""" Test functions for linalg module """ import numpy as np from numpy.testing import * from numpy import array, single, double, csingle, cdouble, dot, identity from numpy import multiply, atleast_2d, inf, asarray, matrix from numpy import linalg from numpy.linalg import matrix_power, norm, matrix_rank def ifthen(a, b): return not a or b old_assert_almost_equal = assert_almost_equal def imply(a, b): return not a or b def assert_almost_equal(a, b, **kw): if asarray(a).dtype.type in (single, csingle): decimal = 6 else: decimal = 12 old_assert_almost_equal(a, b, decimal=decimal, **kw) class LinalgTestCase: def test_single(self): a = array([[1.,2.], [3.,4.]], dtype=single) b = array([2., 1.], dtype=single) self.do(a, b) def test_double(self): a = array([[1.,2.], [3.,4.]], dtype=double) b = array([2., 1.], dtype=double) self.do(a, b) def test_double_2(self): a = array([[1.,2.], [3.,4.]], dtype=double) b = array([[2., 1., 4.], [3., 4., 6.]], dtype=double) self.do(a, b) def test_csingle(self): a = array([[1.+2j,2+3j], [3+4j,4+5j]], dtype=csingle) b = array([2.+1j, 1.+2j], dtype=csingle) self.do(a, b) def test_cdouble(self): a = array([[1.+2j,2+3j], [3+4j,4+5j]], dtype=cdouble) b = array([2.+1j, 1.+2j], dtype=cdouble) self.do(a, b) def test_cdouble_2(self): a = array([[1.+2j,2+3j], [3+4j,4+5j]], dtype=cdouble) b = array([[2.+1j, 1.+2j, 1+3j], [1-2j, 1-3j, 1-6j]], dtype=cdouble) self.do(a, b) def test_empty(self): a = atleast_2d(array([], dtype = double)) b = atleast_2d(array([], dtype = double)) try: self.do(a, b) raise AssertionError("%s should fail with empty matrices", self.__name__[5:]) except linalg.LinAlgError, e: pass def test_nonarray(self): a = [[1,2], [3,4]] b = [2, 1] self.do(a,b) def test_matrix_b_only(self): """Check that matrix type is preserved.""" a = array([[1.,2.], [3.,4.]]) b = matrix([2., 1.]).T self.do(a, b) def test_matrix_a_and_b(self): """Check that matrix type is preserved.""" a = matrix([[1.,2.], [3.,4.]]) b = matrix([2., 1.]).T self.do(a, b) class LinalgNonsquareTestCase: def test_single_nsq_1(self): a = array([[1.,2.,3.], [3.,4.,6.]], dtype=single) b = array([2., 1.], dtype=single) self.do(a, b) def test_single_nsq_2(self): a = array([[1.,2.], [3.,4.], [5.,6.]], dtype=single) b = array([2., 1., 3.], dtype=single) self.do(a, b) def test_double_nsq_1(self): a = array([[1.,2.,3.], [3.,4.,6.]], dtype=double) b = array([2., 1.], dtype=double) self.do(a, b) def test_double_nsq_2(self): a = array([[1.,2.], [3.,4.], [5.,6.]], dtype=double) b = array([2., 1., 3.], dtype=double) self.do(a, b) def test_csingle_nsq_1(self): a = array([[1.+1j,2.+2j,3.-3j], [3.-5j,4.+9j,6.+2j]], dtype=csingle) b = array([2.+1j, 1.+2j], dtype=csingle) self.do(a, b) def test_csingle_nsq_2(self): a = array([[1.+1j,2.+2j], [3.-3j,4.-9j], [5.-4j,6.+8j]], dtype=csingle) b = array([2.+1j, 1.+2j, 3.-3j], dtype=csingle) self.do(a, b) def test_cdouble_nsq_1(self): a = array([[1.+1j,2.+2j,3.-3j], [3.-5j,4.+9j,6.+2j]], dtype=cdouble) b = array([2.+1j, 1.+2j], dtype=cdouble) self.do(a, b) def test_cdouble_nsq_2(self): a = array([[1.