~bzero] = alpha[~bzero]/beta[~bzero] assert_allclose(expected_eigvals, x) class TestOrdQZWorkspaceSize: def test_decompose(self): rng = np.random.RandomState(12345) N = 202 # raises error if lwork parameter to dtrsen is too small for ddtype in [np.float32, np.float64]: A = rng.random((N, N)).astype(ddtype) B = rng.random((N, N)).astype(ddtype) # sort = lambda ar, ai, b: ar**2 + ai**2 < b**2 _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta, output='real') for ddtype in [np.complex128, np.complex64]: A = rng.random((N, N)).astype(ddtype) B = rng.random((N, N)).astype(ddtype) _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta, output='complex') @pytest.mark.slow def test_decompose_ouc(self): rng = np.random.RandomState(12345) N = 202 # segfaults if lwork parameter to dtrsen is too small for ddtype in [np.float32, np.float64, np.complex128, np.complex64]: A = rng.random((N, N)).astype(ddtype) B = rng.random((N, N)).astype(ddtype) S, T, alpha, beta, U, V = ordqz(A, B, sort='ouc') class TestDatacopied: def test_datacopied(self): from scipy.linalg._decomp import _datacopied M = matrix([[0, 1], [2, 3]]) A = asarray(M) L = M.tolist() M2 = M.copy() class Fake1: def __array__(self, dtype=None, copy=None): return A class Fake2: __array_interface__ = A.__array_interface__ F1 = Fake1() F2 = Fake2() for item, status in [(M, False), (A, False), (L, True), (M2, False), (F1, False), (F2, False)]: arr = asarray(item) assert_equal(_datacopied(arr, item), status, err_msg=repr(item)) def test_aligned_mem_float(): """Check linalg works with non-aligned memory (float32)""" # Allocate 402 bytes of memory (allocated on boundary) a = arange(402, dtype=np.uint8) # Create an array with boundary offset 4 z = np.frombuffer(a.data, offset=2, count=100, dtype=float32) z.shape = 10, 10 eig(z, overwrite_a=True) eig(z.T, overwrite_a=True) @pytest.mark.skipif(platform.machine() == 'ppc64le', reason="crashes on ppc64le") def test_aligned_mem(): """Check linalg works with non-aligned memory (float64)""" # Allocate 804 bytes of memory (allocated on boundary) a = arange(804, dtype=np.uint8) # Create an array with boundary offset 4 z = np.frombuffer(a.data, offset=4, count=100, dtype=float) z.shape = 10, 10 eig(z, overwrite_a=True) eig(z.T, overwrite_a=True) def test_aligned_mem_complex(): """Check that complex objects don't need to be completely aligned""" # Allocate 1608 bytes of memory (allocated on boundary) a = zeros(1608, dtype=np.uint8) # Create an array with boundary offset 8 z = np.frombuffer(a.data, offset=8, count=100, dtype=complex) z.shape = 10, 10 eig(z, overwrite_a=True) # This does not need special handling eig(z.T, overwrite_a=True) def check_lapack_misaligned(func, args, kwargs): args = list(args) for i in range(len(args)): a = args[:] if isinstance(a[i], np.ndarray): # Try misaligning a[i] aa = np.zeros(a[i].size*a[i].dtype.itemsize+8, dtype=np.uint8) aa = np.frombuffer(aa.data, offset=4, count=a[i].size, dtype=a[i].dtype) aa.shape = a[i].shape aa[...] = a[i] a[i] = aa func(*a, **kwargs) if len(a[i].shape) > 1: a[i] = a[i].T func(*a, **kwargs) @pytest.mark.xfail(run=False, reason="Ticket #1152, triggers a segfault in rare cases.") def test_lapack_misaligned(): M = np.eye(10, dtype=float) R = np.arange(100) R.shape = 10, 10 S = np.arange(20000, dtype=np.uint8) S = np.frombuffer(S.data, offset=4, count=100, dtype=float) S.shape = 10, 10 b = np.ones(10) LU, piv = lu_factor(S) for (func, args, kwargs) in [ (eig, (S,), dict(overwrite_a=True)), # crash (eigvals, (S,), dict(overwrite_a=True)), # no crash (lu, (S,), dict(overwrite_a=True)), # no crash (lu_factor, (S,), dict(overwrite_a=True)), # no crash (lu_solve, ((LU, piv), b), dict(overwrite_b=True)), (solve, (S, b), dict(overwrite_a=True, overwrite_b=True)), (svd, (M,), dict(overwrite_a=True)), # no crash (svd, (R,), dict(overwrite_a=True)), # no crash (svd, (S,), dict(overwrite_a=True)), # crash (svdvals, (S,), dict()), # no crash (svdvals, (S,), dict(overwrite_a=True)), # crash (cholesky, (M,), dict(overwrite_a=True)), # no crash (qr, (S,), dict(overwrite_a=True)), # crash (rq, (S,), dict(overwrite_a=True)), # crash (hessenberg, (S,), dict(overwrite_a=True)), # crash (schur, (S,), dict(overwrite_a=True)), # crash ]: check_lapack_misaligned(func, args, kwargs) # not properly tested # cholesky, rsf2csf, lu_solve, solve, eig_banded, eigvals_banded, eigh, diagsvd class TestOverwrite: def test_eig(self): assert_no_overwrite(eig, [(3, 3)]) assert_no_overwrite(eig, [(3, 3), (3, 3)]) def test_eigh(self): assert_no_overwrite(eigh, [(3, 3)]) assert_no_overwrite(eigh, [(3, 3), (3, 3)]) def test_eig_banded(self): assert_no_overwrite(eig_banded, [(3, 2)]) def test_eigvals(self): assert_no_overwrite(eigvals, [(3, 3)]) def test_eigvalsh(self): assert_no_overwrite(eigvalsh, [(3, 3)]) def test_eigvals_banded(self): assert_no_overwrite(eigvals_banded, [(3, 2)]) def test_hessenberg(self): assert_no_overwrite(hessenberg, [(3, 3)]) def test_lu_factor(self): assert_no_overwrite(lu_factor, [(3, 3)]) def test_lu_solve(self): x = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 8]]) xlu = lu_factor(x) assert_no_overwrite(lambda b: lu_solve(xlu, b), [(3,)]) def test_lu(self): assert_no_overwrite(lu, [(3, 3)]) def test_qr(self): assert_no_overwrite(qr, [(3, 3)]) def test_rq(self): assert_no_overwrite(rq, [(3, 3)]) def test_schur(self): assert_no_overwrite(schur, [(3, 3)]) def test_schur_complex(self): assert_no_overwrite(lambda a: schur(a, 'complex'), [(3, 3)], dtypes=[np.float32, np.float64]) def test_svd(self): assert_no_overwrite(svd, [(3, 3)]) assert_no_overwrite(lambda a: svd(a, lapack_driver='gesvd'), [(3, 3)]) def test_svdvals(self): assert_no_overwrite(svdvals, [(3, 3)]) def _check_orth(n, dtype, skip_big=False): X = np.ones((n, 2), dtype=float).astype(dtype) eps = np.finfo(dtype).eps tol = 1000 * eps Y = orth(X) assert_equal(Y.shape, (n, 1)) assert_allclose(Y, Y.mean(), atol=tol) Y = orth(X.T) assert_equal(Y.shape, (2, 1)) assert_allclose(Y, Y.mean(), atol=tol) if n > 5 and not skip_big: np.random.seed(1) X = np.random.rand(n, 5) @ np.random.rand(5, n) X = X + 1e-4 * np.random.rand(n, 1) @ np.random.rand(1, n) X = X.astype(dtype) Y = orth(X, rcond=1e-3) assert_equal(Y.shape, (n, 5)) Y = orth(X, rcond=1e-6) assert_equal(Y.shape, (n, 5 + 1)) @pytest.mark.slow @pytest.mark.skipif(np.dtype(np.intp).itemsize < 8, reason="test only on 64-bit, else too slow") def test_orth_memory_efficiency(): # Pick n so that 16*n bytes is reasonable but 8*n*n bytes is unreasonable. # Keep in mind that @pytest.mark.slow tests are likely to be running # under configurations that support 4Gb+ memory for tests related to # 32 bit overflow. n = 10*1000*1000 try: _check_orth(n, np.float64, skip_big=True) except MemoryError as e: raise AssertionError( 'memory error perhaps caused by orth regression' ) from e def test_orth(): dtypes = [np.float32, np.float64, np.complex64, np.complex128] sizes = [1, 2, 3, 10, 100] for dt, n in itertools.product(dtypes, sizes): _check_orth(n, dt) def test_null_space(): np.random.seed(1) dtypes = [np.float32, np.float64, np.complex64, np.complex128] sizes = [1, 2, 3, 10, 100] for dt, n in itertools.product(dtypes, sizes): X = np.ones((2, n), dtype=dt) eps = np.finfo(dt).eps tol = 1000 * eps Y = null_space(X) assert_equal(Y.shape, (n, n-1)) assert_allclose(X @ Y, 0, atol=tol) Y = null_space(X.T) assert_equal(Y.shape, (2, 1)) assert_allclose(X.T @ Y, 0, atol=tol) X = np.random.randn(1 + n//2, n) Y = null_space(X) assert_equal(Y.shape, (n, n - 1 - n//2)) assert_allclose(X @ Y, 0, atol=tol) if n > 5: np.random.seed(1) X = np.random.rand(n, 5) @ np.random.rand(5, n) X = X + 1e-4 * np.random.rand(n, 1) @ np.random.rand(1, n) X = X.astype(dt) Y = null_space(X, rcond=1e-3) assert_equal(Y.shape, (n, n - 5)) Y = null_space(X, rcond=1e-6) assert_equal(Y.shape, (n, n - 6)) def test_subspace_angles(): H = hadamard(8, float) A = H[:, :3] B = H[:, 3:] assert_allclose(subspace_angles(A, B), [np.pi / 2.] * 3, atol=1e-14) assert_allclose(subspace_angles(B, A), [np.pi / 2.] * 3, atol=1e-14) for x in (A, B): assert_allclose(subspace_angles(x, x), np.zeros(x.shape[1]), atol=1e-14) # From MATLAB function "subspace", which effectively only returns the # last value that we calculate x = np.array( [[0.537667139546100, 0.318765239858981, 3.578396939725760, 0.725404224946106], # noqa: E501 [1.833885014595086, -1.307688296305273, 