+1j,2.+2j], [3.-3j,4.-9j], [5.-4j,6.+8j]], dtype=cdouble) b = array([2.+1j, 1.+2j, 3.-3j], dtype=cdouble) self.do(a, b) def test_cdouble_nsq_1_2(self): a = array([[1.+1j,2.+2j,3.-3j], [3.-5j,4.+9j,6.+2j]], dtype=cdouble) b = array([[2.+1j, 1.+2j], [1-1j, 2-2j]], dtype=cdouble) self.do(a, b) def test_cdouble_nsq_2_2(self): a = array([[1.+1j,2.+2j], [3.-3j,4.-9j], [5.-4j,6.+8j]], dtype=cdouble) b = array([[2.+1j, 1.+2j], [1-1j, 2-2j], [1-1j, 2-2j]], dtype=cdouble) self.do(a, b) class TestSolve(LinalgTestCase, TestCase): def do(self, a, b): x = linalg.solve(a, b) assert_almost_equal(b, dot(a, x)) assert imply(isinstance(b, matrix), isinstance(x, matrix)) class TestInv(LinalgTestCase, TestCase): def do(self, a, b): a_inv = linalg.inv(a) assert_almost_equal(dot(a, a_inv), identity(asarray(a).shape[0])) assert imply(isinstance(a, matrix), isinstance(a_inv, matrix)) class TestEigvals(LinalgTestCase, TestCase): def do(self, a, b): ev = linalg.eigvals(a) evalues, evectors = linalg.eig(a) assert_almost_equal(ev, evalues) class TestEig(LinalgTestCase, TestCase): def do(self, a, b): evalues, evectors = linalg.eig(a) assert_almost_equal(dot(a, evectors), multiply(evectors, evalues)) assert imply(isinstance(a, matrix), isinstance(evectors, matrix)) class TestSVD(LinalgTestCase, TestCase): def do(self, a, b): u, s, vt = linalg.svd(a, 0) assert_almost_equal(a, dot(multiply(u, s), vt)) assert imply(isinstance(a, matrix), isinstance(u, matrix)) assert imply(isinstance(a, matrix), isinstance(vt, matrix)) class TestCondSVD(LinalgTestCase, TestCase): def do(self, a, b): c = asarray(a) # a might be a matrix s = linalg.svd(c, compute_uv=False) old_assert_almost_equal(s[0]/s[-1], linalg.cond(a), decimal=5) class TestCond2(LinalgTestCase, TestCase): def do(self, a, b): c = asarray(a) # a might be a matrix s = linalg.svd(c, compute_uv=False) old_assert_almost_equal(s[0]/s[-1], linalg.cond(a,2), decimal=5) class TestCondInf(TestCase): def test(self): A = array([[1.,0,0],[0,-2.,0],[0,0,3.]]) assert_almost_equal(linalg.cond(A,inf),3.) class TestPinv(LinalgTestCase, TestCase): def do(self, a, b): a_ginv = linalg.pinv(a) assert_almost_equal(dot(a, a_ginv), identity(asarray(a).shape[0])) assert imply(isinstance(a, matrix), isinstance(a_ginv, matrix)) class TestDet(LinalgTestCase, TestCase): def do(self, a, b): d = linalg.det(a) (s, ld) = linalg.slogdet(a) if asarray(a).dtype.type in (single, double): ad = asarray(a).astype(double) else: ad = asarray(a).astype(cdouble) ev = linalg.eigvals(ad) assert_almost_equal(d, multiply.reduce(ev)) assert_almost_equal(s * np.exp(ld), multiply.reduce(ev)) if s != 0: assert_almost_equal(np.abs(s), 1) else: assert_equal(ld, -inf) def test_zero(self): assert_equal(linalg.det([[0.0]]), 0.0) assert_equal(type(linalg.det([[0.0]])), double) assert_equal(linalg.det([[0.0j]]), 0.0) assert_equal(type(linalg.det([[0.0j]])), cdouble) assert_equal(linalg.slogdet([[0.0]]), (0.0, -inf)) assert_equal(type(linalg.slogdet([[0.0]])[0]), double) assert_equal(type(linalg.slogdet([[0.0]])[1]), double) assert_equal(linalg.slogdet([[0.0j]]), (0.0j, -inf)) assert_equal(type(linalg.slogdet([[0.0j]])[0]), cdouble) assert_equal(type(linalg.slogdet([[0.0j]])[1]), double) class TestLstsq(LinalgTestCase, LinalgNonsquareTestCase, TestCase): def do(self, a, b): arr = np.asarray(a) m, n = arr.shape u, s, vt = linalg.svd(a, 0) x, residuals, rank, sv = linalg.lstsq(a, b) if m <= n: assert_almost_equal(b, dot(a, x)) assert_equal(rank, m) else: assert_equal(rank, n) assert_almost_equal(sv, sv.__array_wrap__(s)) if rank == n and m > n: expect_resids = (np.asarray(abs(np.dot(a, x) - b))**2).sum(axis=0) expect_resids = np.asarray(expect_resids) if len(np.asarray(b).shape) == 1: expect_resids.shape = (1,) assert_equal(residuals.shape, expect_resids.shape) else: expect_resids = type(x)([]) assert_almost_equal(residuals, expect_resids) assert_(np.issubdtype(residuals.dtype, np.floating)) assert imply(isinstance(b, matrix), isinstance(x, matrix)) assert imply(isinstance(b, matrix), isinstance(residuals, matrix)) class TestMatrixPower(TestCase): R90 = array([[0,1],[-1,0]]) Arb22 = array([[4,-7],[-2,10]]) noninv = array([[1,0],[0,0]]) arbfloat = array([[0.1,3.2],[1.2,0.7]]) large = identity(10) t = large[1,:].copy() large[1,:] = large[0,:] large[0,:] = t def test_large_power(self): assert_equal(matrix_power(self.R90,2L**100+2**10+2**5+1),self.R90) def test_large_power_trailing_zero(self): assert_equal(matrix_power(self.R90,2L**100+2**10+2**5),identity(2)) def testip_zero(self): def tz(M): mz = matrix_power(M,0) assert_equal(mz, identity(M.shape[0])) assert_equal(mz.dtype, M.dtype) for M in [self.Arb22, self.arbfloat, self.large]: yield tz, M def testip_one(self): def tz(M): mz = matrix_power(M,1) assert_equal(mz, M) assert_equal(mz.dtype, M.dtype) for M in [self.Arb22, self.arbfloat, self.large]: yield tz, M def testip_two(self): def tz(M): mz = matrix_power(M,2) assert_equal(mz, dot(M,M)) assert_equal(mz.dtype, M.dtype) for M in [self.Arb22, self.arbfloat, self.large]: yield tz, M def testip_invert(self): def tz(M): mz = matrix_power(M,-1) assert_almost_equal(identity(M.shape[0]), dot(mz,M)) for M in [self.R90, self.Arb22, self.arbfloat, self.large]: yield tz, M def test_invert_noninvertible(self): import numpy.linalg self.assertRaises(numpy.linalg.linalg.LinAlgError, lambda: matrix_power(self.noninv,-1)) class TestBoolPower(TestCase): def test_square(self): A = array([[True,False],[True,True]]) assert_equal(matrix_power(A,2),A) class HermitianTestCase(object): def test_single(self): a = array([[1.,2.], [2.,1.]], dtype=single) self.do(a) def test_double(self): a = array([[1.,2.], [2.,1.]], dtype=double) self.do(a) def test_csingle(self): a = array([[1.,2+3j], [2-3j,1]], dtype=csingle) self.do(a) def test_cdouble(self): a = array([[1.,2+3j], [2-3j,1]], dtype=cdouble) self.do(a) def test_empty(self): a = atleast_2d(array([], dtype = double)) assert_raises(linalg.LinAlgError, self.do, a) def test_nonarray(self): a = [[1,2], [2,1]] self.do(a) def test_matrix_b_only(self): """Check that matrix type is