2.769437029884877, -0.063054873189656], # noqa: E501 [-2.258846861003648, -0.433592022305684, -1.349886940156521, 0.714742903826096], # noqa: E501 [0.862173320368121, 0.342624466538650, 3.034923466331855, -0.204966058299775]]) # noqa: E501 expected = 1.481454682101605 assert_allclose(subspace_angles(x[:, :2], x[:, 2:])[0], expected, rtol=1e-12) assert_allclose(subspace_angles(x[:, 2:], x[:, :2])[0], expected, rtol=1e-12) expected = 0.746361174247302 assert_allclose(subspace_angles(x[:, :2], x[:, [2]]), expected, rtol=1e-12) assert_allclose(subspace_angles(x[:, [2]], x[:, :2]), expected, rtol=1e-12) expected = 0.487163718534313 assert_allclose(subspace_angles(x[:, :3], x[:, [3]]), expected, rtol=1e-12) assert_allclose(subspace_angles(x[:, [3]], x[:, :3]), expected, rtol=1e-12) expected = 0.328950515907756 assert_allclose(subspace_angles(x[:, :2], x[:, 1:]), [expected, 0], atol=1e-12) # Degenerate conditions assert_raises(ValueError, subspace_angles, x[0], x) assert_raises(ValueError, subspace_angles, x, x[0]) assert_raises(ValueError, subspace_angles, x[:-1], x) # Test branch if mask.any is True: A = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1], [0, 0, 0], [0, 0, 0]]) B = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 0], [0, 0, 0], [0, 0, 1]]) expected = np.array([np.pi/2, 0, 0]) assert_allclose(subspace_angles(A, B), expected, rtol=1e-12) # Complex # second column in "b" does not affect result, just there so that # b can have more cols than a, and vice-versa (both conditional code paths) a = [[1 + 1j], [0]] b = [[1 - 1j, 0], [0, 1]] assert_allclose(subspace_angles(a, b), 0., atol=1e-14) assert_allclose(subspace_angles(b, a), 0., atol=1e-14) class TestCDF2RDF: def matmul(self, a, b): return np.einsum('...ij,...jk->...ik', a, b) def assert_eig_valid(self, w, v, x): assert_array_almost_equal( self.matmul(v, w), self.matmul(x, v) ) def test_single_array0x0real(self): # eig doesn't support 0x0 in old versions of numpy X = np.empty((0, 0)) w, v = np.empty(0), np.empty((0, 0)) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_single_array2x2_real(self): X = np.array([[1, 2], [3, -1]]) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_single_array2x2_complex(self): X = np.array([[1, 2], [-2, 1]]) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_single_array3x3_real(self): X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6]]) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_single_array3x3_complex(self): X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]]) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_random_1d_stacked_arrays(self): # cannot test M == 0 due to bug in old numpy for M in range(1, 7): np.random.seed(999999999) X = np.random.rand(100, M, M) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_random_2d_stacked_arrays(self): # cannot test M == 0 due to bug in old numpy for M in range(1, 7): X = np.random.rand(10, 10, M, M) w, v = np.linalg.eig(X) wr, vr = cdf2rdf(w, v) self.assert_eig_valid(wr, vr, X) def test_low_dimensionality_error(self): w, v = np.empty(()), np.array((2,)) assert_raises(ValueError, cdf2rdf, w, v) def test_not_square_error(self): # Check that passing a non-square array raises a ValueError. w, v = np.arange(3), np.arange(6).reshape(3, 2) assert_raises(ValueError, cdf2rdf, w, v) def test_swapped_v_w_error(self): # Check that exchanging places of w and v raises ValueError. X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]]) w, v = np.linalg.eig(X) assert_raises(ValueError, cdf2rdf, v, w) def test_non_associated_error(self): # Check that passing non-associated eigenvectors raises a ValueError. w, v = np.arange(3), np.arange(16).reshape(4, 4) assert_raises(ValueError, cdf2rdf, w, v) def test_not_conjugate_pairs(self): # Check that passing non-conjugate pairs raises a ValueError. X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]]) w, v = np.linalg.eig(X) assert_raises(ValueError, cdf2rdf, w, v) # different arrays in the stack, so not conjugate X = np.array([ [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]], [[1, 2, 3], [1, 2, 3], [2, 5, 6-1j]], ]) w, v = np.linalg.eig(X) assert_raises(ValueError, cdf2rdf, w, v)