preserved.""" a = array([[1.,2.], [2.,1.]]) self.do(a) def test_matrix_a_and_b(self): """Check that matrix type is preserved.""" a = matrix([[1.,2.], [2.,1.]]) self.do(a) class TestEigvalsh(HermitianTestCase, TestCase): def do(self, a): # note that eigenvalue arrays must be sorted since # their order isn't guaranteed. ev = linalg.eigvalsh(a) evalues, evectors = linalg.eig(a) ev.sort() evalues.sort() assert_almost_equal(ev, evalues) class TestEigh(HermitianTestCase, TestCase): def do(self, a): # note that eigenvalue arrays must be sorted since # their order isn't guaranteed. ev, evc = linalg.eigh(a) evalues, evectors = linalg.eig(a) ev.sort() evalues.sort() assert_almost_equal(ev, evalues) class _TestNorm(TestCase): dt = None dec = None def test_empty(self): assert_equal(norm([]), 0.0) assert_equal(norm(array([], dtype=self.dt)), 0.0) assert_equal(norm(atleast_2d(array([], dtype=self.dt))), 0.0) def test_vector(self): a = [1.0,2.0,3.0,4.0] b = [-1.0,-2.0,-3.0,-4.0] c = [-1.0, 2.0,-3.0, 4.0] def _test(v): np.testing.assert_almost_equal(norm(v), 30**0.5, decimal=self.dec) np.testing.assert_almost_equal(norm(v,inf), 4.0, decimal=self.dec) np.testing.assert_almost_equal(norm(v,-inf), 1.0, decimal=self.dec) np.testing.assert_almost_equal(norm(v,1), 10.0, decimal=self.dec) np.testing.assert_almost_equal(norm(v,-1), 12.0/25, decimal=self.dec) np.testing.assert_almost_equal(norm(v,2), 30**0.5, decimal=self.dec) np.testing.assert_almost_equal(norm(v,-2), ((205./144)**-0.5), decimal=self.dec) np.testing.assert_almost_equal(norm(v,0), 4, decimal=self.dec) for v in (a, b, c,): _test(v) for v in (array(a, dtype=self.dt), array(b, dtype=self.dt), array(c, dtype=self.dt)): _test(v) def test_matrix(self): A = matrix([[1.,3.],[5.,7.]], dtype=self.dt) A = matrix([[1.,3.],[5.,7.]], dtype=self.dt) assert_almost_equal(norm(A), 84**0.5) assert_almost_equal(norm(A,'fro'), 84**0.5) assert_almost_equal(norm(A,inf), 12.0) assert_almost_equal(norm(A,-inf), 4.0) assert_almost_equal(norm(A,1), 10.0) assert_almost_equal(norm(A,-1), 6.0) assert_almost_equal(norm(A,2), 9.1231056256176615) assert_almost_equal(norm(A,-2), 0.87689437438234041) self.assertRaises(ValueError, norm, A, 'nofro') self.assertRaises(ValueError, norm, A, -3) self.assertRaises(ValueError, norm, A, 0) class TestNormDouble(_TestNorm): dt = np.double dec= 12 class TestNormSingle(_TestNorm): dt = np.float32 dec = 6 def test_matrix_rank(): # Full rank matrix yield assert_equal, 4, matrix_rank(np.eye(4)) # rank deficient matrix I=np.eye(4); I[-1,-1] = 0. yield assert_equal, matrix_rank(I), 3 # All zeros - zero rank yield assert_equal, matrix_rank(np.zeros((4,4))), 0 # 1 dimension - rank 1 unless all 0 yield assert_equal, matrix_rank([1, 0, 0, 0]), 1 yield assert_equal, matrix_rank(np.zeros((4,))), 0 # accepts array-like yield assert_equal, matrix_rank([1]), 1 # greater than 2 dimensions raises error yield assert_raises, TypeError, matrix_rank, np.zeros((2,2,2)) # works on scalar yield assert_equal, matrix_rank(1), 1 if __name__ == "__main__": run_module_suite()